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| | :<math>\lim_{N\rightarrow\infty}\sum^{N}_{n=1}a_{n}=L</math> | | :<math>\lim_{N\rightarrow\infty}\sum^{N}_{n=1}a_{n}=L</math> |
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| − | for <math>L</math> a finite number, <math>|L|<\infty</math>. The terms in the limit are known as [[partial sum]]s. If the partial sums approach <math>\infty</math> or <math>-\infty</math>, the series is said to '''diverge'''. If the partial sums do not approach a single value, finite or infinite, then the series is said to have no limit. | + | for <math>L</math> a finite number, <math>|L|<\infty</math>.<ref>[http://mathworld.wolfram.com/ConvergentSeries.html Convergent Series] from mathworld.wolfram.com</ref> The terms in the limit are known as partial sums. If the partial sums approach <math>\infty</math> or <math>-\infty</math>, the series is said to '''diverge'''. If the partial sums do not approach a single value, finite or infinite, then the series is said to have no limit. |
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| | Convergence of the series will occur only if (<math>\Leftarrow</math>), | | Convergence of the series will occur only if (<math>\Leftarrow</math>), |
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| | :<math>\lim_{n\rightarrow\infty}a_{n}=0</math> | | :<math>\lim_{n\rightarrow\infty}a_{n}=0</math> |
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| − | However, there is not one unique convergence condition (if or <math>\Rightarrow</math>) | + | However, there is not one unique convergence condition (if or <math>\Rightarrow</math>). |
| | | | |
| − | ==Real series convergence== | + | ==Types of Convergence== |
| − | There are two common convergence, power series and alternating series. However, there are many others.
| + | A series is said to converge [[Absolute value|absolutely]] if the limit |
| | | | |
| − | ===Power Series convergence=== | + | :<math> |
| | + | \lim_{N\rightarrow\infty}\sum^{N}_{n=1} \left| a_{n} \right|=L |
| | + | </math> |
| | | | |
| − | A power series is of the form,
| + | If this limit holds for <math>a_n</math> but not for <math>|a_n|</math>, then the series is said to converge conditionally. If a series converges absolutely, then the series, <math>\sum^{N}_{n=1} a_{n}</math>, must also converge. |
| | | | |
| − | :<math>\sum^{\infty}_{n=1}a_{n}=\sum^{\infty}_{n=1}b_{n}(x-a)^{n}</math>,
| + | ==Real series convergence== |
| | + | There are many test for checking whether a series converges. A particularly important class of series are power series which have the form, |
| | | | |
| − | This will converge if <math>\lim_{n\rightarrow\infty}|\frac{a_{n+1}}{a_{n}}|<1</math>.
| + | :<math>\sum^{\infty}_{n=1}a_{n}=\sum^{\infty}_{n=1}b_{n}(x-a)^{n}</math> |
| | + | |
| | + | ===D'Alembert's Ratio Test=== |
| | + | |
| | + | D'Alembert's ratio test states that for the limit: |
| | + | |
| | + | :<math> |
| | + | L = \lim_{n\rightarrow\infty} \left| \frac{a_{n+1}}{a_{n}} \right| |
| | + | </math> |
| | + | |
| | + | the series will converge if L<1.<ref name=MathematicalMethods>K.F. Riley, M.P. Hobson, S.J. Bence, ''Mathematical Methods for Physics and Engineering'', Cambridge University Press, 3<sup>rd</sup> ed., 2006</ref> if L>1 the series diverges and if L=0 the test is inconclusive and an alternative test must be used. |
| | | | |
| | ===Alternating Series convergence=== | | ===Alternating Series convergence=== |
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| | This will converge if <math>0\leq a_{n+1}<a_{n}</math>. | | This will converge if <math>0\leq a_{n+1}<a_{n}</math>. |
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| − | ===Root test=== | + | ===Cauchy's Root test=== |
| | + | Cauchy's root test states that the limit: |
| | + | |
| | + | :<math> |
| | + | L = \lim_{N\rightarrow\infty}\sum^{N}_{n=1} \sqrt[n]{a_{n}} |
| | + | </math> |
| | + | |
| | + | can be used to test convergence.<ref>[http://tutorial.math.lamar.edu/Classes/CalcII/RootTest.aspx Cauchy's root test] from tutorial.math.lamar.edu</ref> If: |
| | + | |
| | + | *L<1, then the series converges absolutely and so must converge |
| | + | *L>1, then the series diverges |
| | + | *L=0, then the series may converge or diverge, another test must be used. |
| | + | |
| | + | ===Limit Comparison Test=== |
| | + | The limit comparison test allows one to test one series, <math>\Sigma a_n</math>, for convergence by comparing it to another series, <math>\Sigma b_n</math>, that is known to converge or diverge.<ref>[http://mathworld.wolfram.com/LimitComparisonTest.html Limit comparison test] from mathworld.wolfram.com</ref> This test is only valid if all terms in the two series are positive. It states that if the limit |
| | + | |
| | + | :<math> |
| | + | \rho = \lim_{n\rightarrow \infty} \frac{a_n}{b_n} |
| | + | </math> |
| | + | |
| | + | is finite and <math>\rho>0</math> then <math>\Sigma a_n</math> converges if <math>\Sigma b_n</math> converges or diverges if <math>\Sigma b_n</math> diverges. |
| | + | |
| | + | ===Integral Test=== |
| | + | Suppose we have a [[function]], <math>f(x)</math> for which <math>f(n)=a_n</math>. Then if the limit: |
| | + | |
| | + | :<math> |
| | + | L = \lim_{N\rightarrow \infty} \int^N f(x) \, dx |
| | + | </math> |
| | + | |
| | + | exists, then the series <math>\Sigma a_n</math> must converge. If the [[integral]] cannot be evaluated, then the series diverges.<ref>[http://tutorial.math.lamar.edu/Classes/CalcII/IntegralTest.aspx Integral test] from tutorial.math.lamar.edu</ref> This forms a very powerful technique for testing convergence. Furthermore, if the limit does exist, then upper and lower bounds for the series can be found: |
| | + | |
| | + | :<math> |
| | + | L \leq \sum^{N}_{n=n_0}a_{n} \leq L + f(n_0) |
| | + | </math> |
| | + | |
| | + | where n<sub>0</sub> is the starting point of the series. As an example, consider the harmonic series, <math>\Sigma^{\infty}_{n=1} n^{-1}</math>. Evaluating integral using <math>f(x)=x^{-1}</math> we get: |
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| − | ==Complex series convergence== | + | :<math> |
| | + | \lim_{N\rightarrow \infty} \int^N \frac{1}{x} \, dx = \lim_{N\rightarrow \infty} \left( \ln{N} - \ln{1} \right) |
| | + | </math> |
| | + | |
| | + | The first [[natural logarithm]] goes to infinity as N goes to infinity. So although each term get smaller and smaller, the series diverges. |
| | | | |
| | ==Intervals of convergence== | | ==Intervals of convergence== |
| | + | The interval of convergence, also known as the [[radius of convergence]], describes the range of values for which an [[infinite series]] converges.<ref>[http://mathworld.wolfram.com/RadiusofConvergence.html Radius of convergence] from mathworld.wolfram.com</ref> For [[real number|real]] series this is an interval or region on the number line and can be expressed in the form a<x<b. As [[complex numbers]] have two components, this interval is transforms from a 1 dimensional line to the 2 dimensional area of a circle. Depending on the series, the interval of convergence may include some numbers, all numbers or no numbers. For example, the [[exponential]] function can be written as a power series: |
| | + | |
| | + | :<math> |
| | + | e^x = \sum^{\infty}_{n=0} \frac{x^n}{n!} |
| | + | </math> |
| | + | |
| | + | This series converges for all x, real or complex. The [[binomial expansion]] of the function (1+x)<sup>-1</sup> is: |
| | + | |
| | + | :<math> |
| | + | \frac{1}{1+x} = \sum^{\infty}_{n=0}x^n |
| | + | </math> |
| | + | |
| | + | and only converges for |x|<1. |
| | + | |
| | + | ==References== |
| | + | {{reflist}} |
| | + | |
| | + | ==See also== |
| | + | *[[Series (mathematics)]] |
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| | + | [[Category:Mathematics]] |
| | [[Category:Calculus]] | | [[Category:Calculus]] |