Convergence Tests for Series of Nonnegative Terms

MATHEMATICS 22

Institute of Mathematics
University of the Philippines-Diliman

1 / 27
Series of Nonnegative Terms

X
Series of nonnegative terms: an , where an ≥ 0 for all n.
n

Examples of series of nonnegative terms:

+∞
X 2n 4 6
1
2
= 1+ + +···
n=1 1 + n 5 10
+∞
X 2n sin2 (n) sin2 (1) 2 sin2 (2)
2
n
= + +···
n=1 3 + 1 2 5

Examples of series with negative terms:

X (−1)n−1
+∞ 1 1 1
1 = 1− + − +···
n=1 n! 2! 3! 4!
+∞
X cos n cos 2 cos 3 cos 4 cos 5
2 = + + + +···
n=2 ln(n) ln(2) ln(3) ln(4) ln(5)

2 / 27
Integral Test

Theorem. (Integral Test)

Let f be a function that is continuous, positive-valued, and decreasing on
[k, +∞), for some k ∈ N. Suppose also that f (n) = an for all n ∈ N, n ≥ k.
Z +∞ +∞
X
1 If f (x) dx converges, then the series an converges.
k n=k
Z +∞ +∞
X
2 If f (x) dx = +∞, then the series an diverges.
k n=k

3 / 27
Integral Test

Example 1
+∞
X 2n
Determine whether the series converges or diverges.
n=1 1 + n2

2x
Solution. Let f (x) = . Note that
1 + x2

f is positive-valued and continuous on [1, +∞), and

f is decreasing on [1, +∞) since

2 1 − x2
¡ ¢
0
f (x) = ¡ ¢2 ≤ 0 for all x ≥ 1.
1 + x2

All the conditions for f are satisfied. The Integral Test can then be applied.

4 / 27
Integral Test

Example 1
+∞
X 2n
Determine whether the series converges or diverges.
n=1 1 + n2

Continuation.
Z +∞ 2x
Z t
2x
dx = lim dx
1 1 + x2 t→+∞ 1 1 + x2
¢ ¯¯t
lim ln 1 + x2 ¯
¡
=
t→+∞ 1

lim ln 1 + t 2 − ln(2)
¡ ¡ ¢ ¢
=
t→+∞

= +∞
+∞
X 2n
By the Integral Test, the series diverges.
n=1 1 + n2
5 / 27
Integral Test

Example 2
+∞
X 1
Determine whether the series 2
converges or diverges.
n=2 n (ln n)

1
Solution. Let f (x) = . Clearly, f is positive-valued, continuous, and
x (ln x)2
decreasing on [2, +∞). Thus, the integral Test can be applied. We have

+∞ t 1 ¯¯t
µ ¶¯
1 1
Z Z
dx = lim dx = lim −
2 x (ln x)2 t→+∞ 2 x (ln x)2 t→+∞ ln x ¯2
µ ¶
1 1 1
= lim − + = .
t−→+∞ ln t ln 2 ln 2
+∞
X 1
Therefore by the Integral Test, the series converges.
n=2 n (ln n)2
6 / 27
Behavior of p-series

Example 3
Let p ∈ R+ . A p-series is a series of the form
+∞
X 1 1 1 1
p
= p + p + p +··· .
n=1 n 1 2 3

Find all values of p for which a p-series converges.

Solution.
Case 1. If p = 1, the p-series is the harmonic series, which is divergent.
1
Case 2. Suppose p 6= 1. Consider f (x) = = x−p for x ∈ [1, +∞).
xp
f is positive-valued and continuous on [1, +∞).
f is decreasing on [1, +∞) since f 0 (x) = −px−p−1 < 0, for all x ∈ [1, +∞).
Thus, the Integral Test is applicable.
7 / 27
Behavior of p-series

Continuation. We now have

t x−p+1 ¯¯t
Z +∞ ¯
1
Z
−p
dx = lim x dx = lim
1 xp t→+∞ 1 t→+∞ −p + 1 ¯1
µ −p+1
t
¶
1
= lim −
t→+∞ −p + 1 −p + 1

+∞
 if 0 < p < 1;
= 1

 if p > 1.
p−1

By Integral Test, a p-series is convergent if p > 1 and divergent if 0 < p ≤ 1.

+∞
X 1
A p-series p
converges if p > 1 and diverges if 0 < p ≤ 1.
n=1 n

8 / 27
Behavior of p-series

Example 4
Determine whether the given series is convergent or divergent.
+∞
X 1 +∞
X 1 +∞
X n 3 + 3n
1 p 2 p 3
3 n
n=1 n n=1 n n n=1 n · 3

Solution.
+∞ 1 1
X
1 The series p is a p-series with p = 2 < 1, and so is divergent.
n=1 n

+∞ 1 3
X
2 The series p is a p-series with p = 2 > 1, and so is convergent.
n=1 n n

9 / 27
Behavior of p-series

Example 4
Determine whether the given series is convergent or divergent.
+∞
X 1 +∞
X 1 +∞
X n 3 + 3n
1 p 2 p 3
3 n
n=1 n n=1 n n n=1 n · 3

Continuation.
+∞ n3 + 3n +∞ µ ¶
X X 1 1
3 First, we can write 3 n
= n
+ 3 .
n=1 n · 3 n=1 3 n
+∞
X 1
The series n
is convergent since it is geometric with r = 13 .
n=1 3
+∞
X 1
The series 3
is convergent since it is a p-series with p = 3 > 1.
n=1 n
+∞
X n3 + 3n
Hence, 3 n
is convergent.
n=1 n · 3 10 / 27
Comparison Test

Theorem. (Comparison Test)

P P
Let an and bn be series of nonnegative terms.
n n

If an ≤ bn for all n ≥ k for some k ∈ N, and

P
1 bn is convergent,
P n
then an is convergent.
n

If an ≥ bn for all n ≥ k for some k ∈ N, and

P
2 bn is divergent,
P n
then an is divergent.
n

X
*Needs some skill in choosing the series bn for comparison.
n

11 / 27
Comparison Test

Example 5
+∞
X 1
Determine whether the series p
3
converges or diverges.
n=2 n − 1

+∞
X 1
Solution. For comparison, we use p
3
.
n=2 n
1 1
For n ≥ 2, an = p
3
> p
3
= bn .
n−1 n
+∞ 1 1
X
The series p
3
is a divergent p-series since p = 3 < 1.
n=1 n
+∞
X 1
Thus, p
3
is divergent.
n=2 n
+∞
X 1
By Comparison Test, the series p
3
diverges.
n=2 n − 1
12 / 27
Comparison Test

Example 6
+∞
X 1
Determine whether the series p
3
converges or diverges.
n=1 n + 1

+∞
X1
Solution. Let us use the p-series p
3
for comparison.
n=1 n

Attempt 1. Note that for n ≥ 1,

1 1
an = p
3
< p
3
= bn .
n+1 n

+∞
X 1
However, the p-series p
3
diverges.
n=1 n

The Comparison Test is inconclusive in this case.

13 / 27
Comparison Test

Example 6
+∞
X 1
Determine whether the series p
3
converges or diverges.
n=1 n + 1

+∞
X1
Solution. Let us use the p-series p
3
for comparison.
n=1 n

Attempt 2. Note that for n ≥ 1,

1 1 1
an = p
3
≥ p
3
p = p = bn .
n+1 n+ 3 n 23n

+∞
X 1 +∞
X 1
The p-series p
3
is divergent, then so is p
3
.
n=1 n n=1 2 n

+∞
X 1
Hence by Comparison Test, the series p
3
diverges.
n=1 n + 1
14 / 27
Comparison Test

Example 7
+∞
X 2n sin2 (n)
Determine whether the series n
converges or diverges.
n=1 3 + 1

X 2 n
+∞ µ ¶
Solution. For comparison, we use .
n=1 3
Since 0 < sin2 (n) < 1 for all n, we have
µ ¶n
2n sin2 (n) 2n 2n 2
an = < < = = bn .
3n + 1 3n + 1 3n 3

X 2 n
+∞ µ ¶
is a geometric series with r = 23 , and so is convergent.
n=1 3
+∞
X 2n sin2 (n)
By Comparison Test, the series n
also converges.
n=1 3 + 1
15 / 27
Exercises

I Determine whether the given series is convergent or divergent using

(i) Integral Test and (ii) Comparison Test.
+∞
X ln n +∞
X 1
µ ¶
1 +∞
X n
1 2
2
sin 3
n2
n=3 n n=1 n n n=1 e

II Determine whether the series converges or diverges.

+∞
X 1 +∞
X 1 + cos n
1 3
2
n=2 ln n n=1 n − cos n

+∞ p +∞ 1
µ ¶
1
n
e−
X X
2 4
2
coth
n=1 n=1 n n

16 / 27
Limit Comparison Test

Theorem. (Limit Comparison Test)

X X
Let an and bn be series of positive terms.
n n
an
1 If lim = L ∈ R+ , then both series converge or both series diverge.
n→+∞ bn

an X X
2 If lim = 0 and bn converges, then an converges.
n→+∞ bn n n

an X X
3 If lim = +∞ and bn diverges, then an diverges.
n→+∞ bn n n

X
*Needs some skill in choosing the series bn for comparison.
n

17 / 27
Limit Comparison Test

Example 8
+∞
X 1
Determine whether the series p
3
converges or diverges.
n=2 n + 1

+∞
X 1
Continuation. We use Limit Comparison Test with p
3
. We have
n=2 n
p
3
an 1 n 1
lim = lim p · = lim = 1.
n→+∞ bn n→+∞ 3 n + 1 1 n→+∞ 1 + p1
3
n

+∞
X 1 +∞
X 1
Since p
3
is a divergent p-series, the series p
3
also diverges.
n=2 n n=2 n + 1

18 / 27
Limit Comparison Test

Example 9
+∞
X 4n2 + 3n − 1
Determine whether the series converges or diverges.
n=1 3n5 + n

4n2 + 3n − 1 1
Solution. Let an = 5
and bn = 3 . We have
3n + n n

an 4n2 + 3n − 1 n3 4n5 + 3n4 − n3

lim = lim · = lim
n→+∞ bn n→+∞ 3n5 + n 1 n→+∞ 3n5 + n

4n5 + 3n4 − n3 1/n5 4 + n3 − n12

= lim · = lim
n→+∞ 3n5 + n 1/n5 n→+∞ 3 + n14
4
= .
3

19 / 27
Limit Comparison Test

Example 9
+∞
X 4n2 + 3n − 1
Determine whether the series converges or diverges.
n=1 3n5 + n

+∞
X 1
Continuation. Since 3
is a p-series with p = 3 > 1, it converges.
n=1 n
X 4n2 + 3n − 1
+∞
By the Limit Comparison Test, the series also converges.
n=1 3n5 + n

20 / 27
Limit Comparison Test

Example 10
+∞
X 1
Determine whether the series 2
is convergent or divergent.
n=2 ln n

1 1
Solution. Let an = 2
and bn = . We have
ln n n
an n x
lim = lim = lim
n→+∞ bn n→+∞ ln2 n x→+∞ ln2 x

L’HR 1 x
= lim 1
= lim
x→+∞ (2 ln x) · x→+∞ 2 ln x
x

L’HR 1 x
= lim = lim
x→+∞ 2/x x→+∞ 2

= +∞.

21 / 27
Limit Comparison Test

Example 10
+∞
X 1
Determine whether the series 2
is convergent or divergent.
n=2 ln n

+∞
1
X
Continuation. The harmonic series diverges. Hence by the Limit
n=2 n
+∞
P 1
Comparison Test, the series 2
also diverges.
n=2 ln n

22 / 27
Limit Comparison Test

Example 11
+∞
X ln n
Consider the series 2
.
n=3 n
1 Explain why the Limit Comparison Test fail when applied to the given
series and the harmonic series.
2 Explain why the Limit Comparison Test fail when applied to the given
series and the p-series with p = 2.
3 Use the Limit Comparison Test to determine whether the series is
convergent or divergent.

23 / 27
 +∞ +∞
ln n
X X 1
Given series: 2
Known Series:
n=3 n n=3 n

Solution.
ln n 1
1 Let an = 2
and bn = . Then
n n
an ln n n
lim = lim ·
n→+∞ bn n→+∞ n2 1
ln x
= lim
x→+∞ x

L’HR 1
= lim
x→+∞ x

= 0.
+∞
X 1
However, the series diverges. Hence, Limit Comparison Test fails.
n=3 n

24 / 27
 +∞ +∞
ln n
X X 1
Given series: 2
Known Series: 2
n=3 n n=3 n

Solution.
ln n 1
2 Let an = 2
and bn = 2 . Then
n n

an ln n n2
lim = lim ·
n→+∞ bn n→+∞ n2 1
= lim ln n
n→+∞

= +∞.
+∞
X 1
However, the series 2
is a p-series with p = 2 > 1, and so is
n=3 n
convergent. Hence, Limit Comparison Test fails.

25 / 27
 +∞ +∞
ln n
X X 1
Given series: 2
Known Series: 3/2
n=3 n n=3 n

Solution.
ln n 1
3 Let an = 2
and bn = 3/2 . Then
n n
ln n n /2
3
an
lim = lim ·
n→+∞ bn n→+∞ n2 1
ln n ln x
= lim p = lim p
n→+∞ n x→+∞ x
L’HR 1/x 2
= lim p = lim p
x→+∞ 1/2 x x→+∞ x
= 0.
+∞ 1 3
X
The series 3/2
is a p-series with p = 2 > 1, and so is convergent.
n=3 n
+∞
X ln n
Hence, by Limit Comparison Test, the series 2
is also convergent.
n=3 n 26 / 27
Exercises

I Determine whether the given series is convergent or divergent using

Limit Comparison Test.
+∞
X ln n +∞
X 1
µ ¶
1 +∞
X n
1 2
2
sin 3
n2
n=3 n n=1 n n n=1 e

II Determine whether the series converges or diverges.

+∞ n3 + 11 +∞ µ ¶
X X 1
1
5 3
2 sin
n=2 4n − 7n + 3 n=1 n

27 / 27