Lecture Notes (Infinite series)
Infinite series:
1 1 1 1
Consider the sequence 1, , 2 , 3 ,....., n ,..
2 2 2 2
We can form a new sequence from this as follows:
s1 = u1 = 1
3
s2 = u1 + u2 =
2
7
s3 = u1 + u2 + u3 =
4
In general,
sn+1 = sn + un+1 , n = 1, 2,3,.... ,
starting with
s1 = u1
lim sn = u1 + u2 + u3 + ..... +
n →
If the above –mentioned limit exists and is equal to s , then we say that the infinite series
u1 + u2 + u3 + ..... converges and its sum is equal to s .if no such limit exists ,that is, if
sn diverges, we say that the series is divergent.
Note:
un is understood to be u
n =1
n unless the range of summation is clearly indicated.
Similarly, lim un = l or un → l means the limit is l as n → .
Geometric Series:
1
The geometric series 1 + r + r 2 + ..... + r n−1 + ..... converges to , If r 1 . If
(1 − r )
r 1 , the series diverges.
Proof:
Let the partial sum
Dr.R. Meher
Lecture Notes (Infinite series)
sn = 1 + r + r 2 + ..... + r n −1 (1.5.1)
rsn = r + r 2 + ..... + r n −1 + r n (1.5.2)
Subtracting (1.5.2) from (1.5.1), we get
sn (1 − r ) = 1 − r n
1− rn
If r 1 , sn =
1− r
1
lim sn = if r 1 .
n → 1− r
Thus, the geometric series converges if its common ratio is less than unity in magnitude.
lim sn = if r 1 .
n →
1 + ( −1)
n +1
If r −1 , the limit does not exit. If r = 1, sn → and if r = −1, sn = and its
2
limit does not exist. Thus, a geometric series converges if r 1 and diverges if r 1 .
Example: -4
Test the convergence of the series
1
n ( n + 1) .
n =1
Solution:
Here
1 1 1
ur = = −
r ( r + 1) r r + 1
Then the nth partial sum
n
sn = ur
r =1
1 1 1 1 1 1 1 1
= − + − + − + ..... + −
1 2 2 3 3 4 n n +1
1
= 1− →1
n +1
Dr.R. Meher
Lecture Notes (Infinite series)
Thus, the series is convergent and the sum is equal to 1.
Example: -5
Test the convergence of the series
1 + 2 + 3 + 4 + ..... .
Solution:
n ( n + 1)
Here, sn = → .
2
Therefore, the series is divergent.
It is often not possible to obtain the closed form expression for the nth partial sum
of any given infinite series. Thus, we are deprived of the means to test the convergence
of the series by going through the limit of the nth partial sum. Various tests have been
developed to apply them to the individual terms u n of the series u
n to determine
whether the series converges, without having to calculate the partial sum. Of course, in
such cases we may not be able to find the actual sum of the series. We now study these
tests one by one.
Test for Divergence:
Theorem: -1.1
If limun 0 or if lim un fails to exist, then u n diverges.
Proof:
We prove this assertion by showing that, if u n converges, Then
limun = 0 .
Let sn = u1 + u2 + ...... + un and suppose sn → s .
Further if
sn−1 = u1 + u2 + ...... + un−1 , then lim sn−1 = s .
Now,
Dr.R. Meher
Lecture Notes (Infinite series)
lim sn − sn −1 = lim un
.
= s−s =0
Example: -6
(1) n 2
diverges, since un = n 2 → .
n +1 1
(2) n
diverges, since un = 1 + → 1( 0 ) .
n
( −1) diverges, since lim un = lim ( −1)
n+1 n +1
(3) does not exist.
Note:
(i) If u n converges, lim un is necessarily equal to 0 . But lim un = 0 is not enough to
ensure convergence of the infinite series. lim un = 0 is a necessary, but not sufficient
condition for the series u n to converge.
(ii) We can add or subtract two convergent series (term by term) and multiply a
convergent series by a constant to give rise to new convergent series. That is, if u n
and v n converge to s1 and s2 respectively,
(u n + vn ) = un + vn
converges to s1 + s2 for any finite scalars and .
(iii) Addition (or deletion) of a finite number of terms of an infinite series does not affect
its convergence or divergence.
Comparison Test for Non-negative series:
The series u n of non-negative terms converges if there is a convergent series of
non-negative terms v with un vn for all n n0 for some n0 N .
n
Similarly, the series u of non-negative terms diverges if there is a divergent series of
n
non-negative terms w with un wn for n m0 ,for some m0 N .
n
Dr.R. Meher
Lecture Notes (Infinite series)
Integral test:
Let f ( x ) be a function obtained by introducing the continuous variable x in place
of the discrete variable n in the nth term of the series u n of positive terms. Further,
let f ( x ) be a decreasing function of x for x [Link] the series u n and the integral
f ( x ) dx both converge or both diverge.
1
Note:
The integral test enables us to test the convergence (or divergence) of an important series
1
n p
,which is extremely useful in the application of many other tests.
Example: -7
If p is a real number, the series
1 1 1 1 1
n p
= p
+ p + p + ....... + p + .....
1 2 3 n
(1.7.1)
Converges if p 1 and diverges if p 1.
Proof:
Case-1
If p 1 .
1
un =
np
1
Consider f ( x ) = for n 1.
xp
For any m 1 ,
m
dx 1 1
x
1
p
=
1− p
m1− p − 1 →
p −1
if p 1.
The limit is infinite if p 1.
Dr.R. Meher
Lecture Notes (Infinite series)
1
Thus, the series is convergent for p 1and divergent if p 1.
np
Case-2:
If p = 1
m
dx
1
x
= ln m → as m → .
Thus, the series (1) converges if p 1 and diverges if p 1.
Example: -8
Test the convergence of the series
1
n ln n .
n=2
Solution:
Applying integral test:
dx
x ln x = ln ( ln m ) − ln ( ln 2 ) →
2
as m → .
Therefore, the given series is divergent.
Example: -9
Test the convergence of
1
n
n=2
p
ln n
.
Solution:
Since ln n 1 for n 2 .
1
So 1 and
ln n
hence
1 1
p
p.
n ln n n
Dr.R. Meher
Lecture Notes (Infinite series)
1
We know that n p
converges for p 1.
Hence the given series is convergent if p 1(by the comparison test).
If p 1, n p n which implies that
1 1
and
np n
1 1
hence p
( n 2 ).
n ln n n ln n
From the previous example,
1
we have n ln n is divergent.
n=2
1
Therefore p
, is also divergent.
n ln n
Thus, from the above two examples (7) and (8),
1
n
n=2
p
ln n
is convergent
if p 1and divergent if p 1.
Dr.R. Meher