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Innite Series

Introduction

16.2

We extend the concept of a nite series, met in Block 1, to the situation in which the number of terms increase without bound. We dene what is meant by an innite series being convergent by considering the partial sums of the series. As prime examples of innite series we examine the harmonic and the alternating harmonic series and show that the former is divergent and the latter is convergent. We consider various tests for the convergence of series, in particular we introduce the Ratio test which is a test applicable to series of positive terms. Finally we dene the meaning of the terms absolute and conditional convergence.

summation notation

Prerequisites

Before starting this Block you should . . .

Learning Outcomes

After completing this Block you should be able to . . . use the alternating series test and the ratio test on innite series understand the terms absolute and conditional convergence

Learning Style

To achieve what is expected of you . . .

allocate sucient study time briey revise the prerequisite material attempt every guided exercise and most of the other exercises

1. Introduction

Many of the series considered in Block 1 were examples of nite series in that they all involved the summation of a nite number of terms. When the number of terms in the series increases without bound we refer to the sum as an innite series. Of particular concern with innite series is whether they are convergent or divergent. For example, the innite series 1 + 1 + 1 + 1 + ... is clearly divergent because the sum of the rst n terms increases without bound as more and more terms are taken. It is less clear as to whether the harmonic and alternating harmonic series: 1+ 1 1 1 + + + ... 2 3 4 1 1 1 1 + + ... 2 3 4

converge or diverge. Indeed you may be surprised to nd that the rst is divergent and the second is convergent. What we shall do in this Block is to consider some simple convergence tests for innite series. Although we all have an intuitive idea as to the meaning of convergence of an innite series we must be more precise in our approach. We need a denition for convergence which we can apply rigorously. First, using an obvious extension of the notation we have used for a nite sum of terms we denote the innite series:

a1 + a2 + a3 + . . . + ap + . . .

by the expression

p=1

ap

where ap is an expression for the pth term in the series. So, as examples:

1 + 2 + 3 + ... =

p=1

since the pth term is ap p since the pth term is ap p2 here ap (1)p+1 p

1 + 2 + 3 + ... =

p=1

p2

p=1

(1)p+1 p

a 1 + a2 + . . . + a p + . . . =

p=1

ap

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

That is, Sn is the sum of the rst n terms of the innite series. If the limit of the sequence S1 , S2 , . . . , Sn , . . . can be found; that is

n

lim Sn = S

(say)

S=

p=1

ap

and we say the series converges to S. Another way of stating this is to say that

n

ap = lim

p=1

ap

p=1

An innite series

p=1

k

S 1 , S 2 , S 3 , . . . , Sk , . . .

in which Sk =

p=1

ap

is convergent

An almost obvious requirement that an innite series should be convergent is that the individual terms in the series should get smaller and smaller. This leads to the following keypoint: Key Point The condition: ap 0 as p increases (mathematically

p

lim ap = 0)

p=1

ap

It is not possible for an innite series to be convergent unless this condition holds.

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

Now do this exercise Which of the following series cannot be convergent? (a) 1 + 2 + 3 + . . . 2 3 4 (b) 1 + 1 + 1 + 1 + . . . 2 3 4 1 1 1 (c) 1 2 + 3 4 + . . . In each case, use the condition from the previous Keypoint. Answer

1 1 1 1 + + + + ... 2 3 4 5 1 has a general term an = n which clearly gets smaller and smaller as n . However, surprisingly, the series is divergent. Its divergence is demonstrated by showing that the harmonic series is greater than a series which is obviously divergent. We do this by grouping the terms of the harmonic series in a particular way: 1+ 1+ Now 1 1 + 3 4 1 1 1 1 + + + 5 6 7 8 1 1 1 1 1 1 1 1 + + + + + + + 9 10 11 12 13 14 15 16 1 1 1 + = 4 4 2 1 1 1 1 1 > + + + = 8 8 8 8 2 1 1 1 1 1 1 1 1 1 > + + + + + + + = etc 16 16 16 16 16 16 16 16 2 > 1 1 1 1 + + + + ... 2 3 4 5 1+ 1 2 + 1 1 + 3 4 + 1 1 1 1 + + + 5 6 7 8 + ... The harmonic series:

>1 +

The right-hand side of this inequality is clearly divergent so the harmonic series is divergent

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

As with the harmonic series we shall group the terms of the alternating harmonic series, this time to display its convergence. The alternating harmonic series is: S =1 1 1 1 1 + + + ... 2 3 4 5

This series may be re-grouped in two distinct ways. 1st re-grouping 1 1 1 1 1 + + + ... = 1 2 3 4 5 1 1 2 3 1 1 4 5 1 1 6 7 ...

each term in brackets is positive since 1 > 1 , 1 > 1 and so on. So we easily conclude that S < 1 2 3 4 5 since we are subtracting only positive numbers from 1. 2nd re-grouping 1 1 1 1 1 + + + ... = 2 3 4 5 1 1 2 + 1 1 3 4 + 1 1 5 6 + ...

Again, each term in brackets is positive since 1 > 1 , 1 > 1 , 1 > 1 and so on. 2 3 4 5 6 So we can also argue that S > 1 since we are adding only positive numbers to the value of the 2 rst term, 1 . The conclusion that is forced upon us is that 2 1 <S<1 2 so the alternating series is convergent since its sum, S, lies in the range in Block 5 that S = ln 2 0.693

1 2

1. It will be shown

The techniques we have applied to analyse the harmonic and the alternating harmonic series are one-o:- they cannot be applied to innite series in general. However, there are many tests that can be used to determine the convergence properties of innite series. Of the large number available we shall only consider two such tests in detail.

An alternating series is a special type of series in which the sign changes from one term to the next. They have the form a1 a2 + a3 a4 + . . . (in which each ai , i = 1, 2, 3, . . . is a positive number) Examples are: (a) 1 1 + 1 1 + 1 . . . (b)

1 3

2 + 3 4 + ... 4 5 6

(c) 1 1 + 1 1 + . . . . 2 3 4

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

Key Point The Alternating Series Test The alternating series a1 a2 + a3 a4 + . . . (in which each ai , i = 1, 2, 3, . . . are positive numbers) is convergent if the terms continually decrease: a1 > a2 > a3 > . . . the terms decrease to zero: ap 0 as p increases This is called the alternating series test. Now do this exercise Which of the following series are convergent (a) 1) (1) (2p + 1) p=1

p (2p

(mathematically

lim ap = 0)

(b)

p=1

(1)p+1 p2 Answer

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

This test, which is one of the most useful and widely used convergence tests, applies only to series of positive terms.

Let

p=1

ap be a series of positive terms. Suppose, as p increases, the limit of ap+1 = . Then, it is possible to show that: p ap

ap+1 equals ap

if > 1, then

p=1

ap diverges

if < 1, then

p=1

ap converges

if = 1, then

p=1

Example Use the ratio test to examine the convergence of the series

(a) 1 +

1 2!

(b) 1 + x + x + x + . . .

1 3! 2

1 + 4! 3

...

Solution (i) The general term in this series is 1 1 1 + + + ... = 2! 3! and the ratio

1 p!

p=1

1 p!

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

Since 0 < 1 the series is convergent. In fact, it will be shown in Block 4 that 1+ 1 1 + + . . . = e 1 1.718 2! 3!

(ii) Here we must assume that x > 0 since we can only apply the ratio test to a series of positive terms. Now 1 + x + x2 + x3 + . . . so that ap = xp1 , and lim ap+1 = xp =

p=1

xp1

Thus, using the ratio test we deduce that (if x is a positive number) this series will only converge if x < 1. We will see in Block 4 that 1 + x + x2 + x3 + . . . = 1 1x provided 0 < x < 1.

Now do this exercise Use the ratio test to examine the convergence of the series: 27 8 1 + + ... + 2 ln 3 (ln 3) (ln 3)3 Answer Note that in all of these examples and guided exercises we have decided upon the convergence or divergence of various series; we have not been able to use the tests to discover what actual number the convergent series converges to.

The ratio test applies to series of positive terms. Indeed this is true of many related tests for convergence. However, as we have seen, not all series are series of positive terms. To apply the ratio test such series must rst be converted into series of positive terms. This is easily done.

p=1

ap and

p=1

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

Using imprecise language, it is harder for the second series to converge than it is for the rst, since, in the rst, some of the terms may be negative and cancel out part of the contribution from the positive terms. No such cancellations can take place in the second series since they are

p=1

p=1

ap . This leads to

A convergent series

p=1

p=1

A convergent series

p=1

p=1

|ap | is convergent.

p=1

1 1 1 (1)p+1 = 1 + + ... p 2 3 4

p=1

(1)p+1 p

p=1

1 1 1 = 1 + + + ... p 2 3

is divergent. Try each part of this exercise 1 1 1 Show that the series + + . . . is absolutely convergent. 2! 4! 6! Part (a) First, nd the general term of the series Answer Part (b) Now obtain the related series of positive terms Answer Part (c) Now use the ratio test to examine the convergence of this series Answer Part (d) What is lim (p + 1)th term ? pth term Answer 9

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

More exercises for you to try 1. Which of the following alternating series are convergent?

(a)

p=1

(1)p ln(3) p

(b)

p=1

(1)p+1 p2 + 1

(c)

p=1

p sin(2p + 1) 2 (p + 100)

(a)

p=1

(b)

p=1

p3 p!

(c)

p=1

1 p

(d)

p=1

p=1

(1)p+1 3p

(a)

p=1

(1)p xp p

(b)

p=1

(1)p xp p! Answer

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

10

For this exercise it will be necessary for you to access the computer package DERIVE.

DERIVE will obtain the sum of many innite series. For example to obtain the value of: 1 1 1 + 2 + 2 + ... = 2 3

p=1

1 p2

we would key Author: Expression 1/(p 2). DERIVE responds with 1 . p2 Now hit Calculus:Sum choosing p as the Variable and as the Upper limit. Hitting the OK button obtains the repsonse

p=1

1 p2

p=1

xp

only convergent if |x| < 1 (i.e. if 1 < x < 1). DERIVE will obtain the sum

p=1

xp as long as

we constrain x to lie in the domain 1 < x < 1. This can be done, in DERIVE, by opening the Declare:Variable Domain menu. Type in Variable x and hit the Declare button. Then, in the screen that is presented, choose Real and Open interval. As Lower bound choose 1, and choose +1 for the Upper bound. Hit the OK button and DERIVE responds with x : Real (1, 1)

which indicates that x is to be a real variable in the domain 1 < x < 1. Now construct

p=1

xp

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

as expected. For some series, DERIVE will not be able to obtain its sum. However, DERIVE may still be used to check on the convergence or otherwise of the series. DERIVE can be used to apply the ratio test directly. To use this we need to use the Library MISC.MTH. To access this library of commands hit File:Open and double click on Misc icon. Then, for example, to apply the Ratio test to the series 1 1 1 1 + + + ... 2 3 4

=

p=1

(1)p p

We would key in Ratio test ((1) n/n , n) DERIVE responds: RATIO TEST (1)n+1 , n n

Then hit the Simplify:Basic. DERIVE responds 1 as we expect. That is, in this case, the ratio test is inconclusive.

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

12

13

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

p p+1

=1

(b) ap =

1 p

lim ap = 0

so this series may be convergent. Whether it is or not requires further testing. (c) ap =

(1)p+1 p p

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

14

1 + 3 5 + . . . 3 5 7

p (2p

1 (1 2p ) 1) p Now examine the series for convergence. (1) = (1) (1)p as p 1 (2p + 1) (1 + 29 ) increases. Since the individual terms of the series do not converge to zero this is therefore a divergent series.

1 1 1 + 2 2 + . . . is an alternating series of the form 2 2 3 4 a1 a2 + a3 a4 + . . . in which ap = p12 . The ap sequence is a decreasing sequence since 1 1 1 > 2 > 2 > ... 2 3 1 Also lim 2 = 0. Hence the series is convergent by the alternating series test. p p Back to the theory

15

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

(p+1)3 (ln 3)p+1

1 ln 3

8 (ln 3)2

+ ... =

p=1

p3 (ln 3)p

so ap =

p3 (ln 3)p

Now nd ap+1

ap+1 = ap+1 p ap

3 1 . (ln 3)

ap+1 ap p+1 p

Now p+1 = 1 + p 1 ap+1 increases lim = <1 p ap (ln 3) Hence this is a convergent series. = Back to the theory

1 p

1 as p

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

16

1 2!

1 4!

1 6!

+ ...

=

p=1

(1)p (2p)!

ap

(1)p (2p)!

17

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

p=1

1 (2p)!

so

ap =

1 (2p)!

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

18

pth term =

1 (2p)!

(p + 1)th term =

1 (2(p+1))!

19

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

(2p)! 2p(2p 1) . . . 1 = = 0 as p increases. (2(p + 1))! (2p + 2)(2p + 1)2p(2p 1) . . . (2p + 2)(2p + 1)

p=1

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

20

nd = |x| so the original series is absolutely convergent if |x| < 1. |x|p (b) The related series of positive terms is . For this series, using the ratio test we nd p! p=1 = 0 (irrespective of the value of x) so the original series is absolutely convergent for all values of x. Back to the theory

1. (a) convergent, (b) convergent, (c) divergent 2. (a) = 0 so convergent, (b) = 0 so convergent, (c) = 1 so test is inconclusive. 1 1 However, since p1/2 > p then the given series is divergent by comparison with the harmonic series. (d) = 10/3 so divergent, (e) Not a series of positive terms so the ratio test cannot be applied. |x|p 3. (a) The related series of positive terms is . For this series, using the ratio test we p p=1

21

Engineering Mathematics: Open Learning Unit Level 1 16.2: Sequences and Series

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