Chapter 1: Sequences and Series Lecture 2: Series and Convergence Tests

Outline Series Tests for Convergence of Positive Series
Chapter 1: Sequences and Series

Lecture 2: Series and Convergence
Tests
Assoc. Prof. Mai Duc Thanh
Department of Mathematics
International University Ho Chi Minh City
Assoc. Prof. Mai Duc Thanh Chapter 1: Sequences and Series Lecture 2: Series and C
Outline
1 Series
Outline
1 Series
2 Tests for Convergence of Positive Series

Series with Nonnegative Terms
Integral Test
Comparison Test
Limit Comparison Test
Series Definition
Add the terms of an infinite sequence {an }∞

n=1 , we an
infinite sum:
a1 + a2 + ... + an + ...
Series Definition

n=1 , we an
infinite sum:
∞
X
a1 + a2 + ... + an + ... = an
n=1
called an infinite series or just a series.
Series Definition

n=1 , we an
infinite sum:
∞
X
a1 + a2 + ... + an + ... = an
n=1

P∞
Series n=1 an may or may not exist
Series Definition

n=1 , we an
infinite sum:
∞
X
a1 + a2 + ... + an + ... = an
n=1

P∞
Series n=1 an may or may not exist
∞
X n
X
an = lim ak
n→∞
n=1 k=1
Partial sum
Partial sums of series are:
s1 = a1
s2 = a1 + a2
s3 = a1 + a2 + a3
..
.
n
X
sn = a1 + a2 + ... + an = ak
k=1
Partial sum
s1 = a1
s2 = a1 + a2
s3 = a1 + a2 + a3
..
.
n
X
sn = a1 + a2 + ... + an = ak
k=1
Pn
Sequence of partial sums {sn }∞
n=1 , sn = k=1 ak
Partial sum
s1 = a1
s2 = a1 + a2
s3 = a1 + a2 + a3
..
.
n
X
sn = a1 + a2 + ... + an = ak
k=1
Pn
Sequence of partial sums {sn }∞
n=1 , sn = k=1 ak
∞
X n
X
an = lim ak = lim sn
n→∞ n→∞
n=1 k=1
If the sequence {sMai
Assoc. Prof. n }Duc
has a limit
Thanh s,1:we
Chapter call and
Sequences s Series
the Lecture
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Series and C
Convergence
Definition
P∞
Given a series n=1 an . Let sn be its nth partial sum:
n
X
sn = a1 + a2 + ... + an = ak , n = 1, 2, 3, ...
k=1
P∞
If limn→∞ sn = s exists, then we say that n=1 an is
convergent to the sum s:
∞
X
an = s = lim sn .
n→∞
n=1
If the sequence {sn } is divergent, then the series is

called divergent.
P∞ 1
Example: Show that the series n=1 is
n(n + 1)
convergent and find its sum.
P∞ 1
n(n + 1)
Solution: Consider the nth partial sum
n n
X 1 X 1 1
sn = = −
k=1
k(k + 1) k=1
k k +1
1 1 1 1 1 1 1
= (1 −) + ( − ) + ( − ) + ... + ( − )
2 2 3 3 4 n n+1
1
=1− .
n+1
P∞ 1
n(n + 1)
n n
X 1 X 1 1
sn = = −
k=1
k(k + 1) k=1
k k +1
1 1 1 1 1 1 1
= (1 − ) + ( − ) + ( − ) + ... + ( − )
2 2 3 3 4 n n+1
1
=1− .
n+1
Passing to limit gives us
lim sn = lim (1 − 1/(n + 1)) = 1 − 0 = 1.
n→∞ n→∞
P∞ 1
n(n + 1)
n n
X 1 X 1 1
sn = = −
k=1
k(k + 1) k=1
k k +1
1 1 1 1 1 1 1
= (1 − ) + ( − ) + ( − ) + ... + ( − )
2 2 3 3 4 n n+1
1
=1− .
n+1
Passing to limit gives us
lim sn = lim (1 − 1/(n + 1)) = 1 − 0 = 1.
n→∞ n→∞
Therefore, the series is convergent and
P∞ 1
n=1 =1
n(n + 1)
Geometric Series
An important example of series is the geometric
series
∞
X
2 3 n
a + ar + ar + ar + ... + ar + ... = ar n−1 , a 6= 0
n=1
Geometric Series
series
∞
X
2 3 n
a + ar + ar + ar + ... + ar + ... = ar n−1 , a 6= 0
n=1
If r = 1, then sn = a + a + ... + a = na → ±∞ as
n → ∞ ⇒ divergence
Geometric Series
series
∞
X
2 3 n
a + ar + ar + ar + ... + ar + ... = ar n−1 , a 6= 0
n=1
If r 6= 1, we have
sn = a + ar + ar 2 + ... + ar n−1
rsn = ar + ar 2 + ar 3 + ... + ar n
Geometric Series
series
∞
X
2 3 n
a + ar + ar + ar + ... + ar + ... = ar n−1 , a 6= 0
n=1
If r 6= 1, we have
sn = a + ar + ar 2 + ... + ar n−1
rsn = ar + ar 2 + ar 3 + ... + ar n
Subtracting these equations, we get
sn − rsn = a − ar n
Geometric Series
series
∞
X
2 3 n
a + ar + ar + ar + ... + ar + ... = ar n−1 , a 6= 0
n=1
If r 6= 1, we have
sn = a + ar + ar 2 + ... + ar n−1
rsn = ar + ar 2 + ar 3 + ... + ar n
Subtracting these equations, we get
a(1 − r n )
sn − rsn = a − ar n =⇒ sn =
1−r
Geometric Series
a(1 − r n )
sn =
1−r
-If r = −1, then r n = 1 if n is even, and r n = −1 if n is
odd
So, sn = 0 if n is even, and sn = a 6= 0 if n is odd
Geometric Series
a(1 − r n )
sn =
1−r
-If r = −1, then r n = 1 if n is even, and r n = −1 if n is
odd
So, sn = 0 if n is even, and sn = a 6= 0 if n is odd
Sequence sn is divergent
The series is divergent
Geometric Series
a(1 − r n )
sn =
1−r
-If |r | < 1, then r n → 0 as n → ∞, and
a(1 − r n ) a
lim sn = lim = ,
n→∞ n→∞ 1−r 1−r
so series is convergent:
∞
X a
ar n−1 = lim sn =
n=1
n→∞ 1−r
Geometric Series
a(1 − r n )
sn =
1−r
-If |r | < 1, then r n → 0 as n → ∞, and
a(1 − r n ) a
lim sn = lim = ,
n→∞ n→∞ 1−r 1−r
so series is convergent:
∞
X a
ar n−1 = lim sn =
n=1
n→∞ 1−r
-If |r | > 1, then r n → ±∞ as n → ∞. So, series

P ∞ n−1 is divergent.
n=1 ar
Test for Divergence
Theorem
P∞
If n=1 an is convergent, then limn→∞ an = 0
Test for Divergence
Theorem
P∞
If n=1 an is convergent, then limn→∞ an = 0
Theorem (Test for Divergence)

If limn→∞ an does not exist or
lim an 6= 0,
n→∞
P∞
then the series n=1 an is divergent.
Example
Show that the series

∞
X n2
n=1
4n2 + 5
is divergent.
Example
Show that the series

∞
X n2
n=1
4n2 + 5
is divergent.
Solution: we have
n2 1
lim an = lim = lim = 1/4 6= 0.
n→∞ n→∞ 4n2 + 5 n→∞ 4 + 5/n2
So the series is divergent.
Properties
P∞ P∞
If Pa∞n , n=1P
n=1 bn are convergent,
P∞ then so are the
∞
series n=1 can , (a
n=1 n + b n ), n=1 (an − bn ), where
c =const, and
(i)
∞
X ∞
X
can = c an
n=1 n=1
(ii)
∞
X ∞
X ∞
X
(an + bn ) = an + bn
n=1 n=1 n=1
(iii)
∞
X ∞
X ∞
X
(an − bn ) = an − bn
n=1 n=1 n=1
Positive series
P∞
Series with nonnegative terms n=1 an , where
an ≥ 0, ∀n
Partial sums
sn = a1 + a2 + ...an , n = 1, 2, 3, ...
Key property of positive series: partial sums form a

nondecreasing sequence
sn+1 = (a1 + a2 + ... + an ) + an+1 = sn + an+1 ≥ sn
Dichotomy Theorem
Theorem
P∞
If n=1 an is a positive series, then there are two
possibilities:
P sequence {sn } is bounded above and series

The
an is convergent
Dichotomy Theorem
Theorem
P∞
If n=1 an is a positive series, then there are two
possibilities:
P sequence {sn } is bounded above and series

The
an is convergent
The sequence
P {sn } is NOT bounded above and
series an is divergent
Integral Test
Integral Test
Theorem (Integral Test)

Let an = f (n), where f (x ) is positive, decreasing, and
continuous for x ≥ 1.
R∞ P∞
If 1 f (x )dx is convergent, then n=1 an is
convergent
Remark: The above result holds if all the

assumptions hold for x ≥ n0 for some integer n0 .
Integral Test
Integral Test
Theorem (Integral Test)

Let an = f (n), where f (x ) is positive, decreasing, and
continuous for x ≥ 1.
R∞ P∞
If 1 f (x )dx is convergent, then n=1 an is
convergent
R∞ P∞
If 1 f (x )dx is divergent, then n=1 an is divergent
Remark: The above result holds if all the

assumptions hold for x ≥ n0 for some integer n0 .
Integral Test
Example
P∞ 1
Show that the harmonic series n=1 is divergent
n
Integral Test
Example
P∞ 1
Show that the harmonic series n=1 is divergent
n
Solution. The function f (x ) = 1/x is positive,
decreasing, and continuous for x ≥ 1
Apply Integral Test:
Z ∞ Z R
dx dx
= lim = lim ln R = ∞
1 x R→∞ 1 x R→∞
The integral is divergent, and f (n) = 1/n, ∀n. Hence,

the series is divergent.
Integral Test
Convergence of p-series
Theorem
P∞ 1
Series n=1 p is convergent if p > 1, and divergent if
n
p ≤ 1.
Integral Test
Convergence of p-series
Theorem
P∞ 1
Series n=1 p is convergent if p > 1, and divergent if
n
p ≤ 1.
1
Proof. Set f (x ) = p . If p 6= 1, we have
Z ∞ Z xR
1 1
p
dx = lim dx
1 x R→∞ 1 x p
x 1−p R R 1−p − 1
= lim = lim
R→∞ 1 − p 1 R→∞ 1−p
R 1−p −1 1
-If p > 1, then limR→∞ 1−p = . So, the series is
p−1
convergent
1−p
-If p < 1, then limR→∞ R 1−p−1 = ∞. Series is divergent
P
-For p = 1, the series 1/n is
Assoc. Prof. Mai Duc Thanh
divergent as the
Chapter 1: Sequences and Series Lecture 2: Series and C
Comparison Test
Comparison Test
Theorem (Comparison Test)

Assume that ∃M > 0 such that 0 ≤ an ≤ bn for n ≥ M.
Then,
P∞ P∞
If n=1 bn is convergent, then n=1 an is
convergent
Comparison Test
Comparison Test
Theorem (Comparison Test)

Assume that ∃M > 0 such that 0 ≤ an ≤ bn for n ≥ M.
Then,
P∞ P∞
If n=1 bn is convergent, then n=1 an is
convergent
P∞ P∞
If n=1 an is divergent, then n=1 bn is divergent
Comparison Test
Proof
Assume
P∞ without loss of generality that M = 1
If n=1 bn = s is convergent, then
∞
X
sn = a1 + a2 + ... + an ≤ tn = b1 + b2 + ... + bn ≤ bn = s
n=1
P∞
Thus,
Ppartial sums of n=1 an are bounded above by s
∞
and
P∞ n=1 a n is convergent by Dichotomy Theorem.
If P a
n=1 n is divergent, then tn ≥ sn → ∞ as n → ∞.
∞
So n=1 bn is divergent.
Comparison Test
Example
Show that
∞
X 1
n=1
2n!
is convergent
Comparison Test
Example
Show that
∞
X 1
n=1
2n!
is convergent
Solution. Since n! ≥ n, it holds that

1 1
0 < an = n! ≤ bn = n , ∀n ≥ 1
2 2
P 1
The geometric series is convergent: =1
2n
Comparison Test
Example
Show that
∞
X 1
n=1
2n!
is convergent
Solution. Since n! ≥ n, it holds that

1 1
0 < an = n! ≤ bn = n , ∀n ≥ 1
2 2
P 1
The geometric series is convergent: =1
2n
1
So we apply Comparison Test with an = n! and
2
1 P∞ 1
bn = n . Therefore, the series n=1 n! is convergent.
2 2
Theorem (Limit Comparison Test)

Let {an }, {bn } be positive sequences. Assume that the
following limit exists:
an
L = lim
n→∞ bn
P∞
If L > 0, then n=1 an is convergent if and only if
P ∞
b
n=1 n is convergent
Theorem (Limit Comparison Test)

Let {an }, {bn } be positive sequences. Assume that the
following limit exists:
an
L = lim
n→∞ bn
P∞
If L > 0, then n=1 an is convergent if and only if
P ∞
b
n=1 n is convergent
P∞ P∞
If L = 0 and n=1 bn is convergent, then n=1 an
is also convergent
Example
Determine whether the given series is convergent
∞
X n2 + 2n − 2
n=1
n4 + 3n3 − 2n2 + 6n + 8
Example
∞
X n2 + 2n − 2
n=1
n4 + 3n3 − 2n2 + 6n + 8
Solution.
n2 + 2n − 2 n2 1
an = 4 3 2
∼ 4
= 2 = bn for large n.
n + 3n − 2n + 6n + 8 n n
Example
∞
X n2 + 2n − 2
n=1
n4 + 3n3 − 2n2 + 6n + 8
Solution.
n2 + 2n − 2 n2 1
an = 4 3 2
∼ 4
n + 3n − 2n + 6n + 8 n n
an n4 + 2n3 − 2n2
= 4
bn n + 3n3 − 2n2 + 6n + 8
Example
∞
X n2 + 2n − 2
n=1
n4 + 3n3 − 2n2 + 6n + 8
Solution.
n2 + 2n − 2 n2 1
an = 4 3 2
∼ 4
n + 3n − 2n + 6n + 8 n n
an n4 + 2n3 − 2n2
= 4
bn n + 3n3 − 2n2 + 6n + 8
1 + 2/n − 2/n2
=
1 + 3/n − 2/n2 + 6/n3 + 8/n4
Example
∞
X n2 + 2n − 2
n=1
n4 + 3n3 − 2n2 + 6n + 8
Solution.
n2 + 2n − 2 n2 1
an = 4 3 2
∼ 4
n + 3n − 2n + 6n + 8 n n
an n4 + 2n3 − 2n2
= 4
bn n + 3n3 − 2n2 + 6n + 8
1 + 2/n − 2/n2
= →1 as n → ∞
1 + 3/n − 2/n2 + 6/n3 + 8/n4
Example
∞
X n2 + 2n − 2
n=1
n4 + 3n3 − 2n2 + 6n + 8
Solution.
n2 + 2n − 2 n2 1
an = 4 3 2
∼ 4
n + 3n − 2n + 6n + 8 n n
an n4 + 2n3 − 2n2
= 4
bn n + 3n3 − 2n2 + 6n + 8
1 + 2/n − 2/n2
= → 1 as n → ∞
1 + 3/n − 2/n2 + 6/n3 + 8/n4
P∞ 2
Since n=1 1/n is convergent, the given series is also
convergent, by Limit Comparison Test
Quiz: Determine whether the series is

convergent
1)
P∞ e 1/n P∞ ln n
a) n=1 b) 2
n2 n3
2)
2
P∞ 1 P∞ 1
a) n=1 n
b) 1 1+ e −n
n2 n
P∞ 2n + cos n
c) n=2 √
2n3 − n sin n

Chapter 1: Sequences and Series Lecture 2: Series and Convergence Tests

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Chapter 1: Sequences and Series Lecture 2: Series and Convergence Tests

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Outline Series Tests for Convergence of Positive Series

Chapter 1: Sequences and Series

Assoc. Prof. Mai Duc Thanh

2 Tests for Convergence of Positive Series

Add the terms of an infinite sequence {an }∞

Add the terms of an infinite sequence {an }∞

called an infinite series or just a series.

Add the terms of an infinite sequence {an }∞

called an infinite series or just a series.

Add the terms of an infinite sequence {an }∞

called an infinite series or just a series.

If the sequence {sn } is divergent, then the series is

-If |r | > 1, then r n → ±∞ as n → ∞. So, series

Test for Divergence

Test for Divergence

Theorem (Test for Divergence)

Show that the series

Show that the series

So the series is divergent.

Series with Nonnegative Terms

Key property of positive series: partial sums form a

sn+1 = (a1 + a2 + ... + an ) + an+1 = sn + an+1 ≥ sn

Series with Nonnegative Terms

P sequence {sn } is bounded above and series

Series with Nonnegative Terms

P sequence {sn } is bounded above and series

Theorem (Integral Test)

Remark: The above result holds if all the

Theorem (Integral Test)

Remark: The above result holds if all the

The integral is divergent, and f (n) = 1/n, ∀n. Hence,

Theorem (Comparison Test)

Theorem (Comparison Test)

Solution. Since n! ≥ n, it holds that

Solution. Since n! ≥ n, it holds that

Limit Comparison Test

Limit Comparison Test

Theorem (Limit Comparison Test)

Limit Comparison Test

Limit Comparison Test

Theorem (Limit Comparison Test)

Limit Comparison Test

Limit Comparison Test

Limit Comparison Test

Limit Comparison Test

Limit Comparison Test

Limit Comparison Test

Limit Comparison Test

Quiz: Determine whether the series is

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