Alternating Series, Absolute and Conditional Convergence Á + s -1dn Á + s -1dn 4

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1 .6 Alternating Series, Absolute and Conditional Convergence Alternating Series, Absolute and Conditional Convergence A series in which the terms are alternately positive and negative is an alternating series. Here are three examples: Á + s -dn + n + Á () Á + s -dn 4 2 n + Á Á + s -d n + n + Á (2) (3) Series (), called the alternating harmonic series, converges, as we will see in a moment. Series (2) a geometric series with ratio r = ->2, converges to -2>[ + s>2d] = -4>3. Series (3) diverges because the nth term does not approach zero. We prove the convergence of the alternating harmonic series by applying the Alternating Series Test. THEOREM 4 The Alternating Series Test (Leibniz s Theorem) The series a s -d n + u n = u - u 2 + u 3 - u 4 + Á converges if all three of the following conditions are satisfied:. The u n s are all positive. 2. u n Ú u n + for all n Ú N, for some integer N. 3. u n : 0. Proof If n is an even integer, say n = 2m, then the sum of the first n terms is The first euality shows that is the sum of m nonnegative terms, since each term in parentheses is positive or zero. Hence s 2m + 2 Ú s 2m, and the seuence 5s 2m 6 is nondecreasing. The second euality shows that s 2m u. Since 5s 2m 6 is nondecreasing and bounded from above, it has a limit, say lim s 2m = L. (4) m: If n is an odd integer, say n = 2m +, then the sum of the first n terms is s 2m + = s 2m + u 2m +. Since u n : 0, and, as m :, s 2m = su - u 2 d + su 3 - u 4 d + Á + su 2m - - u 2m d = u - su 2 - u 3 d - su 4 - u 5 d - Á - su 2m u 2m - d - u 2m. s 2m lim u 2m + = 0 m: s 2m + = s 2m + u 2m + : L + 0 = L. (Section., Exer- Combining the results of Euations (4) and (5) gives lim s n = L n: cise 9). (5)

2 788 Chapter : Infinite Seuences and Series EXAMPLE The alternating harmonic series 0 u u 2 u 3 u 4 x s 2 s 4 L s 3 s FIGURE.9 The partial sums of an alternating series that satisfies the hypotheses of Theorem 4 for N = straddle the limit from the beginning. a s -d n Á satisfies the three reuirements of Theorem 4 with N = ; it therefore converges. A graphical interpretation of the partial sums (Figure.9) shows how an alternating series converges to its limit L when the three conditions of Theorem 4 are satisfied with N =. (Exercise 63 asks you to picture the case N 7. ) Starting from the origin of the x-axis, we lay off the positive distance s = u. To find the point corresponding to s 2 = u - u 2, we back up a distance eual to u 2. Since u 2 u, we do not back up any farther than the origin. We continue in this seesaw fashion, backing up or going forward as the signs in the series demand. But for n Ú N, each forward or backward step is shorter than (or at most the same size as) the preceding step, because u n + u n. And since the nth term approaches zero as n increases, the size of step we take forward or backward gets smaller and smaller. We oscillate across the limit L, and the amplitude of oscillation approaches zero. The limit L lies between any two successive sums s n and s n + and hence differs from s n by an amount less than u n +. Because ƒ L - s n ƒ 6 u n + for n Ú N, we can make useful estimates of the sums of convergent alternating series. THEOREM 5 The Alternating Series Estimation Theorem If the alternating series g n= s -d n + u n satisfies the three conditions of Theorem 4, then for n Ú N, s n = u - u 2 + Á + s -d n + u n approximates the sum L of the series with an error whose absolute value is less than u n +, the numerical value of the first unused term. Furthermore, the remainder, L - s n, has the same sign as the first unused term. We leave the verification of the sign of the remainder for Exercise 53. EXAMPLE 2 We try Theorem 5 on a series whose sum we know: a s -d n n = 0 The theorem says that if we truncate the series after the eighth term, we throw away a total that is positive and less than > 256. The sum of the first eight terms is The sum of the series is - s ->2d = 3>2 = Á. The difference, s2>3d = Á, s>256d = is positive and less than

3 .6 Alternating Series, Absolute and Conditional Convergence 789 Absolute and Conditional Convergence DEFINITION Absolutely Convergent A series ga n converges absolutely (is absolutely convergent) if the corresponding series of absolute values, gƒ a n ƒ, converges. The geometric series Á converges absolutely because the corresponding series of absolute values Á converges. The alternating harmonic series does not converge absolutely. The corresponding series of absolute values is the (divergent) harmonic series. DEFINITION Conditionally Convergent A series that converges but does not converge absolutely converges conditionally. The alternating harmonic series converges conditionally. Absolute convergence is important for two reasons. First, we have good tests for convergence of series of positive terms. Second, if a series converges absolutely, then it converges. That is the thrust of the next theorem. THEOREM 6 The Absolute Convergence Test a n If a ƒ a n ƒ converges, then a converges. Proof For each n, -ƒ a n ƒ a n ƒ a n ƒ, so 0 a n + ƒ a n ƒ 2ƒ a n ƒ. If g converges, then g n= ƒ a n ƒ converges and, by the Direct Comparison Test, the nonnegative series g n= 2ƒ a n ƒ converges. The euality a n = sa n + ƒ a n ƒ d - ƒ a n ƒ now lets us express g n= sa n + ƒ a n ƒ d n= a n as the difference of two convergent series: a a n = a sa n + ƒ a n ƒ - ƒ a n ƒ d = a sa n + ƒ a n ƒ d - a ƒ a n ƒ. Therefore, g n= a n converges.

4 790 Chapter : Infinite Seuences and Series CAUTION We can rephrase Theorem 6 to say that every absolutely convergent series converges. However, the converse statement is false: Many convergent series do not converge absolutely (such as the alternating harmonic series in Example ). EXAMPLE 3 Applying the Absolute Convergence Test (a) For a s -d n + the corresponding series of absolute n 2 = Á, values is the convergent series a n 2 = Á. The original series converges because it converges absolutely. sin n (b) For a the corresponding series of absolute n 2 = sin + sin 2 + sin Á, values is which converges by comparison with g n= s>n 2 d because ƒ sin n ƒ for every n. The original series converges absolutely; therefore it converges. EXAMPLE 4 Alternating p-series If p is a positive constant, the seuence 5>n p 6 is a decreasing seuence with limit zero. Therefore the alternating p-series converges. If p 7, the series converges absolutely. If 0 6 p, the series converges conditionally. Rearranging Series s -d n - a n p = - 2 p + 3 p - 4 p + Á, p 7 0 a ` sin n n 2 ` = ƒ sin ƒ + ƒ sin 2 ƒ 4 + Á, Conditional convergence: Á Absolute convergence: - 2 3> >2-4 3>2 + Á THEOREM 7 The Rearrangement Theorem for Absolutely Convergent Series If g n= a n converges absolutely, and b, b 2, Á, b n, Á is any arrangement of the seuence 5a n 6, then gb n converges absolutely and a b n = a a n. (For an outline of the proof, see Exercise 60.)

5 .6 Alternating Series, Absolute and Conditional Convergence 79 EXAMPLE 5 Applying the Rearrangement Theorem As we saw in Example 3, the series converges absolutely. A possible rearrangement of the terms of the series might start with a positive term, then two negative terms, then three positive terms, then four negative terms, and so on: After k terms of one sign, take k + terms of the opposite sign. The first ten terms of such a series look like this: The Rearrangement Theorem says that both series converge to the same value. In this example, if we had the second series to begin with, we would probably be glad to exchange it for the first, if we knew that we could. We can do even better: The sum of either series is also eual to a s2n - d 2 - a s2nd 2. (See Exercise 6.) If we rearrange infinitely many terms of a conditionally convergent series, we can get results that are far different from the sum of the original series. Here is an example. EXAMPLE 6 The alternating harmonic series Á + s -d n - n 2 + Á Á. Rearranging the Alternating Harmonic Series Á can be rearranged to diverge or to reach any preassigned sum. (a) Rearranging g n= s -d n + >n to diverge. The series of terms g[>s2n - d] diverges to + and the series of terms gs ->2nd diverges to -. No matter how far out in the seuence of odd-numbered terms we begin, we can always add enough positive terms to get an arbitrarily large sum. Similarly, with the negative terms, no matter how far out we start, we can add enough consecutive even-numbered terms to get a negative sum of arbitrarily large absolute value. If we wished to do so, we could start adding odd-numbered terms until we had a sum greater than +3, say, and then follow that with enough consecutive negative terms to make the new total less than -4. We could then add enough positive terms to make the total greater than +5 and follow with consecutive unused negative terms to make a new total less than -6, and so on. In this way, we could make the swings arbitrarily large in either direction. (b) Rearranging g n= s -d n + >n to converge to. Another possibility is to focus on a particular limit. Suppose we try to get sums that converge to. We start with the first term, >, and then subtract > 2. Next we add > 3 and > 5, which brings the total back to or above. Then we add consecutive negative terms until the total is less than. We continue in this manner: When the sum is less than, add positive terms until the total is or more; then subtract (add negative) terms until the total is again less than. This process can be continued indefinitely. Because both the odd-numbered

6 792 Chapter : Infinite Seuences and Series terms and the even-numbered terms of the original series approach zero as n :, the amount by which our partial sums exceed or fall below it approaches zero. So the new series converges to. The rearranged series starts like this: Á The kind of behavior illustrated by the series in Example 6 is typical of what can happen with any conditionally convergent series. Therefore we must always add the terms of a conditionally convergent series in the order given. We have now developed several tests for convergence and divergence of series. In summary: gar n ƒ r ƒ 6 ; 2. Geometric series: converges if otherwise it diverges.. The nth-term Test: Unless a n : 0, the series diverges. 3. p-series: g>n p converges if p 7 ; otherwise it diverges. 4. Series with nonnegative terms: Try the Integral Test, Ratio Test, or Root Test. Try comparing to a known series with the Comparison Test. 5. Series with some negative terms: Does g ƒ a n ƒ converge? If yes, so does ga n, since absolute convergence implies convergence. 6. Alternating series: ga n converges if the series satisfies the conditions of the Alternating Series Test.

Chapter 10. Infinite Sequences and Series

10.6 Alternating Series, Absolute and Conditional Convergence 1 Chapter 10. Infinite Sequences and Series 10.6 Alternating Series, Absolute and Conditional Convergence Note. The convergence tests investigated