Chapter 1: SEQUENCES and SERIES

AM
PH
Duong T. PHAM

T.
g. CALCULUS II
on
Du

Duong T. PHAM August 29, 2022 1 / 76

Outline
1 Sequences
2 Series
3 Series with positive terms

AM
Comparison test
Limit comparison test

PH
Ratio test
Root test

T.
Integral test
4 Alternating Series g.
on
5 Absolute and conditional convergence
Du

6 Some important series

Power Series
Taylor and Maclaurin Series
Taylor’s Inequality
Fourier Series
Duong T. PHAM August 29, 2022 2 / 76
Sequences

Definition.
A sequence is a list of numbers written in a definite order

AM
a1 , a2 , a3 , a4 , . . . , an , . . .

PH
a1 is the first term, a2 is the second term, and in general, an is the nth
term.

T.
Example. 1, 2, 3, . . . , n, . . . is a sequence in which the nth term is n.
g.
on
Notation: A sequence {a1 , a2 , . . . , an , . . .} can be also denoted by {an } or
{an }∞
n=1 .
Du

Example.
∞ √ ∞
(−1)n
 
n { n − 3}∞
n=3
n + 1 n=0 n n=1

Duong T. PHAM August 29, 2022 3 / 76

Sequences
 ∞
n n
Example. Consider . Denote an = . Then we have
n+1 n=0 n+1

AM
1 2 3 1000
a0 = 0, a1 = , a2 = , a3 = , . . . , a1000 = ,...
2 3 4 1001

PH
y

T.
1

g.
on
a2
a1
Du

a0 x
50 100

Observation: When n goes to ∞, the term an goto 1.

Duong T. PHAM August 29, 2022 4 / 76

Convergence
Definition.
A sequence {an } has a limit L and we write

AM
lim an = L or an → L when n → ∞
n→∞

PH
if for every  > 0, there is an integer N > 0 such that

T.
if n ≥ N then |an − L| < .
g.
on
y
Du

1+
1−1

a0 x
50 100

Duong T. PHAM August 29, 2022 5 / 76

Convergence

n
Example. Prove that lim = 1.

AM
n→∞ n+1

PH
Ans: Let  be an arbitrarilly small positive number. We choose N > 1/.
Then for any n > N, we have n > 1/ and

T.
   
 n   1  1
 n + 1 − 1 =  n + 1  < n < .
g.
   
on
n
Du

Hence, lim = 1.
n→∞ n + 1

Duong T. PHAM August 29, 2022 6 / 76

Convergence

Theorem.
Let f (x) be a function satisfying lim f (x) = L. Define an = f (n). Then
x→∞

AM
we have
lim an = L.

PH
n→∞

1 1
Example. We have lim r = 0 for any r > 0. Therefore, lim r = 0

T.
x→∞ x n→∞ n
when r > 0.
g.
on
Definition.
Du

lim an = ∞ means that for any arbitrarilly large positive integer M, there
n→∞
is a positive integer N such that

if n > N, then an > M.

Duong T. PHAM August 29, 2022 7 / 76

Example

ln n
Example. Calculate lim .
n→∞ n

AM
ln x
Ans: We consider the function f (x) = . Using L’Hopital rule, we

PH
x
obtain

T.
ln x 1/x
lim = lim = 0.
x→∞ x x→∞ 1
g.
We then have
on
Du

ln n ln x
lim = lim = 0.
n→∞ n x→∞ x

Duong T. PHAM August 29, 2022 8 / 76

Convergence

Theorem.
Let lim an = L and lim bn = M. There hold

AM
n→∞ n→∞
lim (an + bn ) = lim an + lim bn
n→∞ n→∞ n→∞

PH
lim (an − bn ) = lim an − lim bn
n→∞ n→∞ n→∞

T.
lim can = c lim an
n→∞ n→∞
lim c = c g.
n→∞
on
lim (an · bn ) = lim an · lim bn
n→∞ n→∞ n→∞
Du

an limn→∞ an
lim = if lim bn 6= 0
n→∞ bn limn→∞ bn n→∞
p p
lim an = [ lim an ] where p > 0 and an > 0.
n→∞ n→∞

Duong T. PHAM August 29, 2022 9 / 76

Theorem (Squeeze Theorem).
Assume that an ≤ bn ≤ cn for all n ≥ n0 , where n0 is some fixed number.
If lim an = lim cn = L, then lim bn = L.
n→∞ n→∞ n→∞

Proof: Let  > 0 be an arbitrarilly small positive number. Since

AM
lim an = L, there is an integer N1 > 0 s.t.
n→∞
|an − L| <  ∀n ≥ N1 .

PH
Since lim cn = L, there is an integer N2 > 0 s.t.
n→∞

T.
|cn − L| <  ∀n ≥ N2 .
g.
Note that an ≤ bn ≤ cn for all n ≥ n0 . We then have
on
an − L ≤ bn − L ≤ cn − L ∀n ≥ n0
Du

⇒ |bn − L| ≤ max {|an − L| , |cn − L|} ∀n ≥ n0 .

We choose N = max {N1 , N2 , n0 }. There holds
|bn − L| <  ∀n ≥ N.
Hence, lim bn = L.
n→∞
Duong T. PHAM August 29, 2022 10 / 76
Convergence

Theorem.
If lim |an | = 0, then lim an = 0.

AM
n→∞ n→∞

PH
Proof: Let  > 0 be an arbitrarilly small positive number. Since
lim |an | = 0, there is an integer N > 0 such that

T.
n→∞

||an | − 0| <  ∀n ≥ N.
g.
on
The above Inequality is equivalent to
Du

|an − 0| <  ∀n ≥ N.

Therefore, lim an = 0
n→∞

Duong T. PHAM August 29, 2022 11 / 76

Convergence

(−1)n
Example. Evaluate lim .

AM
n→∞ n

PH
Ans: We consider the sequence of the absolutely values of corresponding
terms

T.
 (−1)n 
 
lim   = lim 1 = 0.
n→∞ 
g. n  n→∞ n
on
Hence,
(−1)n
Du

lim = 0.
n→∞ n

Duong T. PHAM August 29, 2022 12 / 76

Sequence and continuous functions

Theorem.
If lim an = L and the function f is continuous at L , then there holds

AM
n→∞

lim f (an ) = f (L).

PH
n→∞

T.
Example. Evaluate lim sin .
n→∞ n
g.
on
Ans: The function f (x) = sin x is continuous at 0. Moreover,
π
lim = 0, we then have
Du

n→∞ n

π  π
lim sin = sin lim = sin 0 = 0.
n→∞ n n→∞ n

Duong T. PHAM August 29, 2022 13 / 76

Increasing and decreasing sequence

Definition.
A sequence {an } is called to be

AM
increasing if an < an+1 for all n,

PH
decreasing if an > an+1 for all n,
monotonic if it is either increasing or decreasing.

T.
 ∞ g.
1
Example. The sequence is an decreasing sequence. Indeed, for
on
n n=1
any n ≥ 1, we have
Du

1 1
> ∀n ≥ 1.
n n+1

Duong T. PHAM August 29, 2022 14 / 76

Bounded sequences

Definition.
A sequence {an } is bounded above if there is a M such that

AM
an ≤ M ∀n.

PH
It is said to be bounded below if there is a m such that

T.
m ≤ an ∀n.
g.
If it is bounded from above and below, it is said to be bounded.
on
Du

Theorem (Monotonic sequence theorem).

Every monotonic and bounded sequence is convergent.

Duong T. PHAM August 29, 2022 15 / 76

 Example. Investigate the sequence {an } defined by recurrence relation:
1
a1 = 2, an+1 = (an + 6) , n = 1, 2, 3, . . .
2

• We have a2 = 12 (a1 +6)=4. Thus a1 <a2 . Suppose that an < an+1 .

Then

AM
1 1
an+2 = (an+1 + 6) > (an + 6) = an+1 =⇒ an+1 < an+2 .
2 2

PH
Hence, an is an increasing sequence.
• Similarly, a1 = 2 < 6. Suppose that an < 6. We have

T.
1 1
an+1 = (an + 6) < (6 + 6) = 6 =⇒ an+1 < 6.
2 g. 2
Hence, 0 < an < 6 for all n ≥ 1. (an is bounded.)
on
• The sequence an is monotonic and bounded. Thus, an is convergent.
Du

1 
Denote lim an = L. We have lim an+1 = lim an + 6
n→∞ n→∞ 2 n→∞
1
=⇒ L = (L + 6) =⇒ L = 6.
2
Therefore, lim an = 6.
n→∞
Duong T. PHAM August 29, 2022 16 / 76
Monotonic sequences

Example. Show that the following sequence is convergent and find its

AM
limit ( r )
√ √ √
q q

PH
2, 2 + 2, 2 + 2 + 2, . . .

T.
Hint:
√ √
Denote a1 = 2. Then an+1 =
g. 2 + an .
on
Show that an is increasing and bounded above by 3.
Du

Find lim an .
n→∞

Duong T. PHAM August 29, 2022 17 / 76

Homeworks

Textbook: J. Stewart, Calculus, 7th Edition, 2012

AM
- Section 11.1: 5, 14, 12, 26, 30, 37, 44

PH
- Section 11.2 : 31, 34, 37, 40
- Section 11.3 : 12, 16, 18, 20

T.
- Section 11.4: 12, 14, 18, 22
g.
- Section 11.5 : 6, 8, 10, 16
on
- Section 11.6 : 4, 8, 12, 18
Du

- Section 11.8 : 10, 16, 20

Duong T. PHAM August 29, 2022 18 / 76

Series

Definition.
Let {an }∞
n=1 be a sequence.

AM
∞
X
a1 + . . . + an + . . . is called a series, denoted by an

PH
n=1

T.
Example. g.
∞
on
X
n = 1 + 2 + . . . + n + . . . is a series
Du

n=1
∞
X 1 1 1 1
= + + . . . + n + . . . is a series
2n 2 4 2
n=1

Duong T. PHAM August 29, 2022 19 / 76

Convergent series
Definition.
∞
X
Given a series an ;

AM
n=1
k
X
Sk = an is the kth partial sum

PH
n=1 ∞
X
If {Sk }∞ converges, lim Sk = S; then an is called convergent

T.
k=1
k→∞
n=1
∞
g.
a1 + . . . + an + . . . = S or
X
an = S
on
n=1
Du

∞
X k
X
an = lim Sk = lim an
k→∞ k→∞
n=1 n=1
∞
X
If lim Sk does NOT exist, then an is divergent
k→∞
n=1
Duong T. PHAM August 29, 2022 20 / 76
Examples
∞
X
Example. n
n=1

AM
k
X k(k + 1)
Sk = n=

PH
2
n=1

k(k + 1)

T.
lim Sk = lim =∞
k→∞ k→∞ 2
∞
g.
on
X
n does NOT converge
Du

n=1
∞
X
n=∞
n=1

Duong T. PHAM August 29, 2022 21 / 76

Example

∞
X 1
Example. Show that is convergent. Find its sum.
n(n + 1)
n=1

AM
k k
X 1 X 1 1
1

PH
Sk = = − =1−
n(n + 1) n n+1 k +1
n=1 n=1

T.
 
1
lim Sk = lim 1− =1
k→∞ k→∞ g.k +1
on
The series is convergent and
Du

∞
X 1
=1
n(n + 1)
n=1

Duong T. PHAM August 29, 2022 22 / 76

Geometric series

Example. An important example of series is the geometric series

∞

AM
X
ar n−1 , where a 6= 0.
n=1

PH
k
X a(1 − r k )
Sk = ar n−1 = a + ar + . . . + ar k−1 =

T.
1−r
n=1
 a

a(1 −
g.
rk) if |r | < 1
= 1−r
on
lim Sk = lim
k→∞ k→∞ 1−r ∞ if |r | > 1
Du

a


∞
X  convergent = if |r | < 1
ar n−1 is 1−r
n=1
 divergent if |r | ≥ 1

Duong T. PHAM August 29, 2022 23 / 76

Test for convergence
Theorem.
∞
X
If an is convergent , then lim an = 0

AM
n→∞
n=1

Proof.

PH
Sk = a1 + . . . + ak =⇒ ak = Sk − Sk−1
∞

T.
X
an converges , lim Sk = s for some s
k→∞
n=1 g.
Hence, lim ak = lim (Sk − Sk−1 )
on
k→∞ k→∞
= lim Sk − lim Sk−1 = s − s = 0 
Du

k→∞ k→∞

Corollary (Test for convergence).

∞
X
If lim an does not exist or lim an 6= 0, then an is divergent
n→∞ n→∞
n=1

Duong T. PHAM August 29, 2022 24 / 76

Example

∞
X n2
Example. Is convergent?
2n2 + 1

AM
n=1

n2 1 1

PH
lim 2
= ? lim 1
= 6= 0
n→∞ 2n + 1 n→∞ 2 + 2 2
n
∞
n2

T.
X
is divergent
2n2 + 1
n=1 g.
on
Du

∞
X
Remark: If lim an = 0 , an may be DIVERGENT
n→∞
n=1

Duong T. PHAM August 29, 2022 25 / 76

Harmonic series
∞
X 1
Example.
n
n=1
1

AM
lim an = lim =0
n→∞ n→∞ n
s1 = 1

PH
s2 = 1 + 21
s4 = 1 + 21 + ( 13 + 14 ) > 1 + 21 + ( 41 + 14 ) = 1 + 22

T.
s8 = 1+ 12 +( 13 + 14 )+( 15 + 16 + 71 + 18 ) > 1+ 21 +( 14 + 14 )+( 18 + 18 + 18 + 18 )
= 1 + 12 + 21 + 12 = 1 + 32
g.
. . . by induction . . .
on
s2n ≥ 1 + n2
Du

lim s2n = ∞ =⇒ {sn }n=1 is divergent

n→∞

∞
X 1
is divergent
n
n=1

Duong T. PHAM August 29, 2022 26 / 76

Properties of series

Theorem.
∞
X ∞
X
Let an and bn be convergent . Then

AM
n=1 n=1
∞ ∞ ∞ ∞ ∞

PH
X X X X X
(an ± bn ) = an ± bn can = c an
n=1 n=1 n=1 n=1 n=1

T.
Proof. Assume that ∞
P P∞
n=1 an = A and n=1 bn = B. We have
g.
k k
on
X X
lim an = A; lim bn = B. Hence,
Du

k→∞ k→∞
n=1 n=1
k
X k
X k
X
lim (an + bn ) = lim an + lim bn = A + B
k→∞ k→∞ k→∞
n=1 n=1 n=1
P∞
Therefore, n=1 (an + bn ) = A + B. equalities.
Duong T. PHAM August 29, 2022 27 / 76
Examples

∞  
X 1 1
Example. Find + n
n(n + 1) 2

AM
n=1
∞ ∞
1 1

PH
X X
and : convergent and
n(n + 1) 2n
n=1 n=1

T.
∞ ∞ 1
X 1 X 1 2
g. = 1; = 1
=1
n(n + 1) 2n 1− 2
n=1 n=1
on
∞ 
Du


X 1 1
+ n =1+1=2
n(n + 1) 2
n=1

Duong T. PHAM August 29, 2022 28 / 76

Series with positive terms

Definition.
∞
X
A series an with positive terms is a series in which an ≥ 0 for all n

AM
n=1
∞

PH
X 1
Example.The harmonic series has all terms being positive.
n
n=1

T.
Theorem.
∞
g.
on
X
Let an , an ≥ 0. The sequence {Sk } of partial sums is an increasing
Du

n=1
sequence . Then
∞
X
an is convergent ⇐⇒ {Sk } is bounded
n=1

Duong T. PHAM August 29, 2022 29 / 76

Comparison Test

Proposition ( Comparison Test ).

P P
an , bn : series with positive terms and an ≤ bn ∀n ≥ N0 for

AM
some fixed N0 . Then so sánh 2 pt a và b,nếu thằng nhỏ hơn hội tụ với 1 số
P lượng bước
P nghiệm thì thằng lớn hơn cũng hội tụ
If bn converges , then an is convergent

PH
P P
If an diverges , then bn is divergent

T.
assume that an ≤ bn ∀n ≥ 0. Denote
Proof.P For simplicity, P
Sk := kn=1 an , Tk := kn=1 bn =⇒ {Sk }, {Tk }: increasing sequences
g.
and Sk ≤ Tk for all n.
on
P
• bn converges =⇒ {Tk } is bounded above, Tk ≤ T ∀k ≥ 0 for some
Du

P =⇒ Sk ≤ T ∀k. And since Sk is increasing =⇒ {Sk } converges =⇒

T
an is convergent .
P
•
P an diverges =⇒ lim Sk = ∞; Since Sk ≤ Tk =⇒ lim Tk = ∞ =⇒
bn = ∞ ( divergent ) 
Duong T. PHAM August 29, 2022 30 / 76
Comparison Test

∞ ∞
X 1 X 1
Example. Determine if n
and √ are convergent .
n2 n
n=1 n=1

AM
Ans.
∞
1 1 1

PH
X
Note that n ≤ n ∀n ≥ 1. Geometric series converges.
n2 2 2n
n=1
∞

T.
X 1
=⇒ is convergent .
n2n
n=1 g.
on
∞
1 1 X 1
Note that ≤ √ ∀n ≥ 1. Harmonic series diverges.
Du

n n n
n=1
∞
X 1
=⇒ √ is divergent .
n=1
n

Duong T. PHAM August 29, 2022 31 / 76

Comparison Test

∞
X 3 + (−1)n
Example. Consider

AM
2n+1
n=1

PH
3 + (−1)n 4 1
We have n+1
≤ n+1 = n−1
2 2 2

T.
∞
X 1
Geometric series g. converges. By comparison test,
2n−1
n=1
on
∞
X 3 + (−1)n
is convergent .
Du

2n+1
n=1

Duong T. PHAM August 29, 2022 32 / 76

Limit comparison test

Proposition ( Limit Comparison Test ).

∞
X ∞
X

AM
Let an , bn where an ≥ 0, bn ≥ 0 for all n ≥ N0 , where N0 is a fixed
n=1 n=1
an

PH
positive integer. Denote k = lim
bn
∞ ∞

T.
X X
1 If 0<k<∞ then either both an , bn converge or both diverge
g. n=1 n=1
∞ ∞
on
X X
2 If k = 0 and bn converges then an converges
Du

n=1 n=1
∞
X ∞
X
3 If k = ∞ and bn diverges then an diverges
n=1 n=1

Duong T. PHAM August 29, 2022 33 / 76

Limit Comparison Test

∞ √

AM
X n+1
Example. Determine if √ converges .
n=1
n(n + 1) n + 1

PH
√
n+1 an
Denote an = √ . We have lim = 1.

T.
1
n(n + 1) n + 1 n(n+1)

∞
1
g. ∞ √
n+1
on
X X
Since converges, √ converges .
n(n + 1) n(n + 1) n + 1
Du

n=1 n=1

Duong T. PHAM August 29, 2022 34 / 76

Ratio Test

Proposition ( Ratio Test ).

P∞ an+1
Given with an ≥ 0. Denote d = lim
n=1 an . Then
an

AM
If d < 1, then ∞
P
an converges ;
Pn=1
∞

PH
If d > 1, then n=1 an diverges ;

T.
X 2n − 1
Example. Determine if √ converges.
g.
n=1
2n
2n − 1 2n + 1
on
Denote an = √ . Then an+1 = √
2 n 2√n+1
Du

an+1 2n + 1 2n 1
We have lim = lim √ · = √ < 1.
n→∞ an n→∞ 2n+1 2n − 1 2
∞
X 2n − 1
Hence, √ converges .
n=1
2n
Duong T. PHAM August 29, 2022 35 / 76
Ratio Test

∞
X 5n
Example. Determine if converges.
2n (3n + 1)

AM
n=1

PH
5n 5n+1
Denote an = . Then a n+1 =
2n (3n + 1) 2n+1 (3n + 4)

T.
an+1 5n+1
g. 2n (3n + 1) 5
We have lim = lim n+1 · n
= > 1.
n→∞ an n→∞ 2 (3n + 4) 5 2
on
∞
Du

X 5n
Hence, diverges .
2n (3n + 1)
n=1

Duong T. PHAM August 29, 2022 36 / 76

The Root Test

Proposition ( The Root Test ).

P∞ √
Given n=1 an with an ≥ 0. Denote cn :=n a .
n

AM
If cn ≤ q < 1 for sufficiently large n, then ∞
P
an is convergent
P∞ n=1

PH
If cn ≥ 1 for sufficiently large n, then n=1 an is divergent

T.
Usually, the following form is used in practice.

Corollary ( The Root Test ).

g.
on
P∞ √
Given with an ≥ 0 and lim n an = d.
n=1 an
Du

If d < 1, then ∞
P
an is convergent
Pn=1
∞
If d > 1, then n=1 an is divergent
If d = 1, the root test is inconclusive .

Duong T. PHAM August 29, 2022 37 / 76

Root Test

∞  n
X n

AM
Example. Consider
2n + 1 có mũ thì root test
n=1

PH
 n
n
Denote an :=
2n + 1

T.
√ n 1
lim n an = lim = <1
2n + 1 2
g.
on
∞  n
X n
Hence, is convergent .
Du

2n + 1
n=1

Duong T. PHAM August 29, 2022 38 / 76

Root Test

∞  2
n+1 n

X 1

AM
Example. Consider
2n−1 n
n=1

PH
 2
n+1 n

1
Denote an := n−1 .
2 n

T.
√ 1
n 1
n 1
lim n an = lim n−1 1 + n1 = lim n−1 · lim 1 + n1 = · e > 1.
2 n g. 2 n 2
on
∞  n 2
X 1 n+1
Du

Hence, is divergent .
2n−1 n
n=1

Duong T. PHAM August 29, 2022 39 / 76

The Integral Test
Proposition.
Let f be continuous, positive, decreasing function on [1, ∞). Let
an = f (n). Then

AM
R∞
If 1 f (x) dx converges , then ∞
P
an is convergent
R∞ P∞n=1

PH
If 1 f (x) dx diverges , then n=1 an is divergent
∞
1

T.
X
Example. Determine when converges and diverges.
np
n=1
1
g.
Function f (x) = p is continuous, positive, decreasing on [1, ∞).
on
x (
Z ∞
Du

convergent if p > 1
We have f (x) dx is
1 divergent if p ≤ 1
∞
(
X 1 convergent if p > 1
p
is
n divergent if p ≤ 1
n=1

Duong T. PHAM August 29, 2022 40 / 76

Alternating Series

Definition.

AM
An alternating series has one of the following form

PH
a1 − a2 + a3 − a4 + . . . + (−1)n+1 an + . . .

T.
or
−a1 + a2 − a3 + a4 − . . . + (−1)n an + . . .
g.
on
where an > 0 for all n.
Du

1 1 1 1
Example. − + − . . . + (−1)n + . . . is an alternating series
2 3 4 n

Duong T. PHAM August 29, 2022 41 / 76

Alternating Series Test
Proposition ( Alternating Series Test ).
∞
X
Series (−1)n an with an > 0. If it satisfies

AM
n=1

an+1 ≤ an ∀n lim an = 0,

PH
∞
X
(−1)n an is convergent .

T.
then
n=1

∞
g.
on
X 1
Example. Consider (−1)n−1 .
Du

n
n=1
1 1 1
We have ≤ for all n; and lim = 0
n+1 n n
∞
X 1
Hence, (−1)n−1 is convergent .
n
n=1
Duong T. PHAM August 29, 2022 42 / 76
Absolute and Conditional Convergence

Definition.
∞
X ∞
X
• an is called absolutely convergent if |an | is convergent.

AM
n=1 n=1
∞ ∞

PH
X X
• an is called conditionally convergent if it is convergent but |an |
n=1 n=1
is divergent.

T.
∞ ∞
X
g. 1 X 1
Example. • Series (−1)n is absolutely convergent since is
n2 n2
on
n=1 n=1
convergent .
Du

∞
X 1
• Series (−1)n is conditionally convergent since it is convergent
n
n=1
∞
X 1
(by Alternating series test) but is divergent .
n
n=1

Duong T. PHAM August 29, 2022 43 / 76

Absolute and conditional convergence

Theorem.

AM
P
If an is absolutely convergent , then it is convergent .

PH
∞
X sin nx
Example. Determine if is convergent .
n2
n=1

T.
  ∞ ∞  
 sin nx  1 X 1 X  sin nx 
We have  2  ≤ 2 and
  g. is convergent . Then  
n n n2  n2 
n=1 n=1
on
is convergent by Comparison Test .
Du

∞
X sin nx
This implies that is convergent .
n2
n=1

Duong T. PHAM August 29, 2022 44 / 76

The Ratio Test

Proposition ( The Ratio Test ).

∞  
X  an+1 
Given an . Denote L := lim 
  . The following statements are true:

AM
an 
n=1
If L < 1, then ∞
P
an is absolutely convergent .
Pn=1

PH
∞
If L > 1, then n=1 an is divergent .
If L = 1, then the Ratio Test is inconclusive .

T.
∞
X g. n3
Example. Determine if (−1)n is convergent .
on
3n
n=1
Du

3
Denote an = (−1)n n3n .
 (−1)n+1 (n+1)3 
   
 an+1  3 n+1 1 1 3

1
lim   = lim  = lim 1 + = <1
 
an   (−1)n nn 3 
 3 n 3
3
n n3
P∞
n=1 (−1) 3n is absolutely convergent and thus convergent .
Duong T. PHAM August 29, 2022 45 / 76
The Root Test
Proposition ( The Root Test ).
∞
X p
Given an . Denote L := lim n
|an |. The following statements are true:

AM
n=1
P∞
If L < 1, then an is absolutely convergent .
Pn=1

PH
∞
If L > 1, then n=1 an is divergent .
If L = 1, then the Root Test is inconclusive .

T.
∞  n
X g. n 2n + 3
Example. Determine if (−1) is convergent .
on
3n + 2
n=1
n
Du


2n+3
Denote an = (−1)n 3n+2 .
p
n 2n + 3 2
lim |an | = lim = < 1.
3n + 2 3
P∞  n
n 2n+3
n=1 (−1) 3n+2 is absolutely convergent and thus convergent .
Duong T. PHAM August 29, 2022 46 / 76
Abel’s Test
Proposition ( Abel’s Test ).
Consider ∞
P
X n=1 an bn . If 

AM
bn is convergent 

 ∞
X
an+1 ≤ an (or an+1 ≥ an ) ∀n =⇒ an bn is convergent

PH
 n=1
∃M > 0, |an | ≤ M ∀n 

T.
π
X
n
cos n+1
Example. Determine if (−1) is convergent .
g.
n=2
ln2 n
n
• Denote bn := (−1) π
on
ln2 n
and an := cos n+1 .
P 1
• bn : alternating series ; { ln2 n }: decreasing sequence and
Du

1 P
lim 2 = 0. =⇒ bn is convergent
ln n  
π 
• Furthermore, an+1 ≥ an ∀n, and |an | = cos n+1  ≤ 1.

π
P∞ cos
• Hence, n=2 (−1)n ln2n+1 n
is convergent .
Duong T. PHAM August 29, 2022 47 / 76
Dirichlet’s Test

Proposition ( Dirichlet’s Test ).

Consider ∞
P
n=1 an bn . If
∞
)

AM
{an } is decreasing and lim an = 0 X
=⇒ an bn is convergent
∃M > 0 s.t. |b1 + . . . bn | ≤ M ∀n n=1

PH
∞
X sin nx
Example. Consider (sin x2 6= 0)

T.
n
n=1
• Denote an = n1 ; bn = sin nx; Sn = b1 + . . . + bn
g.
• an is decreasing and lim an = 0
on
 
• sin x2 · Sn = sin x2 sin x + . . . + sin x2 sin nx = 12 cos x2 − cos (2n+1)x
Du

2
 
|cos x2 | +cos (2n+1)x
2

=⇒ |Sn | ≤ 12

| 2|
cos x

∞
X sin nx
• Hence, is convergent .
n
n=1
Duong T. PHAM August 29, 2022 48 / 76
Rearrangement

AM
Theorem.

PH
P
P an is absolutely convergent with sum S then any rearrangement of
If
an has the same sum S.

T.
P
Remark: The theorem P above is NOT true if
g. an is conditionally
convergent. In fact, if a is conditionally convergent, for any number
on
P n
r , we can arrange an so that the new series converges to r .
Du

Duong T. PHAM August 29, 2022 49 / 76

Power Series

Definition.
A power series has the following form

AM
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + . . .

PH
n=0

or more generally,

T.
∞
X g.
an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + a3 (x − x0 )3 + . . .
on
n=0
Du

∞
X
Example. Consider the power series x n.
n=1
It is absolutely convergent for all |x| < 1
It is divergent for all |x| ≥ 1
Duong T. PHAM August 29, 2022 50 / 76
Convergence domain
Theorem.
∞
X
If an x n is convergent at x = α 6= 0, then it is absolutely convergent

AM
n=0
at every x satisfying |x| ≤ |α|.

PH
Proof.
∞

T.
X
Since an αn is convergent , lim an αn = 0. This implies ∃M > 0
n=0
s.t. |an αn | ≤ M.
g.
on
 n  n
Let x satisfy |x| < |α|; |an x n | = |an αn |  αx  ≤ M  αx  .
Du

∞  
 n X  x n
Since  αx  < 1, the series   is convergent. By Comparison
α
n=0
X∞
Test , |an x n | is absolutely convergent . 
n=0
Duong T. PHAM August 29, 2022 51 / 76
Power Series
Corollary.
∞
X
If an x n is divergent at x = β, then it is divergent for all |x| > β.

AM
n=0

PH
Theorem.
∞
X
an (x − x0 )n , there are only three possibilities:

T.
For
n=0
g.
It converges only when x = x0 .
on
It converges for all x ∈ R
Du

∞
X
∃R s.t. an (x − x0 )n converges if |x − x0 | < R and diverges if
n=0
|x − x0 | > R. ∞
X
The number R is called radius of convergence of an (x − x0 )n .
n=0
Duong T. PHAM August 29, 2022 52 / 76
Compute radius of convergence

Proposition.
∞
X
an (x − x0 )n ; Denote ρ = lim
p
Given n
|an |. The radius of convergence

AM
n=0
is computed by 1

PH
 ρ if 0 < ρ < ∞


R = ∞ if ρ = 0

T.


0 if ρ = ∞.


p
g. p
on
Proof. Root Test : lim n |an (x−x0 )n | = |x−x0 | lim n |an | = ρ |x−x0 |.
an (x−x0 )n is convergent when ρ |x−x0 | <1, i.e. |x−x0 | < ρ1 . It
P
Du

1 1
is divergent when ρ |x−x0 | >1, i.e. |x−x0 | > ρ ⇒ R= ρ

If ρ = 0, the series converges for all x ⇒ R = ∞

If ρ = ∞, the series converges when x = x0 ⇒ R = 0 
Duong T. PHAM August 29, 2022 53 / 76
Radius of convergence

AM
∞
X 1
n 2 n

PH
Example. Find the radius of convergence of 1+ x
n
n=1
q

T.
n
2
1 n 1 n


ρ = lim 1+ n = lim 1 + n =e
1 1
R= ρ = e
g.
on
Du

Duong T. PHAM August 29, 2022 54 / 76

Radius of Convergence
Proposition.
∞
X  
Given an (x − x0 )n ; Denote ρ = lim  aan+1  . The radius of convergence
 

AM
n
n=0 
is computed by 1/ρ if 0 < ρ < ∞


PH
R= ∞ if ρ = 0

0 if ρ = ∞.


T.
(x+1)n
Example. Determine the interval of convergence of ∞
P
g. 
a
 n=1 n2n
Denote an = n21n . Then ρ = lim  an+1 n
= 21 ⇒ R = 2
on
 = lim (n+1)2
 
n
Du

P (x+1)n
n2n converges when −2 < x+1 < 2 ⇔ −3 < x < 1
P (−1)n
x = −3 , then n is convergent (using Alternating series test)
P1
x = 1, then n is divergent .
Domain of convergence is [−3, 1)
Duong T. PHAM August 29, 2022 55 / 76
Differentiation and Integration
Theorem.
∞
X
If the power series an (x − x0 )n has radius of convergence R > 0, then

AM
n=0
the function defined by

PH
∞
X
f (x) = an (x − x0 )n

T.
n=0

g.
is differentiable on (x0 − R, x0 + R) and
on
X∞
0
f (x) = nan (x − x0 )n−1
Du

n=1
∞
(x − x0 )n+1
Z X
f (x) dx = C + an
n+1
n=0
The radii of convergence of the above series are both R.
Duong T. PHAM August 29, 2022 56 / 76
Power series

Example. Find the sum of

AM
x2 x3 xn
S(x) = x − + − . . . + (−1)n−1 + . . . x ∈ (−1, 1)

PH
2 3 n

T.
1
Consider 1 − x + x 2 − x 3 + . . . + (−1)n x n + . . . = 1+x , x ∈ (−1, 1)
2 3 n+1 Z x
x x g. x 1
=⇒ x − + − . . . + (−1)n + ... = dx
2 3 n+1 0 1+x
on
= ln(1 + x)
Du

S(x) = ln(1 + x), x ∈ (−1, 1)

Duong T. PHAM August 29, 2022 57 / 76

Taylor Series

Theorem.
Given a function f which has a power series expansion

AM
∞
X
f (x) = an (x − x0 )n , |x − x0 | < R.

PH
n=0

Then

T.
f (n) (x0 )
an =
g. n!
on
In other words, if f has a power series expansion, then
Du

∞
X f (n) (x0 )
f (x) = (x − x0 )n , |x − x0 | < R.
n!
n=0

P∞ f (n) (x0 )
The series n=0 n! (x − x0 )n is called Taylor series of f at x0
Duong T. PHAM August 29, 2022 58 / 76
Maclaurin Series

AM
In the case x0 = 0 ,

PH
∞
X f (n) (0) f 00 (0) 2
f (x) = x n = f (0) + f 0 (0)x + x + ...

T.
n! 2!
n=0
g.
This series is called Maclaurin series
on
Du

Duong T. PHAM August 29, 2022 59 / 76

Maclaurin Series

Example. Find the Maclaurin series of f (x) = e x and its radius of

convergence.
f (x) = e x =⇒ f (n) (x) = e x ∀n =⇒ f (n) (0) = 1 ∀n

AM
The Maclaurin series of f at 0 is

PH
∞ ∞
X f (n) (0) n
X xn x2 x3
x = =1+x + + + ...
n! n! 2! 3!

T.
n=0 n=0

g. n
Radius of convergence ? Denote an = xn! . Using the Ratio Test
on
Du

   n+1 
 an+1   x n!  |x|
d = lim   = lim  · n  = lim =0
an   (n + 1)! x n+1
The series is convergent for any x ∈ R and the radius of
convergence R = ∞ .

Duong T. PHAM August 29, 2022 60 / 76

Sufficient Condition

Theorem.
If ∃M > 0 such that

AM
 (n) 
f (x) ≤ M ∀n ∈ N and x0 − R < x < x0 + R
then

PH
∞
X f (n) (x0 )
f (x) = (x − x0 )n
n!

T.
n=0

In particular, if g.
on
 
 (n) 
f (x) ≤ M ∀n ∈ N and − R < x < R
Du

then
∞
X f (n) (0)
f (x) = xn
n!
n=0

Duong T. PHAM August 29, 2022 61 / 76

Taylor and Maclaurin Series

Example. Prove that e x is equal to its Maclaurin series

AM
f (x) = e x =⇒ f (n) (x) = e x
 
For all |x| < d, we have f (n) (x) < e d (=: M)

PH
Therefore,
∞
X f (n) (0)
x n,

T.
f (x) = −d < x < d
n!
n=0
g.
We can choose arbitrary d. Therefore
on
∞
xn
Du

X
x
e = ∀x ∈ R
n!
n=0

Duong T. PHAM August 29, 2022 62 / 76

Taylor and Maclaurin Series
Example. Find the Maclaurin series for sin x and prove that it represents
sin x for all x.
f (x) = sin x ⇒ f 0 (x) = cos x ⇒ f 00 (x) = − sin x ⇒ f 000 (x) = − cos x

AM
⇒ f (4) (x) = sin x = f (x)
f (0) = 0; f 0 (0) = 1; f 00 (0) = 0; f 000 (0) = −1; f (4) (0) = 0 = f (0);

PH
The Maclaurin series of sin x is

T.
∞
f 0 (0) f 00 (0) 2 x3 x5 X x 2n+1
f (0)+ x+ x +... = x − + −... = (−1)n
1! 2! g. 3! 5! (2n + 1)!
n=0
on
 
Since |sin x| ≤ 1 and |cos x| ≤ 1 for all x; ⇒ f (n) (x) ≤ M ∀n ∈ N
Du

and ∀x ∈ R. Therefore
∞
X x 2n+1
sin x = (−1)n ∀x ∈ R.
(2n + 1)!
n=0

Duong T. PHAM August 29, 2022 63 / 76

kth degree Taylor polynomials

Definition.

AM
∞
X f (n) (x0 )
Assume that function f has a Taylor expansion: (x − x0 )n .

PH
n!
n=0
Define

T.
k ∞
X f (n) (x0 ) X f (n) (x0 )
Tk := (x − x0 )n ; Rk := (x − x0 )n
n! g. n!
n=0 n=k+1
on
Tk : is the kth-degree Taylor polynomial of f at x0
Du

Rk : is the remainder of the Taylor series

Duong T. PHAM August 29, 2022 64 / 76

Taylor’s Inequality

Theorem ( Taylor’s Inequality ).

 
If f (n+1) (x) ≤ M for |x − x0 | ≤ d, then

AM
M
|Rk (x)| ≤ |x − x0 |k+1 , |x − x0 | ≤ d.

PH
(k + 1)!

T.
Remark:
If f is equal to its Taylor expansion: f (x) = Tk (x) + Rk (x) for all
g.
|x − x0 | ≤ d, then Tk (x) → f (x) when k → ∞
on
The error:
Du

M
E = |f (x) − Tk (x)| = |Rk (x)| ≤ |x − x0 |k+1
(k + 1)!

k increases =⇒ E decreases.

Duong T. PHAM August 29, 2022 65 / 76

Taylor Series
Example.
√
(i) Approximate f (x) = 3 x by Taylor polynomial of degree 2 at x0 = 8;
(ii) Estimate the error when 7 ≤ x ≤ 9.

AM
Sol.
√

PH
1 2 5
(i) f (x) = 3 x = x 3 ⇒ f 0 (x) = 13 x − 3 ⇒ f 00 (x) = − 29 x − 3 ⇒
− 83
f 000 (x) = 10
27 x

T.
f (8) = 2; f 0 (8) = 1
12 ; f 00 (8) = − 144
1

g.
2th-degree Taylor polynomial is
on
f 0 (8) f 00 (8)
(x − 8) + (x − 8)2
Du

T2 (x) = f (8) +
1! 2!
1 1
= 2 + (x − 8) − (x − 8)2
12 288
√ 1 1
Hence 3
x '2+ 12 (x − 8) − 288 (x − 8)2

Duong T. PHAM August 29, 2022 66 / 76

Taylor Series

Example.
√
(i) Approximate f (x) = 3 x by Taylor polynomial of degree 2 at x0 = 8;

AM
(ii) Estimate the error when 7 ≤ x ≤ 9.
Sol.

PH
(ii) If |f 000 (x)| ≤ M, then |R2 (x)| ≤ M
3! |x − 8|3
8 8
10 − 83

T.
Since 7 ≤ x ≤ 9 =⇒ x − 3 ≤ 7− 3 =⇒ |f 000 (x)| ≤ 27 7 < 0.0021
3
We take M = 0.0021. Since 7 ≤ x ≤ 9, =⇒ |x − 8| ≤ 1.
g.
on
Taylor’s Inequality,
Du

0.0021 3
|R2 (x)| ≤ · 1 < 0.0004
3!
Thus, if 7 ≤ x ≤ 9, the approximation in (i) is accurate within 0.0004.

Duong T. PHAM August 29, 2022 67 / 76

Applications: Binomial Series
Example. Find Maclaurin series for

f (x) = (1 + x)k , k ∈ R.

AM
Ans. We have

PH
f (x) = (1 + x)k , f (0) = 1
0
f (x) = k(1 + x) k−1
, f 0 (0) = k

T.
f 00 (x) = k(k − 1)(1 + x)k−2 , f 00 (0) = k(k − 1)
... g.
on
(n)
f (x) = k(k−1) · · · (k−n+1)(1+x)k−n , f (n) (0) = k(k−1) · · · (k−n+1)
Du

Maclaurin series, called binomial series, is

∞ ∞
X f (n) (0) X k(k − 1) · · · (k − n + 1) n
xn = x
n! n!
n=0 n=0

Duong T. PHAM August 29, 2022 68 / 76

Binomial Coefficients

Binomial series:
∞
X k(k − 1) · · · (k − n + 1) n
x

AM
n!
n=0

PH
If k ∈ N, the series is finite.
 
 an+1  |k − n| |1 − k/n|

T.
 an  = n + 1 |x| = 1 + 1/n |x| → |x| as n → ∞
 

g.
By Ratio Test, binomial series converges if |x| < 1 and diverges for |x| > 1.
on
Coefficients in binomial series, called binomial coefficients, are
Du

 
n k(k − 1) · · · (k − n + 1)
= .
k n!

Duong T. PHAM August 29, 2022 69 / 76

Exercises

1) Determine whether the series is conditionally convergent, absolutely

AM
convergent, or divergent.

PH
∞ ∞ 
−3n 2n
X X 
n−1 −1/3
a) (−1) n b)
n+1

T.
n=1 n=1

2) Find radius of convergence and interval of convergence of the power

g.
series:
on
∞ ∞
X (3x + 1)n X
n (x − 2)
n
a) b) (−1)
Du

(n + 3)3 n2n
n=1 n=1

Duong T. PHAM August 29, 2022 70 / 76

Trigonometric Series

A trigonometric series is a series which has the form

AM
∞
a0 X

PH
+ (an cos nx + bn sin nx) where an , bn ∈ R
2
n=1

T.
a0 P∞
Assume that f (x) = + n=1 (an cos nx + bn sin nx)
g.
2
on
Du

Question: What are an , bn ?

Duong T. PHAM August 29, 2022 71 / 76

Trigonometric Series

Proposition.

AM
Let p, k ∈ Z. There hold
Z π Z π
sin kx dx = 0; cos kx dx = 0 (k 6= 0)

PH
−π −π
Z π

T.
cos kx sin px dx = 0
−π
(
Z π g.
cos kx cos px dx =
0 if k 6= p
on
−π π if k = p 6= 0
Du

Z π (
0 if k 6= p
sin kx sin px dx =
−π π if k = p 6= 0

Duong T. PHAM August 29, 2022 72 / 76

Trigonometric Series
a0 P∞
f (x) = + n=1 (an cos nx + bn sin nx)
2
Z π Z π
1 π
Z
a0

AM
f (x) dx = dx = πa0 =⇒ a0 = f (x) dx
−π −π 2 π −π

PH
∞
a0 X
cos kx · f (x) = cos kx + (an cos nx cos kx + bn sin nx cos kx)
2

T.
n=1
Z π Z π ∞
X
cos kx · f (x) dx = g. an cos nx cos kx dx = ak π
on
−π −π n=1
π
Du

Z
1
=⇒ an = cos nx · f (x) dx
π −π
Z π
1
Similarly, bn = sin nx · f (x) dx
π −π

Duong T. PHAM August 29, 2022 73 / 76

Fourier Series

Definition.

AM
Let f be a periodic function with period 2π. Then the trigonometric series

PH
∞
a0 X
+ (an cos nx + bn sin nx),
2

T.
n=1

where g.
π π
on
Z Z
1 1
an = f (x) cos nx dx; and bn = f (x) sin nx dx
π π
Du

−π −π

is the Fourier series of f and an , bn are Fourier coefficients of f

Duong T. PHAM August 29, 2022 74 / 76

Sufficient condition for a function to be written as a
Fourier series

AM
Definition.
A function f : [a, b] → R is said to be piecewise monotone if there exists

PH
a = x0 < x1 < . . . < xn = b such that

T.
f |[xi ,xi+1 ] is monotone, i = 0, . . . , n − 1
g.
on
Theorem (Dirichlet Theorem).
Du

Let f be a periodic function with period 2π. Assume that f is picewise

monotone and bounded on [−π, π]. Then the Fourier expansion of f (x)
converges to f (x) if f is continuous at x.

Duong T. PHAM August 29, 2022 75 / 76

Fourier expansion of periodic function with period 2T

Let f be periodic with period 2T , i.e.,

f (x + 2T ) = f (x) ∀x ∈ R.

AM
πx  Tt 
t= . Then F (t) := f = f (x) is periodic with period 2π.
T π
Indeed,

PH
     
T (t + 2π) Tt Tt
F (t + 2π) = f =f + 2T = f = F (t)
π π π

T.
∞
a0 X g.
f (x) = F (t) = + (an cos nt + bn sin nt)
2
on
n=1
Rπ 1 T
an = F (t) cos nt dt = π1 −π f Tt nπx

R
Du

π cos nt dt = π −T f (x) cos T dx

RT
Similarly, bn = π1 −T f (x) cos nπxT dx
∞
a0 X  nπx nπx 
Hence, f (x) = + an + bn sin
2 T T
n=1

Duong T. PHAM August 29, 2022 76 / 76