Sequences and Infinite Series: D. Deturck
Sequences and Infinite Series: D. Deturck
Sequences and Infinite Series: D. Deturck
D. DeTurck
University of Pennsylvania
Practice
2 3 4 n+1
• The sequence , , ,..., ,...
3 4 5 n+2
A. Converges to 0 B. Converges to 1 C. Converges to n
D. Converges to e E. Diverges
2 3 4 nn + 1
• The sequence − , , − , . . . , (−1) ,...
3 4 5 n+2
A. Converges to 0 B. Converges to 1 C. Converges to −1
D. Converges to e E. Diverges
D. DeTurck Math 104 002 2018A: Sequence and series 4 / 54
A powerful existence theorem
r s r
√ √ √ √
q q q
2, 2 + 2, 2 + 2 + 2, 2 + 2 + 2 + 2, . . .
This is a recursively-defined sequence — to get each term from the
previous one, you
√ add 2 and then take the square root, in other
words xn+1 = 2 + xn .
This is a monotonically increasing sequence (since another way to
look
√ at how to get from one term to the next is to add an extra
2 under the innermost radical, which makes it a little bigger).
We will show that all the terms are less than 2. For any x that
satisfies 0 < x < 2, we have
√
x 2 < 2x = x + x < 2 + x < 2 + 2, and so x < 2 + x < 2.
So by induction, all the xn ’s are less than 2 and so the sequence
has a limit according to the theorem. But what is the limit??
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Series of constants
Discussion questions
1 Is Meg Ryan’s reasoning correct? If it isn’t what is wrong with
it?
2 If a ball bounces an infinite number of times, how come it
stops? How do you figure out the total distance traveled by
the ball?
The things being added together are called the terms of the series.
1 1 1 1 1
+ + + + + · · ·,
2 6 12 20 30
∞
X 1
which you could recognize as
n(n + 1)
n=1
∞
1 1 1 1 X 1
1+ + + + + · · ·, or (since 0! = 1 by definition).
1 2! 3! 4! n!
n=0
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Questions about a series
and so forth.
2N − 1
It looks like the Nth partial sum of this series is
2N
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Definition
It is only natural to define (and this is even the official definition!)
the sum or limit of the series to be equal to the limit of the
sequence of its partial sums, if the latter limit exists.
So, as with integrals, we’ll learn a few basic examples, and then do
the best we can — sometimes only answering question 1, other
times managing 1 and 2, and still other times all three.
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Geometric series
One kind of series for which we can find the partial sums is the
geometric series. The Meg Ryan series is a specific example of a
geometric series.
∞
X
1 + 1 + 1 + 1 + ··· = 1n
n=1
∞ n
3 3 3 3 X 1
0.333333 . . . = + + + + ··· = 3
10 100 1000 10000 10
n=1
∞
X
3 + 12 + 48 + 192 + · · · = 3(4n )
n=0
∞ n
5 5 5 X −1
5− + − + ··· = 5
7 49 343 7
n=0
∞
3 3 3 3 X 3
+ + + + ··· =
32 64 128 256 2n
n=5
SN = a + ar + ar 2 + ar 3 + · · · + ar N
Multiply both sides by r to get:
rSN = ar + ar 2 + ar 3 + ar 4 + · · · + ar N+1
Now subtract the second equation from the first (look at all the
cancellation on the right side!) to get
a(1 − r N+1 )
(1 − r )SN = a(1 − r N+1 ) and so SN =
1−r
(unless r = 1, and if r = 1 then SN = aN).
N
X
Since the Nth partial sum of the geometric series ar n is
n=0
a(1 − r N+1 )
SN = if r 6= 1
1−r
a
we conclude that lim SN is equal to if |r | < 1 and does not
N→∞ 1−r
exist otherwise.
(If r = 1 and a 6= 0, then lim SN = lim aN = ±∞).
N→∞ N→∞
1
Clearly the Nth partial sum of this series is 1 − and so the
N +1
series converges to 1.
D. DeTurck Math 104 002 2018A: Sequence and series 19 / 54
What’s the big deal?
and now it’s not so obvious that the sum is 1 (and recall that this
was one of the examples given near the beginning of today’s class).
You try one!
∞
X 1
What is the sum of the series ?
k2 − 1
k=2
Since the Nth partial sum of this series is F (N+ 1) − F (1), it’s
clear that the series converges to lim F (N) − F (1), the same
N→∞
limit to which the improper integral would converge.
(But the series might converge even though the integral does not.
Can you think of an example?)
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The convergence question
Now, we’ll spend some time concentrating on the question:
1 Does the series converge?
One obvious property that convergent series must have is that
their terms must get smaller and smaller in order for the limit of
the partial sums to exist.
Fundamental necessary condition for convergence
∞
X
A series an cannot converge unless lim an = 0.
n→∞
n=1
This is a test you can use only to prove that a series does
NOT converge.
For example,
∞ ∞
X n X
diverges, as does arctan(n).
n+1
n=1 n=1
We can show that the harmonic series diverges using the partial
sums:
S1 = 1
1 3
S2 = 1 + 2 = 2
1 1 1 3 1 1 4
S4 = 1 + 2 + 3 + 4 > 2 + 4 + 4 = 2
1 1 1 1 1 1 1 4 1 1 1 1 5
S8 = 1 + 2 + 3 + 4 + 5 + 6 + 7 + 8 > 2 + 8 + 8 + 8 + 8 = 2
The sum of the series is equal to the sum of the areas of the
shaded rectangles,ˆand if we start integrating at 1 instead of 0, the
∞
1
improper integral dx converges.
1 x2
∞ ∞
X 1 X 1
We know that diverges and converges,. . .
n n2
n=1 n=1
∞
X 1
So for which exponents p does the series converge?
np
n=1
These are called p-series, for obvious reasons — and these together
with the geometric series give us lots of useful examples of series
whose convergence or divergence we know, which will come in
handy when we discuss the various comparison tests below.
∞
X 1
If we take a closer look at the series :
n2
n=1
1 1 1 1 5269
The sum 1 + 4 + 9 + 16 + 25 = 3600 , which is approximately 1.46.
ˆ ∞
1 1
This differs by less than 2
dx = , or 0.2, from the sum of
5 x 5
the series.
And as we shall see later, this estimate isn’t far off — the actual
sum is a little bigger than 1.6.
∞
X n
Does the series converge or diverge?
1 + n2
n=1
A. Converge B. Diverge
∞
X arctan(n)
Does the series converge or diverge?
1 + n2
n=1
A. Converge B. Diverge
For this latter series, find a bound on the error if we use the sum of
the first 100 terms to approximate the limit.
(answer: it is less than about .015657444)
This test can also be used in reverse — if the b series diverges and
X∞
the a’s are bigger than the corresponding b’s, then an diverges
n=1
also.
∞ ∞
X 1 X 1
n
converges; compare with the convergent .
2 +n 2n
n=1 n=1
∞ √ ∞
X n X 1
diverges; compare with the divergent .
n + sin(n) n−1
n=1 n=2
∞
X 1
Does the series √ converge or diverge?
k=5
k −2
A. Converge B. Diverge
∞
X 1
Does the series converge or diverge?
2n + n2
n=1
A. Converge B. Diverge
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The ratio test
The ratio test is a specific form of the comparison test, where the
comparison series is a geometric series. We begin with the
observation that for geometric series, the ratio of consecutive
an+1
terms is a constant (we called it r earlier).
an
an+1 n! 1
lim = lim = lim =0<1
n→∞ an n→∞ (n + 1)! n→∞ n+1
so the series converges.
∞
X 1
For , the ratio is 1 and the ratio test is inconclusive.
np
n=1
∞
X ln k
Does the series converge or diverge?
ek
k=2
A. Converge B. Diverge
The series
∞ n
X n
2n + 5
n=1
∞
X n
Does the series 1 − e −n converge or diverge?
n=1
A. Converge B. Diverge
Absolute convergence
A series whose series of absolute values converges, which is itself
then convergent, is called an absolutely convergent series.
∞
X
(−1)n = 1 − 1 + 1 − 1 + 1 − 1 + · · · is divergent, since an does
n=0
not approach zero, and (of course) its series of absolute values is
also divergent.
∞
X (−1)n+1 1 1 1 1 1
=1− + − + − + · · · is convergent (as we
n 2 3 4 5 6
n=1
will see) even though its series of absolute values is divergent.
A special case of series whose terms are of both signs that arises
surprisingly often is that of alternating series. These are series
whose terms alternate in sign (from some point on). There is a
surprisingly simple convergence test that works for many of these:
Alternating series test:
Suppose a0 , a1 ,. . . are all positive, so that
X∞
(−1)n an = a0 − a1 + a2 − a3 + · · · is an alternating series.
n=0
If (the absolute values of) the terms are decreasing, that is
a0 > a1 > a2 > · · · and if lim an = 0, then the series converges.
n→∞
Moreover, the difference between the limit of the series and the
partial sum Sn has the same sign and is less in absolute value than
the first omitted term an+1 ,
∞ ∞
X (−1)n X 1
≈ 0.7853981635 ≈ 2.718281828
2n + 1 n!
n=0 n=0
∞ ∞
X 1 X (−1)n+1
≈ 1.6644934068 = 0.6931471806
n2 n
n=0 n=0
π π2
We can recognize these numbers as , e , , and ln 2,
4 6
respectively.
provided |r | < 1.
So the series defines a function (at least for certain values of x).
Watch out. . .
We can identify the geometric series when we see it, we can
calculate the function it represents and go back and forth between
function values and specific series.
1 + 2 + 22 + 23 + · · · = 1 + 2 + 4 + 8 + · · · = −1 !!
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Polynomials and series
If you look at the geometric series as a function, it looks rather like
a polynomial, but of infinite degree.
Polynomials are important in mathematics for many reasons
among which are:
1 Simplicity — they are easy to express, to add, subtract,
multiply, and occasionally divide
2 Closure under algebraic operations — they stay polynomials
when they are added, subtracted and multiplied.
3 Calculus – they are easy to differentiate and integrate, and
they stay polynomials when differentiated or integrated
Infinite polynomials
So we’ll think of power series as polynomials of infinite degree and
write
X∞
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · .
n=0
a
1 Given a function (other than f (x) = ), can it be
1−x
expressed as a power series? If so, how?
2 For what values of x is a power series representation valid?
This is a two-part question — if we start with a function and
form “its” power series, then
• (a) For which values of x does the series converge?
• (b) For which values of x does the series converge to f (x)?
• (There’s also the question of “how fast”)
3 Given a series, can we tell what function it came from?
4 What is all this good for?
As it turns out, the order of difficulty of the first three questions
are 1, 2(a), 2(b) and then 3. So we’ll start with question 1.
Example
Suppose we know for the function f that f (0) = 1 and
f 0 (x) = f (x). (From what we know about differential equations,
this means that f (x) = e x .) So f 00 = f 0 , f 000 = f 00 , etc., so
f (0) = f 0 (0) = f 00 (0) = · · · = 1. Therefore:
∞
x2 x3 x4 X xn
ex = 1 + x + + + + ··· =
2! 3! 4! n!
n=0