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  • Quelle est la différence entre la convergence et la divergence ?

    La convergence signifie que deux moyennes mobiles se rejoignent, tandis que la divergence signifie qu'elles s'éloignent l'une de l'autre.
  • Comment calculer la convergence ?

    S'il existe une fonction f telle que : un = f (n) et si f admet une limite finie ou infinie en alors : On va donc gérer la recherche de la limite de (un) comme on gérerait la recherche de la limite de f en , mais en utilisant n comme variable. Donc (un) converge vers 0.
  • Comment expliquer la convergence ?

    ? convergence

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  • Si une série est convergente, alors S = Sn + Rn (pour tout n ? 0) et limn?+? Rn = 0. uk = Sn + Rn. Donc Rn = S ? Sn ? S ? S = 0 lorsque n ? +?.
Sequences and Series 11

Sequences and Series

Consider the following sum:

1 The dots at the end indicate that the sum goes on forever. Doesthis make sense? Can we assign a numerical value to an infinite sum? While at first itmay seem difficult or impossible, we have certainly done something similar when we talked about one quantity getting "closer and closer" to a fixed quantity. Here we couldask whether, as we add more and more terms, the sum gets closer and closer to some fixed value. That is, look at 1 2=12 3

4=12+14

7

8=12+14+18

15

16=12+14+18+116

and so on, and ask whether these values have a limit. It seems pretty clear that they do, namely 1. In fact, as we will see, it"s not hard to show that 1

2+14+18+116+···+12i=2i-12i= 1-12i

253

254Chapter 11 Sequences and Series

and then lim i→∞1-1

2i= 1-0 = 1.

There is one place that you have long accepted this notion of infinite sum without really thinking of it as a sum:

0.3333¯3 =3

10+3100+31000+310000+···=13,

for example, or

3.14159...= 3 +1

Our first task, then, to investigate infinite sums, calledseries, is to investigate limits of sequencesof numbers. That is, we officially call i=11 a series, while 1

2,34,78,1516,...,2i-12i,...

is a sequence, and i=11

2i= limi→∞2

i-12i, that is, the value of a series is the limit of a particular sequence. While the idea of a sequence of numbers,a1,a2,a3,...is straightforward, it is useful to think of a sequence as a function. We have up until now dealt with functions whose domains are the real numbers, or a subset of the real numbers, likef(x) = sinx. A sequence is a function with domain the natural numbersN={1,2,3,...}or the non-negative integers, Z ≥0={0,1,2,3,...}. The range of the function is still allowed to be the real numbers; in symbols, we say that a sequence is a functionf:N→R. Sequences are written in a few different ways, all equivalent; these all mean the same thing: a

1,a2,a3,...

{an}∞n=1 {f(n)}∞n=1 As with functions on the real numbers, we will most often encounter sequences that can be expressed by a formula. We have already seen the sequenceai=f(i) = 1-1/2i,

11.1 Sequences255

and others are easy to come by: f(i) =i i+ 1 f(n) =1 2n f(n) = sin(nπ/6) f(i) =(i-1)(i+ 2) 2i Frequently these formulas will make sense if thought of either as functions with domainR orN, though occasionally one will make sense only for integer values. Faced with a sequence we are interested in the limit lim i→∞f(i) = limi→∞ai.

We already understand

lim x→∞f(x) whenxis a real valued variable; now we simply want to restrict the "input" values to be integers. No real difference is required in the definition of limit, except that we specify, per- haps implicitly, that the variable is an integer. Compare this definition to definition 4.10.4. DEFINITION 11.1.1Suppose that{an}∞n=1is a sequence. We say that limn→∞an=L if for every? >0 there is anN >0 so that whenevern > N,|an-L|< ?. If limn→∞an=L we say that the sequenceconverges, otherwise itdiverges. Iff(i) defines a sequence, andf(x) makes sense, and limx→∞f(x) =L, then it is clear that lim i→∞f(i) =Las well, but it is important to note that the converse of this statement is not true. For example, since lim x→∞(1/x) = 0, it is clear that also limi→∞(1/i) = 0, that is, the numbers1

1,12,13,14,15,16,...

get closer and closer to 0. Consider this, however: Letf(n) = sin(nπ). This is the sequence sin(0π),sin(1π),sin(2π),sin(3π),...= 0,0,0,0,...

since sin(nπ) = 0 whennis an integer. Thus limn→∞f(n) = 0. But limx→∞f(x), whenxis

real, does not exist: asxgets bigger and bigger, the values sin(xπ) do not get closer and

256Chapter 11 Sequences and Series

closer to a single value, but take on all values between-1 and 1 over and over. In general, whenever you want to know lim n→∞f(n) you should first attempt to compute limx→∞f(x),

since if the latter exists it is also equal to the first limit. But if for some reason limx→∞f(x)

does not exist, it may still be true that lim n→∞f(n) exists, but you"ll have to figure out another way to compute it. It is occasionally useful to think of the graph of a sequence.Since the function is defined only for integer values, the graph is just a sequence of dots. In figure 11.1.1 we see the graphs of two sequences and the graphs of the corresponding real functions.

0123450 5 10..

..........................................................................................................................................................................................................................................................................................................................................................................................................f(x) = 1/x0123450 5 10•

•••••••••f(n) = 1/n -101

.......................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................................f(x) = sin(xπ)

-101

1 2 3 4 5 6 7 8• • • • • • • • •f(n) = sin(nπ)

Figure 11.1.1Graphs of sequences and their corresponding real functions. Not surprisingly, the properties of limits of real functions translate into properties of sequences quite easily. Theorem 2.3.6 about limits becomes THEOREM 11.1.2Suppose that limn→∞an=Land limn→∞bn=Mandkis some constant. Then lim n→∞(an+bn) = limn→∞an+ limn→∞bn=L+M lim n→∞(an-bn) = limn→∞an-limn→∞bn=L-M lim n→∞(anbn) = limn→∞an·limn→∞bn=LM lim n→∞a n bn=limn→∞anlimn→∞bn=LM,ifMis not 0

Likewise the Squeeze Theorem (4.3.1) becomes

11.1 Sequences257

lim n→∞cn=L, then limn→∞bn=L.

And a final useful fact:

THEOREM 11.1.4limn→∞|an|= 0 if and only if limn→∞an= 0. This says simply that the size ofangets close to zero if and only ifangets close to zero.

EXAMPLE 11.1.5Determine whether?n

n+ 1? n=0converges or diverges. If it con- verges, compute the limit. Since this makes sense for real numbers we consider lim x→∞x x+ 1= limx→∞1-1x+ 1= 1-0 = 1.

Thus the sequence converges to 1.

EXAMPLE 11.1.6Determine whether?lnnn?

n=1converges or diverges. If it con- verges, compute the limit. We compute lim x→∞lnx x= limx→∞1/x1= 0, using L"Hˆopital"s Rule. Thus the sequence converges to 0. EXAMPLE 11.1.7Determine whether{(-1)n}∞n=0converges or diverges. If it con- verges, compute the limit. This does not make sense for all real exponents, but the sequence is easy to understand: it is

1,-1,1,-1,1...

and clearly diverges. EXAMPLE 11.1.8Determine whether{(-1/2)n}∞n=0converges or diverges. If it con- verges, compute the limit. We consider the sequence{|(-1/2)n|}∞n=0={(1/2)n}∞n=0. Then lim x→∞? 1 2? x = limx→∞12x= 0, so by theorem 11.1.4 the sequence converges to 0.

258Chapter 11 Sequences and Series

EXAMPLE 11.1.9Determine whether{(sinn)/⎷

n}∞n=1converges or diverges. If it theorem 11.1.3 withan= 0 andcn= 1/⎷ n. Since limn→∞an= limn→∞cn= 0, limn→∞sinn/⎷n=

0 and the sequence converges to 0.

EXAMPLE 11.1.10A particularly common and useful sequence is{rn}∞n=0, for various values ofr. Some are quite easy to understand: Ifr= 1 the sequence converges to 1 since every term is 1, and likewise ifr= 0 the sequence converges to 0. Ifr=-1 this is the sequence of example 11.1.7 and diverges. Ifr >1 orr <-1 the termsrnget large without limit, so the sequence diverges. If 0< r <1 then the sequence converges to 0. If-1< r <0 then|rn|=|r|nand 0<|r|<1, so the sequence{|r|n}∞n=0converges to

0, so also{rn}∞n=0converges to 0. converges. In summary,{rn}converges precisely when

lim n→∞rn=?0 if-1< r <1

1 ifr= 1

Sometimes we will not be able to determine the limit of a sequence, but we still would like to know whether it converges. In some cases we can determine this even without being able to compute the limit. A sequence is calledincreasingor sometimesstrictly increasingifai< ai+1for for alli. Similarly a sequence isdecreasingifai> ai+1for alliandnon-increasingif a i≥ai+1for alli. If a sequence has any of these properties it is calledmonotonic.

EXAMPLE 11.1.11The sequence

2i-1 2i? i=1=12,34,78,1516,..., is increasing, and ?n+ 1 n? i=1=21,32,43,54,... is decreasing. n, andbounded belowif there is some numberNsuch thatan≥Nfor everyn. If a sequence is bounded above and bounded below it isbounded. If a sequence{an}∞n=0is increasing or non-decreasing it is bounded below (bya0), and if it is decreasing or non- increasing it is bounded above (bya0). Finally, with all this new terminology we can state an important theorem.

11.1 Sequences259

THEOREM 11.1.12If a sequence is bounded and monotonic then it converges. We will not prove this; the proof appears in many calculus books. It is not hard to believe: suppose that a sequence is increasing and bounded,so each term is larger than the one before, yet never larger than some fixed valueN. The terms must then get closer and closer to some value betweena0andN. It need not beN, sinceNmay be a "too-generous" upper bound; the limit will be the smallest number that is above all of the termsai. EXAMPLE 11.1.13All of the terms (2i-1)/2iare less than 2, and the sequence is increasing. As we have seen, the limit of the sequence is 1: 1 is the smallest number that is bigger than all the terms in the sequence. Similarly, all of the terms (n+1)/nare bigger than 1/2, and the limit is 1: 1 is the largest number that is smaller than the terms of the sequence. We don"t actually need to know that a sequence is monotonic toapply this theorem- it is enough to know that the sequence is "eventually" monotonic, that is, that at some point it becomes increasing or decreasing. For example, thesequence 10, 9, 8, 15, 3, 21, 4,

3/4, 7/8, 15/16, 31/32,...is not increasing, because among the first few terms it is not.

But starting with the term 3/4 it is increasing, so the theorem tells us that the sequence

3/4,7/8,15/16,31/32,...converges. Since convergence depends only on what happens as

ngets large, adding a few terms at the beginning can"t turn a convergent sequence into a divergent one.

EXAMPLE 11.1.14Show that{n1/n}converges.

We first show that this sequence is decreasing, that is, thatn1/n>(n+1)1/(n+1). Consider the real functionf(x) =x1/xwhenx≥1. We can compute the derivative,f?(x) = x

1/x(1-lnx)/x2, and note that whenx≥3 this is negative. Since the function has negative

slope,n1/n>(n+ 1)1/(n+1)whenn≥3. Since all terms of the sequence are positive, the sequence is decreasing and bounded whenn≥3, and so the sequence converges. (As it happens, we can compute the limit in this case, but we know it converges even without knowing the limit; see exercise 1.)

EXAMPLE 11.1.15Show that{n!/nn}converges.

Again we show that the sequence is decreasing, and since eachterm is positive the sequence converges. We can"t take the derivative this time, asx! doesn"t make sense forxreal. But we note that ifan+1/an<1 thenan+1< an, which is what we want to know. So we look atan+1/an: a n+1 an=(n+ 1)!(n+ 1)n+1n nn!=(n+ 1)!n!n n(n+ 1)n+1=n+ 1n+ 1? nn+ 1? n =?nn+ 1? n <1.

260Chapter 11 Sequences and Series

(Again it is possible to compute the limit; see exercise 2.)

Exercises 11.1.

1.Compute limx→∞x1/x.?

2.Use the squeeze theorem to show that limn→∞n!

nn= 0.

3.Determine whether{⎷

n+ 47-⎷n}∞n=0converges or diverges. If it converges, compute the limit.?

4.Determine whether?n2+ 1

(n+ 1)2? n=0converges or diverges. If it converges, compute the limit.

5.Determine whether?n+ 47

⎷n2+ 3n? n=1converges or diverges. If it converges, compute the limit.?

6.Determine whether?2n

n!? n=0converges or diverges.? While much more can be said about sequences, we now turn to ourprincipal interest, series. Recall that a series, roughly speaking, is the sum ofa sequence: if{an}∞n=0is a sequence then the associated series is i=0a n=a0+a1+a2+··· Associated with a series is a second sequence, called thesequence of partial sums {sn}∞n=0: s n=n? i=0a i. So s

0=a0, s1=a0+a1, s2=a0+a1+a2, ...

A series converges if the sequence of partial sums converges, and otherwise the series diverges.

EXAMPLE 11.2.1Ifan=kxn,∞?

n=0a nis called ageometric series. A typical partial sum is s n=k+kx+kx2+kx3+···+kxn=k(1 +x+x2+x3+···+xn).

11.2 Series261

We note that

s n(1-x) =k(1 +x+x2+x3+···+xn)(1-x) =k(1 +x+x2+x3+···+xn)1-k(1 +x+x2+x3+···+xn-1+xn)x =k(1 +x+x2+x3+···+xn-x-x2-x3- ··· -xn-xn+1) =k(1-xn+1) so s n(1-x) =k(1-xn+1) s n=k1-xn+1 1-x.

If|x|<1, limn→∞xn= 0 so

lim n→∞sn= limn→∞k1-xn+1

1-x=k11-x.

Thus, when|x|<1 the geometric series converges tok/(1-x). When, for example,k= 1 andx= 1/2: s n=1-(1/2)n+1

1-1/2=2n+1-12n= 2-12nand∞?

n=012n=11-1/2= 2.

We began the chapter with the series

n=11 2n, namely, the geometric series without the first term 1. Each partial sum of this series is 1 less than the corresponding partial sum for the geometric series, so of course the limit is also one less than the value of the geometric series, that is, n=11

2n= 1.

It is not hard to see that the following theorem follows from theorem 11.1.2. THEOREM 11.2.2Suppose that?anand?bnare convergent series, andcis a constant. Thenquotesdbs_dbs32.pdfusesText_38
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