Numerical Series Notes
CH1: Numerical Series
Objectives
- Calculate sums in simple or classic cases.
- Study the nature of a numerical series using different criteria:
- Series with positive terms.
- Riemann's criterion.
- d'Alembert's rule.
- Cauchy's rule.
Introductory Activity: Fourier Series
- A particular form of numerical series used to decompose a periodic function into an infinite sum of trigonometric terms.
- Essential in various fields such as signal processing and data compression.
- Data compression is an essential technique in signal processing and modern communication systems.
- It reduces the amount of data needed to represent a signal while retaining essential information.
- Compressed signals include images, videos, and sounds.
- Compression:
- Decreases the memory space required to store data.
- Accelerates data processing and transfer while maintaining high quality.
Question
- Why are compressed audio or video files (MP3, MPEG) smaller than the originals while remaining very clear?
Answer
- Any complex signal (e.g., a sound wave or an image) can be represented as a sum of simple sinusoidal waves, thanks to Fourier series.
Example
- Let the signal be a square wave (e.g., a binary 0/1 signal) periodic with period .
- Can be decomposed into a Fourier series (numerical series):
, with n is odd. - In compression, only the most important sinusoids are retained, which reduces the amount of data.
- The convergence of Fourier series guarantees that the infinite sum is well-defined and can be used to reconstruct a signal.
Generalities on Numerical Series
Definition
- Let and be a real sequence.
- For , is called the partial sum of of order n.
- The sequence of partial sums , denoted , is called the numerical series of general term .
Example 1
- The partial sum of the series with general term for is defined by:
- The partial sum of the series with general term for is defined by:
Convergence
- Determining the nature of a series means determining whether it is convergent or divergent.
- The convergence of the general term does not generally imply the convergence of the numerical series .
- In particular, studying the convergence of consists of studying the convergence of and not of .
Example 2
Express as a function of n, then calculate .
If exists and is finite, we say that the sequence is convergent.
If is infinite or does not exist, we say that the sequence is divergent.
The series converges to S if the sequence of partial sums converges to S. In this case, the limit S is called the sum of the series, and we write
The notations and designate two different notions:
- The notation designates a numerical series.
- In the case where it converges, the notation designates its limit.
Remarque 4 (Attention!)
- Let be a numerical series converging to . We call the remainder of order n of this series the real number defined by:
Exercice 1
Let be a numerical series converging to .
- For all , calculate .
- Calculate the limit of as n tends to infinity.
- Conclude.
Necessary Condition for Convergence
- To study the convergence of a numerical series , it is necessary that its general term satisfies a certain condition that we define in what follows.
Activity 1
Let be a convergent numerical series, and its partial sum of order n.
- Verify that .
- Calculate and conclude.
If the series is convergent then is convergent and .
Exercice 2
Show that the following series are divergent.
A numerical series whose general term does not tend towards 0 is divergent.
If , is the series convergent?
Exercice 3
For all , we set and .
- Calculate .
- Verify that , for .
- Calculate .
- Calculate and deduce the nature of the series .
- What can we conclude?
Algebraic Operations on Series
- Let and be two numerical series, and .
| converges | converges | converges |
| converges | diverges | diverges |
| diverges | converges | diverges |
| diverges | diverges | We cannot conclude |
Example 3
Study the nature of each of the following numerical series:
Reference Series
- In this section, we will present some reference series.
Geometric Series
Activity 2
Let , and .
- Calculate for all .
- Study, according to the values of q, the limit of as n tends towards .
The geometric series is convergent if and only if and in this case, .
Example 4
Study the nature of each of the following series:
Telescopic Series
- Let be a sequence. The series with general term is called a telescopic series
Activity 3
Let and be a real sequence.
- Express as a function of and .
- Show then that the series and the sequence have the same nature.
The telescopic series and the sequence are of the same nature.
Exercice 4
Study the nature of each of the following series:
Riemann Series
- For and , a Riemann series is a series defined by .
Activity 4
We seek to determine a convergence criterion for Riemann series.
- Suppose that , calculate and deduce that the series is divergent.
- Suppose that \alpha > 0. Let be an integer, noting that the function is decreasing on , show that
- By integrating the preceding inequality between k and k + 1, then summing from k = 1 to k = n, show that
- Calculate as a function of .
- Discuss, according to the values of , the nature of the Riemann series .
The Riemann series is convergent if and only if \alpha > 1.
Exercice 5
Study the nature of the following numerical series:
Bertrand Series
- A Bertrand series is a series defined by where .
Activity 5 (an idea of proof)
Suppose that \alpha < 1. We have , show that the Bertrand series is divergent.
Suppose that \alpha > 1. We have where 1 < r < \alpha, show that the Bertrand series is convergent.
Suppose that . Show that for all we have: , and deduce that the Bertrand series is divergent.
Suppose that and \beta > 1.
a) Show that for all we have: .
b) Deduce that for all we have: , then conclude that the Bertrand series converges.
Let . The Bertrand series converges if and only if:
\alpha > 1, or ( and \beta > 1).
Exercice 6
Give the nature of the following numerical series:
Series with Positive Terms
- In this section, we group together some convergence criteria that are only valid for series with positive terms.
- A real series is said to have positive terms if .
Activity 6
Let , be a series with positive terms, and its partial sum of order n.
- Calculate , for all .
- Show that the sequence is increasing.
- Conclude.
Let be a series with positive terms, then, converges if and only if the sequence of partial sums is bounded above.
Exercice 7
Let the sequence .
- Show that .
- Calculate .
- Show that the sequence is bounded above.
- Deduce the nature of the series .
Comparison Criteria
Let and be two series with positive terms such that:
If converges then converges.
If diverges then diverges.
Exercice 8
Study the nature of each of the following series:
Let and be two series with positive terms such that and are equivalent in the neighborhood of :
Then, and are of the same nature.
Exercice 9
Study the nature of the following series:
Riemann's Criterion
Activity 7
Let be a series with positive terms and .
Suppose that and .
a) Show that there exists , such that .
b) Deduce the nature of the series .
Suppose that \alpha > 1 and .
a) Show that there exists such that .
b) Deduce the nature of the series .
Let be a series with positive terms.
- If there exists such that then the series is divergent.
- If there exists \alpha > 1 such that (exists and is finite) then the series is convergent
Exercice 10
Study the nature of each of the following series:
d'Alembert's Rules
Let be a series with strictly positive terms such that
- If l < 1 then is convergent.
- If l > 1 then is divergent.
- If , we cannot conclude.
Example 5 (Case )
- Let , we have but converges if \alpha > 1 and diverges if .
Exercice 11
Study the nature of each of the following series:
Cauchy's Rules
Let be a series with strictly positive terms such that
- If l < 1 then is convergent.
- If l > 1 then is divergent.
- If , we cannot conclude.
Example 6 (Case )
- Let , we have but converges if \alpha > 1 and diverges if .
Exercice 12
Study the nature of each of the following series:
Series with Negative Terms
A real series is said to have negative terms if .
For the study of the convergence of this series, we can restrict ourselves to the case of the study of the convergence of a series with positive terms by setting .
Thus, all the convergence criteria used for the study of the nature of a real positive series are valid in the case where the real series has terms of constant sign.
Series with Arbitrary Terms
- When the real series is not with terms of constant sign, the criteria stated previously are no longer valid.
- In this case, we need other criteria to study its convergence.
Alternating Series
- A series is said to be alternating if it is of one of the following types:
where
Example 7
The following series are alternating series:
.Let be an alternating series, if the sequence is decreasing and , then, is convergent.
Moreover, we have
Exercice 13
Study the nature of each of the following series:
Absolute Convergence
- To bring the study of a series with arbitrary terms back to that of a series with positive terms, we define the absolute convergence of a numerical series.
- Let be a numerical series with arbitrary terms, we say that the series is absolutely convergent if is convergent.
Exercice 14
Show that the series is absolutely convergent.
If is an absolutely convergent series then it is convergent.
Exercice 15
Let the series .
- Show that the series is convergent.
- Study the absolute convergence of the series .
- Conclude.
The converse of the theorem is false, there exist series that are convergent and not absolutely convergent.
Semi-convergence
- Let be a series with arbitrary terms, we say that the series is semi-convergent if is convergent and is divergent.
Application
A person suffering from an illness must take a daily dose of 20mg of a certain medication. Each day, the body eliminates 25% of the medication present.
We denote the quantity of medication (in mg) present in the body at the end of the nth day ().
- Show that, for all , .
- The body can only support a quantity of 70mg of this medication. Knowing that she must take this medication for the rest of her days, is this person in danger?