Supplemental Notes for Calculus II

Ellen Ziliak and Alexander Hulpke

Fall
Alexander Hulpke
Department of Mathematics
Colorado State University
Campus Delivery
Fort Collins, CO,
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I
-
Convergence of Improper Integrals
In this chapter we will look at whether or not improper integrals converge or diverge.
DEFINITION 1
An improper integral converges if when it is evaluated the result is a nite value. An improper integral di-
verges if when it is evaluated the result is an innite or undened value.
We begin with an example. Suppose a scientist is observing a particle that is moving in a force eld. He has
been able to determine from several measurements he made that the particles acceleration is proportional to
its velocity, resulting in a dierential equation
dv
dt
= v
where v is the velocity of the particle. He also measured the initial velocity to be m]s. Solving this initial
value problem

we get v(t) = e
t
.
e scientists now asks whether the particle will move arbitrarily far. To answer this question we need to
determine whether or not

e
t
dt converges. In this case the value of the integral is not dicult to
calculate using the methods previously described in this section:
lim
b

b

e
t
dt = lim
b
e
t
_
b

= lim
b
e
b
+
=
So the total distance traveled by the particle at the end of time is m, which is nite.

is is the equation for exponential growth:

dv
dt
= v

dv
v
=

dt
Aer evaluating this integral we get lnv = t + C which we can then solve for v(t) to get v(t) = Ae
t
. e initial condition for
v() then gives v(t) = e
t
.

Now suppose instead of such a simple function for the velocity we got instead that the velocity of the
particle is given by v(t) =
sin

(t)
t

. If we want to know, whether such a particle travels a nite distance, we

would have to determine whether

sin

(t)
t

dt converges or diverges. We cannot just evaluate the integral,

so we must discover some other techniques to answer this question.
Direct Comparison
Our goal is to determine if


a
f (x)dx converges without having to compute the value of the integral. One
way to do this is to compare with an integral we know something about. Let us rst consider an example
where the limits of integration are nite to develop intuition about how we compare two functions.
EXAMPLE 1
If f (x) = x

+ and g(x) = x

, what can we say about

f (x)dx compared to

g(x)dx?
Solution First we look at the graphs of f (x) and g(x) below: We know geometrically

f (x)dx can

0. 5
1
1. 5
2
2. 5
3
-1 -0.8 -0.6 -0.4 -0. 2 0 .2 0. 4 0 .6 0. 8 1
x
f(x)=x+2
f(x)=x
0
1
2
3
4
y
-1 -0.8 -0.6 -0.4 -0. 2 0 .2 0. 4 0 .6 0. 8 1
x
be interpreted as the area under the curve of f (x) on |, | and

g(x)dx can be interpreted as the area

under the curve of g(x) on |, |. And we notice on the interval from|, | that f (x) > g(x) (in fact this is
always true but we only care about this interval) the area under g clearly must be smaller than the area under
f .
We have seen that if f (x) > g(x) then

f (x)dx >

g(x)dx.
is result holds of course for any other interval:
THEOREM 1
If on the entire interval |a, b| we have f (x) > g(x) then

b
a
f (x)dx >

b
a
g(x)dx.
Proof is given by picture on p
We now want to consider what happens in the limit case:

EXAMPLE 2
Does

e
x
dx converge?
Solution Consider f (x) =

e
x
and g(x) =

x

on the interval |, ) Let us rst notice that

e
x
is smaller
g(x)=1 x
0
0. 2
0. 4
0. 6
0. 8
1
2 4 6 8 1 0 1 2 1 4 1 6 1 8 2 0
x
f(x)=1 e
x
than

x

on the entire interval from |, ). We also know that

x
p
dx converged (to

p
) when p > ,
so the area under

x

from |, ) is equal to

= . erefore, extrapolating from the nite case, we would

assume that

e
x
dx < which would mean that this improper integral converges.
To verify this, let us calculate this integral directly, so we can verify that this guess was correct.

e
x
dx = lim
b

b

e
x
dx = lim
b
e
x
_
b

= lim
b
e
b
+ e

=

e
= . <
is comparison property holds for any other pair of functions. We get the following generalization of
eorem :
THEOREM 2
Let f(x) and g(x) be continuous on |a, ) with f (x) > g(x) on the whole interval. en if


a
f (x)dx
converges, then


a
g(x)dx converges.
With this theorem we can answer the question from the start of the chapter:
EXAMPLE 3 The Particle Revisited
In the example we wanted to know whether or not

sin

(t)
t

dt converges.
Solution Since sin

(t) < always, if we compare

sin

(t)
t

<

t

. Since

dt converges we can con-

clude that

sin

(t)
t

dt converges. We therefore knowthat the distance traveled by the particle is bounded

by

dt = m, however we cannot give a concrete value for this distance.

A similar argument can be used to show that an improper integral diverges.

EXAMPLE 4
Does

x
dx converge?
Solution Consider f (x) =

x
and g(x) =

x
on the interval |, ). We see in the graph that

2
4
6
8
10
12
2 4 6
8 1 0
x
1
0
f(x)=1 x
g(x)=1 x-1

x
>

x
for x > . We also know from previous work that

x
dx diverges. since

x
dx is a
nite value (namely .) throwing this part out wont change the conclusion that the value of the
integral is innite, so

x
dx diverges.
Since

x
>

x
on the entire interval |, ), the area under

x
on |, ) must be larger than the
area under

x
on |, ), so

x
dx should also diverge. Again we check the conclusion by actually
calculating the value of this integral:

x
dx = lim
b

b

x
dx
let u = x then we have
du
dx
= and substituting the limits of integration in we have u() = and u(b) = b,
yielding:
lim
b

b

du = lim
b
u

_
b

= lim
b
(b )

=
erefore

x
dx diverges.
Again we state this observation as a general result:
THEOREM 3
Let f(x) and g(x) be continuous on |a, ) with f (x) < g(x) on the whole interval. en if


a
f (x)dx
diverges, then


a
g(x)dx diverges.
In all of the examples we have seen so far we have had f (x) g(x) on the entire interval we have con-
sidered. In some situations this makes it unnecessaily hard to nd a function to compare with. We will see in
the next example that one can in fact weaken this condition:

EXAMPLE 5
Does

sin

(x)
x
+

dx converge?
Solution Let f (x) =
sin

(x)
x
+

and g(x) =

x
on the interval |, ). en initially we have f (x) oscil-
f(x)=sin(x)/x+
g(x)=1 x

0. 2
0. 4
0. 6
0. 8
1
5 10 15 20 25
x
lating over g(x) from |, .|, then aer that point we have

x
<
sin

(x)
x
+

from |., ). Since

sin

(x)
x
+

dx = . is nite and

.

x
dx = . is also nite, we know that
the behavior on the interval from to . will not aect the convergence or divergence of the improper
integral.
We also know that

x
dx diverges; similarly by splitting up the interval we have

x
dx

.

x
dx =


.

x
dx
letting us conclude that


.

x
dx diverges as well. en since

x
<
sin

(x)
x
+

from |., ) we
can conclude that


.
sin

(x)
x
+

dx also diverges.
Comparison now tells us that


.
sin

(x)
x
+

dx diverges, from which we conclude by the same

argument as before that

sin

(x)
x
+

dx diverges,
Again we state this observation in a theoremwhich generalizes the theorems stated before in this section.

THEOREM 4 Direct Comparison Test for Improper Integrals

Let f(x) and g(x) be piecewise-continuous on |a, )
a) If there exists a value b a such that f (x) g(x) for all x b and


a
f (x)dx converges then

a
g(x)dx converges.
b) If there exists a value b a such that g(x) f (x) for all x b and


a
f (x)dx diverges then

a
g(x)dx diverges.
Notice if we happen to choose a f (x) g(x) and


a
f (x)dx diverges we cannot conclude anything
about


a
g(x)dx. Similarly, if g(x) f (x) and


a
f (x)dx converges we cannot say anything about

a
g(x)dx.
Limit Comparison Test
Finding a point b in eorem for which f (x) g(x) can be hard. It also leaves the case that f and g
repeatedly are oscillating around each other but stay close. For example consider f (x) =

x
and g(x) =
+ sin(x)]
x
:
0
0.2
0.4
0.6
0. 8
1
y
10 20 30 40 50
x
f(x)=1/x
g(x)=(1+sin(x)/2)/x
One might hope that the functions are close enough to let us compare the convergence behavior.
e proper context for describing close enough is that of growth, which we studied in section .. We
recall the relevant denition:
DEFINITION 2
Let f (x) and g(x) be real valued functions which are positive for suciently large values of x.
a) f grows faster than g as x tends to innity if lim
x
f (x)
g(x)
= , or equivalently if lim
x
g(x)
f (x)
= .
We also say that g(x) grows slower than f (x) as x .

b) f and g grow at the same rate as x if lim

x
f (x)
g(x)
= L where L is nite and positive.
For improper integrals to converge, of course we need functions to converge to zero, so we dont compare
growth but decay. We get this by simply considering the reciprocal function ] f (x) and ]g(x). We get
the following analogous denition:
DEFINITION 3
Let f (x) and g(x) be real valued functions which are positive for suciently large values of x.
a) f decays faster than g as x tends to innity if lim
x
f (x)
g(x)
= , or equivalently if lim
x
g(x)
f (x)
= .
We also say that g(x) decays slower than f (x) as x .
b) f and g decay at the same rate as x if lim
x
g(x)
f (x)
= L where L is nite and positive.
Similar to the case of growth, if f decays faster then g there must be a value b such that f (x) < g(x) for
all x b. is means that we can apply eorem and make deductions about convergence:
EXAMPLE 6
Does

+
dx converge?
Solution Let f (x) =

x

+
and g(x) =

x

+
on the interval from |, ).
We nd that
lim
x
g(x)
f (x)
= lim
x

+
= lim
x
x

+
x

+
=
erefore f (x) decays faster than g(x), which means at some point b, for all x b we have f (x) g(x). We
can see in the graph of the function that this is true.
f (x)=1/(x+1)

0
0. 2
0. 4
0. 6
0. 8
1
2 4 6 8 10 12 14 16 18 20
x
g(x)=1/(x+1)
Nowwe study if

+
dx converges. ere are two ways to do this. e rst is to compute the integral
directly.

+
dx = lim
b

b

+
dx = lim
b
atan(x)_
b

= lim
b
atan(b) atan() =

erefore the integral converges.

(We could also have use the direct comparison test, and compared to

x

+
so since

dx
converges we can conclude that

+
dx converges.)
As

x

+
decays faster than

x

+
, we therefore know that

+
dx converges.
Again we get an analogue condition for divergence.
If f (x) and g(x) decay at the same rate, convergence of f (x)dx implies convergence of g(x) and vice
versa. (is is not simply a reduction to eorem , but a result that has to be proven separately.) Collecting
the behavior for all three cases, we get the following theorem:
THEOREM 5 Limit Comparison Test for Improper Integrals
Let f (x) and g(x) be piecewise-continuous on |a, ) and suppose that f (x) and g(x) for all x a
a) If lim
x
f (x)
g(x)
= L > then


a
f (x)dx and


a
g(x)dx both converge or both diverge.
b) If lim
x
f (x)
g(x)
= and


a
g(x)dx converges then


a
f (x)dx converges.
c) If lim
x
f (x)
g(x)
= and


a
g(x)dx diverges then


a
f (x)dx diverges.
One can show that all previous theorems in this chapter, including the direct comparison test, are special
cases of this theorem. is means that any problemwhich can be done by direct comparison can also be done
by limit comparison. (Still, oen direct comparison is easier, as no limit needs to be computed.)
Alsonotice againthat if lim
x
f (x)
g(x)
= and


a
f (x)dx converges, we get noconclusionabout


a
g(x)dx
and similarly if lim
x
f (x)
g(x)
= and


a
f (x)dx diverges, we get no conclusion about


a
g(x)dx.
Let us look at an example for comparison of same decay order:
EXAMPLE 7
Does

+ x

+
x

dx converge?
Solution Let f (x) =
x

+ x

+
x

and g(x) =

x
on the interval |, ).
Direct comparison is dicult, so we look at
lim
x
f (x)
g(x)
= lim
x
x

+x

+
x

x
= lim
x
x(x

+ x

+ )
x

= lim
x
x

+ x

+ x
x

erefore we can conclude that these two functions decay at the same rate. Since

x
dx diverges we
thus know that

+ x

+
x

dx also diverges.
In this example we could calculate the integral directly, using partial fractions

, giving (of course) the

same result, albeit with far more eort.
Finding Comparison Candidates
e nal question we want to study in this chapter is how to choose good comparison functions. For this we
can consider growth order of the reciprocal functions. In the previous example, the reciprocal function would
be

f (x)
=
x

+ x

+
. From chapter ., we know that this is of the same growth order as x

= x, which
leads us to a comparison with g(x) =

x
.
Consideration of the growth order will oen lead to integrals of the form


a

x
p
dx as comparison
candidates

. For such integrals we have explicitly determined the criterion that they converge if and only if

We have

+ x

+
x

dx = lim
b

b

+ x

+
x

dx = lim
b

b

+ x

+
x

(x

)
dx
= lim
b

b

+ x

+
x

(x )(x + )
dx
e method for solving the integral is partial fractions, we get
x

+ x

+
x

=
A
x

+
B
x
+
C
x
+
D
x +
=
A(x

) + B(x

x) + C(x

+ x

) + D(x

)
x

(x )(x + )
=
Ax

A+ Bx

Bx + Cx

+ Cx

+ Dx

Dx

(x )(x + )
Comparing coecients for powers of x in the numerator, we get the following equations
B + C + D =
A+ C D =
B =
A =
We can then solve for the variables and get A = , B = , C =

, D =

. Substituting in the original integral, we get

lim
b

b

+

(x )
+

(x + )
dx = lim
b
x

l nx +

l nx +
b

= lim
b

b
+

l nb +

l nb +

l n

l n
= + +

l n() =
us the integral diverges, as we found already by the limit comparison test with far less eort.

which is the main reason we bothered with stating a theorem for such integrals

p > . is not only indicates comparison candidates, but also whether the integral will converge or diverge.
If we cannot nd a function of the same growth order as ] f (x), parts b) and c) of eorem oen can be
used to nd functions of strictly faster decay for which the improper integral diverges, respectively functions
of slower decay for which the integral converges.
Going back to the example starting this chapter, we nd for example that for f (t) = e
t
the reciprocal
] f (t) = e
t
] is of larger growth than any power of t, thus we could compare to g(t) = ]t

to show
convergence of

f (t)dt without explicitly calculating the antiderivative.

EXAMPLE 8
Determine, by nding suitable comparisons, whether the following improper integrals converge:
.

x +

x
dx
.

ln x
x

dx
.

x
dx
.

(ln x)

dx
.

+
x

x
dx
.

sin_

x
_dx
Solution
. If f (x) =

x +

x
, then ] f (x) = ](x +

x). is is of the same growth order as x, thus the integral

diverges by limit comparison with

x
dx.
. If f (x) =
ln x
x

, then ] f (x) =
x

ln x
. We know that ln x grows slower than any power of x, thus we see
that x

for arbitrary small , for example x

, is a function of smaller growth. We get that

lim
x
ln x
x

= lim
x
ln x x

= lim
x
ln x
x

=
As

dx converges, we conclude by limit comparison that

ln x
x

dx converges.
. If f (x) =
x

x
, then ] f (x) =

x
x

. is is of growth larger than any power of x, for example x

. erefore
lim
x
x

= lim
x
x

x
= , and the integral converges by limit comparison with

dx.

. If f (x) =

(ln x)

, then ] f (x) = (ln x)

. is grows slower than x, thus the integral diverges by

limit comparison with

x
dx. (Of course we also have that (ln x)

grows less than x

, but limit
comparison with

x

is a case in which we cannot draw any conclusion.)

. If f (x) =
x

+
x

x
, then ] f (x) =
x

x
x

+
, which is of the same growth order as
x

x
x

= x

. e integral
converges by limit comparison with

dx.
. is one is tricky, as we dont knowthe growth order for ] sin(]x). e ]x suggests limit comparison
with ]x. We get
lim
x

x
sin{

x
)
LHopital
= lim
x
x

cos {

x
)
= lim
x

cos {

x
)
=
As

x
dx, diverges, so does

sin_

x
_dx. (Once we know power series well see another expla-
nation for this behavior: For small values of z, sin(z) behaves like z. us sin{

x
) will behave like

x
for
large x.)
We close this chapter with the remark that we considered only criteria for convergence tests for the case
of


a
f (x)dx. Obviously similar tests are possible for the other types of improper integrals.
EXERCISES
Determine whether the following improper integrals
converge or diverge. You may use direct comparison
or limit comparison (or explicit computation of an
antiderivative)
.

+ cos(x)
x

dx
.

ln(ln(x))
dx
.

x
x
dx
.

x +
x
x

x
dx
.

(ln(x))

dx
.

x
dx
.

x
x

dx
.

x
dx
.

ln(x)
x
.
dx
.

x
+

x
dx
.

+
dx

2
-
Geometric Series
In this chapter we will discuss one of the simplest and most useful types of innite series, the geometric series.
ey are derived from instances where geometric growth occurs, this is growth that is proportional to the
current value, i.e the growth rate is constant. (Here we are looking at the discrete situation, in a continuous
situation a dierential equation for constant growth rate produces exponential functions as solutions.)
A simple example of geometric growth is interest accrued annually on a bank account. Each year we take
the amount of money in the account the value of the account and multiply it by the interest rate and add it to
the value to get a new value. erefore the constant of proportionality is one plus the interest rate.
EXAMPLE 1
If you put into a savings account that earned % interest accrued annually, how much would you have
aer one year? two years? n years?
Solution Let p
n
be the value of our account at time n, so p

= since we begin initially with .

Next at the end of one year we earn % interest on this account so p

= (.) p

= (.) , hence
p

is proportional to p

with the constant of proportionality being .. is process repeats so that p

=
(.) p

= (.)

. At this point we notice a pattern p

n
= (.)
n
.
As a second example of geometric growth we consider university scholarships which come from endow-
ments. In this case, an endowment (a xed sum) is given to the university. A scholarship then is funded from
the interest of this money (without using up the money, the scholarship therefore exists forever).
EXAMPLE 2 Endowments
Delighted by the calculus course he took at CSU, an alumnus wants to endow a scholarship for mathematics
students that will pay each year. e university guarantees an interest rate of % per year. How much
must the alumnus donate to guarantee this scholarship will be available forever?
Solution If we let x=the value of the endowment, then aer one year the endowment is worth . x
and we want to give a scholarship, so we want .x = x + . erefore the endowment will never
be touched and the scholarship is funded by the interest earned. Solving this equation we get .x =
which gives us that x = , . erefore the alumni must give an endowment of , to guarantee the
scholarship is funded forever.
A geometric series now is a series whose terms show geometric growth, i.e. s
n
= r s
n
for a constant r
independent of n. is type of series has applications in several elds including physics, biology, economics
and nance. We will look at a few examples of where geometric series occur in our everyday lives including:
repeating decimals and calculating dosage of medicine.

DEFINITION 1
Let r be a ratio and a any nonzero constant. A geometric series is a series of the form
a + ar + ar

+ . . . + ar
n
+ . . . =

n=
ar
n
= a

n=
r
n
= a

n=
r
n
As an example of a geometric series we look at the Race course paradox of Zeno

. Suppose a runner
wanted to travel a given distance, say one kilometer. en he must rst travel the rst half kilometer, and the
next half kilometer remains. Next the runner must travel half of the next half kilometer a quarter kilometer
and the next quarter kilometer remains. It might seem (so claimed Zeno) as if the runner never reaches the
goal.
However if we look at the distance traveled aer k iterations, we get a geometric sum with ratio

+ +

k
If the process continues innitely many times, we thus get get the following formula for the distance traveled:

+ . . . +

n
+ . . . =

n=

n
We will see that this sums up to (i.e. the full distance is traveled, resolving the paradox).
Notice that there is a slight shi in this formula from the one given in the denition of a geometric series
in that we start not with r

= but with r

while in the denition this power is zero. is can be xed by

letting the constant a be

, is sort of index change arises oen enough that we will rst look at how we can
manipulate such innite sums.
Reindexing a Series
We begin this discussion with a brief reminder about the notation for sums. Given
k

n=
a
n
we call n the
index of summation, a
n
the n
th
termof the sum, and the upper and lower bounds of summation are k and
respectively.
Now we consider reindexing our innite series, notice in the following examples we are working with
geometric series, however this algorithm will be useful with other types of series that will be discussed later.

Zeno of Elea, Greek philosopher, ca. BC - ca. BC

Most of the innite series we have seen so far have a lower bound of summation of one, however their are
times when we are given an innite series where the lower bound of summation will be a value other than
one. We consider rst a geometric series which does not have a lower bound of one:

+ . . . + (

)
n
+ . . . =

n=
(

)
n
is is still a geometric series, however our denition requires the series to have the form

n=
ar
n
, so rein-
dexing is required. To reindex a series we follow the following basic algorithm:
Algorithm 1 Reindexing a series
Choose a new letter to be the index of summation (m)
Relate m to the original index of summation (n) such that when n= we have m=. So we have the
equation m=n-.
Solve for original index of summation (n) and substitute into the n
th
term of the sum:
n = m+

m=
(

)
m+
=

m=
(

)
m+
Notice if the upper bound of summation were nite we would have to decrease its value by as well,
however since we are summing to innity our upper bound of summation will remain innite.
Solve for an a such that the power on r is m-.

m=
(

)
m+
=

m=
(

)
m
since m-+=m+.
erefore a = (

and r =

so we have a geometric series of the form

m=
ar
m
. Notice that
in this example the ratio was negative, therefore a geometric series can have negative or positive r values. We
now look at another example of this reindexing algorithm before we develop an equation for the value of a
geometric series.
EXAMPLE 3
Consider the series

n=

n +
, rewrite this series so that the lower bound of summation is n=.
Solution Let m = n , then n = m+ so we have

m=

(m+ ) +
=

n=

m+
Using this algorithm we can always manipulate a given geometric series so that it can be written in the
form

n=
ar
n
or equivalently

n=
ar
n
next we consider how to calculate the value of this series.

The Formula for the Geometric Series

In this section we will derive a general formula for the value of
k

n=
ar
n
. We can apply this in the limit case
k = to get the value of an innite series, for example to show that the series

n=

n
from Zenos paradox
has value .
DEFINITION 2
e k
th
partial sum s
k
of a Geometric series

n=
ar
n
is the (nite) sum of the rst k terms:
s
k
= a + ar + ar

+ . . . + ar
k
=
k

n=
ar
n
Using this denition we can consider the sequence s

, s

, s

, . . . , s
k
, . . . of partial sums, which converges
to

n=
ar
n
, since lim
k
s
k
= lim
k
k

n=
ar
n
=

n=
ar
n
. erefore, once we know a formula for the value of s
k
we
can compute the value of

n=
ar
n
as the limit.
We begin by considering
s
k
= a + ar + ar

+ . . . + ar
k
and
rs
k
= ar + ar

+ ar

+ . . . + ar
k
.
Notice that s
k
and rs
k
share several terms in common, in fact
s
k
rs
k
= (a + ar + ar

+ . . . + ar
k
) (ar + ar

+ ar

+ . . . + ar
k
) = a ar
k
Now if we factor both sides of this equation, we get
s
k
( r) = a( r
k
).
As long as r we can divide both sides by ( r) to get
s
k
=
k

n=
ar
n
= a
r
k
r
.
(What happens in the case where r=? We get s
k
= a + a() + a()

+ . . . + a()
k
= ka.)
Before we go on to get a formula for the innite sum, we see how the formula for s
k
might be used on its
own:
EXAMPLE 4 The magnitude of repeated growth
Suppose we are given a chessboard and place one grain of rice on the rst square, two grains of rice on the
second square, four grains of rice on the third square continuing on so that there are
n
grains of rice on the
n
th
square. How many grains of rice are on the chess board? (ere are = squares on a chess board.)

Solution Since there are squares on the chess board, we want to compute s

. Our ratio is and a is

one, hence we are asked to nd
s

= + + + . . . +

=
(

)

= .x

A similar calculation underlies the repayment of loans or mortgages:

EXAMPLE 5 Paying back a loan
Suppose we take out a loan of L dollars which is paid back periodically (typically monthly). e periodic
payment is a dollars, the xed interest rate per period is i. If b
k
is the loan sum outstanding aer k time
periods, we have that
b
k+
= b
k
( + i) a.
Using b

= L and setting r = + i, in the rst step we have

b

= Lr a
we then continue on to the next step where we get
b

= b

(r) a = (Lr a)(r) a

= Lr

(a + ar)
We might be starting to notice a pattern, however it becomes obvious in the next step
b

= b

(r) a = (Lr

(a + ar))(r) a
= Lr

(a + ar + ar

)
At this point we can solve this recursion to
b
k
= L r
k
{a + ar + ar

+ + ar
k
) = L r
k

n=
ar
n
Sum formula
= L r
k
a
r
k
r
.
Abank nowwouldset b
m
= (where mis the time aer whichthe loanshouldbe paido, e.g. m = =
for a year mortgage) and solve for a to determine the necessary monthly repayment, given the loan sum
and interest rate.
For example, if we have a mortgage of L = , , an annual interest rate of % (leading to a monthly
rate of i = .] = ., i.e. r = .) and a monthly repayment sum

of a = , , we nd that the
outstanding sum aer k months is
b
k
= , .
k
,
.
k

.
= , .
k
, {.
k
) .
Aer years ( months) this leaves an outstanding amount of , ., aer years , .,
roughly half

, aer years . (i.e. the loan is paid o aer years less one month

).

Moralistic remark: Incidentally, initial interest amounts to per month at the start of the loan. An interest only loan thus
does not save much and is a very bad deal!

In general, this means that a loan is paid o half aer roughly

of its planned life time

e total cost of the loan then will have been , , more than double the loan amount. (ough ination means that the
actual value will be less.)

If the interest rate instead was %annually (i = .] = . monthly), we get with same repayment
sum a remaining loan amount of , . aer years, which is not even halfway paid o. A monthly
repayment sum of would be needed

to have the loan paid o aer years.

Now since we saw earlier that the sequence s

, s

, s

, . . . , s
k
, . . . of partial sums converges to

n=
ar
n
, we
can use the formula just derived to compute a value for the limit of a geometric series.
THEOREM 1
e geometric series a + ar + ar

+ . . . + ar
n
+ . . . =

n=
ar
n
converges to
a
r
when |r| < , and diverges
otherwise.
Proof Case I: If |r| < then |r|
k
< , and as k gets larger this will cause |r
k
| to get smaller and yield
lim
k
r
k
= . us, by the rules for limits,
lim
k
s
k
= lim
k
a( r
k
)
r
=
a( )
r
=
a
r
.
Case 2: When |r| then |r|
k
. erefore when k tends to innity the numerator a( r
k
) tends to plus
or minus innity, and the denominator r is a xed value. So lim
k
a( r
k
)
r
diverges.
Now that we have a formula for the value of a geometric series let us verify the solution to the Zenos
paradox example. We are looking at

n=

n
. First notice that this sum is not in the correct form, we must
factor (

) out of the n
th
term. We get

n=
(

)
n
=

n=
(

) (

)
n
=

n=
(

) (

)
n
, hence a =

and r =

<
so this series converges to
a
r
=

= .
Next we will look at some interesting examples where we can use this formula.
Examples
In this section we will look at how people may use geometric series in real life applications.
In our rst example we look at how much medication will remain in a persons body aer taking medica-
tion at regular intervals
EXAMPLE 6 Repeated Drug Dosage
ACSUstudent comes down with bacterial laryngitis, the student goes to the Healthcenter to see a doctor who
prescribes mg doses of antibiotics that the student must take every six hours over the next several days.

I.e. a change of one percentage point in the interest rate increased the monthly payment (and thus the total loan cost) by %!
No wonder people go bonkers about interest rates.

Since the body will digest the antibiotics between doses and it is known that percent of the drug remains
in the body at the end of six hours, how can we calculate the quantity of the drug that remains in the student
aer the h dose? At the end of ve full days on the drug?
Solution Let us begin by looking at the quantity of the drug in the body aer each dose. Let q
n
represent
the quantity of the drug in the students body aer the n
th
dose. Initially
q

=
at the next dose we will have % of that mg remaining and another mg is taken, so
q

= (.) +
At the third dose we have % of q

remaining and another mg is taken, so therefore

q

= . q

+ = .((.) + ) +
= (.)

+ (.) + .
Now on the fourth dose q

we have . q

remaining in the body and another mg is taken.

q

= . q

+ = .((.)

+ (.) + ) +
= (.)

+ (.)

+ (.) + .
Notice at this point that a pattern has developed, we have
q
n
= s
n
=
n

k=
(.)
n
erefore we can use our formula s
n
=
a(r
n
)
r
to calculate q
n
=
(.
n
)
.
. With this information we can
calculate q

=
(.

)
.
= .mg in the students body aer doses. If the student continues to
take the antibiotic for full days or doses they will have q

=
(.

)
.
= .mg.
Suppose the student continued to take this drug forever, how much medication would there be in the
students body at each dose?
is question is asking us to compute

n=
(.)
n
which luckily for the student . < will converge
to a nite number of

.
= .mg. Since .

= .x

which is practically zero, we

get the same value up to the ten-millionth place if the student took the medication forever as we got when
the student took the medication for ve days.
EXAMPLE 7 Repeating Decimal
Express the repeating decimal . as a fraction of two integers.
Solution To express . as a fraction we rst notice that is the repeated value, so we want to break
up . into a sum of the repeated values. erefore we have . = . +. +. + . . .. Once we
have this written as a sum we can now write each term in the sum as a fraction, hence we have . =

,
. =

,
=

, and . =

. Using this information we should recognize a pattern

. =

+ . . . =

n=

However at this point we notice that we have a geometric series which is not written in the correct form for
us to apply our formula. If we factor out (

) we get

n=
(

)(

)
n
which is now in the correct form.
is gives r =

< so our geometric series converges and since a =

the series converges to

= .
Being able to express a repeating decimal as a fraction is useful when we are calculating with a large number
of values where the precision of the answer is vital since a fraction will not have any round o error.
Another paradox due to Zeno initially seems even more puzzling, which is the reason we consider it last.
Achilles, the fastest runner in ancient Greece, runs times as fast as the Tortoise. But so the paradox
claims if the Tortoise is given an advance, Achilles will never be able to pass the Tortoise.
EXAMPLE 8 Achilles and the Tortoise
Suppose that Achilles runs m]s and the Tortoise only .m]s, furthermore the Tortoise is given a head start
of m. Aer seconds, Achilles has reached the place where the Tortoise started. But in this time, the
Tortoise has run m ahead. Achilles will reach this distance in . seconds. But then the Tortoise has moved
another .m. Achilles will take . seconds to reach this, and so on. He will never reach the Tortoise.
Where is the error in this argument?
Solution e paradox is resolved, if we realize what time period is considered: All events take place within
+ . + . + =

n=

n
=

= .
seconds. is is exactly the time when Achilles reaches (and overtakes!) the Tortoise. e paradox arises from
the implicit (and wrong, as we have calculated!) suggestion, that it describes the events for all time.
EXERCISES
I. What monthly payment is needed to pay a car
loan of , o aer months if the interest rate
is %?
2. A standard method for valuing a business (ex-
cluding any inventory) is the discounted cash ow
method: e value of the business itself is the present
day value of its future earnings, discounted by an as-
sumed interest rate, i.e. the amount of money that
would have to be invested at an assumed interest rate
to get the same income as the business.
Calculate the present day value of a business
whose annual earnings are , , assuming an in-
terest rate of %.
3. e goverment due to an election year in
spending mode enacts a stimulus package that puts
billion back into the economy. We assume that
all the people who have extra money to spend would
spend % of it and save %. us, of the extra in-
come generated by the package,

billion =
billion would be spent again and so become extra in-
come to someone else. Assume that these people also
spend % of their additional income (which would
be =

= (

billion) and so on.

a) Let C = be the amount of the stimulus package
(in billion dollars) and r = ] the spending factor.
Write down an innite sum, involving C and r, for
the amount of money added to the economy.
b) Calculate the value for the innite sum in a).

3
-
Series as Discrete Analogues of Improper
Integrals
e geometric series, studied in the previous chapter, are special in that we can completely describe under
what condition it converges, and also have an explicit formula for its limit. In general nding the limit of
a series can be very hard, many of the techniques

needed are far beyond this course. Instead we want to

study the easier question, whether a given series converges. is is very similar to what we did with improper
integrals, andindeedwe will see inthis chapter that the convergence of series andthe convergence of improper
integrals are intimately related: Once we know how to test convergence of improper integrals we can use
essentially the same methods to test convergence for series.
The Integral Test
If we are given a series of the form

n=
a
n
, the only condition for convergence we know is the n-th term test,
which requires that a
n
be non-increasing. is condition however is not sucient in general, as for example
the divergent series

n=

n
shows: Its terms are decreasing, but the series does not converge.
We nowwant to see, that we can interpret the partial sums of a series as approximation of an integral. e
innite sumof the series then becomes an approximation of an improper integral (of type I), and convergence
of the series implies convergence of the improper integral and vice versa.
To see why this should hold, we need to go back to the denition of integrals which we did using Riemann
sums.
EXAMPLE 1
Does

n=

converge?
Solution Consider a
n
=

n

. en any partial sum of the form

k

n=

can be interpreted as (right end-

for example using methods from complex analysis, a -level course

point) Riemann sum

for +

k

dx (the blue boxes).

0 2 4 6 8 10
0
0.5
1.0
x
y
We see that
k

n=

+

k

dx
We now consider the limit k . e integral on the right will converge (as integral of x
p
for p > ), thus
the sequence of partial sums is bounded from above. On the other hand (we are summing up positive terms)
the sequence of partial sums is increasing, thus this sequence (which is the series) must converge.
Let us consider the same example once more, but as Riemann sum for le endpoints (green boxes), ap-
proximating

k+

dx:
0 2 4 6 8 10
0
0.5
1.0
x
y
e Riemann sum now is an upper approximation, thus we get that

k+

dx
k

n=

+

k

dx

As

diverges, we need to consider the lemost blue box separately

We therefore see that we can also consider the series as upper approximation of the integral, by a similar
argument as in the previous example we get that convergence of the series

n=

n

implies convergence of
the improper integral.

dx.
is observation is not specic to

x

, it holds for any decreasing function. We thus get the following

theorem

:
THEOREM 1 Integral Test
Let a
n
be a sequence of positive terms. Suppose that there is a function f dened for all positive real numbers
such that
. a
n
= f (n) for all n,
. f is piecewise-continuous
a
,
. f is decreasing for x > N (where N is some integer, e.g. N = if f is decreasing over the positive real
axis)
en

f (x)dx converges if and only if

n=
a
n
converges.
a
otherwise we cannot guarantee that integrals exist even in the case of nite limits
Proof Convergence of an innite sumor an improper integral is not aected by the behavior over a nite
interval. us we can consider without loss of generality the case N = . e argument then is essentially the
same as in the discussion for

x

.
EXAMPLE 2
Does

n=

e
n
converge?
Solution e function f (x) =

e
x
is continuous and decreasing for x > . We have seen in the chapter on
improper integrals that

e
x
dx converges. us by theorem also

n=

e
n
converges.
EXAMPLE 3 p-series
For which values of p does

n=

n
p
converge?
Solution e function f (x) =

x
p
is continuous and decreasing for x . We know that

x
p
con-
verges, if and only if p > . us, by theorem ,

n=

n
p
converges if and only if p > .
us (we have seen this previously)

n=

converges and

n=

n
diverges.

In the book this is theorem on p.

Direct Comparison Test for Series

In the chapter on improper integrals we learned about powerful comparison tests that can be used to deter-
mine convergence. If we wanted to test convergence for a series, we therefore could consider the correspond-
ing improper integral, and resolve its convergence via a comparison test. Doing so however it turns out to be
unnecessarily formal; because theorem has an if and only if condition, we can (by dening for a series a
n
a function f (x) with f (x) = a
n
if n x < n + ) translate the comparison test for improper integrals to a
comparison tests for series. (Compare the statement to theorem .)
THEOREM 2 Direct Comparison Test for Series
Let a
n
and b
n
be non-increasing sequences of non-negative numbers.
a) If there exists an integer value N such that a
n
b
n
for all n N and

n=
a
n
converges then

n=
b
n
converges.
b) If there exists an integer value N such that a
n
b
n
for all n N and

n=
a
n
diverges then

n=
b
n
diverges.
As with improper integrals, this theorem does not reach any conclusion if a
n
c
n
and c
n
diverges or if
a
n
d
n
and d
n
diverges.
EXAMPLE 4
Does

n=
sin

(n)
n

converge?
Solution We know that
sin

(n)
n

for all values of n. We also know that

n=

dx converges. By theo-
rem , part a), we can conclude that

n=
sin

(n)
n

dx converges.
EXAMPLE 5
Determine if

n=

+
converges.
Solution Let us consider

n=

, which is a p-series for p = > and therefore converges. Since

n

+


n

for all n the direct comparison test shows

n=

+
converges.
Limit Comparison Test for Series
With the same argument as used for the ordinary comparison test, the limit comparison test can be adapted
to series. (Again, compare to theorem .)

THEOREM 3 Limit Comparison Test for Series

Suppose that a
n
> and b
n
> for all n N where N is an integer
a) If lim
n
a
n
b
n
= L > , then a
n
and b
n
both converge or both diverge.
b) If lim
n
a
n
b
n
= and b
n
converges then a
n
converges.
c) If lim
n
a
n
b
n
= and b
n
diverges then a
n
diverges.
Again notice that if lim
n
a
n
b
n
= and b
n
diverges or lim
n
a
n
b
n
= and b
n
converges the theorem
gives us no conclusion.
EXAMPLE 6
Consider

n=

n +
, does this series converge or diverge?
Solution We know that

n=

n
diverges (it is a p-series for p =

< ).
We calculate the limit of the quotient:
lim
n

n+

n
= lim
n

n +
= lim
n

n(

n
)

n + (

n
)
= lim
n

_
+

n
=
So by the limit comparison test we conclude that

n=

n +
diverges. (Note that direct comparison will not
work in this example, as

n +
<

n
.)
As with improper integrals, candidates for comparison are oen determined by growth classes.
EXAMPLE 7
Does

n=
(ln(n))

converge or diverge?
Solution We know that ln(x) grows less than any power of x, thus (ln(x))

should also grow less than

any power of x. us we assume that the sum converges.
To show this, we just need to pick a suitable exponent x

in relation to ln(x) to make {x

decay
faster than

x
. We pick x

. en
(n

=

n

and

n=

converges, as

> .

We now use limit comparison:

lim
n
(ln(n))

= lim
n
n

(ln(n))

= lim
n
(ln(n))

To apply LHopitals rule, requiring derivatives, we rewrite this expression in the variable x instead of n:
= lim
x
(ln(x))

LHopital
= lim
x
(ln(x))(

x
)

= lim
x
(ln(x))
x

LHopital
= lim
x
(

x
)

= lim
x

= .
Since

n=

converges, by the limit comparison test we can conclude that

n=
(ln(n))

converges.
As in this example (and with improper integrals), comparison to a p-series is oen useful.
Another fruitful comparison candidate is given by geometric series, the method for nding a suitable
geometric factor is given by the ratio test, which we shall study next:
The Ratio Test
In this section we want to see how the geometric series can be used along with the comparison test to reach
conclusions about the convergence of series. Recall that a geometric series is a series of the form

n=
ar
n
,
which we have shown will converge if |r| < .
Suppose we want to test a given series
n
a
n
(with nonnegative values a
n
) for convergence by comparing
with a geometric series
n
ar
n
. For comparison to work, we need that the terms a
n
of our series fall as quickly
as the terms ar
n
of the geometric series.
We can ensure this by looking at the ratio of subsequent terms: Assume for the moment that
a
n+
a
n

ar
n+
ar
n
= r
and that |r| < , so we know that
n
ar
n
converges.
Because of the inequality just assumed, we get setting b =
a

a
that
a

ar

=
a

a


r
r b

r
= b
a

ar

=
a

ar

r
r b

r
= b

a
n+
ar
n+
=
a
n+
a
n

a
n
ar
n


r
r b

r
= b

and therefore
lim
n
a
n
ar
n
b <
By the limit comparison test (eorem ) we therefore know that
n
a
n
also converges.
To do this in a concrete example, of course we would have to determine r. However in the end we dont
really care about the value of r, but whether
n
a
n
converges. is is guaranteed if (eventually think of the
possibility of a positive number N for the comparison test) there is a number r < such that
a
n+
a
n
r. But
this is guaranteed, if
lim
n

a
n+
a
n
= L <
(ink of the -criterion for the limit of the sequence: If the limit L is smaller than , we set =
L

and can
nd an N such that
a
n+
a
n
L + < for n N. We simply set r = L + .)
We have thus seen that
n
a
n
converges, if lim
n

a
n+
a
n
< . is is the rst version of the Ratio Test.
To state this test in general, we note that an analogous argument can be given to show divergence (com-
parison with a diverging geometric series), if the ratio has limit > .
THEOREM 4 Ratio Test for Series with positive terms
Let a
n
be a series with positive terms and suppose that
lim
n
a
n+
a
n
= r
then
(a) the series converges if r <
(b) the series diverges if r > or if r is innite
(c) the test is inconclusive if r = .
To see why we really cannot deduce anything in the case of r = , consider two examples:

n=

n
which
diverges by the p-series test and

n=

which converges by the p-series test. Let us look at the limits of the
ratios in each of these cases:
lim
n

n+

n
= lim
n
n
n +
= lim
n
n(

n
)
(n + )(

n
)
= lim
n

+

n
=
Similarly
lim
n

= lim
n
n

+
= lim
n
n

(

n

)
(n

+ )(

n

)
= lim
n

+

n

=
erefore we see that in the case where |r| = the test is inconclusive.

EXAMPLE 8
Consider the series

n=
n

n
. We want to determine if this series converges or diverges.
Solution Consider the ratio
a
n+
a
n
=
(n+)

n+
n

n
=
(n + )

n+
n

=
(n + )

=
(n + )

Now consider the behavior as n gets large (in other words take the limit as n ), we get
lim
n
(n + )

= lim
n
(n + )

(

n

)
n

(

n

)
= lim
n
( +

n
)

< .
By the ratio test we therefore conclude that the series

n=
n

n
converges.
EXAMPLE 9
Determine whether

n=
n!
e
n
converges or diverges?
Solution We begin by considering the ratio
a
n+
a
n
=
(n+)!
e
n+
n!
e
n
=
(n + )n!e
n
e
n
e

n!
=
(n + )
e
Now we look at the behavior as n tends toward innity lim
n
n +
e
= therefore we can conclude the series

n=
n!
e
n
diverges.
Sometimes the limit in the ratio test requires LHopitals rule for evaluation:
EXAMPLE 10
Determine whether

n=
ln(n)

n
n
converges or diverges?
Solution We begin by considering the ratio
a
n+
a
n
=
ln(n+)

n+
(n+)
ln(n)

n
n
=
ln(n + )n
n

n
(n + ) ln(n)
=
ln(n + )n
(n + ) ln(n)
Next we take the limit of this function lim
n
ln(n + )n
(n + ) ln(n)
. It has the indeterminant form

, therefore we
have to use LHopitals rule.
Writing the function in x (to indicate that we now consider it as a continuous, not a discrete function),
we get

lim
x
ln(x + )x
(x + ) ln(x)
= lim
x
x
x+
+ ln(x + )
(() ln(x) +
x+
x
)
Again we have the indeterminant form

, so we apply LHopitals rule once more, and get.

= lim
x
(x+)()x()
(x+)

+

x+
(

x
+
(x)()(x+)()
x

)
= lim
x

(x+)

+
(x+)
(x+)

(
x
x

)
= lim
x
x+
(x+)

x
x

= lim
x
(x + )(x

)
(x + )

(x )
= lim
x
x

+ x

+ x

x
=

lim
x
x

+ x

+ x

x
At this point we have only polynomials le. We know that the behaviour of such a quotient is determined
by the leading terms (formally, one applies LHopitals rule multiple times), thus lim
x
x

+ x

+ x

x
= and
lim
x
a
n+
a
n
=

< .
erefore we can conclude by the ratio test that the series

n=
ln(n)

n
n
converges.
EXAMPLE 11
Determine whether

n=
n!
n
n
converges or diverges?
Solution We begin by considering the ratio
a
n+
a
n
=
(n + )!n
n
(n + )
n+
n!
=
(n + )n!n
n
(n + )
n
(n + )n!
=
n
n
(n + )
n
We note that lim
n
(
n
n +
)
n
has indeterminant form

. Using the fact that logarithm and exponential

function are continuous, we therefore use that
lim
x
(
n
n +
)
n
= exp_ lim
x
ln_(
n
n +
)
n
__
We now consider the inner limit
lim
n
ln(
n
n +
)
n
= lim
n
n ln(
n
n +
) = lim
n
ln(
n
n+
)

n
.
is has the indeterminant form

which again we will resolve by applying LHopitals rule. (Again, we write

this as a function in x, to indicate that this is using a continuous function.) By LHopitals rule we get
= lim
x
ln(
x
x+
)

x
= lim
x

x
x+

(x+)()x()
(x+)

= lim
x
x+
x

(x+)

= lim
x

x(x+)

= lim
x
x

x(x + )
= lim
x
x
(x + )
= lim
x
x(

x
)
(x + )(

x
)
= lim
x

( + ]x)
= .

We thus know that

lim
n
a
n+
a
n
== exp_ lim
x
ln_(
n
n +
)
n
__ = exp() = e

<
and therefore we can conclude that

n=
n!
n
n
converges.
So far all the terms of the series we considered were positive. Once we get to power series, however also
negative terms will occur. We therefore want to establish that by considering absolute values the ratio
test also applies to these series.
THEOREM 5 Ratio Test for Series
Let a
n
be a series with positive terms and suppose that
lim
n
_
a
n+
a
n
_ = r
then
(a) the series converges if r <
(b) the series diverges if r > or if r is innite
(c) the test is inconclusive if r = .
EXAMPLE 12
Consider the series

n=
()
n
n!
does it converge or diverge?
Solution As not all terms are positive, we cannot immediately apply the ratio test. erefore we begin by
looking at how this series compares to the corresponding series of positive terms

n=
_
()
n
n!
_ =

n=

n
n!
.
Each term in our original series is smaller than or equal to the terms of this new series, since
()
n
n!


n
n!
.
However, the comparison test as given only holds for positive series, so this is not enough to make a conclu-
sion.
erefore, we also consider the corresponding series of negative terms:

n=
()

n
n!
. In this series each
term is smaller than or equal to the terms of our original series, since

n
n!

()
n
n!
.

n
n!
n
n!
n
n!
erefore, it seems plausible that if both

n=

n
n!
and

n=

n
n!
converge, we can conclude that

n=
()
n
n!
converges since the value of its terms are squeezed between the two other series terms and partial sums of the
original series therefore are bounded in terms of the partial sums of the positive and negative series, both of
which are converging.
Let us look at this in the context of the ratio test. By taking the absolute value of quotients we treat all
three series simultaneously: For

n=
()
n
n!
we thus get the ratio
_
a
n+
a
n
_ =

()
n+
(n+)!
()
n
n!

n+
(n+)!

n
n!
=

n+
(n+)!

n
n!
=

n+
(n + )!
n!

n
=

n
n!
(n + )n!
n
=

n +
.
As lim
n

n +
= < , we conclude by the ratio test that this series converges.
Since

n=
()

n
n!
= ()

n=

n
n!
this is just a scalar multiple of

n=

n
n!
and scalar multiples do not aect

convergence. erefore, we can conclude

n=
()

n
n!
converges. Hence by the argument above we conclude

n=
()
n
n!
must converge as well. erefore if we have a series with negative terms, we can determine the
convergence using the ratio test on the absolute value of the series. In fact the proof of this statement is the
same as the proof of the ratio test, but using |a
n
| instead of a
n
.
EXERCISES
Determine whether the following series converge or
diverge. You may use the integral test, direct compar-
ison, limit comparison, or the ratio test.
.

n=

n
.

n=
l n(n)
n
.

n=

n
.

n=

n
n

n=
n
n

+
.

n=

n
n

+
.

n=
sin_

n
_
.

n=

n
n

n
.

n=
n
n
n
.

n=
n

n
.

n=
n

n!

4
-
Working with Power Series
In this chapter we nally see the reason why we were bothering with series. Apower series is a series involving
powers of x, thus as long as it converges we obtain a series value for every x-value. In other words: the series
describes a function. Such a function might not look as nice as the functions you have seen so far, but in fact
has many advantages. By calculating partial sums we can approximate the value of the function. (is is in
fact how your calculator evaluates functions such as sine or logarithm. When you press sine there is no little
man in the calculator measuring the length among the circle; instead power series is evaluated.)
We have seen in the main textbook that Power series have an (possibly innite) interval, centered around
the center of the series (thats why its called center), in which they are converging (absolute value of ratio
< ). ey diverge outside the closed interval. (In this course we ignore the behavior at the end points.)
Power Series as Polynomials
Power series look a lot like polynomials. We therefore would like to treat themlike polynomials in fact this
is one of the main reasons for using power series. Before we can do so, however we will have to establish that
this is a valid thing to do, for example we have to show that adding two power series gives the same result as
adding the coecients o the power series:

n=
a
n
+

n=
b
n
=

n=
(a
n
+ b
n
)
If we only had nite sums this would be immediately clear, the law of commutativity tells us that the result is
the same. is is something you are probably using without actually thinking about it because you learned it
as soon as you learn the addition of numbers.
Surprisingly (though you will see more examples of such behavior in advanced calculus), this is far more
dicult for innite sums. e problemis basically that the lawof commutativity only lets us move numbers in
addition by nitely many places, but we need to move theminnitely many places. at can cause diculties,
because it potentially allows us to keep a particular summand for later addition in perpetuity, thus changing
the value of any nite approximation (and thus also the value of the sum). e following example illustrates
this in a particular case.
EXAMPLE 1
What value should the innite sum
+ + + + +

have?
Solution Let us rst note that it is not clear whether this innite series actually converges. What we will
be doing now therefore is also an illustration of the need to prove convergence.
What we will be doing looks rather harmless at rst sight. We will simply change the order of addition,
by introducing pairs of parentheses in the sum. is changes the order of addition and is equivalent to rear-
ranging the terms of this series. In each of the cases we can then evaluate the sum easily:
+ + + = ( ) + ( ) + ( ) + = + + + + =
= + ( + ) + ( + ) + ( + ) + = + + + + =
is cannot be right (or the world is insane, a possibility which we do not want to consider here). In fact one
could do even worse things. We could group each with the + following three positions later and therefore
get the value of .
e root of the problem turns out to be the negative summands in between. If all were positive, we had
the sum + + +which clearly diverges. In such a case we say, that this series is not absolutely convergent.
e example shows, that rearrangement is not a valid operation for such a series.

Fortunately a theoremfromadvanced calculus tells us that this obstacle we observed here is the only one.
If the series converges absolutely, i.e. it would converge even if all minuses were replaced by pluses, we are
permitted to rearrange.
THEOREM 1 The Rearrangement Theorem for Absolutely Convergent Series
Suppose that

n=
a
n
converges absolutely, i.e.

n=
|a
n
| converges as well, and b

, b

, . . . , b
n
, . . . is any arrange-
ment of the sequence a
n
, then b
n
converges absolutely, and

n=
b
n
=

n=
a
n
is theorem is stated as eorem in the textbook on p. , a sketch of the proof is outlined on pg
exercise . We will be using this theorem in this lecture only to establish eorems - below.
For power series we are nowin luck: because of the ratio test (which we also could do with absolute values)
a power series converges absolutely inside its interval of convergence. We therefore are permitted to rearrange
its terms. In particular, when adding to a power series (centered at the same point) we can collect their terms
together in the same way as we would do for nite sums. We get the following important theorem:

Modern Physics has a method called Renormalization, which is essentially about such reordering.

THEOREM 2 Term-by-Term Summation for Power Series

Suppose that f (x) =

n=l
c
n
(x a)
n
and g(x) =

n=
d
n
(x a)
n
are two power series, both centered at the
same point a, and that b is chosen inside the interval of convergence of both f and g. (us f (b) and g(b)
are both absolutely convergent series.) en
f (b) + g(b) =

n=
(c
n
+ d
n
)(b a)
n
We write that
f (x) + g(x) =

n=
(c
n
+ d
n
)(x a)
n
for x inside the interval of convergence for both series.
EXAMPLE 2
Let f (x) =
n
x
n
n
and g(x) =
n
x
n
n!
. Determine the common interval of convergence for both series and
write for x inside this interval f (x) + g(x) as a single sum.
Solution
e same holds for products. Again, once we are permitted to rearrange terms, we can take the same
process as used for multiplying polynomials, and generalize it to the case of power series, as long as long as
we are inside the interval of convergence. e resulting formula is in fact the same as holds for the general
multiplication of polynomials. (In the textbook this is theorem on p. .)
THEOREM 3 Term-by-Term Multiplication for Power Series
Suppose that f (x) =

n=l
c
n
(x a)
n
and g(x) =

n=
d
n
(x a)
n
are two power series, both centered at the
same point a, and that b is chosen inside the interval of convergence of both f and g. en
f (b) g(b) =

n=

k=
c
k
d
nk

(b a)
n
We write that
f (x) g(x) =

n=

k=
c
k
d
nk

(x a)
n
for x inside the interval of convergence for both series.
Proof To simplify notation we assume that a = . (e general proof works the same way by replacing x

by x a, but this is more messy to write down.) We multiply out:

{c

+ c

+ c

+ ) {d

+ d

+ d

+ )
= c

{d

+ d

+ d

+ ) + c

{d

+ d

+ d

+ )
+c

{d

+ d

+ d

+ ) +
= c

+ c

+ c

+ + c

+ c

+
c

+ c

+
= c

x
+
+ c

x
+
+ c

x
+
+ + c

x
+
+ c

x
+
+
c

x
+
+ c

x
+
+
Now we collect the summands according to the power of x. is is where we need to rearrange the terms,
which is permitted because of the absolute convergence.
= (c

)
- - -
n=, k=
x

+ (c

+ c

)
-- -
n=, k=,
x

+ (c

+ c

+ c

)
- --
n=, k=,,
x

+
+(c

d
n
+ c

d
n
+ c

d
n
+ + c
n
d

)
-- -
k=,,,...,n
x
n
+
EXAMPLE 3
Let f (x) =
n
x
n
n
and g(x) =
n
x
n
n!
. For x inside the common interval of convergence, write f (x) g(x) as
a sum.
Solution
Since we are doing calculus, we dont only want to do arithmetic with power series, but also dierentiate
and integrate. Two theorems from advanced calculus state, that this also can be done, as one would do it for
polynomials:
THEOREM 4 The Term-by-Term Differentiation Theorem
Let f (x) =

n=
c
n
(x a)
n
. en f (x) is dierentiable for x inside the interval of convergence, and we have
that
f

(x) =
d
dx
f (x) =

n=
nc
n
(x a)
n
,
and this derived series converges (absolutely).
Notice that the series now begins with n = because the derivative of the constant term is zero.

THEOREM 5 The Term-by-Term Integration Theorem

Let f (x) =

n=
c
n
(x a)
n
. en for any x inside the interval of convergence of this series also the series
F(x) =

n=
c
n
(x a)
n+
n +
converges (absolutely), and we have that
d
dx
F(x) = f (x). erefore f (x) has an antiderivative, and

f (x)dx =

n=
c
n
(x a)
n+
n +
+ C
is establishes that inside the interval of convergence, we can treat power series just like polynomials.
A power series as solution to a differential equation
To give you a real world example consider the Bessel functions

. ese functions rst arose insolving Keplers

equations for planetary motion. Since that time these functions have been applied in many dierent physical
situations for example the temperature distribution in a circular plate.
EXAMPLE 4 The Bessel function
We dene the Bessel function of order as
J

(x) =

n=
()
n
x
n

n
(n!)

What is its interval of convergence?

Solution To nd the interval of convergence, set a
n
= ()
n
x
n
](
n
(n!)

). en
_
a
n+
a
n
_ =

()
n+
x
(n+)

(n+)
((n + )!)

n
(n!)

()
n
x
n

=
|x|

(n + )

<
us the series converges for all real x, the Bessel function is dened on the whole real axis.
If we want to see howthe Bessel function looks we can start looking at the approximations given by partial
sums:
s

(x) =
x

, s

(x) =
x

+
x

, s

(x) =
x

+
x

, s

(x) =
x

+
x

+
x

as shown below. e second graph is the full Bessel function J

(x).
As we have absolute convergence within the interval of convergence (and thus may reorder terms!) we
can treat arithmetic with power series in the same way as arithmetic with polynomials (i.e. sum up term-
wise or form the product from partial sums), which anyhow looks like the natural thing to do. We also see

Friedrich Bessel, German astronomer, -

Degree=2
Degree=4
Deg=6
Deg=8
that we can calculate derivative and anti-derivative of a power series very easily while in general calculating
anti-derivatives is hard.
Later we will see that we can express solutions to dierential equations easily in terms of power series.
EXAMPLE 5 The Bessel function as solution for a differential equation
In continuation of the previous example, we want to see that the Bessel function J

(x) is a solution to the

dierential equation
x

(x) + xy

(x) + x

y(x) =
Solution For this, we calculate the rst two derivatives (note that we can leave out the n = term in the
derivatives):
J

(x) =

n=
()
n
x
n

n
(n!)

, J

(x) =

n=
()
n
n x
n

n
(n!)

, J

(x) =

n=
()
n
n(n )x
n

n
(n!)

and multiply appropriately (doing an index-shi to have all three series start at n = ) to get
x

(x) =

n=
()
n
x
n+

n
(n!)

n=
()
(n+)
x
(n+)

((n+))
((n + ) )!)

m = n +
=

m=
()
m
x
m

(m)
((m )!)

,
as well as:
xJ

(x) =

n=
()
n
n x
n

n
(n!)

, x

(x) =

n=
()
n
n(n )x
n

n
(n!)

and therefore (collecting according to powers of x

n
):
x

+ xJ

+ x

n=
()
n
_

(n)
((n )!)

+
n

n
(n!)

+
n(n )

n
(n!)

_x
n
=

n=
()
n
n

+ n + n(n )

n
(n!)

x
n
=

n=
()
n

n
(n!)

x
n
=
is veries that the Bessel function is a solution to the given dierential equation.
ere are many other so-called special functions, dened as power series, which occur in applications.
Expressing known functions as power series
To be able to work with power series and ordinary functions, the next big question then is how to translate
between traditional functions, given by a formula, and power series.
We can do some cases using partial fractions and geometric series.
EXAMPLE 6 Power series for rational functions
Determine a power series for

x

+ x

.
Solution In a partial fraction decomposition, we write

+ x

=

(x )(x + )

=

x


x +


(x + )

en we note that (by geometric series):

x
= x x

x +
=

x +

+ =

n=
()
n

n+
x
n
For the power series for

(x + )

, remember that


(x + )

dx =

x +
, we can thus get a series for

(x + )

by term-by-term dierentiation of a series for

x +
(which we know already):

(x + )

=
d
dx

x +
=
d
dx

n=
()
n

n+
x
n
=

n=
(

)
n+
nx
n
= (

+ (

x + (

+ (

+
=

x +

Note that one could get this result also by multiplying the series for

x+
with itself, using the formula for products:

(x + )

= _

_ + _

_ x + _

_ x

+_

_ x

+
=

x +

+
by geometric series and multiplication (remember reindexing!)
In summary we get that

+ x

+ .
e general case will have to wait for the next chapters.
EXERCISES
I. Determine a power series for

(x + )(x )
.
2. Determine a power series for

(x )

from a
power series for its antiderivative.
3. Determine the rst four terms of a power series
for

(x )

, by multiplication. Compare with the re-

sult of problem .
4. We know that
d
dx
ln( +x) =

+ x
. Determine a
power series for

+ x
, and use term-wise integration
to obtain a power series for ln( + x).

3
-
Taylor polynomials as function
approximations
One of the principal uses of Taylor polynomials is to approximate functions. e key to this is the formula
for the error term. Let us recall the formula:
Let f be a function that is innitely oen dierentiable and M be a positive constant such that
f
(n+)
(t) M for all t between x and a, then the remainder term R
n
(x) = f (x) = T
n
(x) in
Taylors eorem satises
|R
n
(x)| M
|x a|
n+
(n + )!
.
If f is well-behaved (essentially any function you will consider in calculus is), then for each nite interval
there will be one (possibly very large) value of M, such that f
(n+)
(t) M for every n. e reason for this is,
that otherwise higher derivatives of f must have larger and larger values, and therefore oscillate rather wildly.
e remainder estimate however then is essentially
|x a|
n
(n + )!
. From the study of series we remember that
n! grows faster

than x
n
. us the error becomes smaller and smaller, the larger n gets.
Vice versa, for a xed n we can make the error arbitrary small, by choosing x to be close to the center a.
is principle is fundamental to applications in Physics and Engineering:
Approximation principle for well-behaved functions
If f is a well-behaved function, and T
n
the Taylor polynomial for f of degree n centered at a, then the function
T
n
(x) is an approximation for f (x). e approximation quality gets better, the larger n is and the closer x is
to a.
For values of x very close to a the linear approximation T

(x) is oen suciently good.

We ilustrate this principle in the case of deciding which function is largest:

Once n > x the subsequent factors in n! are larger than the factors in x
n

EXAMPLE 1 Using Power Series to Approximate Functions

Suppose we wish to compare the values of functions
x
x
, sin(x), and e
x
for small (positive) values of x.
Which function is largest?
Solution We begin expressing each of these functions as power series, centered at a = :
x
x
= x(

x
) = x

n=
x
n
=

n=
x
n+
= x + x

+ x

+
sin(x) =

n=
()
n
x
n+
(n + )!
= x
x

!
+
x

!

e
x
=

n=
x
n
n!
=

n=
x
n
n!
= x +
x

!
+
x

!
+
We see that all three functions agree on the Taylor approximations T

(x) and T

(x), thus we need to consider

at least T

(x). We get the following approximations:

x
x
x + x

sin(x) x
e
x
x +
x

For positive values of x, we then note that x + x

> x +
x

> x, thus for small values of x we have that

x
x
> e
x
> sin(x).
A look at the graph veries this result: e graph for x |...| shows that for even smaller values of x
x
x
sin x
e
x
x
x
sin x
e
x
x
x
sin x
e
x
the graphs are almost identical, this is a consequence of the fact that the linear approximation of all three
functions is the same. Of course, for larger values of x the behaviour can be quite dierent, as the third graph
shows.

EXERCISES
I. By looking at their Taylor series, decide which of
the following functions is largest, and which smallest
for x near :
e
x
,

x
,

x
2. Consider the power series
W(x) =

n=
(n)
n
n!
x
n
.
a) Determine the interval (open interval: you do not
need to decide on the behavior at the end points) of
convergence for W(x). You may use without proof
that lim
n
_
n
n +
_
n+
=

e
b) Calculate a power series for W

(x).
c) Let I = |, .|. You are given the information, that
for the second derivative W
()
(x) for x I.
Using the formula for the error termof a Taylor poly-
nomial, showthat |W(x) x| x

(and thus x x

W(x) x + x

) for x I.

-
Homework Assignments
EXERCISES
8.2.A Evaluate the integrals

sin

x cos

xdx

sin

x cos

xdx
7.I.A Let f (x) =

x +

. Find the inverse f

(x)
and identify the domain and range of f

. As a check,
show that f (f

(x)) = f

(f (x)) = x.
7.I.B Let f (x) = (x )

. Show that f is one-to-

one on R. Find a formula for d f

]dx at x = using
theorem .
7.6.A Given that = arccos(]), nd sin , tan
and sec .
7.6.B Simplify the expression tan(arcsin(x])).
7.6.C Evaluate the integrals

x
dx

dr
7.2.A Dierentiate:
d
dx
ln_
cos x

+ (x )

_
7.2.B Evaluate the integrals

(ln x)

x
dx

(x )
x + x

dx
7.3.A Evaluate the integrals

e
t

e
t
dt

t
t

dt
7.4.A Verify that the function e
x
(x )

is a so-
lution to the initial value problem
(x )y

+ xy = , y() =

7.4.B Solve the separable dierential equation

y

_
x

= xy
7.4.C When cane sugar is dissolved in water, it con-
verts to invert sugar over time. e amount f (t) of
unconverted cane sugar at time t decreases, follow-
ing the dierential equation f

= .f . Suppose we
start with a solution containing g of cane sugar.
How much cane sugar remains aer hours? aer
hours?
How long will it take, until only g of cane sugar re-
mains?

8.0.A Evaluate the integrals

x
x
dx

x +
dx
8.I.A Evaluate the integrals

ln xdx

arccos tdt
8.3.A Evaluate the integrals

( + x

dx

( x

dx
8.4.A Expand the quotient
x +
(x )(x

+ )
by partial fractions.
8.4.B Evaluate the integral

(x )

(x )
dx
8.7.A Evaluate the improper integral

(x + )

dx
I0.I.A Find a formula for the terms of the following
sequences:
, , , , , . . .

, . . .
I0.I.B Give an N]-proof, that the sequence a
n
=
n
+ n
converges to .
I0.7.A Determine the open (i.e. ignoring the behav-
ior at the endpoints) interval of convergence for

n=
x
n+
n +

n=
(x )
n

I0.7.B Consider the power series

f (x) = x
x

+
x

+
i) determine the (open, ignoring endpoints) interval,
in which f (x) converges.
ii) Determine its term-by-teem derivative f

(x).
iii) Determine the value of f

(x) as a fraction (Hint:

Geometric series).
iv) Give a formula for the value of f (x), using an an-
tiderivative of the function found in iii)
I0.7.C Determine a power series for

( + x

.
I0.7.D We know that
d
dx
ln( + x) =

+ x
. Deter-
mine a power series for

+ x
, and use term-wise in-
tegration to obtain a power series for ln( + x).
I0.8.A Find the rst four terms of a Taylor series
about a = for
sin(x)
x
I0.8.B Determine the Taylor series for f (x) =

x about a = .
I0.9.A Determine a Power series for the following
functions about a = :
f (x) = x

e
x

f (x) = cos(

x)
f (x) = sin

(x) =
cos(x)

I0.9.B Identify the following functions from their

Taylor series about a =
+ x

+
x

!
+
x

!
+
x

!
+
x +

+
x

+
x

I0.9.C We approximate sin(x) by x
x

on the in-
terval |, |. What estimate can you make for the er-
ror?
Suppose we want to approximate sin(x) on the inter-
val |, | with an error of at most

, what degree
Taylor polynomial do we need to choose?
I0.9.D By looking at their Taylor series, decide
which of the following functions is largest, and which
smallest for x near :
e
x
,

x
,

x
I0.I0.A Find a power series solving the dierential
equation
y

y = x
under the initial condition y() = . Identify the so-
lution as a function.
I0.I0.B Find a power series solving the dierential
equation
y

+ y =
under the initial conditions y() = , y

() = . Iden-
tify the solution as a function.
II.2.A Calculate the arc length of ln(cos(x)) from
to

.
II.3.A Convert the equation of the curve
r =

cos
into cartesian coordinates
II.3.B Convert the equation of the curve
xy =
into polar coordinates
II.4.A Find the points of intersection of the polar
curves
r = + sin , r = sin
II.3.A Sketch the curves r

= + sin and r

=
+ cos .
Determine the area inside the curve r

= + sin
but outside the curve r

= + cos .
A.7.A Determine all complex h roots of .
A.7.B Calculate

+i

A.7.C Determine all complex roots of the equation

x

+ x

+ =