Course: Accelerated Engineering Calculus II Instructor: Michael Medvinsky 1.3.4 Absolute convergence Def: A series ∑ an is called absolutely convergent if the series of absolute values ∑ an is convergent. Thm: If a series ∑ an is absolutely convergent then it is convergent. It is true because 1) 0 ≤ an + an ≤ 2 an , 2) ∑ an is convergent and so 2∑ an and by comparison test ( ∑ ( an + an ) ≤ 2∑ an ) also ∑ an + an is convergent. Finally ∑ a = ∑(a n n + an ) − ∑ an Def: A series ∑ an is called conditionally convergent if ∑ an converges but ∑ an diverges. ∞ ∑ Ex 1. n=1 ∞ ∑ n=1 ( −1)n−1 n Ex 2. 2 ( −1)n−1 = 1− n 2 1 1 1 1 1 1 1 + 2 − 2 + 2 − 2 + 2 − 2 ... is absolutely convergent since 2 2 3 4 5 6 7 8 ∞ 1 is convergent. 2 n=1 n =∑ ( −1)n−1 = 1− 1 + 1 − 1 + 1 − 1 ... is convergent due to alternating series ∑ ∞ n=1 n theorem: 1) bn+1 = 2 3 4 5 6 1 1 1 < = bn and 2) lim bn = lim = 0 n→∞ n→∞ n n +1 n However, it is not absolutely convergent since ∞ ∑ ( −1)n−1 n=1 n ∞ 1 is divergent. n=1 n =∑ 1.3.5 The Ratio Test The following test is very useful in determining absolute convergence. The ratio test theorem: a -­‐ If lim n+1 = L < 1 then the series ∑ an is absolutely convergent (and therefore n→∞ a n convergent) -­‐ If lim n→∞ an+1 a = L > 1 (including lim n+1 = ∞ ) then the series n→∞ an an -­‐ If lim n→∞ an+1 = 1 then the ratio test inconclusive, that is we have to use another an method to determine convergence or divergence of 9 ∑a n ∑a n . divergent. Course: Accelerated Engineering Calculus II Instructor: Michael Medvinsky 1 / ( n + 1) an+1 np n ⎞ ⎛ = lim = lim ⎟ → 1 , thus the ratio test is p = ⎜ lim p n→∞ n→∞ n + 1 an 1/ n ( ) ⎝ n→∞ n + 1⎠ p Ex 3. lim n→∞ p inconclusive in case of p-series. Indeed we know that it may converge or diverge depends of value of p, while the ratio test is independent of that value. an+1 ( −1) ( n + 1) / 7 n+1 7 n ⎛ n + 1⎞ 1 ⎛ 1⎞ 1 = = = ⎜ 1+ ⎟ → < 0 , thus ⎟ n 5 n+1 ⎜ n an 7 ⎝ n ⎠ 7 ⎝ n⎠ 7 ( −1) n / 7 n+1 Ex 4. 5 5 5 n ∑ ( −1) n5 7n converges. an+1 ( n + 1)! ⋅ n n = n! ( n + 1) ⋅ n n = ⎛ n ⎞ = ⎛ n + 1⎞ = ⎜ ⎟ ⎜ ⎟ an ( n + 1)n+1 n! ( n + 1) ( n + 1)n n! ⎝ n + 1⎠ ⎝ n ⎠ n Ex 5. n! ∑ n n converges. Similarly, thus −n −1 ⎛⎛ 1⎞n⎞ 1 = ⎜ ⎜ 1+ ⎟ ⎟ → < 1 e ⎝⎝ n⎠ ⎠ nn a ∑ n! diverges, since an+1 → e > 1 . n 1.3.6 Estimating Sums 1.3.6.1 Remainder Estimate for the Integral Test Thm: Let ak = f ( k ) , where f(x) is a continues, positive, decreasing function for x ≥ n (these are ∞ m conditions for a integral test). Consider that S = ∑ an is convergent series. Let Sm = ∑ an be a n=1 partial sum and Rm = S − Sm = ∞ ∑a n n=1 ∞ is the remainder, then n=m+1 m ≤ ∫ f ( x ) . m ∞ 1 ? n=1 n + 1 a) How good S3 estimates S = ∑ Ex 6. ∑n 2 1 1 1 1 1 1 1 5 + 2 +1 8 = + + = + + = = + 1 1+ 1 4 + 1 9 + 1 2 5 10 10 10 3 n=1 ∫ f ( x) ≤ R m+1 ∞ 2 By the theorem above ∞ dx dx π t R3 ≤ ∫ 2 = lim ∫ 2 = lim arctan x 3 = lim ( arctant − arctan 3) = − arctan 3 ≈ 0.321 t→∞ t→∞ t→∞ x +1 x +1 2 3 3 t so the estimation isn’t that good. b) Can we improve the estimation without calculating more terms? According to estimating theorem ∞ ∫ m+1 ∞ ∞ m m+1 f ( x ) ≤ Rm = S − Sm ≤ ∫ f ( x ) ⇒ Sm + so 1.04498 ≈ ∫ ∞ f ( x ) ≤ S ≤ Sm + ∫ f ( x ) m ∞ ∞ 8 π 8 8 8 π + − arctan 4 = + ∫ f ( x ) ≤ S ≤ + ∫ f ( x ) = + − arctan 3 ≈ 1.12175 10 2 10 m+1 10 m 10 2 10 Course: Accelerated Engineering Calculus II Instructor: Michael Medvinsky One can take a midpoint of this approximation, to get S ≈ 1.08336 . The more precise sum is S = 1.07667 , so it is clear that we improved the approximation (for Rm ≈ −6.69 × 10 −3 ). c) How many terms do we need in order to make Rn < 10 −3 . ∞ dx dx π t Rm ≤ ∫ 2 = lim ∫ 2 = lim arctan x m = lim ( arctant − arctan m ) = − arctan m t→∞ t→∞ t→∞ x +1 x +1 2 m m t so we look for m such that π π ⎛π ⎞ − arctan m < 10 −3 ⇒ arctan m > − 10 −3 ⇒ m > tan ⎜ − 10 −3 ⎟ = 1000 ⎝ ⎠ 2 2 2 1.3.6.2 Alternating Estimation Theorem Thm: If an alternating series S = ∑ bn = ∑ ( −1) an satisfy an+1 ≤ an and lim an = 0 then n n→∞ Rm = S − Sm ≤ bn Ex 7. How many terms are needed to approximate approximation is accurate to within 10 −3 . Answer 11 ∑ ( −1) n 1 so that the n3 1 < 10 −3 ⇒ n 3 > 10 3 ⇒ n > 10 n3