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Chapter No - 5

This document discusses sequences and series, focusing on their convergence and divergence, particularly in the context of real and complex numbers. It defines key concepts such as sequences, limits, cluster points, and Cauchy sequences, and presents theorems related to convergence of infinite series. Additionally, it outlines various tests for convergence, including the comparison test and ratio test, providing examples to illustrate these concepts.

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Vedant Sonar
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2 views13 pages

Chapter No - 5

This document discusses sequences and series, focusing on their convergence and divergence, particularly in the context of real and complex numbers. It defines key concepts such as sequences, limits, cluster points, and Cauchy sequences, and presents theorems related to convergence of infinite series. Additionally, it outlines various tests for convergence, including the comparison test and ratio test, providing examples to illustrate these concepts.

Uploaded by

Vedant Sonar
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF or read online on Scribd
Sequences and Series and Their Convergence $.1 INTRODUCTION : | and not the magnitude of any of its terms. Mainly nite series in calculus is! #f€ concerned with infinite sequences. : important in almost all areas of pure and applied! As the terms of a vee oad ina g mathematics. They are used to define functions and ! order, they can be associated with the set of natura) estimating numerical values of transcendental {numbers N to denote them by ts M3. U3, Thay functions. In our study we wil review basis concepts | sequence in a set A can be considered as a function from calculus associated with sequences and series ! /from N into A. That is u,, =f (n), where uy is called teal numbers and functions and then set them to take | the general term of the sequence. In this chapter we the complex values. In this chapter we shall discuss ! shall consider only sequences in C. By the tem the nature of the series by means of convergence and ' ‘sequence’ we shall mean ‘sequence in C” unless divergence, Also we will, discuss about some | otherwise stated, Sequence in R will be referred to as elementary functions that play an importal role in the | real sequences. A notation for the sequence {uj, uy, theory of complex variables, a 103, }is{u,}" | or ny, Inan infinite sequence 5.2 SEQUENCES : ' the behaviour of the general term Uy 8 n> 0 is its Before defining complex power series and ! most important property, so when numbering the discussing their nature, itis necessary to recall the ' term ir immaterial whether the suffix of the first definition of a sequence. { term is 0 or I. So the notation for a sequence can be A sequence of real or complex numbers or of | simplified to {uy}. funetions isa set of such objects arranged in a spe order, so that changing the order changes the sequence. ' Conventionally, we put the terms in brackets by | f( writing {....}. For example, consider the following | The study of an i PRCific example, consider the function coszn Putting 2 =» and u, = f(n), with n = 1, 2, | an infinite sequence of real! get ‘So the infinite sequence with uy, as its general ee | term becomes oa +} a finite sequence of | fud= {4 Zips or simply infinite sequence | of complex numbers 2 ees sequence : 2 t { Agee } an infinite sequence of! To understand such a connection, © ane ee 1S = My + uy + so + ty called the re partial powers of z. ‘ (the sum of the first m terms) of the infinite s ‘finite’ and ‘infinite’ are | r of terms in a seq 1 Ey = 4 +p + nal Note : The expressions used to describe the number juence, + and Series and Their Convergence got f ¢ sum of the serie: ren th mu 'es can be determined by! 424 paviour of Sy 8S —> 0, Yi For ES a xample the sequence ifthe terms of the series involve powers of th capex number 2 ea periagee ea eon of writen ms 3 fine will have a finite value. és 5,0) Formal Definition of Convergence : {t emacs 4 Y (ay me ;) 4 has a only one cluster point # 1 ve lie ii \.at “- That is within a cirele drawn around ‘ d 1 (however small) infi 3 i s init ‘an infinite series S@) with the nh partial sum! will be included. aaa gif ssid 10 converse to a value L when 4 snoe fim s,@ =L Zo if, i oe ee sequence {u,} with only a single cluster Ponto isthe most important type, called the limit of the sequence and written <5, {t +0" (345) a a8 7 is the only cluster point of the sequence. If for som: o this limit is not defined, or iis infinite, the series is said to be divergent (or to diverge when 2 = 2) Determining the convergence of an infinite power series involves finding the region in the z-plane, 2 Other types of Sequences = Defini : Accomplex sequence {1} is said to be bounded | In other words we say that a sequence {u,,} will iter exists some positive constant M such that ||| have a limit zp ff and only if, however small we take N lim , and written As the limit of a convergent sequence applies to 1+ ign i real and complex sequences, when Zp complex the definition implies that if z, = uy + My then lim nx 7" = tim (uy, + im) = lim uy +i lit, vy = Zou + 1Zo2 A sequence {z,,} which does not have a limit, or if limit is 20 as n - © itis called divergent (or in other words the sequence which is not convergent is called divergent). Illustration 1 {icons d} We can see that the first two terms gives either ! 2 oF 0, as m increase, according as n is odd or even. | Whereas the third term tends to zero as n — 0. Thus there are two cluster points 2 or 0 as n increases. That is any small circle drawn around one of the cluster Points that excludes the other will contain infinitely | many points of the sequence, though infitely many ! will remain outside it. Thus the sequence is bounded but has no limit as it has more than one cluster point, Therefore, the sequence is divergent. Mlustration 2 : Consider the sequence {n!) By inspection, we can see that the sequence is bounded and has no cluster points. So it is divergent, Illustration 3: Consider the sequence (I) = a= (ee faee lim 2n+1 Be (2221) a Consider the sequence wes So the sequence is bounded and has a singi, cluster point 2 + 3i. Thus the sequence converges , the limit 2 + 31. (Note : 2 + 3/ is not a member of the sequence ) The procedure of finding the limit of a complex sequence is not easy. And so, we require to know the test of convergence that does not invlude the limi itself. This is made possible by introducing the concept of a Cauchy sequence. Definition 5.2.3 : A sequence {z,} is called a Cauchy sequence (or fundamental sequence) if to each arbitrarily small number ¢ > 0, there exists a positive number N ‘usually depending on e) such that l2m — Z| <€, for all m>n>N. ‘Theorem (without proof) 5.2.1 : A sequence in C is convergent if and only if it is Cauchy sequence. “ This is known as Cauchy's criterion for convergence of sequences. Ilustration : Consider a sequence {se cosnm Let, = cosmn _ cosmm m n l2m = n|cosmn| + m |cosnz| _ m+n mn “mn Now, for m > n> N, we have REM tin te mn mn nN < lq = Fy <% 2. Thus for £>0, the ences and Series and Their Convergence 123 The sequence is convergent : Theorem Note : The limit of above sequence is 0 323 enter e 1" n z, converges, then HM z, =0 ig3 COMPLEX SERIES ; Definition 5.3.1 : An infinite ‘If the series yumbers of the form Sum of complex | Hlustration : & n-2ni Show that the sei i re aa jscalled a series of complex numbers, and is denoted \ by divergent. Solution : The general term is z, = 2—2™ ' 3n+4 ¥z, or simply ¥ lim "2 2ni noe Ont The sum S,, = 21 +29 +... +2, is called the mil i tial sum of the series. Thus associated with = #0 pa each | se series we have a sequence {S,,} of partial sums. | The series of said to be convergent if and only if the corresponding sequence of partial sums convergent. : The series is divergent. ' In Cauchy's convergence theorem, if we take m=n-+r, where r= 1, 2, 3, ..., then the condition Let , =u, + iv, and from series series to converge is that the sequence {S,,} and hence ! then R,, is called the remainder after n terms. Thus above condition asserts that swe have |! Sm — Sy] n> N can be rewritten as ‘ Laptt +242 tom + Spey Se for allen > N x c wand r = 1, 2, 3, = Dim, +i Dv—_ : f = i | Now, ifwe set Ry =2y41 +Znigt#-~-= Len The necessary and sufficient condition for the ! m=nl pred! and {S| converge as n —> ©. If this is | IRyl 0 (no matter how-small) there \ os Corresponds an integer N such that |Sj_— Spl <£ for lm > nN, \ \z,| formed by absolute values of the terms, is also convergent. Definition 5.3.3 ' If the series Sz, is convergent but Dl-l is, mi 7 ‘ Ys, is said to be conditionally | mi divergent, the series convergent ' Illustration: Consider the series (real)! ea ' ees RY nae ee ' a eerie rs ' It is known from elementary calculus that its ee, 4 1 bet 5 a eS hi te ts, is | absolute term series is AiG n 4 p-harmonic series and convergent and hence the 1 I 1 series |-—+—-— +... 9 16 absolutely convergent. As an another example, consider the ries (real) ety oe bags 0 + From elementary calculus, we know that the series is convergent, but the series of its absolute terms a + is + as the harmonic series and is divergent. is conditionally convergent. Theorem $.3.3 : An absolutely convergent series is convergent, but the converse is not true. 5.4 CONVERGENCE TEST FOR ‘COMPLEX SERIES : Unfortunately Cauchy's convergence theorem is ' difficult to apply to check the convergence of a complex series. Instead, one develops an array of | theorems known as tests for convergence/divergence ! like comparison test, ratio test, root test etc., which are | easier to apply. 1 Theorem (Comparison test for convergence) 5.4.1 Let a series Y 6, with nonnegative terms 5, 1 ' ' be convergent, then the series )) z, is absolutely mt convergent if |zp| < by for n= 1, 2, 3, .. For the several tests for convergence in comparison test, the infinite geometric series Sf ote md is useful, which converges to the sum —! |r| < Ly and diverges if |r| > 1. Because the convergence of an infinite geometric series depends on the magnitude of |r|, convergence tests based on a comparison with the geometric series lead to tests for absolute convergence. Q SOME USEFUL COMPARISON SERIES AND LIMITS : no nt (convergent) yey n=0 Be +cyr ds ~ x eye Le nal ie 1 + Cpe log2 (conditionally convergent) = += divergent; known m2 n as harmonic series) Salta eee ml (convergent for |r| < 1 and divergent for Irjz hs geometric series) aie and Series and Their Gor diei+ Z (converen”) ae i pel oa ate ts 2 © ‘Tp (absolutely. convergent) (convergent if > 1 and divergent if 0 Check the convergence of the ; sin * ea, then we have the following conditions ; (ILL <1, the series is convergent If L > 1, the series diverges IfL = 1 the test fails and no con, . 2 ™ = nt $- @ Lem ©) 2 Gn+2y Solution : clusion can be St drawn about the convergence of the series (a) We have Z, = (-1)"*! 7 Mlustration : Check the convergence of the seri (at)! n"| yl al (n+) | el w? Se (hex Solution : We have 2, ={—%_)' in (n+ty"* m? an+1 By ratio test the series is convergent. ic ve Z,, = ——— (b) We have Z, = = vy an a jan+1 lim fz, = I * noe VIFnl = Bie Gn+2} “= L (ay) . L< 1 ifa > 0 and hence series is convergent L > 1 if <0 and hence series diverges. nuda 5.5 UNIFORM CONVERGENCE : = iim : =1 Our special interest in these series that arise when aa the general term g,,(z) is a function of z. In this case 1 the resulting series has the form Since L = 1, the ratio test fails. (This series is convergent as can be verified by © 8,2) = g(2) + (2) +- m= 1 omparison test with the convergent series y 1 ) Then the set of all points in the z-plane for which a nl | the series converges (i.e. series have a sum) is called ‘heorem (The n'® root test for convergence) 5.4.3 : | the region of convergence (or domain of a function) ! of the series, Let a serik E 2,im. which no term is zero, be | mt | To prove its convergence, we first fix z and then ich that ‘ rely on the convergence definition of series of constants. That is, we define the n'M partial sum by and Series and Their Com, © & (=) = g(zy+ (2) + io Ss, FRC geition (Pointwise convergence) 5.51 . : If, for a fixed value of z, lim ‘ ave Sal2) = f(z) (ie! sequence has a limit) then the series $ g (2! pa bs merges pointwise £0 fl) we call fs) the limit ction of the series. : and any | h that In this case, for a fixed z in domain D > 0, there exists a positive integer N suc Sw Here, the integer N depends, in general, both on and c and vary from point to point. — flz)\ N stration : Consider the sequence {S,(2)} = fe) = jim, n Hence in order that, we may have FE ce forall n2N (S,@) - f2)| = 2-0 n : z pen an Such an N exists for every fixed z so the sequence z aia) 2} converge pointwise. But this requirement cannot be made ‘simultaneously (i.e. N independent of z) for all z. Definition (Uniform convergence) 5.5.2 : If, for © > 0 there exists a real number N, independent of z (but depending on ¢), such that |S,@) - f2)| <€ that g.(2) converges uniformly to /(c) in D. n=) Uniform convergence is a stronge! vergence than pointwise convergence. F' all z in some domain D and for all n > N. we say Tas teens Et f uniform convergence of an infinite series WS t 437 en Cauchy's Criterion for uniform convergence the famous Weierstrass M-test Theorem (Cauchy's Criterion for Uniform Convergence) 5.5.3 : ‘ The sequence {S,(2)} converges uniformly on fomain D if and only if each ¢ > 0 there exists a Positive integer N such that !Smn@ — S_@)| n> N and for all z in D, Theorem (Cauchy's criterion for uniform convergence for series) : The series)” g,(z) of functions each defined on the same region D, converges uniformly on D if and only if to each ¢ > 0, there exists a positive integer N such that \Sne1@) * Bnsa@) + for all n > N, r= 1, 2, + Bnte()| <6 and all z in D. Theorem (Weierstrass M-Test) 5.5.4 + The series ¥: g,(<) is uniformly (and absolute) m0 convergent in some domain D if YM, is a ~ convergent series of real positive constant such that |gq(2)| < My (1 = 1, 2,3, .«) for all z in D. ' 5,6 COMPLEX POWER SERIES : | Definition 5.6.1 A series of the type S ay (2 ~ 29)" = ag + a m0 + + dy (@ ~ 29)" +. is called a power series (or complex series in power of z ~ zq), where the variable z and the constants q,, 29 are complex, and a,, is independent of z. In complex power series the complex number = is often called the centre of the series. The convergence | of this series depends on the coefficients of the series, ' 1 1 1 1 1 ‘ r type of that is the numbers a,, and the point z about which ‘or the test 1 the series is to be expanded. ‘ Complex Variables and Partial Differential Equations For B.E. (Sem) 128 Ber 0 Circle and Radius of Convergence of A Power | ie. tia | 1 p i Series : wheeenis ime is called the radius o By ratio test the power series ° g,(z — zp)" is a convergence. Thus the circle of convergence be found either from convergent if \ n+l) Janer (2 - 20)"*"| L= lim 2 ' Pa I ants — ao} ' R with |z—z9|R. 0 If R = 0 then the series converges only af the point z= 2, If R =< then the series converges for all 2, Mlustrations ; Radius of convergence by nth root test : | Mlustration 1. Con: By root test the series 2 a (2 - 4)" is convergent m0 L= lim fay (= 2)" i = gin, Mal 2 ~ z9| <1 ' n> yences and Series and Their Convergence The series converges absolutel yy for all val + in a complex plane. lues if stration 2- Consider the series nt zn n= Here ap = The series converges only at one point z = 0. Illustration 3. Consider the geometric series 2", Here a, = 1 => ays) Mt aac R= in | 1 ne |g ‘nel | The geometric series converges in the disc |z| <1 and diverges in |z| > 1 If |2| = 1 then we get no information from the above theorem. In this case |2!"| = y=] lim |) on the circle |z| = = 1 #0 => The series is divergent Mlustration 4. Consider the series 5 2", n ml Here a, = + and zp R= lim = lim | n+l mela) 7 =| a Radius of convergence = 1 and cirele of convergence is |z ~ i| = 1. That is the series is convergent within \2~i| = 1 and divergent outside |z - i| = 1 Wustration 5. Consider the series La+2iy a. nd (June 2010) Here a, = (n + 21)" and z= SVPOE tor Be (Sem.-1) / 47 / 2019 129 ‘ R=1/ lim glo +i) =1/ lim in 4 24) = tim 1 0 nom no ag The series is convergent only at z “ ROC=0 ‘Theorem (Abel's Theorem) 5.6.2 + =0, ‘Ifthe power series 5° a, (z~z9)" converges at ; mo a then it converges absolutely in the open dise 112 —zgl 1 in such a manner that ‘ 4f Sa, converges, then f(2) = : | remains bounded, | Properties of power series : Power series with finite circles of convergence ' possesses the following properties ‘ (a) At each point within the circle of convergence a ‘power series is a continuous function a (May 2015) Complex Variables and Partial Differential 130 Comp sand Partial Differential Equations For 8.6. (Samy (Wo power series expanded about the same | Solution ] pint, having the circle of convergence and | have same value at each point within circle of i) tere gm (4 convergence, then they are identical. ' n)} (Nov. 2017 (©) If two power series f(2)= Laz Ao)" and + lim ; ‘ ‘ On g(z) = 314,24)" and circles of convergence + 4 es 2) = Dy and cir ' tim (4! D, and Dy respectively are added or substracted | term by term, then it is again a power series that ' Radius of convergence R = ! converges to the sum f(z) + g(z) with a circle of + 4 convergence that is at least equal to the largest | The series fs eoiveneaet ! circle that can be drawn in region common to D, } B and D>, ' divergent in And, if these power series are multiplied, the result is a power series that converges to the | (ij) Here a, =U product /(z) g(2) with a circle of convergence that ! (2n)! east equal to the largest circle that can be ! é - drawn in the region common to Dy and D3. a (nly, Qn ! 4, Qn)! (nti! (d) Ifa power series with the sum f(z) and a circle ' we ee of convergence D is integraded term by term, the ! (2n +2) (2n +1) result is a sum that converges to f(z) dz at each ' (n+1) point in D. ' orm Convergence of power series : ' Rime! Hie lim 22 +2) Qn +1) 7 ' v0 | Gyyy| noe (n+) Theorem 5.6.6 : A power series Ya (z~z ; heorem 5.6.6 : A power series Lanlz ay with + The series is convergent in |z 4 and a 1 divergent in |z| > 4. 4 radius of convergence R > 0 converges uniformly ! ide and on every circle |z ~ zy| =r, where r> converges for , na logn 1 1 every value of z on the circle of convergence ! . * * * A ( except z = 1, whereas the series >’ Ife \ ner Mlogn ™ convergent every where on the ¢irele of convergence except z = i, 7 , Find the ROC for /(z)= > say And prove na) © that (2 -z) f{2l-2 >» O0asz 2, Examine the behaviour of the following series on the circle of convergence ; eZ! ace Mp is OL di) DCI = n=l wl Ans. : (i) converges for every z in|z|< | except at em ly (ii) converges for every z in|z| < | except atz=-],

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