THE CHINESE UNIVERSITY OF HONG KONG
Department of Mathematics
MATH1010 University Mathematics
Preliminaries
1 Intuitive definition of limits of sequences
Exercise 1. (Level 2)
Find the following limits.
3n2 − 2n + 7
(a) lim
n→+∞ 2n2 + 3
−3n2
(b) lim √
n→+∞ 3 27n6 − 5n + 1
√ √
(c) lim 4n2 + n − 4n2 − 1
n→+∞
3n2 − 2n + 7 2 7
2
3n − 2n + 7 lim 3 − + 2
Solution. (a) lim = lim n 2
=
n→+∞ n n =3
n→+∞ 2
2n + 3 n→+∞ 2
2n + 3 3 2
lim 2 +
n 2 n→+∞ n
−3n2 −3 −3 −3
(b) lim √ = lim √ = lim r = √ =
n→+∞ 3
27n6 − 5n + 1 n→+∞ 1 3 6 n→+∞ 5 1
3
27
( 2 ) 27n − 5n + 1 3
27 − 5 + 6
n n n
−1
2
(c)
√ √ !
√ √ √ √ 4n2 +n+ 4n2 −1
lim 4n2 + n − 4n2 − 1 = lim ( 4n2 + n − 4n2 − 1) √ √
n→+∞ n→∞ 4n2 + n + 4n2 − 1
√ √ √ √
( 4n2 + n − 4n2 − 1)( 4n2 + n + 4n2 − 1)
= lim √ √
n→+∞ 4n2 + n + 4n2 − 1
n+1
= lim √ √
n→+∞ 4n2 + n + 4n2 − 1
n+1
= lim √ n√
n→+∞ 4n + n + 4n2 − 1
2
n
1
1+
= lim r rn
n→+∞ 1 1
4+ + 4− 2
n n
1
=
4
Exercise 2. (Level 2)
1
. Let Sn = nk=1 an .
P
Let an =
n(n + 1)
(a) Show that
1 1
an = − .
n n+1
1
(b) Show that Sn = 1 − .
n+1
(c) Show that
+∞
X
an = 1.
n=1
Solution. (a)
1 1 n+1−n 1
− = = = an .
n n+1 n(n + 1) n(n + 1)
3
(b)
1 1 1 1 1
Sn = a1 + a2 + · · · + an = (1 − ) + ( − ) + · · · + ( − )
2 2 3 n n+1
1 1 1 1 1
=1− + − + −···−
2 2 3 3 n+1
1 1 1 1 1 1 1 1
= 1 + (− + ) + (− + ) + · · · + (− + ) − =1− .
2 2 3 3 n n n+1 n+1
(c)
+∞
X 1
an = lim Sn = lim (1 − ) = 1.
n=1
n→+∞ n→+∞ n
Exercise 3. (Level 3)
n2 +(−1)n
Let an = 2n2 −2
. Find lim an .
n→+∞
Solution.
n2 +(−1)n
1 + (−1)
n
2 n2 1
lim an = lim 2nn2 −2 = lim 2 = .
n→+∞ n→+∞
n2
n→+∞ 2 − 2
n
2
Exercise 4. (Level 3)
(a) Suppose a > 1. Let b = a − 1. Use the binomial theorem, show that
an ≥ 1 + nb
and hence show that
lim an = +∞.
n→+∞
1
(b) Suppose 0 < a < 1. Let b = a
− 1. Show that
1
≥ an ≥ 0.
1 + nb
Hence show that
lim an = 0.
n→+∞
4
Solution. (a) Since a > 1, b = a − 1 > 0. By the binomial theorem,
n(n − 1) 2
an = (1 + b)n = 1 + nb + b + · · · ≥ 1 + nb.
2
Because lim 1 + nb = +∞, the result follows by the sandwich theorem.
n→+∞
1
(b) Since 0 < a < 1, b = a
− 1 > 0. By the binomial theorem,
1 n(n − 1) 2
= (1 + b)n = 1 + nb + b + · · · ≥ 1 + nb.
an 2
Hence
1
≥ an ≥ 0.
1 + nb
1
Because lim 0 = lim = 0, the result follows by the sandwich theorem.
n→+∞ n→+∞ 1 + nb
2 Monotone Convergence theorem
Exercise 1. (Level 2)
Let {an } be a sequence of positive real numbers, which is defined by
12an−1 + 12
a1 = 1 and an = for n > 1.
an−1 + 13
(a) Prove that an ≤ 3.
(b) Prove that {an } converges (i.e. lim an exists) and hence find its limit.
n→+∞
Solution. (a) Let P (n) be the statement that ”an ≤ 3”.
• When n = 1, a1 = 1 ≤ 3. Therefore, P (1) is true.
• Suppose P (n) is true for some natural number n, i.e. an ≤ 3.
Then,
12an + 12
an+1 − 3 = −3
an + 13
9an − 27
=
an + 13
9(an − 3)
=
an + 13
≤ 0 (∵ 0 < an ≤ 3)
5
Therefore, P (n + 1) is true.
By mathematical induction, an ≤ 3 for all natural numbers n.
(b) Let P (n) be the statement that ”an+1 ≥ an ”.
12
• When n = 1, a2 = 7
≥ 1 = a1 . Therefore, P (1) is true.
• Suppose P (n) is true for some natural number n, i.e. an+1 ≥ an .
Then,
12an+1 + 12 12an + 12
an+2 − an+1 = −
an+1 + 13 an + 13
(12an+1 + 12)(an + 13) − (12an + 12)(an+1 + 13)
=
(an+1 + 13)(an + 13)
144(an+1 − an )
=
(an+1 + 13)(an + 13)
≥ 0 (∵ an+1 ≥ an > 0)
Therefore, P (n + 1) is true.
By mathematical induction, an+1 ≥ an for all natural numbers n, i.e. {an } is a monotonic
increasing sequence.
By the monotone convergence theorem, {an } converges and we let lim an = A. Then,
n→+∞
12an−1 + 12
lim an = lim
n→+∞ n→+∞ an−1 + 13
12A + 12
A =
A + 13
A2 + A − 12 = 0
A = 3 or − 4 (rejected)
Therefore, lim an = 3.
n→+∞
Exercise 2. (Level 4)
Let {xn } and {yn } be sequences of real numbers such that x1 = 2 and y1 = 8 and for n =
1, 2, 3, · · ·
x2 yn + xn yn2 x2n + yn2
xn+1 = n 2 and y n+1 = .
xn + yn2 xn + yn
−(x3n − yn3 )(xn − yn )
(a) Prove that xn+1 − yn+1 = for all natural numbers n.
(xn + yn )(x2n + yn2 )
6
(b) Show that 0 ≤ xn ≤ yn for all natural numbers n.
Hence, prove that {xn } is a monotonic increasing sequence and {yn } is a monotonic decreasing
sequence.
(c) Prove that {xn } and {yn } converge and lim xn = lim yn .
n→+∞ n→+∞
(d) Prove that xn yn is a constant and hence find lim xn .
n→+∞
Solution. (a)
x2n yn + xn yn2 x2n + yn2
xn+1 − yn+1 = −
x2n + yn2 xn + yn
(x2n yn + xn yn2 )(xn + yn ) − (x2n + yn2 )2
=
(xn + yn )(x2n + yn2 )
x3n yn + xn yn3 − x4n − yn4
=
(xn + yn )(x2n + yn2 )
−(x4n − x3n yn ) + (xn yn3 − yn4 )
=
(xn + yn )(x2n + yn2 )
−(x3n − yn3 )(xn − yn )
=
(xn + yn )(x2n + yn2 )
(b) Let P (n) be the statement that ”0 ≤ xn ≤ yn ”.
• When n = 1, 0 ≤ 2 = x1 ≤ 8 = y1 . Therefore, P (1) is true.
• Suppose P (n) is true for some natural number n, i.e. 0 ≤ xn ≤ yn . Then, x3n − yn3 ≤ 0
and
−(x3n − yn3 )(xn − yn )
xn+1 − yn+1 = ≤ 0.
(xn + yn )(x2n + yn2 )
Therefore, P (n + 1) is true.
By mathematical induction, 0 ≤ xn ≤ yn for all natural numbers n.
Hence, for all natural numbers n, we have
x2n yn + xn yn2 −x2n (xn − yn )
xn+1 − xn = − xn = ≥0
x2n + yn2 x2n + yn2
x2n + yn2 xn (xn − yn )
yn+1 − yn = − yn = ≤0
xn + yn xn + yn
Therefore, {xn } is a monotonic increasing sequence and {yn } is a monotonic decreasing
sequence.
7
(c) For any natural number n, xn ≤ yn ≤ yn−1 ≤ · · · ≤ y1 = 8. Therefore, {xn } is bounded
above by 8. By the monotone convergence theorem, {xn } converges.
(Caution: We cannot say that ”For any natural number n, xn ≤ yn , so {xn } is bounded
above by yn ” because yn is not a fixed number.)
Similarly, for any natural number n, yn ≥ xn ≥ xn−1 ≥ · · · ≥ x1 = 2. Therefore, {yn } is
bounded below by 2. By the monotone convergence theorem, {yn } converges.
Now, let X = lim xn and Y = lim yn . Then,
n→+∞ n→+∞
x2n yn + xn yn2
lim xn+1 = lim
n→+∞ n→+∞ x2n + yn2
X 2 Y + XY 2
X =
X2 + Y 2
X 3 + XY 2 = X 2 Y + XY 2
X 2 (X − Y ) = 0
so X = Y or X = 0. However, {xn } is monotonic increasing and x1 = 2 which implies that
X cannot be 0.
Therefore, X = Y , i.e. lim xn = lim yn .
n→+∞ n→+∞
(d) For any natural number n,
x2n yn + xn yn2 x2n + yn2 x2n + yn2
xn + yn
xn+1 yn+1 = = xn yn = xn yn .
x2n + yn2 xn + yn x2n + yn2 xn + yn
Therefore, xn yn = xn−1 yn−1 = · · · = x2 y2 = x1 y1 = (2)(8) = 16 which is a constant.
Now, we have
xn yn = 16
lim xn yn = 16
n→+∞
lim xn lim yn = 16
n→+∞ n→+∞
2
lim xn = 16
n→+∞
lim xn = 4 or − 4 (rejected)
n→+∞
8
3 Sandwich theorem for sequences
Exercise 1. (Level 2)
sin(2n ) + (−1)n cos(2n )
Find the following limit lim . (Hint: Using the sandwich theorem)
n→+∞ n3
Solution. Note that −2 ≤ sin(2n ) + (−1)n cos(2n ) ≤ 2 for all natural numbers n. Therefore,
2 sin(2n ) + (−1)n cos(2n ) 2
− 3
≤ 3
≤ 3
n n n
for all natural numbers n.
2 2
Also, we have lim − 3 = lim 3 = 0.
n→+∞ n n→+∞ n
sin(2n ) + (−1)n cos(2n )
Therefore, by the sandwich theorem, lim = 0.
n→+∞ n3
Exercise 2. (Level 3)
2n 4
(a) Prove that ≤ for all natural numbers n ≥ 2.
n! n
2n
(b) Hence, show that lim = 0.
n→+∞ n!
2n 4
Solution. (a) Let P (n) be the statement that ” ≤ ”.
n! n
• When n = 2, LHS = RHS = 2. Therefore, P (2) is true.
2n 4
• Suppose P (n) is true for some natural number n ≥ 2, i.e. ≤ .
n! n
Then,
2n+1 2n
2
=
(n + 1)! n+1
n!
2 4
≤
n+1 n
4 2
=
n+1 n
4
≤ (∵ n ≥ 2)
n+1
Therefore, P (n + 1) is true.
9
2n 4
By mathematical induction, ≤ for all natural numbers n ≥ 2.
n! n
2n
(b) Note that for any natural numbers n ≥ 2, 0 ≤ n!
≤ n4 .
4
Also, lim 0 = lim = 0.
n→+∞ n→+∞ n
2n
By the sandwich theorem, lim .
n→+∞ n!
Exercise 3. (Level 3)
1
Suppose 0 < a < 1. Let b = a
− 1. For n ≥ 2, use the binomial theorem to show that
1 n(n − 1) 2
n
≥ b.
a 2
Hence show that
lim nan = 0.
n→+∞
1
Solution. Since 0 < a < 1, b = a
− 1 > 0. By the binomial theorem,
1 n(n − 1) 2 n(n − 1) 2
n
= (1 + b)n = 1 + nb + b +··· ≥ b.
a 2 2
Hence
2b−2
0 ≤ nan ≤ .
n−1
2b−2
Because lim = 0, the result follows by the Sandwich theorem.
n→+∞ n − 1
Exercise 4. (Level 3)
1 1 1
By considering √ ≤√ ≤√ for r = 1, 2, 3, · · · , n
n2 + n n2 + r n2 + 1
and the sandwich theorem, prove that
1 1 1
lim √ +√ +···+ √ = 1.
n→+∞ n2 + 1 n2 + 2 n2 + n
10
1 1 1
Solution. By considering √ ≤√ ≤√ for r = 1, 2, 3, · · · , n, we have
n2 + n n2 + r n2 + 1
1 1 1
√ ≤√ ≤√
n2 + n n2 + 1 n2 + 1
1 1 1
√ ≤√ ≤√
2
n +n 2
n +2 2
n +1
..
.
1 1 1
√ ≤√ ≤√
2
n +n 2
n +n 2
n +1
Summing up all the above inequalities, we have
n 1 1 1 n
√ ≤√ +√ +···+ √ ≤√ .
n2+n 2
n +1 2
n +2 2
n +n 2
n +1
Note that
n 1
lim √ = lim r =1
n→+∞ n2
+n n→+∞ 1
1+
n
n 1
lim √ = lim r =1
n→+∞ n2 + 1 n→+∞ 1
1+ 2
n
Therefore, by the sandwich theorem,
1 1 1
lim √ +√ +···+ √ = 1.
n→+∞ 2
n +1 2
n +2 2
n +n