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Series Math 55 - Elementary Analysis III Institute of Mathematics University of the Philippines Diliman Math 55 Series 1/ 20

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Math 55 chapter 18

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  • Series

    Math 55 - Elementary Analysis III

    Institute of MathematicsUniversity of the Philippines

    Diliman

    Math 55 Series 1/ 20

  • Recall

    A sequence {an} = {a1, a2, . . .} is convergent if

    limn an = L

    exists for some real number L. Otherwise, it is divergent.

    In many applications, the sum of the terms

    a1 + a2 + . . .+ an + . . .

    of a sequence is also important.

    Math 55 Series 2/ 20

  • Series

    Definition

    An infinite series, or simply a series, is an expression of theform

    n=1

    an = a1 + a2 + . . .+ an + . . . .

    The numbers a1, a2, . . . are called the terms of the series.

    A Naural Question: Does this sum always exist?

    Math 55 Series 3/ 20

  • Series

    Consider the series

    n=1

    n = 1 + 2 + 3 + 4 + 5 + . . ..

    Clearly as n increases, the sum becomes infinitely large.

    Take the series 12 +14 +

    18 +

    116 + . . .+

    12n + . . . and consider the

    sum of the first k terms:

    1

    2+

    1

    4= 0.75

    1

    2+

    1

    4+

    1

    8= 0.875

    1

    2+

    1

    4+

    1

    8+

    1

    16= 0.9375

    1

    2+

    1

    4+

    1

    8+

    1

    16+

    1

    32= 0.96875

    1

    2+

    1

    4+

    1

    8+

    1

    16+

    1

    32+

    1

    64= 0.984375

    1

    2+

    1

    4+

    1

    8+

    1

    16+

    1

    32+

    1

    64+

    1

    128= 0.9921875

    it seems that the series approaches 1.

    Math 55 Series 4/ 20

  • Partial Sums

    When does a series have a sum?

    Let Sk denote the sum of the first k terms of the seriesn=1

    an,

    i.e.,

    S1 = a1

    S2 = a1 + a2

    S3 = a1 + a2 + a3...

    Sk = a1 + a2 + a3 + + ak =k

    n=1

    an

    We call Sk the kth partial sum of the series and {Sk} the

    sequence of partial sums.

    Math 55 Series 5/ 20

  • Partial Sums

    For

    n=1

    1

    2n, with sum of the first n terms:

    S1 =1

    2= 0.5

    S2 =2

    n=1

    1

    2n=

    1

    2+

    1

    4= 0.75

    S3 =3

    n=1

    1

    2n=

    1

    2+

    1

    4+

    1

    8= 0.875

    S4 =4

    n=1

    1

    2n=

    1

    2+

    1

    4+

    1

    8+

    1

    16= 0.9375

    S5 =5

    n=1

    1

    2n=

    1

    2+

    1

    4+

    1

    8+

    1

    16+

    1

    32= 0.96875

    S6 =6

    n=1

    1

    2n=

    1

    2+

    1

    4+

    1

    8+

    1

    16+

    1

    32+

    1

    64= 0.984375

    the sequence {Sk} = {0.5, 0.75, 0.875, 0.9375, 0.96875, 0.984375, . . .} ofpartial sums of the series seems to converge to 1.

    Math 55 Series 6/ 20

  • Convergent/Divergent Series

    Definition

    Letn=1

    an be a series and denote by {Sk} its sequence of partialsums. If {Sk} converges to S, then the series is said to beconvergent and its sum is equal to S; and write

    n=1

    an = S.

    Otherwise, the series is said to be divergent.

    In other words, a seriesn=1

    an is convergent if its sequence of

    partial sums {Sk} is convergent, orn=1

    an = limk

    Sk = limk

    kn=1

    an

    Math 55 Series 7/ 20

  • Convergent/Divergent Series

    Example

    Determine if the series

    n=1

    1

    n(n+ 1)converges or diverges.

    Solution. Consider the kth partial sum Sk =k

    n=1

    1

    n(n+ 1).

    By partial fraction decomposition, note that1

    n(n+ 1)=

    1

    n 1n+ 1

    .

    Sk =k

    n=1

    1

    n(n+ 1)=

    kn=1

    (1

    n 1n+ 1

    )=

    (1 1

    2

    )+

    (1

    2 1

    3

    )+

    (1

    3 1

    4

    )+ +

    (1

    k 1k + 1

    )=

    (1

    1

    2

    )+

    (1

    2

    1

    3

    )+

    (1

    314

    )+ +

    (1

    k 1k + 1

    )= 1 1

    k + 1

    So Sk 1 and therefore the series coverges,n=1

    1

    n(n+ 1)= 1.Math 55 Series 8/ 20

  • Harmonic Series

    Example

    Show that the harmonic series

    n=1

    1

    nis divergent.

    Solution. We consider the following partial sums:

    S2 = 1 +1

    2=

    3

    2

    S4 =

    (1 +

    1

    2

    )+

    (1

    3+

    1

    4

    )>

    3

    2+ 2

    (1

    4

    )=

    4

    2

    S8 =

    (1 +

    1

    2+

    1

    3+

    1

    4

    )+

    (1

    5+

    1

    6+

    1

    7+

    1

    8

    )>

    4

    2+ 4

    (1

    8

    )=

    5

    2

    S16 =

    (1 +

    1

    2+ + 1

    8

    )+

    (1

    9+ + 1

    16

    )>

    5

    2+ 8

    (1

    16

    )=

    6

    2

    S2n >n+ 2

    2.

    Sincen+ 2

    2, the harmonic series

    n=1

    1

    ndiverges.

    Math 55 Series 9/ 20

  • Geometric Series

    Theorem

    The geometric seriesn=1

    arn1 = a+ ar + ar2 + . . ., where a

    and r are nonzero constants, is

    (i) convergent if |r| < 1 andn=1

    arn1 =a

    1 r .(ii) divergent if |r| 1.

    Proof. If r = 1, the geometric series becomesn=1

    a.

    The nth partial sum is Sn =n

    i=1

    a = na. Since

    limnSn = limnna =

    {+ if a > 0 if a < 0

    the series diverges.Math 55 Series 10/ 20

  • Geometric Series

    Proof.(contd) If r 6= 1,

    Sn = a+ ar + ar2 + ar3 + . . .+ arn1

    rSn = ar + ar2 + ar3 + . . .+ arn1 + arn

    Sn rSn = a arn(1 r)Sn = a(1 rn)

    Sn =a(1 rn)

    1 r

    Now, limnSn = limn

    a(1 rn)1 r =

    { a1 r if |r| < 1dne if |r| > 1

    and we get the

    desired result.

    Math 55 Series 11/ 20

  • Geometric Series

    Example

    Determine if the series

    n=1

    pin1

    3nconverges. If it does, find the

    sum.

    Solution. n=1

    pin1

    3n=

    n=1

    1

    3

    (pi3

    )n1This is a geometric series with a = 13 and r =

    pi3 .

    Since |r| 1, the series diverges.

    Math 55 Series 12/ 20

  • Geometric Series

    Example

    Determine if the series

    k=0

    (2)k3k1

    converges. If it does, find the

    sum.

    Solution.

    k=0

    (2)k3k1

    =

    k=0

    (2)k313k

    =

    k=0

    3

    (2

    3

    )k

    We recognize this as a geometric sequence with a = 3 andr = 23 . Since |r| < 1, the series converges and

    k=0

    (2)k3k1

    =3

    1 (23) = 95Math 55 Series 13/ 20

  • Properties of Infinite Series

    1 Ifn=1

    an andn=1

    bn are convergent, thenn=1

    (an bn) is

    convergent andn=1

    (an bn) =n=1

    an n=1

    bn.

    2 If c 6= 0 andn=1

    an is convergent, thenn=1

    can is also

    convergent andn=1

    can = cn=1

    an.

    3 If c 6= 0 andn=1

    an is divergent, thenn=1

    can is also

    divergent.

    4 For any positive integer k,n=1

    an = a1 + a2 + a3 + . . . and

    n=k

    an = ak + ak+1 + ak+2 + . . . are both convergent or

    both divergent.

    Math 55 Series 14/ 20

  • Properties of infinite Series

    Example

    Determine if the series

    n=1

    (1

    2n1+

    2

    n(n+ 1)

    )converges or

    diverges.

    Solution.

    n=1

    1

    2n1is a geometric series with r = 12 and

    therefore, it is convergent.

    We have seen earlier that

    n=1

    2

    n(n+ 1)converges.

    Therefore,

    n=1

    (1

    2n1+

    2

    n(n+ 1)

    )=

    n=1

    1

    2n1+

    n=1

    2

    n(n+ 1)converges.

    Math 55 Series 15/ 20

  • A Property of Convergent Series

    Theorem

    Ifn=1

    an is convergent, then limn an = 0.

    Proof. For a seriesn=1

    an with nth partial sum Sn, note that

    an = Sn Sn1Ifn=1

    an is convergent, then there exists a number S such that

    limnSn = S. Hence,

    limn an = limn (Sn Sn1)

    = limnSn limnSn1

    = S S= 0 .

    Math 55 Series 16/ 20

  • Divergence Test

    Corollary (Divergence Test)

    If limn an 6= 0, then the series

    n=1

    an is divergent.

    This theorem guarantees divergence of series if the terms do notapproach 0.

    However, If limn an = 0, the series

    n=1

    an may or may not

    converge. To illustrate, consider the series:n=1

    1

    nwhich is divergent;

    n=1

    1

    n(n+ 1)which is convergent.

    Math 55 Series 17/ 20

  • Divergence Test

    Example

    Determine if the series

    n=1

    en

    n2converges or diverges.

    Solution.

    limn an = limn

    en

    n2

    = limn

    en

    2n

    = limn

    en

    2=

    Hence limn an 6= 0 and so the series is divergent by the

    Divergence Test.

    Math 55 Series 18/ 20

  • Exercises

    Determine if the series converges or diverges.

    1

    n=1

    ln

    (1 +

    1

    n

    )2

    k=2

    k2

    k2 1

    3

    i=1

    i

    1 + ln i

    4

    n=1

    1 + 3n

    2n

    5

    n=1

    2

    n(n+ 2)

    Math 55 Series 19/ 20

  • References

    1 Stewart, J., Calculus, Early Transcendentals, 6 ed., ThomsonBrooks/Cole, 2008

    2 Dawkins, P., Calculus 3, online notes available athttp://tutorial.math.lamar.edu/

    Math 55 Series 20/ 20