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Lecture Notes Sec11.3

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0% found this document useful (0 votes)
11 views

Lecture Notes Sec11.3

Uploaded by

SpookyTheGhost
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 28

Section 11.

3: The Integral Test and Estimates of


Sums

1 / 28
Objectives

1 Use the Integral Test to determine whether an infinite series is


convergent or divergent without explicitly finding its sum.
2 Use properties of p-series and harmonic series.
3 Estimate the sum of a series. Remainder estimate for the Integral
Test.

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The Integral Test and Estimates of Sums
1 In general, it is difficult to find the exact sum of a series. We were
able to accomplish this for geometric series and the telescoping
series because in each of those cases we could find a simple
formula for the partial sum sn .

2 But usually it isn’t easy to discover such a formula for the partial
sum sn .

3 Therefore, in the next few sections, we develop several tests that


enable us to determine whether a series is convergent or divergent
without explicitly finding its sum.

4 In some cases, however, our methods will enable us to find good


estimates of the sum.

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Numerical Argument
I Our first test involves improper integrals.
I Let us start by investigating the series whose terms are the
reciprocals of the squares of the positive integers:


X 1 1 1 1 1 1
2
= 2 + 2 + 2 + 2 + 2 + ···
n 1 2 3 4 5
n=1

I There’s no simple formula for the sum


of the first terms
I But the computer-generated table of
approximate values suggests that the
partial sums are approaching a
number near 1.64 as n → ∞ and so it
looks as if the series is convergent.
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Geometric Argument

So the sum of the areas of the rectangles is



1 1 1 1 1 X1
+ + + + + · · · =
12 22 32 42 52 n2
n=1

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I If we exclude the first rectangle, the total area of the remaining
1
rectangles is smaller than the area under the curve y = 2 for
x
x ≥ 1, which is the value of the integral
Z ∞
1
dx.
1 x2
I This improper integral is convergent and has value 1.
I So the picture shows that all the partial sums are less than
Z ∞
1 1
+ dx = 2.
12 1 x 2

I Thus the partial sums are bounded.


I The partial sums are increasing.
I Therefore the partial sums converge (by the Monotonic Sequence
Theorem) and so the series is convergent.

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I The sum of the series (the limit of the partial sums) is also less
than 2:

X 1 1 1 1 1 1
2
= 2 + 2 + 2 + 2 + 2 + ··· < 2
n 1 2 3 4 5
n=1

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Numerical Argument

Now let us consider the series



X 1 1 1 1 1 1
√ = √ + √ + √ + √ + √ + ···
n=1
n 1 2 3 4 5

I The table of values of sn suggests


that the partial sums aren’t
approaching a finite number, so we
suspect that the given series may be
divergent.

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Geometric Argument

The tops of these rectangles whose tops lie above the curve. So the sum
of the areas of the rectangles is

1 1 1 1 1 X 1
√ + √ + √ + √ + √ + ··· = √
1 2 3 4 5 n=1
n

1
Z ∞ under the curve y = √x for
This total area is greater than the area
1
x ≥ 1, which is equal to the integral √ dx.
1 x
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I But we know that this improper integral is divergent.
I In other words, the area under the curve is infinite.
I So the sum of the series must be infinite; that is, the series is
divergent.

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The Integral Test
Suppose f is a continuous, positive, decreasing function on [1, ∞) and
X∞
let an = f (n). Then the series an is convergent if and only if the
Z ∞ n=1

improper integral f (x)dx is convergent. In other words:


1

Z ∞ ∞
X
(i) If f (x)dx is convergent then an is convergent.
1 n=1
Z ∞ ∞
X
(ii) If f (x)dx is divergent then an is divergent.
1 n=1

11 / 28
NOTE: When we use the Integral Test, it is not necessary to start the
series or the integral at n = 1. For instance, in testing the series
∞ Z ∞
X 2 2
2
we use dx.
3n + 1 5 3x2+1
n=5

Also, it is not necessary that be always decreasing. What is important is


that be ultimately decreasing, that is, decreasing for x larger than some

P ∞
P
number N . Then is convergent, so is convergent.
n=N n=1

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Example
Determine whether the series

X 1
n2 + 25
n=1

converges or diverges.

Solution.

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Example
Determine whether the series

X 1
n2 + 25
n=1

converges or diverges.
1
Solution. The function f (x) = is continuous and positive on
x2 + 25
[1, ∞), and also decreasing since
2x
f 0 (x) = − < 0, for all x > 1,
(x2 + 25)2

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so we can apply the Integral Test:
Z ∞ Z t
1 1 1 −1 x
  t
dx = lim dx = lim tan
1 x2 + 25 t→∞ 1 x2 + 25 t→∞ 5 5 1

    
1 −1 t −1 1
= lim tan − tan
t→∞ 5 5 5
  
1 π 1
= − tan−1 .
5 2 5
Z ∞
1
Thus dx is a convergent integral and so, by the Integral
1 x2
+ 25
Test, the series

X 1
2
n + 25
n=1
converges.

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Example
Explain why the Integral Test can’t be used to determine whether the
series
∞ n
X e
n
n=1

is convergent.

Solution.

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Example
Explain why the Integral Test can’t be used to determine whether the
series
∞ n
X e
n
n=1

is convergent.
ex
Solution. The function f (x) = is continuous and positive on [1, ∞),
x
but is not decreasing on [1, ∞) since

xex − ex · 1 ex (x − 1)
f 0 (x) = = > 0, for all x > 1,
x2 x2
so the hypotheses of the Integral Test are not satisfied for the series
∞ n
X e
.
n
n=1

17 / 28
Example
Determine whether the series

X 1
n ln n
n=2

converges or diverges.

Solution.

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Example
Determine whether the series

X 1
n ln n
n=2

converges or diverges.
1
Solution. The function f (x) = is continuous because the loga-
x ln x
rithm function is continuous and positive on [2, ∞) as ln x for x ≥ 2,
and also decreasing since
 1
ln x + x ·  1 + ln x
f 0 (x) = − x
 =− < 0, for all x > 2,
(x ln x) 2 (x ln x)2

when 1 + ln x > 0, that is, when x > 2.

19 / 28
so we can apply the Integral Test:
Z ∞ Z t
1 1 t
dx = lim dx = lim ln(ln x)
2 x ln x t→∞ 2 x ln x t→∞ 2

= lim (ln(ln t) − ln(ln 2)) = ∞.


t→∞
Z ∞
1
Thus dx is a divergent integral and so, by the Integral Test,
2 x ln x
the series

X 1
n ln n
n=2

diverges.

20 / 28
The p-series
The p-series

X 1
np
n=1

is convergent if p > 1 and divergent if p ≤ 1.

21 / 28
Example
(a) The series

X 1
n4
n=1

is convergent because it is a p-series with p = 4 > 1.

(b) The series



X 1
n 1/5
n=1
1
is divergent because it is a p-series with p = < 1.
5

22 / 28
NOTE We should not infer from the Integral Test that the sum of the
series is equal to the value of the integral. In fact,
∞ ∞
π2
Z
X 1 1
= whereas dx = 1
n2 6 1 x2
n=1

Therefore, in general

X Z ∞
an 6= f (x) dx
n=1 1

23 / 28
Estimating the Sum of a Series
Suppose that a series is convergent and we now want to find an
approximation to the sum of the series. Any partial sum sn is an
approximation to s because lim sn = s.
n→∞

How good is such an approximation?

To find out, we need to estimate the size of the remainder


Rn = s − sn = an+1 + an+2 + an+3 + · · ·

The remainder Rn is the error made when sn , the sum of


the first n terms, is used as an approximation to the total sum.
Comparing the areas of the rectangles
with the area under y = f (x) for x > n
in figure, we see that
Z ∞
Rn = an+1 +an+2 +an+3 +· · · ≤ f (x)dx
n

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Similarly, Z ∞
Rn = an+1 + an+2 + an+3 + · · · ≥ f (x)dx.
n+1

So we have proved the following error estimate.

Remainder Estimate for the Integral Test


Suppose f (k) = ak , where
P f is a continuous, positive, decreasing
function for x ≥ n and an is convergent. If Rn = s − sn , then
Z ∞ Z ∞
f (x)dx ≤ Rn ≤ f (x)dx
n+1 n
25 / 28
If we add sn to each side of the inequalities above
Z ∞ Z ∞
sn + f (x)dx ≤ s ≤ sn + f (x)dx
n+1 n

because sn + Rn = s. These inequalities give a lower bound and an


upper bound for s. They provide a more accurate approximation to the
sum of the series than the partial sum sn does.

26 / 28
Example

P 1
Find the partial sum s10 of the series n4
. Estimate the error in
n=1
using s10 as an approximation to the sum of the series.

Solution:

27 / 28
Example

P 1
Find the partial sum s10 of the series n4
. Estimate the error in
n=1
using s10 as an approximation to the sum of the series.
1 4
Solution: f (x) = 4 is positive and continuous and f 0 (x) = − 5 < 0
x x
for x > 0, and so the Integral Test applies.

X 1 1 1 1
1/n4 ≈ s10 = 4
+ 4 + 4 + · · · + 4 ≈ 1.082037.
1 2 3 10
n=1

1 t
 
R∞ 1
R10 ≤ 10 4 dx = lim − 3
x t→∞ 3x 10
 
1 1 1
= lim − 3+ =
t→∞ 3t 3(10)3 3000
so the error is at most 0.000333 · · · .
28 / 28

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