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UNIT 1

--

Structure

REALNUMBERS

E

AND INFINITE SE?&E!! POSITIVE TERMS

1.1 Introduction

Objectives

1.2 Real Numbers

1.3 Sequences

1.3.1 Bounded~essofa Sequence

1.3.2 Limit of a Sequence

1.3.3 Convergenee of Sequences

1.3.4 Cnucby's Rinciple of Convergence

1.3.5 MonotonicSequences

1.3.6 Divergent Sequenws

1.3.7 Sequences~ofFunctions

1.3.8 lTnifam donvergence of Sequences

1.4 Minite Series

UENCES

OF

1.4.1

Sequena of Panid Sum of a Senes

1.4.2

Convergence of an Infinite Series

1.4.3

Caucby's General Principle of Convergeace fa Series

1.4.4

Serios of Posdve Term

1.45

GeometricSenes

1.4.6

pTea - An lmponaat Canpatison Series

1.4.7

Comparison Test$

1.4.8

Cauchy's Roor Test

1.4.9

D'Alembds RatioTeat

1.4.10

Kummer's Test

1.4.11

Cauchy's Integral Test

i

1.5 Sumy

1.6 Answers/Solutions/Hints to Exercises

1.1 INTRODUCTION

In school algebra and arithmetic, we usually deal with the two fundamental operations, viz., addition and multiplication,and their inverse operations.The basic difference between 'elementary mathematics' and 'higher mathematics' consists in introducing the important notion of nearness or closeness or approximationor convergence. For the proper understanding of this notion and its importance, it is absolutely desirable that you should be familiar with the nature and properties of real numbers. ?he real numbers consist of rational numbers and irrational numbers. In the process of calculating irrational numbers, successivewell-defined irrational numbers are constructed and their expression in decimal form is described. On the numher line,irrational numbers fill the gaps between rational

numbers. You had studied real number

(ETU)l). We shall in this unit just give a few salient features of real numbers. In algebra and trignometry, you had learnt methods of fmding sums of certiiin types of series uptoa finite number of tenns in general and upto an infinitenumber of tenm in special cases (such as geo'metric series when the common ratio is numericallyIess than unity). In algebra, you came across Mite series in Binomial expansions, while in calculus you encountered infiniteseries in Taylor's and Mclaurin's expansions of functions. Dealing with a series, when the number of terms a it is finite is straightforward and simple, but when the number of Wnns is infinite,the series may not have a finite sum always. In this unit, we formally introduce the concept of convergence of an infite series in terms of convergenceof the sequence of its partial sums, ofitain necessary and sufficient conditions for convergence, state (and wherever necessary prove) various tests of convergence for series when its terms are all positive.

In the next unit we purpose to study the tests of convergence of the series when its terms are of mixed signs. We shall the11 ii~uoducethe concepts of absolute and conditional

system in Unit 1 of Block 1 of Mathematics I

Series

convergence of plus-minus series. We also propose to study in the next unit the properties of infinite series when its term are not const'mt but functions of a variable.

Objeqtives

After studying this unit, you should bt! able to

define a sequence, a bounded sequence, limit point of a sequence, and understand the idea of convergence of sequences, and

discuss the convergence of intmite series of positive ternzs and apply some tests to determine tlie convergence of such infmite series.

1.2 REAL NUMBERS

The real number system R is the foundation upon which the whole structure 01 Red Analysis rests. There are different ways of introducing the real number system, hut the no st co~nmonway is to start with Pegmulo'sAxioms for natural numbers N. which are as follows :

i)

ii)

' 1' is a natural number, i.e., 1 E N For each n E N, there corresponds a unique natural nunlber w' = N + 1, called thq successor of n. 1 rf n', i.e., 1 is not the successor of any natural number.

nr'

=

n'

iiil

iv)

V) Let KCN 'md if (i) 1 E K

rn = n, i.e., two numbers are equal if their successors are equal

aid

(ii) m

E

K -m' E K, then K = N (Axiom

v is known as Principle of Finite Induction). These axions suffice to characterize completely the set N of natural nuinbers. viz., N = { 1,2,31,4,5,6, .}. These axioms can be used to extend the set N of natural nun~bersto 'another lmge set, the set Z of integers, by the introduction of zero and 11eyaliveintegers (which are obtained wit11the help of illinus sign to natural numbers), viz

Integers can then be used to construct the set Q of rational numbers; viz,

Rational nubhers fonn an ordered aggregate, i.e., between aiy two rational nunlbers a and b, one and clnly one of the following three relations necessarily hold :

a=b,

Consider a number where, sequence is equal to 2. Thus, could fipossibly be a rational number of the form p/q, where q may be taken as different from zero and prme to p') You

have alrWy studied that

there are m~ynumbers such as

integers nor rational numbers, showing gaps between integers or rational nuinhers 011 the

nunlber line. These gaps are filled by what are known as irrational nuinhers.

Thus the set &f rational numbers together with the set of irrational nuinbers form tire real number systep. The structure of real i~umbersystem as a tree can be illustrated as follows :

a< b,

a> b.

is not a rational number and it can not be put as p/q. Similarly

on the number line, which are neither

Figure 1.1

I

lliis construction of real numbers, starting with Peano's Axioms of natural numbers, was put forward by German mathematician Karl Weiersuass, Richard Dedikind and George

Cantor. Here we +all

characterize the algebraic structure of real number system, but may mention only that real number system is a complete ordered field and that every real number can be represented by a unique point on a directed line and conversely, every point oil the directed line

corresponds to a unique real number.

Consider now an arrangemeiit whose ~ilembersare 1, - 3'5'7'9'11 1111

not dwell on the axioms of field, order and completeness to

1

- - -

,

.If you are

-

1

asked to tell the nielnber next to -, 11

members of the arrangement are written. You would easily notice that by adding 2 to the denominator~fa member, the next nieinber in the arrangementis obtained. This,

you would look for a rule according to which the

--.

1.

13

1

11

therefore, is the rule and you would easily see that - is the member next to - in the

above arrangement. When the members in an arrangement are a set accordi~lgto some definite rule, then the arrangement is called a sequence. We shall study the sequences and their convergence in the next section.

1.3

SEQUENCES

Reill SIIIII~CPJ,Sequences

and Infinite Series of Positive Tenns

A

special class of functions whose domain is the set N of natural numbers and range a set

of

nunibers - real or complex - is called a sequences. For example

11

1 -- -

'

2'3'

-- 1

4'"'

(-)n -

1

T

,

.isasequence. Similarly, 2, 1 --, 2 1 1 +-, 1

3

1

also a sequence. We give now a fonnal definition of a sequence.

Definition

"If to each positive integer 1,2,3,4,

.corresponds a definite number x,, then the

numbers x,, 3,

A sequence, as defined above, may be denoted by < xn > = < xi,

The number of tennk in a sequence may be finite or infinite. If the numbers of terms are infinite, it is called an Infinite Sequence. We shall be mostly dealing with infinite sequences.

A sequence may be described by listing in succession its first few terms till you have a

.x,,

are

said to form a sequence.

., x,,

>

defmite rule fur specifying other members of the sequence. For example,

< 1.'

> is a sequence whose

successive terms are reciprocal of natural

2'3'4

,

,is

~ulmberto which the member corresponds.

Another way of representing a sequence is to specify the rule for its na term, e.g., for the

1.

above sequence, its dhterm is - 1.e it < x,

n

> is the above sequence, then

Still another way of describing a sequence is by specifying its first few terms and a

recursion formula in terms of the preceeding

x, = &anclx,,+,

You have already studied the boundedness of a set. Analogous to a set, a sequence may be tKtllnded above, bouiided below or bounded. We now define boundedness of a sequence.

terms, e.g., the sequence < xn > where

+ GVn r 1is< Km, 43 + 43 + 43 ,

>.

1.3.1 Boundedness of a Sequence

Definition

"A sequence < x,, > is said to be bounded id a constant K exists such that the inequality1 x,, 1 I K is satisfied for every n."

Series

The sequence< x, > is defined to possess the Upper Bound K if ,

i)

ii) at least one element of the sequence exceeds K - E , where E is any positive number.

no element of the

sequence < x,, > exceeds K.

The Lower iound k of the

sequence is defined by the properties :

i) no element of the sequence is less than k.

ii) at least one element of the sequence is less thank + E , E > 0.

From above definition, we can easily prove that there can be only one upper bound and only one lower bound of the sequence.

.has 1 as upper bound ant1 0 as lower

For example, the sequence 1,- 2 11 3'4'"' 1

bound.

It is possible that a sequencemay attain upper bound or lower bound or both. When both the upper a@ lower bounds of a sequence exist, the sequence is said to be Bounded.

Consider the sequence < x,, >, where x,, = neither bounded below nor bounded above.

The sequence c x,, >; where x,, = n V n E

lower-houllcl, but its upper bound does not exist.

Exercise 1

'

1

- ,

n

,-

-

(- I)("-') n V n E N. This sequence is

N is bounded below with 1 as its

Find the bound, if exist, of the sequence < x,, >, xn = 2(- 1)" - ' V rL E N.

1

Consider the sequence < xn > given by x,, = -. As n becomes larger and larger. the terms

n

of the sequew approach 0,called the limit of this sequence. You are already fainiliar with the notion of limit points of an arbitrary set of real numbers. We next define the liinit of a sequence.

1.3.2 Limit of g Sequence

Definition "A definite finite number 1is said to be the limit of a sequence < .x, >. if given any positive number E , howsoever small, we can find a positive integer no (E ) such that for all values of, n > no (E), we have

A sequence my have only one limit point, or more than one limit points (but a finite number of limit points) or an infinite number of limit points or no limit point. Further, a limit point of a sequence need not be a member of the sequence.

To understand the above statements, let us consider the following examples :

Example 1

The sequence <

x,, >. when x,,

1

= - Y n E N has 0 as its only limit point.

n

Example 2

The sequence < xn >, points.

Example 3

when

x,, = (-

1)" - ' Y

n E N has 1 and -1

as its Wo liinit

The sequence c xn >, where x,, = n2 Y n E N has no limit point.

Try the following exercise.

Exercise 2

Determine the limit points, if ex is^, of the references < x, > where

i) x,, = 1 + L-x,~~GN

n

Real N~mlhr~s,Seqoencrr

SIII~111tinitrSeries 01'

Positive Tenns

It may be remembered that 'every bounded sequence has a limit point'. This is hiown as Bolzano-Weiseruass Theorem for Sequences.

We now give some definitions associated with the lilllit of a sequence.

Definition

"A superior number for a given sequence is a number such that no element or only a fi~iitenumber of elements of the sequence exceed this number."

Similarly, an inferior number is one which is such that only a finite number of elenients or no element of the sequence is less than it.

If a sequence is bounded above, superior numbers always exist. Similarly, inferior numbers exist if the sequence is bounded below.

Definition

'The lower bound of the set of superior tiu~iibersis called the upper limit qf the sequence. The upper bound of the set of inferior numbers is called the lower limit of

the sequence."

The concept of limit point of a sequence helps us in understanding the convergence of a sequence, which we take up next.

1.3.3 Convergence of Sequences

Definition 1

"A sequelice < xn > is qmvergent if and only if it is h~undedand has a limit point."

Another definition of Convergence of a sequence is

-

Definition 2

"A sequence < x,, > is convergent if give11 E > 0, tliere exists a positive number

rn(~)suchthatlx,-l!

Hence sequence < x, > is convergent and converges to 1 is denoted by

< E V

n 2

ni."

11 rnay be remarked that a sequence cannot converge to Inore thau

We give below a few exaniples to illustrate thc above concepts.

Example 4

one limit point.

n? + 1

Show that Ule sequence < xn.> wliere .xn = -

2n2+5

V

1

n E N converges to -.

2

Solution

Let E

> 0 he my number. We have

1

so tllat 1 x, - - 1 < E whenever

2

3

2 (2 n2 + 5)

< E

Series

Let m he positive integer

>

4 E

Thusgjven E

> 0, there exits m (>

N such that

=> L+

n+m

x,

1

= - 2 and there-

1

< x,, > converges to -.

2

Example 5

1

Sbw that the sequence < x,, >, where x,, = (n); V

Solution1

Ldt (n)'"

=

1 + h,,

where h,

> 0

n E N converges to 1.

:.

h:

1

> - 2 n

L

< -

n-

1

(n - 1) h:

for

n 2

Y

2

n since

(:.

h,

2 0)

Let E be any positive number, then

1 hnl < dz-<

n-

1

E

when

n >

2

c2

I+-

Uet m be any positive integer greater than ( 1 +-

Thus for E

> 0,3 a positive integer m such that

e2~)

I (n)'"-11

=I h,tl

<E

v

n 2rn

Hence Lt

(n)""

n -+ Q,

= 1 and therefore sequence < x,, > converges to 1.

You my now try the following exercises.

ExercLe 3

Show that sequence, < x,, > where x, =

3+2G

V n E N converges to 2.

Exercise4

Show that sequence < x, > where x, --

n!

V

n c N is convsrgcilt.

The following theorem gives the necessary and sufficient conditionfor the convergence ot a sequence.

Theorem

"The necessary v~dsufficie~~t.condition lhi~t.;l suquence slloultl hu convergcnl is that its lipper and lower lill~ilsare ccjual."

Proof

The condition is necessary

Hence I+ E isasuperior number. whillever E nlay be. for^ > 0.

Hence. if U is the upper limit. then U 5 =

Hence U 4

I. But I - E is not ;I superior number

1.

Sinlililrly. I - E is an inferior number for all E > 0 iuid the upper hound of such

nu~nhersis I. i.e

the lower limit L is give11by L = 1.

Hence U= L= 1.

I<r;lI \IIII~~WIY.Srquenccs

;III[I

111Ii11ilt*Serie> ol'

I'c~sitivrTe~~ns

The condition is sufficient

Suppose U = L. Then only a finite ~lulliber01 terms oC the sequence exceed U + E and 011ly a ttnite numher ot terms irre less thiu~L - E = iI - E . Hencc. omitting these finite number of terms. all the other term lie between I/ - E iind U + E .

:.

Lt

n+m

x,, =

I/,

it

Ihe scclucnce is convergent

The t'ollowiny I'unclamentaltlieorem stancis at tlie foundiltiou of ill1 suhseclue~ltdiscussions in vlalysis.

1.3.4 Cauchy's Principle of Convergence

Statement

"The necessary md sufficiel~tco~~ditiolithat tllc sequence < .r,, > should he

couvergcnt is thilt given iuly positive ~~u~liherE , it is possible to fintl a pi~sitive

i~llegerm sucli that fin ill1 v;ilues ol' 11 > m, we have 1 .Y,,+,,- r.,, I xiy positive integer."

> E : wl~ere1, is

Proof

'I'he condition

is necessary

The condition is sufticient

We are pven that

Henc-t.il' M 1s iu~yfixed numher > m,

1 .w,, -

I,

1

<

E

ii;r

all n > M.

Series

Hence xM + E is a'superior number while xM- E is inferior

 

:.

U-L

< (xM+E)-(xM-E) = 2E < 0

.

(1.1)

But every superiornumber > every inferior number

 

Hence

U 2

L,

i.e.,

U-L

2 0

.

(1.2)

Conibiiling (1.1) and (1.2), U = L . Hence the sequence is coilvergeill. Tin\ proves Caucl~y'sPrincipleof Convergence.

There exist sequences wlien the elements are always increasing tw always decreasing, such sequeiices are called inoiiotc>nicsequeiices, which we shall tliscuss next.

1.3.5 Monotonic Sequences

Definition

"A sequence is said to be monotonic increasing if its elements are ;LIW~I)(S

increasing i.e., x,, < x, + , V

If however, x, I x, + ,, the sequtnce is called monoronic non-d(>crcttr\ir~<c.

"A sequence is said to be monotonic decreasing if its eleme~itsare alwiryh de&asing,i.e.,x,, > x,+, V n N."

If however. x,, 2 x,, + ,, the

For example,

n E .N."

sequence is said to be monotonic non-irrc.rotr.virr~.

i)

<

111

1 - 2'3'4 - ,

.> is a decreasing sequence

ii)

x,=-

n

n+ 1'

then < x,

> is a1 increasing sequence

iii) 3n - 4 2(n + 1)+ 3 Here xn+, = 3(n + 1)- 4'

< x,, >, withx,, = -

2n+3 V *EN.

=-ve

if

n>l

Hence the seqmice < x,, > is dgcreasing when n 2 2.

It may be noted that a mnonotonic sequeilce always tends to a liinit (ti~iiteor hfiniw). We now take up an example on moilotonic sequences.

Example 6

Show that the sequence < x,, > ,wlien x, =

tends to a finite limit.

Solution

I

:I'

1 +-

1

is monotonic:u~creasinyand

By Binomial Theorem for a positive integer,

= 1+1+-

[I-;]

2!

[1.-;)(1-;)

+

3!

Changing n to n + 1, we get

+

k-;)k-;]

+

[1-+)

n!

HwI 3unlbe1s. Srquences

;III~Infil~itt.Series ol'

t'ositivr 'I'cnrs

All the factors in tlte nulnerators of xu+, and x, are positive. Further, each fact9r in the nulnerator of .x,, + , is greater than the corresponding factor in the nun~eratorof A,,, the deuonlinators being the same, but there is one inore positive term at the end in n, + ,.

Hence x, +,> x,

Thus sequence < x, > is non no tonic increasing.

Also, it is evident that

Thus < s,,> is bounded.

Hence sequence < x,, > conveys to a fiite positive limit whose value is less than 3.

You m~ynow try 'anexercise.

Exercise 5

[

1 + -

:)"+I

Show mat < x,

>, x,

=

is monotonic decreasing and tends t,o a finite

limit. We have said above that a nlonotonic sequence may tend to an infinite limit. Such sequences are called divergent sequences, which we shall discuss next.

1.3.6 Divergent Sequences

Definition

"The sequence < x,, x,, x,,

i) x, increases indefinitely, or

ii) having chosen any positive number A, whatsoever, we can find a definite

> is said to diverge through positive values if

number N such that x,

iii) A > o, 3 N such that x,

> A when > A when

n 2

N, or

n 2 N."

The sequence < x,, > is said to diverge diverges tluough positive values.

For exunple, < .x,, >, x, = n, diverges through positive values because whatever positive

number A we set down, x,

Similarly, < x, >, x, = - n2, diverges Ulrough negative values.

We can say that "A sequence wMch is not convergent is called Divergent."

It

through negative values

n

2

1 +A.

if the sequence < - x, >

>

A if

be noted that if a sequence is unbounded on the left (i.e. below), then - m is a limit

Similarly ~f a sequence 1s u~ihoundedon the right (above) then + c-

1s ;I 1111111 pi 11111 01

Llle

secluence and the seclilelice is said to rlic.ilt-gc to + m.

A houndeil ::equence which does tiot converge 'and has at le;~stLwo IIIIII~ po111I\.I\ <;IICI to

O.vc.ill(rrr~firrirchs.

An unbounded secluence is said lo 0,~r.illrifrinfinitely if ~t diverges ne~llle~Io + m nor to - m.

()scilla'ringseque~lccsille also called

Let us look to followilig illuslrations :

Non-c otlve/;qent s~yucncr.~

3)

The sequence <

I~ecausc0 and 2 arc its two Linlit poi~lts.

1 + (-

11)"

=. = <

0, 2, 0, 2,

. > oscill;~te!,Sl~~~tely.

b) The secluc~icc.=

1.

11

2. - . 3. - ,

2

3

> is bounded

below hul u~~l~ownilediibove

and has li~iutpoints ;IS 0 ;111d+ m. Thus

this sequences oscillacca ~nl'i~iitely.

w11erc X,

=.

2. when 11 is even lowest "priine" factor (#

1) of n, when 11 is odcl .

is boundctl on Lhe left but not on the right.

The sequelice oscillates infinitely.

So far we have studied sequences when its members rue co~lst;u~l.We now consider Lllose sequences whose meinhers are functions of ;I \.i~r~;~ble.Such seyuellccs arc called seyuellces of functious.

1.3.7 Sequences of Functions

Tl~esec]'llences where Lernls or nienlbers depend in any nluuler on a vi~n;~hlc-I (1.c funclro~~sof t) are called seque~lces01. functions.

For exanlple, sec]uenco < \,,

>.

a,, (I) =

\2n

-

1 + 12n

is ;I secluence of funct~on\

are

In the

differ ;uld so the li~ilitpoilit or convergence of a sequence in this case will ilcpcvlcl upon the values (if tlie v;lriahlc t for which we nlay he considering the sequence.

seclucuces of functions. thebehaviour of ealch ternl, for differen1 valucbs01'1. will

For tlr reyue~ice< r,,

>.

/21l

.xll (I) = g,we have

Sinularly tlic L+

n+w

x,, (t) , for .x,, (t) = (2 sin t)", obviously exisls iI nil o~llyrf

deduced fro111these by a disp1;lcenlent through an integral multiple 01 2rr.

Tlie basic cluestion is that when a seclueilce of variable terms 1s given. we w~shto know whether, and to what extent, Lhe properties belonging to all the fuuctiolih \,, (1) 1.e. the terms of given sequelicc intluence the converge~lceof such sequences.

Thus we have to investigate under what supplementary conditions this or the olher property of the terius x,, (t) influence the mode of convergence of sequences of I'ulctio~ls.

A concept of the greatest importance in this respect is known as Uniform Convergence of Sequences in one of the intervals defining the terms xn (t) or in part of such an interval. We shall take this up next.

1.3.8 Uniform Convergence of Sequences

Suppose we know that for each and every t such that a I

tends a linlit. This limit depqds upon t. Let it be denoted by x(t). Thus if we first fix t,

then, tiom what we know, for E

t I b, the sequence < xn (t)

when n

2 N.

>

>

0;

3 N such that 1 xn (t) - x (t) 1 < E

Red hurrrbem, Sequence\ nrrd I~rfiiiteSeries of

Positive Term\

If we now move to another t and keep the same t, then the statement 1 xn (t) - x (t) I < E when n 2 N may cease to be true if we keep the same N - we may need to take a larger "N for the statement to be Lrue. This possibility that N will grown bigger and bigger as we move to different t will lead to difficutly in many problems. To cut out all such difficplty, we consider a different type of convergence, namely, uniform convergence in an interval (a,b).

Definition

"The sequence x,, (t) is said to converge uniformly to the limit x(t) in the interval

(n,b), if E

> 0,

3 N, for all t in (a,b), I xn (t) - x (r) I

< E

when n 2 N."

We take up an example to understand the above def-mition.

Example 7

Show that the sequence < f" > converges uniformly in (0,6) to the limit 0.

Solution

Consider the sequence < f" >, n = 1, 2,3,

P+O

as

n+m.

., when 0 < t < 1. If we fix t, then

If we fix a definite number 6, as near 1 as we please but less than 1, then

Since 6" + 0

as

t" < 6" n +

m,

when

0

I t I6

E

> 0: 3 N such that 6" < E

when

n

2

N, and so there exists N such that for

alTt in (0,6),1 t"I < E when n 2 N, i.e., the sequence < t > convetges uniformly in (0.6) to the limit zero.

You my now try Uie following exercise.

Exercise 6

Exa~rlilieBe sequence < xn (t) >, with xn (r) = n r e-"12 Y convergence in (0,l).

n E N, for uniform

You are familiar with summation of several type of series such as Arithmetic Series, Geonietric Series, etc We now, give a meaning to the sum of series containing infinite number of terms. Such series are called infinite series, which we shall now discuss.

1.4 INFINITE SERIES

Let < xn > be a sequence. Then thi expression of the form x, +n, +

QJ

+ xn +

is

called an InfiniteSeries and is symbolicallyexpressed as

members x,, x,,

the infinite series Since < x, > is a sequence

xn, .

are known as first, second,

n=l

,

xn

or simply

x,. The

, terms respectively of

+ the terms of the sequence xi,x;?, some defrnite law.

x,,

are

arranged and fonned according to

Series

Thus, in the light of this, an i~lfiniteseries can be defined as succession ot trruls which are formed according to so~nedefinite law.

To give a m~lgto the sum of a1 infinite series, we discuss secluence of partial su11lsof a series.

1.4.1 Sequence of ~art'ialSums of a Series

Let

x,

n=l

= x, ++ +

+X, +

he any given infinite

series, wl~oseterms nlay he

positive or negative.

Let S, = x, +x,+

called the partial sum of the first n terms of the given series and the secluencc < Sf, >,

where S, = xi +x2+

.+x,, be the smn of the first 11 tenlls of the series x.ill. Tllen Snis

.+n,,.V

n, is called Sequoncc. of Partic11 swns of

m

given series xx,, .

n= 1

If S, is

known, then we know .r,,and lle11cc the series (because .xn = Sn - S,, - ,).

Thus a sequence < S,, > of partial sunts is associated to each given series

vice-versa.

x,, and

I,

= I

Hence, we can assign the same behaviour to the series, xx,,

n=l

as is exhibited by its

sequence < S,,> of partial sunls as n + m. This leads to the following definition of collvergellce of an intinite series.

1.4.2 Convergence of an Infinite Series

Definition

 

m

"An infinite series

n;, = x, +x?_ +

.+x, + .

is said to converge. diverge or

 

11 =

1

oscillate, accordhlg as its sequence < Sf, > of its partial sums converges, diverges or oscillates."

Thus a series

sums tends to a finite limit.

If a sequence < S,,> of partial sumns of a series xx, converges to ;I finite quantity

.x,,converges, if and only if, the sequence < S,, > of ils piu-tial

'S'. then S is called the sun1 of rile given series xxn and is ge~lerallywritten as

or si~nplyas xx,, + S.

hl sectio~l1.3.4 above oil sequences, we have seen that the cc>nvergenceof sequences always depends upon from and after some fixed term, tllerefort: the nature of an infinite series remains unaltered if a finite number of terins are removed fro111tl~eseries.

The following theorents are the direct consequences of the definition of colwergence :

Theorem 1

The repku,enlent, clddition or omi.ysionof a.finire number oftcrnls qf.~series

has no .@ect

on its convergence.

x,

Theorem 2

The convergence qf a series remains unchanged if each fits term is multiplied by a

c20nstcmtK, K # 0.

We now consider an example to illustrate the above theory.

Example 8

111

1

Discuss the convergence of the series 1 + - +- + - + - +

24816

Solution

+

'

1

+

If < S,, > is the sequence of partial sums of given series, then

Keal Numbers, Sequer~ces

.md Lnfmite Series of Positive Ternrs

which is a tinite quantity.

Hence the sequence < I,, > of partiaI sum converges to 2 and consequently the given series is convergent.

You may now attempt m,

Exercisr 7

exercise.

Discuss the convergence of the series

The bilsic principle involved for the convergence of infinite series is the Cauchy's General Principle of Convergence for series, which we take up next.

1.4.3 Cauchy's General Principle of Convergence for Series

Statement

"Tlle necessary and sufficient condition tint the series xx,

n=l

be convergent is that

given any positive number E , there exists an integer rn such that

for all n > nz and for all positive integersp."

Proof

Now < x, > converges e the sequence < S, > of its partial sums converges.

e By Cauchy's general principle of convergence for sequences, that given E > 0,

there exists n > nz such that

1 S,, +,

- S, 1 <

E

V

n > m and for all +ve integers p.

(1.3)

Series

In this case, S, = n, +x2+

.+.x,

Thun(1.3)and(1.4)0 1 .~~+~+x,+,+

for all positive integers p.

This completes the proof of the theorem.

We next write down some simple implications of this theorem.

a) When 1)= 1, the above theorem gives

+.x~+,~<

E forn > ttrarld

1 x,, + ,I

< E

ii)r all n >

ni

This gives, therefore, a necessnry - hut not sufficient condition for

b)

c)

coilvergence of the series

x,, , which may be stated as ~'A-IIOLI~.~SIIT\'

c.ondition.forconvergence of tzn injinite s~riesxx,

L+

njW

The nature of a series is not altered by changing a finite nulnbrr of ternls. fol Cauchy's Principle of Convergence is based on ternzs after a cc.11;rinnunlber m of tenns in the beginning.

Two convergent series can be added (or subtracted) tern1 by term lo glve a convergent series.

is rhtrr

n = 1

xn=O."

We nlily note that this result is not true for two non-conl3ergent series heci~usetile suin of two nonconvergent series may fonnxaconvergeilt series.

Let us consider some examples to learn above theory.

Example 9

123

Show that the series - +-,+ - +

234

is not convergent.

Solution

",

Here if we write given series as xx,, , then x, = -

n

n+l

n=l

:.

Lt

X,,

n + 00

= Lt

n+oo

n

--

n+l

- Lt

n+w

-- I

1

I+- n

-17e,O

Hence the series is not convergent.

Example 10

Show that

Solution

m

the series xxn -

n=l

Let, if pcxsible, the series

m

is not convergent

n=l

x, be convergent.

Let

Now because

for a given E

xn is convergent

By Cauchy's Principle of Convergence,

> 0, 3 n 2 m such that

1 1

> m. - 4m-1

>->E

4

From (1.5) and (1.6), we arrive at a contradiction.

Henee'the given series does not converge.

It may also be seen that Lt n+. m

= Lt

n-m

1

--

2n-1

xn

does not converge. You may now try the following exercises.

Exercise 8

Show that the series

Exercise Y

Show that the series

- n 1 does not converge

2n+ 1

-

3n+5

is not convergent.

- 0, even though the series

Real N~m~bem,Sequences aud Infinite Series of

Pob:tive Tenns

Series with non-negative terms are the simplest and the most important type of series one comes across. We shall now onwards be discussing in this unit this typeof series, called series of positive terms.

1.4.4 Series of Positive Terms

Let

sums, so that

xn be an iniinite series of positive term and c Sn > the sequence of its partial

S,, = x,

+x,

> Oforalln

*

s,, > sn-,

Thus the sequence c Sn > of partial sums of a series ofpositive terms is a monotonic increasing sequence.

Sinct; a monotonic increasing sequence can either converge or diverges to + 00, but cannot oscillate, hence a series of positive terms either converges or diverges to + rn but it cannot oscillate,

We now state a theorem for series of positive terms.

Theorem

"A positit9eterm series converges hounded d)oveW.

You knbw that the sequence of partial sud of a positive term series is a monotonic

and only if, the sequence of its partial sums is

Series

increasing sequence

it is bounded above. Hence, it follows that a positive tern) serie.; cou\.cr.recif and

oilly if its sequence of p'utial sums is bounded above.

We now consider a special series of positive ternis

and a monotonic increasu~gsequence converges il' ;rntl oilly if

1.4.5 Geometric Series

The positive term geometric series 1 + r- +'r forr- 2 1.

Case1: 0

'

l rl 1

+

converges for r- < 1 and tl~~cr lrex to + rn

Let < S,, > be the sequence of partial sums, so that

S,, =

1

.+I"-'

so that < S,, > is hounded above and hence the series converges.

Case II : r In this case. S,,=

=

1

1+ 1 +

+ 1 =

n,

so that < S,, > is not bounded above and hence the series divergex to A .x

Case 111 : When r > 1. every term of S, after the first term is greater thul I. \;(I thar

. the sequence is not bounded above and consequently the givw \tSllesdiverges

to +00.

Hence given series converges if r- < 1 and diverges if r 2 1. In this universe ef series. we shall come across certain series in which il is either difficult or impossible to compute a secluence of partial sums. In order to discus.\ the ht~haviourof such series. we shall develop certain tests which would enable us to deterilu~lethe Iiature of the k''iveil series.

A11 important techniclue for testing the convergence of a series is to comparc rhe yiven series with a suitably selected series with known behaviour. We now cliscw.; one such series w111chis most frecluently used for such a purpose.

1.4.6 p-test - An Important Comparison Series

Theorem

m

1

"The series 1 --

I, = 1 np

Proof

Case Z : When 1) >

1

converges if IJ > 1 and diverges if p I: 1 ."

1

Let us group the terms of the series 1 -

11 =

1 nl'

as follows:

Since

.3>2=3">2P

By the sinsilx arguments. we can say that

Adding Ule corresp>ndingsides of ( 1.7), ( of the given series are less than the terms of

( 1.9),

1

I+-+--

2P-

1

1

22(p-IJ

1

+-

211(/7- I J

-+

which is a G P. of cnnunon ratio

1

<

1, since 11 >

1.

,

we see that the terms

Therefore. by geometric series test, the above series converge, r111dconsecluently tlle glveli series. being less t11a11a conver~entseries. is also convergent.

I

i

1.

Thus wl1enp > 1. the serlcs x- IS convergent.

t!i'

Case I1 : When 11= 1. The given series is now

Here.

3

< S,,>is diver~edt

3

series

1.

- 1s dtvergenl.

n

.

Hence when p = 1, the series

I.

- 1s tl~vergeu~.

.

tl"

Case JII : When 0

< 1) <

Now.

1.

11

I)< 1 *--2-v

n

trEN

-C;>C-\f

II(

tl

1

1

EN

Bur tlie series

1.

- 1s d~vergent,21sprgved in case 11.

tl

Hence

1 being greater tl1;ul a-divergent sorlcs, 1s illso d~vergentfor O <

-,

tlL'

<

1.

Series

Case IV : When p = 0 The given series reduces ro 1 + 1

Case V : When p < 0 Let p = - s,where s is positive Then nthterm of series = ns + a , as

+ 1 +

., which is divergent.

-. Hence the

n -+

necessary conditio~n

for convergenceis not satisfied. Therefore the given series is divergent.

Hence the seriesx' converges if p > 1 and diverges if p 6 1.

00

4

n=l np

When the convergence or divergence of a given series can be determined by comparing its terms with the terms of another series which is known to be convergent or divergent, such tests are called comparison tests, which we discuss next.

1.4.7 Comparison Tests

Froin our definition of Convergence of an Infinite Series (Sec 1.4.2) and fuildarnentd principle, namely, Cauchy's General Principle of Convergence for series (Sec 1.4.3). we shhll deduce criteria which one more special, but are also easier to manipulate. This we shall do by the following "Comparison~Test". Comparison Test I (a)

"If

unand

v, are two series of positive terms, such that u,, < v~ and

z Y,, is convergent, then xu, is also convergent."

Here if

then we have

S, = u,+u,+

Sn

+u,,

t,

= v, +v,+

< tn

+v,

:

Hence < S, > converges xu, is convergent.

Comparison Test I (b)

"If u, > v, md z v, is divergent than xu,,also diverges."

In this case S, > t,

Since Lit

-+ - , ;.

S, 4 -

t,

Lt

n+-

n+-

Hence < S, > diverges =a

u, is divergent.

Comparison Test II(a)

:[

-

"If Lt

If ):[

value of n.

]

is finite and

v, is convergent, then xunalso converges."

=

un

m and r is any positive number, r > m, then -

vn

< r after a certain

:.

u,

<

r v,

Then by Test I(a), the result is proved. Comparison Test I1 (b)

"If Lt

> 0 and

v, is divergent. then Z u, also diverges?

1 and o

resulthoh follows tiom Test I(b).

u,

< I, then we have -

v,

=

< r

> rafter a certain value of n.The

A c&$eof practical importance is when Lt

:[

-

J

exis$.iThen we have the following test :

'Comparison Test II(c)

is finite (hut # 0 for divergence), the11x v,, and x u,,either hoth

R(.j~l\I~~ltthr~-r.Srquence.; .~ltclInfinite Seric\ of I'r~dtiveTerm.;

converge or both diverge."

This follows from Tests II(a) and II(b).

In tl~eabove tests, we have compared the general tern] of the one series with tlle general term of the second series. There is a second type of comparison tests in which the ratio of two consecutive ternts of oile series will he compared with tlle ratio of the corresponding consecutive terllls of tlle second series.

Comparison Test 111(a)

"If -

1

+1

41

Vn + I

< -

'711

and xv,,converges,-thenxv, also coilverges."

Consider

S, =

u1+ u2+

+ u,,

t,,=

V,

.+V,,

Now,

Because xv,,converges,

:.

"1

< t, > is bounded above

Hence < S, > is bounded above 3

xu,,is convergent.

Comparison Test 111(b)

4,+ 1

"If -

un

<-

Vn + 1

vn

and x v, is divergent, then xu, also diverge"."

The proof of III(b) is the sane as for III(a) after replacing '<' by 5'.

We now take up some examples to illustrate the use of above tests. Example 11 "Investigate the behaviour of the series

.

Solution

Let us denote the given series by x u,, where

Let us compare it

Here

U, =

1

n(n+l)

with the convergent series x v,, where v, = - (byg-test).

1

n2

U, =

1

n(n+l)

1.

.<-=v

n2

Series

Thus each term of the given series xu,,is less than the correspcmtli~~pce~mof the

co~lvergentseries xv,,.

Thus by Test I(a), the given series is co~lvergent. Example 12 "Test the convergence of the series

Solution

Since

L+

n-00

:.

forp > 0."

( log n )"

n

( logn )/'

= '0

<

n

for all

n

>

1

Let us cy)mparethe given series with the divergent series

Since each ten11 of Ihe given series, after the first term, is greater than the con-csl?onding term of Ule divergent series. therefore, by Test I(b), the given series diveryes.

Example 13

1 2

3.4

"Show that he series ,, + - ,

3-.4-

!i2A2

Solution

+

5.6

7-3

+

converges7'.

Let us denote the given series by xu,,,where

1

Let us compare it with the co~lvergentseries xv,,,where v, = -

n2.

Wow,

=

LI

n +

(2 + 'In) (2n + Un)

(2n + 3/n)'

(2n +

= 1_finite and

r

O.

I'hus, by Test III(c), the two series converge or diverge together. Since xv,,

converges, therefore the given series,

u,,,$so converges

Example 14

"Investigate the behaviour of the series

lZ

Solution

Let

Now.

un

n-+wvn

Lt

=

Lt

n+m

=~t --I

1/11

n+w

-

I

Hciice tlle two series xu, and xv,, behave alike.

1.

Since x v, = x - ISd~vergent(by p-test), therefore x

n

.

is also divergent.

Rrd ~IIIII~PIS,Scqueuces ;old Inti~~iieSeries of Positive Terms

You may now apply your knowledge by attempting the following problems :

Test the convergence of the series

Exercise 10

un. where

Exercise 11

u,,

=

1

{(n' + 115- n)

xuII, where u,, = s"l

Exercise 12

Exercise 13

(m- G)(Hht : Rationalize)

Exercise 14

Exercise 15

We, now, take up another type of test for studying the behaviour of the infinite series of positive terins, called Cauchy's Root Test.

1.4.8 Cauchy's Root Test

I Statement

c.7

I "If x u,,

I,

= I

Lt

n-+m

i)

ii)

iii)

(u,)""

is a series of positive terins such that

= I, then the series

I

converges, if 1 < 1

diverges, if 1 >

the test fails to give any defi~~ite information, if I = 1."

Case I : Whe~i1 < 1

I Let E be a positive number such that I + E

<

1.

Since Lt

n+m

(u,) =

1

:.

3 a positive iuteger in such that

*

U,, < rJf V

n 2 Nt

But x I" is a convergent geometric series (with common ratio I- < 1 ). thttrttkxe.

by

comparison test, the series x u, is convergent.

Case I1 : 1 > Let us select a positve number E such that 1- E

1

Let 1-E

= p > 1

:.

Lt

n+m

d(~,)~*= 1 j

(1 - E)~= p

< u,

> 1

V

n 2 m, (from ~iseI)

But since xp " is divergent geometric series (with common ratio P > 1).

therefore, by comparison test, the series u, diverges.

Case I11 : 1 = The test fails to give any definite information for 1 = 1. Con~iderthe two series

1

1

We know that by p-test, x-diverges,

n

while Lt

n+m

1

Similarly by p-test, Z 7 converges, while Lt

n

n+m

1

This prove that Cauchy's Root Test fails for 1 = 1.

We take up an example where Cauchy's Root Test may be applied. Example 15 "Test for convergence the series whose nthterm is

Solution

Here

Hence by Cauchy's root test,

u, is convergent.

vou nlay now attenipt the followingexercise.

Exercise 16

isc cuss

convergence of the series

(a) x(~rn+l

(b) x

30

+ $1''

Real Nmnbcn, Scquencw i111dInfii~iicSeries of I'odtivr Ternls

An iliiportiult test based on the ratio of two consecutive terms of the series will be discussed next.

1.4.9 D' Ajembert's Test or D' Alembert's Ratio Test

Statement

"lf

u,, is a positive term series such

that Lt

 

n+m

i)

converges, if

1 < 1

ii)

diverges, if 1 > 1

 

iii)

lhetestfails,ifI= 1."

Case1:O < 1 <

1

un.1

- -

- 1, then the series

n'

Let us select a positive number E such that 1 + E < 1

Lktl+~=a<l,

a#0.

Siilce ~t

n.300

= 1, therefore,

3 a positive integer m sucli that

For.

Since rtt is a fixed integer, therefore ($-1is a fixed finite number, say K

Th~isV

But xa"1s a convergent geometric series (with common ratio < I), therefore by

cotup~isontest xu, is convergent.

n L rt1, we have c(,5 K a",

Case I1 : 1 >

1

Lct 11ssclcct a posil~venuiiiber E such that 1 -

Let1 -

E

=

p >

1.

E

> 1

Tlieri tro~iiLr

n + 00

U"+1

-

U,I

--

1, .ve pet

I-E <--

UP,+1

11,,

< I + E

V

n 2 nil, for a positive integer ni,.

Now for n 2 ml,

uml

Since nt, is a fixed integer, -is

p"1

a fixed finite number, say K,

Thus for n 2 m, we have u,

But x p " is divergent geometric series (common ratio fi > 1);

therefore by comparison test, xun diverges.

2 K1 P".

Consider the two seriesx;and 1