If n=0∑∞∣an∣ converges, then we say that the series is absolutely convergent.
If n=0∑∞an converges, but it does not converge absolutely, then we say that the series is conditionally convergent.
Convergence Tests
For your convenience, I'm going to restate all of the convergence tests here.
Divergence Test
Theorem (divergence test)
Let {an} be a sequence. If n→∞liman does not exist or if it exists and is not 0, then n=0∑∞an diverges.
This should always be the first thing you try. Most of the time, it'll be inconclusive, though.
Integral Test
Theorem (integral test)
Let {an} be a sequence and suppose that there is a function f such that f(n)=an for all n≥M for some M>0. If f(x) is positive, decreasing, and continuous on [1,∞), then
n=1∑∞an converges⟺∫1∞f(x)dx converges.
This one is pretty useful when it works, but as you can imagine, it can be really hard to use if your function is hard to integrate. The main application is convergence of p-series:
Example 1.
Determine when n=1∑∞np1 converges.
Solution.
Here, f(x)=x−p, which is continuous and non-negative when x≥1. Also, f′(x)=−px−p−1<0 if x≥1, too, so f is decreasing on [1,∞), which means that the integral test applies.
The improper integral ∫1∞xp1dx converges if p>1 and diverges if p≤1 by the theorem on p-integrals. By the integral test, this means that ∑n=1∞np1 converges if and only if p>1.
Direct Comparison Test
Theorem (direct comparison test)
Suppose 0≤an≤bn for n≥M for some M>0. Then:
If n=0∑∞an diverges, then n=0∑∞bn diverges as well.
If n=0∑∞bn converges, then n=0∑∞an converges as well.
Limit Comparison Test
Theorem (limit comparison test)
Suppose an≥0 and bn≥0 for n≥M for some M>0. Let L=n→∞limbnan.
If L∈(0,∞), then n=0∑∞an converges if and only if n=0∑∞bn converges.
If L=0 and n=0∑∞bn converges, then n=0∑∞an converges as well.
If L=∞ and n=0∑∞an converges, then n=0∑∞bn converges as well.
The case when L=(0,∞) is when this is most useful, in my experience. If L=0 or L=∞, you can usually use direct comparison instead.
Example 2.
Determine whether n=1∑∞n3+n2+7n converges.
Solution.
Intuitively, when n is very large, the main terms that matter are the leading terms:
n3+n2+7n≈n3n=n21,
so intuitively, this should converge. The limit test makes this rigorous:
∑n=1∞n21 converges because it's a p-series, so by the limit comparison test, ∑n=1∞n3+n2+7n converges also.
Ratio Test
Theorem (ratio test)
Let L=n→∞lim∣∣anan+1∣∣.
If L<1, then n=1∑∞an converges absolutely.
If L>1, then n=1∑∞an diverges.
If L=1, then the ratio test is inconclusive.
Root Test
Theorem (root test)
Let L=n→∞lim∣an∣1/n.
If L<1, then n=1∑∞an converges absolutely.
If L>1, then n=1∑∞an diverges.
If L=1, then the root test is inconclusive.
The ratio test and root test are pretty similar in that if one is inconclusive, the other one probably will be, too. They also "measure" how fast the terms an converge to 0.
If L<1, then the terms converge fast enough that the whole series converges.
If L>1, then the terms converge too slow so the series diverges.
If L=1, the rate is somewhere in between too fast and too slow, which is why they're inconclusive.
Alternating Series Test
Theorem (alternating series test)
Let {an} be a sequence of the form an=(−1)n−1bn, where bn>0 and bn≥bn+1 for n≥1. Then n=0∑∞an converges.
In this case, n=0∑∞an is called an alternating series, since the terms alternate signs at each step.
Example 3.
Determine whether n=1∑∞n(−1)n converges or not.
Solution.
We have an alternating series with bn=n1, which decreases to 0. So, by the alternating series test, ∑n=1∞n(−1)n converges.
This is an example of a conditionally convergent series, since the harmonic series diverges.
Midterm Review
Integration
Example 4.
Evaluate ∫ln(x2+9)dx.
Solution.
Substitutions don't look very helpful here, so we're going to try integration by parts with u=ln(x2+9) and dv=dx. Then
du=x2+92xdxandv=x,
and the integral becomes
∫ln(x2+9)dx=xln(x2+9)−∫x2+92x2dx.
After doing a long division, we get
∫x2+92x2dx=∫2−x2+918dx=2x−6arctan(3x)+C.
You can integrate the fraction by using a table or using the trig sub x=3tanθ. Putting everything together,
∫ln(x2+9)dx=xln(x2+9)−2x+6arctan(3x)+C.
Example 5.
Evaluate ∫x4+1xdx.
Solution.
I see an x in the numerator, so u=x2 is probably a good start: du=2xdx and
The intuition here is that lnn grows really, really slowly, which means that the terms here should go to 0 really, really slowly. So, this sum should diverge.
When you see logarithms, it's good to keep in mind that lnn≤na for anya>0 if n is large enough. If we cube both sides and rearrange the inequality, then
n3a1≤ln3n1.
To use comparison, we want to pick a so that the smaller integral diverges. a=31 works here: if n is large enough, then
0≤n1≤ln3n1,
so by direct comparison, the series diverges.
Example 10.
Determine whether n=1∑∞n2lnn converges or not.
Solution.
lnn grows really slowly, so intuitively, it shouldn't affect the speed at which n21 goes to 0 by very much, so the series should converge.
The same idea works here: lnn≤na if n is large enough, so
n2lnn≤n2na=n2−a1.
To use comparison, we should pick a so that the bigger series still converges. a=21 works here (we just need to make sure 2−a>1), so for n large enough,
0≤n2lnn≤n3/21.
Thus, by direct comparison, the series converges.
Example 11.
Determine whether n=1∑∞sin(n21) converges or not.
Solution.
If you recall,
x→0limxsinx=1.
Intuitively, this means that if x is really small, then sinx≈x. If we replace x with n21, we get sin(n21)≈n21, so the series should converge. When our intuition is based on approximations, the limit test will usually work:
n→∞limn21sin(n21)=1.
I used the limit above to calculate this: as long as whatever's inside sinx and the denominator are the same and goes to 0, the limit is 1.
When n is large enough, n21<π, so sin(n21)≥0 when this happens. Thus, by limit comparison, the series converges.