You are on page 1of 112

MH1101: Chapter 4 –

Sequences and Series

Chapter 4 – Sequences and Series 1 / 112


Contents

1 Limits of Sequences

2 Finding Limits of Sequences

3 Monotonic Sequences

4 Series

Chapter 4 – Sequences and Series 2 / 112


4.1 Limit of Sequences
Goal: Understand the definition of a sequence and its limit, and find
the limit using the first principle.

Chapter 4 – Sequences and Series 3 / 112


Definition 1 (Sequence)

A sequence can be regarded as a list of numbers written in a definite


order:
a1 , a2 , a3 , . . . , an , an+1 , . . . .
The number
a1 is called the first term,
a2 is the second term, and
an is the nth term.

Chapter 4 – Sequences and Series 4 / 112


Each term an must have a successor an+1 .

Notation:

{an } or {an }∞
n=1 .

The first term of a sequence does not necessarily have index 1, i.e. n
doesn’t have to start with 1.

It can start with any integer.

{an }∞ ∞
n=0 or {an }n=2 .

Chapter 4 – Sequences and Series 5 / 112


Example 4.1
Some sequences can be defined by giving a formula for an .
 ∞
n n
(a) , an = .
n + 1 n=1 n+1
 
1 2 3 4 n
, , , ,..., ,... .
2 3 4 5 n+1

Chapter 4 – Sequences and Series 6 / 112


n nπ o∞ nπ
(b) cos , an = cos
6 n=0 6
( √ )
3 1 nπ
1, , , 0, . . . , cos , . . . , .
2 2 6

Chapter 4 – Sequences and Series 7 / 112


n√ o∞ √
(c) n−3 , an = n − 3
n=3
n √ √ √ o
0, 1, 2, 3, . . . , n − 3, . . . .

Chapter 4 – Sequences and Series 8 / 112


 ∞
n
A sequence such as can be visualised either by plotting
n+1 n=1
its term on number line

Chapter 4 – Sequences and Series 9 / 112


or by plotting its graph as in the following figure

Chapter 4 – Sequences and Series 10 / 112


n
From the pictures, it seems that the terms in the sequence are
n+1
approaching 1. We indicate this by writing
n
lim = 1.
n→∞ n + 1

Chapter 4 – Sequences and Series 11 / 112


In general, the notation
lim an = L
n→∞

means that terms of the sequence {an } approach L as n gets larger


and larger.

Chapter 4 – Sequences and Series 12 / 112


Definition 2 (Limit of a Sequence (Informal))

A sequence {an } has the limit L (a real number) and we write

lim an = L or an → L as n → ∞
n→∞

if we can make the terms an as close to L as we like by taking n


sufficiently large.

limn→∞ an exists ⇐⇒ {an } converges (or is convergent).


limn→∞ an does not exists ⇐⇒ {an } diverges (or is divergent).

Chapter 4 – Sequences and Series 13 / 112


Figures below show the graphs of two sequences that have the limit L.

Chapter 4 – Sequences and Series 14 / 112


lim an = L.
n→∞

We want an to be as close as possible to L:

whenever n is sufficiently large:

Together:

Chapter 4 – Sequences and Series 15 / 112


Definition 3 (Limit of a Sequence (Formal))

A sequence {an } has the limit L (a real number), and we write

lim an = L or an → L as n → ∞
n→∞

if for every ε > 0 there is a corresponding integer N such that

n > N =⇒ |an − L| < ε.

Chapter 4 – Sequences and Series 16 / 112


We can visualise limn→∞ an = L as follows:

Chapter 4 – Sequences and Series 17 / 112


Example 4.2
 
1
Using the formal definition of limit, show that the sequence
n
1
converges to 0, i.e. lim = 0.
n→∞ n

Solution. Let ε > 0. We want to find a corresponding integer N


such that
1
n > N =⇒ − 0 < ε.
n

Chapter 4 – Sequences and Series 18 / 112


Work backwards to find N:
Insist on having
1
− 0 < ε
n

1
⇐⇒ <ε
n
1
⇐⇒ n > (1)
ε

Chapter 4 – Sequences and Series 19 / 112


 
1
Choose N = (here dxe denotes the smallest integer larger or
ε
equal to x).

Then it follows from (1) that


 
1 1
n>N = =⇒ n > (since dxe ≥ x for all x)
ε ε

1
=⇒ − 0 < ε,
(2)
n
as required.

Chapter 4 – Sequences and Series 20 / 112


NOTE: In fact, any integer larger than 1/ε can be chosen as N in
the above solution.
   
1 1
For example, we could choose N = 2 · , or N = 10 · etc.
ε ε

Chapter 4 – Sequences and Series 21 / 112


Example 4.3
Using the formal definition of limit, show that the sequence {an },
n+4 n+4
where an = , converges to 1, i.e lim = 1.
n+1 n→∞ n+1

Chapter 4 – Sequences and Series 22 / 112


Solution.
n+4
lim = 1.
n→∞ n+1

Chapter 4 – Sequences and Series 23 / 112


Chapter 4 – Sequences and Series 24 / 112
Chapter 4 – Sequences and Series 25 / 112
Definition 4 (Subsequence)

Given a sequence {an }∞


n=1 , a subsequence is a sequence of the form

an1 , an2 , an3 , . . . ,

where
1 ≤ n1 < n2 < n3 < · · · .

Chapter 4 – Sequences and Series 26 / 112


Examples:
{a1 , a3 , a5 , . . .} is a subsequence of {an }∞
n=1 . This is called the
odd subsequence since it consists of all the odd terms.

{a2 , a4 , a6 , . . .} is another subsequence of {an }∞


n=1 . This is called
the even subsequence since it consists of all the even terms.

Chapter 4 – Sequences and Series 27 / 112


Theorem 1 (Subsequence Test)
If a sequence {an } converges to L, then every subsequence of {an }
converges to L.

Chapter 4 – Sequences and Series 28 / 112


There exist two subsequences of
{an } that converge to different =⇒ {an } diverges.
limits

There exists one subsequence of


=⇒ {an } diverges.
{an } that diverges

Chapter 4 – Sequences and Series 29 / 112


Example 4.4
Use the Subsequence Test to show that the sequence {(−1)n } is
divergent.

Chapter 4 – Sequences and Series 30 / 112


Example 4.5
Consider the sequence {an }∞
n=1 where an is defined by

m if n = 2m for some m
an =
0 otherwise.

Verify that this sequence is divergent.

Chapter 4 – Sequences and Series 31 / 112


Definition 5 (Divergence to ∞)
Given a sequence {an }, we write

lim an = ∞
n→∞

to mean that for every positive number M there is an integer N such


that
if n > N then an > M.
We say that {an } diverges to ∞.

Chapter 4 – Sequences and Series 32 / 112


Example 4.6
Suppose an are positive and limn→∞ an = 0. Use the definition to
show that
1
lim = ∞.
n→∞ an

Chapter 4 – Sequences and Series 33 / 112


Fix a positive number M. We want to find an integer N such that
1
n > N =⇒ > M.
an

Chapter 4 – Sequences and Series 34 / 112


Use the fact that
lim an = 0.
n→∞

For any ε > 0, there exists positive integer N such that

n > N =⇒ |an − 0| < ε. (∗)

Chapter 4 – Sequences and Series 35 / 112


1
Trick: Set ε = .
M
By (*), there exists positive integer N > 0:
1
n>N =⇒ |an − 0| < . (∗∗)
M

Chapter 4 – Sequences and Series 36 / 112


1
|an − 0| <
M
1
⇐⇒ an < recall that an are positive
M
1
⇐⇒ >M
an

Chapter 4 – Sequences and Series 37 / 112


From (**):
1
n>N =⇒ > M. (∗∗)
an

1
Hence, lim = ∞.
n→∞ an

Chapter 4 – Sequences and Series 38 / 112


NOTE: The converse of the above result is also true:

If bn → ∞ then 1/bn → 0.

Summary:

Suppose an > 0.
1
an → 0 =⇒ →∞
an
1
an → ∞ =⇒ → 0.
an

Chapter 4 – Sequences and Series 39 / 112


Example 4.7
Find the limit n
lim √ .
n→∞ 10 + n

Chapter 4 – Sequences and Series 40 / 112


4.2 Finding Limits of Sequences
Goal: Find the limit of a sequence using

Limit Laws

the Squeeze Theorem

functions defining sequences

the continuity of a function of convergent sequences.

Chapter 4 – Sequences and Series 41 / 112


Limit Laws for Sequences.

Suppose {an } and {bn } are convergent sequences (this assump-


tion is important), and c is a constant. Then
(a) lim (an + bn ) = lim an + lim bn
n→∞ n→∞ n→∞
(b) lim (an − bn ) = lim an − lim bn
n→∞ n→∞ n→∞
(c) lim c · an = c · lim an
n→∞ n→∞
(d) lim an bn = lim an · lim bn
n→∞ n→∞ n→∞
an limn→∞ an
(e) lim = , provided limn→∞ bn 6= 0.
n→∞ bn limn→∞ bn
 p
(f) lim (an )p = lim an , provided p > 0 and an > 0.
n→∞ n→∞

Chapter 4 – Sequences and Series 42 / 112


Example 4.8
n
Find lim .
n→∞ n + 1

Chapter 4 – Sequences and Series 43 / 112


Example 4.9
Find the limit
3n + 20
lim √ .
n→∞ n2 + n + cos nπ

Chapter 4 – Sequences and Series 44 / 112


Theorem 2 (Sequence defined by a Function)
If limx→∞ f (x) = L and f (n) = an when n is an integer, then

lim an = L.
n→∞

Chapter 4 – Sequences and Series 45 / 112


Theorem 3 (Squeeze Theorem for Sequences)
If an ≤ bn ≤ cn for n ≥ N, and limn→∞ an = limn→∞ cn = L, then

lim bn = L.
n→∞

Chapter 4 – Sequences and Series 46 / 112


Visualizing Squeeze theorem:

Chapter 4 – Sequences and Series 47 / 112


Theorem 4 (Continuous Function for Convergent Sequences)
If lim an = L and f is a continuous function at L, then
n→∞

lim f (an ) = f ( lim an ) = f (L).


n→∞ n→∞

Chapter 4 – Sequences and Series 48 / 112


Example 4.10
If lim |an | = 0 then lim an = 0.
n→∞ n→∞

Chapter 4 – Sequences and Series 49 / 112


Example 4.11
Find lim sin(π/n).
n→∞

Chapter 4 – Sequences and Series 50 / 112


Example 4.12
n!
Determine whether the limit of the sequence {an }, where an = n ,
n
exists.

Chapter 4 – Sequences and Series 51 / 112


NOTE: The result says that nn “grows faster ” than n!.

Chapter 4 – Sequences and Series 52 / 112


Example 4.13
Limit of a geometric sequence:


 0 if −1<r <1
1 if r =1

lim r n =
n→∞ 
 ∞ (divergent) if r >1
 divergent if r ≤ −1.

Chapter 4 – Sequences and Series 53 / 112


r =1

lim r n = lim 1n = lim 1 = 1.


n→∞ n→∞ n→∞

=⇒ converges.
r = −1

lim r n = lim (−1)n


n→∞ n→∞

=⇒ diverges.

Chapter 4 – Sequences and Series 54 / 112


Case 1: −1 < r < 1.

r = 0 =⇒ limn→∞ r n = 0.

0 < r < 1.

Apply Theorem 2 (Sequence defined by a Function) to the


exponential function f (x) = r x .

Chapter 4 – Sequences and Series 55 / 112


Thus,
lim r n = lim r x = 0.
n→∞ x→∞

Chapter 4 – Sequences and Series 56 / 112


−1 < r < 0.
−|r |n < r n < |r |n .

By the preceding paragraph,

lim |r |n = 0.
n→∞

By Squeeze, we deduce that

lim r n = 0.
n→∞

Chapter 4 – Sequences and Series 57 / 112


Case 2: r > 1.

Apply Theorem 2 (Sequence defined by a Function) to the


exponential function f (x) = r x . Since r > 1, we have

Thus,
lim r n = lim r x = ∞.
n→∞ x→∞

Chapter 4 – Sequences and Series 58 / 112


Case 3: r < −1.

The even subsequence is

|r |2 , |r |4 , |r |6 , . . . .

|r | > 1 =⇒ the subsequence diverges to ∞.

By the Subsequence Test (Theorem 1), the sequence r n is divergent.

Chapter 4 – Sequences and Series 59 / 112


Example 4.14
Calculate limn→∞ an , where
n + ln n
an = .
n2

Chapter 4 – Sequences and Series 60 / 112


Example 4.15
Calculate lim e 3n/(n+1) .
n→∞

Chapter 4 – Sequences and Series 61 / 112


Example 4.16
Find the limit
lim (sin2 3n)3n+1 7−n .
n→∞

Chapter 4 – Sequences and Series 62 / 112


4.3 Monotonic Sequences
Goal: Use the Monotonic Sequence Theorem to find the limit of a
sequence defined recursively.

Chapter 4 – Sequences and Series 63 / 112


Definition 6 (Monotonic Sequences)

A sequence {an }∞
n=1 is called increasing if

an ≤ an+1 for all n ≥ 1.

It is called decreasing if

an ≥ an+1 for all n ≥ 1.

A sequence is monotonic if it is increasing or decreasing.

Chapter 4 – Sequences and Series 64 / 112


Example 4.17
n
Show that the sequence {an }∞
n=1 , where an = , is decreasing.
n2 +1

Solution. Need to show that an > an+1 for all n ≥ 1.

Chapter 4 – Sequences and Series 65 / 112


Definition 7 (Boundedness)

A sequence {an }∞
n=1 is bounded above if there is a number M such
that
an ≤ M for all n ≥ 1.
It is bounded below if there is a number m such that

m ≤ an for all n ≥ 1.

If it is bounded above and below, then {an } is called a bounded


sequence.

Chapter 4 – Sequences and Series 66 / 112


An important result about bounded sequence is the following
theorem, whose proof is omitted.

Theorem 5 (Monotonic Sequence Theorem)


Every bounded, monotonic sequence is convergent.

Chapter 4 – Sequences and Series 67 / 112


Example 4.18
Show that the following sequence is bounded and increasing:
r
√ √ √
q q
a0 = 0, a1 = 2, a2 = 2 + 2, a3 = 2 + 2 + 2, . . . .

Hence, prove that limn→∞ an exists and compute its value.

Chapter 4 – Sequences and Series 68 / 112


Step 1: Show that {an } is bounded above by 2.

Chapter 4 – Sequences and Series 69 / 112


Step 2: Show that {an } is increasing.

Chapter 4 – Sequences and Series 70 / 112


Step 3: Find the limit.
By Monotonic Sequence Theorem,

lim an = L
n→∞

for some real number L.


This implies
lim an+1 = lim an = L.
n→∞ n→∞

Chapter 4 – Sequences and Series 71 / 112


Idea: Apply limit to the recurrence:

lim an+1 = lim 2 + an .
n→∞ n→∞

q
lim an+1 = 2 + lim an
n→∞ n→∞


L= 2+L

Chapter 4 – Sequences and Series 72 / 112


L2 − L − 2 = 0
(L − 2)(L + 1) = 0,
whence
L = 2, or L = −1.

The case L = −1 is not possible (since L ≥ 0).

We conclude that L = 2.

Chapter 4 – Sequences and Series 73 / 112


4.4 Series
Goal: Understand the meaning and basic properties of a convergent
series.

Chapter 4 – Sequences and Series 74 / 112


If we add the terms of an infinite sequence {an }∞
n=1 , we get an
expression of the form

a1 + a2 + a3 + · · · + an + · · · ,

which is called an infinite series (or just series), and is denoted by



X X
an or an .
n=1

Chapter 4 – Sequences and Series 75 / 112


QUESTION:

We know how to sum finitely many terms.

But what do we mean by a sum of infinitely many terms?

Chapter 4 – Sequences and Series 76 / 112


ANSWER. For example, the series

1 + 2 + 3 + 4 + ··· + n + ···

does not seem to converge because if we start adding the terms we


get cumulative sums:

1, 1 + 2 = 3, 1 + 2 + 3 = 6, 1 + 2+ 3 + 4 = 10, 1 + 2+ 3 + 4 +5 = 15, . . .

which becomes very large (going to ∞) as n increases.

Chapter 4 – Sequences and Series 77 / 112


The idea of using cumulative sums (formally called partial sums)
seems to make sense when speaking about whether a series has a sum.

Chapter 4 – Sequences and Series 78 / 112


Definition 8 (Series)
P∞
Given a series n=1 an , let sn denote its nth partial sum:
n
X
sn = a 1 + a 2 + · · · + a n = ai .
i=1

(i) If the sequence


P {sn } converges to a real number S, then the
series an is called convergent and we write

X
an = S.
n=1

The number S is called the sum of the series.


(ii) If the sequence {sn } diverges, then the series ∞
P
n=1 an is called
divergent.
Chapter 4 – Sequences and Series 79 / 112
In short, the sum of a series is the limit of the sequence of its
partial sums:

X n
X
an = lim sn = lim ai .
n→∞ n→∞
n=1
|i=1
{z }
partial sum

Chapter 4 – Sequences and Series 80 / 112


Example 4.19
What is wrong with the following calculations?

0 = 0 + 0 + 0 + ···
= (1 − 1) + (1 − 1) + (1 − 1) + · · ·
= 1 − 1 + 1 − 1 + 1 − 1 + 1 − 1 + ···
= 1 + (−1 + 1) + (−1 + 1) + · · ·
= 1 + 0 + 0 + ···
= 1.

Chapter 4 – Sequences and Series 81 / 112


Example 4.20
An important example of a series is the geometric series

X
a + ar + ar 2 + ar 3 + · · · + ar n−1 + · · · = ar n−1
n=1

where a is a nonzero constant and r is the common ratio.


Find the partial sum sn of the geometric series.

Chapter 4 – Sequences and Series 82 / 112


There are two cases: r = 1 and r 6= 1.

r =1

Chapter 4 – Sequences and Series 83 / 112


r 6= 1

Chapter 4 – Sequences and Series 84 / 112


Theorem 6 (Geometric Series)
The geometric series

X
ar n−1 = a + ar + ar 2 + · · ·
n=1

is convergent if |r | < 1 and its sum is



X a
ar n−1 = , |r | < 1.
n=1
1−r

is divergent if |r | ≥ 1.

Chapter 4 – Sequences and Series 85 / 112


PROOF.

a(1 − r n )
From the last example, the partial sum is sn = if r 6= 1.
1−r

X
ar n−1 = lim sn
n→∞
n=1
a(1 − r n )
= lim
n→∞ 1−r
a(1 − limn→∞ r n )
= (by Limit Laws) (***)
1−r

Chapter 4 – Sequences and Series 86 / 112


Case 1: |r | < 1.

|r | < 1 =⇒ lim r n = 0 (Example 4.13).


n→∞

Then ∞
X a
(∗ ∗ ∗) =⇒ ar n−1 = .
n=1
1−r

Chapter 4 – Sequences and Series 87 / 112


Case 2: |r | ≥ 1.

r = 1.
sn = na → ∞,
so the series diverges.

|r | > 1.

|r | > 1 =⇒ lim r n diverges (Example 4.13).


n→∞

Then ∞
X
(∗ ∗ ∗) =⇒ ar n−1 diverges
n=1

Chapter 4 – Sequences and Series 88 / 112


Example 4.21
Is the series ∞
X
22n 31−n
n=1

convergent or divergent?

Idea: Write it in the form of a geometric series.

Chapter 4 – Sequences and Series 89 / 112


Chapter 4 – Sequences and Series 90 / 112
Example 4.22
Find the sum of the series

X
x n, where |x| < 1.
n=0

Idea: Write it in the form of a geometric series.

Chapter 4 – Sequences and Series 91 / 112


Example 4.23 (Telescoping sums)
Show that the series ∞
X 1
n=1
n(n + 1)
is convergent, and find its sum.

Chapter 4 – Sequences and Series 92 / 112


Solution.
The ith term of the series can be written as (partial fraction
decomposition)
1 1 1
= − .
i(i + 1) i i +1

Chapter 4 – Sequences and Series 93 / 112


Thus, the partial sum is
n
X 1
sn =
i=1
i(i + 1)

n  
X 1 1
= −
i=1
i i +1
       
1 1 1 1 1 1 1
= 1− + − + − + ··· + −
2 2 3 3 4 n n+1
1
= 1− .
n+1

Chapter 4 – Sequences and Series 94 / 112


Therefore,  
1
lim sn = lim 1 − = 1 − 0 = 1.
n→∞ n→∞ n

Hence, the given series converges, and the sum is



X 1
= 1.
n=1
n(n + 1)

Chapter 4 – Sequences and Series 95 / 112


Example 4.24
Show that the harmonic series

X 1 1 1 1
=1+ + + + ···
n=1
n 2 3 4

is divergent.

Solution. We will show that the sequence of partial sums {sn }


diverges to ∞.

Chapter 4 – Sequences and Series 96 / 112


Calculate a lower bound for sn , where n is a power of 2.

That is, calculate a lower bound for

s2 , s22 , s23 , s24 , . . . , s2n , . . .

Chapter 4 – Sequences and Series 97 / 112


1
s2 = 1 + .
2

1 1 1
s4 = 1 + + +
2 3 4 

1 1 1
= 1+ + +
2 3 4
 
1 1 1
> 1+ + + ,
2 4 4
1 1 2
> 1+ + =1+ .
2 2 2

Chapter 4 – Sequences and Series 98 / 112


1 1 1 1 1 1 1
s8 = 1 + + + + + + +
2  4 5 6 7 8
3 
1 1 1 1 1 1 1
= 1+ + + + + + +
2 3 4 5 6 7 8
   
1 1 1 1 1 1 1
> 1+ + + + + + +
2 4 4 8 8 8 8
1 1 1 3
= 1+ + + =1+ .
2 2 2 2

Chapter 4 – Sequences and Series 99 / 112


1 1 1 1 1 1 1 1 1
s16 = 1 + + + + + + + + + ··· +
2 3 4 5 6 7 8 9   16
 
1 1 1 1 1 1 1 1 1
= 1+ + + + + + + + + ··· +
2 3 4 5 6 7 8 9 16
     
1 1 1 1 1 1 1
> 1+ + + + + ··· + + + ··· +
2 4 4 8 8 16 16
1 1 1 1 4
= 1+ + + + =1+ .
2 2 2 2 2

Chapter 4 – Sequences and Series 100 / 112


In general, we have
n
s2n > 1 + .
2

Chapter 4 – Sequences and Series 101 / 112


This shows that
s2n → ∞ as n → ∞.

By the Subsequence Test (Theorem 1), we deduce that sn diverges,


i.e the harmonic series diverges.

Chapter 4 – Sequences and Series 102 / 112


Theorem 7
P∞
If the series n=1 an is convergent, then limn→∞ an = 0.

Proof.

Chapter 4 – Sequences and Series 103 / 112


NOTE: The converse is NOT true!


X 1
Counterexample: .
n=1
n

Chapter 4 – Sequences and Series 104 / 112



X 1
an convergent =⇒ → 0.
n=1
an
Contrapositive:

1 X
6→ 0 =⇒ an divergent
an n=1

Chapter 4 – Sequences and Series 105 / 112


Theorem 8 (The nth Term Test for Divergence)
If
Plim n→∞ an does not exist or if limn→∞ an 6= 0, then the series

n=1 an is divergent.

Chapter 4 – Sequences and Series 106 / 112


Example 4.25

X n2
Show that the series diverges.
n=1
5n2 + 4

Chapter 4 – Sequences and Series 107 / 112


NOTE:

P
limn→∞ an 6= 0 =⇒ an is divergent.

But limn→∞ anP= 0 tells us nothing about the convergence or


divergence of an .

Chapter 4 – Sequences and Series 108 / 112


Theorem 9
P P
If an and bn are convergent series, then
X
(i) can is convergent (where c is some constant) and is equal to
X X
can = c an .
X
(ii) (an + bn ) is convergent, and is equal to
X X X
(an + bn ) = an + bn .
X
(iii) (an − bn ) is convergent, and is equal to
X X X
(an − bn ) = an − bn .

Chapter 4 – Sequences and Series 109 / 112


Example 4.26
Find the sum of the series
∞  
X 3 1
+ n .
n=1
n(n + 1) 2

Chapter 4 – Sequences and Series 110 / 112


Chapter 4 – Sequences and Series 111 / 112
NOTE: Adding a finite number of terms does not affect the
convergence or divergence of a series.
Example:

1 2 3 X n
+ + +
2 9 28 n=4 n3 + 1

X n
is convergent, because is convergent.
n=4
n3 +1

Chapter 4 – Sequences and Series 112 / 112

You might also like