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Calculus
Infinite sequences and series
Overview
1 Sequence
Definition
Limit of sequences
Limit laws
Monotonic and bounded sequences
2 Series
Infinite series
Geometric series
Test for divergence
Properties of series
3 Convergence of series
Testing with integral
Comparison test
The Ratio test
4 Power series
Radius of convergence, interval of convergence
Nguyen Van Hoi University of Information Technology 2 / 58
Sequence Series Convergence of series Power series
Definition
a1 , a2 , a3 , ..., an , ...
a1 is called the first term; a2 is the second term; and in general, an is the nth term.
We will deal with infinite sequences and so each term an will have a successor an+1 .
Notation: The sequence {a1 , a2 , a3 , ...} is also denoted by
{an } or {a}∞
n=1 .
A sequence can be pictured either by plotting its terms on a number line or by plotting
its graph.
Limit of sequences
Definition
We say that the limit of a sequence {an } is equal to L if we can take the values of an
as close to L as we like by taking n sufficiently large. We write
lim an = L or an → L as n → ∞.
n→∞
If the limit exists we say that the sequence is convergent, otherwise it is divergent
i.e.,
lim an = ∞
n→∞
It looks like the points belong to the graph of a function f (x) that converges to L since
x tends to infinity.
Theorem
If limx→∞ f (x) = L and f (n) = an , then limn→∞ an = L.
Theorem
If limx→∞ f (x) = L and f (n) = an , then limn→∞ an = L.
1
As an example, let f (x) = xr with r > 0. Then,
1
lim =0 with r > 0.
n→∞ nr
Nguyen Van Hoi University of Information Technology 8 / 58
Sequence Series Convergence of series Power series
Limit laws
Let {an } and {bn } be two convergent sequences and α, β be two constants, one obtains
that
Theorem
If an ≤ bn ≤ cn , ∀n ≥ n0 and
limn→∞ an = limn→∞ cn = L, then
lim bn = L.
n→∞
Theorem
If an ≤ bn ≤ cn , ∀n ≥ n0 and
limn→∞ an = limn→∞ cn = L, then
lim bn = L.
n→∞
Examples
n
Find limn→∞ .
n+1
Solution: use the same approaches as in
finding the limit of functions
n 1
lim = lim
n→∞ n + 1 n→∞ 1 + n1
limn→∞ 1
= 1
limn→∞ 1 + limn→∞ n
=1.
1
We used limn→∞ = 0 with r > 0.
nr
Examples
n
Find limn→∞ .
n+1 n
Solution: use the same approaches as in Is the sequence an = √ con-
n + 10
finding the limit of functions vergent or divergent?
Solution:
n 1 n 1
lim = lim lim √ = lim q
n→∞ n + 1 n→∞ 1 + n1 n→∞ n + 10 n→∞ 1 10
n+ n2
limn→∞ 1
= 1 limn→∞ 1
limn→∞ 1 + limn→∞ n = q
=1. limn→∞ n1 + limn→∞ 10
n2
1 =∞.
We used limn→∞ = 0 with r > 0.
nr
lnn
Evaluate limn→∞ .
n
Solution:
lnx
Let f (x) = and note that
x
lnx (lnx)′
lim = lim
x→∞ x x→∞ x ′
1
x
= lim = 0,
x→∞ 1
lnn
and f (n) = . Hence,
n
lnn
lim = 0.
n→∞ n
lnn
Evaluate limn→∞ .
n
Solution:
lnx
Let f (x) = and note that
x
lnx (lnx)′
lim = lim
x→∞ x x→∞ x ′
1
x
= lim = 0,
x→∞ 1
Is the sequence an = (−1)n conver-
lnn
and f (n) = . Hence, gent or divergent?
n
Answer: The limit does not exist.
lnn Divergent.
lim = 0.
n→∞ n
Exercises
1
Example: {n + 2} is creasing while is decreasing because
n
1 1
> .
n n+1
Nguyen Van Hoi University of Information Technology 15 / 58
Sequence Series Convergence of series Power series
Definition
A sequence is bounded above if there is a number M such that
an ≤ M, for all n ≥ 1.
an ≥ M, for all n ≥ 1.
Lemma
▶ If {an } is convergent, then it is bounded.
▶ If {an } is increasing sequence and bounded above, then it is convergent.
▶ Likewise, a decreasing sequence that is bounded below is convergent.
Example
1
a1 = 2, an+1 = (an + 6) ∀n ≥ 1.
2
Solution: We begin by computing the first several terms:
1 1
a1 = 2 a2 = (2 + 6) = 4 a3 = (4 + 6) = 5
2 2
a4 = 5.5 a5 = 5.75 a6 = 5.875
Example
Investigate the sequence {an } defined by
1
a1 = 2, an+1 = (an + 6) ∀n ≥ 1.
2
Let’s confirm this conclusion.
▶ Check an ≤ 6 for all n ≥ 1.
▶ Verify an is increasing and hence it has a limit, L.
▶ Show
1
lim an+1 = ( lim an + 6).
n→∞ 2 n→∞
Hence,
1
L = (L + 6).
2
Exercises
Overview
1 Sequence
2 Series
Infinite series
Geometric series
Test for divergence
Properties of series
3 Convergence of series
4 Power series
Infinite series
Let sn denote the nth partial sum of a sequence an
n
X
sn = ai = a1 + a2 + ... + an .
1
This sequence may have its own limit, denoted, s (i.e., limn→∞ sn = s). We write
∞
X
ai = a1 + a2 + a3 + ... + an + ... = s,
1
P
where the first expression is called a infinite series (or just a series) (shorten, ai ), and
s is called the sum of the series; say the series is convergent.
Otherwise, if sn has no limit, the series is divergent.
Examples
P
Let an = n, evaluate an .
Solution:
The partial sum of the sequence sn is
n(n + 1)
sn = .
2
It becomes very large as n increases. There-
fore, sn does not have a limit and hence the
series is divergent.
Examples
1
an = n is convergent or diver-
2
gent?
P
Let an = n, evaluate an .
Solution: Answer:
The partial sum of the sequence sn is n
X 1 1
n(n + 1) sn = n
= 1 − n.
sn = . 2 2
1
2
These partial sums become closer
It becomes very large as n increases. There- and closer to 1 as n becomes larger
fore, sn does not have a limit and hence the and larger. Then,
series is divergent.
X 1
= 1.
2n
Note: a series does not change if we suppress a finite number of terms i.e.,
∞
X ∞
X
ai = a1 + a2 + ... + an + ai .
1 n+1
Geometric series
Examples
P 2n 1−n
Example 2: Is the series 2 3 convergent?
Response: We rewrite that the nth term of the series in the form
4n 4 n−1
22n 31−n = = 4 .
3n−1 3
Therefore the series is a geometric series with a = 4 and r = 4/3 > 1 so it is divergent.
Exercises: 17-26 on page 735 Jame Stewart.
Theorem P
If the series an is convergent, then limn→∞ an = 0. Conversely, if limn→∞ an does
not exist or if limn→∞ an ̸= 0, then the series is divergent.
Proof.
Since sn = a1 + a2 + a3 + ... + an , then
an = sn − sn−1 .
P∞ n2
Example Show that the series i 5n2 +4
diverges?
Answer:
n2 1 1
lim an = lim 2
= lim 4
= ̸= 0.
n→∞ n→∞ 5n + 4 n→∞ 5 + 2 5
n
So the series is divergent.
Properties of series
If ∞ ∞
P P
1 an and 1 bn are convergent series and α, β are constants, then the following
series are convergent and
∞
X ∞
X ∞
X
(αan + βbn ) = α an + β bn .
1 1 1
P∞ 3 1
Example: Find the sum of the series 1 + n .
n(n + 1) 2
P∞ 1
Solution. The series 1 is a geometric series with a = 1/2 and r = 1/2, so
2n
∞ 1
X 1 a 2
= = 1
= 1.
2n 1−r 1 − 2
1
∞ ∞ ∞
X 3 1 X 1 X 1
+ n =3 + = 3 ∗ 1 + 1 = 4.
n(n + 1) 2 n(n + 1) 2n
1 1 1
Exercises
Overview
1 Sequence
2 Series
3 Convergence of series
Testing with integral
Comparison test
The Ratio test
4 Power series
∞ Z ∞
X 1 1
2
= the sum of the areas of the rectangles ≤ 1 + dx = 1 + 1.
i 1 x2
1
Thus sn are bounded. Note sn are increasing (because all the terms are positive).
Therefore the partial sums converge and so the series is convergent with s < 2.
Suppose f is a continuous, positive, decreasing function on [1, +∞) and let an = f (n).
▶ If 1∞ f (x)dx is convergent, then so is ∞
R P
an .
R∞ P 1
▶ If 1 f (x)dx diverges, then so does ∞ 1 an .
Note:
▶ When applying the integral test, it is not necessary to start the series or the
integral at n = 1.
▶ The function f needs to be decreasing only for x larger than some number N.
Examples
∞
∞
X Lnn
X 1 .
. n
n2 + 1 1
1
1 f (x) = lnx
x is positive and continu-
f (x) = is continuous, positive, and de-
x 2 +1 ous for x > 1; and
creasing on [1, +∞), and
x(1/x) − lnx 1 − lnx
f ′ (x) =
Z ∞ Z t
1 1 2
= .
dx = lim dx x x2
x 2+1 t→∞ x 2+1
1 1
So f is decreasing when x > e.
= lim tan−1 x |t1
t→∞ Z ∞ Z t
π lnx lnx
= lim tan−1 t − dx = lim dx
t→∞ 4 1 x t→+∞ 1 x
π π π
= − = . ln2 x
2 4 4 = lim |t1
t→∞ 2
The p−series
is convergent since p = 3 > 1. On the other hand, the series is divergent because p < 1
∞
X 1
1/3
.
1
n
Comparison test
P P
Suppose that an and bn are series with positive terms.
▶ If
P P
b is convergent and an ≤ bn , then a is also convergent.
P n P n
▶ If bn is divergent and an ≥ bn , then an is also divergent.
Note
▶ The second series is often chosen to be a p-series or a geometric series.
▶ We only need to compare the nth terms of the two series only for n ≥ N, where N
is some suitable integer.
Example 1:
5 5
2
≤ 2.
2n + 4n + 3 2n
P 5 P 5
As 2n 2 is convergent (thanks to the p-series), then 2n2 +4n+3
is convergent.
Example 2:
lnn 1
> n ≥ 3.
n n
P1 P lnn
Besides, n is divergent, so n is divergent.
Nguyen Van Hoi University of Information Technology 38 / 58
Sequence Series Convergence of series Power series
P P
Suppose that an and bn are series with positive terms. If
an
lim =c
n→∞ bn
where c is a finite number and c > 0, then either both series converge or both diverge.
P 1
Example: Test the series for convergence or divergence?
2n − 1
1 1
Choose an = n and bn = n .
2 −1 2
Theorem a
▶ If limn→∞ n+1 = L < 1, then the series ∞
P
1 an is absolutely convergent (i.e.,
P∞ an
1 |an | is convergent).
a a
▶ If limn→∞ n+1 = L > 1 or limn→∞ n+1 = ∞, then the series ∞
P
1 an is
an an
divergent.
a
▶ limn→∞ n+1 = 1, the Ratio Test is inconclusive; that is, no conclusion can be
an
drawn about the convergence or divergence of ∞
P
1 an .
n3
(−1)n n for absolute convergence.
P
Test the series
3
n3
Solution We use the Ratio test with an = (−1)n n ,
3
a
n+1 (n + 1)3 3n (n + 1)3 3n
= (−1)n+1 n+1 ∗ (−1)n 3 = ∗ 3
an 3 n 3n+1 n
1 n+1 3 1 1 3 1
= ( ) = (1 + ) → < 1 as n → ∞.
3 n 3 n 3
Thus, the given series is absolutely convergent and therefore convergent.
Theorem
√
▶ If limn→∞ n|an | = L < 1, the series
P
an is absolutely convergent.
√ √
▶ If limn→∞ n|an | = L > 1 or limn→∞ n|an | = ∞, the series
P
an is divergent.
√
▶ If limn→∞ n|an | = 1, the Root Test is inconclusive.
Exercises
Overview
1 Sequence
2 Series
3 Convergence of series
4 Power series
Radius of convergence, interval of convergence
Taylor series
Application: computing integrals of a non-elementary antiderivative
Power series
where x is a variable and the cn ’s are constants called the coefficients of the series.
For each fixed x, the series is a series of constants that we can test for convergence or
divergence. The sum of the series is a function
whose domain is the set of all x for which the series converges.
For instance, if we take cn = 1 for all n, the power series becomes the geometric series
∞
X
x n = 1 + x + x 2 + ... + x n + ...
0
which converges when −1 < x < 1 and diverges when |x| > 1.
More generally a series of the form
∞
X
cn (x − a)n = c0 + c1 (x − a) + c2 (x − a)2 + ...
0
Overview
1 Sequence
2 Series
3 Convergence of series
4 Power series
Radius of convergence, interval of convergence
Taylor series
Application: computing integrals of a non-elementary antiderivative
Theorem P∞
For a given power series 0 cn (x − a)n , there are only three possibilities
1. The series converges only when x = a.
2. The series converges for all x.
3. There is a positive number R > 0 such that the series converges if |x − a| < R
and diverges if |x − a| > R. The number R is called radius of convergence.
Definition
The interval of convergence of a power series is the interval that consists of all values
of x for which the series converges.
▶ The inequality |x − a| < R can be rewritten as a − R < x < a + R. When x is an
endpoint of the interval, that is, x = a ± R, anything can happen: Thus in case
(iii) there are four possibilities for the interval of convergence:
▶ In general, the Ratio Test (or sometimes the Root Test) should be used to
determine the radius of convergence. The Ratio and Root Tests always fail when
is an endpoint of the interval of convergence, so the endpoints must be checked
with some other test.
(−3)n x n
Solution: Let an = √
n+1
, then one has
√ r
n+1 (−3)n+1 x n+1
a n + 1 n + 1
= √ ∗ = − 3x
an (−3)n x n n+2
n+2
s
1 + (1/n)
=3 |x| → 3|x| as n → ∞.
1 + (2/n)
Therefore, the series converges if 3|x| < 1 and diverges if 3|x| > 1. Thus it converges
if |x| < 31 and diverges if |x| > 31 . So the radius of convergence is R = 31 .
Taylor series
We start by supposing that is any function f that can be represented by a power series
One gets
▶ f (a) = c0 ,
▶ f ′ (x) = c1 + 2c2 (x − a) + 3c3 (x − a)2 + 4c4 (x − a)3 ..., then f ′ (a) = c1 .
▶ f ′′ (x) = 2c2 + 2.3c3 (x − a) + 3.4c4 (x − a)2 + ..., then f ′′ (a) = 2c2 .
▶ f ′′′ (x) = 2.3c3 + 2.3.4c4 (x − a) + ..., then f ′′′ (a) = 2.3c3 .
In general, one gets
f (n) = n!cn
Theorem
If f has a power series representation (expansion) at a, that is, if
f (n)
cn = .
n!
The series is called the Taylor series of the function f at a (or about a or centered
at a). If a = 0, it is given the special name Maclaurin series.
Find the Maclaurin series of the function f (x) = e x and its radius of convergence.
Solution: Since f (n) (x) = e x , then f (n) (0) = 1 for all n ≥ 1. Therefore the Maclaurin
series for at 0 is
∞
x
X xn x x2 x3
x = =1+ + + + ...
n! 1! 2! 3!
0
xn
To find the radius of convergence we let an = n! . Then
so, by the Ratio Test, the series converges for all x with R = ∞.
Theorem
If f has derivatives of all orders, let’s define
n
X f (n)
Tn (x) = (x − a)n and Rn (x) = f (x) − Tn (x).
n!
0
If
lim Rn (x) = 0
n→∞
for |x − a| < R, then f is equal to the sum of its Taylor series on the interval
|x − a| < R.
Theorem
if |f (n+1) (x)| ≤ M for |x − a| ≤ d, then
M
|Rn (x)| ≤ |x − a|n+1 for |x − a| < d.
(n + 1)!
Solution
∞
2
X (−x 2 )n x2 x4 x6
e −x = =1− + − + ...
n! 1! 2! 3!
0
x2 x4 x6
Z Z
2
e −x dx = −
+ − + ... dx
1! 2! 3!
x 3 x5 x7
=C + x − + − + ...
3 ∗ 1! 6! ∗ 2! 8 ∗ 3!
This series converges for all x because the original series converges for all x.
Nguyen Van Hoi University of Information Technology 57 / 58
Sequence Series Convergence of series Power series
R1 2
Exercise Find 0 e −x dx correct to within an error of 0.0001.