3.3: Convergence Tests

It is very common to encounter series for which it is difficult, or even virtually impossible, to determine the sum exactly. Often you try to evaluate the sum approximately by truncating it, i.e. having the index run only up to some finite \(N\text<,>\) rather than infinity. But there is no point in doing so if the series diverges 1 2 . So you like to at least know if the series converges or diverges. Furthermore you would also like to know what error is introduced when you approximate \(\sum_^\infty a_n\) by the “truncated series” \(\sum_^Na_n\text<.>\) That's called the truncation error. There are a number of “convergence tests” to help you with this.

The Divergence Test

This tells us that, if we already know that a given series \(\sum a_n\) is convergent, then the \(n^\) term of the series, \(a_n\text\) must converge to \(0\) as \(n\) tends to infinity. In this form, the test is not so useful. However the contrapositive 3 of the statement is a useful test for divergence.

Theorem 3.3.1 Divergence Test

If the sequence \(\big\_^\infty\) fails to converge to zero as \(n\rightarrow\infty\text\) then the series \(\sum_^\infty a_n\) diverges.

Example 3.3.2 A simple divergence

So the series \(\sum_^\infty \frac\) diverges.

Warning 3.3.3

The divergence test is a “one way test”. It tells us that if \(\lim_a_n\) is nonzero, or fails to exist, then the series \(\sum_^\infty a_n\) diverges. But it tells us absolutely nothing when \(\lim_a_n=0\text<.>\) In particular, it is perfectly possible for a series \(\sum_^\infty a_n\) to diverge even though \(\lim_a_n=0\text<.>\) An example is \(\sum_^\infty \frac\text<.>\) We'll show in Example 3.3.6, below, that it diverges.

Now while convergence or divergence of series like \(\sum_^\infty \frac\) can be determined using some clever tricks — see the optional §3.3.9 —, it would be much better of have methods that are more systematic and rely less on being sneaky. Over the next subsections we will discuss several methods for testing series for convergence.

Note that while these tests will tell us whether or not a series converges, they do not (except in rare cases) tell us what the series adds up to. For example, the test we will see in the next subsection tells us quite immediately that the series

converges. However it does not tell us its value 4 .

The Integral Test

In the integral test, we think of a series \(\sum_^\infty a_n\text\) that we cannot evaluate explicitly, as the area of a union of rectangles, with \(a_n\) representing the area of a rectangle of width one and height \(a_n\text<.>\) Then we compare that area with the area represented by an integral, that we can evaluate explicitly, much as we did in Theorem 1.12.17, the comparison test for improper integrals. We'll start with a simple example, to illustrate the idea. Then we'll move on to a formulation of the test in general.

Example 3.3.4 Convergence of the harmonic series

Visualise the terms of the harmonic series \(\sum_^\infty\frac\) as a bar graph — each term is a rectangle of height \(\frac\) and width \(1\text<.>\) The limit of the series is then the limiting area of this union of rectangles. Consider the sketch on the left below.

It shows that the area of the shaded columns, \(\sum_^4\frac\text\) is bigger than the area under the curve \(y=\frac\) with \(1\le x\le 5\text<.>\) That is

If we were to continue drawing the columns all the way out to infinity, then we would have

\begin \sum_^\infty \frac & \ge \int_1^\infty \frac\, d \end

We are able to compute this improper integral exactly:

\begin \int_1^\infty \frac \, d &= \lim_ \Big[ \log|x| \Big]_1^R = +\infty \end

That is the area under the curve diverges to \(+\infty\) and so the area represented by the columns must also diverge to \(+\infty\text<.>\)

It should be clear that the above argument can be quite easily generalised. For example the same argument holds mutatis mutandis 5 for the series

Indeed we see from the sketch on the right above that

\begin \sum_^\infty \frac \leq \int_1^\infty \frac\, d \end

This last improper integral is easy to evaluate:

\begin \int_2^\infty \frac\, d &= \lim_ \left[ - \frac \right]_2^R\\ &= \lim_ \left( \frac - \frac \right) = \frac \end

Thus we know that

and so the series must converge.

The above arguments are formalised in the following theorem.

Theorem 3.3.5 The Integral Test

Let \(N_0\) be any natural number. If \(f(x)\) is a function which is defined and continuous for all \(x\ge N_0\) and which obeys

  1. \(f(x)\ge 0\) for all \(x\ge N_0\) and
  2. \(f(x)\) decreases as \(x\) increases and
  3. \(f(n)=a_n\) for all \(n\ge N_0\text\)

Furthermore, when the series converges, the truncation error

\[ \bigg|\sum_^\infty a_n-\sum_^N a_n\bigg|\le \int_N^\infty f(x)\ dx\qquad\text \nonumber \]

Let \(I\) be any fixed integer with \(I \gt N_0\text<.>\) Then

Look at the figure above. The shaded area in the figure is \(\sum_^\infty a_n\)

This shaded area is smaller than the area under the curve \(y=f(x)\) for \(I-1\le x \lt \infty\text<.>\) So

\[ \sum_^\infty a_n \le \int_^\infty f(x)\ dx \nonumber \]

and, if the integral is finite, the sum \(\sum_^\infty a_n\) is finite too. Furthermore, the desired bound on the truncation error is just the special case of this inequality with \(I=N+1\text\)

\begin \sum_^\infty a_n - \sum_^N a_n =\sum_^\infty a_n \le \int_N^\infty f(x)\ dx \end

For the “divergence case” look at the figure above. The (new) shaded area in the figure is again \(\sum_^\infty a_n\) because

This time the shaded area is larger than the area under the curve \(y=f(x)\) for \(I\le x \lt \infty\text<.>\) So

\[ \sum_^\infty a_n \ge \int_I^\infty f(x)\ dx \nonumber \]

and, if the integral is infinite, the sum \(\sum_^\infty a_n\) is infinite too.

Now that we have the integral test, it is straightforward to determine for which values of \(p\) the series 6

Example 3.3.6 The \(p\) test: \(\sum\limits_^\infty\frac\)

Let \(p \gt 0\text<.>\) We'll now use the integral test to determine whether or not the series \(\sum_^\infty\frac\) (which is sometimes called the \(p\)-series) converges.

So we conclude that \(\sum_^\infty\frac\) converges if and only if \(p \gt 1\text<.>\) This is sometimes called the \(p\)-test.

We now know that the dividing line between convergence and divergence of \(\sum_^\infty\frac\) occurs at \(p=1\text<.>\) We can dig a little deeper and ask ourselves how much more quickly than \(\frac\) the \(n^\) term needs to shrink in order for the series to converge. We know that for large \(x\text\) the function \(\log x\) is smaller than \(x^a\) for any positive \(a\) — you can convince yourself of this with a quick application of L'Hôpital's rule. So it is not unreasonable to ask whether the series

converges. Notice that we sum from \(n=2\) because when \(n=1, n\log n=0\text<.>\) And we don't need to stop there 7 . We can analyse the convergence of this sum with any power of \(\log n\text<.>\)

Example 3.3.7 \(\sum\limits_^\infty\frac\)

Let \(p \gt 0\text<.>\) We'll now use the integral test to determine whether or not the series \(\sum\limits_^\infty\frac\) converges.

So we conclude that \(\sum\limits_^\infty\frac\) converges if and only if \(p \gt 1\text<.>\)

The Comparison Test

Our next convergence test is the comparison test. It is much like the comparison test for improper integrals (see Theorem 1.12.17) and is true for much the same reasons. The rough idea is quite simple. A sum of larger terms must be bigger than a sum of smaller terms. So if we know the big sum converges, then the small sum must converge too. On the other hand, if we know the small sum diverges, then the big sum must also diverge. Formalising this idea gives the following theorem.

Theorem 3.3.8 The Comparison Test

Let \(N_0\) be a natural number and let \(K \gt 0\text<.>\)

  1. If \(|a_n|\le K c_n\) for all \(n\ge N_0\) and \(\sum\limits_^\infty c_n\) converges, then \(\sum\limits_^\infty a_n\) converges.
  2. If \(a_n\ge K d_n\ge0 \) for all \(n\ge N_0\) and \(\sum\limits_^\infty d_n\) diverges, then \(\sum\limits_^\infty a_n\) diverges.

We will not prove this theorem here. We'll just observe that it is very reasonable. That's why there are quotation marks around “Proof”. For an actual proof see the optional section 3.3.10.

  1. If \(\sum\limits_^\infty c_n\) converges to a finite number and if the terms in \(\sum\limits_^\infty a_n\) are smaller than the terms in \(\sum\limits_^\infty c_n\text\) then it is no surprise that \(\sum\limits_^\infty a_n\) converges too.
  2. If \(\sum\limits_^\infty d_n\) diverges (i.e. adds up to \(\infty\)) and if the terms in \(\sum\limits_^\infty a_n\) are larger than the terms in \(\sum\limits_^\infty d_n\text\) then of course \(\sum\limits_^\infty a_n\) adds up to \(\infty\text\) and so diverges, too.

The comparison test for series is also used in much the same way as is the comparison test for improper integrals. Of course, one needs a good series to compare against, and often the series \(\sum n^\) (from Example 3.3.6), for some \(p \gt 0\text\) turns out to be just what is needed.

Example 3.3.9 \(\sum_^\infty\frac\)

We could determine whether or not the series \(\sum_^\infty\frac\) converges by applying the integral test. But it is not worth the effort 8 . Whether or not any series converges is determined by the behaviour of the summand 9 for very large \(n\text<.>\) So the first step in tackling such a problem is to develop some intuition about the behaviour of \(a_n\) when \(n\) is very large.

Of course the previous example was “rigged” to give an easy application of the comparison test. It is often relatively easy, using arguments like those in Example 3.3.9, to find a “simple” series \(\sum_^\infty b_n\) with \(b_n\) almost the same as \(a_n\) when \(n\) is large. However it is pretty rare that \(a_n\le b_n\) for all \(n\text<.>\) It is much more common that \(a_n\le K b_n\) for some constant \(K\text<.>\) This is enough to allow application of the comparison test. Here is an example.

Example 3.3.10 \(\sum_^\infty\frac\)

As in the previous example, the first step is to develop some intuition about the behaviour of \(a_n\) when \(n\) is very large.