Topic 10 Sequences and Series
10.1 Sequences
A sequence is a list of numbers written in a definite order. It can be considered as a function whose domain are (positive) integers.
The limit of a sequence is defined similarly to the limit of the function . Indeed, we have the following theorem.
Theorem 10.1 If and , then .
If the limit exists, we say the sequence is convergent. Otherwise, we say the sequence is divergent.
Convergence sequences have the same rules and properties of limits as functions. For example, we may apply L’Hospital’s rule to or type sequences.
When determining the convergence of a sequence or finding the limit, we may not know the explicit expression of the sequence the following theorem may be useful.
Theorem 10.2 (Monotone Convergence Theorem) Let be a bounded sequence, that is for all . If there exists an integer such that either for all or for all , that is the sequence is either increasing or decreasing (a.k.a. monotonic), then the sequence is convergent.
Exercise 10.1 List the first five terms of the sequence
Solution.
The first five terms are
Exercise 10.2 List the first five terms of the sequence
Solution.
The first two terms have been given. Using the recurrence formula, we find
Exercise 10.3 Find a formula for the general term of the following sequence, assuming that the pattern of the first few terms continues.
Solution.
The sequence can be explicitly expressed as
Exercise 10.4 Determine whether the sequence converges or diverges. If it converges, find the limit.
Solution.
For such a rational expression, to find the limit, we divide the highest degree monomial from both the numerator and the denominator and apply the quotient (or product) rule of limits. The sequence converges to .
Exercise 10.5 Determine whether the sequence converges or diverges. If it converges, find the limit.
Solution.
We rewrite the expression in the form form and use the fact that if to determine the convergence.
The sequence converges to .
Exercise 10.6 Determine whether the sequence converges or diverges. If it converges, find the limit.
Solution.
Let . Then is continuous whenever . We may use the theorem that to determine the convergence.
Use the fact that is continuous and , we get The sequence converges to .
Exercise 10.7 Determine whether the sequence converges or diverges. If it converges, find the limit.
Solution.
Recall that
Then Therefore,
The sequence converges to .
Exercise 10.8 Determine whether the sequence converges or diverges. If it converges, find the limit.
Solution.
Let . Then is continuous and The sequence converges to .
Exercise 10.9 Determine whether the sequence converges or diverges. If it converges, find the limit.
Solution.
Let . Then is continuous whenever . Therefore, The sequence converges to .
Exercise 10.10 Determine whether the sequence converges or diverges. If it converges, find the limit. and for all
Solution.
By the recurrence formula, we get
From those terms, we may claim that the sequence is decreasing and .
We prove the claim that by induction. The monotonicity follows from this claim.
Clearly, . Suppose that the . Then
By the Monotone Convergence Theorem, is a finite number.
Taking limits of both side of the equality , we get . Solve the equation for , we get
Remark: Mathematical induction is often used in
dealing with recursive sequences.
A mathematical induction starts with checking the truth of a claim in the base case , followed by a inductive step. In the inductive step, we assume the claim is true for (or ), and then prove that the claim is true for .
Exercise 10.11 Determine whether the sequence converges or diverges. If it converges, find the limit.
Solution.
By the recurrence formula, we get
From those terms, we may claim that the sequence is increasing and .
To prove that the sequence is increasing, we need to show that If we can prove that , then . Because when .
This can be done by induction.
Clearly, Suppose that the . Then
By the Monotone Convergence Theorem, is a finite number.
Taking limits of both side of the equality , we get . Solve the equation, we get
10.2 Series
A series is the (formal) sum of all terms of a sequence . The sum is called a partial sum of the series.
A series is convergent (divergent) if the sequence of partial sums is convergent (respectively, divergent).
Theorem 10.3 If a series is convergent then . Conversely, if , then is divergent.
For convergence series, their linear combinations are also convergent.
Theorem 10.4 If and are convergence sequences, then where and are real numbers.
Using the formula we know that the geometric series Otherwise, it diverges.
Remark. When finding the sum of the geometric series, one should rewrite the series is in the following form before applying the above formula.
Exercise 10.12 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
The series can be expressed as Which is a scalar multiple of the geometric series with .
Therefore, the series converges and
Exercise 10.13 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
The series can be expressed as
Therefore, the series converges and
Exercise 10.14 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
The series can be expressed as which is a multiple of the harmonic series.
Because the harmonic series diverse, the series in this question diverges.
Exercise 10.15 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
The series is a linear combination of two convergent geometric series: The sums of those two series are and Therefore,
Exercise 10.16 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
Consider the series
Because , the geometric series converges to .
Note that . Then the partial sum is Taking the limit, we find that
Therefore,
Exercise 10.17 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
Then the partial sum is
Because the limit . The series in this question diverges.
Exercise 10.18 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
The rational expression can be written as a sum of partial fraction:
Then the partial sum is
Taking the limit, we find that
Exercise 10.19 Determine whether the series is convergent or divergent. If it is convergent, find its sum.
Solution.
The partial sum is
Taking the limit, we find that
Exercise 10.20 Find the values of for which the series converges. Find the sum of the series for those values of .
Solution.
The series is (a multiple of) the geometric series with . Therefore, the series converges if , or equivalently, . For , the sum of the series is
Exercise 10.21 Find the values of for which the series converges. Find the sum of the series for those values of .
Solution.
The series is the geometric series with . Therefore, the series converges if , or equivalently, . When the series converges, the sum of the series is
10.3 Integral Test
By comparing the Riemann sum with the (partial) series, we may make the following statement.
Theorem 10.5 (The Integral Test) Suppose is a continuous, positive, decreasing function on and let . Then the series is convergent if and only if the improper integral is convergent.
As an application, we know exactly when does the -series converge.
Corollary 10.1 The -series is convergent if and divergent if .
When a series converges, we may use a partial sum to estimate the sum . The reminder can be estimated using integral if the function with is continuous continuous, positive, decreasing function for and is convergent:
Exercise 10.22 Determine whether the series is convergent or divergent.
Solution.
Rewrite the radicals using rational exponents, we know that the series is a -series .
Because , the series converges.
Exercise 10.23 Determine whether the series is convergent or divergent.
Solution.
The series can be expressed as
Because the improper integral the series diverges by the Integral Test.
Remark: Can you fill in the intermediate steps for the first equality?
Hint: use substitution .
Exercise 10.24 Determine whether the series is convergent or divergent.
Solution.
Because the improper integral the series diverges by the Integral Test.
Remark: Can you fill in the intermediate steps for the first equality?
Hint: use substitution .
Exercise 10.25 Determine whether the series is convergent or divergent.
Solution.
Because the improper integral the series converges by the Integral Test.
Remark: Can you fill in the intermediate steps for the first equality?
Hint: Rewrite the denominator by completing the square and use the substitution .
Exercise 10.26 Determine whether the series is convergent or divergent.
Solution.
Because the improper integral the series converges by the Integral Test.
Remark: Can you fill in the intermediate steps for both equalities?
Hint: use integration by part with for the first equality and L’Hospital’s rule for the second equality.
Exercise 10.27 Determine whether the series is convergent or divergent.
Solution.
Because the improper integral the series converges by the Integral Test.
Remark: Can you fill in the intermediate steps for the first equality?
Hint: use the substitution .
Exercise 10.28 Find the values of for which the series is convergent
Solution.
Let , then
Then
By the Integral Test, the converges when .
Exercise 10.29 Find the sum of the series correct to two decimal places.
Solution.
When using the partial sum to approximate the sum, the error (or reminder) satisfies
Take , we find that , so the sum is an approximation correct to two decimal places.
10.4 Comparison Test
Comparison is one of fundamental tool that we use to understand new questions. Like sequences, we also have a comparison test of series.
Theorem 10.6 (Comparison Test for Series) Let and be series with positive terms. Suppose for all . If the series converges, then the series converges. Conversely, if the series diverges, then the series diverges.
When compare two numbers, we often compare their quotient with or other expected number. From this point of view, we may deduce from the comparison test the limit comparison test.
Theorem 10.7 (The Limit Comparison Test for Series) Let and be series with positive terms. Suppose
where is a finite number.
1. If is positive, then either both the series converge or both diverge.
2. If and converges, then converges.
3. If and diverges, then diverges.
When using the limit comparison test, it’s better to let to be the given series and take as the numerator in the limit .
Exercise 10.30 Determine whether the series converges or diverges.
Solution.
Because the limit and the series diverges, by the limit comparison test, the series diverges.
Remark: The the term is in fraction form, we take the quotient of highest-degree (or largest-exponent) terms in the numerator and denominator as the term .
Exercise 10.31 Determine whether the series converges or diverges.
Solution.
The question of highest degree terms in the fraction is .
Because and the series converges, by the limit comparison test, the series converges.
Exercise 10.32 Determine whether the series converges or diverges.
Solution.
We compare the given series with the geometric series .
Because and the series converges, by the limit comparison test, the series converges.
Exercise 10.33 Determine whether the series converges or diverges.
Solution.
Because converges and the series converges.
Because , by the comparison test, the series converges.
Exercise 10.34 Determine whether the series converges or diverges.
Solution.
Because converges and the series converges.
Exercise 10.35 Determine whether the series converges or diverges.
Solution.
Because diverges and The series diverges by the limit comparison test.
Exercise 10.36 Determine whether the series converges or diverges.
Solution.
Because converges. By the limit comparison test, the series converges.
Note that for . Then the series converges by the comparison test.
Exercise 10.37 Determine whether the series converges or diverges.
Solution.
Because diverges and The series diverges by the limit comparison test.
Exercise 10.38 Determine whether the series converges or diverges.
Solution.
Because diverges and The series diverges.
Exercise 10.39 Determine whether the series converges or diverges.
Solution.
Because converges and The series converges.
Remark: You may find that the limit comparison test is inconclusive if or . But taking with in works. Indeed, by the integral test, one can also show the series converges.
10.5 Alternating series
Theorem 10.8 (Alternating Series Test) If the alternating series satisfies the following two conditions: (i) for all and (ii) , then the series converges.
To show that is decreasing, we often show that the sufficient condition holds.
Exercise 10.40 Determine whether the alternating series converges or diverges.
Solution.
Because for and
Then the given alternating series converges.
Exercise 10.41 Determine whether the alternating series converges or diverges.
Solution.
Because for all . The series is not an alternating series. Comparing with the -series , we know that diverges. So does
Exercise 10.42 Determine whether the alternating series converges or diverges.
Solution.
Because for and
Then the given alternating series converges.
Exercise 10.43 Determine whether the alternating series converges or diverges.
Solution.
Because for and
Then the given alternating series converges.
Exercise 10.44 Determine whether the alternating series converges or diverges.
Solution.
Because . The alternating series diverges by the divergence test.
Exercise 10.45 Determine whether the alternating series converges or diverges.
Solution.
Because for and
The alternating series converges by the alternating convergence test.
Exercise 10.46 Determine whether the alternating series converges or diverges.
Solution.
Because for all . Then the divergence test theorem, the series diverges.
Exercise 10.47 Determine whether the alternating series converges or diverges.
Solution.
Because for and
The alternating series converges by the alternating convergence test.
10.6 Absolute Convergence and Tests
A series is called absolutely convergent if the series of absolute values is convergent.
A series is called conditionally convergent if it is convergent but not absolutely convergent.
By comparing with , we draw the following conclusion.
Theorem 10.9 If a series is absolutely convergent, then it is convergent.
Inspired by limit comparison test together with the geometric series, we obtain the following tests.
- Theorem 10.10 (The Ratio Test)
- If , then the series is absolutely convergent.
- If , then the series is divergent.
- Theorem 10.11 (The Root Test)
- If , then the series is absolutely convergent.
- If , then the series is divergent.
The following two facts show that absolutely convergent series behaves better when rearranging terms.
If is an absolutely convergent series with sum , then any rearrangement of has the same sum .
If is a conditionally convergent series and is any real number, then there is a rearrangement of that has a sum equal to .
Exercise 10.48 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
The series is an alternating series. Because is decreasing and . The series is convergent by the alternating convergence test.
Because and the harmonic series diverges. The absolute series diverges by the limit comparison test.
Exercise 10.49 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
Because By the ratio test, the series is absolutely convergent.
Exercise 10.50 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
Note that
Because the geometric series converges, by the comparison test, the absolute series converges.
Therefore, the series is absolutely convergent.
Exercise 10.51 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
Note that and
Because the series diverges, by the comparison test, the absolute series diverges.
Exercise 10.52 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
Note that for . Then .
Because the series diverges, by the comparison test, the absolute series diverges.
However, by the alternating convergence test, we know that the series converges.
Therefore, the series is conditionally convergent.
Exercise 10.53 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
Because the limit By the root test, the series diverges.
Exercise 10.54 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
Because the limit By the ratio test, the series is absolutely convergent.
Exercise 10.55 Determine whether the series is absolutely convergent, conditionally convergent, or divergent.
Solution.
Because the limit By the ratio test, the series diverges.
10.7 Power series
A power series is a series of the form where is a variable and are constant numbers called the coefficients of the series.
More general, the series is called a power series in or a power series centered at or a power series about .
When a power series converges, we may use it to define a function that make power series very useful.
The interval that consists of all values of for which the series converges is called the interval of convergence of a power series.
By ratio test or root test, we know the following statement is true.
Theorem 10.12 For a given power series there are only three possibilities.
- The series converges only when
- The series converges for all .
- There is a positive number such that the series converges if and diverges if .
The positive number is called the radius of convergence of the power series. In interval notation, the inequality can be written as . When is endpoint, that is or , the series might converge or diverge. So to find the interval of convergence, the convergence of the series at endpoints should be inspected carefully.
Exercise 10.56 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit
By ratio test, we know the the series converges if . So the radius of convergence is .
When , the limit so the power series diverges when .
Therefore, the interval of convergence is .
Exercise 10.57 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit
By ratio test, we know the the series converges if . So the radius of convergence is .
When , the absolute value series is the -series with . It follows that the power series is absolutely convergent when .
Therefore, the interval of convergence is .
Exercise 10.58 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit
By ratio test, we know the the series converges if , equivalently, . So the radius of convergence is .
When , does not exist. By the divergence test, the power series diverges when .
Therefore, the interval of convergence is .
Exercise 10.59 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit for any .
By ratio test, we know the the series converges for all . So the radius of convergence is and the interval of convergence is .
Exercise 10.60 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit
By ratio test, we know the the series converges if . So the radius of convergence is .
When , the power series is a divergent -series with .
When , the power series is a convergent alternating series.
Therefore, the interval of convergence is
Exercise 10.61 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit
By ratio test, we know the the series converges if . So the radius of convergence is .
When , the power series is a divergent by comparing with the -series .
When , the power series is a convergent alternating series.
Therefore, the interval of convergence is
Exercise 10.62 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit
By ratio test, we know the the series converges only if . So the radius of convergence is .
Therefore, the interval of convergence is a one-point set .
Exercise 10.63 Find the radius of convergence and interval of convergence of the series.
Solution.
Because the limit
By ratio test, we know the the series converges if , equivalently, . So the radius of convergence is .
When , the power series is a convergent by the integral test.
Therefore, the interval of convergence is .
10.8 Representations of Functions as Power Series
Given a power series , we may define a function over the interval of convergence.
For example,
Over the open interval , where is the radius of convergence, differential and integration commute with the sum operation.
Theorem 10.13 If the power series has radius of convergence , then the function defined by is differentiable over the interval . Moreover, and
Exercise 10.64 Find a power series representation for the function and determine the radius of convergence.
Solution.
Using the power series representation
We obtain
By ratio test, we find the radius of convergence is .
Exercise 10.65 Find a power series representation for the function and determine the radius of convergence.
Solution.
A power series expansion can be obtained as follows
By ratio test, we find the radius of convergence is . Because the power series converges when .
Exercise 10.66 Find a power series representation for the function and determine the radius of convergence.
Solution.
Similar to the first exercise, we have a power series representation for
Because . By taking integral, we have The last step was obtained by plugging into both sides.
The radius of convergent is by a ratio test.
Exercise 10.67 Find a power series representation for the function and determine the radius of convergence.
Solution.
If we can find a power series representation for , then multiplying the power series by , we will get a power series representation for .
Note that
Then
Therefore,
The radius of convergent is by a ratio test.
Exercise 10.68 Find a power series representation for the function and determine the radius of convergence.
Solution.
A power series representation can be obtained as follows
The radius of convergent is by a ratio test.
Exercise 10.69 Evaluate the indefinite integral as a power series. Find the radius of convergence of the integral.
Solution.
The rational function has a power series representation
Therefore, the integral has a power series representation as follows
The radius of convergent is by a ratio test.
Exercise 10.70 Evaluate the indefinite integral as a power series. Find the radius of convergence of the integral
Solution.
The function has a power series representation as follows
Therefore, the integral has a power series representation
The radius of convergent is by a ratio test.
Exercise 10.71 Use a power series to approximate the definite integral to six decimal places.
Solution.
The indefinite integral has a power series representation as follows
The radius is .
Since , to approximate the integral to six decimal places, it is enough to use only the first two terms of the power series representation, that is
10.9 Taylor Series and Applications
Suppose a function has a power series representation, by differentiating the representation, we find the coefficients of the power series representation are determined by derivatives of the function.
Theorem 10.14 (Taylor Coefficients) If the function has a power series representation (expansion) at , that is, then the coefficients are determined by the formula In other words, if has power series expansion, then it must be
For an infinitely differentiable function , we may define a power series at We call this series the Taylor series generated by at or the Taylor expansion of at .
The Taylor series of at is also called an Maclaurin series (expansion).
In general, the Taylor series may not converge for . Even it converges for , the sum of the Taylor series may not be .
Remark. A function that has a convergent power series representation is called a (real) analytic function. Real analytical functions are infinitely differentiable (also known as smooth), that is, differentiable up to any order.
However, not all smooth functions are real analytic. There exists non-analytic smooth functions.
A sufficient (and necessary) condition for the convergence of the Taylor series to for can be given using the reminder of the Taylor series.
We call the partial sum the -th degree Taylor polynomial of at .
If is the sum of its Taylor series, then or equivalently . We call the difference the reminder of the Taylor series.
Theorem 10.15 (Taylor Formula) Assume that has a continuous derivative of order in an interval of . Then for any in , we have where and is in between and inclusively.
The Taylor formula and the first equality for can be proved by induction. The second equality for is obtained by the weighted mean-value theorem for integral. The reminder is called the Lagrange’s form of the reminder.
From Theorem 10.15, we can deduce a sufficient condition such that the sum of the Taylor series of equals .
Theorem 10.16 If for and Then
One can check that all elementary functions are sums of their Taylor series.
Important Maclaurin Series and their Radii of Convergence
Power Series Representation | Radius of Convergence | Interval of Convergence |
---|---|---|
depends on |
Remark. Using Taylor expansion, we can deduce the famous Euler’s formula for all real numbers .
Exercise 10.72 Find the Taylor series for the given function at the given point. Determine the radius of convergence.
Solution.
By induction, the -th derivative of is Plugging in , we obtain the -th Taylor coefficient
Therefore, the Taylor series of the function at is By the ratio test, we know the radius of convergence of the Taylor series is .
Remark: It can be shown that using the power series representation .
Exercise 10.73 Find the Maclaurin series for the given function at the given point. Determine the radius of convergence.
Solution.
Using the power series expansion we get By Theorem 10.14, we know that is the Maclaurin series of .
The radius of convergence is .
Exercise 10.74 Find the Maclaurin series for the given function at the given point. Determine the radius of convergence.
Solution.
Using the power series expansion we get which is the Maclaurin series of .
The radius of convergence is .
Exercise 10.75 Find the Maclaurin series for the given function at the given point. Determine the radius of convergence.
Solution.
Using the power series expansion we get the Maclaurin series
The radius of convergence is .
Exercise 10.76 Find the Maclaurin series for the given function at the given point. Determine the radius of convergence.
Solution.
Using the power series expansion we get the Maclaurin series
The radius of convergence is .
Exercise 10.77 Find the Maclaurin series for the given function at the given point. Determine the radius of convergence.
Solution.
Using the power series expansion we get Then the Maclaurin series of is
Exercise 10.78 Evaluate the integral as a power series and determine the radius of convergence.
Solution.
Because with the radius of convergence . Then with the radius of convergence .
Taking integral of both sides, we get
Exercise 10.79 Evaluate the limit
Solution.
Using the Taylor expansion we find that Using the fact that is a continuous function, we find that
Exercise 10.80 Find the sum of the series
Solution.
Consider the power series which converges for all real number .
Comparing with the Taylor expansion of , we find that for all real number .
Plug into both sides, we get
Exercise 10.81 Find the sum of the series
Solution.
Consider the power series which converges when .
Comparing with the Taylor expansion of , we find that for .
Plug into both sides, we get