Infinite Series
Infinite Series
2. INFINITE SERIES
2.0 INTRODUCTION
The sum of infinitely many numbers may be finite. This statement which seems paradox at
first plays a central role in Mathematics and has a variety of important applications in
science and Engineering but many functions arising in applications are difficult to deal with.
One consequence of the early and dramatic success that scientists enjoyed when using
calculus to explain natural phenomena was that there suddenly seemed to be no limits, on
how infinite processes might be exploited. There was still considerable mystery about
“infinite sums” and “division by infinitely small quantities” in the years after Newton and
Leibniz, but even mathematicians normally insistent on rigorous proof were inclined to
throw caution to the wind while things were working. The result was a century of
exceptional progress in understanding the physical universe. Many mathematicians used
infinite series to derive previously inaccessible results. For example Laplace used infinite
series to prove the stability of the solar system.
In this unit we shall define infinite series, study how to determine the convergence or
divergence of an infinite series, state and prove some of the convergence tests. Estimate the
value of convergent infinite series.
Objectives:
At the end of this unit the student will be able to:
• define infinite series
• calculate partial sum
• identify convergent and divergent infinite series
• list tests that help to identify convergences or divergence of series.
• state generalized convergence test
• estimate the sum of a convergent series using integral test.
• estimate the sum of a convergent alternating series.
• apply different tests to determine convergence or divergence.
• identify the difference between infinite series and infinite sequences.
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
Given any sequence {an }∞n = k , we can form a new sequence {sn }∞n = k as follows:
S1 = a1
S2 = a1 + a2
S3 = a + a2 + a3
.
.
.
Sn = a1 + a2 + a3 + ⋯ + an
Then s1 ,s 2, s3, ⋯ ,s n are called the partial sums and Sn is called the nth partial sums. This new
∞
∑ an = a1 + a2 + a3 + ... + an + ... is called an infinite series (simply series) and the real
n =1
∞
Notation: We shall use the notation ∑ an for the infinite series ∑a
n =1
n when there is no
possibility of confusion.
∞ ∞
Example 2.1 Let {an }n =1 = {n}n =1 be given. Then find the sequence of partial sum.
S1 = a1 = 1
S2 = a1 + a2 = 1 + 2 = 3
S3 = a1 + a2 + a3 = 1 + 2 + 3 = 6
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
S4 = a1 + a2 + a3 + a4 = 1 + 2 + 3 + 4 = 10
⋮
n ( n + 1)
Sn = 1 + 2 + 3 + 4 + ⋯ + n =
2
∞
∞ n ( n + 1)
Therefore, the sequence {S n } of partial sum is given by { }
S n n =1 =
2 n =1
{( −1)n}
∞ ∞
Example 2.2 Let {an }n =1 = be given. Then find the sequence of partial sum.
n =1
S1 = a1 = −1
S2 = a2 = −1 + 1 = 0
S3 = a1 + a2 + a3 = −1 + 1 − 1 = −1
S4 = a1 + a2 + a3 = −1 + 1 − 1 + 1 = 0
⋮
−1 if n is odd
Sn =
0 if n is even
∞
∞
( −1)n − 1
Hence, the sequence sn of partial sum is given by {sn }n =1 =
2
n =1
Remark: If Sn and Sn-1 are given the nth term a n = Sn – Sn-1.
Activity 2:1
∞
n −1
1. If the nth partial sum of a series ∑a
n =1
n is sn =
n +1
.
∞
Then find a. an b. ∑a
n =1
n
∞ ∞
n
2. If the nth partial sum of a series ∑ a n is sn = 3 −
n =1 2n
,then find ∑a
n =1
n
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
in this case the number s = lim s n is called the sum of the series. We can
n→∞
∞
write s = ∑ an = a1 + a2 + a3 + ⋯ + an + ⋯
n =1
ii) The series is said to be divergent if and only if lim sn is not a real number
n→∞
A ( n + 1) + Bn = 1
A+ B =0
Solving we find that A = 1 and B = −1 so
1 1 1
= −
n ( n + 1) n n +1
1
S1 = 1 −
2
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
1 1 1
S2 = 1 − + −
2 2 3
1 1 1 1 1
S3 = 1 − + − − =1−
2 2 3 4 4
⋮
1 1 1 1 1 1 1 1 1 n
Sn = 1 − + − + − + +⋯ + − =1− =
2 2 3 3 4 4 n n +1 n +1 n +1
∞
∞ n
Hence, the sequence of partial sum is given by { }
S n n =1 =
n + 1n =1
Evaluating limit of partial sum we get
n 1
lim S n = lim = lim 1 =1
n →∞ n →∞ n + 1 n →∞
1+
n
∞ 1
It follows that lim S n = 1 . Thus the given series ∑ is convergent.
n →∞ n =1 n ( n + 1)
ii) The sum of convergent series is the limit of the partial sum
n
lim S n = lim =1
n →∞ n →∞ ( n + 1)
∞ 1
Therefore, S= ∑ =1
n =1 n ( n + 1)
S3 = 1 + 2 + 4 = 7
⋮
sn = 1 + 2 + 22 + 23 + ⋯ + 2n −1
Then multiplying both side by 2 we get
2 3 4 n
2 S n = 2 + 2 + 2 + 2 + ... + 2
n
Sn = 2 S n − S n = 2 − 1
{ }
∞ ∞
Thus the sequence of partial sum Sn is given by {S n }n =1 = 2 − 1
n
n =1
and
(
lim S n = lim 2n − 1 = ∞
n →∞ n →∞
)
∞
Therefore the given series is ∑ 2n −1 is divergent.
n =1
b)
k 2 − k −1 k 2 k +1
= − =
k2
−
( k + 1) = k − ( k + 1)
k! k! k! k ( k − 1)! k! ( k − 1)! k !
The corresponding sequence of partial sum has the pattern
2
S1 = 1 − = −1
1!
2 2 3
S2 = 1 − + −
1. 1! 2!
2 2 3 3 4
S3 = 1 − + − + −
1! 3! 2! 2! 3!
⋮
Sk = 1 −
2
+
3
+
3
−
4
+
4
−
5
+ ... +
k
−
( k + 1)
1! 2! 2! 3! 3! 4! ( k − 1)! k!
Sk = 1 −
( k + 1)
k!
{ }
∞
∞ k +1
Thus the sequence of partial sum is given by S k
k =1
= 1− { }
k ! k =1
.
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
and
S = lim S k = lim 1 −
( k + 1) = 1
k →∞ k →∞
k!
∞ k2 - k - 1
consequently the series ∑ is convergent.
k=1 k!
1
Definition 2.3 The series ∑n is called a telescoping series.
( n + 1)
Example 2.5 Find the sum of the series
3 5 7 9
+ 2 + 2 + 2 +⋯
1 1 + 2 1 + 2 + 3 1 + 2 + 32 + 42
2 2 2 2 2
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
1 A B
= +
( 2n − 1)( 2n + 1) 2n − 1 2n + 1
2 An + A + 2 Bn − B = 1
2 A + 2 B = 0
,
A − B = 1
Solving A = ½ and B = -1/2
Therefore ,
1 1 1 1
= −
( 2n − 1)( 2n + 1) 2 2n − 1 2n + 1
1 1
S1 = 1 −
2 3
1 1 11 1
S2 = 1 − + −
2 3 23 5
1 1 11 1 11 1
S3 = 1 − + − + −
2 3 23 5 25 7
⋮
1 1 11 1 11 1 1 1 1
sn = 1 − + − + − + ⋯ + −
2 3 23 5 25 7 2 2n − 1 2 n + 1
1 1
= 1 −
2 2n + 1
∞
∞ ∞ n
The sequence of partial sum { }sn n =1 is given by { }
S n n =1 =
2n + 1n =1
b) Since sum of convergent series is the limit of the partial sum
n 1
s = lim S n = lim =
n →∞ n →∞ 2 n + 1 2
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞ 1
The series ∑ is convergent and its sum S= ½
n =1 ( 2 n − 1)( 2n + 1)
1
∞ ln 1 +
Example 2.7 Given the series ∑ k
k = 2 ln k
ln ( k +1)
( )
a. Find the sequence of partial sum
b. Find its sum
1 1 k +1
ln 1 + ln 1 + ln
Solution: a. Let ak =
k
= k
= k
ln k ( ) (
ln k +1
)
ln ( k + 1) ln k ln ( k + 1) ln k
ln ( k + 1) − ln k ln ( k + 1) ln k 1 1
ak = = − = −
ln ( k + 1) ln k ln ( k + 1) ln k h ( k + 1) ln k ln k ln ( k + 1)
1 1
= −
ln 2 ln ( k + 1)
∞
∞ 1
The sequence of partial sum is given by S k = −
1
{ }
k =1 ln 2 ln ( k + 1)
k =1
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
1 1 1
b. sum S = lim S k = lim − =
k →∞ k →∞ ln 2 ln ( k + 1) ln 2
1
ln 1 +
∞ k 1
Thus we find that the sum of the series ∑ =
(
k = 2 ln k ln ( k + 1) )
ln 2
Exercise 2.1
∞ 4 ∞ 1
b) ∑ d) ∑
n = 0 16 n 2 − 8n − 3 n =1 n ( n + 1)( n + 2 )
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
You are already familiar with the concept of geometric series from your high school
Mathematics. To recall what you have been learnt try the following activity.
Do you recall the definition of geometric series? When do we say that a geometric series is
convergent?
Activity 2:2
1. Suppose that you were to save one cent on September 1, two cents on September 2,
four cents on September 3, and so on, doubling the number each day. How much
would you save by the end of September?
2. A ball has bounce coefficient r < 1. If, when it is dropped from height h , bounce
back to a height of rh . Suppose such a ball is dropped from the initial height h and
subsequently bounces infinitely many times. Then Prove that the total up and
down distance it travels in all its bouncing is
1+ r
D =h
1− r
∞
Definition 2.4 The series ∑ ar n −1 = a1 + ar + ar 2 + ... + ar n −1 + ...
n =1
∞
Theorem 2.1: The geometric series ∑ ar n −1 where a ≠ 0 is
n =1
∞ a
n −1
convergent if r < 1 and its sum is ∑ ar =
n =1 1− r
divergent if r ≥ 1 .
rS n = ar + ar 2 + ar 3 + ... + ar n
Multiplying both sides by r and subtracting we get
sn − rsn = a − ar n
sn (1 − r ) = a − ar n
a − ar n
Sn = ,r ≠1
1− r
a ar n
Sn = −
1− r 1− rn
To see convergence or divergence of the sequence of partial sums, we evaluate the following
limits by considering different cases on r.
a ar n
lim S n = lim − , r ≠ 1
n →∞ n →∞ 1 − r 1 − r
a a
= − lim r n
1 − r 1 − r n →∞
The convergence or divergence of geometric series depends on the value of r.
n a
Case -1: If r < 1, then lim r = 0 . It follows that lim sn =
n →∞ n →∞ 1− r
∞ n −1 ∞ n −1 a
Thus the series ∑ ar is convergent and ∑ ar =
n =1 n =1 1− r
∞
n −1
a. for r > 1, we have lim r = ∞ and Implies the series ∑ ar
n
is divergent..
n →∞ n =1
n
b. for r<-1, then lim r = −∞ and lim sn = −∞
x →∞ n →∞
∞
n −1
Hence, the geometric series ∑ ar diverges.
n =1
Form a and b we can conclude that the geometric series ∑ ar n −1 is divergent if r > 1 .
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
0 if n is even
b. If r = -1, then Sn =
− a if n is odd
Thus lim Sn does not exist. Hence,
n →∞
∑ ar n −1 is divergent for r = 1 or - 1.
Solution:
∞ k +2 3 4 5 k +2
3 3 3 3 3
a. ∑ = + + + ... + + ...
k =1 5 5 5 5 5
3
3 3
is a geometric series with common ratio r = and a1 = .
5 5
∞ 3 k +2
3
Since r = < 1 , the series ∑ is convergent and its sum equal to
5 k =1 5
3 3
3 3
∞ 3 k + 2
5 5 27
∑ 5 = 3 = 2 = 50
k =1 1−
5 5
∞ n
5 5 52 53 5n
b) ∑ 4 = 4 ⋅ + 4 ⋅ 2 + 4 ⋅ 3 + ⋯ + 4 ⋅ n + ⋯
n =1 2 2 2 2 2
5 52 53 5n −1
= 10 1 + + + +⋯ + + ⋯
2 22 23 2n −1
∞ n −1
5
= ∑ 10 2
n =1
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
5 5
is a geometric series with a = 10, and common ratio r = . Since r = > 1 , the series
2 2
∞ n
5
∑ 4 2 is divergent.
n =1
∞ ∞ n −1
6 1 1
c. ∑ n −1
= ∑ 6 is a geometric series with a = 6 and common ratio r =
n =1 4 n =1 4 4
1
The given series is convergent since r = <1.
4
a
Example 2.9 Write the following decimal in the form of where a and b are relatively
b
prime.
a. 0.3ɺ = 0 ⋅ 3333333⋯
b. 2.3 45 =2.34545….
Solution: a) 0.3ɺ = 0.33333⋯
= 0 ⋅ 3 + 0 ⋅ 03 + 0 ⋅ 003 + 0 ⋅ 0003 + ⋯
1 1 1 1
= 3 + + + + ⋯
10 100 1000 10000
∞
1
= ∑ 3 n
n =1 10
1
is a geometric series with common ratio r = and a = 3 .
10
1 3 1 3 10 1
0.3ɺ = 0.3 = × = × =
1 10 9 10 9 3
1−
10 10
ɺ= 1
Therefore, 0.3
3
b) 2.345 = 2.3454545...
=2.3 + 0.045 +0.00045+ ⋯
= 2.3 + 0.045 + 0.00045 + 0.0000045 + ⋯
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
1 1 1
= 2.3 + 45 + + + ⋯
1000 100000 1000000
∞ n
1
= 2.3 + ∑ 45
n =1 100
1
Then it is a geometric series with common ratio r = and a=45.
100
1
23
2.345 = + 45 1000
10 1
1−
100
129
=
55
Example2.10 A young rabbit gives the tortoise a 100m head start. If a young rabbit runs at
1
5m/s and the tortoise at m/s how far the tortoise has traveled by the time a young rabbit
2
catches him?
Young rabbit
Let d1 be the distance tortoise traveled while a young rabbit was running the 100m to the
tortoise’s starting point.
100m 1
d1 = m / s = 10m .
5m / s 2
Let d 2 be the distance tortoise traveled while a young rabbit was running the distance d1 .
10m 1
d2 = m / s = 1m .
5m / s 2
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
d 1 d
In general, for each n, d n = n −1 = n −1 .
5 2 10
The total distance traveled by the tortoise is
∞
1
d = ∑ d n = 10 + 1 + +⋯
n =1 10
1
Which is a geometric series with a = 10, r = . This converges to
10
10 100
d= = m
1 9
1−
10
Example 2.11 Find the sum of infinite series
2 3
1 1 1
1 + 2 1 − + 3 1 − + 4 1 − + ⋯
n n n
1
Solution: Let x = 1 − such that x < 1 and s be the sum of the infinite series
n
s = 1 + 2 x + 3 x 2 + 4 x3 +⋯
xs = x + 2 x 2 + 3 x 3 + 4 x 4 +⋯
(1 − x ) s = 1 + x + x 2 + x3 +⋯
This is a geometric series with common ration r = x < 1 . By theorem 2.1 the given series
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞ ∞
Theorem 2.2: If ∑ an and ∑ bn are convergent infinite series with sums s and t
n =1 n =1
respectively and α ∈ ℝ \ {0} , then
∞ ∞ ∞
i. ∑( )
an + bn = ∑ an + ∑ bn converges to s + t
n =1 n =1 n =1
∞
ii. ∑ α an Converges to αs
n =1
∞ ∞
Proof: i. Let {sn } and {tn } be the sequence of partial sum for ∑ an and ∑ bn
n =1 n =1
∞ ∞
respectively. From hypothesis we are given that ∑ an = s and ∑ bn = t also from
n =1 n =1
sequence of partial sum we know that lim sn = s and lim tn = t . Further more {sn + tn } is the
n →∞ n →∞
∞
sequence of partial sum for the infinite series ∑ an + b
n =1
( n ) and
∞ ∞ ∞
Thus the series ∑( )
an + bn = ∑ an + ∑ bn converges to s + t .
n =1 n =1 n =1
∞
ii. Let {α sn } be the sequence of partial sum for the infinite series ∑ α an . Then
n =1
∞
lim α sn = α lim sn = α s . Hence
n →∞ n →∞
∑ α an converges to α s .
n =1
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
∞ ∞
Theorem 2.3 Let ∑ an be convergent series and ∑ bn be divergent series
n =1 n =1
If α ∈ ℝ \ {0} is any constant, then
∞
i. ∑ ( an + bn ) is divergent series.
n =1
∞
ii. ∑ α bn is divergent series.
n =1
∞
Proof: i. Suppose that the infinite series ∑ ( an + bn ) is convergent.
n =1
Let bn = (an + bn ) − an . Then
∞ ∞ ∞
∑ b = ∑ (a
n =1
n
n =1
n + bn ) − ∑ an .
n =1
∞ ∞
By hypothesis the series ∑ an is convergent series and assume that ∑ ( an + bn ) is
n =1 n =1
∞
convergent. It follows that the infinite series ∑ bn is convergent. But this contradicts the
n =1
∞
hypothesis. Thus ∑ ( an + bn ) is divergent series.
n =1
∞ ∞
ii. Let {sn } be a sequence of partial sums for the infinite series ∑ bn . Since ∑ bn is
n =1 n =1
∞
divergent series lim sn does not exists. Now assume that
n →∞
∑ α bn is convergent series. Then
n =1
1 1
lim α sn exists. But sn = (α sn ) , α ≠ 0 . Therefore, lim sn = lim (α sn ) = nlim sn exists.
n →∞ α n →∞ n →∞ α →∞
∞
Contradiction! Hence, ∑ α bn is divergent.
n =1
Note1. Changing the index of an infinite series does not affect it’s convergent or
divergence. But the sum in the case of convergent will be affected
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞ ∞
2. If ∑ an and ∑ bn are two series differing in their first few terms, then either
n =1 n =1
∞
1
Theorem 2.4: The harmonic series ∑n
n =1
is divergent.
1 1 1
sn = 1 + + +⋯ +
2 3 n
1 1 1 1 1 1
s2 n = 1 + + + ⋯ + + + +⋯
2 3
n n +1 n + 2 2n
sn
Subtracting we get
1 1 1 1 1 1 1 1
s2 n − sn ≥ + +⋯ ≥ + + +⋯ + =
n +1 n + 2 2 n 2n 2 n 2 n 2n 2
Implies
1
s2 n ≥ sn + ∀n > 1.
2
In particular
1 3 1
s22 ≥ s2 + ≥ + =2
2 2 2
1 1 5
s23 ≥ s4 + ≥ 2 + =
2 2 2
1 5 1
s24 ≥ s8 + ≥ + = 3
2 2 2
⋮
p+2
s2 p ≥ ∀p > 1
2
Hence, the sequence {sn } of partial sums can not have an upper bound and hence
∞
1
{sn } is divergent sequence. Consequently the series ∑ is divergent.
n n =1
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
S n = a1 + a2 + a3 + ⋯ + an
S n −1 = a1 + a2 + a3 + ⋯ + an −1
Taking difference we find
S n − S n −1 = an
∞
From convergence of ∑a
n =1
n it follows that
lim S n = s
n →∞
Remark: The converse of the above theorem is not necessarily true that means
lim an = 0 does not implies ∑ an converges.
n →∞
∞ 1
Example 2.12 a) Consider the Harmonic series ∑n
n =1
1 ∞ 1
lim an = lim
n →∞ n →∞ n
= 0 . But ∑n is divergent
n =1
∞ 1 1 1 1 3 1
b) ∑ n −1
= 1 + + + ... =
3 9
= convergent and lim an = lim n −1 = 0
1 2 n →∞ n →∞ 3
n =1 3 1−
3
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
From this example we observe fact that lim an = 0 does not indicate any thing about the
n →∞
∞
convergence or divergence of ∑ an .
n =1
∞ n n +1
c. ∑ ( −1)
n =1 2n + 3
n
Here an =
( −1) n + 1
. and lim | an |= lim
n +1 1
= ≠0 .
2n + 3 n →∞ n →∞ 2 n + 3 2
∞ n +1
∑ ( −1)
th n
By the n term test for divergence is divergent.
n =1 2n + 3
Remark ∑ ( an ± bn ) converges does not implies ∑ an and ∑ bn converges.
∞ ∞ ∞
1 1 1 1
Example 5.14 ∑ and ∑ n + 1 are divergent but ∑ n − n + 1 converges to 1
n =1 n n =1 n =1
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
Exercise 2.2
1. Prove that the following series are divergent
∞ n 2 + 2n ∞ ∞
1
∑ ( −1)
n
a) ∑ 2 b) ∑ n sin n c)
n =1 n + 5 n =1 n =1
2. The figure below show the first five terms of a sequence of squares. The outer most square
has an area of K m2. Each of the other squares is obtained by joining the mid points of the
sides of the squares before it. Find the sum of the areas of all the squares.
a
3. Show that the formula , when applied to the series 2 + 4 + 8 + 16 +⋯ , gives a negative
1− r
answer. Explain this seeming contradiction.
∑a b
n =1
n n diverges.
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞
6. Give an example of a series ∑a
n =1
n such that the series
∞
( a1 + a2 ) + ( a3 + a4 ) + ( a5 + a6 ) + ⋯ + ( an + an+1 ) + ⋯ = ∑ bn
n =1
∞
where bn = a2 n−1 + a2 n converges but ∑a
n =1
n diverges.
element of natural number. If an > 0 for all n element of natural number, then ∑a n is called
That is the sequence of partial sums {sn } is strictly increasing. If the nonnegative term series
∞ ∞
∞
that sn ≤ K ∀n ∈ ℕ. Further more if the nonnegative term series ∑a
n =1
n converges and has
sum s , then sn ≤ s ∀n ∈ ℕ or
k ∞
∑ a <∑ a
n =1
n
n =1
n ∀n ∈ ℕ.
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
Proof: Consider the interval [1, n] and let P= {1, 2, 3, .n} be partition of [1, n]
= f ( 2 ) + f ( 3) + ... + f ( n )
n n
= ∑ f ( i ) = ∑ ai = Sn − a1
i =2 i=2
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∴ S n − a1 ≤ ∫1 f ( x ) dx ≤ Sn ∀n = 1, 2,3...
n
(1)
Implies
∞
( s − a1 ) ≤ ∫1 f ( x ) dx ≤ s
∞ ∞
That is ∫1 f ( x ) dx is bounded. Thus, the improper integral ∫1 f ( x ) dx is convergent
∞
Conversely suppose ∫1 f ( x )dx converges say to L . Then form (1)
∞
Sn − a1 ≤ ∫1 f ( x ) dx ≤ ∫1 f ( x ) dx = L
n
0 < Sn ≤ L + a ∀n = 1, 2....
∞
The sequence { Sn } is convergent (it is increasing and bounded). Thus the series ∑ an
n =1
∞ ∞
converges. Hence we can deduce that ∑ an converges if and only if ∫1 f ( x )dx converges
n =1
∞ 1 ∞ ∞ 1 ∞ arc tan n
a) ∑ b) ∑ ne− n c) ∑ d)∑ 2
n =1 n n =1 n = 2 n ln n n =1 1 + n
Solution
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
1 ∞ 1
a) an = . The sequences {an }n =1 is nonnegativefor all n. Let f ( x ) = , ∀x ∈ [1, ∞ )
n x
. Then f ( n ) = an , for all n = 1, 2,....
−1
Trivially f is continuous on [1,∞ ) , f ' ( x ) = 2 < 0 ∀x ≥ 1 it follows that f is
x
decreasing ∀x ∈ [1, ∞ ) , hence by the integral test
∞ 1 ∞
∑ n = ∑ f ( n ) converges iff ∫1∞ f ( x )dx converges . But
n =1 n =1
∞ n1
∫1 f ( x )dx = nlim ∫
→∞ 1 x
dx = lim
n →∞
[ ln x ]n
1
= lim ln n = ∞ . This shows that the series
x →∞
∞ 1
∑
n =1 n
diverges
∞
b) an = ne − n .The sequences {an }n =1 is nonnegativefor all n.
i) f is continuous on [1,∞ )
ii) ( )
f ' ( x ) = xe− x ' = e − x − xe− x = e− x (1 − x) ≤ 0 ∀x ≥ 1
∞ ∞ ∞
∑ ne− n = ∑ f ( n ) converges if and only if ∫1 f ( x )dx converges. But the improper
n =1 n =1
∞
∫1 f ( x )dx = tlim
t
integral ∫1
xe− x dx .Applying integration by parts we find that
→∞
−x
∫ xe dx = − xe− x + ∫ e− x dx = − xe− x − e− x + c
( )
t −x −x −x t
∫1 xe dx = − xe − e + c = −te − e + e + e
−t −t −1 −1
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞ 2
∫1 xe− x dx = lim te − t − e − t +
t →∞ e
t 1 2
= lim −t , t +
t →∞ e e e
t 1 2
= lim −t − lim t +
t →∞ e t →∞ e e
∞ 2
∫1 xe− x dx = <∞
e
∞
Thus the series ∑ ne− n is convergent by the integral test.
n =1
∞ 2
Can we conclude that ∑ ne− n = e ? Why?
n =1
1 ∞
c) an = . The sequences {an }n = 2 is nonnegativefor all n .
n ln n
1
Let f ( x ) = ∀x ∈ [ 2, ∞ ] Then f ( n ) = an , n = 2,3, 4....
x ln x
i) f is continuous on [ 2, ∞ )
− (1 + ln x )
ii ) f '( x) = < 0 ∀x ≥ 2 implies f is decreasing on [2, ∞ ).
( x ln x )2
All the hypothesis of the integral tests is satisfied, and then the
∞ 1
series ∑ converges iff ∫2∞ f ( x ) converges. Now we can evaluate the improper
n = 2 n ln n
integral by using integration by parts.
∞ 1 1
f ( x )dx = lim ∫2
t
∫2 dx . Let u = ln x, du = dx . Substituting we obtain,
t →∞ x ln x x
du = lim ( ln | u | |ln
ln 2 ) = lim ( ln(ln t ) − ln(ln 2) ) = ∞
∞ 1
∫2 f ( x ) dx = tlim
ln t t
→∞
∫ln 2 u t →∞ t →∞
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
∞ 1
∑
n = 2 n ln n
arc tan n ∞
d) an = . The sequences { an }n =1
is nonnegativefor all n .
1 + n2
arc tan x
Let f ( x ) = ∀x ∈ [1, ∞ ) , then f ( n ) = an , n = 1, 2...
1 + x2
i) f is continuous on [1, ∞ )
1 − 2 x arc tan x
ii ) f '( x) = ≤ 0∀x ∈ [1, ∞ ) .
(
1+ x
2 2
)
Implies f is decreasing on [1, ∞ ) . Then
1
Now we apply integration by parts as follows. Let u = arc tan x, du = dx .
1 + x2
Substituting we get
arc tan t
∞ arc tan x arc tan t u2
∫1 dx = lim ∫π u du = lim
1 + x2 t →∞
4
t →∞ 2
π
4
2
π
2
arc tan t 4
= lim −
t →∞ 2 2
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
2 2
π π
π2 π2 3 2
= 2
− 4
= − = π
2 2 8 32 32
∞ arc tan x 3π 2
∫ 2
dx = < ∞.
1
1+ x 32
∞ arc tan n
Implies the improper integral is convergent. Then the given series ∑ 2
is
n =1 1 + n
convergent by integral test.
arc tan n 3π 2 ∞
Is it possible to say the sum of the series ∑ 2
= ?
n =1 1 + n 32
∞
Let the positive term series ∑a
n =1
n be converges by the integral test. We wish to approximate
its sum by adding sufficiently many of its initial terms. The difference between the sum s and
the n th partial sum sn is the remainder
Rn = s − sn = an +1 + an + 2 + an +3 + … (1)
This remainder is the error made when the actual sum s is estimated by using in its place the
partial sum sn .
satisfy the hypothesis of the integral test, and suppose in addition that both
converge. Then
∞ ∞
∫
n +1
f ( x)dx ≤ Rn ≤ ∫ f ( x)dx
n
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
k +1 k
∫k
f ( x)dx ≤ ak ≤ ∫
k −1
f ( x)dx
above because,
∞ k +1 ∞ ∞ ∞
∑∫ ∑∫
k
f ( x)dx = ∫ f ( x)dx and f ( x)dx = ∫ f ( x)dx .
k n +1 k −1 n
k = n +1 k = n +1
∞ ∞
∫ n +1
f ( x)dx ≤ s − sn ≤ ∫ f ( x)dx
n
Or
∞ ∞
sn + ∫
n +1
f ( x)dx ≤ s ≤ sn + ∫ f ( x)dx
n
( 2)
n +1
If the n th partial sum sn is known and the difference ∫n
f ( x)dx between the two integrals
∞
1
Example2.16 Show that the series ∑ n(ln n)
n=2
2
a) Converges b) Find how many terms you would need to add to find its sum accurate to
0.01.
∞
. The sequences {an }n = 2 is nonnegativefor all n ∈ ℕ.
1
Solution: Here an = 2
n(ln n)
1
Let f ( x) = for all x ≥ 2 . Then f (n) = an , n = 2, 3, 4, …
x(ln x) 2
i) f is continuous on [2, ∞)
−(2 + ln x)
ii) f ′( x) = ≤ 0 for all x ≥ 2.
x 2 (ln x)3
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞
1
Thus f is decreasing on[2, ∞) . By integral test ∑ n(ln n)
n=2
2
Converges if and only if
∞
∫2
f ( x)dx converges. But
∞ t 1
∫2
f ( x)dx = lim ∫
t →∞ 2 x(ln x) 2
dx
∞ 1
Implies the improper integral ∫
2 x(ln x)2
dx is convergent. Thus by integral test
∞
1
∑ n(ln n)
n=2
2
converges.
b) To approximate the sum s , we need to choose n sufficiently large so that Rn < 0.01 i.e.
∞ 1 ln t 1 1
Rn ≤ ∫ 2
dx = lim ∫ 2
du =
n x(ln x) t →∞ ln n u ln n
Implies
1
Rn ≤ ≤ 0.01
ln n
Otherwise
ln n ≥ 100
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
1
Theorem2.9 Let p ∈ ℝ be fixed. Then ∑ Converges if p > 1 and
np
1
∑ diverges if 0<p ≤ 1.
np
1
Proof: Assume p > 0 and p ≠ 1 . Let f ( x ) = , ∀x ∈ [1, ∞ ) .Then
xp
i ) f Continuous on [1,∞ ) ii) f ( x ) > 0 ∀x ∈ [1, ∞ ) and
−p
iii) f ' ( x ) = p +1 < 0 ∀x ∈ [1, ∞ )
x
∞ ∞ 1
Hence by the integral test the series ∑ f ( n ) = ∑ p
n =1 n =1 n
∞
converges if and only if the improper integral ∫1 f ( x ) dx converges.
k
∞ 1 1 1 1− p
( x )dx
k
But ∫1 f = lim ∫ d x = lim x 1 − p = lim k − 1
k→∞ 1 xp k → ∞ 1 − p 1 k → ∞ 1 − p
1 ∞
the improper integral diverges. Hence, p ∑
diverges for 0 < p < 1 .
n =1 k
1− p 1
b) If p > 1 , then 1 − p < 0 and so lim k = lim p −1 = 0
k →∞ k →∞ k
( )
∞
1 1− p 1
Therefore lim
k →∞ 1 − p
k −1 =
p −1
. Implies the improper integral ∫ f ( x)dx
1
converges.
∞ 1
Hence by the integral test the series, ∑ p
converges for p>1
n =1 n
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
1 ∞
Examples 2.17 a) The series 2 ∑
is convergent p-series with p =2>1
k =1 k
∞ 1 2
b) ∑ 2 is divergent by p-series test since p = < 1.
k =1 3
k 3
∞ 1 1
c) ∑ is divergent by p-series test since p = < 1.
2
k =1 k
Example 2.18 Give an example of two positive sequence {an } and {bn } such that
∞ ∞ ∞
∑
n =1
anbn < ∞ but both ∑ an and
n =1
∑b
n =1
n are divergent.
Solution: Take
1 1 if n is even
if n is even
an = n 4 and bn = 1
1 if n is odd n 4 if n is odd
∞ ∞
Both the series ∑ an and
n =1
∑b
n =1
n are divergent as lim an ≠ 0 and lim bn ≠ 0 by the n th term
n →∞ n →∞
1 1
divergence test. On the other hand anbn = 4
= 2 for all n ≥ 1 and
n n
∞ ∞
1
∑
n =1
anbn = ∑
n =1 n
2
converges.
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
Exercise 2.3
1. Test the convergence of the following series
∞ 1 ∞ ln n ∞ 1
a) ∑ c) ∑ e) ∑
n =3 n ln [ 2n ]
2
k =1 k + 1 n =1 n
∞ 1 ∞ n
b) ∑ d)∑
k =1 k ln ( k + 1)
2
n =1 e n
∞
1 1
b) Prove that ∑ P − converges. Find its sum.
pn +1
n =1 n
∞
1
3. For what values of p does the series ∑ n(ln n)
n=2
p
converges, and for what values of
76
AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞ ∞
a) If ∑b
n =1
n converges, then ∑a
n =1
n converges.
∞ ∞
b) If ∑ an diverges, then
n =1
∑bn =1
n diverges.
n n
Proof: a) Let sn = ∑ ak and tn = ∑ bk be the sequence of partial sums of the series
k =1 k =1
∑a n
and ∑b n respectively.
Then {sn } and {tn } are increasing sequences since an ≥ 0 and bn ≥ 0 ∀n ∈ ℕ . Further more,
∞
0 ≤ sn ≤ tn since 0 ≤ an ≤ bn ∀n ∈ ℕ. Suppose that ∑b
n =1
n converges. Then
n
lim tn = lim ∑ bk exists. The sequence {tn } is increasing and bounded. It follows that the
n →∞ n →∞
k =1
sequences {sn } is also bounded and increasing. Hence, {sn } is convergent since every
∞
increasing and bounded sequence is convergent. Thus, the series ∑a
n =1
n converges.
∞
b) Suppose ∑a
n =1
n diverges. But from hypothesis 0 ≤ an ≤ bn ∀n ∈ ℕ. , then the sequences of
lim sn ≤ lim tn
n →∞ n →∞
This implies
∞
∞ ≤ lim tn Since
n →∞
∑a
n =1
n diverges.
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
∞
Therefore, lim tn = ∞ . This show that the sequence of partial sums of the series
n →∞
∑b
n =1
n is not
∞
bounded. Hence, the series ∑b
n =1
n diverges.
∞
1
Example2.19 Prove that ∑ k ! is convergent.
k =1
∞
1
Proof: ∑ k ! is a series of nonnegative terms. We need to show that the sequence of partial
k =1
n 1 ∞ 1
∑ k −1
≤ ∑ k −1
=2
On the other hand
k =1 2 k =1 2
k ! ≥ 2k −1 ∀k = 1.2.3....
1 1 n 1 ∞ 1 ∞ 1
Taking reciprocal we get ≤ k −1 . It follows sn = ∑ ≤ ∑ k −1 ≤ ∑ k −1 = 2
k! 2 k =1 k ! k =1 2 n =1 2
1
Hence, ∑ n! is convergent by comparison test
Example 2.20 Test the convergence of
∞ 1 ∞ k2
a) ∑ 3
c) ∑ 3
k =1 2k +1 k =1 k + 5k
∞ 1 ∞ 1
b) ∑ d) ∑
k =1 ( 3k + 1) k = 2 ln k
Solution:
a) k 3 < 2k 3 + 1 ∀k ∈ ℕ . Taking reciprocal we get
1 1
< 3
2k + 1 k
3
Implies
78
AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞ ∞
1 1
∑ 2k
k =1
3
+1
<∑
k =1 k
3
1
But the series ∑
convergent p – series with p = 3>1.
k3
∞ 1
Therefore, by comparison test the series ∑ 3
is convergent
k =1 2 k + 1
b) For each k element of natural number, 3k + 1 < 3(k + 1) . Then
1 1
0< < ∀k ∈ ℕ
3 ( k + 1) 3k + 1
It follows that
1 ∞ 1 ∞
1
∑ < ∑
3 k =1 k + 1 k =1 3k + 1
∞
1
Since ∑ k + 1 is divergent series by integral test, it follows that by the comparison test the
k =1
∞
1
given series ∑ 3k + 1 divergent.
k =1
1 1
d) ln k < k ∀k ∈ ℕ and < , ∀k = 2, 3, 4,⋯
k ln k
∞
1 ∞ 1
∑
k =2 k
<∑
k = 2 ln k
∞ ∞
1 1
Since ∑ is divergent, by comparison test ∑ is also divergent.
k =2 k k = 2 ln k
∞ ∞
Remarks: 1. If l ∈ ℝ , then ∑ an converges if and only if
n =1
∑ la
n =1
n converges.
∞ ∞
2. ∑a
n =1
n Converges if and only if ∑a
n=m
n converges.
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
∞ ∞
an
ii) If lim
n →∞ b
= 0 and ∑ bn converges, then
n =1
∑a
n =1
n converges.
n
∞ ∞
an
iii) If lim
n →∞ b
= ∞ and ∑b
n =1
n diverges, then ∑a
n =1
n diverges
n
n4 + 1 − n −1 =4
( n4 + 1 − n4 − 1 )( n4 + 1 + n4 − 1 )
n4 + 1 + n4 − 1
80
AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
=
(
n4 + 1 − n4 − 1 ) =
2
=
2
n4 + 1 + n4 − 1 n4 + 1 + n4 − 1 1 1
n2 1 + 4 + 1 − 4
n n
1 1
For n → ∞, an be having like 2 . Choosing bn = 2 and compute
n n
= lim ⋅ n2
an 2
lim
n →∞ bn n →∞ 1 1
n2 1+ 4 + 1− 4
n n
2
= lim
n →∞ 1 1
1+ 4 + 1− 4
n n
2
= =1
1+1
an
Thus, lim = 1 , 0 < 1 < ∞ . There for by limit comparison test, the series
n →∞ bn
∞ ∞
∑ an and ∑ bn converges or diverges together.
n =1 n =1
∞ 1 ∞
But the series ∑ 2 is convergent by p – series test. Hence, ∑ an is convergent
n =1 n n =1
1 1 1
c) an = sin . is nonnegative term for each n. Take bn = 2 then we have
n n n
1 1 1
sin sin
a n 2 n = 1 by L’Hopital’s rule which is finite non-zero
lim n = lim = lim
n →∞ bn n →∞ 1 n →∞ 1
n2 n
∞ ∞
1 1 1
number. Since ∑ 2 is convergent p-series, then the series ∑n sin is convergent
n =1 n n =1 n
by limit comparison test.
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
1 + n ln n n ln n ln n 1 ln n
d) Let an = . For n large, an behaves like 2 = . But < for n ≥ 3 . So
n +5
2
n n n n
1 ∞ ∞
1 a n + n 2 ln
let bn =
n
. Since ∑ bn = ∑
n=2 n=2 n
diverges and lim n = lim 2
n →∞ b n →∞ n + 5
= ∞ , the series
n
∞ 1 + n ln n
∑ diverges by limit comparison test
n=2 n2 + 5
e and f are left as exercise.
∞
1
Example 2.22 Determine the convergence or divergence of the series ∑ .
n =1 1 + 2 + 3 + ⋯ + n
2 2 2
test. Furthermore,
an 6n 3
lim = lim 3 =3> 0.
n →∞ b n →∞ 2 n + 3n 2 + n
n
∞
1
Hence by limit comparison test the series ∑ 1+ 2
n =1
2
+ 32 + ⋯ + n 2
converges.
∞ ∞
Theorem 2.12: Let ∑ an be a series of positive term and ∑ an be convergent.
n =1 n =1
∞
Then the series ∑ an2 is convergent.
n =1
∞
Proof: Given that ∑ an is convergent, then by divergent test lim an = 0
n →∞
n =1
By definition, for every ∈> 0 there is n ≥ N so that if n ≥ N , than | an − 0 |<∈
Let 0 <∈< 1 and consider | an − 0 | .Applying property of absolute value and simplifying we
get
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞ 1 1 1
Example2.23. Let ∑n be given where an =
n
and an2 = 2
n =1 n
∞ ∞
Here the series ∑ an is divergent but ∑ an2 is convergent
n =1 n =1
∞
For a given series ∑ an , success using either comparison test to determine whether
n =1
∞ ∞
83
AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
∞
Theorem2.13: Let ∑ an be a series of positive terms such that
n =1
a
lim n +1 = ℓ ( possibly ℓ = ∞ ) . Then the following hold
n →∞ an
a
Proof: i) Suppose that lim n +1 = ℓ < 1 . Given ε > 0 there exists a number N > 0 such that
n →∞ an
an +1
− L < ε for all n ≥ N . That is
an
a
If n ≥ N , then l − ε < n +1 < l + ε . Now choose ε > 0 such that l + ε < 1 . Let r = l + ε , then
an
an +1
< r < 1 for all n ≥ N .
an
Thus,
a N +1
< r implies aN +1 < raN
aN
aN + 2
< r so a N + 2 < ra N +1 < r 2 aN
aN +1
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
aN +3
< r implies aN +3 < ra N + 2 < r 3a N
aN + 2
⋮
∞
This shows that for n ≥ N we can dominate ∑ an by a N (1 + r + r 2 + r 3 + ⋯) that is
n =1
∞ ∞
∑
n = N +1
an < ∑ r n a N
n =1
∞
Since ∑r a
n =1
n
N is a geometric series with common ratio r < 1 , it is convergent.
∞
Therefore, by comparison test ∑ an is convergent.
n =1
a a
ii) Suppose lim n +1 = ℓ > 1 . Then there exists N > 0 such that n +1 > 1 for all n ≥ N .
n →∞ an an
In particular,
aN < a N +1 < aN + 2 < ⋯
∞
The terms of the series do not approach 0, so ∑ an diverges by the n th term test.
n =1
∞ ∞
1 1
iii) Suppose l = 1 . The series ∑
n =1 n
is divergent and ∑n
n =1
2
is convergent. But in both cases
an +1
lim = 1.
n →∞ an
Therefore, the test fails to indicate the convergence or divergence.
What you will do if the ratio test fails to indicate convergence or divergence for a given
series?
Example 2.24 Test the convergence for the following series
∞ n! ∞
(3n)!+ 4n +1
a) ∑ b) ∑
n =1 (3n + 1)!
n
n =1 n
∞ ∞
4n n ! n ! 1 ⋅ 3 ⋅ 5 ⋅⋯ (2n − 1)
c) ∑ d) ∑
n =1 (2 n)! n =1 4 n 2n n !
Solution: Let an = n ,
n!
an +1 =
( n + 1) , then compute
n ( n + 1)n +1
85
AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
an +1
=
( n + 1)! n n
. =
( n + 1) .n! n n n n 1
n
n +1
. = = 1 − .
an ( n + 1) n ! ( n + 1) ( n + 1)
n
n ! n + 1 n +1
x
1
Let f ( x) = 1 − for all x ≥ 1 , then f (n) = an for all n ≥ 1 and
x +1
x
1 ∞
lim f ( x) = lim 1 − has indeterminate form of type 1 . Taking natural logarithm to
x →∞ x →∞
x +1
both side we obtain,
x
1 1
lim ln f ( x) = lim ln 1 − = lim x ln 1 − still has indeterminate form of type ∞ ⋅ 0
x →∞ x →∞
x + 1 x →∞ x +1
1
ln 1 -
lim lnf ( x ) = lim x +1 0
has indeterminate form of type . Now applying
x →∞ x →∞ 1 0
x
L’Hopital’s Rule I we find that
d 1
ln 1 −
dx x + 1 x
lim ln f ( x ) = lim = − lim = −1
x →∞ x →∞ d x →∞ x + 1
dx
From continuity of logarithmic function we have
(
lim f ( x ) = −1 .
ln
x →∞ )
−1 1
Therefore, lim f ( x ) = e = . From this we can conclude that
x →∞ e
an +1 1
l = lim = <1
n →∞ an e
∞ n!
Hence, by Ratio test ∑ n
converges.
n =1 n
b) The sums of two series converge, if both of the sums converge. Hence the series
∞
(3n)!+ 4n +1 ∞
(3n)! ∞
4n +1
∑n =1 (3n + 1)!
will be convergent if ∑
n =1 (3n + 1)!
+∑
n =1 (3n + 1)!
convergent otherwise
∞
(3n)! 1 1 1 1
divergent. Since = and < , the series ∑ diverges by the p-
(3n + 1)! 3n + 1 6n 3n + 1 n =1 6 n
∞
(3n)! ∞
4n +1
series test. Thus we conclude that ∑
n =1 (3n + 1)!
diverges. On the other hand, ∑
n =1 (3n + 1)!
converges by ratio test, since
86
AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
an +1 4n + 2 (3n + 1)! 4
lim = lim n +1
= lim = 0 <1.
n →∞ a n →∞ (3n + 2)! 4 n →∞ 3n + 2
n
∞
(3n)!+ 4n +1
This establishes that ∑
n =1 (3n + 1)!
diverges.
1 ⋅ 3 ⋅ 5 ⋅⋯ (2n − 1) 1 ⋅ 3 ⋅ 5 ⋅⋯ (2n + 1)
d) Let an = , an +1 = n +1 n +1
n n
4 2 n! 4 2 (n + 1)!
Evaluating the limit yields,
a 1 ⋅ 3 ⋅ 5 ⋅⋯ (2n + 1) 4 n ⋅ 2n ⋅ n !
lim n +1 = lim n +1 n +1 ⋅
n →∞ a
n
n →∞ 4 ⋅ 2 ⋅ (n + 1)! 1 ⋅ 3 ⋅ 5 ⋅⋯ (2n − 1)
2n + 1
= lim
n →∞ 4 ⋅ 2( n + 1)
1
= <1
4
∞
1 ⋅ 3 ⋅ 5 ⋅⋯ (2n − 1)
By ratio test ∑n =1 4 n 2n n !
is convergent.
From the above examples we observe that the ratio test is especially useful when applied to a
∞
series ∑a
n =1
n in which the terms an involve powers or factorials. Also the Ratio works well
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
(possibly l = ∞ )
i ) if 0 ≤ ℓ < 1, then ∑ an is convergent
ii ) if ℓ > 1, then ∑ an is divergent
iii ) if ℓ = 1 , the Root test fails to indicate convergence or divergence of a series.
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
−n
n + 1 n + 1 n
b) an = − 1 and its nth root will be
n n
n
−
n + 1 n + 1 n n
n 1
n an = − 1 .
n n
=
n + 1 n + 1 n
−1
n
Now taking limit we obtain
lim
n →∞
( )
an = lim
n
n →∞ n + 1
.
1
1
n
=
1
e −1
<1
lim 1 + − 1
n →∞ n
−n
∞ n + 1 n + 1 n
Since lim n an
n →∞
( ) =
1
e −1
< 1 , by root test ∑
n =1 n n
− 1 is convergent.
1
n n
6n n a =
6n n 6n
c) Here an = and n =
2 n − 1 2n − 1 2n − 1
6n
lim n an = lim = 3 >1
n →∞ n →∞ 2n − 1
∞ n
6n
Therefore, by Ratio Test ∑ is divergent.
n =1 2n − 1
Remarks: The Ratio Test is frequently easier to apply than the Root Test, since it is usually
easier to compute ratio than nth roots. However, the Root Test has wider scope. Whenever the
Ratio Test shows convergence, the Root Test does too; whenever the Root Test is
inconclusive, the Ratio test is too.
Example2.26 Consider the series
1 1 1 1 1 1
+ + + + + +⋯
2 3 22 32 23 33
Does this series converge?
1 1 1
Solution: Here, a2 n −1 = n , a2 n = n and a2 n +1 = n +1
2 3 2
n
a 2n +1 2
lim 2 n = lim n = 2 lim = 0
n →∞ a
2 n +1
n →∞ 3
n →∞ 3
and
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AU DEPARTMENT OF MATHEMATICS, May 2008
UNIT TWO INFINITE SERIES
n
a2 n−1 3n 3
lim = lim n = lim = ∞
n →∞ a
2n
n →∞ 2
n →∞ 2
an
Thus, lim does not exist as we have different results for n even and odd.
n →∞
an +1
Therefore, the Ratio Test fails to indicate convergence or divergence of the given series.
On the other hand
1
1
1 2n 1
lim(a2 n ) 2n
= lim n = <1
n →∞
n →∞ 3 3
and
1
1 2 n +1
1
1
lim ( a2 n +1 ) = lim n +1
2 n +1 = < 1.
n →∞
n →∞ 2
2
Thus, lim n an < 1 whether n is odd or even.
n →∞
∞
1 1 1 1 1 1
Therefore, by the Root Test, ∑a
n =1
n = + + + + + + ⋯ is convergent.
2 3 2 2 32 23 33
Exercise2.3
1. Test the convergence of the following series
∞ ∞ ∞ 2n
1 2k 2n
a) ∑ b) ∑ 3 e) ∑
n=2 ( ln n )n k =1 k n =1 n + 1
3n − 2
∞ n ∞ ∞
n k
c) ∑ d)∑ k
f )∑ n
n =1 10 k =1 3 n =1 n
n
2n , n odd ∞
2. Let an = . Does ∑ an convergences?
1 , n even n =1
2 n
is divergent.
4. Test whether the following series are convergent or not.
∞ ∞
(n !)n 1 ⋅ 3 ⋅ 5 ⋅⋯ (2n − 1)
a) ∑ n 2 b) ∑
n =1 [2 ⋅ 4 ⋅ 6 ⋅ ⋯ (2n )](4 + 3)
n
n =1 ( n )
∞
5an
c) ∑n =1
an , where a1 = 3 and an +1 =
2n + 1
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Unit Two: Infinite Series
5
n 2 , if n is even a ∞
5) Let an = . Verify that lim n +1 does not exist, but the series
→∞
∑a n
2 , if n is odd an
n
n =1
n 2
converges.
n =1
an > 0 ∀n ∈ ℕ having an alternating negative and positive signs is called an alternating
series. Now we have the following result.
n =1
if i) each an is positive ii) an ≥ an +1 for all n ≥ N , for some integer N and
∞ ∞
n +1
iii) lim an = 0 , then both the series ∑ ( −1) ∑ ( −1)
n
an and an converge.
x →∞ n =1 n =1
∞
a) ∑
( −1)n +1 b) ∑
∞ ( −1)n +1 ∞
c) ∑
( −1)n n d) ∑
(−1)n −1 ln n
∞
n =1 n n =1 n! n =1 n2 + 1 n=2 n
1 1
Solution: a) Here an = , and an +1 = . Then
n n +1
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UNIT TWO INFINITE SERIES
1 1
ii) > ∀n ∈ N implies an > an +1
n n +1
1
iii) lim an = lim =0.
n →∞ n →∞ n
∞ ( −1)n +1
Therefore, by alternate series test ∑ n
is convergent.
n =1
1 1
b) an = , an +1 = and
n! ( n + 1)!
i) an is positive for each n
1 1
ii) an ≥ an +1 ∀n ∈ N since >
n! ( n + 1)!
1
iii) lim an = lim =0
n →∞ n →∞ n!
∞ ( −1)n +1
Hence, ∑ n!
is convergent by alternating series test.
n =1
n x
c) an = 2 . Let f ( x ) = 2 for x ≥ 1 , then f (n) = an for all n ≥ 1 .
n +1 x +1
i) an is positive for each n
x2 + 1 − 2 x2 1 − x2
ii) f ' ( x ) = = ≤ 0∀x ≥ 1 which implies that f is decreasing on
( x + 1) ( x + 1)
2 2 2 2
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Unit Two: Infinite Series
1
x( ) − ln x
ln x 1 − ln x
ii) Let f ( x) = , then f ′( x) = x 2 = . For x > 0, f ′( x) < 0 .
x x x2
Thus f ( x), and hence {an } is decreasing. Finally,
1
ln n
iii) lim an = lim = lim n = 0 by L’Hopital’s Rule.
n →∞ n →∞ n n →∞ 1
n −1
(−1) ln n
Therefore, ∑ converges.
n
Remark: All the tests studied previously can’t be applied to test the convergence of
alternating series except the nth term test.
∞
(−1) n n n
Example 2.28 The series ∑
n =1 n + 1
is an alternating series with lim an = lim
n →∞ n →∞ n + 1
= 1 ≠ 0 and
the alternating series tests fail to indicate convergence. But by the nth term test the given
series diverges.
∞
Closely examining the alternating behavior of the series ∑ (−1)
n =1
n +1
an we can determine a
bound for the difference between the n th partial sum and the sum of the series. The bound
for this difference is also a bound for the truncation error that occurs if Sn is used to
∞
approximate the actual sum S = ∑ (−1) n+1 an . Since the difference between the limit of the
n =1
series and the n th partial sum does not exceed an +1 , sn may be used to approximate s to
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UNIT TWO INFINITE SERIES
∞ 1
n +1
Example 2.29 Find an approximation of ∑ ( −1) with an error less than 0.005.
n =1 n3
Solution: The partial sums sn will approximate the sum of the series with an error less than
0.005 that is,
1 1
sn − s < an+1 = < 0.005 =
(n + 1) 3
200
π2 ∞
(−1) n +1
Example2.30 Approximate the sum of the series =∑
12 n =1 n2
with an error less than 0.01. Use the corresponding partial sum and error estimate to verify
that 3.113 < π < 3.15
Solution: The partial sums sn will approximate the sum of the series with an error less than
1
an +1 = < 0.01
(n + 1) 2
(n + 1) 2 > 100
n>9
If n = 10 , then the desired approximation is s ≈ s10 or
∞
(−1) n +1 1 1 1 1 1 1 1 1 1
∑
n =1 n 2
≈ s10 = 1 − + − + − + − + −
4 9 16 25 36 49 64 81 100
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
implies
s − sn < 0.01
Solving the inequality we get
s10 − 0.01 < s < s10 + 0.01
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UNIT TWO INFINITE SERIES
Exercise 2.4
1. Approximate ∑
∞ ( −1)n with an error less than 10-2
n =1 n!
∞ cos nπ
2. Approximate the sum ∑ n
with an error less than 10-3
n =1
(−1) n +1
∞
3. For what value of n is sn , the n th
partial sum, will approximate s = ∑ within
n =1 3n + 5
0.005?
4. a) The series
1 1 1 1 1 1 1 1
− + − + − +⋯ + n − n +⋯
3 2 9 4 27 8 3 2
fails to satisfy one of the conditions of the Alternating Series Test.
Which one?
b) Find the sum of the series in a).
5. Determine whether the following series converges or diverge.
∞
n3 ∞
sin(nπ / 2) ∞
n2
a) ∑ (−1)
n =1
n
n3 + en
b) ∑ (−1)
n =1
n
(n3 + n)1/ 2
c) ∑ (−1)
n =1
n
πn
∞
n+2 en ∞
1 nπ
d) ∑ (−1)
n =1
2n
n + 3n + 1
2
e) ∑ (−1) n −1
nπ n
f) ∑n
n =1
2
cos
2
∞
(3n)! ∞
1 nπ ∞
e− n
g) ∑ (−1)n
n =1 (n !)3
h) ∑
n =1 n
sin
2
∑ (−1)n
n =1 1 + e− n
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∑a
n =1
n = a1 + a2 + a3 + ⋯.
∞ ( −1)n +1
converges. Consequently ∑ converges absolutely.
n =1 n4
n +1
∞ ( −1) ∞ 1 ∞ e
b) ∑ =∑ = ∑ is a convergent geometric series
n =1 en −1 n =1 e
n −1
n =1 e
n
∞ ( −1)n +1
Hence, ∑ converges absolutely
n =1 en −1
∞
sin n + cos n ∞
sin n + cos n
c) ∑ = ∑ . But cos n + sin n ≤ cos n + sin n ≤ 1 + 1 = 2 and
n =1 n5 n =1 n5
∞
sin n + cos n ∞
sin n + cos n ∞
sin n + cos n ∞
2
∑n =1 n 5
= ∑n =1 n 5
≤ ∑
n =1 n 5
≤ ∑
n =1 n
5
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UNIT TWO INFINITE SERIES
∞
2 ∞
sin n + cos n
Since ∑n
n =1
5
a convergent p-series with p = 5, ∑
n =1 n5
converges by the
∞
sin n + cos n
Comparison Test. Thus ∑ converges absolutely.
n =1 n5
∞ ∞
If ∑ ak converges, then ∑ ak converges.
k =1 k =1
Proof: Exercise
∞ cos n
Example2.32 Show that ∑ 4
is convergent
k =1 n + 3n + 2
Solution: This is neither a positive term series nor an alternating series but does contain both
positive and negative terms. However,
cos n ∞ ∞
cos n 1 1 cos n 1
= ≤
n + 3n + 2 n + 3n + 2 n + 3n + 2 n
4 4 4
< 4
and ∑
n =1 n + 3n + 2
4
< ∑
n =1 n
4
.
∞
1
But ∑ 4 is a convergent p-series with p = 4>1. It follows from comparison test that
n =1 n
∞
cos n
∑
n =1 n + 3n + 2
4
converges.
∞ cos n
Therefore, ∑ 4
is absolutely convergent and hence convergent by the above
k =1 n + 3n + 2
theorem.
∞ ∞
Remark: The convergence of ∑ an does not necessarily imply that
n =1
∑a
n =1
n absolutely
convergent.
∞
(−1) n +1 ∞
(−1) n +1 ∞
1
Example2.33 ∑
n =1 n
is a convergent alternating series, but ∑
n =1 n
= ∑ is
n =1 n
divergent.
(−1) n +1
∞
Therefore, ∑ is not absolutely convergent
n =1 n
∞ ∞
Note: If ∑ an is divergent, then we cannot say any thing about ∑ an .
n =1 n =1
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Unit Two: Infinite Series
divergent.
Example 2.34 Determine whether the following series converges conditionally, converges
absolutely, or diverges.
∞ ∞
(−1) n (−1) n
a) ∑
n =1 ln( n + 1)
b) ∑
n =1 n
1 1
Solution: a) Let an = , then f ( x) = for x ≥ 1 and
ln(n + 1) ln( x + 1)
1
f ( n ) = an = n ≥ 1.
ln(n + 1)
i) an is positive for each n.
−1
ii) f ′( x) = < 0 for all x in [1, ∞) . Thus {an } is decreasing sequence for
( x + 1)(ln( x + 1))2
each n and
1
iii) lim an = lim =0
n →∞ n →∞ ln( n + 1)
∞
(−1) n
Hence, ∑
n =1 ln( n + 1)
converges by alternating series test.
∞
(−1) n ∞
1
On the other hand ∑
n =1
=∑
ln(n + 1) n=1 ln(n + 1)
and ln(n + 1) < n + 1 for each n ≥ 1 . As a result
∞ ∞
1 1
∑ n + 1 < ∑ ln(n + 1)
n =1 n =1
∞
1
But ∑ n + 1 divergent by p-series since p=1.
n =1
Implies
∞
1
∑ ln(n + 1)
n =1
∞
(−1) n
diverges by the comparison test . Thus ∑
n =1 ln( n + 1)
converges conditionally.
1
b) The series is alternating series with decreasing to 0 so it converges. But
n
∞
(−1) n ∞
1 1
∑
n =1 n
=∑
n =1 n
diverges (p-series with p= ).
2
∞
(−1) n
Hence, ∑
n =1 n
converges conditionally.
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UNIT TWO INFINITE SERIES
In this section we observed that the concept of convergence of an infinite series can be split
∞ ∞
Theorem2.18: If ∑ an
n =1
and ∑b
n =1
n converges absolutely and c is a constant, then
∞ ∞
∑
n =1
(an + bn ) and ∑
n =1
can are absolutely convergent.
into two separate sub concepts: absolute convergence and conditional convergence. Also
every series behave in exactly either, diverge, converge absolutely, or converge
conditionally.
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Unit Two: Infinite Series
∞
Theorem2.19: Let ∑a
n =1
n be a series.
∞
a) Generalized Comparison Test: If an ≤ bn for n ≥ 1 , and if ∑b
n =1
n converges,
∞
then ∑a
n =1
n converges (absolutely)
∞
an
b) Generalized Limit Comparison Test. If lim
n →∞ bn
= l, l ∈ ℝ + and if ∑b
n =1
n
∞
converges, then ∑a
n =1
n converges (absolutely).
∞
c) Generalized Ratio Test: Suppose ∑a
n =1
n is a series of nonzero terms and
an +1
lim = l , where l represents either a nonnegative real number or infinity.
n →∞ an
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UNIT TWO INFINITE SERIES
an +1 n+4 1
lim = lim = < 1.
n →∞ an n →∞ 3n + 3 3
∞
(−1) n (n + 3)!
Therefore, by Generalized Ratio Test ∑ converges absolutely.
n =1 3!n !3n
(−1) n n (−1) n n n
n
b) an = and n an = n =
6n 6 n
6
n
n 1
lim n an = lim = <1
n →∞ n →∞ 6 6
∞
(−1) n n
Thus by Generalized Root Test ∑
n =1 6n
converges absolutely.
∞
n! xn
Example2.36 Show that the series ∑ n converges for x < e .
n =1 n
an +1 1
Thus the Generalized Ratio test implies that the given series converges if lim = x < 1.
n →∞ an e
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AU DEPARTMENT OF MATHEMATICS, May 2008
Unit Two: Infinite Series
∞
n! xn
Hence, the series ∑
n =1 n
n
converges for x < e . What happen if x = e or x = −e ?
n
an +1 (n + 1)n !e n+1 n n n
= n +1
⋅ = e
an (n + 1) n !e n + 1
n
n
an +1 n 1
lim = lim e = lim e = 1.
n +1
n →∞ →∞ →∞ n
an n n
1
1 +
n
an +1
But the Generalized Ratio Test fails to indicate convergence or divergence since lim = 1.
n →∞ an
Let us use the Stirling’s formula and n th term divergence test to examine the convergence.
n
n !e n n e
n
an = n ≈ 2π n ⋅ n = 2π n
n e n
lim an ≈ lim 2π n = ∞
n →∞ n →∞
∞
n! xn
Therefore, the series ∑
n =1 n
n
diverges when x = e . Similarly show that it is also divergent
for x = −e .
What can you say about the interval (-e, e) and the length e?
This question will be answered in the next chapter.
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UNIT TWO INFINITE SERIES
√ Check list
Mark a tick (√) against each of the following tasks that you can perform. I can
of partial sum----------------------------------------------------------
Find a formula for the sequence of partial sums and evaluate its limit-
Estimate the sum of convergent infinite series that satisfy the hypothesis of
theorem-----------------------------------------------------------------
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Unit Two: Infinite Series
Summary
∞ Start
Given a series ∑a
n =1
n : Start
Use one of the following tests:
∞
1. Comparison or
∑a Diverges No Is lim an = 0? 2. Limit Comparison,
n n →∞
n =1 If the series with which
to compare is easily
Yes recognized;
3. Ratio;
∞ If an involves factorials
∑a
n =1
n Converges
Does
∞
Yes
Series to use for comparison:
∞
1
∞ ∞
1. ∑ n ( p − series )
p
∑a n Converges
Is ∑ an alternating with
n =1
n =1
a. converges if p>1
n =1
an +1 < an For all n? b. diverges if p ≤ 1 .
conditionally ∞
2. ∑ ar
n =1
n
( geometric series )
No a. converges if r <1
b. diverges if r ≥ 1.
No methods have been discussed that will
∞
enable us to determine whether ∑a
n =1
n
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UNIT TWO INFINITE SERIES
Exercise 2.5
1. Determine whether the following series absolutely convergent, conditionally
convergent, or divergent.
∞
(−1) n +1 ∞
1 ∞
1
a) ∑
n =1 (ln n)
n
b) ∑ (−1)n n sin
n =1 n
c) ∑ (−1)
n=2
n
n ln n
∞ 1 n +1 1 n ∞
(−1)n n 2 + 3
d) ∑ (−1) 1 + − 1 +
n
d) ∑ 3n 2
+ 2n − 1
n =1 n n n =1
∞
∞
1 ⋅ 3 ⋅ 5 ⋅⋯ (2n + 1) n 2 − 4n + 4 ∞
3
e) ∑ (−1)n
n =1 2 ⋅ 5 ⋅ 8 ⋅⋯ (3n + 2)
f) ∑
n =1 9n + 3n − 2
2
g) ∑ (−1)
n =1
n
4n
∞ ∞
∞
arctan (−1) n (1 + 4n) (−1) n
h) ∑
n =1 n + 1
2
i) ∑
n =1 7n 2 − 1
j) ∑
n = 2 ln(ln n )
∞
sin(nπ / 2) ∞
cos(nπ / 4) ∞
1.3.5⋯ (2n − 1)
k) ∑ (−1)n
n =1 (n3 + n)1/ 2
l) ∑
n =1 n2
o) ∑ (−1)
n =1
n +1
2 ⋅ 4 ⋅ 6⋯ (2n)
2. For the following find an upper bound for the error of the sum of the first five terms of the
series as an approximation of the sum of the series.
∞ ∞
n 1
a) ∑
n =1
(−1)
n!
n
b) ∑ (−1)
n=2
n +1
1 + n + 6n 2
3. Find the sum of the following telescoping series
∞
2n + 1 ∞
1 1
a) ∑
n =1 n (2 n + 1)
2 2
b) ∑ ln(n + 2) − ln(n + 1)
n =1
∞
c) ∑ (tan
n =1
−1
(n) − tan −1 (n + 1))
n −1
4. Suppose {an } is defined by a1 = 1 and an = an −1 if n ≥ 2 .
n
a) use the completeness property to show that {an } is convergent.
c) determine lim an
n →∞
5. For the following series find an approximation to the sum that is accurate to within 10−5 .
∞
(−1)n −1 ∞
(−1)n +1
a) ∑
n = 2 4 ( n − 1)
n
b) ∑
n =1 (2 n − 1)
3
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AU DEPARTMENT OF MATHEMATICS, May 2008