Chapter 2 Improper Integrals and Infinite Series-1
Chapter 2 Improper Integrals and Infinite Series-1
Chapter 2 Improper Integrals and Infinite Series-1
Chapter (2)
Improper Integrals and Infinite Series
(4.1) Improper Integrals
Learning Objectives
Evaluate an integral over an infinite interval.
2. Let f (x) be continuous over an interval of the form (−∞, b]. Then
Z b Z b
f (x) dx = lim f (x) dx,
−∞ t→−∞ t
1
Example 1. Evaluate Z 0
1
2
dx.
−∞ x + 4
State whether the improper integral converges or diverges.
Z 0 Z 0
1 1
2+4
dx = lim 2+4
dx
−∞ x t→−∞ t x
−1 x
0
= lim tan
t→−∞ 2 t
t
= lim (tan−1 0 − tan−1 )
t→−∞
2
−1
−π π
= 0 − tan (−∞) 0 − = .
2 2
The improper integral converges to π2 .
Example 2. Determine whether the following improper integral diverges or
converges
1
f (x) =
x
Z ∞ Z t
1 1
dx = lim dx
1 x t→+∞ 1 x
2
2. Let f (x) be continuous over (a, b]. Then,
Z b Z b
f (x) dx = lim+ f (x) dx.
a t→a t
In each case, if the limit exists, then the improper integral is said to con-
verge.
If the limit does not exist, then the improper integral is said to diverge.
Example 4. Evaluate Z 4
1
dx, √
0 4−x
if possible. State whether the integral converges or diverges.
1
The function f (x) = √ is continuous over [0, 4) and discontinuous at 4.
4 − xZ
4
1
From the definition, rewrite √ dx as a limit:
0 4−x
Z 4 Z t
1 1
√ dx = lim− √ dx
0 4−x t→4 0 4−x
√ t √
= lim− (−2 4 − x) 0 = lim− (−2 4 − t + 4) = 4.
t→4 t→4
Example 5. Evaluate Z 1
1
3
dx.
−1 x
State whether the improper integral converges or diverges.
Since f (x) = x13 is discontinuous at zero, then we can write
Z 1 Z 0 Z 1
1 1 1
3
dx = 3
dx + dx.
−1 x −1 x 0 x3
3
If either of the Ztwo integrals diverges, then the original integral diverges.
0
1
Begin with 3
dx:
−1 x
Z 0 Z t
1 1
3
dx = lim dx
−1 x t→0− −1 x3
t
1 1 1
= lim− − 2 = lim− − 2 + = ∞.
t→0 2x −1 t→0 2t 2
Z 0
1
Therefore, dx diverges.
−1 x3
Z 0 Z 1
1 1
Since 3
dx diverges, then 3
dx also diverges.
−1 x −1 x
A Comparison Theorem
Let f (x) and g(x) be continuous over [a, +∞). Assume that 0 ≤ f (x) ≤ g(x)
for x ≥ a.
i. If Z +∞ Z t
f (x) dx = lim f (x) dx = +∞,
a t→+∞ a
then Z +∞ Z t
g(x) dx = lim g(x) dx = +∞.
a t→+∞ a
ii. If Z +∞ Z t
g(x) dx = lim g(x) dx = L,
a t→+∞ a
where L is a real number, then
Z +∞ Z t
f (x) dx = lim f (x) dx = M
a t→+∞ a
5
∞
P
4. If the sequence {Sk } diverges, the series an diverges.
n=1
Example 8. For each of the following series, use the sequence of partial sums
to determine whether the series converges or diverges.
∞
X n
1.
n=1
n+1
∞
X
2. (−1)n
n=1
∞
X 1
3.
n=1
n(n + 1)
Solution:
1. The sequence of partial sums Sk satisfies
1
S1 =
2
1 2
S2 = +
2 3
1 2 3
S3 = + +
2 3 4
1 2 3 4
S4 = + + + .
2 3 4 5
Notice that each term added is greater than 12 . As a result, we see that
1
S1 =
2
1 2 1 1 1
S2 = + > + = 2
2 3 2 2 2
1 2 3 1 1 1 1
S3 = + + > + + = 3
2 3 4 2 2 2 2
1 2 3 4 1 1 1 1 1
S4 = + + + > + + + = 4 .
2 3 4 5 2 2 2 2 2
From this pattern we can see that
1
Sk > k ,
2
for every integer k. Therefore, Sk is unbounded and consequently, di-
∞
X n
verges. Therefore, the infinite series diverges.
n=1
n + 1
6
2. The sequence of partial sums Sk satisfies
7
∞
X ∞
X ∞
X ∞
X
ii. The series (an − bn ) converges, and (an − bn ) = an − bn .
n=1 n=1 n=1 n=1
(Difference Rule)
∞
X ∞
X ∞
X
iii. For any real number c, the series can converges, and can = c an .
n=1 n=1 n=1
(Constant Multiple Rule)
lim an ̸= 0.
n→∞
∞
X n 1 2 3
Example 9. Show that = + + + · · · is divergent.
n=1
2n + 1 3 5 7
Since
n 1
lim = ̸= 0
n→∞ 2n + 1 2
then by the n-th Term Test the series diverges.
∞
rn.
P
Consider the geometric series
n=0
1−r n+1
1. The nth partial sum is: Sn = 1−r .
8
2. The series converges if, and only if, |r| < 1. When |r| < 1,
∞
X 1
rn = .
n=0
1−r
3
1. Since r = 4 < 1, then we have that
∞ n
X 3 1
= 3 = 4.
n=0
4 1− 4
2. Since |r| = | −1
2 |=
1
2 < 1, this series converges, and
∞ n
X −1 1 2
= = .
n=0
2 1 − (−1/2) 3
(3) p-Series
Another important type of series is the p-series.
Definition 5. A p-series is a series of the form
∞
X 1
p
, where p > 0.
n=1
n
∞
1
P
A p-series np will converge if, and only if, p > 1.
n=1
9
Example 11. Determine the convergence of the following series.
∞
X 1
1.
n=1
n
∞
X 1
2.
n=1
n2
∞
X 1
3. √
n=1
n
always converges.
1 1 1
S1 = − =1−
1 2
2
1 1 1 1 1
S2 = − + − =1−
1 2 2 3 3
1 1 1 1 1 1 1
S3 = − + − + − =1−
1 2 2 3 3 4 4
1 1 1 1 1 1 1 1 1
S4 = − + − + − + − =1−
1 2 2 3 3 4 4 5 5
10
1
In general, we see that Sn = 1 − n+1 .
1
The sequence {Sn } converges, as lim Sn = lim 1 − n+1 = 1, and so we
n→∞ n→∞
conclude that ∞ ∞
X 1 X 1 1
= − =1
n=1
n(n + 1) n=1
n n + 1
The general form of a telescoping series is
∞
X a
, a any number, r ∈ {0, 1, 2, 3, . . .}
n=1
(n + r)(n + r + 1)
Example 12. For each of the following series, use the comparison test to de-
termine whether the series converges or diverges.
∞
X 1
1.
n=1
n3 + 3n + 1
∞
X 1
2.
n=1
2n +1
11
∞
X 1
3.
n=2
ln n
∞
X 1
1. Compare to 3
.
n=1
n
∞
X 1
Since 3
is a p-series with p = 3, it converges. Further,
n=1
n
1 1
<
n3 + 3n + 1 n3
∞
X 1
for every positive integer n. Therefore, we can conclude that
n=1
n3 + 3n + 1
converges.
∞ n
X 1
2. Compare to .
n=1
2
∞ n
X 1 1 1
Since is a geometric series with r = and < 1, it converges.
n=1
2 2 2
Also,
1 1
n
< n
2 +1 2
∞
X 1
for every positive integer n. Therefore, we see that n+1
converges.
n=1
2
∞
X 1
3. Compare to .
n=2
n
Since
1 1
>
ln n n
∞ ∞
X 1 X 1
for every integer n ≥ 2 and diverges, we have that diverges.
n=2
n n=2
ln n
12
∞ ∞
an X X
If lim = 0 and bn converges, then an converges.
n→∞ bn
n=1 n=1
∞ ∞
an X X
If lim = ∞ and bn diverges, then an diverges.
n→∞ bn
n=1 n=1
Example 13. For each of the following series, use the limit comparison test to
determine whether the series converges or diverges. If the test does not apply,
say so.
∞
X 1
1. √
n=1
n+1
∞
X 2n + 1
2.
n=1
3n
∞
X 1
1. Compare this series to √ .
n=1
n
Calculate
√1 √ √ 1
n+1 n n
lim = lim √ = lim = 1.
n→∞ √1 n→∞ n + 1 n→∞ 1 + √1n
n
∞ ∞
X 1 X 1
By the limit comparison test, since √ diverges, then √
n=1
n n=1
n+1
diverges.
∞ n
X 2
2. Compare this series to .
n=1
3
We see that
2n +1)
3n 2n + 1 1 n
lim 2n
= lim = lim 1+ 2 = 1.
n→∞
3n
n→∞ 2n n→∞
∞ n ∞
X 2 X 2n + 1
Since converges, we conclude that converges.
n=1
3 n=1
3n
13
(7) Ratio Test or D’Alembert’s Ratio Test
an+1
Let {an } be a positive sequence where lim = L.
n→∞ an
∞
P
1. If L < 1, then an converges.
n=1
∞
P
2. If L > 1 or L = ∞, then an diverges.
n=1
P∞ 3n
2. 3
n=1 n
∞
P 1
3. 2
.
n=1 n + 1
P∞ 2n
1. :
n=1 n!
P∞ 3n
2. 3
:
n=1 n
3n+1 /(n + 1)3 3n+1 n3
lim = lim n
n→∞ 3n /n3 n→∞ 3 (n + 1)3
3n3
= lim
n→∞ (n + 1)3
= 3.
P∞ 3n
Since the limit is 3 > 1, by the Ratio Test 3
diverges.
n=1 n
14
∞
P 1
3. 2
:
n=1 n + 1
1/ (n + 1)2 + 1 n2 + 1
lim = lim
n→∞ 1/(n2 + 1) n→∞ (n + 1)2 + 1
= 1.
∞
P
1. If L < 1, then an converges.
n=1
∞
P
2. If L > 1 or L = ∞, then an diverges.
n=1
Example 15. Determine the convergence of the following series using the Root
Test:
∞ n
X 3n + 1
1. .
n=1
5n − 2
∞
X 2n
2. .
n=1
n2
n 1/n
3n + 1 3n + 1 3
1. lim = lim = .
n→∞ 5n − 2 n→∞ 5n − 2 5
Since the limit is less than 1, we conclude the series converges. Note: it
is difficult to apply the Ratio Test to this series.
n 1/n
2 2
2. lim = lim = 2.
n→∞ n2 n→∞ n1/n 2
15
(9) Integral Test
If there exists a positive,Zcontinuous, decreasing function f such that an = f (n)
∞
for all n ≥ N , evaluate f (x)dx.
N
Z ∞ X∞
f (x)dx and an both converge or both diverge.
N n=1
Alternating Series
Definition 7. Any series whose terms alternate between positive and negative
values is called an alternating series. An alternating series can be written in
the form
X∞
(−1)n+1 bn = b1 − b2 + b3 − b4 + . . .
n=1
or ∞
X
(−1)n bn = −b1 + b2 − b3 + b4 − . . .
n−1
16
(10) Alternating Series Test
An alternating series of the form
∞
X
(−1)n+1 bn
n=1
or ∞
X
(−1)n bn
n=1
converges if
2. lim bn = 0.
n→∞
Example 17. For each of the following alternating series, determine whether
the series converges or diverges.
∞
X (−1)n
1.
n=1
n
∞
X (−1)n+1
2.
n=1
n2
∞
X n
3. (−1)n+1
n=1
n+1
1 1 1
1. Since < and lim = 0, the series converges.
n+1 n n→∞ n
1 1 1
2. Since < and lim = 0, the series converges.
(n + 1)2 n2 n→∞ n2
n
3. Since lim = 1 ̸= 0, the series diverges.
n→∞ n + 1
17
∞
X ∞
X
A series an exhibits conditional convergence if an converges but
n=1 n=1
∞
X
|an | diverges.
n=1
For examples,
The series whose terms are the absolute value of these terms is the har-
monic series, since
∞ ∞
X (−1)n+1 X 1
= .
n=1
n n=1
n
Since the alternating harmonic series converges, but the harmonic series
diverges, then the alternating harmonic series exhibits conditional con-
vergence.
18
(3) Power Series and Functions
Definition 9. A series of the form
∞
X
cn xn = c0 + c1 x + c2 x2 + . . .
n=0
Radius of convergence
Definition 10. Consider the power series
∞
X
cn (x − a)n .
n=0
The set of real numbers x where the series converges is the interval of conver-
gence.
If there exists a real number R > 0 such that the series converges for |x −
a| < R and diverges for |x − a| > R, then R is the radius of convergence.
19
If the series converges only at x = a, we say the radius of convergence is
R = 0.
If the series converges for all real numbers x, we say the radius of con-
vergence is R = ∞
Example 18. For each of the following series, find the interval and radius of
convergence.
∞
X xn
1.
n=0
n!
∞
X
2. n!xn
n=0
∞
X (x − 2)n
3.
n=0
(n + 1)3n
1.
xn+1
(n+1)! xn+1 n!
ρ = lim n = lim
n→∞ x n→∞ (n + 1)! xn
n!
xn+1 n! x
= lim = lim
n→∞ (n + 1)n! xn n→∞ n + 1
1
= |x| lim =0<1
n→∞ n + 1
20
2. Apply the ratio test. For x ̸= 0, we see that
(n + 1)!xn+1
ρ = lim = lim |(n + 1)x|
n→∞ n!xn n→∞
= |x| lim (n + 1) = ∞.
n→∞
Therefore, the series diverges for all x ̸= 0. Since the series is centered
at x = 0, it must converge there, so the series converges only for x ̸= 0.
The interval of convergence is the single value x = 0 and the radius of
convergence is R = 0.
3. In order to apply the ratio test, consider
(x − 2)n+1
(n + 2)3n+1 (x − 2)n+1 (n + 1)3n
ρ = lim = lim
n→∞ (x − 2)n n→∞ (n + 2)3n+1 (x − 2)n
(n + 1)3n
(x − 2)(n + 1) |x − 2|
= lim = .
n→∞ 3(n + 2) 3
The ratio ρ < 1 if |x − 2| < 3.
Since |x − 2| < 3 implies that −3 < x − 2 < 3, the series converges
absolutely if −1 < x < 5. The ratio ρ > 1 if |x − 2| > 3. Therefore, the
series diverges if x < −1 or x > 5.
The ratio test is inconclusive if ρ = 1.
The ratio ρ = 1 if and only if x = −1 or x = 5.
We need to test these values of x separately.
For x = −1, the series is given by
∞
X (−1)n 1 1 1
=1− + − + ....
n=0
n+1 2 3 4
Since this is the alternating harmonic series, it converges. Thus, the series
converges at x = −1.
For x = 5, the series is given by
∞
X 1 1 1 1
= 1 + + + + ....
n=0
n+1 2 3 4
This is the harmonic series, which is divergent.
Therefore, the power series diverges at x = 5.
We conclude that the interval of convergence is [−1, 5) and the radius of
convergence is R = 3.
21
Taylor and Maclaurin series of a function of two
variables f (x, y)
Taylor polynomials for a function of one variable, y = f (x)
If f has n derivatives at x = c, then the polynomial,
22
Example 19. Find the Taylor series for the following function at the point
(1, −2)
f (x, y) = x2 y + 3y − 2
Then,
fxx (1, −2)
f (x, y) = f (1, −2) + fx (1, −2)(x − 1) + fy (1, −2)(y + 2) + (x − 1)2
2
fyy (1, −2)
+ fxy (1, −2)(x − 1)(y + 2) + (y + 2)2 + · · ·
2
4
= −10 + (−4)(x − 1) + (4)(y + 2) − (x − 1)2 + 2(x − 1)(y + 2)
2
0
+ (y + 2)6 + · · ·
2
Example 20. Determine the Taylor series for the following functions of x and
y near the given point.
23
Then evaluating these patrials and the function itself at the point (0, 0)
we have:
Now,
Then,
fxx (0, 0)
Q(x, y) = L(x, y) + (x − 0)2 + fxy (0, 0)(x − 0)(y − 0)
2
fyy (0, 0)
+ (y − 0)2
2
0 −1 2
= 1 + 2x + x2 + (0)xy + y
2 2
y2
= 1 + 2x −
2
With the same methods can get the third degree Taylor polynomial, and
so
y2
f (x, y) = 1 + 2x − + ···
2
2. To determine the first-degree Taylor polynomial linear approximation,
L(x, y), we first compute the partial derivatives of f (x, y) = xey + 1 .
24
Then evaluating these patrials and the function itself at the point (1, 0)
we have:
f (1, 0) = (1)e0 + 1 = 2
fx (1, 0) = e0 = 1
fy (1, 0) = (1)e0 = 1
Now,
L(x, y) = f (1, 0) + fx (1, 0)(x − 1) + fy (1, 0)(y − 0)
= 2 + (1)(x − 1) + (1)y
=1+x+y
To determine the second-degree Taylor polynomial (quadratic) approxima-
tion, Q(x, y), we need the second partials of f :
fxx (x, y) = 0
fxy (x, y) = ey
fyy (x, y) = xey
Evaluating these 2nd partials at the point (1, 0):
fxx (1, 0) = 0
fxy (1, 0) = e0 = 1
fyy (1, 0) = (1)e0 = 1
Then,
fxx (1, 0)
Q(x, y) = L(x, y) + (x − 1)2 + fxy (1, 0)(x − 1)(y − 0)
2
fyy (1, 0)
+ (y − 0)2
2
0 1
= 1 + x + y + (x − 1)2 + (1)(x − 1)y + y 2
2 2
2
y
= 1 + x + y + xy − y +
2
2
y
= 1 + x + xy +
2
25
If lim an = 0, the test is inconclusive.
n→∞
If lim an ̸= 0, the series diverges.
n→∞
2. Geometric Series
∞
X
arn−1
n=1
∞
X 1
n=1
np
If p > 1, the series converges. If p ≤ 1, the series diverges.
4. Comparison Test
∞
X ∞
X
For an with nonnegative terms, compare with a known series bn .
n=1 n=1
∞
X ∞
X
If an ≤ bn for all n ≥ N and bn converges, then an converges.
n=1 n=1
∞
X ∞
X
If an ≥ bn for all n ≥ N and bn diverges, then an diverges.
n=1 n=1
26
6. Integral Test
If there exists a positive, continuous,
Z ∞ decreasing function f such that
an = f (n) for all n ≥ N , evaluate f (x)dx.
N
Z ∞ ∞
X
f (x)dx and an both converge or both diverge.
N n=1
7. Alternating Series
X∞ X∞
n+1
(−1) bn or (−1)n bn If bn+1 ≤ bn for all n ≥ 1 and bn → 0, then
n=1 n=1
the series converges.
8. Ratio Test
∞
X an+1
For any series an with nonzero terms, let ρ = lim
n→∞ an
n=1
If 0 ≤ ρ < 1, the series converges absolutely.
If ρ > 1 or ρ = ∞, the series diverges.
If ρ = 1, the test is inconclusive.
27