658 tHAKIER II INFINITE SERIES

11.4 Series of Nonnegative Terms

In Theorem 6 of Section 11.3 we showed that a series of nonnegative terms con-
verges if its sequence of partial sums is bounded. In this section we present the
integral test and the comparison tests for convergence or divergence of series whose
terms are nonnegative. We begin with the integral test, which uses the convergence
or divergence of an improper integral as a criterion for the convergence or diver-
gence of the series.

The Integral Test

The integral test is based on the comparison of the partial sums of a series of the
form 2r=i f(l<) and certain areas under the graph of the function/. Geometrically,
the basic idea is quite simple and is illustrated in Figure 1. In Figure la. the area

under the graph of a continuous, decreasing, nonnegative function /between x = 1

and j: = « + 1 is overestimated by the sum /( 1 ) + /(2) + /(3) + • • • + f(n) of the

areas of the shaded rectangles; that is,

fix) dx<f{\)+ f{2) + /(3) + • + fin)

Similarly, in Figure lb, the area under the graph of the same function / between
.V = 1 and .V = /; is underestimated by the sum/(2) +/(3) +/(4) + • • • + fin) of
the shaded rectangles; that is,

fil) +/(3) +/(4) + • • •

+fin) < fix) dx
-'i

Adding /(I) to both sides of the last inequality, we obtain

/(I) +/(2) +/(3) + • • •

+fin) sfi\) + fix) dx
•'i

In summary, we have the following result. Iff is a continuous, decreasing, nonneg-

ative function defined at least on the closed inten'al [ 1 , /; + 1 ] , where n is a positive
integer, then

X ^ /( + /( 2 + /( 3 + • • + /( H s: /( + dx
r-fix)
fi ) (/.V 1 ) ) ) ) 1 )

(See Problems 65 and 66 for an analytic derivation of the preceding inequalities.)

These inequalities are used to prove the following theorem.

THEOREM 1 The Integral Test

Suppose that the function /is continuous, decreasing.

 SECTION 11.4 SERIES OF NONNEGATIVE TERMS 659

(i)We have seen that the nth partial sum s„=f{l) +/(2) + + f(n) of the • • •

^
seriesXr= M) satisfies Jf fix) dv < i„ < /(I + /^ /(;t) d[r. If /f /(.v) dLr
i
'
)

converges then s„ < /( , + /" /U) dr < /( + /" /(x) dv, so that {s,,} has the
1 ) 1 )

upper bound M = f{\) + f' fix) dx, and consequently, ^^=\f(k) converges
by Theorem 6 of Section 1 1.3.

(ii) If /r/U) dx diverges, then /""^'/W dx grows large without bound as

n—> + oo; hence, since /""^'/W ^— ^n^ it follows that s„ also grows large
without bound as n^ + x. Therefore, in this case, {s„} diverges, and so
2r=i/(^') diverges.

In the integral test, there is no necessity to start the infinite series at k = 1 . For
instance, to test for convergence or divergence of the series ^t=2fik). we would
use the improper integral /? fix) dx.

In Examples 1 and 2, use the integral test to determine whether the given series
converges or diverges.

EXAMPLE 1
^
2j
1

k~ + 1

SOLUTION The function / defined by fi.x) = -^ is continuous, decreasing,

.r- + 1

and nonnegative on the interval [1, y-). Also,

[' 1 (' dx r _, PI
—-, dx = lim -:; = lim (tan .v)
J, .V- + 1 fc- + « J, .V- + 1 fc--- L I [J

= lim (tan ^
b - tan '1) = = —
fc- + « 2 4 4

Thus, the improper integral — dx converges, and so the series

J, .V- + '
'
1

f
Zj -^
1
converees.
,r, ^ +

EXAMPLE 2 2 1

,^2 k(\n kf*

SOLUTION The function / defined by fix)

= rjr is continuous, de-
x{m x)'
creasing, and nonnegative on the interval [2, ^). Here, by the change of variable
M = In jc, we have

^— dx = «-'/* du = —u^'* + C = — (In .X)-''''* + C

so

lim T7ldx= lim — (In fer"-* - — (In 2)' -*

= +=o
660 CHAPTER II INFINITE SERIES

Thus, the improper integral dx diverges, and so the series

.r(ln ;()'/•*

J^^^iiT^''""^^'^-

The integral test makes it especially easy to study the convergence or divergence
of a /» series, which is by definition a series of the form

s kP

where /> is a constant. When p = 1, the p series becomes

X-
2j— =l+
1

k
1111
—+—+—+—+
2 3 4 5
f:^

and is called the harmonic series.

THEOREM 2 Convergence and Divergence of the p Series

The p series Zj — converges if p > 1 and diverges if /? s 1 . In particular, the

harmonic series z^ — diverges.

If p < 0, then lim

1

= +^ (why?), so that 2^
\-i
— 1

j diverges, by Theorem 2 of
n^ + -^
n ^^j k''

Section 11.3. Thus, we can assume that p s 0. The function / defined by/(.v) =
l/.v'' is continuous, decreasing, and nonnegative on [1, oc), and

/;'-^- 1

if p9^ I

dx = \\-p
In b if p = 1

Thus, for p < 1, lim

h^ + ^
["

J.
—1

.v''
dx = +^. so that the improper integral
"
f"
J,
—1

.X''
dx

diverges, and so does the series Z^ — ;-. However, for p > 1,

b^-p - I I
lim dx = lim =
/)-•+» ^ —p P ~ 1

so that
J.
f"
—I

A"
dx — hence also 2j
,^,
V ——1

k'
is convergent.
 SECTION 11.4 SERIES OF NONNEGATIVE TERMS 661

EXAMPLE 3 Test for convergence or divergence,

(a) S -^

(b) i JL

SOLUTION

(a) 2i -75- is a p series with p = 3 > 1: hence, it converges.

(b) Z> —y=- - Z 7777 is a p series with p = 5 < 1: hence, it diverges.

The harmonic series 1 +2 + 3 + 4+-"'isa particularly intriguing series, since

it marks the boundary between the convergent and the divergent/? series. Although
its partial sums 5„=l+5 + 5 + --- + (l//z) become large without bound as
n-^ + ^, they do so rather slowly. To see this, consider the continuous, decreasing,
nonnegative function / defined by/(.v) = l/.v for .v > 1. For this function, the in-
equality

fix) dx </{l) +/(2) + • • •

+/(«) </(I) + fix) dx
J

(Figure 1) becomes

In (« + 1) <x„< 1 + In n

If we put n = 1.000.000. we obtain

13.82 s 5,. 000.000^ 14.82

so that the sum of the first million terms of the harmonic series is less than 15.

There is no ••nice" formula for the sum of the n series 2 — l-f

with p> \. The

function C defined on (1 .
x) by Cip) =2 — ^'''
is called the Riemann zeta function
k=]
and plays an important role in analytic number theor>'.

Comparison Tests
The most convergence or divergence of infinite series are based on
practical tests for
the idea of comparing a given series with a series that is known to converge or
diverge. Geometric series and p series are especially useful in such comparison
tests.

We begin with the following definition.

662 CHAP1ER II INHMTE SERIES

DEFINITION I Domination of Series

Let 2y(i=i «* and 2^^=i h^ be two series whose terms are nonnegative. We say
that the series 2!/t- 1 ''«. dominates the series ^t= i «* if "* ^ b^ holds for all

positive integer values of k.

More generally, if there is a positive integer N such that a^ s h^ holds for all
integers k > N. we say that the series 2*=i ^* eventually dominates the series

THEOREM 3 Direct Comparison Test

Let X*=i "* '^"'^ 2*=i ''< ^^ series all of whose terms are nonnegative, and
suppose that ^T-i ^<. dominates 2]*=i "* *'^'' 'h^' 2*=! ^it eventually domi-

nates X*=i «*)•

(') If 2r=i ^A converges, then 2*=! o* converges.

(ii) If 2/^= 1 «* diverges, then 2*= i

fe* diverges.

We prove the theorem under the hypothesis that 2*=i ^k dominates X*=i ^*-

Since the convergence or divergence of an infinite series is controlled by its ""tail

end," conclusions (i) and (,ii) must still hold if 2r=i fc* eventually dominates

Xr=i flA (Problem 70).

(i) Assume that 2Jk=\ ^a converges to the sum B. Then for any positive
integer n. 2l'=i b^ < 2^=1 = B (see Problem 28 of Problem Set 11.3).
^/i

Since a^ ^ b^ holds for all positive integer values of k. we have

2*=! a* — Zj"k=\ bk — X*=i ^«: ~ B- hence, the sequence of partial sums of
Zjk=\ a* 'S bounded above by B. It follows from Theorem 6 of Section 1 1.3

that 2y*=i ^k 's convergent.

(ii) Assume that 2jk=\ "* '^ divergent. Then the partial sums X*=i ^k ^^'
come large without bound as n^* +^ (see Problem 71). Since

Zj"k=\ Ok £ 2^=1 bk- it follows that the partial sums X*=i bk become large
without bound as n -^ +=c: hence, the series 2*=i bk cannot be convergent.

The choice of a suitable series with which to compare a given series is not always
obvious and inay require some trial and error; however, a geometric series or a
constant multiple of a p series whose form is similar to the given series often works.
For example, to test the series

i— 5* + 1

you might try the convergent geometric series

5*

for comparison, because it closely resembles the given series. If the general term Uk
of a given series is a fraction, then an appropriate p series to use for comparison is

often obtained by deleting all but the highest powers of k in the numerator and
denominator of «*. For instance.
 SECTION 11.4 SERIES OF NONNEGATIVE TERMS 663

Series to Be Tested Suggested Series for Comparisoti

664 CHAPTER II INHNITE SERIES

EXAMPLE S y,
a- + 2

SOLUTION We are going to show that the given series dominates the series

^11
2 Vk
S 2 Vk
which diverges because the p series X^^i (1/V^) diverges. Thus, we wish to

prove that

J 1_
2 V^ ^k + l

that is,

k + 2< 4k for /t > 1

A- + 2

Since ^ + 2 < 4A: is equivalent to § s k. it follows that

J 1_ 1

2 Vk 'k + 2

holds for A- > 1, and the given series diverges.

EXAMPLE 6
_, \nk

SOLUTION Because Q <\n k < k for A: > 2, we have \/k < I /(In A), so that the

series Zj dominates the series Zj — • Since the harmonic series Zj — di-

verges, so does the series Zj — . by Theorem 5 of Section 11.3. It follows that the

given series diverges.

The following test is essentially another version of the direct comparison test, but
it is .sometimes easier to apply.

THEOREM 4 Limit Comparison Test

Let Zj'k=\ be a series of nonnegative terms and suppose that 2]"=i ^k 's a
('k

ol positive terms such that

series of
a„
lim —^ = c. where c > 0. Then either both
A
,J-. + CC /j^^
—
series converge or else both series diverge.

PROOF Since lim —^ = c. it follows that given any positive number e. there exists a

positive integer N such that

"n
I

c
I

< e holds whenever n ^N

 SECTION 11.4 SERIES OF NONNEGATIVE TERMS 665

The condition y^ - r < e can be rewritten as -e < —^ - c < e, or as

I
"n I
b„

c-e<-— <c
a„

b„
+ e. Putting
.

e = —2 c
, we see that — < —^ < —
r a 3c
holds
2 b„ 2

for all integers n>N. Therefore, if n > A^, it follows that —b„ < a„ < —b„-
2 2

hence, the series 2j a* eventually dominates the series X— ^a. while the series

^ —bk
^
eventually dominates the series 2 a^. Consequently, if the series
*=i k=\

Z bk converges, then the series 2 —b^ converges [Theorem 3(ii) in Sec-

tion 11.3], and so the series Z, "a converges by the direct comparison test. On
k=\

the other hand, if the series 2 b;, diverges, then the series 2 —bk
-
diverges
*=i k=i

[Theorem 3(ii) in Section 11.3 again], and so the series 2 «* diverges, by the
k=\
direct comparison test.

In Examples 7 and 8, use the limit comparison test to determine whether the given
series converges or diverges.

EXAMPLE 7 y. .,

SOLUTION We use the divergent p series Z, ~y^ for the limit comparison

test. Let a„ be the n\h term of the given series and let b„ be the nth. term of the series

2j i/-^ Then

a„
-— = ,. 1/Vn3 +
— = «-+»
1 ^^
'•m lim —17= lim ^, lim -/^
«-+« «-+=» 1/V^ Vn^+
^
«-+» +
fc„ 1
V ,r' 1

= lim '/ ;
—- = 1

"- + - V 1 +(1//!)'

It follows from the limit comparison test that the given series diverges.

^^^^
EXAMPLE 8 2 +
{5k l)-3*
666 CHAKItR II INFINITE SERIEii

SOLUTION We use the convergent geometric series 2^ 'tt tor the limit com-

parison test. Thus, if a„ is the n\\\ term of the given series and b„ is the nth term of

the series Z, ~t. then

_ 3

—hni + -
— = «-
b„
lim
+-
L (5n +
1/3"
1 )
• 3" J
lim
"- + -
7n
5/1
+
+
3

1 "-+-
lim
7

5
+
+
(3//I)

(1//I)

and so the given series converges by Theorem 4.

The following theorem can be proved by slightly modifying the proof of

Theorem 4. Its proof is left as an exercise (Problem 72).

THEOREM 5 Modified Limit Comparison Test

Let 2jk=\ a* be a series of nonnegative terms, and suppose that 2*=i ^i^ '^ ^
series of positive terms.

(i) If lim —^ = and Zj b^ converges, then 2^ «^ converges,

(ii) If lim —^ = +x and 2^ b^ diverges, then Zi Ok diverges.

/// Examples 9 and 10. determine whether the given series converges or diverges by
using the modified limit comparison lest.

EXAMPLE 9
V
Z,
In
-rp
'^

*= I
'''

SOLUTION We use the convergent p series Zj ~T' f^'' '^e modified limit com-

parison test. If a„ is the nth term of the given series and b„ is the nth term of the

series Zj "t- then

^"
k=i

lim
n- + «
— = "-
a„

b„
lim
+»
(In «)/"*
-^
l//i'
—= lim
'.-^-
In

n
n
=
.
—
lim
'
In

.V
.v

= lim
'- + «
l/.v

1
= lim
>- + -
—=1

.V

where we have used Theorem 1 in Section 11.1 and L'HopitaFs rule to evaluate the
limit. By part (i) of Theorem 5, the given series converges.

EXAMPLE 10
V2/t + 1
 SECTION 11.4 SERIES OF NONNEGATIVE TERMS 667

SOLUTION We use the divergent harmonic series 2j — for the modified Hmit

comparison test. If a„ is the ;!th term of the given series and b„ is the /ith term of the

series 2^ — . then

hm
'-+»
— = "-
a„

b„
lim
+«
1/V2n +
\/n
1

= Hm —
«- + - V2/I +
.
n

lim Vh lim Vh
2/! + 1 "-+- \ 2 + {!/«)

By part (ii) of Theorem 5. the given series diverges.

Problem Set 11.4

In Problems 1 to 20, use the integral test to determine whether each In Problems 21 to 32. use the direct comparison test with either a p
series converses or diverges.

,.-, kVk

3A-
3l
,f ,
k" + 16

2k
5l

\nk
9l \ k

112

tan
13 S
m=l

^^
^, ak+ \){3k+ 1)

17 2 coth n
668 tllAKrER II INHNITIC SKRIES

ri
 SECTION 11.5 SERIES WHOSE TERMS CHANGE SIGN 669

11.5 Series Whose Terms Change Sign

The tests developed in Section 1 1 .4 allow us to handle series whose terms do not
change sign. (If all terms are nonpositive, we just multiply by - 1 to convert to a
serieswhose terms are nonnegative.) In this section we consider series whose terms
change sign. The simplest such series is an alternating series w hose terms alternate
in sign, for instance, the series

]__ _ J_ J 1
E (-1/
k
~
2 3 T
1_
+ (-1)"^'
k=l

which is called the alternating harmonic series. Note that a geometric series with a
nesative ratio r. such as

--l-i + —
1 1 1

+ (-l)(^)" +
|/-'i-i)
is an alternating series.

The following theorem, which exhibits an important feature of an alternating

series whose terms decrease in absolute value, will be used to prove a test for
convergence of such a series.

THEOREM 1 Alternating Series Whose Terms Decrease in Absolute Value

670 CHAPTER II INFINITE SERIE.S

where, again, each quantity enclosed in parentheses is nonnegative. The next

odd integer after w is m + 2, and we have

Hence, ^i
> 53 s sj > 57 > ^g > • • •

(iii) If n is even, then m + 1 is odd and s„+i = 5„ + a„+i. Therefore,

s„+] — s„ = a„+i

(iv) Again, if n is even, then by (iii), .?„ + , -,v„ = a„,|SO; hence,

s„ ^ ^„+|. By (i), s s„, and by (ii), s„+i s i,, so that

In Theorem 1 , if {a,,} is a strictly decreasing sequence, so that a^ > a2> ai> • • •,

then all inequalities appearing in the proof and in the conclusions can be made strict.

The following theorem, discovered by Leibniz, provides a useful test for conver-
gence of alternating series.

THEOREM 2 Leibniz's Alternating-Series Test

 SECTION U.5 SERIES WHOSE TERMS CHANGE SIGN 671

EXAMPLE I Test the alternating harmonic series z^ (— l)*"^' — *•

for convergence.
k=i

SOLUTION The sequence ]

— f
is decreasing, and lim —= 0; hence the alter-

nating harmonic senes

1
111 + + ••• + (-1)"^'
^,1 —+ • • •

2 3 4 n

converges by Leibniz's aUemating-series test.

In Leibniz's theorem (Theorem 2). notice that S — s„ is the error involved in

estimating the sum S of the alternating series by the /!th partial sum s„. If h is even,
then
< (- 1)"(S - s„) = S - s„ so s„ < S

If n is odd, then

0<(-l)"{5 - j„) = -{S - 5„) so 5<5„

Therefore we have the following important result:

Suppose that the hypotheses of Leibniz's theorem (Theorem 2) are true, so that
the alternating series converges to the sum S. If /i is an even positive integer, then
s„ underestimates S: if n is an odd positive integer, then 5„ overestimates S. In
any case.
\S - s„\ < a„+i

that is. the absolute value of the error of estimation does not exceed the absolute
value of the first neglected term * .

For example, if we wish to estimate the sum

S= I
111 + + ••• + (-1)"+'
,1 _ + ...
2 3 4 n
of the alternating harmonic series by a partial sum s,„ then the error cannot exceed
the absolute value of the first neglected term a„+i. For instance,

5==l-* + 5-i + A-i + |-i;)-i = 0.7456 . . .

with an error that does not exceed lo. Moreover, since we have an odd number of
terms in this estimate, we have overestimated S. so that S is less than 0.7456 ....
Actually, it can be shownt that the sum 5 of the alternating harmonic series is equal
to the natural logarithm of 2:

5 = In 2 = 0.6931 . . .

//) Examples 2 and 3, (a) show that the given series is convergent, (b) find the
partial sum
of its first four terms, and (c) find a bound on the absolute value of
S4
the error involved in estimating its sum by s^.

*lf {a,,} is strictly decreasing, so that «] > aj > aj • • , then the conclusion \S - s„\ s a„+t
can be sharpened to < |5 — s„\ < a„+ 1.

tSee Problems 41 to 44 in Problem Set 11.7.

672 CHAPTER II INFINITE SERIES

EXAMPLE 2 X (-!)' '

,v + 3
(a) Let J be the tunction defined by J(x) = . Then
.v(.v + 2)

+ +
f'(x) =
.r
;
6.V
—6 < for .V > 1

Hence, the function /is decreasing on [1, ^). It follows that the sequence
+ 3
{fin)} — that is, the sequence
[
]
I-
"
n{n + 2)
1

>
f
— is decreasing. Since

« + 3 /) + 3
lim = (why?) and > 0. the given alternating series
"^ + ^ n{n + 2) n(n + 2)
converges, by Theorem 2.

49
= 4 6
5 7
(b) 54 + =
3 8 15 24 60

(c) The absolute value of the error of the estimate

S4 = = Z (-1)^ '

60 ;r, k(k + 2)

5 + 3 = 8
does not exceed the fifth term, . Here s, involves an even
5(5 + 2) 35

number of terms, so that

49
underestimates 2j (~1)
V ; + .
' + 3
60 71, k(k + 2)

(-ir
EXAMPLE 3 2
k=\ ^

(a) This series begins with a negative term, — 1/1 !, whereas Leibniz's theorem
as stated above concerns alternating series which begin with a positive term.
However, we can write

i^=-i^ *=i

V <'i»'^' 111.
-)
and apply Leibniz's theorem to the series Zj Here | is a

decreasing sequence of nonnegative terms, and lim —- = 0, so that

" (-1)*^'
Zj converges; hence Zj
V (-1)* ,

also converges.
k\ ,._. k\
 SECTION 11.5 SERIES WHOSE TERMS CHANGE SIGN 673

(b) and (c) Here. 1

1115
—
2
= — I

6 24 8
underestimates
.-,
A
,Z^,
(-1)*
it!

with an error no more than and therefore, overestimates

5! 120 8

(-ir'
k'
= 1 it'

with an error whose absolute value does not exceed T2o.

Absolute and Conditional Convergence

Consider the alternating geometric series

' 2 + 4 8+16 32 +
with ratio r = — 2- Not only does this series converge, but so does the correspond-
ing series
III
I'l + —
4- I

I
1|
2| +
-I- |i|
|4| + _
4- I

I
i| -U l-l-l 4-
8| + |l6| + _ -i-l
32| +
I

I
-t- . . .

of absolute values: that is. the geometric series 1 + 2 + 4 + 8+i^+32 + *'*is

also convergent. Such a series is called absolutely convergent.
On the other hand, consider the altematine harmonic series

which converges by Leibniz's theorem. The corresponding series of absolute values

is the harmonic series

---
i+i + l + i + i + i +
which diverges. Thus, the convergence of the alternating harmonic series actually
depends on the fact that its terms change sign. Such a series is called conditionally
convergent. More generally, we make the following definition.

DEFINITION 1 Absolute and Conditional Convergence

(i) If the series 2lk=\ |a*l converges, we say that the series X*=i ^k is

absolutely convergent.

(ii) If the series 2]*=i ^k is convergent but the series 21^=1 !«*! is diver-
gent, we say that the series X*=i ^k is conditionally convergent.

In Examples 4 to 6, determine whether the given series is divergent, conditionally

convergent, or absolutely convergent.

EXAMPLE 4

Since the series

(-1)*

f . it^ +
674 CHAPTER 11 INFINITE SERIES

converges by comparison with the convergent p series Zj ~^r- •' follows that

V
2j —-,
(-1)*
is absolutely convergent.

k + 1

E 5 S (-1)'
Try
,
,
n + 1

SOLUTION Since lim(— 1)" does not exist (why?), the given series
"-»+« n + 2
is divergent (Section 11.3, Theorem 2).

EXAMPLE 6 Zj
——;—

SOLUTION The given series converges, by Leibniz's theorem. However,

V
2_,
I

\-
(-1)* I

= V
2j
1
diverges since
'1
s— holds for A- s 2 and 2^
V —
1

, I In A' I , , In A: In A k k~2, k
,

k=2
.
k=2

(-1)
diverges. Hence, 2j is conditionally convergent.
In A

THEOREM 3 Absolute Convergence Implies Convergence

If a series 2^it=i ^k '^ absolutely convergent, then it is convergent.

PROOF Assume that Zjk=\ \<^'k\

is convergent. The inequalities — |a^| s a^ < |a^| can be
rewritten as

< a^. + |a,| < 2\ak\

Now, 2]r=i 2|ai| converges since 2^=1 V'k\ converges [part (ii) of Theorem 3
in Section 11.3]; hence, by the comparison test, Zjt=\ («* + |a*|) converges.
Therefore

2 [(a* + k|) - |«*|] = S «*

converges [part (i) of Theorem 3 in Section 11.3].

^ —sin k ^
EXAMPLE 7 Determine whether the series Zu converges or diverges.

SOLUTION Although the given series contains both positive and negative terms,
it is not an alternating series (why?). However, we have

sin k sin k\

A-' + 4 I" k^ + 4 ~ k^

^ sin A
for every positive integer A, so that 2^ —'"
^
is dominated by the convergent
k=] '
'^ ^ '
 SECTION 11.5 SERIES WHOSE TERMS CHANGE SIGN 675

p series Z, -j^- Therefore, the given series is absolutely convergent and hence

convergent by Theorem 3.

The following theorem gives one of the most practical tests for absolute conver-
gence.

THEOREM 4 The Ratio Test

Let 2y a* be a given series of nonzero terms

a„-\
(i) If lim

(ii) If lim

(iii) If lim
676 CHAPTKR II INFINITE SVMIKS

converges by the direct comparison test. Therefore, by Theorem 5 of Sec-

tion 1 1.3, ^r=i 1^*1 converges; that is, ^^=1 «* 's absolutely convergent.

a„+i
(ii) Assume that lim
—
I I

=L> I. Choose and fix a number r

n + » I a„ I

with \ <r<L and put e = L — r. Thus, there exists a positive integer N

such that L - e < ^^^^ < L + e holds for n > N. Hence, 1 < r =
«„ I

"n+li II < ^
L - < = I I

€ -, SO that |a„| |«„+i| holds for n N. Therefore,

|«;v| < |«;v+i| < l«;v+2| < \aN+3.\ <• •

•

SO that < |a/v| < \a„\ holds for all n ^ N. This shows that the con-
dition lim a„ = cannot hold; hence, 2l*=i ^k '^ divergent (Theorem 2 in

Section 11.3).
"n+l
Similarly, if lim
I I

= 4-oc. then there exists a positive integer A^

"^
such that 1 < holds for all n > N. and we can complete the argument

just as above and see that 2^^=! «* diverges.

(iii) To see that the test reallv is inconclusive if lim = 1, consider

"-^ + « I
a„ I

(a) ^ Tj and (b) 2^ — . Series (a) is convergent, but

^ ^
k=\ k=]

l/(« + 1)- n-
lim -^ = lim
l/n- n^+« n- -I- 2« + 1

Series (b) is divergent, but

l/in +1) n
lim = lim = 1
.- + » l/n "- + - /) + 1

In Examples 8 to 10. use the ratio test to determine whether each series converges
ahsohitely or diverges.

•^ 2*
EXAMPLE 8
,
T(k+ 1)

SOLUTION Here
2"^'
a„ = — 2"
and a„+x
Tin +1) T*\n + 2)

Therefore,

,.
lim
|a„+,|
= ,.
lim
/
I
—— 2"^'
;
7"(/t+l)
2"
)=
^

«- + «
lim
2(/j+l)
l"*\n + 2) 7(w + 2)

2|1+(1A0] 2^j
"-^^- 7|1 +(2//7)] 7

so the series converges absolutely by the ratio test.

 SECTION 11.5 SERIES WHOSE TERMS CHANGE SIGN 677

(-l)*+'5*
EXAMPLE 9 2]
k=Q

SOLUTION Here

(-1)"^'5" {-1)"^=5"^'
^
and a„+i
(n + 1)!

Therefore,

lim = lim I lim 0< 1

n^ + « I a„ I
n^+« V(H + 1)! 5" n + 1

SO the series converges absolutely.

1-3-5--- (2A:- 1)
EXAMPLE 10 X
A-=l

SOLUTION Here

1 -S-S • • •
(2n - 1) 1-3-5 •• •
(2» - l)(2>i + 1)
and a„ + i

(n+ 1)!

Therefore,

(In + !)«! In + 1
lim = lim = lim — = 2 > 1

(n+ 1)! n + I

so the given series diverges.

Another useful test for absolute convergence is given by the following theorem.

THEOREM 5 The Root Test

Let
678 CHAPTER II INKINITE SERIF-S

EXAMPLE II Use the root test to decide whether the series

,r, [In (k + 1)]*

converges or diverges.

SOLUTION Here
(-1)"

[In (/!+ 1)]"

Therefore.

lim ,"||a„| = lim "/I = lim = 0<1

,^+„\' "-+' V I
|ln (« + l)]"l "- + -ln(/;+l)
so the given series converges absolutely by the root test and thus converges.

Problem Set 11.5

In Problems 1 to 14. determine whether the given alternating series In Problems 15 to 26. apply the ratio test to determine whether each
converges or diverges. Use Leibniz's alternating-series test to estab- series converges absolutely or diverges,
lish convergence whenever it applies.

*'
15 S Ar^(f)* 16 S
k=l t=i
i2^^!^ 2S
(-D'^'S*
C^l ^
cos kn *=i ''

(-1)**'*

*=i
(S) 2j — Hint: First consider 2/ —
^,=, VFT7
/ t
L
^.^, VFTi
, ,
i

®|,^

^*=i * + 7 J,, 4A-+ 1 25 Z

 SECTION 11.5 SERIES WHOSE TERMS CHANGE SIGN 679

33 £ (V^- D* 34 S [2A- + (1A-)1'

In Problems 35 to 54, determine whether each series is divergent,

conditionally convergent, or absolutely convergent. Use whatever
tests or theorems seem most appropriate to justify your answer.

35 2 (-ly
k'.
56;z A(tf
k = \

k=\ In (k + 1) /t^ + 10

(-1)"+' in n

k\
(15)S (-1)*
(2A-+I)!

IK
41 1 J- +
,,^1

4 6
"'
Y 2 • • • • • (2k)

^t, l-4-7---(3;--2)

53 S (-1)^^
680 CHAPTER II INHNITK SERIES

11.6 Power Series

An infinite series of the form

-r.
 SECTION 11.6 POWER SERIES 681

/„

S ——
KY"^ 1 1

EXAMPLE 2 = 1 + (.X - 5)- + —(.X - 5)-* + —(.V - 5)" + • •

•

k=o I"- 2 6

SOLUTION The series converges for .v = 5. For x 9^ 5. we use the ratio test with

=
(.v-5)-" ^ =
(.v-5)-'"+'> U-5)-""-
a„ and a„+i
(n + 1)! in + 1)!

Here.

Hm = lim
I {n+ 1)! "
(.x-5)-"l

(.V - 5)=
«-+-
0< 1

n +
for all values of x: hence, the series converges for all values of .v.

EXAMPLE 3 S (k\)(x + If = 1 + (^ + 2) + 2(a: + 2)" + 6(x + 2f + ••

k=0

SOLUTION Here we have a„ = (n!)(.r + 2)" and a^+i = [(n + l)!](jr + 2)""^'.

For X ¥" -2, the ratio test gives

lim M^ = lim \- — '

= I™ (« + l).v + 2 = +^

Hence, the series diverges. Of course, the series converges for a = -2, and so it

converges only when .v = —2.

The set / of all numbers x for which a power series X*=o Ck(x - af converges is
called its interval of convergence. In Example 1. / = ( — 3, 3), in Example 2,

/ = (-0C, 00), and in Example 3. / is the "interval" containing the single num-
ber — 2.
For any power series Xr=i Q(x - af, the interval of convergence / always has
one of the following forms:

Case 1 I is a bounded inten-al with center a and with endpoints a — R and

a + R, where R is a positive real number.

Case 2 / = (-oc. x).

Case 3 / consists of the single number a.

In case 1 , we call the number R the radius of convergence of the power series. In

case 2. it is convenient to say that the radius of convergence of the power series is

infinite and to write R = +^. Naturally, in case 3. we say that the power series has

radius of convergence zero, and we write R = 0. Examples 1 through 3 above

illustrate these three possibilities.

In case 1 . the endpoints a - R and a + R of the inter\'al of convergence I may

or may not belong to I. In Example neither endpoint belongs to /, so that / is
1 .

an open interval. In general, anything can happen — the series may diverge,

converge conditionally, or converge absolutely at an endpoint of /. Thus, in

682 CHAPTER II INHNITE SERII':S

Figure I case 1 , the interval of convergence can be any one of the

four /=[«-/?, a + R], / = [a - /?.
sets a + R), / =
(a- R,a + /?], or/ = (a - /?, a + /?) (Figure I). The power
series always converges absolutely on the open interval
(a - R. a + R).

series converges absolutely

for [.\ -a\<R The following theorem provides an efficient means for finding the radius of
convergence of a power series.

THEOREM I Radius of Convergence of a Power Series

 SECTION 11.5 POWER SERIES 683

kth power of x - a. In such a case, the radius of convergence can often be

found by applying the original ratio test (Theorem 4 in Section 11.5) directly
to
the terms of the series, as in Example 2 on page 681.

5 Theorem 1 says nothing, one way or the other, about whether the power
series converges at the endpoints of its interval of convergence. This has to be
checked by substituting .v = a - /? and .v = a + /? in the
power series and
using the standard tests for convergence of a series.

6 Theorem 1 is still valid for a power series such as 2*=^ qU - «)*. where
A/ is a positive integer and the summation starts at ^ = rather than at A- = M
(Why?)

In Examples 4 to 8. find the center a, the radius of convergence R, and

the inten'al
of convergence I of the given power series. Be sure to check the endpoints
of I for
divergence, absolute convergence, or conditional convergence.

EXAMP LE 4 y. —X*
^r k

SOLUTION Here the center is a = 0. and q = \/k. In Theorem 1 . we put c„ =

\/n and £„+, = l/(/? + 1), so that

—+1)1
,.
f,.+ i l/(« n
hm I I

= hm ,. I

= hm = 1 =1
"-*'- I
C„ I
"--= I
1//J I
n-»*oc „ + 1

Hence. R= \/L = \. Therefore, the series converges absolutely for values of .v in

the open interval (a - R. a + R) = (Q - 1.0+ I) = (-1, 1), and it diverges for
values of .v outside the closed interval [- 1 . 1]. Substituting a: = 1 in the series, we
obtain the harmonic series « ,

k=\

which diverges. For.v = -1, the series becomes the alternating harmonic series

which converges by Leibniz's test. Hence, we have divergence at the endpoint 1

and conditional convergence at the endpoint - 1 The interval of convergence .

is
/=[-!. 1).

EXAMPLE 5
V
\ U" +
;
3)*

SOLUTION The power series is centered at a= -3. We have r„ = 1/3" and

Oi+i = 1/3"*', so that

1/3""'
"^+=
hm
,. \c„^x\
r„
= hm
«-+«
..
I

——-—
1/3"
I

= hm ,.

n^^--.
—=—=L
I 1

I
I
I I
3 3

Hence. /? = 1/L = 3 by Theorem 1. Therefore, the series converges absolutely on

the open interval (a - /?. a +/?) = -3 -
( 3. -3 + 3) = (-6. 0). When .v
= -6,
the series becomes
V ^r-=i-
Z
(-3)'
1 + 1-1 + ---
684 CHAKIEK II INFINITE SERIE.S

which diverges because the general term does not approach zero. When .r = 0, the
series becomes

which also diverges. Therefore, / = (—6, 0).

(-If
EXAMPLE 6 X (x - 17)*

SOLUTION The power series is centered at « = 17. We have

(-1)" (-1)"^'
c„ = ^
and c„+i =
i! (/! + 1)!

so that

0,+ i
(-l)""" "! 1

lim
I I

= lim
I I

= lim = = Z,
«-* + » I f„ I "^ + -l(n+l)! (-1)"! «- + -«+ 1

Hence, R = +^ by part (ii) of Theorem 1. Therefore, / = (-^, °=).

EXAMPLE 7 2 ^*i^*

SOLUTION The power series is centered at a = 0. We have c„ = n" and f„+i =

in + !)"", so that

'
lim
,,^+oc
M^-^ = lim
„-» + «
\-
„"
= I'm
,,^ + oc Lv /
(" + D
I
c^ I I I
/; J

= lim (l+— lim (« + 1) = e Hm («+!)=+«=

Thus, R = by part (iii) of Theorem 1 , and so / consists of the single number 0.

EXAMPLE 8
^ 3*(.v - 4)-*
2j n

SOLUTION The power series is centered at a = 4. Here we cannot use Theo-

rem 1 since 3*/^- is not the coefficient of the kth power of .v — 4. Thus, we resort to
the original ratio test (Theorem 4 in Section 1 1 .5). The nth term (not coefficient!) of

the series is

= 3"{x-4)~"
3"*'(jc-4)2"'-"' 3"*'(A--4)-""'-
a„ ; so a„+ 1
=
(n + 1)^ (n + 1)-

Therefore,

lim = lim
(« + 1
)-
3"(.v - 4)-"

= lim 3 Lv - 4|- = 3|.v - 4|-

«- + " V n + 1
'
' ' ' '
 SECTION 11.6 POWER SERIES 685

It follows that the series converges absolutely when 3|.v — 4|- < 1, that is, when
|.v - 4| < I/V3. It diverges when 3|.v - 4|- > 1, that is, when |.v - 4| > l/Vs.
Therefore, R = l/V'3. When

.V = 4 ^
1
the series becomes 2j ~~r
V 1

V3 ,., k-

which converges absolutely. (Why?) Similariy. when

X = 4 -\
1

7^ the series becomes 2j

V 1
~^
V3 ,., k'-

which converges absolutely. It follows that the series converges absolutely on its

convergence
entire interval of

/= 4-^,4 + -^
L V3 \ 3 -I

Problem Set 11.6

In Problems I to 40. find the center a. the radius of convergence R. " (^^ +1)*
and the inter\'al of convergence / of the given power series. Be sure
to check the endpoints of/ for divergence, absolute convergence, or
conditional convergence.

li
k=0
686 CHAPTER II INFIMTE SCRIE-S

\-3-5---{2k- 1) ,^.+ 44 Let 2t=o Ckix - a)* be a given power series.

39 S (-1)*
2-4-6 (2*)
1

(a) If lim N^^l = +=«, prove that the radius of convergence

40 {.r - 8) + (v - 8)- + 2!(.v - 8)' + 3!(.( - S)-* + • • •

of the power series is zero.

(b) If hm VV^I = 0, prove that the power series has an infi-

41 If R is the radius of convergence of X*=o Ck(x - a)* and

integer, find the radius of convergence of nite radius of convergence.
p is a positive

Sr=o c,{x - ar*'. (c) If lim V\c^\ = L 7^ 0, prove that the radius of conver-

42 If R is the radius of convergence of ^^^=0 qU - ")*. gence of the power series is given by R = \/L.
<R< +0C, and p is a positive integer, show that the radius of

convergence of ^k=u f/i(v - a)''* is V^ 45 Suppose that b h a constant greater than 1 . Find the radius of
convergence and the interval of convergence of the power series
43 Let ( be a constant real number.

(a) Show that the series

I -(-fe*

- -
V c(t- \){c 2) • {c n) „
46 Complete the proof of Theorem 1 by considering parts (ii) and
(iii).

converges for |x| < 1.

show < then

47 If a > b a 0, find the radius of convergence of the power series
(b) Use the resuh of part (a) to that if |.v| 1 .

cU- - l)(r - 2) • (c- - n)

lim -x" =
a* + b"

11.7 Differentiation and Integration of Power Series

In this section we study functions of the form

f(x) = E c,U - af

where 2r=o Ck(x — a)* is a given power series. Here it is understood that the

domain of f is the interval of convergence of the power series.

Since a finite sum can be differentiated term by term and since

fM = Co + f,(.v -a) + c.ix - af + cU - af + •

•

you might guess that the derivative DJ'ix) can be obtained by differentiating term
by term; that is,

DJM = D,Cq + D,c,(.v - a) + D.cijx - af + D,Ci(x - af + • •

= + c, + 2c-2(.v - a) + 3c3(.v - af +

Likewise, you might guess that the integral j fix) dx can be obtained by integrating
term by term; that is,

f(x) dx = (•„ d\ + c\(x - a) dx + C2(.v - af dx + \ c^ix - af dx + •

J J J J

= [c-oU -a) + -y{.v - af + -^(.r - af + -^(.v - af + •

-^
+ C

It turns out that such "calculations'" are quite legitimate, provided that |.v — a| < ^,
where R is the radius of convergence of the power series.
 SECTION 11.7 DIFFERENTIATION AND INTEGRATION OF POWER SERIES 687

Notice that term-by-term differentiation or integration of a power series

k=

produces a new power series,

E DAck(x - af] = 2 kc,(x - a)'-'

S Q.(x - a)* dx=^ 1~T^^ ~ k+\

"^'

k=0 k+l
J
k=0

respectively. (In the second equation, we have suppressed the constants of integra-
tion.) Also, the following holds, although we omit the somewhat technical proof.

The three power series

2 a(-v - af 2 Dv[c^(.v - «)*] and 2 1 c

all have the same radius of convereence.

Term-by-term differentiation or integration of a power series is justified by the

following properties, whose proofs we also omit. Suppose that

fix) = S Ck(x - a)"

k=

where the power series has radius of convergence R. Then

*Property I For |.v - a\ < R,

/'(A) = oj X a(.v - a A = X Ar,(.v - «)*"'

k= k= I

Property II For |.v - a\ < R,

jf(.x) dx =
/ [
^(.-
i
=
Q(.v - af] dx = i— ^U- «)*-• -f C

Property III For \b - a\<R,

J
fix) J.V =
J [
2 Q(.v - a)'J ^v = S J
c,(.v - at dx
k=

,
_,, k -H 1

*Because a difterentiable function is continuous, it follows from Property I that/is continu-

ous on the open interval (.a - R, a + R).
688 CHAPIKR II INFINITE SERIES

EXAMPLE 1 Find D,(l + 2r + 3jc- + 4^' + • • •).

SOLUTION By Theorem 1 in Section 11.6, the radius of convergence of the

power series 2r=o (*' + D-v* is R = I; hence, by Property I,

D,( \ + 2x + 3.x- + 4x^ + ) = + 2 + 6.x + lit" +

that is.

oj S (k + l).v*J
= S k(k + l).r*-' for |.x| < 1

fM = S c,(x - at

for .V in the interval /, we say that the power series

X c^ix - af

represents the function /on the interval /. For instance, by Theorem 1 in Section

11.2, the geometric series 1 + .v + .v" + .v^ + • • • converges for |.r| < 1, and its

sum is 1/(1 - .X): that is, the function /(.r) = 1/(1 - .x) is represented by the power
series 1 + .v + .v" + .x^ + on the interval (-1, • • •
1). By starting with a known
power series representation such as

1 -.V
= 1 + .V + .V- + v' + • • • = 2 -V* for - 1 < v < 1

and using Property I or II to differentiate or integrate the power series term by term,
it is often possible to obtain interesting new power series representations. In this
connection, substitution into a known power series representation is also useful.
The following examples illustrate the techniques involved.

In Examples 2 to 7, starting with the power series representation given above for
1/(1— each of the indicated power series representations by using
.v), verify differ-

entiation, integration, or substitution.

EXAMPLE 2
(1-A)-
= 1 + 2v + 3.V- + 4.v' + • • • = S A-V*"' for|.v| < 1

( 1 -
— = D,(—^) =
.V)
Dk( i -v*) = i /t.v*-' for|.r| < 1

EXAMPLE 3 = l-/ + /2-r^ + ---=S(-l )*'* for \t\ < 1

1 + /
 SECTION 11.7 DIFFERENTIATION AND INTEGRATION OF POWER SERIES 689

SOLUTION Substituting —t for x in the equation

we obtain

1 + /
= S (-tf = S (-Ift'' = I - t + r - t^ + for \-t\ < 1

k=0 k=0
that is, for |/| < 1.

EXAMPLE 4 In (1 + x) = X ^ + ~^ "j~ "*" *

"

= S (-1)*—-— for|A|< 1

SOLUTION Using the result of Example 3 and Property III, we have

In ( 1 + .V) =
+
= (\ - t + t^ - 1^ + )dt
Jo 1 r Jo

= dt- \
tdt+ r dt- \
r^ dt +
I
Jq Jq -'o
-^0

_xl x^x^
"'^ "^
2 3 4

^k+\
= E (-l)*-
^ '
for \x\ < 1

k=o '^

EXAMPLE 5 r= 1 - A- + X-* - -x" + • • • = S (- l)*jf-* for |jr| < 1

SOLUTION Substituting -A" for x in the equation

we obtain

T= S (-x-f = S (- 1)V* = 1
- A- + A-* - A* + • • • for |a| < 1

-^
1 A=0 A:=0

(Note that we get convergence of the series when |

- a-| < 1; however, |
- a^| =
|a-| = |a|-, and |a|- < 1 holds exactly when |a| < 1.)

EXAMPLE 6
1
= —+
1 A
1
X-
H
X'
!-•••= Z, V ^,..
-T
for
II,
A < 3
3 -A 3 9 27 81 k^o ^
,
690 CUVriKR II INKINITE SERIES

3-x 3 1 - (x/3) 3 m'-'^A4

^r; ^

for —
3
< 1

k = ''
I I

that is, for l.vl < 3.

EXAMPLE 7 -^
2
= —2 + —x + 8 26
.V-
,
+
80
x^
,
+
jc2-4a: + 3 3 9 27 81

3*^' - 1

2 for \x\ < 1

SOLUTION By partial fractions,

2 2 -1 1
+
x~ - 4.x: + 3 (.V - 1 )(.v - 3) .v - 1 .v - 3 1 - .v 3 -x
Therefore, using the result of Example 6, we have

x'--4x + 3 l-.v 3-.V ,t; ,

3*"'

= 2 (^* -
^) = 1 (^^^:^y for kl < 1

(Note that if |.v| < 1 , then the condition |.v| < 3 in Example 6 is automatically satis-
fied.)

Using the result of Example 5 and Property III, we have

tan" ' jc
= = (\ - r + f* - t" + • •) dr
4 1 + r Jo

= dt - \
r dt + I f* dt - \ t^ dt + •••

'^
3 5 7

= l(-lf- for l.vl < 1

2k + 1

The power series in the representation

tan '
X = X —+— 3 5
1 (-1)*
2k + 1
for |.v < I

is called Gregory's series in honor of its discoverer James Gregory (1638-1675), a

Scottish mathematician and astronomer who was one of the first to make a clear
James Gregory distinction between convergent and divergent series.