Академический Документы
Профессиональный Документы
Культура Документы
THE CAUCHY
PRINCIPLE VALUE METHOD AND RELATED IDEAS IN
DIVERGENT SERIES
Abstract
We discuss a question thoughtful Calculus 2 students ask regarding the value of a
divergent integral where the integrand is an odd function. We as well address some
techniques regarding divergent series.
sin5 xdx.
Students paying some level of attention recognize that sin x is an odd function, which
when raised to an odd power will result in an odd function. Hence the integral is
0. Less attentive students spend 10 minutes on the integral with a high percentage
of them making a mistake somewhere.
1. If
Rt
a
Z
f (x)dx := lim
f (x)dx.
a
2. If
Rb
s
f (x)dx.
f (x)dx := lim
R
Rb
If for a f (x)dx and f (x)dx the corresponding limits exist, then the
integrals are said to be convergent. If the limits do not exist, we say the
integrals are divergent.
R
Rb
3. If a f (x)dx and f (x)dx are convergent, then
Z
f (x)dx :=
f (x)dx +
f (x)dx
Z
f (x)dx := lim
tb
f (x)dx.
a
f (x)dx := lim
sa+
f (x)dx.
s
Rb
Z
f (x)dx :=
Z
f (x)dx +
f (x)dx.
c
For example:
2
Z
0
1
dx := lim
x2
t2
1
dx
x2
(1)
= lim ln |x 2|]0
(2)
= lim (ln |t 2| ln 2)
(3)
t2
t2
= .
But for any k > 0,
Z
k
1
dx := lim
t
x2
Z
k
1
dx
x2
t
(4)
1
x k
1 1
= lim ( + )
t
t
k
1
= .
k
= lim
(5)
(6)
-2
-1
-2
-4
1
x
+
s0
t0
a x
a x
t x
s
(8)
(9)
s0
t0+
s0
t0
(10)
= +
(11)
s0
t0
=???.
In Calc 2, we teach the students to say the integral is divergent, but a better answer
is that the integral could be anything. More importantly we note that the matter
at hand is that we do not know the rate at which the limits are converging. If they
happen to converge at different rates, say t approaches 0 twice as fast as s, then
the above problem becomes1 :
Z s
Z a
Z a
1
1
1
dx := lim
dx + lim
dx
(12)
+
x
x
x
s0
t0
a
t
a
Z 0
Z a
1
1
:= lim
dx + lim
dx
(13)
0 a
0 0+2 x
x
a
= lim ln |x|]a + ln |x|]2
(14)
0
(15)
(16)
2
(17)
0
0
= lim ln
0
= ln 2.
If we assume that the individual limits approach 0 at the same rate, however, we
1 This
have
Z
Z s
Z a
1
1
1
dx := lim
dx + lim+
dx
x
s0
t0
a x
t x
Z a
Z 0
1
1
dx + lim
dx
:= lim
0 0+ x
0 a
x
a
= lim ln |x|]a + ln |x|]
0
= lim (ln ln a + ln a ln )
0
(18)
(19)
(20)
(21)
= 0,
which agrees with our intuition (though that does not make it correct). This is the
idea behind Cauchys Principal Value Method, which is a way to assign a value to a
divergent integral by assuming each limit converges at the same rate. The Method
works even if the integrand is not odd and the interval is not symmetric. We remark
that the notation for this is
Z
b
P.V.
f (x)dx.
a
1
dx is divergent
x
but
P.V.
a
1
dx = 0.
x
Cauchys Principal Value Method can only be acceptable if applying it to a convergent integral does not change the value of the integral (which it does not). It
should also be stated that we have presented the idea of the method for divergent
integrals over R. A similar, but more involved, technique can be used for divergent
line integrals over C.
0.6
0.4
0.2
-6
-4
-2
-0.2
-0.4
-0.6
P.V.
2
10+4x
(5x+x2 )3 .
Z 1
10 + 4x
10 + 4x
dx
+
dx
(22)
2
3
2 3
2 (5x + x )
0 (5x + x )
Z
Z 1
10 + 4x
10 + 4x
:= lim
dx
+
dx
(23)
2 3
2 3
0
2 (5x + x )
(5x + x )
1 !
1
1
= lim 2
(24)
0
x (5 + x)2 2 x2 (5 + x)2
1
1
1
1
+
+ 2
= lim 2
0 (5 )2
4(5 2)2
1(5 + 1)2
(5 + )2
(25)
2
2
(25 + 10 + ) + (25 10 + )
1
1
= lim
+
0
2 (5 )2 (5 + )2
36 36
(26)
20
= lim 2
(27)
0 (5 )2 (5 + )2
10 + 4x
dx =
(5x + x2 )3
= .
But if we use the u-substitution u = 5x + x2 we have du = (5 + 2x)dx and when
x = 2, u = 5(2) + (2)2 = 6 and when x = 1, u = 5(1) + 12 = 6. Thus
Z
P.V.
2
10 + 4x
dx = P.V.
(5x + x2 )3
2
du
u3
Z 6
2
2
du
+
du
3
0
u3
6
0+ u
6 !
1
1
= lim
2
2
0
u 6
u
1
1
1
1
+
+
= lim
0
2
36 36 2
Z
:= lim
= 0.
(28)
0
(29)
(30)
(31)
If we try to fix the situation in the original integral by letting the limit on the
left approach 0 twice as fast as the limit on the right (since the interval on the left
of the singularity is twice as long as the interval on the right), we get:
Z 1
Z 0
Z 1
10 + 4x
10 + 4x
10 + 4x
dx =
dx +
dx
(32)
2 )3
2 )3
(5x
+
x
(5x
+
x
(5x
+ x2 )3
2
2
0
Z 2
Z 1
10 + 4x
10 + 4x
:= lim
dx
+
dx
(33)
2 3
0
(5x + x2 )3
2
(5x + x )
2
1 !
1
1
= lim 2
2
(34)
0
x (5 + x)2 2
x (5 + x)2
1
1
1
1
= lim
+
+
(35)
0 42 (5 2)2
36 36 2 (5 + )2
(5 + )2 + 4(5 2)2
= lim
(36)
0
42 (5 2)2 (5 + )2
25 10 2 + 100 80 + 162
= lim
(37)
0
42 (5 2)2 (5 + )2
75 90 + 152
= lim 2
(38)
0 4 (5 2)2 (5 + )2
= .
Dr. Rusin recommends not using substitution when using Cauchys Principal Value
Method.
an = a0 + a1 + a2 + := lim Sk
k
n=0
where Sk := a0 + a1 + + ak is the k-th partial sum. If the limit exists, the series
is said to be convergent, else the series is said to be divergent.
This is precisely what is done in standard Calc 2 courses.
(1)n = 1 1 + 1 1 + 1 1 + .
n=0
(39)
= (1 1) + (1 1) + (1 1) +
(40)
= 1 + (1 + 1) + (1 + 1) + (1 + 1) +
(41)
= 1 + 0 + 0 + 0 + 0 +
(42)
= 1.
no limit to His power. If you choose to say, God can give a creature free will and at the same time
withhold free will from it, you have not succeeded in saying anything about God: meaningless
combinations of words do not suddenly acquire meaning simply because we prefix to them the
two other words, God can. It remains true that all things are possible with God: the intrinsic
impossibilities are not things but nonentities. It is no more possible for God than for the weakest
of His creatures to carry out both of two mutually exclusive alternatives; not because His power
meets an obstacle, but because nonsense remains nonsense even when we talk it about God. [3]
Grandi thought he had proved the existence of God because something had been
created out of nothing.
Grandi, Euler, and Leibnitz each believed for various reasons that the series summed
to 12 (see [2]). Euler used the geometric series
1 + x + x2 + x3 + =
1
1x
1
1
= .
1 (1)
2
This is, of course, no good since this series only converges for |x| < 1. If we want
to play this game we could use
1 x2
1+x
=
= 1 x2 + x3 x5 + x6 x8 +
1 + x + x2
1 x3
and put x = 1, getting
1 1 + 1 1 + =
2
.
3
Hence some ground rules must be stated for assigning values to divergent series.
Konrad Knopp stated some is his classic text on Series [1]:
1. Every series convergent in the classic sense must be convergent in the new
sense and must have the same limit.
2. Any new process must produce a value for at least one divergent series.
3. Any two processes applied to the same series must produce the same result. (Knopp says simultaneously applied here and I am not sure what that
means.)
Knopps text list nine processes for assigning value to divergent series. Other techniques are referenced in [2]. We mention but two, both from [1]:
1). The H1 -process - also known as the C1 or M -process.
1 ++Sn
We define h0n := S0 +S
, i.e. the arithmetic mean of the sequence of partial
Pn+1
sums. We then put
ai = lim h0n .
10
Regarding Grandis series, we have that Sn = 12 [1 + (1)n ]. The h0n values are
states in Table 2.2 These values can be shown to converge to 21 (details are in [1]).
older process - also known as the Hp -process.
2). The H
h0 +h0 ++h0
1
n
We define h00n := 0 n+1
, i.e. the arithmetic
P mean of00 the arithmetic means of
the sequence of partial sums. We then put
ai = lim hn . It is the case that the
Hp -process also yields a sum of 12 for Grandis series. Again, details are in [1].
References
[1] Theory and Application of Infinite Series, Konrad Knopp, Dover.
[2] Euler and divergent series, Victor Kowalenko, European Journal of Pure and
Applied Mathematics, Vol 4, Number 4, (2011) pages 370-423.
[3] The Problem of Pain, C.S. Lewis, HarperCollins, pg. 18.
[4] Basic Complex Analysis, third edition by Jerrold E. Marsden and Michael J.
Hoffman, W.H. Freeman and Company.
[5] Dave Rusins webpage, http://www.math.utexas.edu/users/rusin/408D-12b/CPV.pdf,
the Department of Mathematics, the University of Texas.
11
n
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
Sn
1
1.5
1.75
1.875
1.9375
1.96875
1.984375
1.9921875
1.99609375
1.998046875
1.999023438
1.999511719
1.999755859
1.99987793
1.999938965
1.999969482
1.999984741
1.999992371
1.999996185
1.999998093
1.999999046
1.999999523
1.999999762
1.999999881
1.99999994
1.99999997
1.999999985
1.999999993
n
0
1
2
Sn
1
1
1
1
n=0 2n .
h0n
S0
1
1 = 1 =1
S0 +S1
1+1
1+1 = 2 = 1
S0 +S1 +S2
= 1+1+1
=
1+1+1
3
12
n
0
1
2
3
4
5
h0n
S0
1
1 = 1 =1
1
1+0
1+1 = 2
1+0+1
2
1+1+1 = 3
1+0+1+0
2
1
1+1+1+1 = 4 = 2
1+0+1+0+1
3
1+1+1+1+1 = 5
1+0+1+0+1+0
3
1
1+1+1+1+1+1 = 6 = 2
13