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The Integral Test

P. Sam Johnson

January 29, 2019

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 1 / 41
Overview
P
Given a series an , we have two questions:

1. Does the series converge?


2. If it converges, what is its sum?

In this lecture we answer that question by making a connection to the


convergence of the improper integral
Z ∞
f (x) dx.
1

However, as a practical matter the second question is also important, and


we will discuss it.

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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.

It may at first seem to be a drawback that this approach establishes the


fact of convergence without producing the sum of the series in question.
Surely it would be better to compute sums of series directly from formulas
for their partial sums. But in most cases such formulas are not available,
and in their absence we have to turn instead to the two step procedure of
first establishing convergence and then approximating the sum.

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Nondecreasing Partial Sums

Suppose that

X
an
n=1

is an infinite series with

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 ≤ · · · .

Since the partial sums form a nondecreasing sequence, the Nondecreasing


Sequence Theorem tells us the series will converge if and only if the partial
sums are bounded from above.
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Corollary of Nondecreasing Sequence Theorem
Corollary 1.

X
A series an of nonnegative terms converges if and only if its partial
n=1
sums are bounded from above.

Example 2 (The Harmonic Series).


The series

X 1 1 1 1
=1+ + + ··· + + ···
n 2 3 n
n=1

is called the harmonic series.

The harmonic series is divergent, but this doesnt follow from the nth-Term
Test.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 5 / 41
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 first two terms 3/2.

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 eight terms is


1/9 + 1/10 + 1/11 + 1/12 + 1/13 + 1/14 + 1/15 + 1/16, which is greater
than 8/16 = 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

In general, the sum of 2n terms ending with 1/2n+1 is greater than


2n /2n+1 = 1/2.

The sequence of partial sums is not bounded from above: If n = 2k , the


partial sum sn is greater than k/2.

X 1
Therefore the harmonic series diverges.
n
n=1
n o
1
Note that the sequence n converges.

Don’t get cofused with the terms “sequence” and “series”.

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The Integral Test

We introduce the Integral Test with a series that is related to the


harmonic series, but whose nth term is 1/n2 instead of 1/n.

Example 3 (Does the following series converge?).



X 1 1 1 1 1
2
=1+ + + + ··· + 2 + ··· .
n 4 9 16 n
n=1

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 .

The sum of the areas of the


rectangles under the graph of
f (x) = 1/x 2 is less than the area
under the graph.

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The Integral Test

From the figure, we have


1 1 1 1
sn = 2
+ 2 + 2 + ··· + 2
1 2 3 n
= f (1) + f (2) + f (3) + · · · + f (n)
Z n
1
< f (1) + 2
dx
1 x
Z ∞
1
< 1+ dx
1 x2
< 1 + 1 = 2.

X 1
Thus the partial sums of are bounded from above (by 2) and the
n2
n=1
series converges. The sum of the series is known to be π 2 /6 ≈ 1.64493.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 11 / 41
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

and the integral Z ∞


f (x) dx
N
both converge or both diverge.

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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.

This leads us to observe that the


rectangles in the figure, which have
areas a1 , a2 , · · · , an , collectively
enclose more area than that under
the curve y = f (x) from x = 1 to
x = n + 1.
That is, Z n+1
f (x) dx ≤ a1 + a2 + · · · + an .
1

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 13 / 41
Proof of the Integral Test (contd . . .)

In the figure, the rectangles have


been faced to the left instead of to
the right.

If we don’t consider the first rectangle, of area a1 , we see that


Z n
a2 + a3 + · · · + an ≤ f (x) dx.
1

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 . . .)

Combining these results gives


Z n+1 Z n
f (x) dx ≤ a1 + a2 + · · · + an ≤ a1 + f (x) dx.
1 1

These inequalities hold for each n, and continue to hold as n → ∞.


R∞ P
If 1 f (x) dx is finite, the right-hand inequality shows that an is finite.
R∞ P
If 1 f (x) dx is infinite, the left-hand inequality shows that an is
infinite.

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

(p is a real constant) converges if p > 1, and diverges if p ≤ 1.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 16 / 41
The p-series : Solution :

If p > 1, then f (x) = 1/x p is a positive decreasing function of x. Since

∞ ∞ 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.

If p < 1, then 1 − p > 0 and


Z ∞
1 1
p
dx = lim (b 1−p − 1) = ∞.
1 x 1 − p b→∞

The series diverges by the Integral Test.

If p = 1, we have the (divergent) harmonic series

1 1 1
1+ + + ··· + + ··· .
2 3 n
We have convergence for p > 1 but divergence for every other value of p.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 18 / 41
The p-Series Test

The p-series with p = 1 is the harmonic series.

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.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 19 / 41
A Convergent Series
Example 6.
The series

X 1
n2 +1
n=1

converges by the Integral Test. The function f (x) = 1/(x 2 + 1) is positive,


continuous, and decreasing for x ≥ 1, and
Z ∞
1
2
dx = lim [arctan x]b1 = lim [arctan b − arctan 1]
1 x + 1 b→∞ b→∞
π π π
= − = .
2 4 4
Again we emphasize that π/4 is not the sum of the series. The series
converges, but we do not know the value of its sum.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 20 / 41
Conclusion

Convergence of the series



X 1
n2 +1
n=1

can also be verified by comparison with the series



X 1
.
n2
n=1

Comparison test are studied in the next lecture.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 21 / 41
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.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 23 / 41
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

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 25 / 41
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

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 26 / 41
Solution

1. diverges 4. converges
2. converges
3. diverges 5. converges

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 27 / 41
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.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 28 / 41
Solution

1. Solution will be discussed in “tutorial session”.


2. No.

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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

of positive numbers with bn < an for every n?


(a) Is there a ”smallest” divergent series of positive numbers? Give
reasons for your answers.
(b) Is there a ”largest” convergent series of positive numbers? Explain.

Solution will be discussed in “tutorial session”.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 30 / 41
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

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 31 / 41
Proof of Cauchy Condensation Test

Let An = nk=1 ak and Bn = nk=1 2k a2 k where {ak } is a non-increasing


P P
sequence of positive terms converging to 0.
Note that {An } and {Bn } are nondecreasing sequences of positive terms.
Now
Bn = 2a2 + 4a4 + 8a8 + . . . + 2n a2n
= 2a2 + 2a4 + 2a4 + (2a8 + 2a8 + 2a8 + 2a8 ) + . . . + (2n a2n + . . . 2n−1 (terms))
≤ 2a1 + 2a2 + (2a3 + 2a4 ) + (2a5 + 2a6 + 2a7 + 2a8 ) + . . .
. . . + 2a2n−1 + 2a2n−1 +1 + . . . + 2n a2n
= 2A2n

X
≤ 2 ak
k=1

P
Therefore if ak converges, then {Bn } is bounded above.
P k k
Thus 2 a2 converges.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 32 / 41
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.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 33 / 41
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

Solution will be discussed in “tutorial session”.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 34 / 41
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

Give reaons for your answer.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 35 / 41
Exercise
Theorem 16 (Logarithmic p-series Test).
Let p be a positive constant. The series

X 1
n(ln n)p
n=2

converges if and only if p > 1.

Exercise 17 (Logarithmic p-series).


Use Logarithmic p-series test determine which of the following series
converge and which diverge. Support your answer in each case.
∞ ∞
X 1 X 1
(a) (b)
n(ln n)1.01 n ln(n3 )
n=2 n=2

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 36 / 41
Euler’s Constant

The figures suggest that as n increases there is little change in the


difference between the sum
1 1
1 + + ··· +
2 n
and the integral Z n
1
ln n = dx.
1 x

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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

Thus, the sequence


1 1
an = 1 + + · · · + − ln n
2 n
is bounded from below and from above.

P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 38 / 41
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.

Solution will be discussed in “tutorial session”.


P. Sam Johnson (NIT Karnataka) The Integral Test January 29, 2019 39 / 41
Exercise
Exercise 19.
Use the integral test to show that

2
X
e −n
n=0

converges.

Solution will be discussed in “tutorial session”.

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References

1. M.D. Weir, J. Hass and F.R. Giordano, Thomas’ Calculus, 11th


Edition, Pearson Publishers.
2. N. Piskunov, Differential and Integral Calculus, Vol I & II (Translated
by George Yankovsky).
3. S.C. Malik and Savitha Arora, Mathematical Analysis, New Age
Publishers.
4. R. G. Bartle, D. R. Sherbert, Introduction to Real Analysis, Wiley
Publishers.

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