Lecture 2: Convergence of a series

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Outline

1. Positive series

2. General series

3. Series of functions

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1. Positive series
Definition (Positive series)
∞
X
A series an , with an ≥ 0, is called a positive series.
n=1

Example
∞
X 1
2
is a positive series.
n=1
n

P∞
If n=1 an is a positive series, then
N
X +1 N
X
SN +1 − SN = an − an = an ≥ 0.
n=1 n=1

This means that SN is an increasing sequence. Since every bounded

increasing
P∞ sequence is convergent (has a finite limit), it follows that
n=1 an is convergent if and only if the partial sum SN is bounded.
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1. Positive series
Theorem (Comparison Test)
P∞ P∞
1 If 0 ≤ an ≤ bn and n=1 bn is convergent, then n=1 an is
convergent.
P∞ P∞
2 If 0 ≤ bn ≤ an and n=1 bn is divergent, then n=1 an is divergent.

Proof.
P∞
If 0 ≤ an ≤ bn , then N an ≤ N
P P
n=1 bn ≤ n=1 bn , which means
1
n=1P
that the partial sum SN = N a
n=1 n is increasing and bounded.
Consequently, it is convergent.

If 0 ≤ bn ≤ an and ∞
P P∞
n=1 bn is divergent, then the series n=1 an
2

cannot
P∞ be convergent. Otherwise the first statement implies that
n=1 bn is convergent. This is a contradiction.

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1. Positive series

Example
∞
X 1
Is the series convergent ?
n2
n=1
N
X 1
Solution: Recall that the series is convergent, because
n=1
n(n + 1)

N N  
X 1 X 1 1
= −
n=1
n(n + 1) n=1 n n + 1
       
1 1 1 1 1 1 1
= 1− + − + − + ··· + −
2 2 3 3 4 N N +1
1
=1− → 1 as N → ∞
N +1
∞
1 1 X 1
Since ≤ , it follows that is also convergent.
n2 n(n + 1) n=1
n 2

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1. Positive series

Example
∞
X 1
Is the series convergent ?
n3
n=1

Solution:
∞
1 1 X 1
Since ≤ and is convergent (shown in the previous example),
n3 n2 n=1
n 2
∞
X 1
it follows that is also convergent.
n=1
n3

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1. Positive series

Example
∞
X ln n
Is the series convergent ?
n3
n=1

Solution: Since
d
ln x dx ln x 1/x
lim = lim d
= lim = 0,
x→∞ x 1
dx x
x→∞ x→∞

it follows that
ln n
≤ 1 when n is very large.
n
ln n 1
Therefore, 3 ≤ 2 .
n n
∞ ∞
X 1 X ln n
Since 2
is convergent, it follows that is also convergent.
n=1
n n=1
n3

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1. Positive series
Example
∞
X n!
Is the series convergent ?
nn
n=1

Solution: Since
n! 1 × 2 × ... × n2 × ( n2 + 1) × ( n2 + 2) × ... × n
=
nn n × n × ... × n × n × n × ... × n
    n  n  n   
1 2 2 +1 2 +2 n
= ··· 2 ···
n n n n n n
  n2
1
≤
2
∞  n
X 1 2
and is convergent (geometric series),
n=1
2
∞
X n!
it follows that n
is also convergent.
n=1
n
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1. Positive series

Example
∞
X 2n
Is the series convergent ?
n!
n=1

Solution: Since
2n 2 × 2 × 2 × 2 × 2 × ... × 2
=
n! 1 × 2 × 3 × 4 × 5 × ... × n
8 2 × 2 × ... × 2
≤
6 4 × 5 × ... × n
 n−3
8 1
≤
6 2
∞  n−3 ∞  n−3
X 8 1 8X 1
and = is convergent (geometric series),
n=1
6 2 6 n=1 2
∞
X 2n
it follows that is also convergent.
n=1
n!
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1. Positive series

Example
∞
an X
If a1 = 1 and an+1 = for n ≥ 2, is series an convergent ?
3 + cos(n)
n=1

Solution:
an
First, if an > 0 then an+1 = > 0. It is a positive series.
3 + cos(n)

1 1
Second, an+1 ≤ an = an , and therefore
3−1 2
 2  3  n−1  n−1
1 1 1 1 1
an ≤ an−1 ≤ an−2 ≤ an−3 ≤ · · · ≤ a1 =
2 2 2 2 2
∞  n−1 ∞
X 1 X
Since is convergent, it follows that an is convergent.
2
n=1 n=1
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1. Positive series
Example
∞
an X
If a1 = 1 and an+1 = for n ≥ 2, is series an convergent ?
2 + cos(nπ)
n=1
an
Solution: If an > 0 then an+1 = > 0. It is a positive series.
2 + cos(nπ)
a2n−1 a2n−1 a2n−2
Since a2n = = and a2n−1 = = a2n−2 ,
2+1 3 2−1
it follows that a2n−2  1 n−1
a2n = = ··· = a2 ,
3 3
a2n−3  1 n−1
a2n−1 = = ··· = a1 .
3 3
Therefore,
∞ ∞ ∞   ∞  
X X X 1 n−1 X 1 n−1
an = (a2n + a2n−1 ) = a2 + a1 < ∞
3 3
n=1 n=1 n=1 n=1

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1. Positive series

Theorem (Ratio Test)

an+1
< 1, then ∞
P
1 If an > 0 and lim n=1 an is convergent.
n→∞ an

an+1
> 1, then ∞
P
2 If an > 0 and lim n=1 an is divergent.
n→∞ an

an+1
3 If an > 0 and lim = 1, then no conclusion
n→∞ an
(we need to use other criteria).

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1. Positive series
Proof.
1−r
1 If lim an+1 /an = r < 1, then an+1 /an ≤ r + 2 when n is large.
n→∞
1−r
Let λ = r + 2 , which satisfies 0 < λ < 1. Then
an0 +n ≤ λan0 +n−1 ≤ λ2 an0 +n−2 ≤ λ3 an0 +n−3 ≤ · · · ≤ λn an0 .

Thus ∞
P P∞ n P∞ n
n=1 an0 +n ≤ n=1 λ an0 and n=1 λ an0 is convergent.

r−1
2 If lim an+1 /an = r > 1, then an+1 /an ≥ r − 2 when n is large.
n→∞
r−1
Let λ = r + 2 , which satisfies λ > 1. Then
an0 +n ≥ λan0 +n−1 ≥ λ2 an0 +n−2 ≥ λ3 an0 +n−3 ≥ · · · ≥ λn an0 .

Thus ∞
P P∞ n P∞ n
n=1 an0 +n ≥ n=1 λ an0 and n=1 λ an0 is divergent.

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1. Positive series

Example
∞
X 2n
Is the series convergent ?
n!
n=1

Solution: By using Ratio test, we have

2n+1
an+1 (n + 1)! 2
= = → 0 as n → ∞.
an 2n n+1
n!
an+1
Therefore, lim < 1.
n→∞ an
∞
X 2n
This implies that is convergent.
n=1
n!

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1. Positive series

Example
∞
X n!
Is the series convergent ?
nn
n=1

Solution: By using Ratio test, we have

(n + 1)!
an+1 (n + 1)n+1 1 1
= = → as n → ∞,
an n! 1 n e
1+
nn n
an+1
where e = 2.718. Therefore, lim < 1.
n→∞ an
∞
X n!
This implies that is convergent.
n=1
nn

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1. Positive series

Example
∞
X 4n n!
Is the series convergent ?
nn
n=1

Solution: By using Ratio test, we have

4n+1 (n + 1)!
an+1 (n + 1)n+1 4 4
= = → as n → ∞,
an 4n n! 1 n e
1+
nn n
an+1 4
Therefore, lim = > 1.
n→∞ an e
∞
X 4n n!
This implies that is divergent.
n=1
nn

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1. Positive series

Example
∞ 
2n + 1 n
X 
Is the series convergent ?
3n + 2
n=1

Solution: By using Ratio test, we have

 n+1  n
2(n + 1) + 1 1
1+
an+1 3(n + 1) + 2 2(n + 1) + 1 n + 1/2 2
=  n =  n → as n → ∞,
an 2n + 1 3(n + 1) + 2 1 3
1+
3n + 2 n + 2/3

an+1 2
Therefore, lim = < 1.
n→∞ an 3
∞
X 2n + 1 n

This implies that is convergent.
n=1
3n + 2

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1. Positive series
Theorem (Integral Test)
P∞
If f (x) is a nonnegative
R∞ and decreasing, then n=k+1 f (n) is convergent
if and only if k f (x)dx < ∞.

Proof.
Since f (x) is decreasing, f (x) ≥ f (n) for x ∈ [n − 1, n]. Thus
Rn Rn
n−1
f (x)dx ≥ n−1 f (n)dx = f (n).

Therefore, ∞
X ∞ Z
X n Z ∞
f (n) ≤ f (x)dx = f (x)dx.
n=k+1 n=k+1 n−1 k

Similarly,
Z ∞ ∞ Z
X n ∞ Z
X n ∞
X
f (x)dx = f (x)dx ≤ f (n − 1)dx = f (n).
k n=k+1 n−1 n=k+1 n−1 n=k

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1. Positive series

Example
∞
X 1
Is the series convergent when p > 1 ?
np
n=1

1
Solution: is nonnegative and decreasing in x, we can use the Integral Test:
xp
Z ∞ Z ∞ x=∞
1 −p 1 1−p 1
p
dx = x dx = x = (when p > 1)
1 x 1 1 − p x=1 p − 1
∞
X 1
Therefore, p
is convergent.
n=1
n

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1. Positive series

Example
∞
X 1
Is the series 3/2
convergent ?
n=1
n

Solution: This is a special case of the previous example:

∞
X 1
is convergent when p > 1.
np
n=1

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1. Positive series

Example
∞
X 1
Is the series convergent ?
n
n=1

1
Solution: Since is nonnegative and decreasing in x, we can use the
x
Integral Test:
Z ∞ x=∞
1
dx = ln(x) =∞
1 x x=1

∞
X 1
Therefore, is divergent.
n
n=1

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1. Positive series

Example
∞
X 1
Is the series convergent when 0 < p < 1 ?
np
n=1

1
Solution: Since is nonnegative and decreasing in x, we can use the
xp
Integral Test:
Z ∞ Z ∞ x=∞
1 1
dx = x−p dx = x1−p =∞
1 xp 1 1−p x=1

∞
X 1
Therefore, is divergent.
np
n=1

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1. Positive series

Example
∞
X 1
Is the series convergent ?
n ln n
n=2

1
Solution: Since is nonnegative and decreasing in x, we can use the
x ln x
Integral Test:
Z ∞ Z ∞ x=∞
1 1
dx = d ln x = ln(ln x) =∞
2 x ln x 2 ln x x=2

∞
X 1
Therefore, is divergent.
n ln n
n=2

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1. Positive series

Example
∞
X 1
Is the series convergent ?
n(ln n)2
n=2

1
Solution: Since is nonnegative and decreasing in x, we can use
x(ln x)2
the Integral Test:

1 x=∞
Z ∞ Z ∞
1 1 1
2
dx = 2
d ln x = − =
2 x(ln x) 2 (ln x) ln x x=2 ln 2
∞
X 1
Therefore, is convergent.
n(ln n)2
n=2

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2. General series
If a series ∞
P
n=1 an consists of both negative and positive terms, then the
comparison test, ratio test and integral test CANNOT be used directly.

Theorem (Absolutely convergent series)

If the positive series ∞
P P∞
n=1 |an | is convergent, then n=1 an is also
convergent (called absolutely convergent).

Proof.
∞ ∞ 
X X |an | + an |an | − an 
First, we note that an = − , where
n=1 n=1
2 2
|an | + an |an | − an
≤ |an | and ≤ |an |.
P∞ 2 2
If n=1 |an | is convergent, then (using comparison test)
∞ ∞
X |an | + an X |an | − an
both and are convergent.
n=1
2 n=1
2

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2. General series

Example
∞
X (−1)n
Is the series absolutely convergent ?
n2
n=1
∞
X 1
Solution: Since is convergent (using integral test), it follows that
n2
n=1
∞
X (−1)n
is absolutely convergent.
n2
n=1

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2. General series

Example
∞
X (−1)n
Is the series √ absolutely convergent ?
n=1
n
∞
X 1
Solution: Since √ is divergent (using integral test), it follows that
n=1
n
∞
X (−1)n
√ is NOT absolutely convergent.
n=1
n

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2. General series

Example
∞
X (−10)n
Is the series absolutely convergent ?
n!
n=1
∞
X 10n
Solution: We consider the positive series .
n!
n=1
By using ratio test, we have

10n+1
an+1 (n + 1)! 10
= = → 0 as n → ∞.
an 10n n+1
n!
∞
an+1 X 10n
Thus lim < 1 =⇒ The positive series is convergent.
n→∞ an n!
n=1
Therefore, the original series is absolutely convergent.
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2. General series

Example
∞
X (−1)n 2n
Is the series absolutely convergent ?
n4
n=1
∞
X 2n
Solution: We consider the positive series .
n4
n=1
By using ratio test, we have

2n+1
an+1 (n + 1)4 2
= = → 2 as n → ∞.
an 2n (1 + 1/n)4
n4
∞
an+1 X 10n
Thus lim > 1 =⇒ The positive series is divergent.
n→∞ an n!
n=1
Therefore, the original series is NOT absolutely convergent.
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2. General series
Example
∞
X (−1)n n
Is the series √ absolutely convergent ?
n 3+2
n=1
∞
X n
Solution: We consider the positive series √ .
n=1
n3 + 2
Ratio test:
n+1
p
an+1 (n + 1)3 + 2 1 + 1/n
= n =p → 1 as n → ∞.
an √ (1 + 1/n)3 + 2/n
n3 + 2
The ratio test does not work.
Comparison test: when n ≥ 2,
n n 1 1
√ ≥√ =√ , while √ is divergent
3
n +2 3
n +n 3 2n 2n
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2. General series

It is possible that the series is convergent but not absolutely convergent. In

general, we have the following three cases:
P∞ P∞
If n=1 |an | is convergent, then n=1 an is absolutely convergent.
1

P∞ P∞
n=1 |an |
is divergent while n=1 an is convergent, then it is called
2

conditionally convergent.
P∞
3
n=1 an is divergent.

Remark
The second case is often difficult.

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2. General series
Definition
P∞ n
If an > 0 and decreasing (an+1 ≤ an ), then n=1 (−1) an is called an
alternating series.

Theorem (Alternating series)

Any alternating series ∞ n
P
n=1 (−1) an is convergent (even if it is not
absolutely convergent).

Example
∞
X (−1)n
The series √ is not absolutely convergent (integral test).
n=1
n
1
But it is an alternating series, because √ is decreasing.
n
Therefore, it is conditionally convergent.
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2. General series

Example
∞ ∞
X (−1)n X (−1)n
Is the series and convergent ?
ln(10 + n) ln[ln(10 + n)]
n=1 n=1

1 1
Solution: and are positive and decreasing.
ln(1 + n) ln[ln(10 + n)]
Therefore, the two series are both alternating series. They are convergent.

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2. General series
Example
∞
X (−1)n n
Is the series √ convergent ?
n 3+2
n=1
n
Solution: If √ is decreasing, then the series is an alternating series.
n3
+2
x
Let f (x) = √ , and consider its derivative:
3
x +2
x3 − 4
f 0 (x) = − 3
2(x3 + 2) 2
When x ≥ 2, we have f 0 (x) < 0. Thus f (x) is decreasing when x ≥ 2.
n
Therefore, √ is decreasing for n ≥ 2.
3
n +2
∞
X (−1)n n
This shows that √ is an alternating series (thus convergent).
n=1
n3 + 2
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 P∞
3. Series of functions: n=1 an (x)

∞
X
We consider series an (x), where each an (x) is a function of x.
n=1

Remark
P∞
n=1 an (x) may be convergent for some x, but divergent for some other x.

page 34/49
 P∞
3. Series of functions: n=1 an (x)

Example
∞
X xn
For which x is the series convergent ?
n!
n=0

Solution: By using ratio test

|x|n+1
|an+1 | (n + 1)! |x|
= n = → 0 as n → ∞,
|an | |x| n+1
n!
we see that
|an+1 |
lim < 1 for any x.
n→∞ |an |

Therefore, the series is absolutely convergent for any x.

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 P∞
3. Series of functions: n=1 an (x)

Example
∞
X xn
For which x is the series convergent ?
n
n=1

Solution: By using ratio test

|x|n+1
|an+1 | |x|
= n +n1 = → |x| as n → ∞.
|an | |x| 1 + 1/n
n
1 If |x| < 1 then the series is absolutely convergent.
2 If |x| > 1 then lim an+1 6= 0, so the series is divergent.
n→∞
x = 1 then the series ∞ 1
P
3 If n=1 n is divergent (integral test).
(−1)n
x = −1 then the series ∞
P
4 If n=1 n is divergent (alternating series).
Overall, for −1 ≤ x < 1 the series is convergent.
page 36/49
 P∞
3. Series of functions: n=1 an (x)

Example
∞ nx
X e
For which x is the series sin(nx) convergent ?
2n
n=0

ex
Solution: If < 1 then
2
∞ ∞  x n
X enx X e
n
sin(nx) ≤ < ∞ (geometric series)
2 2
n=0 n=0

ex
If ≥ 1 then
2
n
ex

sin(nx) does not tend to zero,
2
violating the necessary condition for a series to be convergent.
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 P∞
3. Series of functions: n=1 an (x)

Example
∞ nx
X e
For which x is the series sin(nx) convergent ?
2n
n=0

ex
Solution: If < 1 then
2
∞ ∞  x n
X enx X e
n
sin(nx) ≤ < ∞ (geometric series)
2 2
n=0 n=0

ex
If ≥ 1 then
2
n
ex

sin(nx) does not tend to zero,
2
violating the necessary condition for a series to be convergent.
page 38/49
 P∞
3. Series of functions: n=1 an (x)

Example
Let a1 = a2 = 1 and an = an−1 + an−2 for n ≥ 3.
∞
X
For which x is the series an xn convergent ?
n=0

Solution: This is the Fibonacci sequence, which has a general formula

 √ √ 
1  1 + 5  n  1 − 5 n
an = √ − .
5 2 2
Therefore,
∞ ∞ √ ∞ √
1 1 + 5 n X 1 1 − 5 n
X X    
n
an x = √ x − √ x .
5 2 5 2
n=1 n=1 n=1

2
When |x| < √ , both series are convergence.
1+ 5
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Outcome of this lecture

1 Determine whether a positive series is convergent, by using

comparison test, ratio test and integral test.

2 Determine whether a series is absolutely convergent, conditionally

convergent, or divergent.

3 Determine the convergence of an alternating series.

P∞
4 Determine the range of x such that a series n=1 an (x) is convergent.

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Exercises

Are the following series absolutely convergent, conditionally convergent, or

divergent ?
∞
X n!
1
100n
n=1

∞
X sin(4n)
2
n2
n=1

page 41/49
Exercises

Are the following series absolutely convergent, conditionally convergent, or

divergent ?
∞
X 10n (n + 1)
3
42n+1
n=1

∞
X (−1)n 1.1n
4
n4
n=1

page 42/49
Exercises

Are the following series absolutely convergent, conditionally convergent, or

divergent ?
∞
X (−1)n
5
ln(n + 1)
n=1

∞
X n
6
(ln n)n
n=2

page 43/49
Exercises
Are the following series absolutely convergent, conditionally convergent, or
divergent ?
∞  n
X 1
7 1+
n
n=1

∞  
X
n 1
8 (−1) ln 1 +
n
n=1

page 44/49
Exercises

Are the following series absolutely convergent, conditionally convergent, or

divergent ?
∞  2
n +1 n
X 
9
2n2 + 1
n=1

page 45/49
Exercises
Determine whether the following series are convergent or divergent.
∞
5n + 1 X
10 Let a1 = 2 and an+1 = an . Consider the series an .
4n + 3
n=2

∞
2 + cos(n) X
11 Let a1 = 1 and an+1 = √ an . Consider the series an .
n n=2

page 46/49
Exercises

Determine whether the following series are convergent or divergent.

∞
2 + cos(n) X
12 Let a1 = 1 and an+1 = an . Consider the series an .
4
n=2

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Exercises
For which x are the following series convergent ?
∞
X xn
13 .
2n
n=0

∞  
X x
14 ln 1 + .
n
n=1

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Exercises
For which x are the following series convergent ?
∞  
X
n−1 x
15 (−1) ln 1 + .
n
n=1

∞
X (−1)n enx
16 .
n2n
n=0

page 49/49