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Limit Comparison Test for Series Convergence

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30 views36 pages

Limit Comparison Test for Series Convergence

Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

SERIES

Dr. Gabriel Obed Fosu


Department of Mathematics
Kwame Nkrumah University of Science and Technology
Google Scholar: [Link]
ResearchGate ID: [Link]

Dr. Gabby (KNUST-Maths) Series 1 / 42


Lecture Outline
1 Introduction
2 Convergent Series
3 Test of Convergence
Integral Test
P-series
Basic comparison test
Limit comparison test
4 Alternating Series and its test
5 Absolute convergence
6 Test for absolute convergence
The Ratio Test
The Root Test

Dr. Gabby (KNUST-Maths) Series 2 / 42


Introduction

Introduction

Definition (Series)
A series is a sum of terms of a sequence. That is given a sequence {Un }n∈N , a series is
the expression

X
Un = U1 +U2 +U3 + · · ·
n=1

1 A series is finite if it has a finite number of terms otherwise infinite.


2 The sum of the first n terms is called the n th partial sum denoted by S n .

Dr. Gabby (KNUST-Maths) Series 4 / 42


Introduction

Introduction

Let {Un } be an infinite sequence. Then the partial sum S 1 , S 2 , · · · , S n are defined as follows:

S 1 = U1 ,
S 2 = U1 +U2 ,
..
.
n
X
S n = U1 +U2 + · · · +Un = Uk .
k=1
☛ An infinite series of general term Un is denoted and defined by
X ∞
X
Un = U1 +U2 · · · +Un + · · · = Uk = lim S n
n→∞
k=1

Dr. Gabby (KNUST-Maths) Series 5 / 42


Introduction

Sum of an Arithmetic Sequence


The sum of the first n terms of an arithmetic sequence is given by
n¡ ¢
Sn = 2U1 + (n − 1)d (1)
2

Sum of Geometric Sequence (Finite Sum)


The sum of the first n terms of a geometric sequence is given by

U1 (1 − r n )
Sn = , for r < 1 (2)
1−r
U1 (r n − 1)
Sn = , for r > 1 (3)
r −1

Dr. Gabby (KNUST-Maths) Series 6 / 42


Introduction

Example
The sequence
2, 5, 8, 11, · · · (4)
is an arithmetic sequence with U1 = 2 and d = 3.
The sum of the first 10 terms is:
n¡ ¢
Sn = 2U1 + (n − 1)d (5)
2
10 ¡ ¢
S 10 = 2(2) + (9)3 (6)
2
= 5(31) (7)
= 155 (8)

Dr. Gabby (KNUST-Maths) Series 7 / 42


Introduction

Telescoping series
Definition
A telescoping series is an infinite series of general term

u n = a n − a n+1 (9)

wher e {a n } is a sequence.

We notice that the sum

s n = u 1 + u 2 + u 3 + · · · u n−1 + u n (10)
= (a 1 − a 2 ) + (a 2 − a 3 ) + (a 3 − a 4 ) · · · + (a n−1 − a n ) + (a n − a n+1 ) (11)
:0 :−0a  : 0 −a 0  :0
= a 1 +a a 3 a n + a n − a n+1 (12)

−a2

2 − + 3 4 − · · ·
 :−a

n−1 
= a 1 − a n+1 (13)

Dr. Gabby (KNUST-Maths) Series 8 / 42


Convergent Series

Convergence of Geometric Series


1 The series of general term
Un = U1 r n−1 , n ≥ 1, (14)
is called geometric series.
2 U1 is the first term of the series and r is the ratio.

Theorem (Infinite Sum)


1 Suppose U1 ̸= 0.

X
2 The geometric series Un converges if |r | < 1 (ie −1 < r < 1), and
n=1
3 diverges if |r | ≥ 1.
U1
4 and has sum
1−r

Dr. Gabby (KNUST-Maths) Series 10 / 42


Convergent Series

Example
Show that the series of general term u n = 2e −3n converges and hence find the sum.

Since is this a geometric series, we can use the ratio to determine convergence. The ratio
is
u n+1
r= (15)
un
2e −3(n+1)
= (16)
2e −3n
−3
=e <1 (17)

The sum is
2e −3
S= (18)
1 − e −3

Dr. Gabby (KNUST-Maths) Series 11 / 42


Convergent Series

Convergent Series (General Case)

Convergent series
1 An infinite series with partial sums S 1 , S 2 , · · · is convergent if

lim S n = S (19)
n→∞

for some S ∈ R.

2 The series is divergent if the limit does not exist.

3 If a series converges and limn→∞ S n = S , then S is called the sum of the series.

Dr. Gabby (KNUST-Maths) Series 12 / 42


Convergent Series

Example
1 1 1
Determine if the series + +·+ + · · · converges.
1·2 2·3 n · (n + 1)

The n th term decomposes into


1 1 1
Un = = −
n(n + 1) n n + 1
Hence
Sn = U1 +U2 +U3 + · · ·Un
µ ¶ µ ¶ µ ¶ µ ¶
1 1 1 1 1 1 1
= 1− + − +···+ − + −
2 2 3 n −1 n n n +1
1 n
= 1− =
n +1 n +1
Therefore
n
S = lim S n = lim =1
n→∞ n→∞ n + 1

and so the series converges.


Dr. Gabby (KNUST-Maths) Series 13 / 42
Convergent Series

Example
Find the sequence of partial sums and the sum of the series of general term
2
un = for n ≥ 1.
4n 2 − 1
1 Using partial fractions, the sequence {u n } becomes
1 1
un = − (20)
2n − 1 2n + 1
Therefore,
µ ¶ µ ¶ µ ¶
1 1 1 1 1
sn = 1 − + − + · · · + − (21)
3 3 5 2n − 1 2n + 1
1 2n
= 1− = (22)
2n + 1 2n + 1

2 The sum is lim s n = 1


n→∞
Dr. Gabby (KNUST-Maths) Series 14 / 42
Convergent Series

Theorem
If the series u n converges, then the sequence {u n } converges and lim u n = 0.
P
n→∞

Proof
s n = (u 1 + u 2 + · · · u n−1 ) + u n (23)
s n = s n−1 + u n (24)
=⇒ u n = s n − s n−1 (25)
lim u n = lim s n − lim s n−1 (26)
n→∞ n→∞ n→∞
Since
lim s n−1 = lim s n = S (27)
n→∞ n→∞

=⇒ lim u n = S − S = 0 (28)
n→∞

Dr. Gabby (KNUST-Maths) Series 15 / 42


Convergent Series

Theorem
If lim u n ̸= 0 or fails to exist, then the series u n diverges.
P
n→∞

Example
n +1 2 n
µ ¶
The series of general terms u n = , vn = 1 + , and w n = n 2 sin n diverge since
n n
none of the three sequences has limit zero.
1 lim u n = 1,
n→∞

2 lim v n = e 2 ,
n→∞

3 lim w n does not exist


n→∞

Dr. Gabby (KNUST-Maths) Series 16 / 42


Convergent Series

Theorem

X ∞
X
If the series Un and Vn converges with sums A and B respectively, then
n=1 n=1


X
1 Un ± Vn converge with sum A ± B
n=1


cUn converge with sum c A for c ∈ R.
X
2

n=1

Do we always have to compute n th sums to examine convergence?


Now discuss how to determine convergence without computing sums.

Dr. Gabby (KNUST-Maths) Series 17 / 42


Test of Convergence Integral Test

Integral Test
We employ our knowledge of integration to determine if a series converge.

Theorem
If f (x) is a positive valued, continuous and a decreasing function for x ≥ 1, then the series

X
f (x)
x=1
Z ∞
1 converges if f (x)d x converges
1
Z ∞
2 diverges if f (x)d x diverges
1

Example
X∞ 1
Determine if the harmonic series converges or diverges.
x=1 x

Dr. Gabby (KNUST-Maths) Series 19 / 42


Test of Convergence Integral Test

Z ∞ Z
1 ∞
f (x)d x = dx (29)
1 1 x
Z b
1
= lim dx (30)
b→∞ 1 x
¯b
¯
= lim ln(x)¯¯ (31)
b→∞ 1
= lim ln(b) (32)
b→∞
=∞ (33)

Hence the series is diverges.

Dr. Gabby (KNUST-Maths) Series 20 / 42


Test of Convergence P-series

P-series

Theorem
The series
X∞ 1 1 1 1
p
= 1+ p + p +···+ p +···
n=1 n 2 3 n
converges if p > 1 or diverges if p ≤ 1.

Example
1 1 1
1 1+ + + · · · + 2 + · · · converges, because this is a p-series with p > 1
22 32 n
5 5 5
2 5+ p + p +· · ·+ p +· · · diverges, because this series can be simplified as a p-series
2 3 n
with p < 1

Dr. Gabby (KNUST-Maths) Series 21 / 42


Test of Convergence Basic comparison test

Basic comparison test (Direct comparison test)


This allows the use of known convergence of series to establish convergence of others.

Theorem
Let 0 < u n ≤ v n for all integers n ≥ N , where N ∈ N.


X ∞
X
1 un ≤ vn .
N N


X ∞
X
2 If v n converges then u n converges.
N N


X ∞
X
3 If u n diverges then v n diverges.
N N

Dr. Gabby (KNUST-Maths) Series 22 / 42


Test of Convergence Basic comparison test

Example
Determine if the following converges or diverges

X 1
1
n
n=1 2 + 5

1 1
1 Let u n = n
and v n = n for n ≥ 1.
2+5 5
2 Notice that u n < v n since
1 1
n
< n
2+5 5
1
3 But v n is a geometric sequence with r = < 1, hence converges.
5
4 Thus u n converges.

Note
Comparing this Un = U1 r n−1 to Un = 1/5n , then for n =1 U1 = 1 and for r = U2 /U1 r = 1/5
Dr. Gabby (KNUST-Maths) Series 23 / 42
Test of Convergence Basic comparison test

Example

X 1
Use the direct comparison test to show that the series below converges p .
n+ n
n=1 2

1 For all n ≥ 1,
p
2n + n ≥ 2n (34)
1 1
n
p ≤ n (35)
2 + n 2
X 1
2 Since the geometric series converges, if this implies
2n
X 1
3 p converges as well.
2n + n

Dr. Gabby (KNUST-Maths) Series 24 / 42


Test of Convergence Limit comparison test

Limit comparison test

Theorem (Limit Comparison Test)


Let u n > 0 and v n > 0 for all n ≥ N (N an integer.)

un
If lim = l > 0, then u n and v n both converge or both diverge.
P P
1
n→∞ vn

un
If lim = 0 and v n converges, then u n converges.
P P
2
n→∞ v n

Dr. Gabby (KNUST-Maths) Series 25 / 42


Test of Convergence Limit comparison test

Example

X 1
Determine if p
3
converges or diverges
n=1 n 2 + 1

1 1
Let v n = p
3
and u n = p
3
. Then
n2 n2 + 1
1
p3
un n2 + 1
lim = lim
n→∞ vn n→∞ 1
p
3
n2
s
3 n2
= lim
n→∞ n2 + 1
= 1>0
and so u n and v n both diverge or converge. Precisely diverge since u n diverges.

Dr. Gabby (KNUST-Maths) Series 26 / 42


Alternating Series and its test

Alternating Series
The convergence tests that we have looked at so far apply only to series with positive
terms. Now we learn how to deal with series whose terms are not necessarily positive. Of
particular importance are alternating series, whose terms alternate in sign.

Definition (Alternating Series)


An alternating series is a series whose terms are alternately positive and negative.

Example
X∞ (−1)n−1 1 1 1
1 = 1− + − +···
n=1 n 2 3 4
X∞ (−1)n−1 3 3 3 3 1
2
2
= 3− +1− + − +···
n=1 n 2 4 5 2

Dr. Gabby (KNUST-Maths) Series 28 / 42


Alternating Series and its test

Alternating Series Test


The following test says that if the terms of an alternating series decrease toward 0 in
absolute value, then the series converges

Alternating Series Test


If the alternating series

(−1)n−1 b n = b 1 − b 2 + b 3 − b 4 + · · · ;
X
bn > 0 (36)
n=1

satisfies
1 b n+1 ≤ b n for all n
2 lim b n = 0
n→∞
then the series is convergent.

Dr. Gabby (KNUST-Maths) Series 29 / 42


Alternating Series and its test

Example
X∞ (−1)n−1 1 1 1
The alternating harmonic series = 1− + − +· · · converges because it satisfies
n=1 n 2 3 4
the following
1 1
1 b n+1 ≤ b n because <
n +1 n
1
2 lim b n = lim =0
n→∞ n→∞ n

Example
X∞ (−1)n 3n
The alternating series is divergent because the second condition is not
n=1 4n − 1
satisfied, that is
3n 3 3
lim b n = lim = lim = ̸= 0 (37)
n→∞ n→∞ 4n − 1 n→∞ 4 − 1/n 4

Dr. Gabby (KNUST-Maths) Series 30 / 42


Absolute convergence

Absolute convergence
Given any series a n , we can consider the corresponding series
P


X
|a n | = |a 1 | + |a 2 | + |a 3 | + · · · (38)
n=1

whose terms are the absolute values of the terms of the original series.

Example
X∞ (−1)n−1 1 1 1
1 Given = 1− + − +···
n=1 n 2 3 4
X∞ ¯¯ (−1)n−1 ¯¯ X∞ 1 1 1 1
2 Then the absolute case is: ¯ ¯= = 1+ + + +···
n=1
¯ n ¯
n=1 n 2 3 4
The is called a harmonic series.

Dr. Gabby (KNUST-Maths) Series 32 / 42


Absolute convergence

Absolute convergence
Definition

X ∞
X
A series a n is absolute convergent if the series |a n | converges
n=1 n=1

Example
X∞ (−1)n−1
Determine if is absolute convergent
n=1 n2

X∞ ¯¯ (−1)n−1 ¯¯ 1 1
1 Notice that ¯ n 2 ¯ = 1 + 22 + 32 + · · ·
¯ ¯
n=1
2 which is a convergent p -series.
3 Thus the series is absolute convergent.

Dr. Gabby (KNUST-Maths) Series 33 / 42


Absolute convergence

Example
X∞ (−1)n e −1
Determine if is absolute convergent.
n=1 n2

(−1)n e −1
1 Let u n = .
n2
¯ (−1)n e −1 ¯ e −1
¯ ¯
2 Then |u n | = ¯
¯ ¯ = 2 = e −1 12 .
n2 ¯ n n
X 1
Since the p-series converges then the series |u n | converges.
P
3
n 2

Thus, u n is absolute convergent.


P
4

Dr. Gabby (KNUST-Maths) Series 34 / 42


Absolute convergence

Definition (Conditional convergence)


A series an is called conditionally convergent if it is convergent but not absolutely
P

convergent.
Theorem
If a series a n is absolutely convergent, then it is convergent.
P

Example
X∞ (−1)n−1 1 1 1
By the alternating series test, the series = 1 − + − + · · · is convergent, but
n=1 n 2 3 4
the corresponding series of absolute values
X∞ ¯¯ (−1)n−1 ¯¯ X∞ 1 1 1 1
¯ ¯= = 1+ + + +···
n=1
¯ n ¯
n=1 n 2 3 4

is not absolutely convergent because this is p series with p = 1, and is therefore divergent.
Dr. Gabby (KNUST-Maths) Series 35 / 42
Test for absolute convergence The Ratio Test

Test for absolute convergence

Theorem (The ratio test)


¯ ¯
¯ u n+1 ¯
1 If lim ¯
¯ ¯ = L < 1, then the series P u n is absolute convergent.
n→∞ u n ¯

¯ ¯
¯ u n+1 ¯
2 If lim ¯
¯ ¯ = L > 1, then the series P u n is absolute divergent.
n→∞ u n ¯

¯ ¯
¯ u n+1 ¯
3 If lim ¯
¯ ¯ = 1, the test is inconclusive.
n→∞ u n ¯

Dr. Gabby (KNUST-Maths) Series 37 / 42


Test for absolute convergence The Ratio Test

Example
∞ n3
(−1)n
X
Determine if is absolute convergent.
n=1 3n

n3
Let an = (−1)n . Then
3n
¯ (−1)n+1 (n + 1)3 3n ¯¯
¯ ¯ ¯ ¯
¯ a n+1 ¯
lim ¯ ¯ = lim ¯ ·
n→∞ ¯ a n ¯ n→∞ ¯ 3n+1 (−1)n n 3 ¯
¯ 3
¯ (n + 1) ¯
¯
= lim ¯¯ ¯
n→∞ 3n 3 ¯
n +1 3
µ ¶
1
= lim
3 n→∞ n
1
= <1
3
Therefore the given series is absolute convergent.

Dr. Gabby (KNUST-Maths) Series 38 / 42


Test for absolute convergence The Root Test

Test of Absolute convergence

The following test is convenient to apply when n t h powers occur.

Theorem (The n t h root test)


p
n
If lim |u n | = L < 1, then the series u n is absolute convergent.
P
1
n→∞

p
n
If lim |u n | = L > 1, then the series u n is absolute divergent.
P
2
n→∞

p
n
3 If lim |u n | = 1, the test is inconclusive.
n→∞

Dr. Gabby (KNUST-Maths) Series 39 / 42


Test for absolute convergence The Root Test

Example
X∞ µ 2n + 3 ¶n
Test the convergence of the series
n=1 3n + 2
µ ¶n
2n + 3
un = =⇒
3n + 2
p
n 2n + 3
|u n | = (39)
3n + 2
p
n 2n + 3
lim |u n | = lim (40)
n→∞ n→∞ 3n + 2
2 + 3/n
= (41)
3 + 2/n
2
= <1 (42)
3
Thus, the given series converges by the Root Test.
Dr. Gabby (KNUST-Maths) Series 40 / 42
Test for absolute convergence The Root Test

Exercise
1 Use a geometric series to represent the repeating decimal 5.23 = 5.232323 . . . , 1.414 and
1.244123 as the ratio of two integers.
2 Which of the following series diverge.
n(n+1)
cos n1
P∞ P∞ P∞
a) 1 (n+2)(n+3) b) 0 cos(πn) c) 1
3 Find s n and
q determine if the series converges or diverges.
n+1 2n+1
cos nπ + sin nπ .
P∞ P∞ P∞ ¡ ¢
a) 1 ln n b) 1 n 2 (n+1)2 c)
4 For each of the geometric series, find a, r (x) and the sum S(x) of the series. Use the
inequality |r (x)| < 1 to find the values of x for which the series converges.
x−1 n P∞ (−1)n 1 n
(−1)n x n
P∞ P∞
¡ ¢ ¡ ¢
a) 0 b) 0 3 2 c) 0 2 3+sin x .
5 Use the integral test to study the convergence and divergence of the following series.
P∞ 2 P∞ − n2 P∞ 1 P∞ 2
1) n=1 3n+5 , 2) n=1 ne p 3) n=1 n ln n 4) n=1 n ln2 n
P∞ 1 p n 1 atan n
6) ∞
P∞
8) ∞
P P
5) n=2 5n+10 n n=2 ln n 7) n=1 n(1+ln2 n) n=1 n 2 +1 .

Dr. Gabby (KNUST-Maths) Series 41 / 42


END OF LECTURE
THANK YOU

Dr. Gabby (KNUST-Maths) Series 42 / 42

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