4-3: Alternating Series, and the Alternating Series Theorem Prakash Balachandran Department of Mathematics Duke University February 5, 2010 • Due to some short term-amnesia over break, I’ve decided that you’ll be allowed a one page cheat sheet for this exam only (on an 8 12 × 11 piece of paper). Use this opportunity to review the essential material from 31L. • Let’s begin with a prototype example: ∞ X (−1)k+1 k=1 k . Does it converge? • Clearly none of the tests we’ve developed so far can help us (I dare you to try them). So how can we determine if this series converges? P k+1 • Idea: let’s look at Sn = nk=1 (−1)k for n = 1, 2, 3, 4, 5, 6, 7, 8, 9, 10. • Obviously, if we continue, we find the “hopping” behavior continues infinitely often. But, as we go higher in n, the magnitude of each additional “hop” is getting smaller and smaller by n1 , so that we eventually settle down to a value as n → ∞ (if you’re curious, the above series converges to ln 2 which we’ll prove later in the semester). • Definition: A series is called Pan alternating series if the terms alternate in sign. That is, an alternating series is a series of the form (−1)k+1 ak where ak > 0 for all k. • The series above is thus an example of an alternating series, and is called the alternating harmonic series. • The idea of hopping back and forth to a limit is basically the proof of: Theorem 1 (The Alternating Series Theorem) The alternating series ∞ X (−1)n−1 an = a1 − a2 + a3 − a4 + · · · + (−1)n−1 an + · · · n=1 converges if 0 < an+1 < an for all n and limn→0 an = 0. • As usual, once we have a test for convergence, we ask: what’s the error in approximating the convergent sum by an nth partial sum? The answer is in the P Theorem 2 (Error Estimate for Alternating Series) Let Sn = ni=1 (−1)i−1 ai be the nth partial sum of an alternating series and let S = limn→∞ Sn . Suppose that 0 < an+1 < an for all n and limn→∞ an = 0. Then, |S − Sn | < an+1 . Proof of Theorem 2: 1 – S − Sn = P∞ i−1 ai . i=n+1 (−1) P i−1 = −an+1 + ∞ ai > −an+1 i=n+2 (−1) P∞ P i−1 – When n is even: 0 < S − Sn = i=n+1 (−1)i−1 ai = an+1 + ∞ ai < an+1 i=n+2 (−1) – When n is odd: 0 > S − Sn = P∞ i−1 ai i=n+1 (−1) – Both of these say that |S − Sn | < an+1 . • Examples: P∞ (−1)n−1 np converges for any p > 0. Contrast this with the p-series. P (−1)k−1 by S9 ? What does this tell us about the interval – What’s the error in approximating ln 2 = ∞ k=1 k in which S lies? – The series n=1 ∗ By the error estimate for alternating series: |S − S9 | < a10 = 1 . 10 ∗ From my calculator: S9 = 0.7456 so that − 1 1 1 1 < S − S9 < ⇔ S9 − < S < S9 + ⇔ 0.6456 < S < 0.8456 10 10 10 10 and so S lies somewhere in the interval (0.6456, 0.8456) (ln 2 ≈ 0.6931). P n n2 – Does ∞ n=1 (−1) 1+n2 converge? ∗ This diverges by the nth term test. P – Does ∞ n=1 sin(ln n) converge? ∗ Ditto. P – Does ∞ n=1 (−1)n 1 ln(1+ n ) converge? ∗ Ditto. • Definition: A series P ak is called conditionally convergent if P |ak | diverges, but P ak converges. • (∗) A remarkable theorem of Cauchy shows that if you have a conditionally convergent series, then I can add all the terms up in a different order to obtain any number I want in the limit. Obviously this contrasts to what happens in the case of summing a finite number of numbers. – The general proof is too hard for this class, but let’s get a flavor for it by using the alternating harmonic P (−1)n−1 series: ∞ . n=1 n – Let’s isolate the positive and negative terms: 1 1 1 1, , , , . . . = {a1 , a3 , a5 , a7 , . . .} 3 5 7 1 1 1 1 − , − , − , − , . . . = {a2 , a4 , a6 , a8 , . . .} . 2 4 6 8 – Now, here’s the idea: I give you a number x. For the sake of simplicity, suppose x > 0. Start adding the positive numbers a1 , a3 , . . . until I just get above x and stop. Say I add M1 terms, and let b1 = a1 , b2 = a3 , . . . , bM1 = a2M1 +1 . P P∞ 1 Note: I can always do this since ∞ n=1 a2n−1 = n=1 2n−1 diverges. 2 – Now start adding the negative terms a2 , a4 , . . . until I just pass below x and stop. Suppose I add M2 terms, and let bM1 +1 = a2 , bM1 +2 = a4 , . . . bM1 +M2 = a2M2 . P P∞ 1 Note: Again, I can always do this since ∞ n=1 a2n = − n=1 2n diverges. – Now start adding the positive terms a2M1 +3 , a2M1 +5 , . . . until I just get above x and stop. Rinse and repeat. – The idea is to continue getting just above x and just below x. The result is a new sequence of terms bk from the original sequence ak that are in a different order. By the construction of bk , its nth partial sums will continue to hop just above x and just below x, so that since the terms I’m adding are getting closer and closer to 0, I hit x in the limit. Awesome!!!!!!!!!!! 3