Difference between revisions of "The Divergence and Integral Tests"
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− | + | ===Theorem (p-series)=== | |
− | + | The p-series <math>\sum_{n=1}^{\infty} \frac{1}{n^p}</math> converges for <math>p>1</math> and diverges for <math>0<p\le 1</math>. [Note: We have technically only defined this series for p rational. However, the theorem is still valid when p is irrational, for the same reasons] | |
− | + | ====Proof==== | |
− | + | First we'll consider the special cases <math>p = 1, p = 2</math>, and then obtain the general result from these. | |
+ | *If p = 1, let <math>x_n</math> be the greatest power of 2 less than <math>\frac{1}{n}</math>. That is, <math>(x_n) = (\frac{1}{2}, \frac{1}{4},\frac{1}{4}, \frac{1}{8}, \frac{1}{8},\frac{1}{8},\frac{1}{8},\dots)</math>. | ||
− | + | Grouping like terms together, <math>\sum_{i=1}^{\infty} x_n</math><math> = \sum_{i=0}^{\infty}(\sum_{j=2^i}^{2^{i+1}-1}x_j) </math><math> = \sum_{i=0}^{\infty}(\sum_{j=2^i}^{2^{i+1}-1} \frac{1}{2^{i+1}}) </math><math>= \sum_{i=1}^{\infty} \frac{1}{2}</math>, which diverges. | |
− | + | By definition, <math>x_n < \frac{1}{n}</math>, so by the comparison test <math> \sum_{n=1}^{\infty} \frac{1}{n}</math> diverges. | |
− | |||
− | + | *If p = 2, let <math>x_n = \frac{1}{n(n-1)} = \frac{1}{n-1} - \frac{1}{n}</math> if n>1 and 1 if n=1. | |
− | + | Using the theorem on telescoping series, <math>\sum_{n=1}^{\infty} x_n</math><math> = 1 + \sum_{n=2}^{\infty}(\frac{1}{n-1} - \frac{1}{n})</math><math> = 1 + 1 - \lim_{n\rightarrow\infty}(1/n) = 2</math> | |
− | + | By definition, <math>x_n > \frac{1}{n \cdot n} = \frac{1}{n^2}</math>, so by the comparison test <math>\sum_{n=1}^{\infty} \frac{1}{n^2}</math> converges as well. | |
− | |||
− | + | *If 0 < p < 1, then <math>\frac{1}{n^p} > \frac{1}{n}</math>. By the comparison test <math>\sum_{n=1}^{\infty} \frac{1}{n^p}</math> diverges. | |
− | |||
− | + | ==Limit Test== | |
+ | The limit test essentially tells us whether or not the series is a candidate for being convergent. It is as follows: | ||
− | + | <blockquote style="background: white; border: 1px solid black; padding: 1em;"> | |
+ | :'''Limit Test for Convergence''' | ||
+ | :If a series <math>S= \sum_{n}^{\infty}{s_n}</math> and if <math>\lim_{n \rightarrow \infty}{s_n} \neq 0</math> the series must be divergent. If the limit is zero, the test is inconclusive and further analysis is needed. | ||
+ | </blockquote> | ||
− | [https://youtu.be/f9SJz4-UaQQ | + | This follows because if the summand does not approach zero, when <math>n</math> becomes very large, <math>s_n</math> will be close to the non-zero <math>L</math> and the series will start behaving like an arithmetic series; remember that arithmetic series never converge. |
+ | |||
+ | However, one should not misuse this test. This is a ''test for divergence'' and not convergence. A series fails this test if the limit of the summand is zero, not if it is some non-zero <math>L</math>. If the limit is zero, you will need to do other tests to conclude that the series is divergent or convergent. | ||
+ | |||
+ | ===Example 1=== | ||
+ | |||
+ | Determine whether or not the series | ||
+ | |||
+ | <math>\sum_{n=0}^{\infty}{\frac{n+1}{n}}</math> | ||
+ | |||
+ | is divergent or if the limit test fails. | ||
+ | |||
+ | ===Solution=== | ||
+ | |||
+ | Because | ||
+ | |||
+ | <math>\lim_{n \rightarrow \infty}{\frac{n+1}{n}}=1</math> | ||
+ | |||
+ | the limit is not zero and so the series is divergent by the limit test. | ||
+ | |||
+ | ===Example 2=== | ||
+ | |||
+ | Determine whether or not the series | ||
+ | |||
+ | <math>\sum_{n=0}^{\infty}{\frac{n^2+5n+6}{3n^2+1}}</math> | ||
+ | |||
+ | is divergent or if the limit test fails. | ||
+ | |||
+ | ===Solution=== | ||
+ | |||
+ | Because | ||
+ | |||
+ | <math>\lim_{n \rightarrow \infty}{\frac{n^2+5n+6}{3n^2+1}}= \frac{1}{3}</math> | ||
+ | |||
+ | the limit is not zero and so the series is divergent by the limit test. | ||
+ | |||
+ | ===Example 3=== | ||
+ | |||
+ | Determine whether or not the series | ||
+ | |||
+ | <math>\sum_{n=0}^{\infty}{\frac{n^2+5n+6}{n^3}}</math> | ||
+ | |||
+ | is divergent or if the limit test fails. | ||
+ | |||
+ | ===Solution=== | ||
+ | |||
+ | Because | ||
+ | |||
+ | <math>\lim_{n \rightarrow \infty}{\frac{n^2+5n+6}{n^3}}= 0</math> | ||
+ | |||
+ | the limit ''is'' zero and so the test is inconclusive. Further analysis is needed to determine whether or not the series converges or diverges. | ||
+ | |||
+ | ==Integral Test== | ||
+ | |||
+ | The next test for convergence for infinite series is the '''integral test'''. The integral test utilizes the fact that an integral is essentially an Riemann Sum—which is itself an infinite sum—over an infinite interval which is useful because integration is relatively straight forward and familiar. | ||
+ | |||
+ | The test is as follows: | ||
+ | |||
+ | <blockquote style="background: white; border: 1px solid black; padding: 1em;"> | ||
+ | :'''Integral Test for Convergence and Divergence''' | ||
+ | :If a series <math>S= \sum_{n=j}^{\infty}{s_n}</math>, and if the discrete function <math>s(n)</math> is continuous and decreasing on the interval <math>[j, \infty)</math> then if | ||
+ | # <math>\int_{j}^{\infty}{s(n)dn}</math> is convergent, so is <math>S</math> | ||
+ | # <math>\int_{j}^{\infty}{s(n)dn}</math> is divergent, so is <math>S</math> | ||
+ | </blockquote> | ||
+ | |||
+ | Let us look at why this this test works. As an example, we'll use the '''harmonic series''' <math>\sum_{n=1}^{\infty}{\frac{1}{n}}</math>. The harmonic series is well known series that actually happens to be divergent. This series actually passes the limit test, however it does not pass the integral test. If we want to approximate the integral, we can use rectangles like in a Riemann Sum: | ||
+ | <center> | ||
+ | [[File:Righthand-Riemann-Sum-Integral-Test.svg|500px]] | ||
+ | </center> | ||
+ | |||
+ | Note that this right-handed method will always under approximate the integral (assuming that the function is decreasing on our selected interval). This implies that if the right-handed sum is equal to the actual infinite series, then the integral itself must be greater than the sum. This can help show convergence, because if the integral from the starting point to infinity is convergent, then by the comparison test the original function on that interval must also be convergent. And so we can see that the integral test is actually a "special case" of the comparison test. | ||
+ | |||
+ | But what about divergence? This case is also satisfied—if we use a left-handed approximation instead of a right handed one, we see that we again attain the original series, however there is an important difference: | ||
+ | <center> | ||
+ | [[File:Lefthand-Reimann-Sum-Integral-Test.svg|500px]] | ||
+ | </center> | ||
+ | The key difference, in this case, is that the integral becomes an under approximation for the series, and we can use the new "series" of the integral to show divergence with the comparison test. | ||
+ | |||
+ | This test is useful but is unfortunately only useful on functions that can be integrated ''and'' are decreasing in size. The latter may seem like a trivial and unnecessary addition, however consider how this test works; it relies on the fact that the integral of a function decreasing on an interval will always yield an under/over approximation of a series; if the function is not decreasing everywhere on the interval, the integral will not necessarily yield an under/over approximation every time. | ||
+ | |||
+ | ===Example 1=== | ||
+ | |||
+ | Use the integral test to determine if the following series is convergent or divergent: | ||
+ | |||
+ | <math>\sum_{n=1}^{\infty}{\frac{1}{n^2}}</math> | ||
+ | |||
+ | ===Solution=== | ||
+ | |||
+ | The improper integral from <math>1</math> returns <math>\lim_{x \rightarrow \infty} \frac{-1}{n} - \frac{-1}{(1)}</math>. The limit of the first term is zero, and so because the integral converges the series does too. | ||
+ | |||
+ | ===Example 2=== | ||
+ | |||
+ | Determine if the series <math>\sum_{x=1}^{\infty}{\frac{x^2+1}{x}}</math> converges or diverges. | ||
+ | |||
+ | ===Solution=== | ||
+ | |||
+ | This series does not pass the first requirement that the series is decreasing over the desired interval; <math>\lim_{x \rightarrow \infty}{\frac{x^2+1}{x}}=\infty</math>. Applying the integral test would still show the series' convergence. | ||
+ | |||
+ | ===Example 3=== | ||
+ | |||
+ | Determine if the series <math>\sum_{n=1}^{\infty}{\frac{1}{(n-3)^2+1}}</math> converges or diverges. | ||
+ | |||
+ | ===Solution=== | ||
+ | However, this series is not decreasing everywhere on the interval. However, it has a relative maximum at <math>n=1</math>, after which it does decrease forever. And so we can | ||
+ | write this series as <math>\sum_{n=1}^{2}{\frac{1}{(n-3)^2+1}} + \sum_{n=3}^{\infty}{\frac{1}{(n-3)^2+1}}</math>. Integrating the function yields the improper integral <math>\tan^{-1}(n-3)</math> from <math>3</math> to infinity, which converges, and so the series converges too. | ||
+ | |||
+ | ==Resources== | ||
+ | ===The Divergence Test=== | ||
+ | * [https://www.youtube.com/watch?v=4vGr104Qpj4 The Nth Term Divergence Test] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=isIs1-Rdpv0 The Nth Term Divergence Test (Rational)] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=5ciNNv2eL6k The Nth Term Divergence Test (Geometric)] Video by James Sousa, Math is Power 4U | ||
+ | * [https://youtu.be/DcduHCJuiWk Test for Divergence for Series, Two Examples] Video by Patrick JMT | ||
+ | * [https://youtu.be/e50wqj2Y-18 The nth Term Test, Divergence Test, Zero Test] Video by Krista King | ||
+ | * [https://youtu.be/nC_IU1IzzS4 Divergence Test For Series] Video by The Organic Chemistry Tutor | ||
+ | |||
+ | ===The Integral Test=== | ||
+ | * [https://www.youtube.com/watch?v=qQlnPrpwKY8 The Integral Test] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=Lla2xi6W8cQ Infinite Series - The Integral Test] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=tXOMw8sVnKY Integral Test Example Rational Function] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=GeM-KGovJi0 Integral Test Example Rational Function] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=YqGuL3kFp04 Integral Test Example Radical Function] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=Jxu-ggQU-Bc Integral Test Example Exponential Function] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=xTA0eb6USl0 Integral Test Example Involving Arctangent] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=1riNZY-8ATM Integral Test Example Involving Integration by Parts] Video by James Sousa, Math is Power 4U | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=gvZ7UIaC50M Integral Test - Basic Idea] Video by Patrick JMT | ||
+ | * [https://www.youtube.com/watch?v=XHUxLLu_c_0 Integral Test for Series Example 1] Video by Patrick JMT | ||
+ | * [https://www.youtube.com/watch?v=f0hGrW6_weo Integral Test for Series Example 2] Video by Patrick JMT | ||
+ | * [https://www.youtube.com/watch?v=TZAmpPZ4DH4 Integral Test to Evaluate Series Ex 1] Video by Patrick JMT | ||
+ | * [https://www.youtube.com/watch?v=MvfCLjfz-cc Integral Test to Evaluate Series Ex 2] Video by Patrick JMT | ||
+ | * [https://www.youtube.com/watch?v=xHaV9Ambgqc Integral Test to Evaluate Series Ex 3] Video by Patrick JMT | ||
+ | * [https://www.youtube.com/watch?v=_KDtZ5wRq8Q Integral Test to Evaluate Series Ex 4] Video by Patrick JMT | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=qiwGXzbans4 How to Use the Integral Test] Video by Krista King | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=f9SJz4-UaQQ Integral Test for Series] Video by The Organic Chemistry Tutor | ||
+ | |||
+ | ===The p-Series Test=== | ||
+ | * [https://en.wikibooks.org/wiki/Real_Analysis/Series Series], Wikibooks: Real Analysis | ||
+ | * [https://www.youtube.com/watch?v=gB43EA9659c The p-Series Test] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=L3eqCqzBH1I Infinite Series - The p-Series Test] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=YOy72v7IwuM The p-Series Test Example 1] Video by James Sousa, Math is Power 4U | ||
+ | * [https://www.youtube.com/watch?v=Ehq3QwGVidU The p-Series Test Example 2] Video by James Sousa, Math is Power 4U | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=w9fC8RaklhA The p-Series Test] Video by Patrick JMT | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=koZR5uEBkdQ The p-Series Test] Video by Krista King | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=x621rtIwb_4 The p-Series Test] Video by The Organic Chemistry Tutor | ||
+ | |||
+ | ===The Remainder Estimate for the Integral Test=== | ||
+ | * [https://www.youtube.com/watch?v=sVQdVA-icGA Remainder Estimate for the Integral Test] Video by Patrick JMT | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=93-zn9jY-78 Estimating the Error/Remainder of a Series] Video by Krista King | ||
+ | |||
+ | * [https://www.youtube.com/watch?v=vaU5DDcTfZk Remainder Estimate for the Integral Test] Video by The Organic Chemistry Tutor | ||
+ | |||
+ | ==Licensing== | ||
+ | Content obtained and/or adapted from: | ||
+ | * [https://en.wikibooks.org/wiki/Real_Analysis/Series Series, Wikibooks: Real Analysis] under a CC BY-SA license | ||
+ | * [https://en.wikibooks.org/wiki/Calculus/Integral_Test_for_Convergence Integral Test for Convergence, Wikibooks: Calculus] under a CC BY-SA license | ||
+ | * [https://en.wikibooks.org/wiki/Calculus/Limit_Test_for_Convergence Limit Test for Convergence, Wikibooks: Calculus] under a CC BY-SA license |
Latest revision as of 13:15, 29 October 2021
Theorem (p-series)
The p-series converges for and diverges for . [Note: We have technically only defined this series for p rational. However, the theorem is still valid when p is irrational, for the same reasons]
Proof
First we'll consider the special cases , and then obtain the general result from these.
- If p = 1, let be the greatest power of 2 less than . That is, .
Grouping like terms together, , which diverges.
By definition, , so by the comparison test diverges.
- If p = 2, let if n>1 and 1 if n=1.
Using the theorem on telescoping series,
By definition, , so by the comparison test converges as well.
- If 0 < p < 1, then . By the comparison test diverges.
Limit Test
The limit test essentially tells us whether or not the series is a candidate for being convergent. It is as follows:
- Limit Test for Convergence
- If a series and if the series must be divergent. If the limit is zero, the test is inconclusive and further analysis is needed.
This follows because if the summand does not approach zero, when becomes very large, will be close to the non-zero and the series will start behaving like an arithmetic series; remember that arithmetic series never converge.
However, one should not misuse this test. This is a test for divergence and not convergence. A series fails this test if the limit of the summand is zero, not if it is some non-zero . If the limit is zero, you will need to do other tests to conclude that the series is divergent or convergent.
Example 1
Determine whether or not the series
is divergent or if the limit test fails.
Solution
Because
the limit is not zero and so the series is divergent by the limit test.
Example 2
Determine whether or not the series
is divergent or if the limit test fails.
Solution
Because
the limit is not zero and so the series is divergent by the limit test.
Example 3
Determine whether or not the series
is divergent or if the limit test fails.
Solution
Because
the limit is zero and so the test is inconclusive. Further analysis is needed to determine whether or not the series converges or diverges.
Integral Test
The next test for convergence for infinite series is the integral test. The integral test utilizes the fact that an integral is essentially an Riemann Sum—which is itself an infinite sum—over an infinite interval which is useful because integration is relatively straight forward and familiar.
The test is as follows:
- Integral Test for Convergence and Divergence
- If a series , and if the discrete function is continuous and decreasing on the interval then if
- is convergent, so is
- is divergent, so is
Let us look at why this this test works. As an example, we'll use the harmonic series . The harmonic series is well known series that actually happens to be divergent. This series actually passes the limit test, however it does not pass the integral test. If we want to approximate the integral, we can use rectangles like in a Riemann Sum:
Note that this right-handed method will always under approximate the integral (assuming that the function is decreasing on our selected interval). This implies that if the right-handed sum is equal to the actual infinite series, then the integral itself must be greater than the sum. This can help show convergence, because if the integral from the starting point to infinity is convergent, then by the comparison test the original function on that interval must also be convergent. And so we can see that the integral test is actually a "special case" of the comparison test.
But what about divergence? This case is also satisfied—if we use a left-handed approximation instead of a right handed one, we see that we again attain the original series, however there is an important difference:
The key difference, in this case, is that the integral becomes an under approximation for the series, and we can use the new "series" of the integral to show divergence with the comparison test.
This test is useful but is unfortunately only useful on functions that can be integrated and are decreasing in size. The latter may seem like a trivial and unnecessary addition, however consider how this test works; it relies on the fact that the integral of a function decreasing on an interval will always yield an under/over approximation of a series; if the function is not decreasing everywhere on the interval, the integral will not necessarily yield an under/over approximation every time.
Example 1
Use the integral test to determine if the following series is convergent or divergent:
Solution
The improper integral from returns . The limit of the first term is zero, and so because the integral converges the series does too.
Example 2
Determine if the series converges or diverges.
Solution
This series does not pass the first requirement that the series is decreasing over the desired interval; . Applying the integral test would still show the series' convergence.
Example 3
Determine if the series converges or diverges.
Solution
However, this series is not decreasing everywhere on the interval. However, it has a relative maximum at , after which it does decrease forever. And so we can write this series as . Integrating the function yields the improper integral from to infinity, which converges, and so the series converges too.
Resources
The Divergence Test
- The Nth Term Divergence Test Video by James Sousa, Math is Power 4U
- The Nth Term Divergence Test (Rational) Video by James Sousa, Math is Power 4U
- The Nth Term Divergence Test (Geometric) Video by James Sousa, Math is Power 4U
- Test for Divergence for Series, Two Examples Video by Patrick JMT
- The nth Term Test, Divergence Test, Zero Test Video by Krista King
- Divergence Test For Series Video by The Organic Chemistry Tutor
The Integral Test
- The Integral Test Video by James Sousa, Math is Power 4U
- Infinite Series - The Integral Test Video by James Sousa, Math is Power 4U
- Integral Test Example Rational Function Video by James Sousa, Math is Power 4U
- Integral Test Example Rational Function Video by James Sousa, Math is Power 4U
- Integral Test Example Radical Function Video by James Sousa, Math is Power 4U
- Integral Test Example Exponential Function Video by James Sousa, Math is Power 4U
- Integral Test Example Involving Arctangent Video by James Sousa, Math is Power 4U
- Integral Test Example Involving Integration by Parts Video by James Sousa, Math is Power 4U
- Integral Test - Basic Idea Video by Patrick JMT
- Integral Test for Series Example 1 Video by Patrick JMT
- Integral Test for Series Example 2 Video by Patrick JMT
- Integral Test to Evaluate Series Ex 1 Video by Patrick JMT
- Integral Test to Evaluate Series Ex 2 Video by Patrick JMT
- Integral Test to Evaluate Series Ex 3 Video by Patrick JMT
- Integral Test to Evaluate Series Ex 4 Video by Patrick JMT
- How to Use the Integral Test Video by Krista King
- Integral Test for Series Video by The Organic Chemistry Tutor
The p-Series Test
- Series, Wikibooks: Real Analysis
- The p-Series Test Video by James Sousa, Math is Power 4U
- Infinite Series - The p-Series Test Video by James Sousa, Math is Power 4U
- The p-Series Test Example 1 Video by James Sousa, Math is Power 4U
- The p-Series Test Example 2 Video by James Sousa, Math is Power 4U
- The p-Series Test Video by Patrick JMT
- The p-Series Test Video by Krista King
- The p-Series Test Video by The Organic Chemistry Tutor
The Remainder Estimate for the Integral Test
- Remainder Estimate for the Integral Test Video by Patrick JMT
- Estimating the Error/Remainder of a Series Video by Krista King
- Remainder Estimate for the Integral Test Video by The Organic Chemistry Tutor
Licensing
Content obtained and/or adapted from:
- Series, Wikibooks: Real Analysis under a CC BY-SA license
- Integral Test for Convergence, Wikibooks: Calculus under a CC BY-SA license
- Limit Test for Convergence, Wikibooks: Calculus under a CC BY-SA license