Infinite Sequences and Series
Many functions central to physics and engineering — among them the exponential, the trigonometric functions, and the Bessel functions of vibrating membranes — are most naturally written as infinite sums. This chapter builds the machinery for deciding when such a sum has a finite value (convergence) and how to represent a function as a power series so it can be differentiated, integrated, and approximated term by term.
This chapter is the conceptual heart of second-semester calculus. Don't memorize the convergence tests in isolation — learn to recognize the shape of a series first (§11.7 is your decision map), then reach for the matching test. In my experience students lose the most marks by confusing the sequence of terms with the series (the sum). Keep that distinction sharp from §11.1 onward.
SECTION 11.1Sequences
A sequence is an ordered, never-ending list of numbers. Because every positive integer is paired with exactly one term, a sequence is really a function whose domain is the positive integers — we simply write the output as a subscripted term rather than in function notation.
Sequence
An infinite sequence is a function defined on the positive integers, listed in order as its terms. The value paired with the integer \(n\) is the \(n\)th term \(a_n\), and the whole list is written \(\{a_n\}\) or \(\{a_n\}_{n=1}^{\infty}\). Each term \(a_n\) has a well-defined successor \(a_{n+1}\), so the list goes on without end.
Limit of a Sequence (informal)
A sequence \(\{a_n\}\) has limit \(L\), written \(\lim_{n\to\infty}a_n=L\), if its terms can be made as close to \(L\) as we please by taking \(n\) large enough. A sequence with a finite limit is convergent; otherwise it is divergent.
Figure 11.1.1 The terms of a convergent sequence eventually enter and stay inside every horizontal band of half-width \(\varepsilon\) around the limit \(L\).
Limit laws and key theorems
The familiar limit laws for functions carry over to sequences: limits of sums, differences, products, quotients, and powers behave exactly as expected, provided the individual limits exist (and denominators are nonzero in the limit).
If \(\lim_{x\to\infty}f(x)=L\) and \(f(n)=a_n\) for every integer \(n\), then \(\lim_{n\to\infty}a_n=L\). This lets us bring tools such as l'Hospital's Rule — which apply to functions of a real variable — to bear on sequences.
If \(a_n\le b_n\le c_n\) for all \(n\ge n_0\) and \(\lim_{n\to\infty}a_n=\lim_{n\to\infty}c_n=L\), then \(\lim_{n\to\infty}b_n=L\). A useful companion: if \(\lim_{n\to\infty}|a_n|=0\), then \(\lim_{n\to\infty}a_n=0\).
If \(\lim_{n\to\infty}a_n=L\) and \(f\) is continuous at \(L\), then \(\lim_{n\to\infty}f(a_n)=f(L)\). Applying a continuous function to a convergent sequence preserves convergence.
Monotonic and bounded sequences
Monotonic and bounded
A sequence is increasing if \(a_n
Every bounded, monotonic sequence is convergent. The theorem guarantees a limit exists without telling us its value — but once existence is known, a recurrence relation can often be solved to find it.
The Monotonic Sequence Theorem is the one existence result you'll lean on again and again when working with recursively defined sequences. The two-step move is: (1) prove the sequence is monotonic and bounded by induction, then (2) take the limit of both sides of the recurrence \(a_{n+1}=g(a_n)\) and solve \(L=g(L)\). Practice this pairing until it's automatic.
SECTION 11.2Series
Adding the terms of an infinite sequence produces an infinite series. We give meaning to such an "infinite sum" not by adding term by term forever, but by tracking the sequence of partial sums and asking whether it converges.
Infinite series and partial sums
Given a sequence \(\{a_n\}\), the expression \(\sum_{n=1}^{\infty}a_n\) is an infinite series. Its \(n\)th partial sum is \(s_n=a_1+a_2+\cdots+a_n=\sum_{i=1}^{n}a_i\). The series converges with sum \(s\) if the sequence \(\{s_n\}\) converges to the finite number \(s\); otherwise the series diverges.
Figure 11.2.1 A geometric picture of \(\tfrac12+\tfrac14+\tfrac18+\cdots=1\): each piece halves the remaining area, so the partial sums creep up to fill the whole unit.
The geometric series
The series \(\sum_{n=1}^{\infty}ar^{\,n-1}=a+ar+ar^2+\cdots\) (with \(a\ne0\)) converges when \(|r|<1\) and diverges when \(|r|\ge1\). When it converges its sum is the first term divided by one minus the common ratio.
Telescoping sums and the harmonic series
The harmonic series diverges
The series \(\sum_{n=1}^{\infty}\tfrac1n=1+\tfrac12+\tfrac13+\cdots\) diverges, even though its terms shrink to zero. Grouping terms in blocks whose sums each exceed \(\tfrac12\) shows the partial sums grow without bound. This is the classic warning that small terms are not enough to force convergence.
If \(\sum a_n\) converges, then \(\lim_{n\to\infty}a_n=0\). Contrapositively, if \(\lim_{n\to\infty}a_n\) fails to exist or is nonzero, the series diverges. Caution: \(a_n\to0\) alone does not guarantee convergence (the harmonic series is the counterexample).
If \(\sum a_n\) and \(\sum b_n\) converge and \(c\) is a constant, then \(\sum ca_n\), \(\sum(a_n+b_n)\), and \(\sum(a_n-b_n)\) all converge, with \(\sum ca_n=c\sum a_n\) and \(\sum(a_n\pm b_n)=\sum a_n\pm\sum b_n\). Adding or removing a finite number of terms never changes whether a series converges.
SECTION 11.3The Integral Test and Estimates of Sums
For most series no tidy formula for the partial sum exists, so we test convergence indirectly. The Integral Test compares a series of positive, decreasing terms with the area under a matching continuous curve.
Figure 11.3.1 Rectangles of width 1 sit below a decreasing curve. If the area under the curve is finite, the boxed series is squeezed below it and converges; if infinite, the series diverges with it.
Let \(f\) be continuous, positive, and decreasing on \([1,\infty)\) with \(a_n=f(n)\). Then \(\sum_{n=1}^{\infty}a_n\) converges if and only if the improper integral \(\int_{1}^{\infty}f(x)\,dx\) converges. The series and the integral share their fate, but their values are generally different.
The \(p\)-series \(\sum_{n=1}^{\infty}\dfrac{1}{n^{p}}\) converges if \(p>1\) and diverges if \(p\le1\). The harmonic series is the borderline case \(p=1\).
Don't confuse "the series converges" with "the series equals the integral." The Integral Test only transfers the yes/no verdict. For instance \(\sum 1/n^2=\pi^2/6\) but \(\int_1^\infty x^{-2}\,dx=1\). Use the remainder estimate above when a problem asks how many terms you need for a target accuracy — it's a favourite exam question.
SECTION 11.4The Comparison Tests
When a series of positive terms resembles a known geometric or \(p\)-series, we can settle its convergence by comparing term sizes. Two versions exist: a direct inequality comparison and a more flexible limit comparison.
Let \(\sum a_n\) and \(\sum b_n\) be series with positive terms. If \(\sum b_n\) converges and \(a_n\le b_n\) for all \(n\), then \(\sum a_n\) converges. If \(\sum b_n\) diverges and \(a_n\ge b_n\) for all \(n\), then \(\sum a_n\) diverges.
Let \(\sum a_n\) and \(\sum b_n\) have positive terms. If \(\displaystyle\lim_{n\to\infty}\frac{a_n}{b_n}=c\) where \(c\) is finite and \(c>0\), then both series converge or both diverge. This avoids the need to engineer a term-by-term inequality.
The fast way to pick a comparison series: strip everything except the highest power of \(n\) on top and bottom. The resulting \(b_n\) is almost always a \(p\)-series or geometric series whose behaviour you already know. The Limit Comparison Test then does the rest without fussing over inequalities.
SECTION 11.5Alternating Series
An alternating series has terms that switch sign from one to the next. Such series are far more forgiving than positive series: if the absolute terms simply decrease to zero, the series converges.
Alternating series
An alternating series has the form \(\sum(-1)^{n-1}b_n\) or \(\sum(-1)^{n}b_n\) with \(b_n>0\); the factor \((-1)^{n}\) is what makes consecutive terms alternate in sign.
If the alternating series \(\sum_{n=1}^{\infty}(-1)^{n-1}b_n\) (with \(b_n>0\)) satisfies (i) \(b_{n+1}\le b_n\) for all \(n\) and (ii) \(\lim_{n\to\infty}b_n=0\), then the series converges.
Figure 11.5.1 Partial sums of a convergent alternating series step back and forth across the limit \(s\), each step shorter than the last because \(b_n\to0\).
If \(s=\sum(-1)^{n-1}b_n\) satisfies the Alternating Series Test, then the error in using the partial sum \(s_n\) to approximate \(s\) is no larger than the first omitted term: \(|R_n|=|s-s_n|\le b_{n+1}\).
SECTION 11.6Absolute Convergence and the Ratio and Root Tests
For series with terms of mixed or irregular sign, the cleanest strategy is to test the series of absolute values. The Ratio and Root Tests then provide automatic machinery, especially for series built from factorials or \(n\)th powers.
Absolute and conditional convergence
A series \(\sum a_n\) is absolutely convergent if \(\sum|a_n|\) converges. It is conditionally convergent if it converges but \(\sum|a_n|\) diverges. The alternating harmonic series is the standard example of conditional convergence.
If \(\sum|a_n|\) converges, then \(\sum a_n\) converges. This lets us settle messy-sign series by working entirely with positive terms.
Let \(L=\displaystyle\lim_{n\to\infty}\left|\dfrac{a_{n+1}}{a_n}\right|\). If \(L<1\) the series is absolutely convergent (hence convergent); if \(L>1\) (or \(L=\infty\)) it diverges; if \(L=1\) the test is inconclusive.
Let \(L=\displaystyle\lim_{n\to\infty}\sqrt[n]{|a_n|}\). If \(L<1\) the series converges absolutely; if \(L>1\) (or \(L=\infty\)) it diverges; if \(L=1\) the test is inconclusive. Reach for it when the whole term is raised to the \(n\)th power.
Rearrangements
An absolutely convergent series may be reordered freely without changing its sum. A conditionally convergent series, by contrast, can be rearranged to sum to any real number — a striking result due to Riemann that shows infinite sums need not behave like finite ones.
SECTION 11.7Strategy for Testing Series
There is no fixed order in which to try the tests. As with integration, the skill is to classify a series by its form and then choose the test that suits that form. The guidelines below summarise the decision process.
How to recognise which test to use
Match the series to the cue, then apply the matching tool:
- Looks like \(\sum 1/n^{p}\) → it is a \(p\)-series; converges iff \(p>1\).
- Has the form \(\sum ar^{\,n-1}\) → geometric; converges iff \(|r|<1\).
- Rational or algebraic in \(n\) → comparison or limit comparison with a \(p\)-series.
- You can see at a glance that \(a_n\not\to0\) → Test for Divergence.
- Form \(\sum(-1)^{n}b_n\) → Alternating Series Test.
- Contains factorials or a constant to the \(n\)th power → Ratio Test.
- The whole term is an \(n\)th power → Root Test.
- \(a_n=f(n)\) with \(\int f\) easy to evaluate → Integral Test.
Treat §11.7 as a flowchart, not a list. Before computing anything, ask three quick questions in order: Do the terms go to zero? (if not, you're done) — Is it a standard family (geometric / \(p\)-series)? — What structure dominates (factorial, \(n\)th power, alternating sign, rational)? Nine times out of ten the right test is obvious after those three questions.
SECTION 11.8Power Series
A power series is a "polynomial of infinite degree" in a variable \(x\). For each fixed \(x\) it becomes an ordinary numerical series that may converge or diverge, so a power series defines a function on the set of \(x\)-values where it converges.
Power series
A power series centered at \(a\) is \(\sum_{n=0}^{\infty}c_n(x-a)^{n}\), where the constants \(c_n\) are the coefficients. The center \(a=0\) gives the simplest form \(\sum c_n x^{n}\). Every power series converges at its center, since all but the first term vanish when \(x=a\).
For a power series \(\sum c_n(x-a)^{n}\) exactly one of three things happens:
it converges only at \(x=a\); it converges for all \(x\); or there is a positive number
\(R\) such that it converges for \(|x-a|
Radius and interval of convergence
The number \(R\) above is the radius of convergence (with \(R=0\) for the single-point case and \(R=\infty\) for the everywhere case). The interval of convergence is the full set of \(x\) for which the series converges; at the two endpoints \(x=a\pm R\) anything can happen, so they must be checked separately.
Figure 11.8.1 A power series converges on an interval centered at \(a\) with radius \(R\); the endpoints are decided case by case.
SECTION 11.9Representations of Functions as Power Series
Starting from the geometric series, we can manufacture power-series representations of many functions by substitution, and then by differentiating or integrating term by term. This turns hard antiderivatives into easy series.
If \(f(x)=\sum c_n(x-a)^{n}\) has radius of convergence \(R>0\), then \(f\) is differentiable on \((a-R,a+R)\) and may be differentiated and integrated term by term: \(f'(x)=\sum n\,c_n(x-a)^{n-1}\) and \(\int f\,dx=C+\sum c_n\dfrac{(x-a)^{n+1}}{n+1}\). Both new series keep the same radius \(R\) (endpoints may change).
The real payoff of this section shows up in §11.10–11.11 and in integration: functions like \(e^{-x^2}\) and \(\tfrac{1}{1+x^7}\) have no elementary antiderivative, yet expanding them as a series lets you integrate term by term and get any accuracy you want. Whenever you meet "evaluate this integral as an infinite series," this is the toolkit.
SECTION 11.10Taylor and Maclaurin Series
If a function can be written as a power series at all, its coefficients are forced — they must be built from the function's derivatives at the center. This gives the Taylor series, and its special case at the origin, the Maclaurin series.
Taylor polynomial and remainder
The \(n\)th-degree Taylor polynomial \(T_n(x)\) is the partial sum through the \((x-a)^{n}\) term. Writing \(f(x)=T_n(x)+R_n(x)\), the function equals the sum of its Taylor series on an interval precisely when the remainder satisfies \(\lim_{n\to\infty}R_n(x)=0\) there.
If \(|f^{(n+1)}(x)|\le M\) for \(|x-a|\le d\), then the remainder of the Taylor series satisfies \(|R_n(x)|\le\dfrac{M}{(n+1)!}\,|x-a|^{\,n+1}\) for \(|x-a|\le d\). This is the standard tool for proving a function equals its series.
For any real \(k\) and \(|x|<1\), \(\displaystyle(1+x)^{k}=\sum_{n=0}^{\infty}\binom{k}{n}x^{n} =1+kx+\dfrac{k(k-1)}{2!}x^{2}+\cdots\), where \(\binom{k}{n}\) are the binomial coefficients. When \(k\) is a positive integer the series terminates and reduces to the ordinary Binomial Theorem.
Memorize the six series in the box above — they're the building blocks for almost every series problem you'll meet. The smart move is rarely to compute derivatives from scratch; instead, manipulate a known series by substitution, multiplication, differentiation, or integration (as in Examples 2 and 3). Faster, and far less error-prone.
SECTION 11.11Applications of Taylor Polynomials
Taylor polynomials are how calculators evaluate transcendental functions and how physicists simplify hard formulas: replace a function by the first few terms of its Taylor series, then bound the resulting error.
Polynomial approximation
The \(n\)th-degree Taylor polynomial \(T_n(x)\) approximates \(f\) near the center \(a\), and the approximation improves as \(n\) grows. The quality of the fit is measured by the remainder \(R_n(x)=f(x)-T_n(x)\), which we bound to guarantee accuracy.
Figure 11.11.1 Successive Taylor polynomials of \(\sin x\) hug the curve over a widening interval; each added term extends the range of good agreement.
This section is where the whole chapter pays off for engineers. The pattern in Example 2 — expand, keep the leading term(s), discard the rest with an error bound — is how relativistic corrections, small-angle pendulum periods, lens (Gaussian optics) equations, and earth-curvature highway corrections are all derived. When a formula is intractable, a degree-1 or degree-2 Taylor polynomial usually reveals the physics hiding inside it.
End of Chapter 11. Section exercises, review questions, and chapter review problems are omitted from this reference by design.