Arkansas Tech University

MATH 2924: Calculus II

Dr. Marcel B. Finan
19 Convergence of Series
In this section we introduce the general denition of a series and study its
convergence. We start by introducing the greek letter to denote summa-
tions such as

n
i=1
a
i
= a
1
+ a
2
+ + a
n
or

n
i=m
a
i
= a
m
+ a
m+1
+ + a
n
.
Let {a
n
}

n=1
be a given sequence. The sum of the term of the sequence is
called a series, denoted by

n=1
a
n
= a
1
+ a
2
+ + a
n
+
To determine whether this series converges or not we consider the sequence
of partial sums dened as follows:
S
1
=a
1
S
2
=a
1
+ a
2
(1)
.
.
.
S
n
=a
1
+ a
2
+ + a
n
.
We say that a series

n=1
a
n
converges to a number L if and only if the
sequence {S
n
}

n=1
converges to L and we write

n=1
a
n
= lim
n
S
n
= L.
A series which is not convergent is said to diverge.
Example 19.1
(a) For what values of x the series

n=1
x
n
converges?
(b) Is the series

n=1
(1)
n
convergent or divergent?
1
Solution.
(a) The geometric series

n=1
x
n
converges for |x| < 1 with sum equals to
x
1x
.
(b) The series

n=1
(1)
n
diverges since the sequence of partial sums alter-
nates between the values 1 and 0.
Example 19.2
Show that the series

n=1
1
n(n+1)
converges to 1.
Solution.
Using partial fractions we can write
1
n(n + 1)
=
1
n

1
n + 1
.
Thus,
S
1
=1
1
2
S
2
=(1
1
2
) + (
1
2

1
3
) = 1
1
3
S
3
=S
2
+ (
1
3

1
4
) = (1
1
3
) + (
1
3

1
4
) = 1
1
4
.
.
.
S
n
=1
1
n + 1
.
It follows that lim
n
S
n
= 1.
Using Theorem 56.1 (a) and (b) we have the following properties of con-
vergent series.
Theorem 19.1
If

n=1
a
n
and

n=1
b
n
are two convergent series and k is a constant then
(a)

n=1
(a
n
b
n
) =

n=1
a
n

n=1
b
n
(b)

n=1
ka
n
= k

n=1
a
n
.
Theorem 19.2
Let N be a positive integer. Suppose that a
n
= b
n
for all n N. Then
2
the series

n=1
a
n
and

n=1
b
n
either both converge or both diverge. Thus,
changing a nite number of terms in a series does not change whether or not
it converges, although it may change the value of its sum if it does converge.
Proof.
The proof follows from the equality

n=1
a
n
=

N1
n=1
(a
n
b
n
) +

n=1
b
n
.
The following result provides a procedure for testing the divergence of a
series. This is known as the the nth term test for convergence.
Theorem 19.3
If the series

n=1
a
n
is convergent then lim
n
a
n
= 0. Equivalently, if
lim
n
a
n
= 0 then the series

n=1
a
n
is divergent.
Proof.
We know that S
n
= a
1
+a
2
+ +a
n
and S
n+1
= a
1
+a
2
+ +a
n
+a
n+1
=
S
n
+ a
n
so it follows that S
n+1
S
n
= a
n
. Suppose that the series converges
to a number L. Then lim
n
S
n
= lim
n
S
n+1
= L. Thus, lim
n
a
n
=
lim
n
(S
n+1
S
n
) = L L = 0.
Remark 19.1
The theorem states that if we know the series is convergent then lim
n
a
n
=
0. The converse is not true in general. That is, the condition lim
n
a
n
= 0
does not necessarily imply that the series

n=1
a
n
is convergent. By Exam-
ple 19.3 below, the series

n=1
1
n
is divergent even though lim
n
1
n
= 0.
Improper integrals can be used to determine the convergence or divergence
of some series as shown by the following theorem.
Theorem 19.4 (The Integral Test)
Suppose that f(x) is a positive and decreasing function. Assume that a
n
=
f(n).
(a) If

1
f(x)dx converges, then the series

n=1
a
n
converges.
(b) If

1
f(x)dx diverges, then the series

n=1
a
n
diverges.
Proof.
Since f is decreasing, for any i 1
f(i + 1)

i+1
i
f(x)dx f(i)
3
since f(i +1) is the area of the rectangle of length 1 and width f(i +1) and
f(i) is the area of the rectangle of length 1 and width f(i). See Figure 19.1.
Figure 19.1
But a
i
= f(i) so that
a
i+1

i+1
i
f(x)dx a
i
.
Adding these inequalities for i = 1 to i = n to obtain
a
2
+ a
3
+ + a
n+1

n+1
1
f(x)dx a
1
+ a
2
+ + a
n
.
If {S
n
} is the sequence of partial sums associated to the series

n=1
a
n
, then
we have
S
n+1
a
1

n+1
1
f(x)dx S
n
.
or equivalently

n+1
1
f(x)dx S
n
a
1
+

n
1
f(x)dx.
(a) If

1
f(x)dx converges then by the squeeze rule the sequence {S
n
}

n=1
converges. Therefore

n=1
a
n
converges.
(b) If

n
1
f(x)dx is divergent then {S
n
}

n=1
is divergent since

n+1
1
f(x)dx S
n
.
Thus,

n=1
a
n
is divergent.
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Remark 19.2
Note that if c 0 then

c
f(x)dx =

1
c
f(x)dx +

1
f(x)dx
so that the convergence of

c
f(x)dx can be used instead of

1
f(x)dx for
testing convergence.
Example 19.3
Show that the series

n=1
1
n
p
converges for p > 1 and diverges for p 1. This
series is referred to as p-series.
Solution.
We already know that the improper integral

1
1
x
p
dx converges for p > 1
and diverges for p 1. By the Integral Test the series

n=1
1
n
p
converges for
p > 1 and diverges for p 1.
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