The Integral Test PDF
The Integral Test PDF
The Integral Test PDF
P. Sam Johnson
P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 1 / 41
Overview
P
Given a series an , we have two questions:
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Overview
In this lecture, we study series that do not have negative terms. The
reason for this restriction is that the partial sums of these series form
nondecreasing sequences, and nondecreasing sequences that are bounded
from above always converge. To show that a series of nonnegative terms
converges, we need only show that its partial sums are bounded from
above.
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Nondecreasing Partial Sums
Suppose that
∞
X
an
n=1
an ≥ 0 for all n.
Then each partial sum is greater than or equal to its predecessor because
sn+1 = sn + an :
s1 ≤ s2 ≤ s3 ≤ · · · ≤ sn ≤ sn+1 ≤ · · · .
The harmonic series is divergent, but this doesnt follow from the nth-Term
Test.
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The Harmonic Series
1
The nth term n does go to zero, but the series still diverges.
The reason it diverges is because there is no upper bound for its partial
sums.
To see why, group the terms of the series in the following way:
1 1 1 1 1 1 1 1 1 1
1+ + + + + + + + + + ··· + + ···
2 3 4 5 6 7 8 9 10 16
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The Harmonic Series
The sum of the next two terms is 1/3 + 1/4, which is greater than
1/4 + 1/4 = 1/2.
The sum of the next four terms is 1/5 + 1/6 + 1/7 + 1/8, which is
greater than 1/8 + 1/8 + 1/8 + 1/8 = 1/2.
The sum of the next 16 terms is greater than 16/32 = 1/2, and so on.
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The Harmonic Series
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The Integral Test
Solution :
∞
X 1
We determine the convergence of by comparing it with
n2
n=1
Z ∞
1
dx.
1 x2
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The Integral Test
To carry out the comparison, we think of the terms of the series as values
of the function f (x) = 1/x 2 and interpret these values as the areas of
rectangles under the curve y = 1/x 2 .
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The Integral Test
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The Integral Test
Theorem 4 (The Integral Test).
Let {an } be a sequence of positive terms. Suppose that an = f (n), where
f is a continuous, positive, decreasing function of x for all x ≥ N, where
N is a positive integer. Then the series
∞
X
an
n=N
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Proof of the Integral Test
We establish the test for the case N = 1. The proof for general N is
similar. We start with the assumption that f is a decreasing function with
f (n) = an for every n.
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Proof of the Integral Test (contd . . .)
If we include a1 , we have
Z n
a1 + a2 + · · · + an ≤ a1 + f (x) dx.
1
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Proof of the Integral Test (contd . . .)
Hence the series and the integral are both finite or both infinite.
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The p-series
Example 5 (The p-series).
Show that the p-series
∞
X 1 1 1 1 1
p
= p + p + p + ··· + p + ···
n 1 2 3 n
n=1
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The p-series : Solution :
∞ ∞ b
x −p+1
Z Z
1 −p
dx = x dx = lim
1 xp 1 b→∞ −p + 1 1
1 1
= lim −1
1 − p b→∞ b p−1
1 1
= (0 − 1) = ,
1−p p−1
the series converges by the Integral Test.
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The p-series : Solution (contd...)
We emphasize that the sum of the p-series is not 1/(p − 1). The series
converges, but we don’t know the value it converges to.
1 1 1
1+ + + ··· + + ··· .
2 3 n
We have convergence for p > 1 but divergence for every other value of p.
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The p-Series Test
The p-Series Test shows that the harmonic series is just barely divergent;
if we increase p to 1.000000001, for instance, the series converges!
The slowness with which the partial sums of the harmonic series
approaches infinity is impressive.
For instance, it takes about 178, 482, 301 terms of the harmonic series to
move the partial sums beyond 20. It would take your calculator several
weeks to compute a sum with this many terms.
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A Convergent Series
Example 6.
The series
∞
X 1
n2 +1
n=1
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Conclusion
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Exercise
Exercise 7 (Applying the Integral Test).
Use the Integral Test to determine if the following series converge or
diverge. Be sure to check that the conditions of the Integral Test are
satisfied.
∞ ∞
X 1 X n2
1. 0.2
4.
n=1
n
n=1
e n/3
∞ ∞
n−4
X
e −2n
X
2. 5.
n=1 n2 − 2n + 1
∞ n=2
X ln(n2 )
3.
n
n=2
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Solution
1
1. f (x) = x 0.2 is positive, continuous and decreasing for x ≥ 1. By the
Integral Test, the given series diverges.
2. The function is decreasing for x ≥ 1. By the Integral Test, the given
series converges.
3. The function is decreasing for x ≥ 3. By the Integral Test, the given
series diverges.
4. The function is decreasing for x ≥ 7. By the Integral Test, the given
series converges.
5. The function is decreasing for x ≥ 8. By the Integral Test, the given
series diverges.
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Exercise
Exercise 8 (Determining Convergence or Divergence).
Which of the series converge, and which diverge? Give reasons for your
answers. (When you check an answer, remember that there may be more
than one way to determine the series’ convergence or divergence.)
∞ ∞
X 1 X ln n
1. 4. √
10n n
n=1 n=2
∞ ∞
X n 2n
2.
X
n+1 5.
n=1 n+1
n=1
∞
X −2 ∞
3. √ X 1
n n 6. √ √
n=1 n( n + 1)
n=1
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Solution
1. converges 4. diverges
2. diverges 5. diverges
3. converges 6. diverges
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Exercise
Exercise 9 (Determining Convergence or Divergence).
Which of the series converge, and which diverge? Give reasons for your
answers. (When you check an answer, remember that there may be more
than one way to determine the series’ convergence or divergence.)
∞ ∞
X 1 X 8 tan−1 n
1. 4.
(ln 3)n 1 + n2
n=1 n=1
∞ ∞
X (1/n) X n
2. p 5.
2
n=3 (ln n) ln n − 1 n2 +1
∞ n=1
X 1
3. n tan
n
n=1
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Solution
1. diverges 4. converges
2. converges
3. diverges 5. converges
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Theory and Examples
Exercise 10.
∞
X a 1
1. For what values of a, if any, do the series −
n+2 n+4
n=1
converge?
∞
X
2. Are there any values of x for which (1/(nx)) converges? Give
n=1
reasons for your answer.
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Solution
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Theory and Examples
Exercise 11.
∞
X
Is it true that if an is a divergent series of positive numbers then there
n=1
is also a divergent series
∞
X
bn
n=1
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Theory and Examples
Exercise 12 (The Cauchy Condensation Test).
Let {an } be a non increasing sequence (an ≥P
an+1 for all n) of positive
terms
P n that converges to 0. Then prove that an converges if and only if
2 a2 n converges.
Example 13.
P n
2 · (1/2n ) = 1 diverges.
P P
(1/n) diverges because
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Proof of Cauchy Condensation Test
P
Therefore if ak converges, then {Bn } is bounded above.
P k k
Thus 2 a2 converges.
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Proof of Cauchy Condensation Test (contd...)
Conversely,
An = a1 + (a2 + a3 ) + (a4 + . . . + a7 ) + . . . + an
≤ a1 + (a2 + a3 ) + (a4 + . . . + a7 ) + . . . + a2n+1
≤ a1 + (a2 + a3 ) + (a4 + . . . + a7 ) + . . . + (a2n + · · · + a2n+1 )
< a1 + 2a2 + 4a4 + . . . + 2n a2n
X∞
= a1 + Bn ≤ a1 + 2k a2k .
k=1
Therefore, if ∞ k
P
k=1 2 a2k converges, then {An } is bounded above and
hence converges.
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The Cauchy condensation test
Exercise 14.
1. Use the Cauchy condensation test to show that
∞
X 1
(a) diverges;
n=2
n ln n
∞
X 1
(b) p
converges if p > 1 and diverges if p ≤ 1.
n=1
n
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Logarithmic p-series
Exercise 15.
1. Show that Z ∞
dx
2 x(ln x)p
(p is a positive constant) converges if and only if p > 1.
2. What implications does the fact in the above exercise have for the
convergence of the series
∞
X 1
?
n(ln n)p
n=2
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Exercise
Theorem 16 (Logarithmic p-series Test).
Let p be a positive constant. The series
∞
X 1
n(ln n)p
n=2
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Euler’s Constant
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Euler’s Constant
By taking f (x) = 1/x in the proof of ”The Integral Test”, show that
1 1
ln(n + 1) ≤ 1 + + · · · + ≤ 1 + ln n
2 n
or
1 1
0 < ln(n + 1) − ln n ≤ 1 + + · · · + − ln n ≤ 1.
2 n
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Exercise
Exercise 18 (Euler’s Constant).
Show that Z n+1
1 1
< dx = ln(n + 1) − ln n.
n+1 n x
and use this result to show that the sequence {an } defined by
an = 1 + 12 + · · · + n1 − ln n is decreasing. Since a decreasing sequence that
is bounded from below converges, the numbers an converge:
1 1
1+ + · · · + − ln n → γ.
2 n
The number γ, whose value is 0.5772 · · · , is called Euler’s constant. In
contrast to other special numbers like π and e, no other expression with a
simple law of formulation has ever been found for γ.
converges.
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References
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