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Arfken Mathematical Methods 7e: Exercise 1.1.

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Exercise 1.1.1
P∞
(a) Prove that if limn→∞ np un = A < ∞, p > 1, the series n=1 un converges.

(b) Prove that if limn→∞ nun = A > 0, the series diverges. (The test fails for A = 0.) These two
tests, known as limit tests, are often convenient for establishing the convergence of a
series. They may be treated as comparison tests, comparing with
X
n−q , 1 ≤ q < p.
n

Solution

Part (a)

Suppose that
lim np un = A,
n→∞

where A is finite. There are many possible formulas for un , for example,

A cos2 n1

un = .
np
However, the highest it can be (the upper bound) is

A
un = ;
np
otherwise, A will be infinite. If ∞
P
n=1 un converges using the upper bound, then it will converge
using any formula with values less than it.
∞ ∞ ∞
X X A X
un = = A n−p (1)
np
n=1 n=1 n=1

Since f (n) = n−p is continuous, positive, and decreasing on the interval 1 ≤ n < ∞, the Integral
Test can be applied. ∞ ∞ ∞
1 1
f (x) dx = x−p dx = − x−p+1 =
1 1 p 1 p
This integral converges to 1/p because p > 1. Therefore,

X
un
n=1

converges by the Integral Test. The series in equation (1) is known as the p-series.

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Arfken Mathematical Methods 7e: Exercise 1.1.1 Page 2 of 2

Part (b)

Suppose that
lim nun = A,
n→∞

where A > 0. There are many possible formulas for un , for example,

un = n.

However, the lowest it can be (the lower bound) is

A
un = ;
n
any lower and A will be zero or less. If ∞
P
n=1 un diverges using the lower bound, then it will
diverge using any formula with values greater than it.
∞ ∞ ∞
X X A X
un = =A n−1 (2)
n
n=1 n=1 n=1

Since f (n) = n−1 is continuous, positive, and decreasing on the interval 1 ≤ n < ∞, the Integral
Test can be applied.
 ∞  ∞ ∞
f (x) dx = x−1 dx = ln x = ln ∞ − ln 1 = ∞
1 1 1

This integral diverges because the natural logarithm increases indefinitely. Therefore,

X
un
n=1

diverges by the Integral Test. The series in equation (2) is known as the harmonic series.

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