Applied Mathematics II
Applied Mathematics II
Applied Mathematics II
CHAPTER 1
REAL SEQUENCES
Introduction: Let’s start off this chapter with a discussion of just what a
sequence is! A sequence is nothing more than a list of numbers written in a
specific order. The list may or may not have an infinite number of terms in
them although we will be dealing exclusively with infinite sequences.
Sequences are useful way of talking about infinite sets of numbers {a n } when
there is one number a n for each natural number n. What calculus contributes
to this concept is the notion of limit; that is, we can ask if the values in our
sequence are approaching a specific value as the natural number n goes to
infinity. Evaluating these limits can be done very similarly to evaluating limits
of functions at infinity except now our independent variable is only taking
natural number values instead of real values. In particular, we have analogous
properties and theorems, such as the limit of a sum is the sum of the limits (as
long as all of the limits are defined), and the Squeeze Theorem. Finally, the
Monotonic Sequence and bounded sequences Theorems are deep fact about the
structure of the real number system; know it well.
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What is a sequence?
? When do we say that a sequence is convergent?
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1 1 1 1 1
A = 1, , , , , K , , K
2 3 4 5 n
1
That is, the set A consists of all numbers of the form , where n is a positive
n
integer. There is another way to describe the set A . That is, we define a function
1
f by the rule f (n) = , where the domain of f is the set of positive integers.
n
Then the set A is precisely the set of values taken by the function f . In general
we have the following definition.
Definition: A sequence of real numbers is a function whose domain is the set of
all non-negative integers greater than or equal to a given integer (usually 0 or
1). The values taken by the function are called terms of the sequence.
Notation: Generally, sequence terms are denoted as follows
a1 - first term
a2 - second term
a 3 - third term
a n - n th term
M
There are varieties of ways of denoting a sequence. Each of the following is
equivalent ways of denoting a sequence
1 1 1 1
(i) 1, , , , K , a n = for all n ∈ N ,
2 3 4 n
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Applied Mathematics II
1 3 7 15 2n − 1
(iii) , , , , K , a n = n for all n ∈ N ,
2 4 8 16 2
(iv) {2 , 2 , 2 , 0 , 0 ,0 , 0 , 0 , 0 , K}, a n = 2 if n ≤ 3 , a n = 0 if n ≥ 4 .
Activity 1. Find a formula for the general term a n of the given sequence
b) {0 , 2 , 0 , 2 , 0 , 2 , K}
2 3 4 5
c) , − , , − , K
3 5 7 9
Activity 2. Suppose the number of bacteria in a culture is growing
exponentially, with a doubling time of 10 hours. Suppose also that there are
initially 1000 bacteria in the culture. Find a formula for the number a n of
Solution:
(a) To get the first few sequence terms here all we need to do is plug in
values of n into the formula given and we’ll get the sequence terms.
∞
n + 1 3 4 5 6
2 = 2 , , , , ,K .
n n =1 4 9 16 25
(b) This is similar to the first one. The main difference is that this sequence
doesn’t start at n = 1 .
∞
(− 1)n +1 1 1 1 1
= − 1 , , − , , − , K .
2 n
n =0 2 4 8 16
Note that the terms in this sequence alternate in signs. Sequences of this kind
are sometimes called alternating sequence.
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Applied Mathematics II
Convergence of sequences
A sequence {a n } may have different values a n for each value of n . It may also
fixed number. In this section our main focus will be on the behavior of
sequences as n increases.
∞
n n
Consider the sequence ; the terms of the sequence an = are
n + 1 n =1 n +1
approaching 1 as n becomes large. In fact, the difference
n 1
1− =
n +1 n +1
can be made as small as we like by taking n sufficiently large. We indicate this
by writing
n
lim =1
n →∞ n + 1
means that the terms of the sequence {a n } can be made arbitrarily close to L
lim an = L ,
n →∞
if for any ε > 0 , there is a natural number N such that for every n > N , we have
an − L < ε .
interval.
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Applied Mathematics II
Fig1.1
a1 a3 a6 a8 a N +1 a N +2 a9 a7 a5 a4 a2
| • • • • ( • • • ) • • • • •
0 L −ε L L+ε
Fig1.2
1
b) lim =0
n →∞ 2n
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Applied Mathematics II
1
Solution(a): Given any ε > 0 , we want to find N such that −0 <ε for n > N ,
n
1 1
i.e., n > for n > N . Choose N to be the smallest integer such that N ≥ . ( N is
ε ε
1 1 1
found now!). When n > N , then n > N ≥ or − 0 < ε . Thus lim = 0 .
ε n n →∞ n
Solution(b): This time we have to show that for any ε > 0 , we can find an integer
N such that
1
− 0 < ε whenever n > N
2n
Now
n
1 1 1
−0 = = ,
2n 2 n
2
So we need to determine the values of n for which
n
1
<ε .
2
We need to solve this inequality for n . Since n is in the exponent, we may use
logarithms to simplify the inequality. Now
n
1
<ε
2
if and only if
n
1
ln < ln ε
2
Equivalently
1
n ln < ln ε ………….(*)
2
1
And notice that ln < 0 , so the inequality (*) yields
2
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Applied Mathematics II
ln ε
n>
1
ln
2
ln ε 1
Thus if we set N = , then n − 0 < ε whenever n > N .
1 2
ln
2
Activity 3. Let an = c ,where c is a constant, for n ≥ 1 .Then show that lim an = c .
n →∞
ln n
Activity 4. Calculate lim .
n →∞ n
n2
Example 4. Use ε − N definition to prove that lim =1.
n →∞ n2 + 1
n2
Solution: Given any ε > 0 , we want to find N such that − 1 < ε for n > N .
n2 + 1
Now
n2 n
2
−1 < ε ⇔ −1 < ε
n +1 n2 + 1
n − n2 + 1 n 2 − (n 2 + 1)
<ε ⇔
⇔
n2 + 1 (
n2 + 1 n + n2 + 1 ) <ε
⇔
(
1
n2 + 1 n + n2 + 1 ) (
< ε ⇔ n2 + 1 n + n2 + 1 > ) 1
ε
1
Choose N to be the smallest integer such that N ≥ . Then, for n > N ,
ε
( ) (
n2 + 1 n + n2 + 1 > N 2 + 1 N + N 2 + 1 > N ≥ ) 1
ε
or
n2
n2 + 1
− 1 < ε . Thus N is
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Applied Mathematics II
∞
e 2n
b)
n n =1
∞
(−1) n
c)
n n =1
{ }
d) (−1) n
∞
n =0
e) { n + 1 − n }
∞
n =1
L−M
Proof: Let L and M be limits of {an } . Suppose that L ≠ M . Choose ε = .
2
Then ε > 0 because L ≠ M . By definition, there exist N 1 and N 2 such that
a n − L < ε for n > N 1 and a n − M < ε for n > N 2 . For n > max{N 1 , N 2 }, we have
L−M
L − M = (L − a n ) + (a n − M ) ≤ L − a n + a n − M < 2ε = 2 = L−M ,
2
⇒ L − M < L − M , which is a contradiction.
Thus L = M .
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Applied Mathematics II
then lim bn = L .
n →∞
Proof: For any ε > 0 , there exists N 1 and N 2 such that c n − L < ε for n > N 1 and
a n − L < ε for n > N 2 . Let N = max{N 1 , N 2 } . For n > N , we have the following:
− ε < an − L < ε
− ε < cn − L < ε
L − ε < a n ≤ bn ≤ c n < L + ε
⇒ bn − L < ε , ∀n ≥ N .
1 + sin n 2 2
Solution (a): Since 0 ≤ ≤ and lim = lim 0 = 0 . Therefore
n n n →∞ n n →∞
1 + sin n
lim = 0 , by Squeeze or Sandwich Theorem.
n →∞ n
n n n
n −1 1 1
Solution (b): Since 0 ≤ ≤ and lim = lim 0 = 0 , we have
2n + 1 2 n →∞ 2 n →∞
n
n −1
lim =0.
n →∞ 2 n + 1
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Applied Mathematics II
n!
Example 6. Compute lim .
n →∞ nn
n!
Solution: Observe that 0 < for all n > 0 .
nn
n ! 1 ⋅ 2 ⋅ 3L (n − 1) ⋅ n 1 2 3 n − 1 n 1 n! 1
Next observe that n
= = ⋅ ⋅ L ⋅ < . Hence 0 < n < .
n n ⋅ n ⋅ nLn ⋅ n n n n n n n n n
1 n!
Since lim = 0 , also lim n = 0 by the Squeeze or Sandwich Theorem.
n →∞ n n →∞ n
Activity 8. Using the Squeeze or Sandwich Theorem to show that the sequence
∞
sin(n)
a) is convergent.
n + cos(n) n =1
4n + 3
b) 2 is convergent.
4n + 3n + 1
Key terms
• Sequences
• Convergence of sequences
• Limit of sequences
Self Test.
1. Let {an } be the sequence for which a1 = 6 and an +1 = 6 + an for n ≥ 1 .
1 k
sequence for which a n +1 = ( an + ) for n ≥ 1 .Assuming that this
2 an
sequence converges, find its limit.
3. Evaluate the following limit
a) lim n ln n b) lim ( n + 1 − n )
n →∞ n →∞
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Applied Mathematics II
1
4. We know that lim = 0 = L . This means according the normal
n →∞ n
definition of limit for every ε > 0 , there exists an integer N such that
1
an − L < ε = −0 <ε when n ≥ N .In each part, find the smallest
n
possible value of N for the given value of ε .
a) ε = 0.5 b) ε = 0.1 c) ε = 0.001
2n
5. Prove that lim =2
n →∞ n + 1
Lesson 1.3
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Applied Mathematics II
lim a n = +∞ .
n →∞
n2 −1
b) a n =
n
Exercise: Show !
Theorem 1.3 (Reciprocal rule): Consider a sequence {a n } .
1
i) If a n > 0 for all n and lim = 0 , then lim a n = +∞ .
n →∞ a n →∞
n
1
ii) If lim a n = ±∞ , then lim = 0.
n →∞ n →∞ a
n
1 1
−0 <
an k
1
for n > N because lim = 0 . Then, for n > N , a n > k because a n > 0 .
n →∞ an
Hence lim a n = +∞
n →∞
ii) Suppose lim a n = +∞ . We want to show that given any ε > 0 there is an
n →∞
1
N such that − 0 < ε for all n > N .
an
1
Indeed we know that for every ε > 0 we can find a positive k such that <ε .
k
And for this k there is an N such that a n > k for all n > N since lim a n = +∞ .
n →∞
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Applied Mathematics II
1 1
This implies <
an k
1 1
⇒ − 0 < < ε for all n > N
an k
1
Therefore, lim = 0.
n →∞ an
The proof of the other case, when lim a n = −∞ , is left for the reader.
n →∞
1
Example 2. Since lim = 0 , we have lim n = ∞ . Similarly, since lim n = +∞ ,
n →∞ n n →∞ n →∞
1
we have lim = 0.
n →∞ n
∞
b) If lim f ( x) = +∞ (or lim f ( x) = −∞ ) , then {a n }n =m diverges, and lim a n = +∞ (or
x →∞ x →∞ n →∞
lim a n = −∞ ).
n →∞
Proof: a) First we assume that lim f ( x) = L , and let ε > 0 . Then there is some
x →∞
So that, lim an = L
n→∞
if x ≥ N , then f ( x) > M
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Applied Mathematics II
n
Example 3. Show that lim =1
n →∞ n + 1
x
Solution: Let f ( x) = , for x ≥ 1 .
x +1
n
Then f (n) = = an , for n ≥ 1
n +1
x 1 n
Since lim = lim = 1 , we conclude from Theorem 1.4 that lim =1
x →∞ x +1 x → ∞ 1+1 x n →∞ n
+ 1
1
Example 4. Show that lim = 0 , for r > 0 .
n →∞ nr
1
Solution: Let f ( x) = , for x ≥ 1 .
xr
1 1 1
Then f (n) = r
, for n ≥ 1 , and lim r
= 0 from which follows that lim = 0.
n x →∞ x n →∞ nr
Activity 1. Show that
a) lim n c = 1 for c > 0
n →∞
b) lim (1 + n) 2n
=1
n →∞
n
1
Example 5. Show that lim 1 + = e .
n →∞ n
x n
1 1
Solution: If we let f ( x) = 1 + for x ≥ 1 , then f (n) = 1 + for n ≥ 1 .
x n
x
1
But lim f ( x) = lim 1 +
x →∞ x →∞ x
x x
1 1
If there is a number b such that lim ln1 + = b , then lim 1 + = e b .
x →∞ x x →∞ x
x
1 ln(1 + 1 x )
But lim ln1 + = lim x ln(1 + 1 x ) = lim
x →∞ x x →∞ x →∞ 1x
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Applied Mathematics II
(1 + 1 x )(− 1 x 2 )
= lim = 1 (L’Höpital’s rule)
x→∞ (
− 1 x2 )
x
1
Hence lim 1 + = e b = e1 = e
x →∞ x
n
1
Therefore by theorem 1.4 we get lim 1 + = e .
n →∞ n
Activity 2. Let r be a real number. Then show that
lim r n = 0 if r < 1 .
n →∞
Key terms
• Convergence of sequences
• Sequences which tend to ∞
Self Test.
1. Using definition of limit, verify the following.
3n + 1 n2 + 1
a) lim =3 b) lim n = ∞ c) lim =∞ d) lim − 2n3 = −∞
n →∞ n n →∞ n →∞ n n →∞
Lesson 1.4
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a nlim an L
f) lim n = →∞ = ( if M ≠ 0) .
n →∞ b
n nlim
→∞
bn M
n 2 + 3n + 2
Solution: lim ln
1
+ cos = lim ln
( )
n 2 + 3n + 2 n 2
+ lim cos 1
n →∞
n →∞
2 + 4n + 2n
2
(
n n→∞ 2 + 4n + 2n n )
2 2
n
1 + 3 n + 2 n2
= lim ln 2
+ cos 0 why?
n→ ∞
2 n + 4 n + 2
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Applied Mathematics II
1+ 0 + 0 1
= ln + 1 = ln + 1 = 1 − ln 2 why?
0 + 0 + 2 2
240
Example 2. Find the limit of the sequence .
n
Solution: Since we have already seen that
1
lim =0
n →∞ n
it follows that
240 1
lim = 240 lim = (240)(0) = 0 .
n →∞ n n → ∞ n
Activity 1. Show that if the sequence {a n } diverges and the sequence {bn }
test.
Theorem 1.6: If there is a sequence {bn } such that
(i) bn → 0
(ii) a n − L ≤ bn
Then a n → L
n > N ⇒ bn < ε
∴ an → L .
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Applied Mathematics II
b) lim n n = 1 .
n →∞
1
c) lim cn = 1 for any fixed c > 0 .
n →∞
np
d) lim = 0 for any fixed p and c > 0 .
n →∞ cn
cn
e) lim = 0 for any fixed c > 0 .
n →∞ n !
n
x
f) lim 1 + = e x for any fixed x .
n →∞ n
g) lim
(ln n ) p
= o for any fixed k > 0 .
n →∞ nk
Hints for activity 2: For (e) Take a positive integer k such that p-k < 0 and apply
L’Höpital’s rule.
cn
For (f) let a n = and fix an integer M>c. Then notice that
n!
for any n>M,
c ⋅ c ⋅L⋅ c ⋅ c c
0 < an = aM < aM .
n ( n − 1) L ( M +1) n
Key terms
• Convergence of combinations of sequences
Self test.
1. Evaluate the following limits.
1 1 1 1 2n + (−1) n
a) lim ( − ) b) lim ( − 1)(1 + 1 ) c) lim
n →∞ n n +1 n →∞ n n n →∞ e2n
2. Use the ε − δ definition to prove that the statement “ lim (−1) n = 0 ” is false.
n →∞
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equation f ( x) = 0 .
Lesson 1.5
Objectives: At the end of this lesson, the student will be able to:
Verify whether a given sequences is bounded or not.
Apply Test for Divergence to identify divergent sequences.
Explain conditions for the convergence of a monotonic sequence.
bound 1.
so it is unbounded.
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Applied Mathematics II
∞ ∞
Theorem 1.7: If {a n }n = m converges, then {a n }n = m is bounded.
∞
Proof: Suppose {a n }n = m converges, in other words there is a real number L such
that lim a n = L , which implies that there is a natural number N such that
n →∞
if n ≥ N , then a n − L < 1
Therefore,
if n ≥ N , then a n = a n − L + L ≤ a n − L + L < 1 + L
1 1 1
Example 4. Let an =1+ + + L + − ln n for n ≥ 1.
2 3 n
a) Using the definition of natural logarithm, show that
1
ln(n + 1) − ln n ≥ for n ≥1
n +1
b) Using (a), show that the sequence {an }n =1 is decreasing.
∞
1
Solution: (a) Consider the function f ( x) = , on the int erval [n , n + 1] for n ≥ 1 .
x
1
On this interval in particular, the function f ( x) = is decreasing since
x
1
f ' ( x) = − < 0 and by The First Derivative Test.
x2
Thus,
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Applied Mathematics II
n +1
1 1
∫
n x
dx ≥
n +1
[ n + 1 − n]
1
⇔ ln(n + 1) − ln(n) ≥
n +1
(b) At this stage we have to show that the given sequence is decreasing.
Now we can use the above fact to derive the following result,
1 1 1 1 1 1 1
an +1 − an = 1+ + + L + + − ln(n + 1) − 1 + + + L + + − ln(n)
2 3 n n +1 2 3 n
1
= ln(n) − ln(n + 1) + ≤0
n +1
(c) Now let us use the given information to show that the above-
mentioned inequality is true.
Given the interval [1, n] we can break it down into subintervals of unit length.
So, the interval can be written as [1, 2]∪ [2 , 3]∪L∪ [n −1, n] . Knowing that the
1
function f ( x) = is decreasing on [1, n] , the value of the function is greater at
x
the left end point of the subinterval than every other point in the corresponding
subinterval.
Then,
n 2 3 n
1 1 1 1
∫1 t dt = ∫1 t dt + ∫2 t dt +L + n∫−1 t dt
1 1 1
≤ [2 − 1] + [3 − 2] + L + [n − (n − 1)]
1 2 n −1
1 1
⇒ ln n ≤1+ + L +
2 n −1
1 1
⇒1 + + L + − ln n ≥ 0
2 n −1
1 1 1
⇒1 + + L + + − ln n ≥ 0
2 n −1 n
⇒ an ≥ 0 for all n ≥ 1
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Activity 1. Show by counter example that the inverse of Theorem 1.6 is not
true.
That is
a1 ≤ a 2 ≤ a 3 ≤ K ≤ a n ≤ K
That is
a1 ≥ a 2 ≥ a 3 ≥ K ≥ a n ≥ K
decreasing.
4. A sequence is strictly increasing if a n < a n +1 for all n ≥ 1 . And a sequence is
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bound L . Given ε > 0 , L − ε is not an upper bound for S (since L is the least
upper bound). Therefore
a N > L − ε for some integer N .
But the sequence is increasing so a n ≥ a N for every n > N . Thus if n > N we have
So lim a n = L .
n →∞
a n +1 = 6 + a n (n ≥ 1) .
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Now, taking limits on both sides of a n = 6 + a n (here we use that the sequence
equation we get A = 3 or A = −2. Since the sequence is positive, the limit cannot
be negative, hence it must be A = 3:
Then lim a n = 3 .
n →∞
Activity 4. Show that the following sequences are monotonic and determine if
the sequences are convergent by using Theorem 1.8.
∞
1
a) 2 +
n n =1
∞
2
b) 4 −
n n =1
∞
1
c) n −
n n =1
Example 6. Most of the sequences we encounter in real problems do not have
an explicit formula for each term in the sequence. For example, suppose all we
know about the sequence {a n } is that a1 = 4 and
1
a n +1 = a n for n = 1, 2, 3, K .
2
That is, the first term in the sequence is 4 and then each successive term is
one-half of its predecessor. Thus
a1 = 4 ,
a2 = 2 ,
a3 =1,
1
a4 = ,
2
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Applied Mathematics II
1
a n +1 = a n
2
implies that
1
lim a n +1 = lim a n ………………..(1)
n →∞ 2 n →∞
If we let
L = lim a n = lim a n +1 ,
n →∞ n →∞
lim a n = 0 .
n →∞
n =1
be the sequence 2 , 2 + 2 , 2 + 2 + 2 ,…., where in
general ,
a n+1 = 2 + a n .
n =1
is bounded increasing sequence.
b) Show that {a }
∞
converges to a number k .
n n =1
b) Find lim a n
n →∞
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Key terms
• Bounded sequences
• Monotonic sequences
Self test :
True/False
1. The first few terms of a sequence have no effect on the convergence of the
sequence.
2. An increasing sequence that is bounded from below is convergent.
3. If the sequence converges, then the sequence is bounded and monotonic.
4. If all the terms of a given sequence are finite then the sequence is convergent.
5. A sequence obtained by taking difference of two divergent sequences could be
convergent.
Short answer
1
1. If the sequence {a n }n =1 is defined as a1 = 1 and a n = a n−1 + for all n ≥ 2 , then
2n
the value of a101 = ___________________ .
1
2. Given lim a n = α and a1 = 1 , we define a new sequence bn = + (a n − a n +1 ) ,
n →∞ 2n
∞
then ∑b n =1
n = ____________ .
1
(1+ ) n
n
3. The lim e is ________________.
n →∞
(−2) n n 2
4. The lim is________________.
n →∞ ( n + 3)!
4 + 2 sin n
5. The lim is ________________.
n →∞ n2
Workout
1. Prove that the following sequences converge.
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Applied Mathematics II
∫e
− x2
2. Let sn = dx . Prove that {sn} converges.
0
α n
sequence 1 + .
n
1 1 1
6. Let {a n } be a sequence defined by an = + +K + .
n +1 n + 2 2n
a) Find a 4 − a5 .
Summary
• A sequence {a n } is said to have the limit L , written as
lim an = L ,
n →∞
if for any ε > 0 , there is a natural number N such that for every n > N , we
have
an − L < ε .
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then lim bn = L
n →∞
such that
a n > k for all n > N
lim a n = +∞ .
n →∞
• Consider a sequence {a n } .
1
i) If a n > 0 for all n and lim = 0 , then
n →∞ a
n
lim a n = +∞
n →∞
1
ii) If lim a n = ±∞ , then lim = 0.
n →∞ n →∞ a
n
such that f (n) = a n for all n ≥ m . If lim f ( x) = L , then {a n }∞n = m converges and
x →∞
lim a n = lim f ( x)
n →∞ x →∞
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b) lim Ca n = C lim a n = L
n →∞ n →∞
a lim a n L
f) lim n = n→∞ = ( if M ≠ 0)
n →∞ b lim
n n →∞ n b M
∞
• Let {a n }n = m be a sequence.
That is
a1 ≤ a 2 ≤ a 3 ≤ K ≤ a n ≤ K
That is
a1 ≥ a 2 ≥ a 3 ≥ K ≥ a n ≥ K
monotone decreasing.
Every bounded monotonic sequence is convergent.
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Review Exercises
ln n
1. Show that lim = 0.
n →∞ n
n
2. Show that lim =0.
n →∞ en
5n 3 − n 2 + 7 n + 2
3. Find the limit of the sequence 3 2
, or explain why it does not
3n + n − n + 10
converge.
3n 2 + 2n − 7
4. Find the limit of the sequence 2
, or explain why it does not
n
converge.
5. In each of the following, determine if the sequence converges of diverges, find
the limit.
∞
n
a)
n + 2 n =1
∞
3n
b) 3
n n +1
∞
n
c) n
e n =1
d) {[1 + ( c n)] } n ∞
n =1 , where c is any real number.
∞
1
e) 2
n n =1
∞
n−3
f)
2n + 4 N =1
∞
3 8
g) − n
n 5 n =1
6. Evaluate the following limits
8 n + (ln n)10 + n !
a) lim
n →∞ n6 − n!
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n
3n − 1
b) lim
n →∞ 4 n + 1
3n
1
c) lim 1 −
n →∞
2n + 1
2n
7. Determine whether the sequence is increasing or decreasing or not
(3n + 2)
monotonic.
∞
sin(kn)
8. Determine the convergence or divergence of the sequence where
n r n =1
k is a real number and r > 0 .
9. Find sequences {a n } and {bn } such that {a n } and {bn } both diverge, but
{a n + bn } converges.
10. Find sequences {a n } and {bn } such that {a n } diverges, {bn } converges, and
{a n bn } converges.
1 1
11. Show that if < x < , then
n +1 n
n n +1
1 1
< (1 + x ) < 1 +
1/ x
1 +
n + 1 n
1
Deduce that lim (1 + x ) x exists.
n →∞
1
12. A sequence {a n } is defined by a1 = 1 and a n +1 = for n ≥ 1 . Assume that
(1 + a n )
{a n } is convergent, find its limit.
13. Determine if the following sequences are monotonic and/or bounded.
∞
2
{ }
a) − n 2
∞
n =0 b) {(− 1) }n +1 ∞
n =1 c) 2
n n =5
14. Prove that if lim a 2 n = lim a 2 n +1 , then lim a n exists and
n →∞ n →∞ n →∞
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Applied Mathematics II
lim bn ≠ 0 ,
n →∞
16. If the sequence {a n } diverges, the sequence {bn } converges, and bn ≠ 0 for all
a
n then the sequence n diverges.
bn
17. In each of the following, for an arbitrary ε > 0 , find the smallest integer N
for which a n − L < ε whenever n > N . Verify that your value for N works in
2
n
i 1 n
n
a) lim ∑ b) lim ∑ 2 2
i =1 n n i =1 n + i
n →∞ n →∞
Unit Assesment:
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Applied Mathematics II
34
Applied Mathematics II
CHAPTER 2
REAL SERIES
Introduction: Infinite series are among the most powerful tools in calculus
which are used in analyzing differential equations, in developing methods of
numerical analysis, in defining new functions, in estimating the behavior of
functions, and more.
Lesson 2.1
35
Applied Mathematics II
S1 = a1 ,
S 2 = a1 + a 2 ,
S 3 = a1 + a 2 + a 3 ,
M
n
S n = a1 + a 2 + a 3 + L + a n = ∑ a k .
k =1
The expression
a1 + a 2 + a 3 + L
∞
written alternatively as ∑ ak is called an infinite series. The numbers
k =1
We can now “add” infinitely many numbers, in certain cases, not by actual
addition, but rather by the process of finding a limit. This is a typical
illustration of the way in which mathematics generalizes familiar concepts to
increase their usefulness.
Example 1. The following are examples of series.
1 1 1
(a) 1 + + + +L
2 3 4
1 1
(b) 1 + 2
+ 2 +L
2 3
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Applied Mathematics II
∞
Definition: Given a series ∑ a k , its n th partial sum S n is given by
k =1
n
S n = ∑ a k = a1 + a 2 + a 3 + L + a n
k =1
∞
The sequence {S n } is called the sequence of partial sums of the series ∑ ak .
k =1
∞
sequence converges to a number S , then we say that the series ∑ ak
k =1
On the other hand if the sequence of partial sums {S n } diverges, then we say
∞
the series ∑ ak diverges.
k =1
We shall illustrate the method of finding the “sum” of an infinite series for the
case of the repeating decimal
3 3 3
0.3333K = + + +L
10 100 1000
Here
3
S1 =
10
3 3
S2 = +
10 100
M
3 3 3
Sn = + 2 +L+ n
10 10 10
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Applied Mathematics II
1
multiply both sides of the equation for S n by and obtain
10
1 3 3 3
S n = 2 + 3 + L + n +1
10 10 10 10
Subtracting this from S n , we get
1 3 3 3 1
Sn − Sn = − n +1 = 1 − n
10 10 10 10 10
Therefore
3 1
Sn = 1 − n
9 10
n
1
Clearly, as n approaches ∞ , approaches 0, and
10
3 1
lim S n = =
n →∞ 9 3
We can therefore write the sum of the infinite series:
1 3 3 3 1
+ 2 + 3 +L+ n +L=
10 10 10 10 3
The repeating decimal illustration is a special case of a geometric series which
will be discussed on the following example.
Geometric series comprises one of the few classes of series for which we can
evaluate sums exactly. For most series we can only approximate the sum by
computing the partial sums S n for sufficiently large values of n.
Then, employing the technique used above, the partial sum becomes
1− rn
2
S n = a + ar + ar + L + ar n −1
(
= a1+ r +L+ r n −1
) = a 1− r r ≠ 1 why?
a ( n + 1) r =1
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Applied Mathematics II
a
when − 1 < r < 1 , S n → as n → ∞ . Why?
1− r
When r > 1 , S n diverges because r n → +∞ as n → ∞ . Why?
When r = −1 , S n =
[
a 1 − ( −1) n ]
diverges. Why?
2
When r < −1 , S n diverges because r n → ±∞ . Why?
∞
Therefore, the geometric series ∑ ar n converges if and only if − 1 < r < 1 , and,
n =0
∞
a
∑ ar n = 1 − r for − 1 < r < 1 .
n =0
∞
1
Example 4. Show that ∑( 2)
n =1
n −1
converges and find its sum.
1
Solution: Using Example 3 with a = 1 and r = , that
2
∞ n −1
1 1 1 1 1 1
∑ 2 =1+ + + +
2 4 8 16
+L=
1
= 2.
n =1 1−
2
Activity 1. Find the sum of the following infinite series whenever possible.
∞ n −1
1
a) ∑
n =1 3
∞
b) ∑ 4(0.21) n−1
n =1
∞
2
c) ∑ 7n
n =1
Key terms
• Series
• Sequence of partial sums
• Geometric series
Self Test.
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Applied Mathematics II
1 1 1 1
4. Show that + + + ... =
1 .3 3 .5 5 .7 2
6n
∞
5. Show that ∑ n +1 =2
n =1 (3 − 2n +1 )(3n − 2n )
Objectives: Upon the accomplishment of this lesson the student will be able to:
Apply the Divergence test for series whenever necessary.
Use algebra of series to simplify the problem of finding convergence or
divergence of series.
Explain why the harmonic series is divergent.
Find sum of telescoping series.
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Applied Mathematics II
Tell the effect of adding or subtracting finite terms from a series on the
convergence or divergence of the series.
Theorem 2.1: Suppose that the sequences {a n } and {bn } for the terms of
∞ ∞
convergent infinite series ∑ a n = A and ∑ bn = B .
n =1 n =1
Then the following series are all convergent to the values given:
∞ ∞ ∞
1. ∑ (a k + bk ) = ∑ a k + ∑ bk = A + B
k =1 k =1 k =1
∞ ∞ ∞
2. ∑ (a k − bk ) = ∑ a k − ∑ bk = A − B
k =1 k =1 k =1
∞ ∞
3. ∑ ca k = c∑ a k = cA if c is any real constant.
k =1 k =1
1 1 2 1 1 2
= + + L + + + L
3 3 4 4
1 1 1 1 1 1 2
2
= 1 + + + L + 1 + + + L
3 3 3 4 4 4
1 1 1 1
= +
3 1− 1 4 1− 1
3 4
5
= .
6
∞ 3n − 2 n
Activity 2. Find the sum of the series ∑ 6 n .
n =0
Activity 3. If ∑ an is convergent and ∑ bn is divergent, show that the series
∑ (a n + bn ) is divergent.
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Applied Mathematics II
∞ ∞
1 1
From which it follows that if ∑ n3 converges, then so does ∑ n3 , and vice
n=2 n =6
versa. Moreover, if the two series converge, their sums are related by
∞
1
1 1 1 1 ∞ 1
∑ 3 2 3 33 4 3 5 3 + ∑ n 3
= + + +
n=2 n n =6
∞
Thus the index m at which the summation of the series ∑ an begins is
n=m
irrelevant to the convergence of the series although the actual sum of the series
is affected by the index m . For that reason, although most of our theorems will
∞
be stated for series of the form ∑ an (with initial index 1), all these theorems
n =1
∞
can be applied to a series ∑ an with arbitrary initial index m . We summarize
n=m
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Applied Mathematics II
Then, a n = S n − S n −1 .
∞
Since ∑ ak converges by assumption, we know that lim S n exists and also
n →∞
k =1
the proof.
∞
Corollary 2.1(Divergence test): If lim a k ≠ 0 (or does not exist), then
k →∞
∑ ak
k =1
diverges.
Proof: It is the contra-positive of Theorem 2.1.
∞
Example 2. The series ∑ (− 1)n is divergent because the limit of the n th term
n =1
n! 1
lim 2
= = +∞ ≠ 0 .
n →∞ n n2
lim
n →∞ n !
∞
n2
Activity 5. Show that ∑ 2
+4
is divergent.
n = 0 5n
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Applied Mathematics II
Activity 6. A ball is dropped from a height of 4ft. Each time it strikes the
3
ground after falling from a height of h ft, it rebounds a distance h ft. Find the
4
total distance traveled by the ball.
Remark. The divergence test is a “one way” test, because lim a k = 0 does not
k →∞
∞
imply that the series ∑ ak converges. As we will see in the following example,
k =1
there are series for which the terms approach 0, but the series still diverges.
Example 4 (Harmonic Series). Consider the harmonic series
∞
1 1 1 1 1
∑ n = 1 + 2 + 3 + 4 + L . For this series lim a n = lim
n →∞ n →∞ n
= 0 . But we can show that
n =1
∞
1
∑n diverges.
n =1
Fig2.1
Now we can apply corollary 1.1 to show divergence. i.e. we can demonstrate
that there is no constant number M that is greater than or equal to every
partial sum.
Notice that the sequence of partial sums
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Applied Mathematics II
1 1 1 1 1 1
S1 = 1 , S 2 = 1 + , S3 = 1 + + , S = 1 + + + , L form an increasing
2 2 3 2 3 4
sequence. To this end we will consider some selected partial sums, namely
S 2 , S 4 , S 8 , S16 , K .Note that the subscripts are successive powers of 2, so that
there are the partial sums of the form S n .These partial sums satisfy the
2
inequalities;
1
S2 =1 +
2
1 1 1 1 1 1 1 1 1
S4 =1 + + + > 1 + + + = 1 + + = 1 + 2
2 3 4 2 4 4 2 2 2
1 1 1 1 1 1 1 1 1 1 1 1 1 1
S8 = 1 + + + + + + + >1+ + + + + + +
2 3 4 5 6 7 8 2 4 4 8 8 8 8
1 1 1 1
= 1 + + + = 1 + 3
2 2 2 2
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
S16 = 1 + + + + + + + + + + + + + + +
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
>1+ + + + + + + + + + + + + + +
2 4 4 8 8 8 8 16 16 16 16 16 16 16 16
1 1 1 1
=1+ + + = 1 + 3
2 2 2 2
5 6 n
Similarly S 32 > 1 + , S 64 = 1 + , and in general S n > 1 + for n > 1 .
2 2 2 2
Now, if M is any constant, we can certainly find a positive integer n such that
n+2 n
> M . But for this n ; S n > 1 + > M .
2 2 2
So that no constant M is greater than or equal to every partial sum of the
harmonic series, which proves divergence of the series.
It’s now time to look at another special type of series. In the next example we
are going to look at a series that is called a telescoping series. The name in this
case comes from what happens with the partial sums.
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Applied Mathematics II
∞
1
Example 5 (Telescoping Series). Show that the series ∑ n(n + 1) is convergent
n =1
1 1 1 1 1 1 1 1 1
= 1 − + − + − +L+ − + −
2 2 3 3 4 n −1 n n n + 1
1 1 1 1 1 1 1 1 1
=1+ − + + − + + − + + L + − + −
2 2 3 3 4 4 n n n +1
This implies
1
Sn = 1 − .
n +1
1
So lim S n = lim 1 − =1
n→∞ n → ∞ n +1
Therefore the given series is convergent and
∞
1
∑ n(n + 1) = 1 .
n =1
∞
4
Example 6. Consider ∑ (4n − 3) (4n + 1) . We have
n =1
4
an =
(4n − 3) (4n + 1)
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Applied Mathematics II
1 1
= −
4n − 3 4n + 1
1 1
= −
4n − 3 4(n + 1) − 3
Thus we have,
n
4 n
1 1
Sn = ∑ =∑ −
k =1 ( 4k − 3) ( 4k + 1) k =1 4k − 3 4( k + 1) − 3
1 1 1 1 1 1 1 1 1
= 1 − + − + − + L + − + −
5 5 8 8 11 4(n − 1) − 3 4n − 3 4n − 3 4(n + 1) − 3
1
= 1 −
4( n + 1) − 3
Therefore the given series is convergent and
∞
4
∑ (4n − 3) (4n + 1) = 1.
n =1
∞
1
Activity 7. Find the sum of the series ∑ n (n + 1)(n + 2) .
n =1
∞
n 2 + 3n + 1
Activity 8. Show that the series ∑ n 2 (n + 1) 2 is convergent.
n =3
Activity 9. Let {a n }∞n=1 be a sequence. Show that the n th partial sum of the
∞
series ∑ (a n −a n+1 ) is a1 − a n . Conclude that this series converges if and only if
n =1
Key terms
• Divergence test
• Harmonic series
• Telescoping series
Self Test.
47
Applied Mathematics II
Lesson 2.4
not easy to compute S n . This is true when we can’t find any simpler expression
48
Applied Mathematics II
for the sum of the first n terms of a series as a function of n . Therefore in the
next few sections we shall develop several tests that will enable us to say
whether a series is convergent or divergent without explicitly finding its sum.
These are tests that depend on the individual terms of the series rather than on
their sums.
Consider a series of numbers
∞
∑ a k = a1 + a 2 + a3 + L + a n + L
k =1
S1 = a1 ,
S 2 = a1 + a 2 ,
S 3 = a1 + a 2 + a 3 ,
M
n
S n = a1 + a 2 + a 3 + L + a n = ∑ a k
k =1
tend to a definite finite limit as n increases without bound. If the partial sums
S n do not have such a limit, then the series is said to diverge.
Non-Negative series
∞
Suppose that all the terms a k of a series ∑ ak are non-negative. Then when we
k =1
calculate the partial sums S1 , S 2 , S 3 and so on, we see that each one is greater
S1 ≤ S 2 ≤ S 3 ≤ L ≤ S n ≤ S n+1
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Applied Mathematics II
Integral Test
We shall start this section by recalling some facts about improper integral.
Improper integrals are integrals with infinite intervals of integration or integrals
in which the integrand becomes infinite within the interval of integration. If f
is continuous on the interval [a, + ∞] , then we define the improper integral of
∞ ∞ b
∞
improper integral ∫ f ( x)dx is convergent. In other words:
1
∞ ∞
a) If ∫ f ( x)dx is convergent, then ∑ an is convergent.
1 n =1
∞ ∞
b) If ∫ f ( x)dx is divergent, then ∑ an is divergent.
1 n =1
Proof: The basic idea behind the Integral Test can be seen by looking at fig.2.2.
and fig2.3. The area of the first shaded rectangle in fig2.1 is the value of f at
the right endpoint of [1 , 2] , that is, f (2) = a 2 . So comparing the area of the
shaded rectangle with the area under y ( x) = f ( x) from 1 to n , we see that
n
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Applied Mathematics II
Fig2.2
Fig2.3
∞
If ∫ f ( x)dx is convergent, then (2) gives
1
n n ∞
∑ a k ≤ ∫ f ( x)dx ≤ ∫ f ( x)dx
k =2 1 1
Since f ( x) ≥ 0 . Therefore
n ∞
S n = a1 + ∑ a k ≤ a1 + ∫ f ( x)dx = M , let us say.
k =2 1
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Applied Mathematics II
Also S n +1 = S n + a n +1 ≥ S n , since a n +1 = f (n + 1) ≥ 0 .
∞ ∞
If ∫ f ( x)dx is divergent, then ∫ f ( x)dx → ∞ as n → ∞ because f ( x) ≥ 0 . But
1 1
∫ f ( x)dx ≤ ∑ a k = S n −1
1 k =1
∞
And so S n −1 → ∞ . This implies that S n → ∞ and so ∑ an diverges. (Why?)
n =1
Note: When using Integral Test it is not necessary to start the series or the
integral at n=1. For instance, in testing the series
∞ ∞
1 1
∑ n(ln n) we can use ∫ x(ln x )dx
n=2 2
∞
1
Example 1( p-Series). Show that the series ∑ np converges if and only if p > 1 .
n =1
1
Solution: If p ≤ 0 , then does not tend to 0 as n → ∞ and so, by divergence
np
∞
1
test ∑ np diverges.
n =1
1
Assume that p > 0 . Let f ( x) = on [1 , ∞) . Then f (x) is continuous, positive
xp
1
and monotone decreasing and f (n) = .
np
Now
∞ ∞ b
∫ f ( x)dx = ∫ x dx = lim ∫ x − p dx
−p
b →∞
1 1 1
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Applied Mathematics II
− p +1 b
lim x , p ≠1
= b→∞ − p + 1 1
b
blim ln x 1 , p =1
→∞
∞
1
Example 2. Test the series ∑ k2 +1 for convergence or divergence.
k =1
1
f ( x) = 2
which is continuous, positive and decreasing on [1 , ∞) . Why?
x +1
So we use the Integral Test:
∞ b
1 1 b
∫ 2
x +1
dx = lim ∫ 2
b →∞ x + 1
dx = lim arctan
b →∞ 1
1 1
π
= lim arctan b −
b →∞ 4
π π π
= − = which show that the improper integral converges and
2 4 4
hence the given series converges.
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Applied Mathematics II
1
f ( x) =
x ln x
This function is clearly positive and if we make x larger the denominator will
get larger and so the function is decreasing. Therefore, all we need to do is
determine the convergence of the following integral.
∞ b
1 1
∫ x ln x
dx = lim ∫
b →∞ x ln x
2 2
b
= lim (ln(ln x) ) 2
b →∞
= lim (ln(ln b) − ln 2) = ∞
b →∞
The integral is divergent and so the series is also divergent by the Integral Test.
∞
1
Example 4. The series ∑ n (ln n)
n=2
k
converges if and only if k > 1 .
1
Solution: Let f ( x) = on [ 2 , ∞) . Then f (x) is continuous, positive. We will
x(ln x) k
check that f (x) is eventually monotone decreasing.
From
1
f ' ( x) = [ x −1 (ln x) − k ] ' = x − 2 (ln x) − k − k x −1 (ln x) − k −1
x
= − x −2 (ln x) − k −1 (ln x + k )
we have f ' ( x) ≤ 0 when ln x > − k . Thus f (x) is monotone decreasing when
ln x > − k and so f (x) is eventually monotone decreasing.
Now
∞ ∞
1
∫ f ( x)dx = ∫ x(ln x) k dx
2 2
1
Let y = ln x , then dy = dx . Substituting this in the above integral we get;
x
∞ 1 ∞
1 y − k +1 , k ≠1
∫ k
dy = − k + 1 ln 2
ln 2 y ln(∞) − ln(ln 2) , k =1
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Applied Mathematics II
∞ ∞
1
Thus ∫ f ( x)dx converges if and only if k > 1 and so the series ∑ n(ln n) k
2 n=2
∞
ln n
Example 5. Determine whether the series ∑ converges or diverges.
n =3 n
ln x
Solution: The function f ( x) = is positive and continuous for x > 1 since the
x
logarithm function is continuous. But it is not obvious that whether or not f
is decreasing, so we compute its derivative!
1
x − ln x
x 1 − ln x
f ' ( x) = 2
=
x x2
Thus f ' ( x) < 0 when ln x > 1 , that is , x > e . It follows that f is decreasing when
x > e and so we can apply the Integral Test.
∞ b
ln x ln x
∫ x dx = blim
→∞ ∫ x
dx
3 3
∞
(ln x) 2 (ln b) 2 (ln 3) 2
= lim = lim −
b →∞ 2 3
b →∞ 2 2
∞
ln n
Since this improper integral is divergent, the series ∑ is also divergent by
n =3 n
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Applied Mathematics II
will always be decreasing on the interval given. To verify this we can use our
Applied Mathematics I knowledge. So, the derivative of this function is
2
f ' ( x) = e − x (1 − 2 x 2 )
This function has two critical points (which tell us where the derivative changes
1
sign) at x = ± . Since we are starting at n = 0 we can ignore the negative
2
critical point. Picking out a couple of test points we can see that the function is
1 1
increasing on the interval 0 , and it is decreasing on , ∞ . Therefore,
2 2
eventually the function will be decreasing and that’s required for us to use the
Integral Test. So,
∞ b
− x2 2
∫ xe dx = lim ∫ x e − x dx
b→∞
0 0
b
1 2
= lim − e − x
b →∞ 2 0
1 1 2 1
= lim − e −b =
b →∞ 2 2 2
This integral is convergent and so the series must be convergent by the Integral
Test.
Warning!
The integral test has two major problems.
1. The function used in writing down the series might not be functions of a
real number x . What does this mean? Suppose that we are trying to
1 1
study the infinite series ∑ n! . We can’t do this by setting f ( x) =
x!
,
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Applied Mathematics II
occurs in series with factorials in them, and in that case usually ratio test
is the way to decide about convergence or divergence.
2. The integral that we get might be hard or even impossible to handle.
1
Suppose that we are looking at ∑ . We’d like to decide if this
n3 + 1
∞
dx
converges by looking at ∫ x3 + 1
1
Activity 1. Use the integral test to see if these series converge or diverge.
∞
1
a) ∑ n2 + 1
n =1
∞
1
b) ∑ n2 − 2
n =1
∞
1
c) ∑
n =1 n2 + 2
∞
Theorem 2.5: For a positive series ∑ a k , the sequence of partial sums {S n } is
k =1
monotone increasing.
Activity 2. Prove Theorem 2.3.
Corollary 2.2: a) If {S n } is bounded for a positive series, then the series
converges.
b) If {S n } is not bounded from above, then the series diverges.
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Applied Mathematics II
∞
1
1. ………….Prove that ∑ n(ln n)
n=2
p
converges for p > 1 and diverges for p ≤ 1 .
∞
1
2. Determine those value of p for which the series ∑ (n + 2)
n =1
p 2 − p +1
converges.
3. Check the convergence or the divergence of the following series.
∞ ∞ ∞
arctan n 1
a) ∑ ∑ n 2e n ∑ 9n
−3
2
b) c) 2
n =1 n + 1 n =1 n =1 +1
Objectives: After a successful completion of this lesson the student will be able
to:
Use comparison test to determine convergence or divergence of a given
series whenever possible.
Explain the conditions where comparison test can be applied to find out
convergence or divergence of a certain series.
Apply the limit comparison test to determine convergence or divergence of
series.
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Applied Mathematics II
∞ ∞
Theorem 2.6(Comparison Test): Consider two positive series ∑ a k and ∑ bk .
k =1 k =1
∞ ∞
ii) If ∑a
k =1
k diverges, then ∑b
k =1
k diverges.
n n ∞
Proof: i) Let An = ∑ a k , Bn = ∑ bk and B = ∑ bk . Since both series have positive
k =1 k =1 k =1
terms, the sequences {An } and {Bn } are monotone increasing. Also Bn → B , so
This means that {An } is monotone increasing and bounded above and therefore
∞
converges by corollary 2.2 above. Thus the series ∑ ak converges.
k =1
∞
ii) If ∑a
k =1
k is divergent, then An → ∞ (since {An } is increasing). But bi ≥ ai so
∞
Bn ≥ An . Thus Bn → ∞ . Therefore ∑b
k =1
k diverges.
converges since
1 1
0< 2
< 2 for all n
n +1 n
∞
1
and ∑ n2 is convergent series (namely, a p-series with p=2).
n =1
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Applied Mathematics II
∞
1
∑ 2n − 1
n =1
Diverges since
1 1
> > 0 for all n.
2n − 1 2n
∞
1
and ∑ 2n is a divergent series ( since it is a constant multiple of the
n =1
harmonic series).
∞ k
2k − 1
Example 3. The series ∑ converges because
k =1 3k + 2
k k
2k − 1 2
≤
3k + 2 3
∞ k
2
and the geometric series ∑ is convergent.
k =1 3
∞
(sin n )2
b) ∑
n =17 n(n + 1)
∞
n+3
c) ∑n n+2
n =1
∞
1
Example 4. Determine convergence or divergence of the series ∑ 3k + 2 .
k =1
∞
1
Solution: We know that the geometric series ∑ 3k converges. Since
k =1
∞
1 1 1
0≤ k
3 +2
≤
3 k
for k ≥ 1 it follows from comparison test that ∑ 3k + 2 converges.
k =1
∞
1 1 1
Example 5. The series ∑3 k diverges because
3
k
≥
k
k =1
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Applied Mathematics II
∞
1
and the harmonic series ∑k diverges.
k =1
∞
Remark. 1. Suppose 0 < ak ≤ bk and ∑b
k =1
k diverges. Then no conclusion can be
∞
drawn about the divergence or convergence of ∑a
k =1
k .
∞
2. Similarly, suppose 0 < ak ≤ bk and ∑ ak converges. Then no
k =1
1 1
Solution: Notice that k
≤ k
for k ≥ 2 .
3 3 −2
Thus it is impossible to determine the convergence or divergence of the given
∞
1
series by it with the series ∑ 3k
k =1
But
1 1 1
≤ =
k
3 −2 k
3 −3 k −1
( ) for k ≥ 2 .
2 3 k −1
∞
1 1 ∞ 1
and since ∑ 2(3 k −1 ) = ∑ is convergent, the comparison Test implies that
2 k =1 3 k −1
k =2
convergent.
Activity 3. Determine convergence or divergence of the following series.
∞
n
a) ∑ n 2 − cos 2 (n)
n =1
∞
sin 2 (n)
b) ∑ n2
n =1
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Applied Mathematics II
∞
1
c) ∑ n 3n
n =1
an
i) If lim = c > 0 , then either both series converge or both diverge.
n →∞ b
n
an
ii) If lim
n →∞ b
= 0 and ∑ bn converges, then ∑ an also converges.
n
an
iii) If lim
n →∞ b
= ∞ and ∑ bn diverges, then ∑ an also diverges.
n
c
Proof: i) Let ε = in definition of convergence (or divergence ) of sequences. And,
2
an
since lim = c , there is an integer N such that
n →∞ b
n
an c
− c < when n > N
bn 2
c a n 3c
Thus < < when n > N
2 bn 2
And so
c 3c
bn < a n < bn when n > N ……………………(*)
2 2
3c
If ∑ bn converges, so does ∑ 2 bn , why? The right half of the above inequality
∞
(*) then shows that ∑ an converges by comparison test. It then follows that
n= N
∑ an converges.
c
If ∑ bn diverges, so does ∑ 2 bn and the left half of (*) together with the
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Applied Mathematics II
∞
1
Example 7. Show using Limit comparison that the series ∑ 2n − 1 converges.
n =1
1 1
Solution: Let a n = n
, bn =
2 −1 2n
an 2n 1
So lim = lim n = lim = 1.
n →∞ b n→ ∞ 2 − 1 n →∞ 1 − 1 2 n
n
∞
1
Since the limit exists and ∑ 2n is a convergent geometric series, the given
n =1
constant.
1 1
Solution: Let bn = and a n = . Then
(ln n) k
n
bn 1 (ln n) k n
lim = lim = lim =∞,
n →∞ a n→∞ 1n n → ∞ (ln n ) k
n
∞ ∞
1 1
Since the series ∑n is divergent then the series ∑ (ln n)k is divergent for
n=2 n=2
any k .
∞
1
Example 9. Show that ∑ (an 2 + bn + c ) is convergent where a , b and c are
n =1
1 1
If we let a n = 2
, bn = 2
n an + bn + c
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Applied Mathematics II
1
an n2 an 2 + bn + c
= =
bn 1 n2
Then
(an 2
+ bn + c )
b c
=a+ + 2
n n
∞
an 1
so that lim
n →∞ b
= a > 0 . Thus by the Limit Comparison Test ∑ (an 2 + bn + c ) is
n n =1
convergent.
Activity 5. Use the Limit Comparison Test to show that the series
n
∞ tan −1 n
∑ 2 is convergent.
n=2
∞
1
Example 10. Show that the series ∑ 3
is convergent.
n =1 n +1
1
Solution: Let a n = . The most important term in the numerator is the only
n3 + 1
an 1 n3 + 1
lim = lim
n →∞ b n →∞
n 1 n3
n3
= lim
n→∞ n3 + 1
1
= lim =1 .
n→∞ 1
1+
n3
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Applied Mathematics II
3
a p-series with p =
2
> 1 . Hence the series ∑ bn is convergent. Therefore the
∞
1
series ∑ is convergent.
n =1 n3 + 1
∞
n 2 + 3n + 2
Activity 6. Test convergence or divergence of the series ∑ n3 + 5
.
n =1
Key terms
• Comparison test
• Limit comparison test
Self Test.
1. Use the comparison test or limit comparison test and determine the
convergence or divergence of the following series.
∞ ∞ ∞ ∞
n 1 1 n
a) ∑ 3
n =1 n + 1
b) ∑n
n=2
2
n −1
c) ∑e
n =1
n 2 d) ∑n
n =1
2
−3
∞ ∞
Lesson 2.7
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Applied Mathematics II
suppose that
a n +1
lim = L (possibly ∞ )
n →∞ a
n
∞
i) If 0 ≤ L < 1 , then ∑ an converges
n =1
∞
ii) If L > 1 , then ∑ an diverges
n =1
iii) If L = 1 , then from this test alone we cannot draw any conclusion about the
∞
convergence or divergence of ∑ an .
n =1
Proof: (i) First we assume that 0 ≤ L < 1 , and we let S be a number such that
L < S < 1 . Since
a n +1
lim = L and L < S
n →∞ a
n
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Applied Mathematics II
a n +1
There is an integer N such that for n ≥ N we have ≤ S or alternatively,
an
obtain
a N + 2 ≤ a N +1 S ≤ (a N S ) S = a N S 2
0 < a N + n ≤ a N + n −1 S ≤ a N + n − 2 S 2 ≤ L ≤ a N +1 S n −1 ≤ a N S n …………………..(1)
∞
Since 0 < S < 1 , the geometric series ∑ aN S n converges.
n =0
∞
From (1) and the Comparison Test we conclude that ∑ a N +n ,which is the same
n =1
∞ ∞
series as ∑ an also converges. From the convergence of ∑ an we conclude
n =N n =N
∞
that ∑ an converges.
n =1
(ii) Let S be a number such that L > S > 1 .There is an integer N such
a n +1
that for n ≥ N we have ≥ S , or equivalently a n +1 ≥ a n S .
an
a N + 2 ≥ a N +1 S ≥ (a N S ) S = a N S 2 .
∞
∑ a N +n also diverges.
n =1
When do you use the Ratio Test? Ratios are fractions, and they tend to simplify
nicely if the top and bottom contain products or powers. For example, if the nth
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Applied Mathematics II
term of the series contains factorials, you ought to give the Ratio Test serious
consideration.
The examples below will show that the ration test is inclusive if L = 1 . Namely,
the third example considers a divergent series for which L = 1 and the fourth
example considers a convergent series for which L = 1 . Hence some other test
will be necessary to determine the behavior of any series for which the ratio test
yields L = 1 .
∞
n
Example 1. For the series ∑ 3n
n =1
n
if we let a n = ,
3n
n = 1, 2, 3, K , then
n +1
n + 1 3 1
n
a n +1 3 n +1 1 1
L = lim = lim = lim n +1 = lim 1 + =
n →∞ a
n
n →∞ n n → ∞ n 3 3 n → ∞ n 3
n
3
Thus 0 ≤ L < 1 and the series converges by Ratio test.
∞
5n
Example 2. For the series ∑n+2,
n =1
5n
if we let a n = ,
n+2
n = 1, 2, 3, K , then
5 n +1 2
1+
n + 2 5
n +1
a n +1 n+3 n =5
L = lim = lim = lim = 5 lim
n →∞ a 5n n →∞ n + 3 5 n 3
n
n →∞
n →∞
1+
n+2 n
Thus L > 1 and the series divergence by the ratio test.
∞
1
Example 3. For the harmonic series ∑n
n =1
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Applied Mathematics II
1
L = lim n + 1 = lim n = lim 1 = 1
n→∞ 1 n →∞ n + 1 n →∞ 1
1+
n n
This shows that it is possible for the series to diverge when L = 1 .
∞
1
Example 4. For the convergent p-series ∑ n2 ,
n =1
3n
if we let a n = ,
n!
n = 1, 2, 3, K , then
3 n +1
an + 1 (n + 1)! n ! 3 n +1 3
L = lim = lim = lim n = lim =0
3n n →∞ (n + 1)!
n →∞ a
n
n →∞
3 n →∞ n + 1
n!
Thus 0 ≤ L < 1 and the series converges by ratio test.
Key terms
• Ratio test
Self test.
1. Determine whether the following series converges or diverges.
∞ ∞ ∞ ∞
n! n! (2n)! 1.3.5.7....(2n − 1)
a) ∑2
n =1
n
n
b) ∑ (2n)!
n =1
c) ∑ n!(2n)
n =1
n
d) ∑
n =1 2.4.6.8.....(2 n) n
n n
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Applied Mathematics II
∞
2. Construct a non negative series ∑a
n =1
nn such that lim n an doesn’t exist but
n →∞
∑a
n =1
nn diverges.
∞
an +1
3. Construct a non negative series ∑a
n =1
n such that lim
n →∞ an
doesn’t exist
∞
but ∑a n =1
n diverges.
Lesson 2.8
Objectives: At the end of this lesson the student will be able to:
State the Root Test.
Use the Root Test to test convergence or divergence of series.
Tell the conditions where the Root Test cannot be applied to test
convergence.
∞
Theorem 2.9 (Root Test) Let ∑ an be a non-negative series and assume that
n =1
lim n a n = L ( possibly ∞ )
n →∞
∞
i) If 0 ≤ L < 1 , then ∑ an converges.
n =1
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Applied Mathematics II
∞
ii) If L > 1 , then ∑ an diverges
n =1
iii) If L = 1 , then from this test along we cannot draw any conclusion about the
∞
convergence or divergence of ∑ an .
n =1
Proof: i) Assume that 0 ≤ L < 1 and let S be any number such that L < S < 1 .
Since lim n a n = L and L < S
n →∞
∞ ∞
Test the series ∑ a n converges, and hence ∑ an also converges.
n =N n =1
n
2n + 5
Solution: Let a n = .
3n + 4
5
2+
2n + 5 n
Then n an = =
3n + 4 4
3+
n
5
2+
Now lim n a n = lim n = 2 < 1.
n →∞ n →∞ 4 3
3+
n
∞ n
2n + 5
Thus the series ∑ converges by Root Test.
n =1 3n + 4
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Applied Mathematics II
∞
3n
Example 2. Does the series ∑ 2n
converge or diverge?
n =1
3n 3n 3
Solution: Let a n = . So n an = n = .
2n 2n 2
3 3
Now lim n a = lim = <1.
n →∞ n →∞ 2 2
Therefore ,the series converges by the Root Test.
∞
2n
Activity 2. Does the series ∑ 3n converge or diverge?
n =1
∞ n2
1 n
Example 3. Test the convergence or divergence of the series ∑ 2 1 − .
n =1 n
n2
n
1
Solution: Let a n = 2 1 − .
n
1
n
2 n
n
n 1 1 1
lim an = lim 2 1 −
n = lim 21 − = lim 2
n →∞
n n →∞ n n →∞ 1
n →∞ n
Now 1 +
n −1
2
= <1
e
Therefore, by Root Test, the given series converses.
Example 4. Use Root Test to show the convergence of the series
n2
2
∑ (3 + sin n ) 1 − n .
n
n2
2
Solution: Letting a n = (3 + sin n ) n
1 − , we have
n
1
n2 n
2
lim n a n = lim (3 + sin n )n 1 −
n →∞ n →∞ n
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Applied Mathematics II
n
2
= lim (3 + sin n ) 1 −
n→ ∞ n
n
2 4
≤ lim 41 − = 2 < 1
n →∞ n e
Therefore the series is convergent.
Key terms
• Root test
Self test.
1. Determine the convergence or divergence of the following series.
∞ ∞ ∞
ln n π n
a) ∑
n =1 e
n
b) ∑ n( 4 )
n =1
n
c) ∑ ( 2n + 5 )
n =1
n
0 for n even
∞
∑a
n
2. Let be a series with an = n . Is this series
n =1
n
2n + 1 , for n odd
convergent or divergent series?
Objectives: Upon the successful accomplishment of this lesson the student will
be able to:
Test the convergence or divergence of any given series.
Explain the differences between conditional convergence and absolute
convergence.
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Applied Mathematics II
Use the series tests so far discussed to test absolute convergence and hence
convergence.
∞ ∞
converges. If the series ∑ a n converges and ∑ an diverges , then we call the
n =1 n =1
∞
∑ an is conditionally convergent.
n =1
Notation: It is common to use the abbreviations A.C. or abs. cgt for absolutely
convergent.
Example 1. The series
∞
(− 1)n+1 = 1 1 1 1 ∞
(− 1)n+1 ∞
1
∑ n 2
1 2
−
2 2
+
3 2
−
4 2
+ L converges absolutely because ∑ n 2
=∑
n2
n =1 n =1 n =1
converges.
Theorem 2.10: If a series ∑ an is absolutely convergent, then it is convergent.
is true.
If we add a n to each side of this inequality, we get
0 ≤ an + an ≤ 2 an
∑ a n = ∑ bn − ∑ a n is convergent.
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Applied Mathematics II
Remark. We can use the fact from Theorem 2.7 to show that a series converges
in situations where other tests are difficult to apply.
Example 2. The series
∞
sin n sin 1 sin 2 sin 3
∑ 2n
=
2
+ 2 + 3 +L
2 2
n =1
∞
convergent, so ∑ an is convergent by the Comparison Test.
n =1
∞
Hence ∑ an is absolutely convergent, so it is convergent.
n =1
∞
sin n
That is, ∑ n2
is convergent.
n =1
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Applied Mathematics II
∞
2. Check the absolute values series ∑ an for convergence using the
n =1
2n 2 + 3
∑ (− 1) n
3n 2 − 1
2n 2 + 3 2 2
n 2n + 3
lim = , so lim (− 1) is undefined.
n →∞ 3n 2 − 1 3 n →∞ 3n 2 − 1
Therefore, the series diverges by Divergence Test.
Example 5. Does the series
∞
(− 1)n
∑ 1 1
n =1
n 2 + 1 n 3 + 1
converge absolutely, converge conditionally, or diverge?
Solution: We can see that
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Applied Mathematics II
1
lim =0,
n →∞ 1 1
n2 + 1 n 3 + 1
so the Divergence Test doesn’t work.
∞
1
Consider the absolute value of the series ∑ 1 1
. (Taking absolute
n =1
n 2 + 1 n 3 + 1
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Applied Mathematics II
1 2
1 −2 1 −3
x x
f ' ( x) = − 2 − 3
2 2
1 1 1 1
x 2 + 1 x 3 + 1 x 2 + 1 x 3 + 1
f ' ( x) < 0 for x ≥ 1 , so the terms decrease in magnitude. Finally,
1
lim =0.
n →∞
1 1
n 2 + 1 n 3 + 1
The hypotheses of the Alternating Series Test are satisfied, so the original series
converges. Since the original series converges, but does not converge
absolutely, it converges conditionally.
Example 6. Does the series
∞
n
∑ (− 1)n n 3 + 2
n =1
Test:
n
3 3
n +2 = n
lim lim 3
=1
n →∞ 1 n →∞ n + 2
n2
∞
1
The limit is a finite positive number. The series ∑ n2 converges because it is a
n =1
∞
n
∑ (− 1)n n 3 + 2 converges absolutely. Therefore the series is convergent.
n =1
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Applied Mathematics II
πn πn
∞ sin + cos
∑ 3
n 2
4
n =1
πn πn
sin + cos
πn πn 3 4 2
sin + cos ≤ 2 , so 2
≤ .
3 4 n n2
∞
2
∑ n2 converges, since it is a multiple of a p-series with p = 2 > 1 .
n =1
πn πn
∞
sin + cos
3 4
Therefore, the absolute value series ∑ n2
converges by Comparison
n =1
The previous theorem says that any series which converges absolutely also
converges. We shall see later that the converse of this statement does not hold;
namely, there are series which converge, but do not converge absolutely.
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Applied Mathematics II
is the harmonic series, which diverges. Hence the previous Theorem does not
provide any information on the behavior of the alternating harmonic series
itself. We shall see below that in fact the alternating harmonic series converges
even though it is not absolutely convergent.
Remark. If you are testing for absolute convergence, all the techniques for
positive series are applicable.
∞ ∞
Definition: ∑ a n is said to be conditionally convergent if ∑ an convergent but
n =1 n =1
∞
∑ an diverges.
n =1
n(ln n) 2
nn
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Applied Mathematics II
Lesson 2.11
Objectives: After a successful completion of this lesson the student will be able
to:
Identify alternating series.
State conditions for convergence of an alternating series to converge.
Test convergence of alternating series.
Definition: A series in which the terms are alternatively positive and negative is
called an alternating series. That is an alternating series is of the form
∞
∑ (− 1)n+1 a n = a1 − a 2 + a3 − a 4 + L , or
n =1
∞
∑ (− 1)n a n = − a1 + a 2 − a3 + a 4 − L
n =1
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Applied Mathematics II
(iii) lim a n = 0 .
n →∞
∞ ∞
Then ∑ (− 1)n+1 a n ( respectively ∑ (− 1)n a n ) is convergent.
n =1 n =1
∞
Proof: We look at the partial sums {S n } of the series ∑ (− 1)n+1 a n . Now,
n =1
S 2 n = a1 − a 2 + a 3 − a 4 + L + a 2 n −1 − a 2 n
≤ a1 − a 2 + a 3 − a 4 + L + a 2 n −1 − a 2 n + a 2 n +1 − a 2 n − 2 = S 2 n + 2
S 2 n = a1 − a 2 + a 3 − a 4 + a5 − a 6 + L + a 2 n −1 − a 2 n ≤ a1
1424 3 1424 3
{S 2n } is convergent, and write lim S 2 n = S . For any ε > 0 , there exists N 1 and
n →∞
ε ε
N2 such that S 2 n − S < for n > N 1 and a n − 0 < for n > N 2 . Choose
2 2
N = max{2 N 1 + 1, N 2 } . We show that S n − S < ε for all n > N .
N
Case I n = 2k with n > N . Then k > > N1 .
2
ε
Then S 2 k − S < < ε by the construction of N 1 .
2
N −1
Case II n = 2k + 1 with n > N . Then k > ≥ N 1 and n = 2k + 1 > N ≥ N 2 .
2
Thus
ε ε
S 2k − S < and a 2 k +1 <
2 2
Now
ε ε
S n − S = S 2 k +1 − S = S 2 k + a 2 k +1 − S ≤ S 2 k − S + a 2 k +1 < + .
2 2
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Applied Mathematics II
Thus Sn − S < ε for all n>N and so lim S n = S (convergent), and thus
n →∞
∞
∑ (− 1)n+1 a n is convergent.
n =1
Solution
1
Case(i): If p ≤ 0 , then the n th term (− 1)n does not tend to 0. Thus the series
np
diverges in this case by The Divergence Test.
1
Case (ii): Assume that p > 0 . Let a n = . Then a n > 0 , monotone decreasing
np
and lim a n = 0 .Thus the alternating series converges in this case.
n →∞
∞
1
In conclusion we have that the series ∑ (− 1)n n p converges when p > 0 and
n =1
diverges when p ≤ 0 .
∞
1
Example 2. Does ∑ (− 1)n n − n
converge or diverge?
n=2
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Applied Mathematics II
1
The series alternates. If f ( x) = , then
x +1
1
f ' ( x) = − 3
,
2( x + 1) 2
the total sum S but this is not of much use unless we can estimate the
accuracy of the approximation. The error involved in using S ≈ S n is S − S n . The
approximation for S .
satisfies
a) 0 ≤ a n +1 ≤ a n and
b) lim a n = 0 , then
n →∞
S − S n ≤ a n +1
Proof: The idea is similar to the one for the proof of the Alternating Series Test.
We have
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Applied Mathematics II
= (− 1)n [a n +1 − a n + 2 + a n +3 − L]
And so
S − S n = (a n +1 − a a + 2 ) + (a n + 3 − a n+ 4 ) + L
= a n +1 − (a n + 2 − a n + 3 ) − (a n + 4 − a n + 5 ) − L
S =∑
∞
(− 1)n+1
n =1 n
And
n +1
1 1 1
S n =1 − + − + L +
(− 1) n
=∑
(− 1)k +1 ,
2 3 4 n k =1 k
Then
1
S − Sn ≤ , for n = 1, 2, 3 , K .
n +1
For example
1 1 1 1 1
S100 = 1 − + − + L + − = 0.688172 , so
2 3 4 99 100
1
S − Sn ≤ = 0.009901 ,
101
Where both results have been rounded to 6 decimal places. In other words, the
sum of the alternating harmonic series differs from 0.688172 by less than
0.009901. In fact, since the next term in the series is positive, we know that S
must lie between 0.688172 and
0.688172 + 0.009901 = 0.698073.
Activity 1. (a) Approximate
S =∑
∞
(− 1)n
n =0 n!
using S15 = ∑
15
(− 1)n
n =0 n!
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Applied Mathematics II
(c) Find the smallest n such that the absolute value of the error in
approximating S by
Sn = ∑
n
(− 1)k
k =0 k!
Is less that 0.000001. What is this approximation?
Activity 2. (a) Approximate
S =∑
∞
(− 1)n+1
n =1 n 2n
by S 50 = ∑
50
(− 1)k +1 .
k =1 k 2k
(b) Find an upper bound for the absolute value of the error in
approximating S by S 50 .
(c) Find the smallest n such that the absolute value of the error in
approximating S by
Sn = ∑
n
(− 1)k +1
k =1 k 2k
is less than 0.0001. What is this approximation?
Key terms
• Alternating series
• Alternating series test
Self Test.
2. Determine whether the series converges or diverges .
∞
n +1 ∞
(ln n) 2 ∞
n!
a) ∑ (−1)n
n =1 4n
b) ∑ (−1) n
n =1 n
c) ∑ (−1)
n =1
n +1
100 n
∞
π 1
d) ∑ (−1)
n =1
n
cot −
2 n
∞
1
3. For which positive values of p does the series ∑ (−1)
n =1
n
np
converge?
4. Approximate the sum of the given series with an error less than 0.001.
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Applied Mathematics II
∞ ∞
1 8
a) ∑ (−1) n +1
n =1
2
6n + n + 1
b) ∑ (−1)
n =1
n
n
10 + 1
Lesson 2.12
∞
Generalized Comparison Test. If a n ≤ bn for n ≥ 1 , and if ∑ bn converges,
n =1
∞
then ∑ an converges (absolutely).
n =1
an
Generalized limit comparison Test. If lim = L , where L is a positive number,
n →∞ bn
∞ ∞
and if ∑ bn converges, then ∑ an converges (absolutely).
n =1 n =1
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Applied Mathematics II
∞
a n +1
i) If this limit is infinity or lim
n →∞ an
> 1 , then the series ∑ an is divergent.
n =1
an +1
ii) If the limit exists and is (strictly) less than 1 ( that is, 0 ≤ lim <1 ),
n →∞ an
∞
then the series ∑ an is convergent.
n =1
a n +1
Remark: What happens if lim = 1 ? The answer is we don’t know! In this
n →∞ an
∞ ∞
i) If 0 ≤ r <1 , then ∑ a n converges (absolutely). ii) If r >1 , then ∑ an diverges.
n =1 n =1
If r = 1 , then from this test alone we cannot draw any conclusion about the
convergence of the series.
Activity 1. Prove Theorem 2.9.
Example 1. Determine if the following series is convergent or divergent.
∞
(−10) n
∑ 4 2n+1 (n + 1)
n =1
(−10) n
Solution: Notice that the n th term a n = ≠ 0 , so we can use the
4 2 n +1 (n + 1)
Generalized Ratio Test to determine the convergence or divergence of the series.
(−10) n +1
Now a n +1 = , hence
4 2 n + 3 (n + 2)
a n +1 (−10) n +1 4 2 n +1 (n + 1)
lim = lim
n →∞ an n →∞ ( −10) n 4 2 n + 3 ( n + 2)
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Applied Mathematics II
− 10(n + 1)
= lim
n→ ∞ 4 2 ( n + 2)
10 n +1
= lim
16 n→∞ n + 2
10
= <1 .
16
So, by Generalized Ratio Test the series is convergent.
∞
1
Example 2. Consider the harmonic series ∑n.
n =1
1 1
For this series a n = and a n +1 = .
n n +1
a n +1 n
Here, = → 1 as n → ∞ . So the Generalized Ratio Test does not tell us
an n +1
anything about the convergence or divergence of this series. But we know that
this series is divergent using other tests.
∞
1
Example 3. Consider the series ∑ n2 .
n =1
1 1
Solution: For this series a n = and a n +1 = .
n 2
(n + 1)2
2
a n
We have n +1 = → 1 as n → ∞ .
an n + 1
Again the Generalized Ratio Test cannot be applied to find out convergence or
divergence of the series. However, we know this series is a convergent p-series.
From the above two examples you can see that a series may converge or diverge
a n +1
when lim =1 .
n →∞ an
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Applied Mathematics II
∞ ∞
∑ an ≤ ∑ an .
n =1 n =1
Summary
Now we have got all of our tests out of the way. It is time to think about
organizing all of them into a general set of guidelines to help us determine the
convergence of a series.
Since more than one test may apply, you should always go through the
guidelines and identify all possible tests that can be used on a given series.
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Applied Mathematics II
Once this has been done you can identify the test that you feel will be the
easiest for you to use.
Set of guidelines.
With a quick glance, does it look like the series terms don’t converge to zero? If
so, use the Divergence Test.
∞ ∞
1
1. Is the series a p-series ( ∑ p
) or a geometric series ( ∑ ar n or ∑ ar n−1 ) ? If
n n =0 n =1
so, use the fact that p-series will only converge if p>1 and a geometric
series will only converge if r < 1 . Remember as well that often some
may work.
∞
7. If a n = f (n) for some positive, decreasing function and ∫ f ( x) dx is easy to
m
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8. Again, remember that these are only a set of guidelines and not a set of
hard and fast rules to use when trying to determine the best test to use
on a series.
Divergence Test
If lim a n ≠ 0 , then
n →∞
∑ an will diverge.
∞ ∞
If ∫ f ( x)dx is divergent so is ∑ an .
m n =m
Comparison Test
∞ ∞
Suppose that we have two series ∑ a n and ∑a
n =m
n with an , bn > 0 for all n and
n =m
i) If ∑ bn is convergent then so is ∑ an .
ii) If ∑ an is divergent then so is ∑ bn .
an
lim =c
n →∞ b
n
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If c is positive (i.e. c > 0 ) and is finite, then either both series converge or both
series diverge.
Then,
i) If L < 1 the series absolutely convergent (and hence convergent).
ii) If L > 1 the series is divergent.
iii) If L = 1 the series may be convergent or divergent.
Then,
if L < 1 the series is absolutely convergent (and hence convergent).
if L > 1 the series is divergent.
if L = 1 the series may diverge or converge.
∞
• Given a series ∑ ak its n th partial sum S n is given by
k =1
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n
S n = ∑ a k = a1 + a 2 + a 3 + L + a n
k =1
∞
The sequence {S n } is called the sequence of partial sums of the series ∑ ak .
k =1
∞
• Consider the sequence of partial sums {S n } of the series ∑ ak .If this
k =1
∞
sequence converges to a number S , then we say that the series ∑ ak
k =1
On the other hand if the sequence of partial sums {S n } diverges, then we say
∞
the series ∑ ak diverges.
k =1
∞
The geometric series ∑ ar n converges if and only if − 1 < r < 1 , and,
n =0
∞
a
∑ ar n = 1 − r for − 1 < r < 1 .
n =0
∞
• If {a n } and {bn } are convergent infinite series such that ∑ an = A and
n =1
∞
∑ bn = B . Then
n =1
∞ ∞ ∞
1. ∑ (a k + bk ) = ∑ a k + ∑ bk = A + B
k =1 k =1 k =1
∞ ∞ ∞
2. ∑ (a k − bk ) = ∑ a k − ∑ bk = A − B
k =1 k =1 k =1
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Applied Mathematics II
∞ ∞
3. ∑ ca k = c∑ a k = cA if c is any real constant.
k =1 k =1
∞
• If ∑ ak converges, then lim a k = 0 .
k →∞
k =1
∞
• If lim a k ≠ 0 (or does not exist), then
k →∞
∑ ak diverges.
k =1
∞
1 1 1 1 1
• The harmonic series ∑ n = 1 + 2 + 3 + 4 + L. For this series lim a n = lim
n →∞ n →∞ n
=0.
n =1
∞
1
But the series ∑n diverges.
n =1
Review Exercises
1. Determine whether or not the series converges, and if so find its sum.
∞
8 4 ∞
n ∞
1
a) ∑ 3 n + (n + 3)(n + 4) b) ∑ c) ∑ n(n + 2)
n =1 n =1 1 + n2 n =1
∞
1
d) ∑ n(n + 1)(n + 2)
n =1
n2
∞
n2 ∞
1 ∞
ln n ∞
1
d) ∑ 3n e) ∑ 2 1 − n
f) ∑ (−1) n g) ∑ (ln n) ln n
n =1 n =1 n n=2 n n =2
3. For each of the following infinite series, decide whether the series converges
or diverges and explain your answer.
∞
n 2n ∞
a) ∑ 2n b) ∑
n =1 n =1 n
5n
∞
7 n+ 2
∞
c) ∑ d) ∑
n =1 n ! n =1 ( n + 1) !
n2
∞ ∞
4
e) ∑ f) ∑ n 2n
n =1 n ! n =1
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Applied Mathematics II
∞
1 ∞ 3 3n
g) ∑ 4n − 2
h) ∑ 5 n − 5 n
n =1 n =1
∞
4. Suppose the terms of the series ∑ an satisfy the difference equation
n =1
(n + 1) a n
a n +1 =
2n
with a1 = 10 . Does this series converge or diverge? Explain. [An equation
which expresses a value of a sequence as a function of the other terms in the
sequence is called a difference equation.]
5. For each of the following infinite series, answer the questions: Does the series
converge absolutely? Does the series converge conditionally? Does the series
converge?
∞
(−1) n n ! ∞
(−3) n
a) ∑ 2n
b) ∑
n =1 n =0 n !
∞
(−1) n π 2 n ∞
3n 2 − 1
c) ∑
( 2 n) !
d) ∑ 4n 2 + 2
n =0 n =1
Unit Assesment:
References:
1. Engineering Mathematics, Satsty,S.S(2001),2nd edition.
2. Howard Anton,(1980), Calculus with Analytic Geometry
3. Larson R.E and Hoster R.P,(1979),Calculus with Analytic geometry
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Applied Mathematics II
4. James Starwart
5. Calculus and analytic geometry ,Sherman K. Stein , Anthony Barcellos,
Fifth Edition.
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Chapter 3
Power Series
Introduction: We have spent quite a bit of time talking about series in Chapter
2 and with only a couple of exceptions we have spent most of that time talking
about how to determine convergence or divergence of a series. In this chapter
will see a special type of series called power series.
Clearly the rational operations of arithmetic are addition, subtraction,
multiplication, and division. Using only these simple operations, we can
evaluate any rational function of x . But other functions, such as ln x , e x , sin x ,
and so on, cannot be evaluated so simply. Of course, these functions are so
important that their values have been computed and the results printed in
mathematical tables. But we may wonder how the tables were computed. The
answer is: from power series.
Lessons 3.1&3.2
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previous chapter. In chapter 2 we have only allowed numbers in the series but
now we are allowing variables to be in the series as well. However, this will not
change how things work. Everything we know about series holds.
The discussion of the convergence of the power series is still a major question
that we will be dealing with. The different thing that we will see is that, the
convergence of a power series will depend upon the value of x that we put into
the series. A power series may converge for some values of x and not for other
values of x.
Objectives: At the end of this lesson the student will be able to;
Explain the differences between a real series and a power series.
Define a power series in x about any constant number c.
Determine radius and interval of convergence of a given power series.
Apply the generalized ratio test to determine the radius of convergence of a
power series.
∞
normally write the series as ∑ an x n . In general the initial index of a power series
n =2
can be any non-negative number. For the sake of uniformity in writing power
series, we will assume that x 0 = 1 for all x , including x = 0 , so that
∞
∑ ak x k = a0 + a1x + a2 x 2 +L .
n=0
For a fixed x, the above series is a series of constants that we can test for
convergence or divergence using the tests discussed so far. A power series may
converge for some values of x and diverge for other values of x.
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Applied Mathematics II
This is referred to as a power series about c. Here we adopt the assumption that
( x − c) 0 = 1 even when x=c.
Definition: i) A power series in x is said to converge at x if the series of real
∞
numbers ∑ an x n converges. Otherwise it is said to diverge at x.
n =0
Solution: We use the ratio test. Since we have been using a n to mean the
u n +1 (n + 1) ! x n +1
lim = lim
n →∞ un n→ ∞ n! x n
= lim (n + 1) x = ∞ .
n→∞
Hence, By Generalized Ratio Test, the series diverges when x ≠ 0 . Thus the
given series converges only when x = 0 . Why?
∞
xn
Example 2. For what values of x does the series ∑ converge?
n =0 n !
xn
Solution: This is a power series in x about 0. Note that if we let u n = . For
n!
n = 0, 1, 2 , K , we have
u n +1 n ! x n +1
lim = lim
n →∞ un n →∞ ( n + 1) ! x n
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Applied Mathematics II
x
= lim =0
n→∞ n +1
Thus, by General Ratio Test the series is absolutely convergent, and hence
convergent, for any value of x. Thus if we define a function, called the
exponential function, by
∞
xn
exp( x) = ∑
n =0 n !
Then this function is defined for all values of x . We shall have much more to
say about this function, which may be thought as the simplest “infinite”
polynomial which is defined for all real numbers.
Notice that the convergence of this function for all x implies, by the nth term
test for divergence that
xn
lim =0
n →∞ n!
for any value of x . We have seen particular cases of this limit in the past, but
this is the first time we have had a simple proof that it is always 0.
∞ ∞
Theorem 3.1: a) If ∑ an s n converges, then ∑ an x n converges absolutely for
n =0 n =0
x<s.
∞ ∞
b) If ∑ an s n diverges, then ∑ an x n diverges for x > s .
n =0 n =0
∞
Proof: To prove (a), let x < s , and rewrite ∑ an x n as follows:
n =0
∞ ∞ n
x
∑ n ∑ an s n s
a x n
=
n=0 n=0
∞
Since ∑ an s n converges by hypothesis, we know that
n =0
lim an s n .
n←∞
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Applied Mathematics II
Consequently there is a positive integer N such that an s n ≤ 1 for all n > N . This
means that
n n
n n x x
an x = an s ≤ for n > N .
s s
x
Because x < s , which means that <1 . We know that the geometric series
s
∞ n
x
∑ s
converges absolutely. By the Generalized comparison test it follows that
n =N
∞ ∞
∑ an x n converges absolutely, and hence ∑ an x n also converges absolutely.
n= N n =0
∞
To prove (b), we assume that ∑ an s n diverges, and we only need to observe that
n =0
∞
if ∑ an x n were to converge, then reversing the roles of s and x in part (a), we
n =0
∞
would find that ∑ an s n would converge after all, which contradicts our
n =0
∞
assumption. Therefore ∑ an x n diverges.
n =0
∞
Theorem 3.2: For a given power series ∑a
n =0
n ( x − c) n there are only three
possibilities:
1. The series converges only when x = c .
2. The series converges for all x .
3. There is a positive number R such that the series converges if
x − c < R and diverges if x − c > R .
Radius of Convergence
∞
For a given power series ∑a n =0
n ( x − c) n there are only three possibilities:
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Applied Mathematics II
You can use the Ratio Test (and sometimes, the Root Test) to determine the
values for which a Power series converges.
Definition: The set of values of x for which the power series converges is called
the interval of convergence of the power series.
Remark: Imagine a circle centered at the origin of radius R . If x is inside this
circle, then the power series will converge; if x is outside the circle, then the
power series will diverge.
• A power series converges absolutely in a symmetric interval about its
expansion point, and diverges out side that symmetric interval. The
distance from the expansion point to an endpoint is called the radius of
convergence.
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Applied Mathematics II
Solution: Take the absolute value and apply the Ratio Test:
n +1
x
n +1
bn +1 n +1 x 3n x
lim = lim 3 n = lim n
⋅ n +1
= lim .
n→∞ bn n→∞ x n→∞ x 3 n →∞ 3
3n
x
The series converges for < 1 , that is, for − 3 < x < 3 . It diverges for x < − 3 and for
3
x > 3.
Next let us test the end points separately.
At x = 3 , the series is
∞
3n ∞
∑ 3n = ∑1 =1+ 1 + 1+ L .
n =0 n =0
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Applied Mathematics II
n =0 n=0
− 3 < x < 3 . (Or the series diverges for x ≥ 3 and converges for x < 3 )
You would reach the same conclusion using the Root Test:
1
1 x n n x
lim bn n = lim n = .
n→∞ n →∞ 3 3
x
The Root Test says that series converges for < 1 , that is, for − 3 < x < 3 , and that
3
it diverges for x < − 3 and for x > 3 . The endpoint check is the same as above.
∞
( x − 2 )n .
Example 5. Determine the interval of convergence for the series ∑ n ⋅ 5n
n =1
Solution: Take the absolute value and apply the Ratio Test:
n +1
x−2
n +1
lim
bn +1
= lim
(n + 1)⋅ 5n +1 = lim n
⋅
5n x − 2
⋅
n→∞ bn n→∞ x−2
n n → ∞ n + 1 5n +1 x−2
n
n ⋅ 5n
1 n 1
= lim x−2= x−2 .
n→ ∞ 5 n + 1 5
1
By the Ratio Test, the series converges (absolutely) for x − 2 < 1 or − 3 < x < 7 .
5
Likewise, the series diverges for x < − 3 or for x > 7 .
∞
1
Check the situation at the endpoints. For x = 7 , the series becomes ∑ n . This is
n =1
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Applied Mathematics II
∞
1
For x = − 3 , the series is ∑ (− 1)n n . This is the alternating harmonic series, and
n =1
Solution: Let u n =
( x − 4 )n . Then
n
u n +1 n ( x − 4) n +1 1
= n
= x − 4 → x − 4 as n → ∞ .
un (n + 1) ( x − 4) 1
1+
n
By Generalized Ratio Test, the given series is converges, when x − 4 < 1 and
so the series converges when 3 < x < 5 and diverges when x < 3 or x > 5 .
∞
1
Test. If we put x = 5 in the series, it becomes ∑n , the harmonic series, which
n =1
is convergent.
Therefore the given power series converges for 3 ≤ x < 4 .
∞
Example 7. Determine the interval of convergence for the series ∑ nn xn .
n =0
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Applied Mathematics II
bn +1 (n + 1)n +1 x n +1 n +1
n
lim = lim n
= lim (n + 1) x ⋅ .
n→∞ bn n→∞ nn x n →∞ n
n
n + 1
We shall compute the last term separately. Let y = . Then
n
n
n + 1 n + 1 1
ln y = ln = n ln = n ln1 + .
n n n
By L’Höpital’s Rule,
1
ln1 +
1 n
lim ln y = lim n ln1 + = lim
n →∞ n →∞ n n→∞ 1
n
1 − 1
1 n2
1 +
n 1
lim = lim =1.
n →∞ 1 n →∞ 1
− 2 1 +
n n
Hence,
lim ln y
n → ∞
lim y = e = e1 = e .
n →∞
Therefore,
n
n + 1
lim (n + 1) x ⋅ =+ ∞.
n →∞ n
This means that the series diverges for all x except x = 0 , the point of
expansion. At x = 0 , the series looks like
∞ ∞
∑ nn 0n = ∑ 0 = 0 ,
n =0 n =0
so it certainly converges.
Activity . Determine the interval of convergence for each of the following series
∞
2 2n x n
a) ∑ n2
.
n =1
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Applied Mathematics II
∞
( x + 3) n .
b) ∑ n +1
n =0
∞
ln n n
c) ∑ x .
n =3 n
Key terms
• Power series
• Radius of convergence of a power series
• Interval of convergence of a power series
Self Test.
1. Find the radius and interval of convergence of the following series
∞
xn ∞
( x − 4) n ∞
(ln n)( x − 3) n ∞
(2 x − 3) n
a) ∑ 2
n =1 n + 1
b) ∑ (−1)n
n =1 (n + 1) 2
c) ∑
n =1 n
d) ∑
n =1 42n
∞
π n ( x − 1) 2 n
e) ∑
n =1 (2n + 1)!
∞
(n + p)!
2. Find the radius of convergence of the power series ∑ n!(n + q)! x
n =1
n
where p and
Lessons 3.3&3.4
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Let’s start off with one that we already know, how to do, although when we first
ran across this series didn’t think of it as a power series nor did we
acknowledge that it represented a function.
Objectives: After a successful accomplishment of this lesson, the student will
be able to:
Find power series expansions for analytic functions.
Use power series expansion of some functions to determine power series
expansion of other functions which have some relation.
Differentiate a given power series and find radius of convergence.
Integrate a power series and find radius of convergence.
1
This series represents the function for − 1 < x < 1 . You can see that this is
x −1
reasonable by dividing 1 by 1 − x , or using the formula for the sum of a
geometric series with common ratio r = x .
1
For example, if x = ,
2
1 1 1
= 2 , while 1 + x + x 2 + x 3 + L = 1 + + + L
1− x 2 4
Results on geometric series show that the two expressions are equal.
On the other hand, if x = − 1 ,
1 1
= , while 1 + x + x 2 + x 3 + L = 1 − 1 + 1 − 1 + 1 − L .
1− x 2
The two expressions are not equal; in fact, the series on the right diverges, by
the Divergence Test.
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whose domain is the set of all x for which the series converges. Notice that f
resembles a polynomial. The only difference is that f has infinitely many
terms.
For instance, if we take a n = 1 for all n , the power series becomes the geometric
series
∞
1
∑ x n =1+ x + x 2 + L + x n + L = 1 − x
n =0
Turning this around we can see that we can represent the function
1
f ( x) = ……………………(*)
1− x
with the power series
ℜ
∑ xn provided that x <1 ………….(**)
n =0
which converges when -1 < x < 1 and diverges when |x| > 1.
This idea of convergence is important here. We will be representing many
functions as power series and it will be important to recognize that the
representations will often only be valid for a range of x’s and that there may be
values of x that we can plug into the function that we can’t plug into the power
series representation.
Let’s extend the relation we get from the above example by undertaking certain
manipulations.
Example 2. Find a power series representation for the following function and
determine it’s interval of convergence.
1
g ( x) =
1+ x 3
Solution: What we want here to do here is to relate this function back to (*).
This is actually easier than it might look. Recall that the x in (*) is simply a
variable and can represent anything. So, a quick rewrite of g (x)
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Applied Mathematics II
1
gives, g ( x) = and so the − x3 in g (x) holds the same place as the x in (*).
1− ( − x3 )
Therefore, all we need to do is replace the x in (*) and we have got a power
series representation for g (x) .
∞
( )
g ( x) = ∑ − x3
n
provided that − x 3 <1 .
n =0
Notice that we replaced the x in the power series given in the previous example
by − x3 .
All we need to do now is a little simplification.
∞
g ( x) = ∑ (− 1)n x3n provided x <1 ⇒ x <1 .
3
n =0
So, in this case the interval of convergence is the same as the original power
series. This usually won’t happen. More often that not the new interval of
convergence will be different from the original interval of convergence.
Example 3. Find a power series representation for the following function and
determine it’s interval of convergence.
2x2
h( x) = .
1+ x3
Solution: This function is similar to the previous function. The difference is the
numerator and at first glance that looks to be an important difference. Since (*)
doesn’t have an x in the numerator it appears that we can’t relate this function
back to that.
However, we have worked the first example this one is actually very simple
since we can use the result of the answer from that example. To see how to do
this let’s first rewrite the function a little.
1
h( x) = 2 x 2
1+ x3
Now, from the first example we have already got a power series for the second
term so let’s use that to write the function as,
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Applied Mathematics II
∞
h( x) = 2 x 2 ∑ (− 1)n x 3n provided that x <1 .
n=0
Notice that the presence of x’s outside the series will not affect its convergence
and so the interval of convergence remains the same.
The last step is to bring the coefficient into the series and we will be done.
When we do this make sure and combine the x’s as well. We typically only want
a single x in a power series,
∞
h( x) = ∑ 2 (−1) n x3n + 2 provided x <1 .
n =0
Example 4. Find a power series representation for the following function and
determine it’s interval of convergence.
x
f ( x) =
5− x
Solution: Again we have got an x in the numerator. So, as with the last example
let’s factor that x out and see what we’ve got left.
1
f ( x) = x
5− x
If we had a power series representation for
1
g ( x) =
5− x
we could get a power series representation for f (x) .
So, let’s find one. To use the same thing as above we want the constant term in
the denominator other than the variable to be 1. Thus, it is easy to get
1 1
g ( x) =
5 1− x
5
Now all we need to do to get a power series representation is to replace the x in
x
(**) with . Doing this gives,
5
n
1 ∞ x x
g ( x) = ∑ provided that <1 .
5 n=0 5 5
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x n +1
∞
=∑ n +1
n=0 5
Now we have and idea on how to find the power series representation for some
functions.
In this section we shall use power series to present a wide variety of functions.
A power series may represent a function f (x) , in the sense that whenever the
series converges,, it converges to f (x) . There are two issues here:
1. Where does the series converge?
2. If the series converges at a point, does it converge to f (x) ?
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y = f (x)
y = a 0 + a1 x
A(0, f (0))
y = a0
x
O
Fig 2.1
small values of x .
We shall concern ourselves with the problem of approximating a given function
y = f (x) …………………………………………...(1)
f n ( x) = a 0 + a1 x + a 2 x 2 + L + a n x n ……………………..(2)
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A. The tangent line. That is, we want this approximating line to pass through A
and to have the same slope there that the given curve has. This means that we
should take
a 0 = f (0) and a1 = f ' (0) .
f n ( n ) ( x) = n ! a n .
of the approximating polynomial y = f n (x) that has the highest degree of contact
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a 0 = f (0) ,
a1 = f ' (0) ,
f ' ' (0)
a2 = ,
2!
M
(n)
f (0)
an = .
n!
x2 x3 xn
f n ( x) = 1 + x + + +L+ .
2 ! 3! n!
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The question now naturally arises as to whether, for a fixed value of x , our
approximating polynomials f n (x) converge to f (x) as n → ∞ . Since f n (x) of
that
∞
f ( x) = ∑ a n ( x − c) n
n =0
for all x in some open interval about c, then we say f is analytic at c. If for some
h>0 the above equality holds for all x in the interval I=(c-h, c+h), then we say f
is analytic on I and we call
∞
∑ a n ( x − c) n
n =0
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∞
Since ∑ an x n is a function, we may ask whether its derivative exists. Perhaps
n =0
∞
Then ∑ n an x n −1 has the same radius of convergence, and
n =1
d ∞ ∞ ∞
d
∑ an x n = ∑ n an x n −1 = ∑
dx n = 0
( )
an x n for x < R .
n =1 n =1 dx
d d ∞ xn
Hence exp ( x) = ∑
dx dx n =0 n !
∞
d xn
=∑
n =0 dx n !
∞
n x n −1
=∑
n =1 n !
∞
x n −1
=∑
n =1 (n − 1)!
∞
xn
=∑
n =0 n !
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∞
The differentiation theorem states that a power series ∑ an x n with a nonzero
n =0
f (0) by f ( 0) (0) .
∞
Theorem 3.4: suppose a power series ∑ an x n has radius of convergence R > 0 .
n =0
Let
∞
f ( x) = ∑ an x n for − R < x < R …………(1)
n =0
Consequently,
∞
f ( n ) ( 0)
f ( x) = ∑ for − R < x < R …………..(3)
n =0 n!
Proof: From the discussion preceding this theorem we know that f has
derivatives of all orders on (− R, R) . By substituting x = 0 into (1) we obtain
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∞
f ' ' ( x) = ∑ n(n − 1) an x n − 2
n =1
f ( n ) ( 0)
an = = bn .
n!
In particular, the above corollary tells us that two polynomials
an x n + an −1 x n −1 + L + a1 x + a0
and bm x m + bm −1 x m −1 + L + b1 x + b0
which are of course power series having all but a finite number of their
coefficients 0, are the same function if and only if
m = n and b j = a j for 1 ≤ j ≤ n
∞
Suppose that R > 0 and that ∑ an x n converges for − R < x < R . Then we know
n =0
∞
that ∑ an x n is differentiable, and hence continuous, on (− R, R) . It is therefore
n =0
∞
possible to integrate the function ∑ an x n over any closed interval in (− R, R) . The
n =0
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next theorem states that we can carry out the integration term by term, just as
we do differentiation.
∞
Theorem 3.5: Let ∑ an x n be a power series with radius of convergence R > 0 .
n =0
∞
a
Then ∑ n +n 1 x n +1 has the same radius of convergence, and
n=0
∞ n an n +1 ∞
x ∞ x
∫ n∑=0 n n∑=0 n + 1
a t dt = x = ∑ ∫ ant n dt for x < R .
n=0 0
0
Proof: It is left as an exercise.
Example 7. We have seen that
∞
1
=1 + x + x 2 + L = ∑ x n for x < 1 .
1− x n=0
and
dx x2 x3 ∞
x n +1 ∞ x n
− ln(1 − x) = ∫ =x+ + +L = ∑ = ∑ + C for x < 1 ……..(2)
1− x 2 3 n = 0 n + 1 n =1 n
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∞
(−1) n 2 n ∞
(−1) n 2 n +1
2. Let f (x) = ∑
n =1 ( 2 n)!
x and g (x) = ∑
n =1 ( 2n + 1)!
x
arctan t
b) Using part (a) , show that lim =1
t →0 t
∞
cn +1 1
4. Show that if the radius of convergence of ∑c x
n =0
n
n
is R , then lim
n →∞ cn
= .
R
∫ sin x dx ∫e ∫ cos
2 x2
a) b) dx c) x dx
ex − 1
6. Find the power series expansion of cosh x and .
x
Lesson 3.5
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Solution: This is actually one of the easier Taylor Series that we’ll be asked to
compute. To find the Taylor Series for a function we will need to determine a
general formula for f ( n ) (a ) . This is one of the few where this is easy right from
the start.
To get a formula for f (n ) (0) all we need to do is recognize that,
f ( n ) ( x) = e x n = 0,1, 2 , 3 ,K
and so,
f ( n ) ( 0) = e 0 = 1 n = 0 ,1, 2 , 3 ,K .
Solution: There are two ways to do this problem. Both are fairly simple, however
one of them requires significantly less work. We will work both solutions since
the longer one has some nice ideas that we’ll see in other examples.
1. As with the first example we’ll need to get a formula for f (n ) (0) .
However, unlike the first one we’ve got a little more work to do. Let’s
first take derivatives and evaluate them at x=0.
f ( 0) ( x ) = e − x f ( 0 ) ( 0) = 1
f (1) ( x) = − e − x f (1) (0) = − 1
f ( 2) ( x ) = e − x f ( 2 ) ( 0) = 1
f ( 3) ( x ) = − e − x f ( 3 ) ( 0) = − 1
M M
f ( n ) ( x) = (−1) n e − x f ( n ) (0) = (−1) for n =1, 2 , 3 ,K
After a couple of computations we are able to get general formulas for
both f ( n ) ( x) and f ( n ) (0) . We often won’t be able to get a general
formula for f ( n ) ( x) so don’t get too excited about getting that formula.
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Also, as we will see it won’t always be easy to get a general formula for
f ( n ) ( a) .
So, in this case we’ve got general formula so we need to do is plug this
into the Taylor Series formula and be done with the problem.
(−1) n x n
∞
e =∑
−x
n=0 n!
2. The previous solution wasn’t too bad and we often have to do things in
that manner. However, in this case there is a much shorter solution
method. In the previous section we used series that we’ve already
found to help us find a new series. Let’s do the same thing with this
one. We already know a Taylor Series for e x about x = 0 and in this
case the only difference is we’ve got a “-x” in the exponent instead of
just an x.
So, all we need to do is replace the x in the Taylor Series that we found
in the first example with “-x”.
e− x = ∑
∞
(− x )n = ∞
(− 1)n x n
n!
∑ n!
n =0 n =0
This is a much shorter method of arriving at the same answer so don’t forget
about using previously computed series where possible.
2
Example 3. Find the Taylor Series for f ( x) = x 4 e−3 x about x = 0 .
Solution: For this example we will take advantage of the fact that we already have
a Taylor Series for e x about x = 0 . In this example, unlike the previous example,
doing this directly would be significantly longer and more difficult.
( −3 x 2 ) n
∞
4 −3 x 2
x e =x ∑ 4
n=0 n!
∞
(−3) n x 2 n
= x4 ∑
n =0 n!
(−3) n x 2 n + 4
∞
=∑
n=0 n!
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To this point we’ve looked at Taylor Series about x=0 (also known as Maclaurin
Series) so let’s take a look at a Taylor Series that isn’t about x=0. Also, we’ll pick
on the exponential function one more time since it makes some of the work
easier. This will be the final Taylor Series for exponentials in this section.
Example 4. Find the Taylor Series for f ( x) = e − x about x = 4 .
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∞
f ( n ) ( 0) n
cos x = ∑ x
n=0 n!
f ' ' ( 0) 2 f ' ' ' ( 0) 3 f ( 4 ) ( 0) 4 f ( 5 ) ( 0) 5
= f ( 0) + f ' ( 0) x + x + x + x + x +L
2! 3! 4! 5!
1 2 1 1
=1 + 0 − x + 0 + x 4 + 0 − x6 +L
2! 4! 6!
So, we only pick up terms with even powers on the x’s. This doesn’t really help
us to get a general formula for the Taylor Series. However, let’s drop the zeros
and “renumber the terms as follows to see what we can get.
1 2 1 4 1 6
cos x = {
1 − x + x − x +L
2! 4! 6!
n=0 123 123 123
n =1 n=2 n =3
By renumbering the terms w can actually reach at the following formula for the
Taylor Series of the given function
∞
(−1) x 2 n
cos x = ∑
n = 0 ( 2n ) !
Activity.
Find the Taylor series of f about the given point a .
1
a) f ( x) = , a = −1 b) f ( x) = ln x; a = 3 c) f ( x) = x , a =1
x
d) f ( x) = ln 3 x; a = 1 e) f ( x) = sin 3 x; a = 0
Key terms
• Taylor series
• Maclaurin series
Self Test.
1. Find the fourth Taylor polynomial of the given function about a.
π
a) f ( x) = x 4 − x + 2; a = −1 b) k ( x) = arctan x; a = c) f ( x) = tan x; a = 1
3
2. Find the Maclurin series of f where
x −1
a) f ( x) = cos 2 4 x b) f ( x) = e x cos x c) f ( x) =
x +1
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− 3x + 2
d) f ( x) = e) f ( x) = sinh 3 x
2 x 2 − 3x + 1
3. Let f ( x) = tan x . Using the fact that f (0) = 0 and f . ( x) = 1 + [ f ( x)]2 , find the
sum of the first six terms in the Taylor series of f about 0.
Lesson 3.6&3.7
As with any series, the partial sums are approximations to the total sum of the
series. In the case of the Taylor series the partial sums are
n
f ( k ) (c )
Tn ( x) = ∑ (x − c )k
k =0 k!
( n)
f ' (c )
= f (c ) + (x − c )+ f ' ' (c) (x − c )2 +L + f (c) (x − c )n
1! 2! n!
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polynomial of f at c.
Example 1. From an example in the previous section we know that the Taylor
series for f ( x) = e x at c = 0 is
x x 2 x3 xn
1+ + + + L + + L
1! 2! 3! n!
So its first three Taylor polynomials at 0 (or Maclaurin polynomials) are
x2 x2 x3
T1 ( x) =1 + x T2 ( x) =1+ x + T3 ( x) =1+ x + +
2! 2! 3!
Example 2. For the function f (x) = cos(x) plot the function as well as
T2 ( x) , T4 ( x) , and T8 ( x) on the same graph for the interval [-4,4].
Solution:
Here is the general formula for the Taylor polynomials for cosine.
n
(−1) k x 2 k
Tn ( x) = ∑
k = 0 ( 2k )!
x2
T2 ( x) =1 −
2
x2 x4
T4 ( x) =1 − +
2 24
x 2 x 4 x6 x8
T8 ( x) =1 − + − +
2 24 720 40320
Here is the graph of these three Taylor polynomials as well as the graph of
cosine.
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Applied Mathematics II
As we can see from this graph as we increase the degree of the Taylor
polynomial it starts to look more and more like the function itself. In fact by the
time we get to T8 ( x) the only difference is right at the ends. The higher the
f ( n +1) ( z )
Where Rn ( x) = ( x − c) n +1 .
(n + 1)!
Note 1: For special case n=0, if we put x=b, c=a, and z=c, we get
f (b) = f (a ) + f ' (c) (b − a ) ,
which is the Mean Value Theorem.
Note 2: We can write the Taylor Formula using Taylor polynomials as
f ( x) = Tn ( x) + Rn ( x)
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Applied Mathematics II
f ( n +1) ( z )
Rn ( x) = ( x − c) n +1
(n + 1)!
is very similar to the terms in the Taylor series except that f ( n +1) is evaluated at
z instead of at c. All we can say about z is that it lies somewhere between x and
c. The expression for Rn (x) in equation (*) is known as Lagrange’s form of the
remainder term.
The error in the approximation f ( x) ≈ Tn ( x) is
f ( x) − Tn ( x) = Rn ( x)
x 2 x3 x 4
ln(1 + x) = x − + − +L .
2 3 4
What is the largest error which might result from using the first three terms of
the series to approximate ln(1 + x), if 0 ≤ x ≤1 ?
Solution: The remainder term is
f ( n +1) (c) n +1
Rn ( x) = x
(n +1)!
where 0 < c < x. Note that since x ≤1 we have 0 < c < 1. We want to estimate the
maximum size of R3 ( x) . (I take absolute values, because I only care about the
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Applied Mathematics II
1 1
How large can 4
be, given that 0 < c < 1? As c goes from 0 to 1,
(1 + c) (1 + c) 4
1
decreases, so it is never larger than it would be if c = 0. In that case, =1 .
(1 + c) 4
Therefore,
1 1
R3 ( x) ≤ ⋅ 1= .
4 4
1
The error is no greater than .
4
ask the question: How good an approximation is it? Or, how large should we
take in order to achieve the desired accuracy
Activity:
1.Use Taylor polynomials to approximate the number with an error less than
0.001
−1
3
π 4
a) 95 b) e c) sin d) 17
5
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Once this assumption has been made, power series expansions for y ' , y ' ' ,K can
be obtained by differentiating equation (1) term by term:
∞
y ' = ∑ ncn x n −1 , …………………………(2)
n =1
∞
y ' ' = ∑ n(n − 1)cn x n − 2 , etc.,…………….(3)
n=2
And this can then be substituted into the given differential equation. After all
the indicated operations have been carried out, and like powers of x have been
collected, we obtain an the expression of the form
∞
k0 + k1 x + k2 x 2 + L = ∑ kn x n = 0 ……………..(4)
n =0
coefficients c0 , c1 , c2 ,K . Since equation (4) must hold for all values of x in some
k0 = 0 , k1 = 0 , k2 = 0 , K
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power series method provide the required solution, we shall solve some
problems that could be solved more easily by other methods.
Example 4. Consider the initial value problem
y ' = y + x2 , y ( 0) = 1
Solution: Inserting equation (1) and (2) into the equation, we have
c1 + 2c2 x + 3c3 x 2 + 4c4 x3 + L = (c0 + c1x + c2 x 2 + c3 x3 + L) + x 2 .
y = (c0 + 2) e x − x 2 − 2 x − 2 .
Thus the solution of the initial value problem is given by the equation
y = 3e x − x 2 − 2 x − 2 .
Example 5. Solve
y '' + y = 0 .
Solution: Using equations (1) and (2) above, we have
(2c 2 )( )
+ 3 ⋅ 2 c3 x + 4 ⋅ 3c4 x 2 + L + c0 + c1x + c2 x 2 + L = 0 .
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c0 c1 c2 c0 c3 c1
c2 = − , c3 = − , c4 = − = , c5 = − = ,K.
2! 3! 4 ⋅ 3 4! 5 ⋅ 4 5!
Substituting these values into the power series (1) for y yields
c0 2 c1 3 c0 4 c1 5
y = c0 + c1x − x − x + x + x +L .
2! 3! 4! 5!
Splitting this series into two parts, we have
x2 x4 x3 x 5
y = c0 1− + − L + c1 x − + −L
2! 4! 3! 5!
This is the familiar general solution;
y = c0 cos x + c1 sin x .
We observe that the power series method produces two arbitrary solutions c0 ,c1
which therefore yields the general solution of the given differential equation.
Activity 3.
Find a non zero series solution of the following differential equations.
dy d2y d2y dy
a) − 5y = 0 b) x 2 − 6 y = 0; y (1) = 5 c) x 2 + x − 49 y = 0
dx dx 2 dx 2
dx
Key terms
• Taylor formula
• Using Taylor series in solving ordinary differential equations
Self Test.
x
a) T4 ( x) at x=a
b) R4 ( x) at x=a
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3. Find the general series solution of the equation y '' − 3xy ' − 3 y = 0
d2y dy 2
4. Find the particular series solution of x 2
− x + y = 0 that satisfies the
dx dx
initial conditions y (0) = 0 and y ' (0) = −7 .
Summary
• A power series in ( x − c) is a series of the form
∞
∑ an ( x − c)n = a0 + a1 ( x − c) + a2 ( x − c)2 +L
n=0
∞
• For a given power series ∑ an ( x − c) there are only three possibilities:
n=0
converge or diverge.
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Applied Mathematics II
a. The set of values of x for which the power series converges is called the
interval of convergence of the power series
∞
b. Let ∑ an x n be a power series with radius of convergence R > 0 . Then
n=0
∞
∑ n an x n −1 has the same radius of convergence, and
n =1
d ∞ ∞ ∞
d
∑ an x n = ∑ n an x n −1 = ∑
dx n = 0
(
dx
)
an x n for x < R .
n =1 n =1
∞
• Let ∑ an x n be a power series with radius of convergence R > 0 . Then
n=0
∞
a
∑ n +n 1 x n +1 has the same radius of convergence, and
n=0
∞ n an n +1 ∞
x ∞ x
∫ n∑=0 n n∑=0 n + 1
a t dt = x = ∑ ∫ ant n dt for x < R .
n=0 0
0
• Let f be a function with derivatives of all orders throughout some interval
containing c as an interior point. Then the Taylor Series generated by f at
x = c is
∞
f ( n ) (c ) f ' ' (c) f ( n ) (c )
∑ n!
( x − c ) = f (c ) + f ' (c ) ( x − c ) +
n
2!
(x − c ) + L +
2
n!
( x − c )n + L .
n =0
approximations to the total sum of the series. In the case of the Taylor
series the partial sums are
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Applied Mathematics II
n
f ( k ) (c )
Tn ( x) = ∑ (x − c )k
k =0 k!
( n)
f ' (c )
= f (c ) + (x − c )+ f ' ' (c) (x − c )2 +L + f (c) (x − c )n
1! 2! n!
f ( n +1) ( z )
where Rn ( x) = ( x − c) n +1 .
(n + 1)!
Review exercise:
1. Find the limit of the following sequence.
n
e n (2n − 1)π
a) lim 1 + b) lim ( n 2 + n − n 2 − n ) c) lim sin
n →∞
n n →∞ n →∞
2
n
13 23 n3
d) lim 4 + 4 + ..... + 4
n →∞ n n n
2. Suppose the number of bacteria in a culture is growing exponentially,
with a doubling time of 10 hours. Suppose also there are initially 100
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Applied Mathematics II
1+ 5
n ≥ 1 . Then show that lim bn = .
n →∞ 2
nn
4. a) Show that n is decreasing sequence.
n!e
n − 2
b) Show that is increasing sequence.
n + 2
n
∞
1 ∞
(ln n) 4 ∞
2n + 1 ∞
nn
a) ∑
n =1 ( n + n n )
b) ∑
n =1 n
c) ∑ 2
n =1 3n + n
d) ∑
n =1 n!
∞
(2n)! ∞
6n ∞
3n n!
e) ∑ n f) ∑ 2 2
g) ∑
n =1 2 n! n =1 n (ln n ) n =1 ( 2n)!
(n + 1)(n + 2)
=1
∞
x
10. Show that (1 − x)∑ nx n = for x < 1
n =1 1− x
11. Find the interval and radius of convergence of the following series.
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∞
(ln n) 2 n ∞
3n 3n ∞
(n!) 2 n ∞
n2n
a) ∑ (−1)n
n =1 n2
x b) ∑
n =1 5
2n
x c) ∑(
n =1 (2n)!
x d) ∑
n =1 ( 2n)!
∞
( x − 1) n ∞
n 2 ( x + 2) n ∞
(1 − x) 2 n
e) ∑
n =1 n n
g) ∑
n =1 (n + 1)!
h) ∑
n =1 4n n
1 − cos 3 x 1 − cos 3 x
12. Find a power series for 2
and use it to evaluate lim
x x →0 x2
π
10 Find the third Taylor polynomial of secx about
6
11 Let f ( x) = x 6 − 3x 4 + 2 x − 1
a) Find the fifth Taylor polynomial of f about 0.
b) Find the fourth Taylor polynomial of f about -1.
c) Find the Taylor series of f about -1.
∞
2
12 Suppose ∑a
n =1
n is a series such that the nth partial sum sn = 2 −
n
for each
positive integer n.
100
a) Find ∑a
n =1
n
∞ ∞
14 Prove that if the power series ∑ an x n and
n =1
∑b x
n =1
n
n
have the same sum on
Unit Assessment:
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Applied Mathematics II
Reference:
1. Howard Anton,(1980), Calculus with Analytic Geometry
2. James Starwart, third edition, Calculus with analytic geometry.
3. Larson R.E and Hoster R.P,(1979), Calculus with Analytic geometry
4. Satsty S.S, (2001), second edition, Engineering Mathematics.
5. Sherman K. Stein and Anthony Barcellos, Fifth Edition.Calculus
and analytic geometry.
140