Week 7 Discussion Notes

Table of Contents

Direct Comparison

As a reminder, here's the statement of direct comparison:

Theorem (direct comparison test for integrals)

Suppose 0g(x)f(x)0 \leq g\p{x} \leq f\p{x}. Then for a<b-\infty \leq a < b \leq \infty (i.e., the upper and lower bounds are allowed to be infinite):

  • If abg(x)dx\displaystyle \int_a^b g\p{x} \,\diff{x} diverges, then abf(x)dx\displaystyle \int_a^b f\p{x} \,\diff{x} diverges as well.
  • If abf(x)dx\displaystyle \int_a^b f\p{x} \,\diff{x} converges, then abg(x)dx\displaystyle \int_a^b g\p{x} \,\diff{x} converges as well.

See the Week 6 Notes for some pictures and intuition for the theorem. So now that we have a good conceptual handle on comparison, how do we use it?

When approaching a problem, you should try to have an idea of whether an integral will converge or diverge (I'll talk about this more during the examples):

  • If you want to show that abf(x)dx\int_a^b f\p{x} \,\diff{x} converges, you need to find a larger function g(x)g\p{x}.
  • If you want to show that abf(x)dx\int_a^b f\p{x} \,\diff{x} diverges, you need to find a smaller (but still non-negative) function g(x)g\p{x}.

There are two main strategies for getting this inequalities:

Modifying f(x)f\p{x}

Here, you'll want to modify f(x)f\p{x} to get a slightly bigger or slightly smaller function. Usually, f(x)f\p{x} is a fraction, so if both the numerator and denominator are non-negative, then:

  • To get a bigger function, you can make the numerator bigger or the denominator smaller.
  • To get a smaller function, you can make the numerator smaller or the denominator bigger.
Example 1.
(8.7.74)

Determine whether 1dx(x+x2)1/3\displaystyle \int_1^\infty \frac{\diff{x}}{\p{x + x^2}^{1/3}} converges or not.

Solution.

First, we need to "feel out" the integral. When xx is really big, then x+x2x2x + x^2 \approx x^2, since the higher power terms will dominate. So, intuitively, we have

1(x+x2)1/31(x2)1/3=1x2/3,\frac{1}{\p{x + x^2}^{1/3}} \approx \frac{1}{\p{x^2}^{1/3}} = \frac{1}{x^{2/3}},

which should diverge. So, we need to find a function smaller than the integrand, which can do by making the denominator bigger. The integral is on the interval where x1x \geq 1, so we get x2xx^2 \geq x (by multiplying by xx on both sides of the first inequality), which means

(x+x2)1/3(x2+x2)1/3=(2x2)1/3=21/3x2/3.\p{x + x^2}^{1/3} \leq \p{x^2 + x^2}^{1/3} = \p{2x^2}^{1/3} = 2^{1/3} x^{2/3}.

By flipping things over, we get the inequality

0121/3x2/31(x+x2)1/3.0 \leq \frac{1}{2^{1/3} x^{2/3}} \leq \frac{1}{\p{x + x^2}^{1/3}}.

By pp-integrals, 1dx21/3x2/3\int_1^\infty \frac{\diff{x}}{2^{1/3} x^{2/3}} diverges, so by direct comparison, so does 1dx(x+x2)1/3\int_1^\infty \frac{\diff{x}}{\p{x + x^2}^{1/3}}.

Example 2.
(8.7.75)

Determine whether 01dxxex+x2\displaystyle \int_0^1 \frac{\diff{x}}{xe^x + x^2} converges or not.

Solution.

Like before, we want to get a feel for the integral. When xx is really small, x2x^2 doesn't really make a big impact on the integral compared to xx, so xex+x2xexxe^x + x^2 \approx xe^x (similar to how x+x2x2x + x^2 \approx x^2 when xx is really big). Also, exe^x is harmless if xx is small, since e0=1e^0 = 1, so we roughly get

1xex+x21xex1x,\frac{1}{xe^x + x^2} \approx \frac{1}{xe^x} \approx \frac{1}{x},

which diverges by pp-integrals, so we want to show that the integral diverges. We can do this by finding a smaller function, which we can do by making the denominator bigger like before.

Since the integral is over 0x10 \leq x \leq 1, we get x2xx^2 \leq x on this interval, which means that xex+x2xex+xxe^x + x^2 \leq xe^x + x. Also, exe^x is an increasing function, so its maximum is at x=1x = 1, which gives xexexxe^x \leq ex. Thus, xex+x2(e+1)xxe^x + x^2 \leq \p{e + 1}x and by flipping things over,

01(e+1)x1xex+x2.0 \leq \frac{1}{\p{e + 1}x} \leq \frac{1}{xe^x + x^2}.

The smaller integral diverges by pp-integrals, so by direct comparison, 01dxxex+x2\int_0^1 \frac{\diff{x}}{xe^x + x^2} diverges, too.

Taking Limits

It might help to brush up on what a limit means. With that said, taking limits will help us prove inequalities for large values of xx, which is best illustrated through examples:

Example 3.
(8.7.60(a))

Show that if a>0a > 0, then limxxalnx    xa>2lnx\displaystyle \lim_{x\to\infty} \frac{x^a}{\ln{x}} \implies x^a > 2\ln{x} for xx large enough.

Solution.

For this problem, we're already given the limit, so we just need to prove the inequality. The definition of the limit tells us that:

For all M>0, there exists N>0 such that if xN, then xalnx>M.\text{For all $M > 0$, there exists $N > 0$ such that if $x \geq N$, then $\dfrac{x^a}{\ln{x}} > M$.}

Intuitively, the limit tells us that if xx is large enough ("... there exists N>0N > 0 such that if xNx \geq N ..."), then xalnx\frac{x^a}{\ln{x}} becomes very big as well ("... xalnx>M\frac{x^a}{\ln{x}} > M"). The "for all M>0M > 0" part tells you that you can make your function as big as you want.

The definition says something works for any M>0M > 0, so it means it'll work for a specific MM. If we set M=2M = 2, then there exists N>0N > 0 such that whenever xNx \geq N, we have

xalnx>2    xa>2lnx.\frac{x^a}{\ln{x}} > 2 \implies x^a > 2\ln{x}.

Sequences

Definition

Definition

A sequence {an}\set{a_n} is an ordered list of numbers, where ana_n is the nn-th term of the sequence.

Sequences are just infinitely long lists of numbers. For example:

1,2,3,4,5,6,7,0,1,1,2,3,5,8,\begin{gathered} 1, 2, 3, 4, 5, 6, 7, \ldots \\ 0, 1, 1, 2, 3, 5, 8, \ldots \end{gathered}

are both sequences.

Limits

When looking at sequences, we're basically only concerned with limits as nn \to \infty. Like usual, if the limit exists, then we say that the sequence converges, and if it doesn't, we say that the sequence diverges.

The usual limit laws also apply. For example, assuming all the limits exist,

limn(an+bn)=limnan+limnbnlimn(anbn)=(limnan)(limnbn),\begin{aligned} \lim_{n\to\infty} \p{a_n + b_n} &= \lim_{n\to\infty} a_n + \lim_{n\to\infty} b_n \\ \lim_{n\to\infty} \p{a_nb_n} &= \p{\lim_{n\to\infty} a_n} \p{\lim_{n\to\infty} b_n}, \end{aligned}

and so on. One very useful way of taking limits is replacing nn with xx and calculating them as usual, e.g., with L'Hôpital's rule.

Example 4.

Calculate limnn2+1n2+7\displaystyle \lim_{n\to\infty} \frac{n^2 + 1}{n^2 + 7}.

Solution.
limnn2+1n2+7=limxx2+1x2+7=Hlimx2x2x=1.\begin{aligned} \lim_{n\to\infty} \frac{n^2 + 1}{n^2 + 7} &= \lim_{x\to\infty} \frac{x^2 + 1}{x^2 + 7} \\ &\overset{H}{=} \lim_{x\to\infty} \frac{2x}{2x} \\ &= 1. \end{aligned}

Warning: If you replace nn with xx and the limit does not exist, then you can't make any conclusions about the original limit:

Example 5.

Calculate limnsin(nπ)\displaystyle \lim_{n\to\infty} \sin\p{n\pi}.

Solution.

You may be tempted to say

limnsin(nπ)=limxsin(xπ)=DNE,\lim_{n\to\infty} \sin\p{n\pi} = \lim_{x\to\infty} \sin\p{x\pi} = \mathrm{DNE},

since sin(xπ)\sin\p{x\pi} oscillates. This is wrong because while sin(xπ)\sin\p{x\pi} does indeed oscillate, sin(nπ)\sin\p{n\pi} does not:

sin(0)=0sin(π)=0sin(2π)=0\begin{aligned} \sin\p{0} &= 0 \\ \sin\p{\pi} &= 0 \\ \sin\p{2\pi} &= 0 \\ &\,\,\,\vdots \end{aligned}

This means that sin(nπ)\sin\p{n\pi} is 00 for any integer nn, so

limnsin(nπ)=0.\lim_{n\to\infty} \sin\p{n\pi} = \boxed{0}.

Homework

8.7.60(a)

See Example 3.

8.7.70

Here, you'll want to recall that sinhx=12(exex)\sinh{x} = \frac{1}{2}\p{e^x - e^{-x}}, so you can rewrite the integral as

1lnxsinhxdx=12lnxexexdx.\int_1^\infty \frac{\ln{x}}{\sinh{x}} \,\diff{x} = \int_1^\infty \frac{2\ln{x}}{e^x - e^{-x}} \,\diff{x}.

When xx is large, ex0e^{-x} \approx 0, so the integrand is roughly

2lnxexex2lnxexxex,\frac{2\ln{x}}{e^x - e^{-x}} \approx \frac{2\ln{x}}{e^x} \leq \frac{x}{e^x},

so you can tackle this with direct comparison. To get the inequality, see this section or #134 on Campuswire.

8.7.96(c)

From (b), we're given that

xplnxdx=xp+1p+1(lnx1p+1)+C.\int x^p \ln{x} \,\diff{x} = \frac{x^{p+1}}{p + 1}\p{\ln{x} - \frac{1}{p + 1}} + C.

So, since the integrand isn't defined at 00, we need to take a limit to calculate the integral:

01xplnxdx=limt0+t1xplnxdx=limt0+(1p+1p+1(ln11p+1)tp+1p+1(lnt1p+1))=limt0+(1p+1(1p+1)tp+1p+1(lnt1p+1))=limt0+(1(p+1)2tp+1lntp+1+tp+1(p+1)2)=limt0+tp+1tp+1(p+1)lnt1(p+1)2=limt0+tp+1(1(p+1)lnt)1(p+1)2.\begin{aligned} \int_0^1 x^p \ln{x} \,\diff{x} &= \lim_{t\to0^+} \int_t^1 x^p \ln{x} \,\diff{x} \\ &= \lim_{t\to0^+} \p{\frac{1^{p+1}}{p + 1}\p{\ln{1} - \frac{1}{p + 1}} - \frac{t^{p+1}}{p + 1}\p{\ln{t} - \frac{1}{p + 1}}} \\ &= \lim_{t\to0^+} \p{\frac{1}{p + 1}\p{- \frac{1}{p + 1}} - \frac{t^{p+1}}{p + 1}\p{\ln{t} - \frac{1}{p + 1}}} \\ &= \lim_{t\to0^+} \p{-\frac{1}{\p{p + 1}^2} - \frac{t^{p+1}\ln{t}}{p + 1} + \frac{t^{p+1}}{\p{p + 1}^2}} \\ &= \lim_{t\to0^+} \frac{t^{p+1} - t^{p+1}\p{p + 1}\ln{t} - 1}{\p{p + 1}^2} \\ &= \lim_{t\to0^+} \frac{t^{p+1}\p{1 - \p{p + 1}\ln{t}} - 1}{\p{p + 1}^2}. \end{aligned}

If p<1p < -1, then p+1<0p + 1 < 0, so so (p+1)lnt\p{p + 1}\ln{t} is positive as t0+t \to 0^+. This means that,

limt0+tp+1=limt0+(1(p+1)lnt)=,\begin{aligned} \lim_{t\to0^+} t^{p+1} &= \infty \\ \lim_{t\to0^+} \p{1 - \p{p+1}\ln{t}} &= -\infty, \end{aligned}

which means that the integral diverges in this case.

If p>1p > -1, then p+1>0p + 1 > 0, limt0+tp+1(1(p+1)lnt)\lim_{t\to0^+} t^{p+1}\p{1 - \p{p+1}\ln{t}} has the form 00 \cdot \infty, so you can tackle this using L'Hôpital's.