T. Pham: Chapter 1: SEQUENCES and SERIES

Chapter 1: SEQUENCES and SERIES
AM
PH
Duong T. PHAM
T.
g. CALCULUS II
on
Du
Duong T. PHAM March 22, 2020 1 / 76

Outline
1 Sequences
2 Series
3 Series with positive terms
AM
Comparison test
Limit comparison test
PH
Ratio test
Root test
T.
Integral test
4 Alternating Series g.
on
5 Absolute and conditional convergence
Du
6 Some important series

Power Series
Taylor and Maclaurin Series
Taylor’s Inequality
Fourier Series
Sequences
Definition.
A sequence is a list of numbers written in a definite order
AM
a1 , a2 , a3 , a4 , . . . , an , . . .
PH
a1 is the first term, a2 is the second term, and in general, an is the nth
term.
T.
Example. 1, 2, 3, . . . , n, . . . is a sequence in which the nth term is n.
g.
on
Notation: A sequence {a1 , a2 , . . . , an , . . .} can be also denoted by {an } or
{an }∞
n=1 .
Du
Example.
∞ √ ∞
(−1)n

n { n − 3}∞
n=3
n + 1 n=0 n n=1

Sequences
∞
n n
Example. Consider . Denote an = . Then we have
n+1 n=0 n+1
AM
1 2 3 1000
a0 = 0, a1 = , a2 = , a3 = , . . . , a1000 = ,...
2 3 4 1001
PH
y
T.
1
g.
on
a2
a1
Du
a0 x
50 100
Observation: When n goes to ∞, the term an goto 1.

Convergence
Definition.
A sequence {an } has a limit L and we write
AM
lim an = L or an → L when n → ∞
n→∞
PH
if for every > 0, there is an integer N > 0 such that
T.
if n ≥ N then |an − L| < .
g.
on
y
Du
1+
1−1
a0 x
50 100

Convergence
n
Example. Prove that lim = 1.
AM
n→∞ n+1
PH
Ans: Let be an arbitrarilly small positive number. We choose N > 1/.
Then for any n > N, we have n > 1/ and
T.

n 1 1
n + 1 − 1 = n + 1 < n < .
g.

on
n
Du
Hence, lim = 1.
n→∞ n + 1

Convergence
Theorem.
Let f (x) be a function satisfying lim f (x) = L. Define an = f (n). Then
x→∞
AM
we have
lim an = L.
PH
n→∞
1 1
Example. We have lim r = 0 for any r > 0. Therefore, lim r = 0
T.
x→∞ x n→∞ n
when r > 0.
g.
on
Definition.
Du
lim an = ∞ means that for any arbitrarilly large positive integer M, there
n→∞
is a positive integer N such that
if n > N, then an > M.

Example
ln n
Example. Calculate lim .
n→∞ n
AM
ln x
Ans: We consider the function f (x) = . Using L’Hopital rule, we
PH
x
obtain
T.
ln x 1/x
lim = lim = 0.
x→∞ x x→∞ 1
g.
We then have
on
Du
ln n ln x
lim = lim = 0.
n→∞ n x→∞ x

Convergence
Theorem.
Let lim an = L and lim bn = M. There hold
AM
n→∞ n→∞
lim (an + bn ) = lim an + lim bn
n→∞ n→∞ n→∞
PH
lim (an − bn ) = lim an − lim bn
n→∞ n→∞ n→∞
T.
lim can = c lim an
n→∞ n→∞
lim c = c g.
n→∞
on
lim (an · bn ) = lim an · lim bn
n→∞ n→∞ n→∞
Du
an limn→∞ an
lim = if lim bn 6= 0
n→∞ bn limn→∞ bn n→∞
p p
lim an = [ lim an ] where p > 0 and an > 0.
n→∞ n→∞

Theorem (Squeeze Theorem).
Assume that an ≤ bn ≤ cn for all n ≥ n0 , where n0 is some fixed number.
If lim an = lim cn = L, then lim bn = L.
n→∞ n→∞ n→∞
Proof: Let > 0 be an arbitrarilly small positive number. Since
AM
lim an = L, there is an integer N1 > 0 s.t.
n→∞
|an − L| < ∀n ≥ N1 .
PH
Since lim cn = L, there is an integer N2 > 0 s.t.
n→∞
T.
|cn − L| < ∀n ≥ N2 .
g.
Note that an ≤ bn ≤ cn for all n ≥ n0 . We then have
on
an − L ≤ bn − L ≤ cn − L ∀n ≥ n0
Du
⇒ |bn − L| ≤ max {|an − L| , |cn − L|} ∀n ≥ n0 .

We choose N = max {N1 , N2 , n0 }. There holds
|bn − L| < ∀n ≥ N.
Hence, lim bn = L.
n→∞
Convergence
Theorem.
If lim |an | = 0, then lim an = 0.
AM
n→∞ n→∞
PH
Proof: Let > 0 be an arbitrarilly small positive number. Since
lim |an | = 0, there is an integer N > 0 such that
T.
n→∞
||an | − 0| < ∀n ≥ N.
g.
on
The above Inequality is equivalent to
Du
|an − 0| < ∀n ≥ N.
Therefore, lim an = 0
n→∞

Convergence
(−1)n
Example. Evaluate lim .
AM
n→∞ n
PH
Ans: We consider the sequence of the absolutely values of corresponding
terms
T.
(−1)n

lim = lim 1 = 0.
n→∞
g. n n→∞ n
on
Hence,
(−1)n
Du
lim = 0.
n→∞ n

Sequence and continuous functions
Theorem.
If lim an = L and the function f is continuous at L , then there holds
AM
n→∞
lim f (an ) = f (L).
PH
n→∞
T.
Example. Evaluate lim sin .
n→∞ n
g.
on
Ans: The function f (x) = sin x is continuous at 0. Moreover,
π
lim = 0, we then have
Du
n→∞ n
π π
lim sin = sin lim = sin 0 = 0.
n→∞ n n→∞ n

Increasing and decreasing sequence
Definition.
A sequence {an } is called to be
AM
increasing if an < an+1 for all n,
PH
decreasing if an > an+1 for all n,
monotonic if it is either increasing or decreasing.
T.
∞ g.
1
Example. The sequence is an decreasing sequence. Indeed, for
on
n n=1
any n ≥ 1, we have
Du
1 1
> ∀n ≥ 1.
n n+1

Bounded sequences
Definition.
A sequence {an } is bounded above if there is a M such that
AM
an ≤ M ∀n.
PH
It is said to be bounded below if there is a m such that
T.
m ≤ an ∀n.
g.
If it is bounded from above and below, it is said to be bounded.
on
Du
Theorem (Monotonic sequence theorem).

Every monotonic and bounded sequence is convergent.

Example. Investigate the sequence {an } defined by recurrence relation:
1
a1 = 2, an+1 = (an + 6) , n = 1, 2, 3, . . .
2
• We have a2 = 12 (a1 +6)=4. Thus a1 <a2 . Suppose that an < an+1 .

Then
AM
1 1
an+2 = (an+1 + 6) > (an + 6) = an+1 =⇒ an+1 < an+2 .
2 2
PH
Hence, an is an increasing sequence.
• Similarly, a1 = 2 < 6. Suppose that an < 6. We have
T.
1 1
an+1 = (an + 6) < (6 + 6) = 6 =⇒ an+1 < 6.
2 g. 2
Hence, 0 < an < 6 for all n ≥ 1. (an is bounded.)
on
• The sequence an is monotonic and bounded. Thus, an is convergent.
Du
1
Denote lim an = L. We have lim an+1 = lim an + 6
n→∞ n→∞ 2 n→∞
1
=⇒ L = (L + 6) =⇒ L = 6.
2
Therefore, lim an = 6.
n→∞
Monotonic sequences
Example. Show that the following sequence is convergent and find its
AM
limit ( r )
√ √ √
q q
PH
2, 2 + 2, 2 + 2 + 2, . . .
T.
Hint:
√ √
Denote a1 = 2. Then an+1 =
g. 2 + an .
on
Show that an is increasing and bounded above by 3.
Du
Find lim an .
n→∞

Homeworks
Textbook: J. Stewart, Calculus, 7th Edition, 2012
AM
- Section 11.1: 5, 14, 12, 26, 30, 37, 44
PH
- Section 11.2 : 31, 34, 37, 40
- Section 11.3 : 12, 16, 18, 20
T.
- Section 11.4: 12, 14, 18, 22
g.
- Section 11.5 : 6, 8, 10, 16
on
- Section 11.6 : 4, 8, 12, 18
Du
- Section 11.8 : 10, 16, 20

Series
Definition.
Let {an }∞
n=1 be a sequence.
AM
∞
X
a1 + . . . + an + . . . is called a series, denoted by an
PH
n=1
T.
Example. g.
∞
on
X
n = 1 + 2 + . . . + n + . . . is a series
Du
n=1
∞
X 1 1 1 1
= + + . . . + n + . . . is a series
2n 2 4 2
n=1

Convergent series
Definition.
∞
X
Given a series an ;
AM
n=1
k
X
Sk = an is the kth partial sum
PH
n=1 ∞
X
If {Sk }∞ converges, lim Sk = S; then an is called convergent
T.
k=1
k→∞
n=1
∞
g.
a1 + . . . + an + . . . = S or
X
an = S
on
n=1
Du
∞
X k
X
an = lim Sk = lim an
k→∞ k→∞
n=1 n=1
∞
X
If lim Sk does NOT exist, then an is divergent
k→∞
n=1
Examples
∞
X
Example. n
n=1
AM
k
X k(k + 1)
Sk = n=
PH
2
n=1
k(k + 1)
T.
lim Sk = lim =∞
k→∞ k→∞ 2
∞
g.
on
X
n does NOT converge
Du
n=1
∞
X
n=∞
n=1

Example
∞
X 1
Example. Show that is convergent. Find its sum.
n(n + 1)
n=1
AM
k k
X 1 X 1 1 1
PH
Sk = = − =1−
n(n + 1) n n+1 k +1
n=1 n=1
T.

1
lim Sk = lim 1− =1
k→∞ k→∞ g.k +1
on
The series is convergent and
Du
∞
X 1
=1
n(n + 1)
n=1

Geometric series
Example. An important example of series is the geometric series

∞
AM
X
ar n−1 , where a 6= 0.
n=1
PH
k
X a(1 − r k )
Sk = ar n−1 = a + ar + . . . + ar k−1 =
T.
1−r
n=1
 a

a(1 −
g.
rk) if |r | < 1
= 1−r
on
lim Sk = lim
k→∞ k→∞ 1−r ∞ if |r | > 1
Du
a

∞
X  convergent = if |r | < 1
ar n−1 is 1−r
n=1
 divergent if |r | ≥ 1

Test for convergence
Theorem.
∞
X
If an is convergent , then lim an = 0
AM
n→∞
n=1
Proof.
PH
Sk = a1 + . . . + ak =⇒ ak = Sk − Sk−1
∞
T.
X
an converges , lim Sk = s for some s
k→∞
n=1 g.
Hence, lim ak = lim (Sk − Sk−1 )
on
k→∞ k→∞
= lim Sk − lim Sk−1 = s − s = 0
Du
k→∞ k→∞
Corollary (Test for convergence).

∞
X
If lim an does not exist or lim an 6= 0, then an is divergent
n→∞ n→∞
n=1

Example
∞
X n2
Example. Is convergent?
2n2 + 1
AM
n=1
n2 1 1
PH
lim 2
= ? lim 1
= 6= 0
n→∞ 2n + 1 n→∞ 2 + 2 2
n
∞
n2
T.
X
is divergent
2n2 + 1
n=1 g.
on
Du
∞
X
Remark: If lim an = 0 , an may be DIVERGENT
n→∞
n=1

Harmonic series
∞
X 1
Example.
n
n=1
1
AM
lim an = lim =0
n→∞ n→∞ n
s1 = 1
PH
s2 = 1 + 21
s4 = 1 + 21 + ( 13 + 14 ) > 1 + 21 + ( 41 + 14 ) = 1 + 22
T.
s8 = 1+ 12 +( 13 + 14 )+( 15 + 16 + 71 + 18 ) > 1+ 21 +( 14 + 14 )+( 18 + 18 + 18 + 18 )
= 1 + 12 + 21 + 12 = 1 + 32
g.
. . . by induction . . .
on
s2n ≥ 1 + n2
Du
lim s2n = ∞ =⇒ {sn }n=1 is divergent

n→∞
∞
X 1
is divergent
n
n=1

Properties of series
Theorem.
∞
X ∞
X
Let an and bn be convergent . Then
AM
n=1 n=1
∞ ∞ ∞ ∞ ∞
PH
X X X X X
(an ± bn ) = an ± bn can = c an
n=1 n=1 n=1 n=1 n=1
T.
Proof. Assume that ∞
P P∞
n=1 an = A and n=1 bn = B. We have
g.
k k
on
X X
lim an = A; lim bn = B. Hence,
Du
k→∞ k→∞
n=1 n=1
k
X k
X k
X
lim (an + bn ) = lim an + lim bn = A + B
k→∞ k→∞ k→∞
n=1 n=1 n=1
P∞
Therefore, n=1 (an + bn ) = A + B. equalities.
Examples
∞
X 1 1
Example. Find + n
n(n + 1) 2
AM
n=1
∞ ∞
1 1
PH
X X
and : convergent and
n(n + 1) 2n
n=1 n=1
T.
∞ ∞ 1
X 1 X 1 2
g. = 1; = 1
=1
n(n + 1) 2n 1− 2
n=1 n=1
on
∞
Du

X 1 1
+ n =1+1=2
n(n + 1) 2
n=1

Series with positive terms
Definition.
∞
X
A series an with positive terms is a series in which an ≥ 0 for all n
AM
n=1
∞
PH
X 1
Example.The harmonic series has all terms being positive.
n
n=1
T.
Theorem.
∞
g.
on
X
Let an , an ≥ 0. The sequence {Sk } of partial sums is an increasing
Du
n=1
sequence . Then
∞
X
an is convergent ⇐⇒ {Sk } is bounded
n=1

Comparison Test
Proposition ( Comparison Test ).

P P
an , bn : series with positive terms and an ≤ bn ∀n ≥ N0 for
AM
some fixed N0 . Then
P P
If bn converges , then an is convergent
PH
P P
If an diverges , then bn is divergent
T.
assume that an ≤ bn ∀n ≥ 0. Denote
Proof.P For simplicity, P
Sk := kn=1 an , Tk := kn=1 bn =⇒ {Sk }, {Tk }: increasing sequences
g.
and Sk ≤ Tk for all n.
on
P
• bn converges =⇒ {Tk } is bounded above, Tk ≤ T ∀k ≥ 0 for some
Du
P =⇒ Sk ≤ T ∀k. And since Sk is increasing =⇒ {Sk } converges =⇒

T
an is convergent .
P
•
P an diverges =⇒ lim Sk = ∞; Since Sk ≤ Tk =⇒ lim Tk = ∞ =⇒
bn = ∞ ( divergent )
Comparison Test
∞ ∞
X 1 X 1
Example. Determine if n
and √ are convergent .
n2 n
n=1 n=1
AM
Ans.
∞
1 1 1
PH
X
Note that n ≤ n ∀n ≥ 1. Geometric series converges.
n2 2 2n
n=1
∞
T.
X 1
=⇒ is convergent .
n2n
n=1 g.
on
∞
1 1 X 1
Note that ≤ √ ∀n ≥ 1. Harmonic series diverges.
Du
n n n
n=1
∞
X 1
=⇒ √ is divergent .
n=1
n

Comparison Test
∞
X 3 + (−1)n
Example. Consider
AM
2n+1
n=1
PH
3 + (−1)n 4 1
We have n+1
≤ n+1 = n−1
2 2 2
T.
∞
X 1
Geometric series g. converges. By comparison test,
2n−1
n=1
on
∞
X 3 + (−1)n
is convergent .
Du
2n+1
n=1

Limit comparison test
Proposition ( Limit Comparison Test ).

∞
X ∞
X
AM
Let an , bn where an ≥ 0, bn ≥ 0 for all n ≥ N0 , where N0 is a fixed
n=1 n=1
an
PH
positive integer. Denote k = lim
bn
∞ ∞
T.
X X
1 If 0<k<∞ then either both an , bn converge or both diverge
g. n=1 n=1
∞ ∞
on
X X
2 If k = 0 and bn converges then an converges
Du
n=1 n=1
∞
X ∞
X
3 If k = ∞ and bn diverges then an diverges
n=1 n=1

Limit Comparison Test
∞ √
AM
X n+1
Example. Determine if √ converges .
n=1
n(n + 1) n + 1
PH
√
n+1 an
Denote an = √ . We have lim = 1.
T.
1
n(n + 1) n + 1 n(n+1)
∞
1
g. ∞ √
n+1
on
X X
Since converges, √ converges .
n(n + 1) n(n + 1) n + 1
Du
n=1 n=1

Ratio Test
Proposition ( Ratio Test ).

P∞ an+1
Given with an ≥ 0. Denote d = lim
n=1 an . Then
an
AM
If d < 1, then ∞
P
an converges ;
Pn=1
∞
PH
If d > 1, then n=1 an diverges ;
T.
X 2n − 1
Example. Determine if √ converges.
g.
n=1
2n
2n − 1 2n + 1
on
Denote an = √ . Then an+1 = √
2 n 2√n+1
Du
an+1 2n + 1 2n 1
We have lim = lim √ · = √ < 1.
n→∞ an n→∞ 2n+1 2n − 1 2
∞
X 2n − 1
Hence, √ converges .
n=1
2n
Ratio Test
∞
X 5n
Example. Determine if converges.
2n (3n + 1)
AM
n=1
PH
5n 5n+1
Denote an = . Then a n+1 =
2n (3n + 1) 2n+1 (3n + 4)
T.
an+1 5n+1
g. 2n (3n + 1) 5
We have lim = lim n+1 · n
= > 1.
n→∞ an n→∞ 2 (3n + 4) 5 2
on
∞
Du
X 5n
Hence, diverges .
2n (3n + 1)
n=1

The Root Test
Proposition ( The Root Test ).

P∞ √
Given n=1 an with an ≥ 0. Denote cn :=n a .
n
AM
If cn ≤ q < 1 for sufficiently large n, then ∞
P
an is convergent
P∞ n=1
PH
If cn ≥ 1 for sufficiently large n, then n=1 an is divergent
T.
Usually, the following form is used in practice.
Corollary ( The Root Test ).

g.
on
P∞ √
Given with an ≥ 0 and lim n an = d.
n=1 an
Du
If d < 1, then ∞
P
an is convergent
Pn=1
∞
If d > 1, then n=1 an is divergent
If d = 1, the root test is inconclusive .

Root Test
∞ n
X n
AM
Example. Consider
2n + 1
n=1
PH
n
n
Denote an :=
2n + 1
T.
√ n 1
lim n an = lim = <1
2n + 1 2
g.
on
∞ n
X n
Hence, is convergent .
Du
2n + 1
n=1

Root Test
∞ 2
n+1 n

X 1
AM
Example. Consider
2n−1 n
n=1
PH
2
n+1 n

1
Denote an := n−1 .
2 n
T.
√ 1 n 1 n 1
lim n an = lim n−1 1 + n1 = lim n−1 · lim 1 + n1 = · e > 1.
2 n g. 2 n 2
on
∞ n 2
X 1 n+1
Du
Hence, is divergent .
2n−1 n
n=1

The Integral Test
Proposition.
Let f be continuous, positive, decreasing function on [1, ∞). Let
an = f (n). Then
AM
R∞
If 1 f (x) dx converges , then ∞
P
an is convergent
R∞ P∞n=1
PH
If 1 f (x) dx diverges , then n=1 an is divergent
∞
1
T.
X
Example. Determine when converges and diverges.
np
n=1
1
g.
Function f (x) = p is continuous, positive, decreasing on [1, ∞).
on
x (
Z ∞
Du
convergent if p > 1
We have f (x) dx is
1 divergent if p ≤ 1
∞
(
X 1 convergent if p > 1
p
is
n divergent if p ≤ 1
n=1

Alternating Series
Definition.
AM
An alternating series has one of the following form
PH
a1 − a2 + a3 − a4 + . . . + (−1)n+1 an + . . .
T.
or
−a1 + a2 − a3 + a4 − . . . + (−1)n an + . . .
g.
on
where an > 0 for all n.
Du
1 1 1 1
Example. − + − . . . + (−1)n + . . . is an alternating series
2 3 4 n

Alternating Series Test
Proposition ( Alternating Series Test ).
∞
X
Series (−1)n an with an > 0. If it satisfies
AM
n=1
an+1 ≤ an ∀n lim an = 0,
PH
∞
X
(−1)n an is convergent .
T.
then
n=1
∞
g.
on
X 1
Example. Consider (−1)n−1 .
Du
n
n=1
1 1 1
We have ≤ for all n; and lim = 0
n+1 n n
∞
X 1
Hence, (−1)n−1 is convergent .
n
n=1
Absolute and Conditional Convergence
Definition.
∞
X ∞
X
• an is called absolutely convergent if |an | is convergent.
AM
n=1 n=1
∞ ∞
PH
X X
• an is called conditionally convergent if it is convergent but |an |
n=1 n=1
is divergent.
T.
∞ ∞
X
g. 1 X 1
Example. • Series (−1)n is absolutely convergent since is
n2 n2
on
n=1 n=1
convergent .
Du
∞
X 1
• Series (−1)n is conditionally convergent since it is convergent
n
n=1
∞
X 1
(by Alternating series test) but is divergent .
n
n=1

Absolute and conditional convergence
Theorem.
AM
P
If an is absolutely convergent , then it is convergent .
PH
∞
X sin nx
Example. Determine if is convergent .
n2
n=1
T.
∞ ∞
sin nx 1 X 1 X sin nx
We have 2 ≤ 2 and
g. is convergent . Then
n n n2 n2
n=1 n=1
on
is convergent by Comparison Test .
Du
∞
X sin nx
This implies that is convergent .
n2
n=1

The Ratio Test
Proposition ( The Ratio Test ).

∞
X an+1
Given an . Denote L := lim
. The following statements are true:
AM
an
n=1
If L < 1, then ∞
P
an is absolutely convergent .
Pn=1
PH
∞
If L > 1, then n=1 an is divergent .
If L = 1, then the Ratio Test is inconclusive .
T.
∞
X g. n3
Example. Determine if (−1)n is convergent .
on
3n
n=1
Du
3
Denote an = (−1)n n3n .
(−1)n+1 (n+1)3

an+1 3 n+1 1 1 3
1
lim = lim = lim 1 + = <1

an (−1)n nn 3
3 n 3
3
n n3
P∞
n=1 (−1) 3n is absolutely convergent and thus convergent .
The Root Test
Proposition ( The Root Test ).
∞
X p
Given an . Denote L := lim n
|an |. The following statements are true:
AM
n=1
P∞
If L < 1, then an is absolutely convergent .
Pn=1
PH
∞
If L > 1, then n=1 an is divergent .
If L = 1, then the Root Test is inconclusive .
T.
∞ n
X g. n 2n + 3
Example. Determine if (−1) is convergent .
on
3n + 2
n=1
n
Du

2n+3
Denote an = (−1)n 3n+2 .
p
n 2n + 3 2
lim |an | = lim = < 1.
3n + 2 3
P∞ n
n 2n+3
n=1 (−1) 3n+2 is absolutely convergent and thus convergent .
Abel’s Test
Proposition ( Abel’s Test ).
Consider ∞
P
X n=1 an bn . If 
AM
bn is convergent 

 ∞
X
an+1 ≤ an (or an+1 ≥ an ) ∀n =⇒ an bn is convergent
PH
 n=1
∃M > 0, |an | ≤ M ∀n 
T.
π
X
n
cos n+1
Example. Determine if (−1) is convergent .
g.
n=2
ln2 n
n
• Denote bn := (−1) π
on
ln2 n
and an := cos n+1 .
P 1
• bn : alternating series ; { ln2 n }: decreasing sequence and
Du
1 P
lim 2 = 0. =⇒ bn is convergent
ln n
π
• Furthermore, an+1 ≥ an ∀n, and |an | = cos n+1 ≤ 1.

π
P∞ cos
• Hence, n=2 (−1)n ln2n+1 n
is convergent .
Dirichlet’s Test
Proposition ( Dirichlet’s Test ).

Consider ∞
P
n=1 an bn . If
∞
)
AM
{an } is decreasing and lim an = 0 X
=⇒ an bn is convergent
∃M > 0 s.t. |b1 + . . . bn | ≤ M ∀n n=1
PH
∞
X sin nx
Example. Consider (sin x2 6= 0)
T.
n
n=1
• Denote an = n1 ; bn = sin nx; Sn = b1 + . . . + bn
g.
• an is decreasing and lim an = 0
on

• sin x2 · Sn = sin x2 sin x + . . . + sin x2 sin nx = 12 cos x2 − cos (2n+1)x
Du
2

|cos x2 | +cos (2n+1)x
2

=⇒ |Sn | ≤ 12

| 2|
cos x
∞
X sin nx
• Hence, is convergent .
n
n=1
Rearrangement
AM
Theorem.
PH
P
P an is absolutely convergent with sum S then any rearrangement of
If
an has the same sum S.
T.
P
Remark: The theorem P above is NOT true if
g. an is conditionally
convergent. In fact, if a is conditionally convergent, for any number
on
P n
r , we can arrange an so that the new series converges to r .
Du

Power Series
Definition.
A power series has the following form
AM
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + . . .
PH
n=0
or more generally,
T.
∞
X g.
an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + a3 (x − x0 )3 + . . .
on
n=0
Du
∞
X
Example. Consider the power series x n.
n=1
It is absolutely convergent for all |x| < 1
It is divergent for all |x| ≥ 1
Convergence domain
Theorem.
∞
X
If an x n is convergent at x = α 6= 0, then it is absolutely convergent
AM
n=0
at every x satisfying |x| ≤ |α|.
PH
Proof.
∞
T.
X
Since an αn is convergent , lim an αn = 0. This implies ∃M > 0
n=0
s.t. |an αn | ≤ M.
g.
on
n n
Let x satisfy |x| < |α|; |an x n | = |an αn | αx ≤ M αx .
Du
∞
n X x n
Since αx < 1, the series is convergent. By Comparison
α
n=0
X∞
Test , |an x n | is absolutely convergent .
n=0
Power Series
Corollary.
∞
X
If an x n is divergent at x = β, then it is divergent for all |x| > β.
AM
n=0
PH
Theorem.
∞
X
an (x − x0 )n , there are only three possibilities:
T.
For
n=0
g.
It converges only when x = x0 .
on
It converges for all x ∈ R
Du
∞
X
∃R s.t. an (x − x0 )n converges if |x − x0 | < R and diverges if
n=0
|x − x0 | > R. ∞
X
The number R is called radius of convergence of an (x − x0 )n .
n=0
Compute radius of convergence
Proposition.
∞
X
an (x − x0 )n ; Denote ρ = lim
p
Given n
|an |. The radius of convergence
AM
n=0
is computed by 1
PH
 ρ if 0 < ρ < ∞


R = ∞ if ρ = 0
T.


0 if ρ = ∞.

p
g. p
on
Proof. Root Test : lim n |an (x−x0 )n | = |x−x0 | lim n |an | = ρ |x−x0 |.
an (x−x0 )n is convergent when ρ |x−x0 | <1, i.e. |x−x0 | < ρ1 . It
P
Du
1 1
is divergent when ρ |x−x0 | >1, i.e. |x−x0 | > ρ ⇒ R= ρ
If ρ = 0, the series converges for all x ⇒ R = ∞

If ρ = ∞, the series converges when x = x0 ⇒ R = 0
Radius of convergence
AM
∞
X 1 n 2 n
PH
Example. Find the radius of convergence of 1+ x
n
n=1
q
T.
n 2
1 n 1 n

ρ = lim 1+ n = lim 1 + n =e
1 1
R= ρ = e
g.
on
Du

Radius of Convergence
Proposition.
∞
X
Given an (x − x0 )n ; Denote ρ = lim aan+1 . The radius of convergence

AM
n
n=0 
is computed by 1/ρ if 0 < ρ < ∞

PH
R= ∞ if ρ = 0

0 if ρ = ∞.

T.
(x+1)n
Example. Determine the interval of convergence of ∞
P
g.
a
n=1 n2n
Denote an = n21n . Then ρ = lim an+1 n
= 21 ⇒ R = 2
on
= lim (n+1)2

n
Du
P (x+1)n
n2n converges when −2 < x+1 < 2 ⇔ −3 < x < 1
P (−1)n
x = −3 , then n is convergent (using Alternating series test)
P1
x = 1, then n is divergent .
Domain of convergence is [−3, 1)
Differentiation and Integration
Theorem.
∞
X
If the power series an (x − x0 )n has radius of convergence R > 0, then
AM
n=0
the function defined by
PH
∞
X
f (x) = an (x − x0 )n
T.
n=0
g.
is differentiable on (x0 − R, x0 + R) and
on
X∞
0
f (x) = nan (x − x0 )n−1
Du
n=1
∞
(x − x0 )n+1
Z X
f (x) dx = C + an
n+1
n=0
The radii of convergence of the above series are both R.
Power series
Example. Find the sum of
AM
x2 x3 xn
S(x) = x − + − . . . + (−1)n−1 + . . . x ∈ (−1, 1)
PH
2 3 n
T.
1
Consider 1 − x + x 2 − x 3 + . . . + (−1)n x n + . . . = 1+x , x ∈ (−1, 1)
2 3 n+1 Z x
x x g. x 1
=⇒ x − + − . . . + (−1)n + ... = dx
2 3 n+1 0 1+x
on
= ln(1 + x)
Du
S(x) = ln(1 + x), x ∈ (−1, 1)

Taylor Series
Theorem.
Given a function f which has a power series expansion
AM
∞
X
f (x) = an (x − x0 )n , |x − x0 | < R.
PH
n=0
Then
T.
f (n) (x0 )
an =
g. n!
on
In other words, if f has a power series expansion, then
Du
∞
X f (n) (x0 )
f (x) = (x − x0 )n , |x − x0 | < R.
n!
n=0
P∞ f (n) (x0 )
The series n=0 n! (x − x0 )n is called Taylor series of f at x0
Maclaurin Series
AM
In the case x0 = 0 ,
PH
∞
X f (n) (0) f 00 (0) 2
f (x) = x n = f (0) + f 0 (0)x + x + ...
T.
n! 2!
n=0
g.
This series is called Maclaurin series
on
Du

Maclaurin Series
Example. Find the Maclaurin series of f (x) = e x and its radius of

convergence.
f (x) = e x =⇒ f (n) (x) = e x ∀n =⇒ f (n) (0) = 1 ∀n
AM
The Maclaurin series of f at 0 is
PH
∞ ∞
X f (n) (0) n
X xn x2 x3
x = =1+x + + + ...
n! n! 2! 3!
T.
n=0 n=0
g. n
Radius of convergence ? Denote an = xn! . Using the Ratio Test
on
Du
n+1
an+1 x n! |x|
d = lim = lim · n = lim =0
an (n + 1)! x n+1
The series is convergent for any x ∈ R and the radius of
convergence R = ∞ .

Sufficient Condition
Theorem.
If ∃M > 0 such that
AM
(n)
f (x) ≤ M ∀n ∈ N and x0 − R < x < x0 + R
then
PH
∞
X f (n) (x0 )
f (x) = (x − x0 )n
n!
T.
n=0
In particular, if g.
on

(n)
f (x) ≤ M ∀n ∈ N and − R < x < R
Du
then
∞
X f (n) (0)
f (x) = xn
n!
n=0

Example. Prove that e x is equal to its Maclaurin series
AM
f (x) = e x =⇒ f (n) (x) = e x

For all |x| < d, we have f (n) (x) < e d (=: M)
PH
Therefore,
∞
X f (n) (0)
x n,
T.
f (x) = −d < x < d
n!
n=0
g.
We can choose arbitrary d. Therefore
on
∞
xn
Du
X
x
e = ∀x ∈ R
n!
n=0

Example. Find the Maclaurin series for sin x and prove that it represents
sin x for all x.
f (x) = sin x ⇒ f 0 (x) = cos x ⇒ f 00 (x) = − sin x ⇒ f 000 (x) = − cos x
AM
⇒ f (4) (x) = sin x = f (x)
f (0) = 0; f 0 (0) = 1; f 00 (0) = 0; f 000 (0) = −1; f (4) (0) = 0 = f (0);
PH
The Maclaurin series of sin x is
T.
∞
f 0 (0) f 00 (0) 2 x3 x5 X x 2n+1
f (0)+ x+ x +... = x − + −... = (−1)n
1! 2! g. 3! 5! (2n + 1)!
n=0
on

Since |sin x| ≤ 1 and |cos x| ≤ 1 for all x; ⇒ f (n) (x) ≤ M ∀n ∈ N
Du
and ∀x ∈ R. Therefore
∞
X x 2n+1
sin x = (−1)n ∀x ∈ R.
(2n + 1)!
n=0

kth degree Taylor polynomials
Definition.
AM
∞
X f (n) (x0 )
Assume that function f has a Taylor expansion: (x − x0 )n .
PH
n!
n=0
Define
T.
k ∞
X f (n) (x0 ) X f (n) (x0 )
Tk := (x − x0 )n ; Rk := (x − x0 )n
n! g. n!
n=0 n=k+1
on
Tk : is the kth-degree Taylor polynomial of f at x0
Du
Rk : is the remainder of the Taylor series

Taylor’s Inequality
Theorem ( Taylor’s Inequality ).

If f (n+1) (x) ≤ M for |x − x0 | ≤ d, then
AM
M
|Rk (x)| ≤ |x − x0 |k+1 , |x − x0 | ≤ d.
PH
(k + 1)!
T.
Remark:
If f is equal to its Taylor expansion: f (x) = Tk (x) + Rk (x) for all
g.
|x − x0 | ≤ d, then Tk (x) → f (x) when k → ∞
on
The error:
Du
M
E = |f (x) − Tk (x)| = |Rk (x)| ≤ |x − x0 |k+1
(k + 1)!
k increases =⇒ E decreases.

Taylor Series
Example.
√
(i) Approximate f (x) = 3 x by Taylor polynomial of degree 2 at x0 = 8;
(ii) Estimate the error when 7 ≤ x ≤ 9.
AM
Sol.
√
PH
1 2 5
(i) f (x) = 3 x = x 3 ⇒ f 0 (x) = 13 x − 3 ⇒ f 00 (x) = − 29 x − 3 ⇒
− 83
f 000 (x) = 10
27 x
T.
f (8) = 2; f 0 (8) = 1
12 ; f 00 (8) = − 144
1
g.
2th-degree Taylor polynomial is
on
f 0 (8) f 00 (8)
(x − 8) + (x − 8)2
Du
T2 (x) = f (8) +
1! 2!
1 1
= 2 + (x − 8) − (x − 8)2
12 288
√ 1 1
Hence 3
x '2+ 12 (x − 8) − 288 (x − 8)2

Taylor Series
Example.
√
(i) Approximate f (x) = 3 x by Taylor polynomial of degree 2 at x0 = 8;
AM
(ii) Estimate the error when 7 ≤ x ≤ 9.
Sol.
PH
(ii) If |f 000 (x)| ≤ M, then |R2 (x)| ≤ M
3! |x − 8|3
8 8
10 − 83
T.
Since 7 ≤ x ≤ 9 =⇒ x − 3 ≤ 7− 3 =⇒ |f 000 (x)| ≤ 27 7 < 0.0021
3
We take M = 0.0021. Since 7 ≤ x ≤ 9, =⇒ |x − 8| ≤ 1.
g.
on
Taylor’s Inequality,
Du
0.0021 3
|R2 (x)| ≤ · 1 < 0.0004
3!
Thus, if 7 ≤ x ≤ 9, the approximation in (i) is accurate within 0.0004.

Applications: Binomial Series
Example. Find Maclaurin series for
f (x) = (1 + x)k , k ∈ R.
AM
Ans. We have
PH
f (x) = (1 + x)k , f (0) = 1
0
f (x) = k(1 + x) k−1
, f 0 (0) = k
T.
f 00 (x) = k(k − 1)(1 + x)k−2 , f 00 (0) = k(k − 1)
... g.
on
(n)
f (x) = k(k−1) · · · (k−n+1)(1+x)k−n , f (n) (0) = k(k−1) · · · (k−n+1)
Du
Maclaurin series, called binomial series, is

∞ ∞
X f (n) (0) X k(k − 1) · · · (k − n + 1) n
xn = x
n! n!
n=0 n=0

Binomial Coefficients
Binomial series:
∞
X k(k − 1) · · · (k − n + 1) n
x
AM
n!
n=0
PH
If k ∈ N, the series is finite.

an+1 |k − n| |1 − k/n|
T.
an = n + 1 |x| = 1 + 1/n |x| → |x| as n → ∞

g.
By Ratio Test, binomial series converges if |x| < 1 and diverges for |x| > 1.
on
Coefficients in binomial series, called binomial coefficients, are
Du

n k(k − 1) · · · (k − n + 1)
= .
k n!

Exercises
1) Determine whether the series is conditionally convergent, absolutely
AM
convergent, or divergent.
PH
∞ ∞
−3n 2n
X X
n−1 −1/3
a) (−1) n b)
n+1
T.
n=1 n=1
2) Find radius of convergence and interval of convergence of the power

g.
series:
on
∞ ∞
X (3x + 1)n X
n (x − 2)
n
a) b) (−1)
Du
(n + 3)3 n2n
n=1 n=1

Trigonometric Series
A trigonometric series is a series which has the form
AM
∞
a0 X
PH
+ (an cos nx + bn sin nx) where an , bn ∈ R
2
n=1
T.
a0 P∞
Assume that f (x) = + n=1 (an cos nx + bn sin nx)
g.
2
on
Du
Question: What are an , bn ?

Proposition.
AM
Let p, k ∈ Z. There hold
Z π Z π
sin kx dx = 0; cos kx dx = 0 (k 6= 0)
PH
−π −π
Z π
T.
cos kx sin px dx = 0
−π
(
Z π g.
cos kx cos px dx =
0 if k 6= p
on
−π π if k = p 6= 0
Du
Z π (
0 if k 6= p
sin kx sin px dx =
−π π if k = p 6= 0

a0 P∞
f (x) = + n=1 (an cos nx + bn sin nx)
2
Z π Z π
1 π
Z
a0
AM
f (x) dx = dx = πa0 =⇒ a0 = f (x) dx
−π −π 2 π −π
PH
∞
a0 X
cos kx · f (x) = cos kx + (an cos nx cos kx + bn sin nx cos kx)
2
T.
n=1
Z π Z π ∞
X
cos kx · f (x) dx = g. an cos nx cos kx dx = ak π
on
−π −π n=1
π
Du
Z
1
=⇒ an = cos nx · f (x) dx
π −π
Z π
1
Similarly, bn = sin nx · f (x) dx
π −π

Fourier Series
Definition.
AM
Let f be a periodic function with period 2π. Then the trigonometric series
PH
∞
a0 X
+ (an cos nx + bn sin nx),
2
T.
n=1
where g.
π π
on
Z Z
1 1
an = f (x) cos nx dx; and bn = f (x) sin nx dx
π π
Du
−π −π
is the Fourier series of f and an , bn are Fourier coefficients of f

Sufficient condition for a function to be written as a
Fourier series
AM
Definition.
A function f : [a, b] → R is said to be piecewise monotone if there exists
PH
a = x0 < x1 < . . . < xn = b such that
T.
f |[xi ,xi+1 ] is monotone, i = 0, . . . , n − 1
g.
on
Theorem (Dirichlet Theorem).
Du
Let f be a periodic function with period 2π. Assume that f is picewise

monotone and bounded on [−π, π]. Then the Fourier expansion of f (x)
converges to f (x) if f is continuous at x.

Fourier expansion of periodic function with period 2T
Let f be periodic with period 2T , i.e.,

f (x + 2T ) = f (x) ∀x ∈ R.
AM
πx Tt
t= . Then F (t) := f = f (x) is periodic with period 2π.
T π
Indeed,
PH

T (t + 2π) Tt Tt
F (t + 2π) = f =f + 2T = f = F (t)
π π π
T.
∞
a0 X g.
f (x) = F (t) = + (an cos nt + bn sin nt)
2
on
n=1
Rπ 1 T
an = F (t) cos nt dt = π1 −π f Tt nπx
R
Du
π cos nt dt = π −T f (x) cos T dx

RT
Similarly, bn = π1 −T f (x) cos nπxT dx
∞
a0 X nπx nπx
Hence, f (x) = + an + bn sin
2 T T
n=1

T. Pham: Chapter 1: SEQUENCES and SERIES

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T. Pham: Chapter 1: SEQUENCES and SERIES

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Chapter 1: SEQUENCES and SERIES

Duong T. PHAM March 22, 2020 1 / 76

6 Some important series

Duong T. PHAM March 22, 2020 3 / 76

Observation: When n goes to ∞, the term an goto 1.

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if n > N, then an > M.

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Proof: Let  > 0 be an arbitrarilly small positive number. Since

⇒ |bn − L| ≤ max {|an − L| , |cn − L|} ∀n ≥ n0 .

Duong T. PHAM March 22, 2020 11 / 76

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lim f (an ) = f (L).

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Theorem (Monotonic sequence theorem).

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• We have a2 = 12 (a1 +6)=4. Thus a1 <a2 . Suppose that an < an+1 .

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Textbook: J. Stewart, Calculus, 7th Edition, 2012

- Section 11.8 : 10, 16, 20

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Example. An important example of series is the geometric series

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Corollary (Test for convergence).

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lim s2n = ∞ =⇒ {sn }n=1 is divergent

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Proposition ( Comparison Test ).

P =⇒ Sk ≤ T ∀k. And since Sk is increasing =⇒ {Sk } converges =⇒

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Proposition ( Limit Comparison Test ).

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Proposition ( Ratio Test ).

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Proposition ( The Root Test ).

Corollary ( The Root Test ).

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Proposition ( The Ratio Test ).

Proposition ( Dirichlet’s Test ).

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If ρ = 0, the series converges for all x ⇒ R = ∞

Duong T. PHAM March 22, 2020 54 / 76

Example. Find the sum of

Proof: Let > 0 be an arbitrarilly small positive number. Since