Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
NUMERICAL SERIES
1. Sequences. 2. Definitions. General Criteria 3. Series with Nonnegative Terms. 4. Approximate Computation of Sums.. 5. Improper Integrals and Series 6. Infinite Products
1 17 28 38 42 59
7. SOLVED PROBLEMS
Exercise 38. (a) lim n ln n = 1
n
(b) lim n n! =
n
(c) lim ln n! = 1
n n
1n 4 ( n + 1)( n + 2)...( n + n ) = n n e
(g) lim
(n!) 2 =0 n ( 2n)!
(e) lim n
n
sin k
k =1
=0
( 2n) n =0 n ( 2n )!
(h) lim
ln n! =1 n n ln n 1 n 1 (j) lim =2 n n k =1 k
(k) lim n + k n + k =
n k =1
(l) lim
n
1 n
n
k =1
k n+k
2(2 2 ) 3
Solutions: (a) Using Cauchys criterion we have: 1 1 ln(1 + ) ln n + ln(1 + ) ln(n + 1) n = 1 + lim n =1 lim n ln n = lim = lim n n n n ln n ln n ln n .
64
(b) Analogously:
lim n n! = lim
n
(n + 1)! = lim (n + 1) = . n n n!
(c) Applying roots criterion, then Stolz-Cesaros criterion we obtain: ln(n + 1)! ln n!+ ln(n + 1) ln(n + 1) = 1 + lim = = lim lim n ln n! = lim n n n n ln n! ln n! ln n! n+2 ln ln(n + 2) ln(n + 1) = 1 + lim n + 1 = 1. 1 + lim n n ln(n + 1) ln(n + 1)! ln n! (d) Again, Cauchys criterion implies:
l = lim n
n
)n
= 4 lim
n
1 4 = . 1 e (1 + ) n n
(1+ n )
k =1
= lim e
n
1 n k ln(1+ ) n k =1 n
denoting
k , n
n k 1 n ln(1 + n ) = f ( k )( xk xk 1 ) , n k =1 k =1 This is a Riemann sum for the continuous, hence integrable function f, therefore:
65
lim
1 1 1 n k ln(1 + n ) = 0 f ( x) dx = 0 ln(1 + x) dx = n n k =1 1 1 0
ln 4 4 1 x 0 = 2 ln 2 1 = ln , and l = e e = . e e
(e)
lim n
n
sin k
k =1
= lim
n
sin k sin k
k =1 k =1 n
n +1
= lim sin
n
n +1
=0.
(f)
a n +1 an =
( 2n) ; then: (2n)! (2n + 2) n +1 (2n)! (2n + 2)(2n + 2) n 1 = = = n (2n + 2)! (2n) (2n + 2)(2n + 1) (2n) n
Let: a n =
1 1 e e (1 + ) n < <1 (1) 2n + 1 2n + 1 3 n for all n IN* ; it follows that (a n ) is a decreasing sequence of positive numbers, hence it converges, i.e. there exists a 0 such that a = lim a n . But, from (1):
n
3a n +1 ea n 3a ea (3 e)a 0 a 0 , hence a = 0 .
n
(n!) 2 (g) Let a n = . Then: (2n)! a n +1 [(n + 1)!] 2 (2n)! (n + 1) 2 n +1 = = = ; 2 an (2n + 2)! (n!) (2n + 2)(2n + 1) 2(2n + 1) n +1 1 3n + 3 4n + 2 1 n n IN* , but: 2(2n + 1) 3 a 1 hence: n +1 < 1, n IN* , i.e. (a n ) is a decreasing sequence of an 3 positive numbers; therefore it is convergent. Let: a = lim a n 0 . But
n
n , we obtain 3a a 0 or
a 0.
66
(h) We have n ln n , hence we can apply Cesaro-Stolz criterion and we obtain: ln(n + 1) ln(n + 1)! ln n! ln n! lim = = lim = lim n n ln n n ( n + 1) ln( n + 1) n ln n n n[ln( n + 1) ln n ] + ln( n + 1) 1 ln( n + 1) = 1. = lim = lim n n n 1 n 1 n ln(1 + ) + ln(n + 1) ln(1 + ) + 1 n n ln(n + 1) (i) Applying Cauchys criterion then Cesaro-Stolz criterion we
obtain:
lim n 1n + 2 n + ... + n n = lim
n
= lim (
n
n + 2 n +1 1 n +1 ) (n + 2) = lim (1 + ) (n + 2) = lim e (n + 2) = . n n n +1 n +1 (j) Cesaro-Stolz criterion implies (since n ): n 1 1 k n +1 + n n n +1 lim k =1 = lim = lim = lim(1 + )=2. n n n +1 n n + 1 n n n + 1 ( n + 1 n) n
>
2n
[( n + 1)( n + 2)...( n + n ) ,
( n + 2)...( n + n )( 2n + 1)( 2n + 2) 2 ] = lim[2( 2n + 1)] 2 = ; lim a n lim[ n n n ( n + 1)( n + 2)...( n + n ) consequently: lim a n = .
1 1 n
67
sn =
1 n
n
k =1
k n+k
1 n k =1
k n 1+ k n
= f ( k )( x k x k 1 ) ,
k =1
k x ; hence s n , k = 0,1,..., n , f : [0,1] R, f ( x) = n 1+ x is a Riemann sum for the function f ; but f is a continuous function and: 1 1 1 x +11 1 1 x lim s n = f ( x) dx = ) dx = dx = dx = ( x + 1 0 0 0 0 n x +1 x +1 x +1
where x k = k =
2( x + 1) = 3
2( x + 1)
1 0
22 = 3
22
1 2 + 2 = (4 2 2 ) . 3 3
Exercise 39. Test the series for convergence using the definition: n +1 1 (a) , a IR \ Z (b) n n = 0 ( n + a )( n + a + 1) n =0 2 1 (c) arctan 2 n + n +1 n =0 20 n 16n 4 8n 3 16n 2 + 1 (e) (d) 2 n +1 n(n + 1)(4n 2 1) 2 9 20 n + 4 2 n +1 n =1 5 n =1 (f)
ln 1 + 2(n 1)
n =1
2(2n 1) . 2 + 1
Solutions. (a) The general term can be decomposed as: 1 1 1 an = = , ( n + a )( n + a + 1) n + a n + a + 1 and the partial sum of n-th order: n n 1 1 1 1 1 1 = = sn = k + a +1 a n + a +1 a k = 0 ( k + a )( k + a + 1) k =0 k + a therefore the series is convergent and its sum: 1 1 (n + a)(n + a + 1) = a . n =0
68
k +1 , we k k =0 2 consider the derivative of sum of a geometric progression: n n x x n+2 1 (n + 2) x n +1 (1 x) + x x n + 2 (k + 1) x k = ( x k +1 )' = ( )' = , 1 x (1 x) 2 k =0 k =0 1 and, for x = we obtain: 2 n+2 1 1 1 1 1 s n = 4(1 n +1 ) + n + 2 4( + ) = 4 , 2 2 2 2 2 2 therefore s n is convergent, i.e. our series converges and its sum is
n +1 = 4. n n =0 2 (c) Since: 1 (k + 1) k arctan 2 = arctan = arctan(k + 1) arctan k , k IN , 1 + (k + 1)k k + k +1 the partial sum n 1 s n = arctan 2 = arctan(n + 1) arctan 1 , 2 4 k + k +1 k =1
4; we write:
If we mark a = 5 n and b = 4 n then the general term is: ab a 5a ab ab = = = an = 2 2 4b (a b)(5a 4b) a b 5a 4b 5a 9ab + 4b 5(a b)(a ) 5 hence the partial sum of n-th order is: n n 5k 5k 5 n +1 sn = ak = k k +1 = 5 n +1 = k 5 4 k +1 5 4 n +1 k =1 5 4 k =1 ; 1 = 5 5 1 = 4 4 1 ( ) n +1 5 20 n therefore the series is convergent and: n +1 = 4. 4 n +1 )(5 n 4 n ) n =1 (5
(d)
69
(e) The general term a n can be decomposed in simple fraction: 16n 4 8n 3 16n 2 + 1 A B C D E , an = = + + + + 2 2 n ( n + 1)( 2n 1) ( 2n + 1) n n + 1 2n 1 2n + 1 ( 2n + 1) 2
and, after calculations, we obtain: 16 + 8 16 + 1 11 4 +1 = 1, A = 1, B = = 1, E = 3 9 1+1 4 +1 = 1, C = D = 0 ; F= 1 therefore: n n 1 1 1 1 1 1 sn = a k = + = 1 1+ 0 2 2 k + 1 ( 2k 1) n +1 ( 2k + 1) ( 2n + 1) 2 k =1 k =1 k consequently the series is convergent and its sum is 0.
(f) The partial sum of n-th order: n n 2( k 1) 2 + 1 + 4k 2 2k 2 + 1 sn = ln = ln = ln( 2n 2 + 1) 2 2 2( k 1) + 1 k =1 k =1 2( k 1) + 1 when n and the series is divergent. Exercise 40. Check whether the necessary condition for convergence is fulfilled: 1 1 1 3 5 7 (a) + + + ... (b) + + + ... 5 11 16 5 11 16 Solutions. (a) The general term of our series: 1 an = 0 when n , hence the necessary condition for 5n + 1 a n 1 (0, ) , hence, convergence is verified; however: n = 1 5n + 1 5 n the series has the same nature with harmonic series and, therefore is divergent. 2n + 1 2 (b) Here a n = 0 , hence the series diverges. 5n + 1 5
70
Exercise 41. Test the series for convergence by means of the integral test: 1 2 3 1 2 3 (a) 3 + 3 + 3 + ... (b) + + + ... 2 2 2 3 4 1+1 1+ 2 1 + 32 1 1 1 + + + ... (c) 2 2 2 ln 2 3 ln 3 4 ln 2 4 Solutions. (a) The general term is: x n an = = f ( n ) , where f ( x) = , f : [1, ] IR + , 3 ( n + 1) ( x + 1) 3 and the generalized integral: x f ( x)dx = dx = 1 1 ( x + 1) 3 x +11 = dx = ( x + 1) 2 ( x + 1) 3 dx = 3 1 ( x + 1) 1 1 1 1 1 1 = + = = < ; 2 1 x + 1 2( x + 1) 2 4 4 therefore series converges. The same conclusion can be obtained a 1 observing that and a n has the same nature n 1 (0, ) . 1 n n (b) The general term can be written: n x an = = f (n) , where f ( x) = 2 , f : [1, ] IR , 2 1+ n x +1 1 2x 1 and f ( x )dx = 2 dx = ln( x 2 + 1) |1 = , 1 2 1 x +1 2
hence
a n n2 diverges. Besides: n = 2 1 (0, ), and after 1+ n2 1 n +1 n =1 n comparison test, the series diverges. 1 (c) We have: a n = = f (n) , where n ln 2 n 1 f : [2, ] (0, ) , f ( x) = , and: x ln 2 x
71
d (ln x ) dx 1 1 = = < ; |2 = 2 2 ln 2 ln x x ln x 2 ln x
consequently
a
n=2
a n 0 (n ) the series:
a
n=2
1 1 1 = 2 2 < 2 n (ln 2 n ) 2 ln 2 n =1 n n=2 n=2 series, = 2 > 1 ) have the same nature.
2n a = 2n
Exercise 42. Test the series for convergence using DAlemberts test: 2 4 6 1 2 1 2 3 (a) + + + ... (b) 1 + + + ... 3 9 27 1 3 1 3 5 1 3! 5! (c) + + + ... 2 24 246 Solutions. (a) We have the general term a n =
and
2n , n IN* , n 3
a n +1 2(n + 1) 3 n n + 1 1 = = <1 , n +1 2n 3n 3 an 3 2n hence the series n is convergent. n =1 3 a 2n + 1 n! (b) a n = , and n +1 = 1 , hence 2n + 2 (2n 1)!! an DAlamberts test is inconclusive. a 2n + 2 1 n n( n 1) = n( 1) = < 1 and, according to But a n +1 2n + 1 2n + 1 2 Raabe-Duhamels test, the series diverges.
Exercise 43. By comparing with a harmonic series or a decreasing progression, test the series for convergence:
72
(a)
1 2
2 3
3 4
4 5
+ ...
(b)
1 1 1 + + + ... ln 2 ln 3 ln 4
(c) 1 +
1 1 + + ... 2 5 3 52
Solutions. (a) The general term is 3 a 1 1 n , and , for b n = 6 we have n = 1 1 ; an = bn n +1 n n6 But bn is the general term of harmonic series with
1 < 1 and the series 6 diverges too.
b
n =1
(b) we obtain:
an =
1 1 > , n IN , n 2 , ln n n
ln n
n =2
diverges.
(c)
an 1
n 1
1 , n IN* ; but: n 1 n5
5 1 ( q = (1,1) ), hence 5
1
n 1
converges
n5
n =1
1
n 1
is a convergent series.
an and
n =1
a
n =1
2 n
for
(a) a n =
73
(c) a n =
Let
1 a n , hence if a = 1 the series n +1 diverges (harmonic series) and for a = 1 converges (Leibniz 2 criterion). Analogously for x > 1 , a n converges, and if x [0,1) 1 and (n + 1) 2
2 diverges. If x = 1 , a n =
2 n
converges (generalized
harmonic series).
ln x , f : [1, ) IR . The function is a x 1 ln x < 0 , if x (e, ) ; decreasing one on [e, ] , since f ' ( x) = x2 ln n therefore is a decreasing sequence and, by Leibniz criterion, n ln n 1 ln n ( 1) n n converges. We remark that: n > n , n IN , n > 2 and n =1 1 ln n n diverges, hence by comparison test it follows that (1) n n n =1 n =1 is semiconvergent (the series is not absolutely convergent). Since:
(b)
Let f ( x) =
74
2 an ln 2 n = 0 , when n , and 1 n
n =1
1 n
3 2
2 a n , converges,
a
n =1
2 n
converges.
(c) Of course the both series are convergent for a = 0 . Let a 0 . Then: 2 a n +1 (4n + 1) 2 2 a n +1 4n + 1 = a a , and 2 = a a; an 4n + 3 (4n + 3) 2 an D Alamberts criterion implies that the series converge for a (1,1) and diverges for a (,1) (1, ) . If a {1,1} since
a2 (4n + 3) 2 16n 2 + 8n n 2n 1 = n 1 = 16n 2 + 8n + 1 < 1 , Raabe-Duhamels (4n + 1) 2 a n +1
a
n =1
2 n
diverges. For
a 2n 1 4n + 3 < 1 , hence a n a = 1 , n n 1 = n 1 = a 2 4n + 1 4n + 1 n =1 n +1 a diverges, and for a = 1 , since n +1 < 1 , for all n IN* , Leibniz an
a
n =1
Exercise 45. Test the series with the general term sin na n 1 un = , a IR , (n>1) for convergence. n 1 i = 2 ln i Solution. If a {b | k Z } , u n = 0 and u n = 0 .
75
1 n 1 and an = sin na . We verify n 1 i =2 ln i the conditions of Abels test. First, by Stolz-Cesaros criterion we have: 1 ln(n + 1) lim n = lim = 0 ; moreover: n n n ( n 1)
Let a {k | k Z } , n =
< n = n +1 = + + ... + + ... + n ln 2 ln 3 n 1 ln 2 ln(n + 1) ln n 1 1 1 1 (n 1) ln 2 + ... + ln(n + 1) < n ln 2 + ... + ln n n 1 1 1 < + ... + , ln(n + 1) ln 2 ln 3 ln(n + 1) and the last inequality is true, since, ln k < ln(n + 1) for k {2,3,..., n} ; therefore: ( n ) is a decreasing sequence, and n 0 . (1) Moreover: ( n + 1)a na sin sin n 1 (2) ak = sin a + sin 2a + ... + sin na = 2 a 2 a k =1 sin sin 2 2 hence, from (1), (2) and Abels test we conclude that the series u n = n a n converges for all a IR .
1 1
1 1
, x IR
(c)
1 , x [0, ) n n =1 n + x n . Since: 4
76
a8 n 1 and a 4 n + 2 0 , when n it follows that a n 0 , and, from divergence criterion, the series / diverges.
(2)
n2
1 =
(3)
n 2 From (1), (2), (3) and comparison test it follows that series bn , cn and a n have the same nature. Consequently our
8. EXERCISES
Exercise 1. Prove that: (a)
na
n =1
n 1
1 (1 a ) 2
for
77
(2n 1)!!
(a + 1)(a + 2)...(a + n)
a +1
n! = e ).
n =0
Exercise 2. Check whether the necessary condition for convergence is fulfilled: 1 2 3 (a) + + + ... 2 3 4 1 3 5 (b) + + + ... 2 4 6 2 4 6 (c) + + + ... 3 5 7 1 1 1 (d) + + + ... 3 5 7 2 4 6 (e) + + + ... 3 9 27 Exercise 3. Test the series for convergence by means of the integral test: 1 1 (a) 1 + + + ... 5 9 1 1 (b) 1+ + + ... 4 7 1 2 3 (c) + + + ... 2 3 33 4 3 1 1 1 (d) + + + ... 2 2 1 + 1 1 + 2 1 + 32
78
Exercise 4. Test the series for convergence using dAlamberts test: 2 4 6 (a) + + + ... 3 9 27 2 4 8 (b) 1 + + + + ... 2! 3! 4! 3 32 33 (c) 1+ + + + ... 2 3 2 2 5 23 7 1 3! 5! 7! (d) + + + + ... 2 2 4 2 4 6 2 4 6 8 1 5 9 13 (e) + + + + ... 3 2 32 3 33 4 34 Exercise 5. Using criteria of comparison test the series for convergence: 1 1 (a) 1+ + + ... 2 3 1 1 (b) 1+ + + ... 2 5 3 52 1 1 1 (c) + + ... ln 2 ln 3 ln 4 1 1 1 (d) + + + ... 2 4 1+ a 1+ a 1+ a6 1 1 (e) 1+ + + ... 1+ 2 1+ 2 + 3 3 (f)
3 7 2
2
5 3
2 + 2
7 3 2
3 + 5 33
+ ...
79
Exercise 6. Find the sum of the series (if it converges): 1 1 1 + + + ... 1 2 2 3 3 4 1 1 1 + + + ... 1 4 4 7 7 10 1 1 1 + + + ... 1 3 2 5 3 7 1!! 3!! 5!! 7!! + + + + ... 4!! 6!! 8!! 10!! 20 20 2 20 3 + 3 + 4 + ... (5 2 4 2 )(5 4) (5 4 3 )(5 2 4 2 ) (5 4 4 )(53 4 3 )
6 62 63 arctg + arctg + arctg + ... 2 4 + 39 2 42 + 3 92 2 43 + 3 93
Exercise 7. Test the series with the general term a n for convergence: 2 ( n! ) 2 an n (a) )n ; a n = n 2 ; (b) an = , a 0 ; (c) a n = ( n 2 n +1 n 4k 3 1 (2n 1)! (d) ; (e) an = ; (f) an = ; an = n 13 15 (n!) 2 k =1 4k 1 n ln n (g) (i) (k) (m) (n) (p)
1 ln(n 2 + 1) , , a IR ; (h) an = (1) n ; n ln a n n 1 (2n 1)!! ; (j) an = sin nx, x IR ; an = (1) n ln n 2n!! cos nx ; (l) an = a ln n , a > 0 ; an = 2 n +1 1 1 an = a bn , bn = 1 + + ... + , a > 0 ; 2 n n2 an = a n n!, a > 0 ; (o) an = a n ( 2 ) n , a > 0 ; n +1 2 n n a (a + 1)...(a + n) ) , a > 0; (r) an = , a, b > 0; an= an ( n +1 n! n b an =
80
(s)
an =
cos nx sin
x n , x IR ;
(t) a n =
10 n ; 3n
na , a, b IR 1 + n + nb
(a)
k =1
Exercise 10. Study the semi convergence of series: cos x n cos x (a) (1) n 2 , x IR ; (b) n (1) n n , x IR n =13 =131 (c) (f) (h)
(1)
n2 +n 2
(1) n1 n n =15
(1) n1
n =1
Exercise 11. Test the following series for convergence: 1 n (a) (ln n) (b)
(n ln n ln ln n)
81
sin 2
1
n 2 n + 1]
is a convergent series of
Exercise 13*.
(1)
n =0
n +1
the square. Does this latter series converge? Do the same for the series
(1)
n =0
n +1
1 1 + ... + ). n 2 n =1 Why does this series converge or not converge? 2 (1) n+1 (n + 1) 1 (1 +
Exercise 14*. For what values of x IR does the series 1 1 1 n (1 + 2 + ... + n ) sin nx n =1 converge? Exercise 15*. If r (1,1) and p IN*, show that the series:
n = p +1
converges.
Exercise 16*. Show that the series with the general term: 1 ( n + 2) 2 a n = ln n n ( n + 2) converges.
82
<
Exercise 17*.
(1)
n =0
(1 + n) is
n =1
divergent
(1 +
n=2
(1) n ) = 1. n
(1 + n ) = +.
n =1
Exercise 21.
(n + 1)
n =1
n(n + 2)
2
1 = . 2
Exercise 22.
1 + tg
0
dx
4
1
x + [ x] dx
0
dx
are divergent
[ln x]dx
0
83
Exercise 25.
1 x dx = 1+ x
0`
x(1 + x
arctn x
2
dx converges.
1 4 )dx = . 2 3 x
Exercise 28.
2[ x] + 3[ x]
1
dx
1 = . + [x ] 4
3
Exercise 29.
a b.
(x
0
Exercise 30.
sin
0
dx = 2 2 . + cos 4 x
Exercise 31.
x 2 dx 2 x4 +1 = 4 . 0
Exercise 32. Show that: x sin x cos 2 n = x , x IR - I n =1 1 1 (1 + ) and (1 ) ( IR) are convergent iff > 1. n n n =1 n =1 (n + 1)(n + 3) n(n + 4) = 4 n =1 1 1 (1 n 2 ) = 2 n =1 1 (1 + 22n ) = 2 n =0
84
(f) (g)*
n3 1 2 n3 + 1 = 3 n =1
2+
n =1
n n
= 0. (Hint
2+
k =1
k k
<
1 2 n
, n IN*).
85