Calculus 081
Unit 5
ABSOLUTE CONVERGENCE AND POWER SERIES This unit corresponds to Sections 11.6 and 11.8 of Stewarts textbook.
Copyright c 2002 by the Department of Mathematics, University of Western Ontario.
A series an is called absolutely convergent if the series of absolute values |an | converges. It can be shown that an absolutely convergent series is convergent. Example. The alternating harmonic series 1 1 + 1 1 + . . . is convergent 2 3 4 by the Alternating Series Test. Taking absolute values, we get the harmonic 1 series 1 + 2 + 1 + 1 + . . . , which diverges. Hence, the alternating harmonic 3 4 series is convergent but not absolutely convergent. A convergent series which is not absolutely convergent is called conditionally convergent. So the alternating harmonic series is an example of a conditionally convergent series. (1)n1 is absolutely convergent because the series Example. The series n3 n=1 (1)n1 1 of absolute values = is convergent: it is the p-series with 3 n n3 p = 3 > 1. Now we consider two important tests for absolute convergence. The rst one, the Ratio Test, is the more commonly used of the two. It involves the limit of the ratio of successive terms in the series. an+1 The Ratio Test. If lim < 1, then the series an is absolutely n an convergent (and hence convergent). an+1 On the other hand, if lim > 1, then the series an diverges. n an If the limit is 1, then the test is inconclusive. (1)n Examples. (1) The series is alternating. You should check that it n! converges, using the Alternating Series Test. But does it converge absolutely? We have an+1 (1)n+1 /(n + 1)! n! 1 = = = . n /n! an (1) (n + 1)! n+1
As n , this goes to zero, so the series converges absolutely by the Ratio Test. n! (2) Consider the series . We have (9)n+2 an+1 (n + 1)!/(9)n+3 n+1 = = . an n!/(9)n+2 9 As n , this goes to innity, so the series diverges by the Ratio Test. 1 (3) If we apply the Ratio Test to the p-series , which we know is n2 convergent, we get an+1 1/(n + 1)2 = = an 1/n2 n n+1
2
as n ,
so the Ratio Test is inconclusive. You should check that the Ratio Test is also inconclusive for the divergent series 1/n. Every convergence test has its limitations. The other test, the Root Test, uses the n-th root of the n-th term. The Root Test. If lim |an |1/n < 1, then the series an is absolutely
n
convergent (and hence convergent). On the other hand, if lim |an |1/n > 1, then the series n If the limit is 1, then the test is inconclusive. (1)n Example. Consider the series . We have n n=2 (ln n) |an |
1/n
an diverges.
(1)n = (ln n)n
1/n
1 0 ln n
as n ,
so the series converges absolutely by the Root Test. A power series is a series of the form
cn (x a)n = c0 + c1 (x a) + c2 (x a)2 + . . . .
n=0
The numbers cn are called the coecients of the series and a is called the centre of the series. For each value of x, the power series is a series of 2
numbers, which may or may not converge. All we can say in general is that it converges for x = a. The sum of the series is a function
f (x) =
n=0
cn (x a)n ,
whose domain is the set of numbers x for which the series converges. Examples. (1) One of the simplest power series is the series
xn = 1 + x + x2 + . . . .
n=0
This is in fact a geometric series, so we know that it converges if and only if 1 . So its interval of convergence is (1, 1). |x| < 1, with sum 1x xn . It obviously converges (2) Let us apply the Ratio Test to the series n=0 n! for x = 0. For x = 0, we get an+1 xn+1 /(n + 1)! |x| = = 0 n /n! an x n+1 as n for every x. Hence, the interval of convergence of this series is the whole real axis (, ). (The sum of the series is in fact ex , as we will learn later.)
(3) Applying the Ratio Test to the series
n=0
n!xn , we get
an+1 (n + 1)!xn+1 = = (n + 1)|x| an n!xn as n for every x = 0. Hence, this series converges only at its centre; the interval of convergence is {0}. (x + 2)n (4) Applying the Ratio Test to the series , we get n n=0 an+1 (x + 2)n+1 /(n + 1) n = = |x + 2| |x + 2| n /n an (x + 2) n+1 as n , so the series converges absolutely when |x + 2| < 1 and diverges when |x + 2| > 1. The Ratio Test gives no information about the case when 3
|x + 2| = 1, that is when x = 3 or x = 1. Convergence for these values of x must be considered separately. Setting x = 3, we get the alternating harmonic series (1)n /n, which converges. Setting x = 1, we get the harmonic series 1/n, which diverges. Hence, the interval of convergence (x + 2)n of the power series is [3, 1). n n=0 These examples lead up to the following general result.
Theorem. For a power series
n=0
cn (x a)n , there are three possibilities:
(i) The series converges only for x = a. (ii) The series converges for all x. (iii) There is R > 0 such that the series converges if |x a| < R and diverges if |x a| > R. The number R is called the radius of convergence of the series. In case (i), we set R = 0; in case (ii), we set R = . The set of numbers x for which the series converges is an interval, called the interval of convergence. In case (i), the interval is the one-point set {a}; in case (ii), it is the whole real axis (, ). In case (iii), the interval of convergence is either (a R, a + R), [a R, a + R), (a R, a + R], or [a R, a + R], and all these possibilities can arise. Example. Let us nd the radius and interval of convergence of the power (2)n (x + 3)n . Applying the Ratio Test, we get series n n=1 an+1 (2)n+1 (x + 3)n+1 / n + 1 2 n = = |x + 3| 2|x + 3| an (2)n (x + 3)n / n n+1 as n , so the series converges when 2|x + 3| < 1, that is |x + 3| < 1 , and 2 1 diverges when |x + 3| > 2 . Hence, the radius of convergence is R = 1 . 2 1 The endpoints 3 2 of the interval of convergence need to be considered (2)n 1 n 1 ( 2 ) = . This separately. Setting x = 7 , we get the series 2 n n 1 5 is the p-series with p = 2 , so it diverges. Setting x = 2 , we get the series (1)n / n, which converges by the Alternating Series Test. Hence, the interval of convergence is ( 7 , 5 ]. 2 2
