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Series

Math 55 - Elementary Analysis III


Institute of Mathematics
University of the Philippines
Diliman

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Recall

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


lim 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.

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Series

Definition
An infinite series, or simply a series, is an expression of the
form

X
an = a1 + a2 + . . . + an + . . . .
n=1

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


A Naural Question: Does this sum always exist?

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Series
Consider the series

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

n=1

Clearly as n increases, the sum becomes infinitely large.


Take the series 12 + 14 + 18 +
sum of the first k terms:

1
16

+ ... +

1
2n

1
1
+
2
4
1
1
1
+ +
2
4
8
1
1
1
1
+ + +
2
4
8
16
1
1
1
1
1
+ + +
+
2
4
8
16
32
1
1
1
1
1
1
+ + +
+
+
2
4
8
16
32
64
1
1
1
1
1
1
1
+ + +
+
+
+
2
4
8
16
32
64
128

+ . . . and consider the


=

0.75

0.875

0.9375

0.96875

0.984375

0.9921875

it seems that the series approaches 1.


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Partial Sums
When does a series have a sum?
Let Sk denote the sum of the first k terms of the series

P
n=1

i.e.,
S1 = a1
S2 = a1 + a2
S3 = a1 + a2 + a3
..
.
Sk = a1 + a2 + a3 + + ak =

k
X

an

n=1

We call Sk the k th partial sum of the series and {Sk } the


sequence of partial sums.
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an ,

Partial Sums
For

X
1
, with sum of the first n terms:
2n
n=1

S1

S2

1
= 0.5
2
2
X
1
n=1

2n

1
1
+ = 0.75
2
4

S3

3
X
1
1
1
1
= + + = 0.875
n
2
2
4
8
n=1

S4

4
X
1
1
1
1
1
= + + +
= 0.9375
n
2
2
4
8
16
n=1

S5

5
X
1
1
1
1
1
1
= + + +
+
= 0.96875
n
2
2
4
8
16
32
n=1

S6

6
X
1
1
1
1
1
1
1
= + + +
+
+
= 0.984375
2n
2
4
8
16
32
64
n=1

the sequence {Sk } = {0.5, 0.75, 0.875, 0.9375, 0.96875, 0.984375, . . .} of


partial sums of the series seems to converge to 1.
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Convergent/Divergent Series
Definition

P
Let
an be a series and denote by {Sk } its sequence of partial
n=1

sums. If {Sk } converges to S, then the series is said to be


convergent and its sum is equal to S; and write

X
an = S.
n=1

Otherwise, the series is said to be divergent.


In other words, a series

an is convergent if its sequence of

n=1

partial sums {Sk } is convergent, or

X
n=1

an = lim Sk = lim
k

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Series

k
X

an

n=1
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Convergent/Divergent Series
Example
Determine if the series

X
n=1

Solution. Consider the k

th

1
converges or diverges.
n(n + 1)

partial sum Sk =

k
X

1
.
n(n
+ 1)
n=1

1
1
1
=
.
n(n + 1)
n
n+1


By partial fraction decomposition, note that


Sk

=
=
=
=

k
X

k 
X
1
1
1
=

n(n
+
1)
n
n
+
1
n=1
n=1
 
 




1
1
1
1
1
1
1
1
+

+ +

2
2
3
3
4
k
k+1

 
 







1
1
1  1
1  1
1
+

+ + 

1 +
2
2 
3
3 4
k+1

k
1
1
k+1

X
1
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Harmonic Series
Example

X
1
Show that the harmonic series
is divergent.
n
n=1

Solution. We consider the following partial sums:


S2

S4

S8

S16

S2n

>

Since

1
3
1+ =
2

2 

 
1
1
1
3
1
4
1+
+
+
> +2
=
2
3
4
2
4
2

 

 
1
1
1
1
1
1
1
4
1
5
1+ + +
+ + +
+
> +4
=
2
3
4
5
6
7
8
2
8
2

 

 
1
1
1
1
1
5
6
1 + + +
+
+ +
> +8
=
2
8
9
16
2
16
2
n+2
.
2

X
n+2
1
, the harmonic series
diverges.
2
n
n=1
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Geometric Series
Theorem
The geometric series

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

n=1

and r are nonzero constants, is

P
arn1 =
(i) convergent if |r| < 1 and
n=1

a
.
1r

(ii) divergent if |r| 1.


Proof. If r = 1, the geometric series becomes
The nth partial sum is Sn =

n
P

a.

n=1

a = na. Since

i=1

(
+ if a > 0
lim Sn = lim na =
n
n
if a < 0
the series diverges.
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Geometric Series

Proof.(contd) If r 6= 1,
Sn
rSn
Sn rSn

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


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

= a(1 rn )
a(1 rn )
Sn =
1r
( a
a(1 rn )
Now, lim Sn = lim
= 1r
n
n
1r
dne
(1 r)Sn

if |r| < 1

and we get the

if |r| > 1

desired result.

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Geometric Series

Example
Determine if the series

n=1

sum.
Solution.

X
n1

X
n1
n=1

3n

3n

converges. If it does, find the

X
1  n1
n=1

This is a geometric series with a =


Since |r| 1, the series diverges.

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3
1
3

3
and r = 3 .

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Geometric Series
Example
Determine if the series

X
(2)k
k=0

sum.

3k1

converges. If it does, find the

Solution.

X
(2)k
k=0

3k1

X
(2)k
k=0

 k

X
2
=
3
1
k
3
3 3
k=0

We recognize this as a geometric sequence with a = 3 and


r = 32 . Since |r| < 1, the series converges and

X
(2)k
k=0

3k1

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3
9

2 = 5
1 3
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Properties of Infinite Series


1

If

an and

n=1

n=1

convergent and

(an bn ) =

n=1
2

If c 6= 0 and

convergent and
If c 6= 0 and

an

n=1

can = c

n=1
3

an is convergent, then

n=1

bn are convergent, then

(an bn ) is

n=1

bn .

n=1

can is also

n=1

an .

n=1

an is divergent, then

n=1

can is also

n=1

divergent.
4

For any positive integer k,

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

n=1

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

n=k

both divergent.
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Properties of infinite Series


Example


X
1
2
Determine if the series
+
converges or
2n1 n(n + 1)
n=1
diverges.

1
is a geometric series with r =
2n1
n=1
therefore, it is convergent.

Solution.

and

2
converges.
n(n + 1)
n=1
 X

X
2
2
1
+
=
+
n1
n(n + 1)
2
n(n + 1)

We have seen earlier that



X
1
Therefore,
n1
2
n=1
converges.

1
2

n=1

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A Property of Convergent Series


Theorem

P
If
an is convergent, then lim an = 0.
n

n=1

Proof. For a series

an with nth partial sum Sn , note that

n=1

an = Sn Sn1
If

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

n=1

lim Sn = S. Hence,

lim an =

lim (Sn Sn1 )

lim Sn lim Sn1

= SS
= 0.
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Divergence Test
Corollary (Divergence Test)
If lim an 6= 0, then the series
n

an is divergent.

n=1

This theorem guarantees divergence of series if the terms do not


approach 0.

P
However, If lim an = 0, the series
an may or may not
n

n=1

converge. To illustrate, consider the series:


1
P
which is divergent;
n=1 n

P
1
which is convergent.
n=1 n(n + 1)

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Divergence Test
Example
Determine if the series

X
en
converges or diverges.
n2

n=1

Solution.

en
n n2
en
= lim
n 2n
en
= lim
n 2
=

lim an =

lim

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


n
Divergence Test.
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Exercises
Determine if the series converges or diverges.



X
1
1
ln 1 +
n
n=1

X
k=2

X
i=1

k2
k2 1
i
1 + ln i

X
1 + 3n
n=1

X
n=1

2n
2
n(n + 2)

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References

Stewart, J., Calculus, Early Transcendentals, 6 ed., Thomson


Brooks/Cole, 2008

Dawkins, P., Calculus 3, online notes available at


http://tutorial.math.lamar.edu/

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