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Chapter 5

Series and Convergence


We know a Taylor Series for a function is a polynomial approximations for that function. This week, we will
see that within a given range of x values the Taylor series converges to the function itself. In order to fully
understand what that means we must understand the notion of a limit, and convergence.

5.1 Limits of functions and Lhopitals rule


We begin with a brief review of limits. You have probably studied limits of functions before. Intuitively,
lim f ( x ) = L means the closer x gets to a the closer the value f ( x ) gets to L . Indeed, as close as you want to
x a

get to L , say within .0001 you can find an x such that | f ( x ) L | .0001.
Some limits are easy to find. For example, lim x = a and lim c f ( x ) = c lim f ( x ). If we happen to know
x a

x a

that lim f ( x ) = L 1 and lim g ( x ) = L 2 then it is true that:


x a

x a

x a

(i)lim f ( x ) + g ( x ) = L 1 + L 2
x a

(ii)lim f ( x ) g ( x ) = L 1 L 2
x a

(iii)lim f ( x )/ g ( x ) = L 1 / L 2 , if L 2 = 0.
x a

You may recall that it is more difficult to find lim f ( x )/ g ( x ) when lim f ( x ) = 0, or and
x a

x a

5x 5 3x
lim g ( x ) = 0, or . For example consider lim
. Both the numerator and denomonator
x a
x 7 x 5 13 x
go to , but the fraction goes to 5/7. One way to see this is to graph the function! Heres another method.
Theorem (LHopitals rule): If lim f ( x )/ g ( x ) is of indeterminate form (0/0 or / ) then
x a

lim f ( x )/ g ( x ) = lim f ( x )/ g ( x )

x a

x a

Here are some examples.


lim (3 x 2 + 4 )/(7 x 23 ) = lim 6 x /7 = .

lim (3 x 2 + 4 x 20 )/( x 3 8 ) = lim (6 x + 4 )/(3 x 2 ) = 4/3.

x 2

x 2

We can now make a general statement about limits of quotients of polynomials.


Theorem: If f ( x ) and g ( x ) are polynomials then:
21

Chapter 5: Series and Convergence

22

if deg f ( x ) > g ( x )

0
if deg f ( x ) < g ( x )
lim f ( x )/ g ( x ) =
x

ak /bk if deg f ( x ) = g ( x )

where ak and bk are the coefficients of the highest terms in f ( x ) adn g ( x ) respectively.

5.2 Limits of sequences


A sequence is a function whose domain is all positive integers. For example, 2, 4, 8, 16, . . . is a sequence
whose n th term is 2n . We write this as the sequence an = 2n . List the first few terms of the sequence 31n , what
is the 34th term of this sequence?
In this class we will mostly be interested in limits of sequences as x . It is not too hard to believe
1
that lim 2n = , and that lim
= 0. Intuitively, we understand that as n gets really big, then 31n gets
n
n 3n
really close to 0. Now we try to formalize that idea.
Definition: lim an = L if for any > 0 there exists an integer N so that whenever n > N it is true that
n

|an L | < . We say the sequence an converges to L in this case.


1
For example, lim
= 0 since, whenever n > 1/( 3). I.e., inorder to make
n 3n
1
need to pick n > 3 (.001
) = 333.

1
3n

within = .001 of 0 we

5.3 Series
A series is an infinite sum, like
% & % &2 % &3 % &4
% &i
$
1
1
1
1
1
=1+
+
+
+
+
2
2
2
2
2
i =0
Taylor Series are examples of series. In this section we address the following question. If we look at partial
sums of the series, do the answers we get approach some limit. I.e.,
lim

n % &i
$
1

i =0

=?

' ( )i
In other words does the sequence of partial sums an = ni =0 12 converge to some limit? We say that a series
converges if such a limit exists and is finite and diverges otherwise. Here are three examples, the first series
converges and the second and third diverge.
% &i
$
1

i =0

i =0

i =0

i = 1 + 2 + 3 + 4 + 5 +

(1 )i = 1 + 1 1 + 1 1 + 1

In order for a series to converge it must be true that the terms in it get smaller and smaller. More exactly:

Chapter 5: Series and Convergence

23

'
Theorem: If i=0 bi converges, then limi bi = 0.
This condition
is needed for a series to converge but is not sufficient to insure convergence! So if we
'
have a series i=0 bi , and limi bi = 0 then the series
' must diverge. The second and third examples above
are examples of this. But it is possible that a series i=0 ai , has limi ai = 0 and doesnt converge! A
surprising example is:
1 1 1
1 + + + +
2 3 4

5.4 The Geometric Series


The first series we will talk about is called the geometric series. It is of the form

i =0

xi = 1 + x + x2 + x3 + x4

Notice that the very first series mentioned at the top of this page is such a series with x = 12 . Whether this
series converges or not will depend on what x is.
We first look at the simple case that x = 12 . It is useful to define the partial sums here and study there
behavior.
n % &i
$
1
=?
Sn =
2
i =0
31
Calculating these we see, S 0 = 1, S 1 = 32 , S 2 = 74 , S 3 = 15
8 , S 4 = 16 , . We see a pattern! Indeed
% n +1
&
% &
% &i
$
1
2
1
1
= lim S n = lim
= 2 lim
=2
n
n
n
n 2n
2
2
i =0

For the general geometric series, we again look at partial sums.

Sn =

n
$

i =0

xi = 1 + x + x2 + + xn

In this case, some algebra proves useful. Consider multiplying the partial sum by (1 x ).
( 1 x )S n = ( 1 x )( 1 + x + x 2 + x n ) = 1 x n +1

This means that

Sn =
So we need to determine the limit

1 x n +1
1x

1 x n +1
n
n 1 x
Notice that it is a limit as n goes to infinity. The only n is in the numerator. Whether this converges or not
will depend on what x is. In the example when x = 12 the series converges. When x = 2 on the otherhand,
the series will diverge. The general rule is that the series will converge as long as | x | < 1. Why?
So if | x | < 1
lim Sn = lim

i =0

1 x n +1
1
=
n 1 x
1x

x i = lim Sn = lim
n

Check that this corresponds with what we got when x = 12 .

Chapter 5: Series and Convergence


Repeating decimals

24

You all know that .3333333333 . . . = 13 , but here is a proof of this fact.
&
%
$
1 i
1
1
1
+3
+3
+ = 3
10
100
1000
10
i =1
%
&
% &
1
1
1
=3
1 =3
=
1 .1
9
3

.3333333 = .3 + .03 + .003 + .0003 + = 3

5.5 Alternating Series


An alternating series is one in which the terms alternate in sign, so it will look like

(1 )n bn where bn will

n =1

be sequence. The following theorem about alternating series will be useful.


'
Theorem: An alternating series i=0 (1 )i bi converges if and only if limi bi = 0.
'
'
1
For example, the series i=0 (1 )i 1i converges, while the series i=0 (1 )i 2 n diverges. Compare this
result with the previous theorem. This one is if and only if , while the previous theorem was not.

5.6

Tests for Convergence and Absolute Convergence

We continue with more ways of determining whether a series converges or not. Since we already have a
method which determines whether alternating series converge or diverge, this week we will concentrate on
series of positive terms.

5.6.1 Method 1: Comparison


'
'
'
(I) If i=0 ai and
' i =0 bi are series of positive terms and ai bi and the series i =0 bi converges, then so
does the series
' i =0 ai .'
'
(II) If i =0 ai'
and i =0 bi are series of positive terms and ai bi and the series i=0 bi diverges, then
so does the series i=0 ai .
'
'
Example: Show that the series i=0 (i +11 )! converges. We compare this series with the series i=0 21i ,
which is a geometric series that converges to 2. We compare the i th terms:
1
1
1
1
=

= i
(i + 1 )!
1 2 3 i (i + 1 )
(1 2 2 2 2 )
2

5.6.2

Method 2: Integral Test

If each ai = f (i ) for some continuous decreasing function f ( x ) then


*

$
ai converges if and only if
f ( x )d x converges.
i =1

'
Example: Show that the series i=1 1i diverges. The function f ( x ) = x1 is continuous and decreasing
on the interval (1, ) and ai = 1i .
* m
*
1
1
d x = lim
d x = lim (ln |m | ln 1 ) =
m

m
x
x
1
1

Chapter 5: Series and Convergence


'
Example: The series i=1
interval (1, ) and ai = i1p .
*

1
ip

25

converges. The function f ( x ) =

1
d x = lim
m
xp

m
1

1
x p is

continuous and decreasing on the

&%
%
&
1
1
1
d
x
=
lim

1
m 1 p
xp
m 1 p

This limit is finite if p > 1 and infinite otherwise.


Theorem: The series

1
i =1 i p

'

converges if p > 1 and diverges if p 1.

Absolute Convergence
Sometimes a series is neither all positive term nor nicely alternating in sign. An
'
i
example is i=1 cos
,
some
of whose terms are negative, some positive but not every other one. In this case
2
i
we sometimes '
talk about the absolute convergence of a series.
The series i=1 ai is said to converge absolutely if the series of the absolute values of the terms

i =1

|a i | = |a 1 | + |a 2 | +

converges. It is important because of the following result:


Theorem: If a series converges absolutely then it converges.
' cos i
' ++ cos i ++
Example:
Looking
at
our
example
converges (by comparison
must
converge
since
2
1
i
=
i =1 i 2
i
' 1
with i =1 i 2 ).

5.6.3 Method 3: Ratio Test


This test is a generalization of the comparison test above. This tests for absolute convergence.
Theorem:

|a i + 1 |
< 1.
i |ai |

ai converges if and only if lim

i =1

Example: Recall the Geometric series is 1 + x + x 2 + + c i + . The ratio test looks at the ratio of the
terms ai +1 = x i +1 and ai = x i :
|a i + 1 |
| x i +1 |
lim
= | x |.
= lim
i |ai |
i | x i |

This limit exists and is < 1 exactly when | x | < 1. Thus the geometric series converges when | x | < 1 which
agrees with what we had determined before.

5.7 Intervals of Convergence


This brings us to another definition. Series that contain a variable x , say, may converge for only some values
of x , The values for which the series does converge are collectively called the interval of convergence for that
series. For example, the geometric series has interval of convergence 1 < x < 1. Returning to the Taylor
series, we often want to know for what values of x does the Taylor Series of the function converge to the
function itself. This will always turn out to be an interval around the point a where we centered the Taylor
Series.
Examples:

Chapter 5: Series and Convergence


(i)

'

n =1 n

n xn.

26

The ratio test give us that

|a n + 1 |
|(n + 1 ) ( n + 1 ) x n +1 |
|(n + 1 ) ( n + 1 ) x |
|(n ) ( n + 1 ) x |
lim
lim
= lim
=
>
> lim |n x |
n |an |
n
n
n
n
|n n x n |
|n n |
|n n |

lim

which is'
unless x = 0. So the series converges only if x = 0.
n n
(ii) n=1 (22n) ! x The ratio test shows:
|a n + 1 |
lim
= lim
n |an |
n

(2 )n +1 x n +1
2 (n +1 )!
(2 )n x n
2n !

2 x
= 0 < 1.
n 2 (n + 1 )

= lim

So this series converges for all x . That is, the interval of convergence is < x < .

5.8

Problems for Chapter 5

Exercise 5.1. Find the limit in each case.


2x 3 3x 2
(a) lim
x 7 x 13
ln ( x )
(d) lim
x x

3x + x
(c) lim
x
2x
sin ( x )
(f) lim
x 0
x

4x 2 + 3x
(b) lim
x 16 x 3 1000
2x
(e) lim 3567892
x x

Exercise 5.2. Each of the following sequences converge to 0. In each case find N (as a function of ) as the
formal definition of convergence requires.
(a) an =

1
n2

(b) an =

1
4n 3

(c) an =

1
2n

(hint: use logs)

Exercise 5.3. Decide if each of these geometric series converges and if so determine what it converges to.
' ( )i
' ( )i
(a) 100 + 1000 + 10000 +
(b) i=0 59
(c) i=0 95
Exercise 5.4. . Find the rational numbers represented by each of the repeating decimals below.
(a) .040404040404
(b) .123123123123123 . . .

Exercise 5.5. Find a formula for the sum of each of the following series by performing suitable operations
on the geometric series.
(a) 1 x 3 + x 6 x 9 +
(b) x 2 + x 6 + x 10 +

(c) 1 2 x + 3 x 2 4 x 3 +

(d) x + 2 x 2 + 3 x 3 + 4 x 4 +
(e) x +

x2
2

x3
3

x4
4

Exercise 5.6. Which of the following alternating sums converge and which diverge?

$
$
i
1
(a)
(1 )i 2
(1 )i
(b)
i +1
3i + 2
i =1
i =1

$
i
(d)
(1 )i
5i 4
i =1

(c)

(1 )i

i
ln i

(e)

(1 )i

1
ln i

i =1
i =1

Chapter 5: Series and Convergence

27

Exercise 5.7. Use the ratio test to find the interval of convergence for each of the following power series.

$
$
$
xi
xi
xi
(c)
(a)
(b)
i
i!
2i
i =1
i =1
i =1
(d)

(g)

i xi

2
$
i

(e)

i =1

i =1

i =1

( 1 + x )i

xi
i

$
99

(h)

nn
n =1

xn

(f)

i 3i

i =1

(i)

n!x n

n =1

Exercise 5.8. Find the interval of convergence for the Taylor series of the following functions.
(b) e x

(a) sin ( x )

(c) cos ( x )

Exercise 5.9. Use the Comparison Test to determine whether each of these series converges or diverges.
'
' ( )i
'
(b) i=2 ln1 i
(c) i=0 95
(a) i=1 i 2 +1i 1
Exercise 5.10. Use the integral test to determine if each of the following series converges or diverges.

$
$
$
i
1
1
(a)
(b)
(c)
2
.
3
(i + 1 )
i
n3
n =1
i =1
i =1
(d)

n =1

1
n+1

(e)

i =1

1
i ln (i )

(f)

$
1

n n
n =1

Exercise 5.11. Use the ratio test to find the interval of convergence for each of the following power series.
(a)

$
xn

n =1

(d)

(b)

nx

n =1

( 1 + x )n

(e)

$
n2

n =1

(h)

(c)

2n

n =1

n =1

(g)

$
xn

2n

n =1

$
9n

n
n =1

$
xn

xn
9

(f)

$
n3

n =1

(i)

n!

xn

n!x n

n =1

Exercise 5.12. Find the interval of convergence for the Taylor series of the following functions.
(a) sin ( x )

(b) e x

(c) cos ( x )

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