Integral calculus and series

Lecture Notes

Abdallah Khochman, Mohammad Wehbe

Lebanese University - Faculty of Sciences (Department of Mathemat-
ics)
E-mail address: [email protected] , [email protected]
 Abstract. This document contains some notions of integral calculus and series. Topics
are selected to fit the requirements of the course M1104 at the Lebanese University. Every
chapter contains a collection of basic definitions, properties, examples and exercises. A
set of comprehensive exercises is given right after each chapter.

References
• Thomas calculus.

January 01, 2018 c This document can be reproduced in its entirely for non commer-
cial use.
 Contents

References 2
Chapter 1. Indefinite integrals 5
1. Antiderivatives 5
2. Integration by parts and substitution method 6
3. Integration of rational functions 9
4. Trigonometric integrals 11
5. Integral of irrational functions 13
6. Exercises 15
Chapter 2. Definite integrals 17
1. Definition of the Definite integrals 17
2. Integrable functions 19
3. The fundamental theorem of calculus 21
4. exercises 24
Chapter 3. Improper integrals 27
1. Definitions and examples 27
1.1. Infinite limitsZof integration 27
∞
dx
1.2. The integral 27
1 xp
1.3. Integrands with Vertical Asymptotes 28
2. Test for convergence and divergence of integral of type 1 28
3. Test for convergence and divergence of integral of type 2 30
4. Exercises 31
Chapter 4. Series 35
1. Infinite series 35
2. Series with positive terms 39
2.1. Comparison tests 39
2.2. The integral test 40
2.3. The ratio and root tests 41
2.4. 2n − test 43
3. Alternating series, absolute and conditional convergence test 44
4. exercises 47

3
 CHAPTER 1

Indefinite integrals

1. Antiderivatives
In this section, we want to find a function F from its derivative f . If such a function
F exists, it is called an antiderivative of f and f we will the derivative of F . We will see
in the next chapter that antiderivatives are the link connecting the two major elements
of calculus: derivatives and definite integrals.
Definition 1.1. A function G is an antiderivative of f on an interval I if F 0 (x) = f (x)
for all x ∈ I.
Example 1.2. (1) Find an antiderivative for the following each functions

f (x) = sin x, g(x) = 2x + cosx

1
(2) ln | tan(x/2 + π/4)| is an antiderivative for
cos x
Theorem 1.3. If F is an antiderivative of f on an interval I, then the most general
antiderivative of f on I is
F (x) + c
where c is an arbitrary constant.
Thus the most general antiderivative of f on I as a family of functions F (x) + c whose
graphs are vertical translations of one other. We can select a particular antiderivative
from this family by assigning a specific value to c. Here is an example showing how such
an assignment might be made.
Example 1.4. Find an antiderivative of F (x) = 3x2 that satisfies F (1) = −1.
Since the derivative of x3 is 3x2 , the general antiderivative
F (x) = x3 + c
gives all the antiderivatives of f (x). The condition F (1) = −1 determines a specific value
for C. Substituting x = 1 into F (x) = x3 + c gives c = −2.
The rules in the following table are easily verified by differentiating the general an-
tiderivative formula to obtain the function to its left. For example, the derivative of
tan kx/k + c is sec2 kx, whatever the value of the constants c or k 6= 0.
Definition 1.5. The collection of all antiderivatives of f is called the indefinite inte-
gral of f with respect to x, and is denoted by
Z
f (x)dx = F (x) + c
R
The symbol is an integral sign. The function f is the integrand of the integral, and x
is the variable of integration.
5
6 1. INDEFINITE INTEGRALS
Z Z
n 1 n+1 dx
x dx = x + c, n 6= −1 = ln |x| + c
Z n+1 Z x
1 1
cos kx = sin kx + c sin kx = − cos kx + c
Z k Z k
1 1
sec2 kx = tan kx + c csc2 kx = − cot kx + c
Z k Z k
1 1
sec kx tan kx = sec kx + c csc kx cot kx = − csc kx + c
Z k Z k
1 1
cosh axdx = sinh ax + c sinh ax = cosh ax + c
a a
−dx
Z Z
dx
= tan x + c = cot x + c
Z cos2 x Z sin2 x
1 1
2 = tanh +c = − coth x + c
cosh x sinh2 x
Z Z
1 x 1 1 x
√ = arcsin + c. = arctan +c
Z a2 − x 2 a Z a2 + x 2 a a
1 x 1 x
√ = arcsinh +c √ = arcCosh +c
Z a2 + x 2 a x 2 − a2
Z a
1 1 x 1
2 2
= arctanh +c eax dx = eax + c
a −x a a a
Other derivative rules also lead to corresponding antiderivative rules. We can add and
subtract antiderivatives and multiply them by constants.
R R
Proposition 1.6. R (1) Constant R multiple rule: kf (x)dx = k f (x)dx.
(2) Negative rule: −f (x)dx R = − f (x)dx. R R
(3) Sum or difference rule (f (x) ± g(x)(dx = f (x) ± g(x)dx.
Example 1.7.
2. Integration by parts and substitution method
The substitution method
If u is a differentiable function of x and n is any number different from −1, the Chain
Rule tells us that  n+1 
d u du
= un .
dx n + 1 dx
un+1
From another point ofview, tbis same equation says that is one ofthe anti- deriva-
  n+1
du
tives of the function un . Therefore,
dx
un+1
Z
du
un dx = + c.
dx n+1
The integral in this equation is equal to the simpler integral
un+1
Z
un du = +c
n+1
 
du
which suggests that the simpler expression du can he substituted for dx when
dx
computing an integral. Leibniz, one of the founders of calculus, had the insight that
 2. INTEGRATION BY PARTS AND SUBSTITUTION METHOD 7

indeed this substitution could be done, leading to the substitution method for computing
integrals. As with differentials, when computing integrals we have
du
du =
dx.
dx
R
Example R1.8.
√ (1) Find the integral (x3 + x)5 (3x2 + 1)dx.
(2) Find 2x + 1dx
Theorem 1.9. THE SUBSTITUTION RULE. If u = g(x) is a differentiable function
whose range is an interval I, and f is continuous on I, then
Z Z
0
f (g(x))g (x)dx = f (u)du.

Proof. By the Chain Rule, F (g(x)) is an antiderivative off (g(x)).g 0 (x) whenever F
is an antiderivative of f :
d
F (g(x)) = F 0 (g(x)).g 0 (x) = f (g(x)).g 0 (x).
dx
I f we make the substitotion u = g(x), then
Z Z
0 d
f (g(x))g (x)dx = F (g(x))dx
dx
= F (g(x)) + c
= F (u) + c
Z
= F 0 (u)du
Z
= f (u)du


The Substitution Rule provides the following substitution method to evaluate the
integral
Z
f (g(x))g 0 (x)dx,

when f and g 0 are continuous functions:

du
(1) substitute u = g(x) and du = dx = g 0 (x)dx to obtain the integral
dx
Z
f (u)du.

(2) Integrate with respect to u.

(3) Replace u by g(x) in the result.
Example 1.10. Evaluate the following integrals
Z
xdx
(1) √ .
Z 1 + x2
(2) tan xdx.
8 1. INDEFINITE INTEGRALS

Integration by parts
Integration by parts is a technique for simplifying integrals of the form
Z
f (x)g(x)dx.

It is useful when f can be differentiated repeatedly and g can be integrated repeatedly

without difficulty. The integrals
Z Z
x cos xdx x2 e x

are such integrals because f (x) = x or f (x) = x2 can be differentiated repeatedly to

become zero, and g(x) = cos x or g(x) = ex can be integrated repeatedly without difficulty.
Iff and g are differentiable functions of x, the Product Rule says that
d
[f (x)g(x)] = f 0 (x)g(x) + f (x)g 0 (x).
dx
In terms of indefinite integrals, this equation becomes
Z Z
d
f (x)g(x)dx = [f 0 (x)g(x) + f (x)g 0 (x)]dx
dx
or Z Z Z
d
[f (x)g(x)]dx = f (x)g(x)dx + f (x)g 0 (x)dx.
0
dx
Rearranging the terms of this last equation, we get
Z Z Z
0 d
f (x)g (x)dx = [f (x)g(x)]dx − f 0 (x)g(x)dx
dx
leading to the integration by parts formula
Z Z
f (x)g (x)dx = f (x)g(x) − f 0 (x)g(x)dx
0

Sometimes it is easier to remember the formula if we write it in differential form. Let

u = f (x) and v = g(x). Then du = f 0 (x)dx and dv = g 0 (x)dx. Using the Substitution
Rule, the integration by parts formula becomes
Proposition 1.11. Integration by parts formula:
Z Z
udv = vu − vdu
R R
This formula expresses one integral, udv, in terms of a second integral, vdu. With
a proper choice of u and v, the second integral may be easier to evaluate than the first.
In using the formula, various choices may be available for u and dv. The next examples
illustrate the technique:
Example
Z 1.12. Find the following integrals
(1) ln xdx.
Z
(2) xex
Z
(3) ex cos xdx
Z
(4) cosn xdx.
 3. INTEGRATION OF RATIONAL FUNCTIONS 9
Z
(5) arctan xdx
Z
(6) x2 arctan xdx.
Z
dx
(7) 4
Z cos x
(8) cos(ln x)dx
Z
(9) earcsin x dx.
R
We have seen that integrals of the form f (x)g(x)dx, in which f can be differentiated
repeatedly to become zero and g can be integrated repeatedly without difficulty, are
natural candidates for integration by parts. However, if many repetitions are required, the
calculations can be cumbersome; or, you choose substitutions for a repeated integration
by parts that just ends up giving back the original integral you were trying to find. In
situations like these, there is a way to organize the calculations that prevents these pitfalls
and makes the work much easier. It is called tabular integration and is illustrated in the
following examples.
Z
Example 1.13. Find (x4 + x)e−x dx

3. Integration of rational functions

This section shows how to express a rational function (a quotient of polynomials) as
a sum of simpler fractions, called partial fractions, which are easily integrated.
General description of the method:
f (x)
Success in writing a rational function as a sum of partial fractions depends on two
g(x)
things:
• The degree of f (x) must be less than the degree of g(x). That is, the fraction
must be proper. If it isn’t, divide f (x) by g(x) and work with the remainder
term.
• We must how the factors of g(x). In theory, any polynomial with real coefficients
can be written as a product of real linear factors and real quadratic factors. In
practice, the factors may be hard to find.
f (x)
Here is how we find the partial fractions of a proper fraction when the factors of g
g(x)
are known. A quadratic polynomial (or factor) is irreducible if it cannot be written as
the product of two linear factors with real coefficients. That is, the polynomial has no
real roots.
f (x)
Method of Partial Fractions ( Proper).
g(x)
(1) Let x − r be a linear factor of g(x). Suppose that (x − r)m is the highest power
of x − r that divides g(x). Then, to this factor, assign the sum of the m partial
fractions:
A1 A2 Am
+ + · · · + .
(x − r) (x − r)2 (x − r)m
Do this for each distinct linear factor of g(x).
10 1. INDEFINITE INTEGRALS

(2) Let x2 + px + q be an irreducible quadratic factor of g(x) so that x2 + px + q bas

no real roots. Suppose that (x2 + px + q)n is the highest power of this factor that
divides g(x). Then, to this factor, assign the sum of the n partial fractions:
B1 x + C1 B2 x + C2 Bn x + Cn
2
+ 2 2
+ ··· + 2 .
(x + px + q) (x + px + q) (x + px + q)n
Do this for each distinct quadratic factor of g(x).
f (x)
(3) Set the original fraction equal to the sum of all these partial fractions. Clear
g(x)
the resulting equation of fractions and arrange the terms in decreasing powers of
x.
(4) Equate the coefficients of corresponding powers of x and solve the resulting equa-
tions for the undetermined coefficients.
Example 1.14. Find the following integrals
x2 + 4x + 1
Z
(1) dx
Z (x − 1)(x + 1)(x + 3)
6x + 7
(2) 2
dx
Z (x 3+ 2) 2
2x − 4x − x − 3
(3) dx
x2 − 2x − 3
Z
dx
(4) 2
Z x(x + 2x + 5)
dx
(5) 2 2
Z x(x + 1)
dx
(6)
x(x + 1)2
2

When the degree of the polynomial f (x) is less than the degree of g(x) and
g(x) = (x − r1 )(x − r2 ) · · · (x − rn )
is a product of n distinct linear factors, each raised to the first power, there is a quick way
f (x)
to expand by partial fractions. This is called the Heaviside method and given by
g(x)
(1) Write the quotient with g(x) factored:
f (x) f (x)
= .
g(x) (x − r1 )(x − r2 ) · · · (x − rn )
(2) Cover the factors (x − ri ) of g(x) one at a time, each time replacing all the
uncovered x’s by the number ri This gives a number Ai for each root ri :
f (r1 )
A1 =
(r1 − r2 ) · · · (r1 − rn )
f (r2 )
A2 =
(r2 − r2 )(r2 − r3 ) · · · (r3 − rn )
f (rn )
An = .
(rn − r1 ) · · · (rn − rn−1 )
 4. TRIGONOMETRIC INTEGRALS 11

f (x)
(3) Write the partial fraction expansion of as
g(x)
f (x) A1 A2 An
= + + ··· .
g(x) (x − r1 ) (x − r2 ) (x − rn )
4. Trigonometric integrals
Trigonometric integrals involve algebraic combinations of the six basic trigonometric
functions. In principle, we can always express such integrals in terms of sines and cosines,
but it is often simpler to work with other functions, as in the integral
Z Z
2 dx
sec xdx = = tan x + c.
cos2 x
The general idea is to use identities to transform the integrals we have to f”md into
integrals that are easier to work with. Products of powers of sines and cosines
We begin with integrals of the form:
Z
sinm x cosn xdx,

where m and n are non negative integers (positive or zero). We can divide the appropriate
substitution into three cases according to m and n being odd or even.
(1) If m is odd, we write m as 2k + 1 and use the identity sin2 x = 1 − cos2 x to
obtain
sinm x = sin2k+1 x = (sin2 x)k sin x = (1 − cos2 x)k sin x.
Then we combine the single sin x with dx in the integral and set sin xdx equal to
−d(cos x).
(2) If m is even and n is odd , we write n as 2k + 1 and use the identity cos2 x =
1 − sin2 x to obtain
cosn x = cos2k+1 x = (cos2 x)k cos x = (1 − sin2 x)k cos x.
Then we combine the single cos x with dx in the integral and set cos xdx equal
to d(sin x). Z
(3) If both m and n are even in sinm x cosn xdx, we substitute

1 − cos 2x 1 + cos 2x
sin2 x = cos2 x =
2 2
to reduce the integrand to one in lower powers of cos 2x.
Here are some examples illustrating each case.
Example 1.15. Evaluate the Following integrals
Z
(1) sin3 x cos2 xdx
Z
(2) cos5 xdx
Z
(3) sin2 x cos4 xdx.

Eliminating square roots

1+cos 2θ
In the next example, we use the identity cos2 θ = 2
to eliminate a square root.
12 1. INDEFINITE INTEGRALS

Example 1.16. Evaluate

√
Z
1 + cos 4xdx.
To eliminate the square root, we use the identify
1 + cos 4x = 2 cos2 2x.
Therefore
Z √ Z √ √ √ Z
√
Z
1 + cos 4x = 2 cos2 2xdx = 2
2 cos 2xdx = 2 | cos 2x|dx.

Integrals of powers of tan x and sec x We know how to integrate the tangent and
secant and their squares. To integrate higher powers, we use the identities tan2 x =
sec2 x − 1 and sec2 x = tan2 x + 1, and integrate by parts when necessary to reduce the
higher powers to lower powers
Example 1.17. Find Z
tan4 xdx
.
Z Z
4
tan xdx = tan2 x tan2 xdx
Z
= tan2 x.(sec2 x − 1)dx
Z Z
= tan x sec xdx − tan2 xdx
2 2

Z Z
= tan x sec xdx − (sec2 x − 1)dx
2 2

Z Z Z
2 2 2
= tan x sec xdx − sec dx + dx

In the first integral, we let

u = tan x, du = sec2 xdx
and have Z
1
u2 du = u3 + c1
3
The remaining integrals are standard forms, so
Z
1
tan4 xdx = tan3 x − tan x + x + c.
3
x
The substitution t = tan
2
x x
In some trigonometric integrals, we may use the substitution t = tan , i.e. = arctan t
2 2
2 1 − t2
and dx = dt. Using this substitution, we can replace cos x by and sin x by
1 + t2 1 + t2
2t
.
1 + t2
Z
dx
Example 1.18. Find .
3 + 4 cos x
 5. INTEGRAL OF IRRATIONAL FUNCTIONS 13

The Bioche formula This formula is useful for the integral of rational function of
cos and sin, i.e a function of the form F (sin x, cos x) where F is a rational function. The
integral has the form Z
w(x)
where w(x) = F (cos x, sin x)dx.
(1) If w(x) is unchanged while replacing x by −x, we use the substitution t = cos x.
(2) If w(x) is unchanged while replacing x by π − x, we use t = sin x.
(3) If w(x) is unchanged while replacing x by π +x, we use the substitution t = tan x.
Example 1.19. Find the following integral
Z
dx
sin x + sin 2x
Products of sines and cosines
The integrals
Z Z Z
sin mx sin nxdx, sin mx cos nxdx, cos mx cos nxdx

arise in many applications involving periodic functions. We can evaluate these integrals
through integration by parts, but two such integrations are required in each case. It is
simpler to use the identities
1
sin mx sin nx = [cos(m − n)x − cos(m + n)x],
2
1
sin mx cos nx = [sin(m − n)x + sin(m + n)x],
2
1
cos mx cos nx = [cos(m − n)x + cos(m + n)x],
2
They give functions whose antiderivatives are easily found
Example 1.20. Evaluate Z
sin 3x cos 5xdx

5. Integral of irrational functions

Trigonometric substitutions.
Trigonometric substitutions occur when we replace the variable of integration by a trigono-
metric function. The most common substitutions are x = a tanθ, x = a√ sin θ and
x = a sec θ. These 2 2
√ √ substitutions are effective in transforming integrals involving a + x ,
2 2 2 2
a − x , and x − a into integrals we can evaluate directly since they come from the
reference right triangles.
With x = a tan θ,
1
a2 + x2 = a2 + a2 tan2 θ = a2 (1 + tan2 θ) = a2 sec2 θ = a2 2 .
cos θ
With x = a sin θ,
a2 − x2 = a2 − a2 sin2 θ = a2 (1 − sin2 θ) = a2 cos2 θ.
With x = a sec θ,
x2 − a2 = a2 (sec2 θ − 1) = a2 tan2 θ
14 1. INDEFINITE INTEGRALS

We want any substitution we use in an integration to be reversible so that we can change

back to the original variable afterward. For example, if x = a tan θ, we want to be able
to set θ = tan−1 (x/a) after the integration takes place. If x = a sin θ ,we want to be able
to set θ = sin−1 (x/a) when we’re done, and similarly for x = a sec θ.
As we know, the functions in these substitutions have inverses only for selected values of
θ. For reversibility,
x π π
x = a tan θ requires θ = tan−1 with − < θ < .
 xa π
2 2
π
x = a sin θ requires θ = sin−1 with − ≤ θ ≤ .
a 2 2
 0≤θ< π x 
x if ≥1 
x = a sec θ requires θ = sec−1 with π 2 a
a  ≤ θ ≤ π if x ≤ −1
2 a
Procedure for a trigonometric substitution
(1) Write down the substitution for x, calculate the differential dx, and specify the
selected values of θ for the substitution.
(2) Substitute the trigonometric expression and the calculated differential into the
integrand, and then simplify the results algebraically.
(3) Integrate the trigonometric integral, keeping in mind the restrictions on the angle
θ for reversibility.
(4) Draw an appropriate reference triangle to reverse the substitution in the inte-
gration result and convert it back to the original variable x.
Example
Z 1.21. Evaluate
dx
(1) √ .
4 + x2
x2 dx
Z
(2) √ .
9 − x 2
Z
dx 2
(3) 2
,x> .
25x − 4 5
√ √ √
2 2 2
√ of the form ax + bx + c. We write ax + bx + c as the form 1 − t ,
√ Functions
1 + t2 or t2 − 1 and the we use trigonometric substitutions.
Example 1.22. Find the following integral
Z
dx
√ .
x − 2 + x2 − 2x + 2
 p
ax + b q
Functions of the form . To integrate an irrational function containing
cx + d
m 1
a term u n we make the substitution t = u n
Example 1.23. Find
Z r
x−1
dx
x+1
Functions of the form F (sinh x, cosh x). We use the substitution t = ex and then
ex + e−x ex − e−x
cosh x = , sinh x = .
2 2
 6. EXERCISES 15

Example 1.24. Find Z

dx
.
5 sinh x − 4 cosh x

6. Exercises
Exercise 1.25. Find an antiderivative of each of the following functions:
1 ln x
a. f (x) = √ p √ b. f (x) = c. f (x) = x2 ln(x)
x 1+ x x

d. f (x) = (x2 + 7x − 5) cos(2x) e. f (x) = e−x cos x e. f (x) = cos(ln x)

Exercise 1.26. Same question for:

2x2 1 1
a. f (x) = 4 b. f (x) = 2 c. f (x) =
x −1 x (x − 1)3 (x2 + 1)2

1 1 x3
d. f (x) = 2
e. f (x) = f. f (x) =
x(x + 2x + 5) x(x + 1)2
5 (x2 + 1)3

Exercise 1.27. Same question for:

a. f (x) = cos2 x sin3 x b. f (x) = cos(5x) sin(3x)

tan x 1
c. f (x) = d. f (x) =
1 + sin2 x −5 + 13 cosh(x)
√
e. f (x) = (4x3 − 2x) cosh x f. f (x) = (2x2 + x − 1) 3 1 + x

Z
Exercise 1.28. Consider the integral In = sinn xdx, n ≥ 2. Calculate I0 and I1
then determine a recurrent relation between In and In−2 .

Z Z
ax
Exercise 1.29. Evaluate simultaneously I = e cos(bx) and J = eax sin(bx), a, b ∈
R.

Exercise 1.30. Find an antiderivative of each of the following functions:

arccos x − x x arcsin x
a. f (x) = √ b. f (x) = √
1 − x2 1 − x2

sin(2x) − cos x 1
c. f (x) = d. f (x) =
cos3 x 5 cosh x + 3 sinh x + 4

sinh3 x 1
e. f (x) = f. f (x) =
cosh x(2 + sinh x) sin x + cos x + 3
16 1. INDEFINITE INTEGRALS

Exercise 1.31. Find an antiderivative of each of the following functions:

8x − 3 1 x
a. f (x) = √ b. f (x) = √ c. f (x) = √
2
−4x + 12x − 5 2
x − 2 + x − 2x + 2 2
x + 2x + 2
x 1
r
d. f (x) = 3
e. f (x) = p
(1 − x) 4
(x − 1)3 (x − 2)5

Exercise 1.32. Find an antiderivative of each of the following functions:

1 arctan ex arcsin x
a. f (x) = 4 2 b. f (x) = x 2x
c. f (x) = √
x (x + 1) e (1 + e ) (1 − x2 ) 1 − x2

Exercise 1.33. Z
1 du
a. Calculate the integral of f (t) = 2 and deduce .
t (1 − t) u (1 − u2 )
3
Z Z Z
dx dx dx
b. Deduce the values of 3 , and .
sin x cos x 3
cos x sin x sin3 (2x)

Exercise 1.34. Find an antiderivative of each of the following functions:

sin x x + sin x
a. f (x) = b. f (x) =
1 + cos x 1 + cos x
1 x sin x
c. f (x) = d. f (x) =
1 + cos x (1 + cos x)2
 CHAPTER 2

Definite integrals

The definite integral is the key tool in calculus for defining and calculating quantities
important to mathematics and science, such as areas, volumes, lengths of curved paths,
probabilities, and the weights of various objects.The idea behind the integral is that we can
effectively compute such quantities by breaking them into small pieces and then summing
the contributions from each piece.
The basis for formulating definite integrals is the construction of appropriate finite sums.
Although we need to define precisely what we mean by the area ofa general region in the
plane, or the average value of a function over a closed interval, we do have intuitive ideas
of what these notions mean
1. Definition of the Definite integrals
In this section we begin our approach to integration by approximating these quantities
with finite sums. We also consider what happens when we take more and more terms in
the summation process. We also look at taking the limit of these sums as the number
of terms goes to infinity, which then leads to precise definitions of the quantities being
approximated here.
We begin with an arbitrary bounded non negative function f defined on a closed interval
[a, b].
Definition 2.1. A partition P of an interval [a, b], is a subdivision of [a, b] into
subintervals. To make the notation consistent, we denote a by x0 and b by xn , so that
x0 = a < x1 < x2 < · · · < xk < xk+1 < · · · < xn = b
where ∆xk = xk+1 − xk , 0 ≤ k ≤ n − 1. Notation: P = {x0 , x1 , · · · , xn }
b−a
Note that, in case where the subdivision is equal, we have ∆xk = .
n
Since f is bounded, then f is bounded on every subdivision [xk , xk+1 ], so let
mk = inf{f (x), x ∈ [xk , xk+1 ]} Mk = sup{f (x), x ∈ [xk , xk+1 ]}
and suppose that Sn = n−1
P Pn−1
k=0 M k ∆x k and s n = k=0 mk ∆xk .

Definition 2.2. The numbers Sn and sn are called the upper and lower Riemann
sums for the partition.
Since f is bounded, there exist real numbers m and M such that m ≤ f (x) ≤ M , for
all x ∈ [a, b]. Thus for every partition,
m(b − a) ≤ sn ≤ Sn ≤ M (b − a).
Definition 2.3. we say that f is Riemann integrable on [a, b] provided there exist a
partition of [a, b] such that Sn − sn converge to zero.
Z b
In this case, The integral of f is denoted by f (x)dx = lim Sn = lim sn .
a
17
18 2. DEFINITE INTEGRALS

Remark 2.4. Since f is continuous on a closed bounded interval, then, for each
k, there exists αk ∈ [xk , xk+1 ] such that f (αk ) = mk = and βk ∈ [xk , xk+1 ] such that
f (βk ) = Mk
Proposition 2.5. The sequence sn is increasing and the sequence Sn is decreasing.
Proof. We will prove that sn is increasing. Same proof that Sn P is decreasing. Let
n−1
P = {x0 = a, x1 , · · · , xn = b} be a partition for [a, b] and sn = k=0 mk ∆xk with
0
mk = inf{f (x), x ∈ [xk , xk+1 ]} and let P be a another partition for [a, b] such that P
(P ⊂ P 0 ) (i.e the number of subintervals in P is less than the number of subintervals in
P 0 ). Suppose that P 0 have one more subintervals, i.e. one point in the subdivision of P 0
more than in P : say x∗i ∈]xi , xi+1 [. The lower Riemann sum relative to P 0 is
n
X
s0n+1 = mk ∆xk + (x∗i − xi )m∗i,1 + (xi+1 − x∗i )m∗i,2
k=0,k6=i

where m∗i,1 = inf{f (x), x ∈ [xi , x∗i ]} and m∗i,2 = inf{f (x), x ∈ [x∗i , xi+1 ]}.
Since [xi , x∗i ] ⊂ [xi , xi+1 ] and [x∗i , xi+1 ] ⊂ [xi , xi+1 ] then
mi ≤ m∗i,1 et mi ≤ m∗i,2 .
It follows that
(x∗i − xi )m∗i,1 + (xi+1 − x∗i )m∗i,2 ≥ (x∗i − xi )mi + (xi+1 − x∗i )mi = (xi+1 − xi )mi .
Thus sn+1 ≥ sn . 
Corollary 2.6. The sequences Sn and sn converg to the same limit if and only if
Sn − sn tends to zero.
Example 2.7. (1) The function f (x) = x on [1, 2] is integrable. In fact, consider
n−1
X
a subdivision of this interval by n subinterval of equal length, i.e. sn = mk ∆xk
k=0
b−a 1 k
where ∆xk = = and mk = inf{f (x), x ∈ [xk , xk+1 ]} = xk = 1 + .
n n n
Therefore
n−1   n−1
!  
X k 1 1 1X1 1 1 n.(n − 1) 3
sn = 1+ = n+ = n+ . →n→∞ .
k=0
n n n n k=0 k n n 2 2
n−1
X
In the same manner, Sn = Mk ∆xk where Mk = xk+1 , we obtain that Sn
k=0
3
converge to .
2 Z 2
3
So f is integrable and xdx = .
1 2
(2) Not every bounded function is integrable. For example the function
f (x) = 1 if f is rational and 0 otherwise
is not integrable over any interval [a, b]. Proof as a exercise.
 2. INTEGRABLE FUNCTIONS 19

2. Integrable functions
Not every function defined over the closed interval [a, b] is integrable there, even
if the function is bounded. That is, the Riemann sums for some functions may not
converge to the same limiting value, or to any value at all. A full development of exactly
which functions defined over [a, b] are integrable requires advanced mathematical analysis,
but fortunately most functions that commonly occur in applications are integrable. In
particular, every continuous function over [a, b] is integrable over this interval, and so is
every function having no more than a finite number of jump discontinuities on [a, b]

Proposition 2.8. When f and g are integrable over the interval [a, b], the definite
integral satisfies the rules

Z b Z b
(1) If f (x) ≤ 0 for every x, then f (x)dx = − −f (x)dx
Z a a a

(2) f (x)dx = 0
Za b Z a
(3) f (x)dx = − f (x)dx.
a
Z b b
Z b
(4) kf (x)dx = k f (x)dx
Za b a Z
b Z b
(5) (f (x) ± g(x)) = f (x) ± g(x)dx.
a a Z ab
(6) If f (x) ≥ 0 for every x, then f (x)dx ≥ 0.
a
Z b Z b
(7) If f (x) ≥ g(x) for all x, then f (x)dx ≥ g(x)dx.
Z b Z b a a

(8) | f (x)dx| ≤ |f (x)dx|.

Z b a Z c a Z c
(9) f (x)dx + f (x)dx = f (x)dx.
a b a
(10) If f has maximum value max f and minimum value min f on [a, b], then

Z b
min f.(b − a) ≤ f (x)dx ≤ max f.(b − a).
a

Proof. We will prove the rule (10), similar proofs can be given to verify the other
properties . 
20 2. DEFINITE INTEGRALS

For every partition of [a, b], we have

n−1
X
min f.(b − a) = min f. ∆xk
k=0
n−1
X
= min f ∆xk
k=0
n−1
X
≤ mk ∆xk
k=0
n−1
X
= ≤ Mk ∆xk
k=0
n−1
X
= max f. ∆xk
k=0
n−1
X
= max f. ∆xk
k=0
= max f.(b − a).
Theorem 2.9. Every continuous function on a closed bounded interval [a, b] is Rie-
mann integrable over [a, b].
Proof. Let  > 0, since f is continuous on a closed bounded interval (compact set),
then f is uniformly continuous, that is, there is δ > 0 such that for every x, y ∈ [a, b] with
1
|x − y| < δ, we have |f (x) − f (y)| < . .
b−a
Choose a partition of [a, b] by n0 subintervals such that ∆xk < δ, ∀k = 0, · · · , n0 − 1.
Then we have,
1
Mk − mk < . , ∀k.
b−a
Hence, for every n ≥ n0 and any other subdivision of [a, b] by n subintervals,
n−1
X 1
Sn − sn = (Mk − mk )(b − a) < . .(b − a) < .
k=1
b−a
This implies that f is integrable. 
Theorem 2.10. Let f (x) be a monotonic function defined on [a, b] and bounded on
[a, b], then f is integrable over [a, b].
b−a
Proof. Let P = {x0 , x1 , · · · , xn } be a partition of [a, b] such that xi − xi−1 =
n
for every i. Without loss of generality, suppose that f is increasing, i.e, Mk = f (xk+1 )
and mk = f (xk ) for every k = 0, · · · , n − 1. Then we have
n−1 n−1 n−1
X X (b − a) X
Sn − sn = ∆xk (Mk − mk ) = ∆xk (f (xk+1 ) − f (xk )) = (f (xk+1 ) − f (xk ))
k=0 k=0
n k=0
therefore
b−a
Sn − sn = (f (b) − f (a)) → 0.
n
 3. THE FUNDAMENTAL THEOREM OF CALCULUS 21

Hence f is integrable. 

3. The fundamental theorem of calculus

In this section we present the Fundamental Theorem of Calculus, which is the central
theorem of integral calculus. It connects integration and differentiation, enabling us to
compute integrals using an antiderivative of the integrand function rather than by taking
limits o f Riemann sums .
Along the way, we present an integral version of the Mean Value Theorem, which is
another important theorem of integral calculus and is used to prove the Fundamental
Theorem.
Definition 2.11. If f is integrable function on [a, b], then its average value on [a, b],
also called its mean, is Z b
1
av(f ) = f (x)dx.
b−a a
Theorem 2.12. The mean value theorem for definite integrals If f and g are
bounded integrable functions on [a, b], and g(x) is positive (or negative) for all x, then
there exiss k ∈ [m, M ] such that
Z b Z b
f (x)g(x)dx = k g(x)dx
a a
where m = inf{f (x), x ∈ [a.b]} and M = sup{f (x), x ∈ [a.b]}
Proof. Suppose that g(x) > 0 for all x and m ≤ f (x) ≤ M for all x. Then we have
mg(x) ≤ f (x)g(x) ≤ M g(x).
Hence Rb
a
f (x)g(x)dx
m≤ Rb ≤M
a
g(x)dx
then there is k ∈ [m, M ] such that
Rb
a
f (x)g(x)dx
Rb = k.
a
g(x)dx

Remark 2.13. If f is continuous function, then there exist c ∈ [a, b] such that f (c) =
k, hence Z b Z b
f (x)g(x)dx = f (c) g(x)dx.
a a
And when g(x) = 1, we obtain the following corollary of the mean value theorem for
definite integrals.
Corollary 2.14. . If f is continuous on [a, b], then at some point c ∈ [a, b],
Z b
1
f (c) = f (x)dx.
b−a a
Remark 2.15. The continuity of f is important here. It is possible that a discontin-
uous function never equals its average value, for example, if f (x) = 0 when x ∈ [0, 1] and
1 when x ∈ [1, 2], the average of this function is 1/2 which is not assumed.
22 2. DEFINITE INTEGRALS

Theorem 2.16. The fundamental theorem Z x of calculus, part 1 If f is a bounded

integrable function on [a, b], then F (x) = f (t)dt is continuous on [a, b]. Furthermore,
a
if f is continuous on [a, b], then F (x) is differentiable on ]a, b[ and its derivative is f (x):
Z x
0 d
F (x) = f (t)dt = f (x).
dx a
Before proving this Theorem , we look at several examples to gain a better under-
standing of what it says. In each example, notice that the independent variable appears
in a limit of integration, possibly in a formula.
dy
Example 2.17. Use the fundamental theorem to find if
dx
Z x
(1) y = (t3 + 1)dt
Za 5
(2) y = 3t sin tdt
x
Z x2
(3) y = cos tdt
1

Proof. Since f is bounded, then there exist a constant M such that f (x) ≤ M for
every x ∈ [a, b].

Let x0 ∈ [a, b] and we will prove that F is continuous at x0 . Let  > 0, there exist δ = ,
2M
such that for every x ∈ [a, b], if |x − x0 | < δ,
Z x Z x0 Z x Z x
|F (x) − F (x0 )| = f (t)dt − f (t)dt = f (t)dt ≤ |f (t)dt| ≤ M |x − x0 | < .
a a x0 x0

Now we prove the differentiability of F by applying the definition of the derivative directly
to the function F (x), when x and x + h are in ]a, b[. This means writing out the difference
quotient
F (x + h) − F (x)
h
and showing that its limit as h → 0 is the number f (x) for each x in ]a, b[. Thus,
F (x + h) − F (x)
F 0 (x) = lim
h→0 h
Z x+h Z x 
1
= lim f (t)dt − f (t)dt
h→0 h a a
1 x+h
Z
= lim f (t)dt
h→0 h x

According to the Mean Value Theorem for Definite Integrals, the value before taking the
limit in the last expression is one of the values taken on by f in the interval between x
and x + h. That is, for some number c in this interval
1 x+h
Z
f (t)dt = f (c).
h x
 3. THE FUNDAMENTAL THEOREM OF CALCULUS 23

As h → 0, x + h approaches x, forcing c approach x also (because c is trapped between

x and x + h). Since f is continuous at x, f (c) approaches f (x):
lim f (c) = f (x).
h→0
In conclusion, we have
F 0 (x) = f (x).

We now come to the second part of the Fundamental Theorem of Calculus. This
part de- scribes how to evaluate definite integrals without having to calculate limits of
Riemann sums. Instead we find and evaluate an antiderivative at the upper and lower
limits of integration.
Theorem 2.18. The fundamental theorem of calculus, part 2 If f is bounded
integrable function on [a, b] and F is any antiderivative of f on [a, b], then
Z b
f (x)dx = F (b) − F (a)
a

Proof. (1) Let P = {a = x0 , x1 . . . , xn = b} be a partition of [a, b]. Using the

mean valur theorem ∃ ck ∈ [xk , xk+1 ] such that
n−1
X n−1
X n−1
X
F (b)−F (a) = F (xn )−F (x0 ) = F (xk+1 )−F (xk ) = (xk+1 −xk )F 0 (ck ) = ∆xk f (ck ).
0 0 0
Take n → +∞.
(2) (If f is continuous on [a, b]). Part 1 of the fundamental theorem tells us that
an antiderivative of f exists, namely
Z x
G(x) = f (t)dt.
a
Thus, if F is any antiderivative of f , then F (x) = G(x) + c for some constant
c for a < x < b. Since both F and G are continuous on [a, b], we see that
F (x) = G(x) + c also holds when x = a and x = b by taking one-sided limits (as
x → a+ and x → b− ). Evaluating F (b) − F (a), we have
F (b) − F (a) = [G(b) + c] − [G(a) + c]
= G(b) − G(a)
Z b Z a
= f (t)dt − f (t)dt
a a
Z b
= f (t)dt
a

Corollary 2.19. If f is continuous at every point in [a, b] and F is any antiderivative
Z v(x)
of f on [a, b], u and v are differentiable function on [a, b], then F (x) = f (t)dt is
u(x)
differentiable !
Z v(x)
d
f (t)dt = f (v(x))v 0 (x) − f (u(x))u0 (x)
dx u(x)
24 2. DEFINITE INTEGRALS
Z v 
d
Proof. Let y = f (t)dt .
dx a
dy
We must therefore apply the Chain Rule when finding
dx
dy dy dv
= .
dx dv dx
 Z v 
d dv
= f (t)dt .
dv 1 dx
0
= f (v(x)).v (x).

Example 2.20. (1) Let a > 0.
1
(a) Show that + a ≥ 2.
a
(b) Deduce that
 
1 1 1 1
≤ √ +√
t 2 t t t
and
√ 1
ln x ≤ x − √ .
x
(2) Show that for every x > a > e2 , we have
Z x
dt 2x
< .
a ln t ln x

4. exercises
Exercise 2.21. Show that the following functions are Reimann integrable on [0, 1]
and give their values: f (x) = x g(x) = x2 h(x) = x3 .
Exercise 2.22. Calculate the limit of the following series by using definite integral
on I:
a. Sn = πn n1 sin( kπ b. Sn = n1 n+k
P P 1
) with I = [0, π]. with I = [0, 1].
1
Pn √ n
1
Pn 4
c. Sn = n√n 1 k with I = [0, 1]. d. Sn = n5 1 k with I = [0, 1].

Exercise 2.23. Calculate:

Z 1 Z e2 Z e
dx dx
x3 ln xdx
2
0 9x + 4 e x ln2 x 1

Exercise 2.24. Show that:

Z a Z a Z a
if f is even f (x)dx = 2 f (x)dx if f is odd f (x)dx = 0
−a 0 −a
Z b Z b
Exercise 2.25. Show that: f (x)dx = f (a + b − x)dx.
Z π a a Z π
2 4
Deduce the values of I = ln(tan x)dx and J = ln(1 + tan x)dx.
0 0
 4. EXERCISES 25
π
sinm (x)
Z
2
Exercise 2.26. Using the last exercise, calculate I = dx, m ∈ R.
0 sinm x + cosm x
Z π
2 dx
Deduce the value of I = 4
.
0 1 + tan x
Z a
f (x) a
Exercise 2.27. Show that: dx = . Deduce the values of
√ 0 f (x) + f (a − x) 2
Z 3 Z π
x 2 sin x
I= √ √ dx and J= dx.
0 x+ 3−x 0 sin x + cos x
Z 1 −x
2 e
Exercise 2.28. Let I = dx.
0 1−x  
1 1 1
a. Show that there exist a real c ∈ [0, ] such that: I = 1− √ .
2 1−c e
 
1 1
b. Deduce that:1 − √ ≤ I ≤ 2 1 − √ .
e e
Exercise 2.29. Use the definition of definite integrals to calculate
n
r ! n
X n k X k k+2n
a. lim ln 1+ b. lim e n .
n→+∞ n n→+∞ n2
Z 1
2
Exercise 2.30. Let In = xn ex dx.
0
a. Calculate I1 and find a recursive relation between In and In+2 for any integer
n ≥ 1.
e
b. Show that for any n ≥ 1, 0 ≤ In ≤ and deduce the limit of the sequence
n+1
In .
Exercise 2.31. By using the mean value theorem, calculate the following limits
Z 1 Z n+1 −√x
cos( 1t )
Z 2x
n
2 e
lim dt lim arctan x dx lim 2
dx.
x→+∞ x t n→+∞ 1
n+1
n→+∞ n x
 CHAPTER 3

Improper integrals

Up to now, we have required definite integrals to have two properties. First, that the
domain of integration [a, b] be finite. Second,that the range of the integrand be finite on
this domain. In practice, we may encounter problems that fail to meet one or both of
these conditions.The integral for the area under the curve of y = x1 between x = 0 and
x = 1 is an example for which the range o f the integrand is infinite.

1. Definitions and examples

1.1. Infinite limits of integration.
Definition 3.1. Integrals with infinite limits of integration are improper integrals of
type 1.
(1) If f (x) is continuous on [a, +∞[, then
Z +∞ Z b
f (x)dx = lim f (x)dx.
a b→+∞ a

(2) If f (x) is continuous on ] − ∞, b], then

Z b Z b
f (x)dx = lim f (x)dx.
−∞ a→−∞ a

(3) If f is continuous on ] − ∞, +∞, then

Z +∞ Z c Z +∞
f (x)dx = f (x)dx + f (x)dx
−∞ −∞ c

where c is any real number.

In each case, if the limit is finite we say that the improper integral converges and that
the limit is the value of the improper integral. If the limit fails to exist, the improper
integral diverges.
Example 3.2. Evaluate The following improper integrals
Z +∞ Z ∞ Z ∞
dx dx dx
2
, 2
1 x 1 x −∞ 1 + x
Z +∞ Z +∞ Z +∞ Z +∞
x −2x dx dx
e dx, e dx, 2 dx,
−∞ 0 2 ln x 0 x ln x
Z ∞
dx 1
1.2. The integral p
. The function y = is the boundary between the con-
1 x x
1
vergent and divergent improper integrals with integrands of the form y = p . As the next
x
example shows, the improper integral converges if p > 1 and diverges if p ≤ 1.
27
28 3. IMPROPER INTEGRALS
Z ∞
dx
Example 3.3. For what values of p does the integral converge? when the
! xp
integral does converge, what is its value?
1.3. Integrands with Vertical Asymptotes. Another type of improper integral
arises when the integrand has a vertical asymptote-an infinite discontinuity at a limit
of integration or at some point between the limits of integration. I f the integrand f is
positive over the interval of integration, we can again interpret the improper integral as
the area under the graph off and above the x-axis between the limits of integration.
Definition 3.4. Integrals of functions that become infinite at a point within the
interval of integration are improper integrals of Type 2.
(1) If f (x) is continuous on ]a, b] and discontinuous at a, then
Z b Z b
f (x)dx = lim+ f (x)dx.
a c→a c
(2) If f (x) is continuous on [a, b[ and discontinuous at b, then
Z b Z c
f (x)dx = lim− f (x)dx.
a c→b a
(3) If f (x) is discontinuous at c, where a < c < b, and continuous on [a, c[∪]c, b],
then Z b Z c Z b
f (x)dx = f (x)dx + f (x)dx.
a a c
In each case, if the limit is finite we say the improper integral converges and that the limit
is the value of the improper integral. If the limit does not exist, the integral diverges.
In Part 3 of the definition, the integral on the left side o f the equation converges i f
both integrals on the right side converge; otherwise it diverges.
Example 3.5. Evaluate the following integrals
Z 0 Z 1 Z 8 Z π/2
dx dx dx dx
2
√ √
3
−2 x 1−x tan x
x 2
0 −1 0
Z e Z 1
dx dx
, √
1 x ln x x
3
−1

2. Test for convergence and divergence of integral of type 1

When we cannot evaluate an improper integral directly, we try to determine whether it
converges or diverges. If the integral diverges, that’s the end of the story. If it converges,
we can use numerical methods to approximate its value.
In the first case, we deal with positive functions.
If the function is positive We may use the following tests, direct and limit comparison
test.
Direct comparison test Let f and g be continuous on [a, +∞[ with 0 ≤ f (x) ≤ g(x)
for all x ≥ a. Then
Z +∞ Z +∞
(1) f (x)dx converges if g(x)dx converges.
Za +∞ a
Z +∞
(2) g(x)dx diverges if f (x)dx diverges.
a a
 2. TEST FOR CONVERGENCE AND DIVERGENCE OF INTEGRAL OF TYPE 1 29
Z b Z b
Proof. If 0 ≤ f (x) ≤ g(x) for all x ≥ a then we have 0 ≤ f (x)dx ≤ g(x)dx.
a a
Z +∞ Z b
(1) Suppose that f (x)dx converges. Since f (x), g(x) ≥ 0, ∀x ≥ a, then f (x)dx
Z b a Z b a

and g(x)dx are increasing functions of b. Therefore f (x)dx either it be-

a a
comes infinite as b → +∞ or it has a finite limit.
It does not become infinite: For every value of x ≥ a, we have
Z b Z b Z +∞
f (x)dx ≤ g(x)dx ≤ g(x)dx
a a a
Z b Z +∞
which is finite, hence f (x)dx is increasing is bounded from above then f (x)dx
a a
converges.
(2) Turning this around says that
Z +∞ Z +∞
g(x)dx diverges if f (x)dx diverges
a a

Example 3.6. These examples illustrate how we use the last theorem
Z +∞
sin2 x
(1) dx
Z1 +∞ x2
1
(2) √ dx
2
x − 0.1
1
Limit comparison test
Theorem 3.7. If the positive functions f and g are continuous on [, +∞[, and if
f (x)
lim = L, 0 < L < +∞
x→+∞ g(x)

then Z +∞ Z +∞
f (x)dx and g(x)dx
a a
both converge or both diverge.
f (x) f (x)
Proof. Since, limx→+∞ = L, then is bounded, i.e. there exists α and β
g(x) g(x)
positive such that
αg(x) ≤ f (x) ≤ βg(x),
and we conclude by DCT. 
Z +∞ −x Z +∞
1−e x+1
Example 3.8. Investigate the convergence of dx and dx.
1 x 1 x + x2 + 1
3

f (x) R +∞
Remark 3.9. If lim f (x) = M 6= 0, then limx→+∞ = 1. Since a M dx
x→+∞ M
Z +∞
diverges, then f (x)dx diverges.
a Z +∞
1 1
There in no conclusion if lim f (x) = 0. In fact, tends to zero but dx diverges.
x→+∞ x 1 x
30 3. IMPROPER INTEGRALS

Remark 3.10. If f (x) is a positive function and if

lim xp f (x) = L, 0 < L < +∞
x→+∞
Z +∞ Z +∞ Z +∞
dx
then f (x)dx and both converges or both diverges. Hence f (x)dx
a a xp a
converges if p > 1 and diverges if p ≤ 1.
Example 3.11. Show that
+∞
x2
Z
dx
0 2x4 + 3
converges.
General case
Z +∞ Z +∞
Proposition 3.12. If |f (x)|dx converges then f (x)dx
a a

Proof. Let
1 1
g= (|f | + f ) and h = (|f | − f ) ,
2 2
then we have
0 ≤ g ≤ |f | 0 ≤ h ≤ |f |.
Z +∞ Z +∞
By the DCT, g(x)dx and h(x)dx converges, hence
a a
Z +∞ Z +∞
f (x)dx = (g(x) − h(x))dx
a a
converges. 
Z +∞ Z +∞
Remark 3.13. If |f (x)|dx, then we say that f (x)dx is absolutely conver-
a a
gent.
Z +∞ Z +∞ Z +∞
If |f (x)|dx diverges and f (x)dx converges, then we say that f (x)dx is
a a a
semi-convergent.
Example 3.14. Show that Z +∞
cos x
dx
1 x2
converges.

3. Test for convergence and divergence of integral of type 2

We can also apply the LCT and DCT for improper integral of type 2.
Proposition 3.15. If f (x) and g(x) are continuous on ]a, b] and discontinuous at a
(or continuous on [a, b[ and discontinuous at b), and:
(1) If 0 ≤ f (x) ≤ g(x) for all x ∈]a, b[. Then
Z b Z b
(a) f (x)dx converges if g(x)dx converges.
Za b Z ba
(b) g(x)dx diverges if f (x)dx diverges.
a a
 4. EXERCISES 31

(2) If 0 ≤ f (x) ≤ g(x) for all x ∈]a, b[ and

f (x)
lim = L 0 < L < +∞
x→a(b) g(x)

then Z b Z b
f (x)dx and g(x)dx
a a
both converge or both diverge.
Proof. The proof is similar to DCT and LCT. 
Remark 3.16. The proposition is also true when both f and g are negative functions.
Example 3.17. Show that Z b
dx
a (b − x)α
converges if α < 1 and diverges if α ≥ 1.
Deduce the following formula:
If
lim− (b − x)α f (x) = L > 0
x→b
Rb
then a f (x)dx converges if α < 1 and diverges if α ≥ 1.
Z b Z b
Remark 3.18. We say that f (x)dx is absolutely convergent if |f (x)|dx con-
a a
verges. It is easy to see that every absolutely convergent integral converges.
Z 3
dx
Example 3.19. (1) √ .
(3 − x) x 2+1
Z π 0
cos xdx
(2) √ .
Z0 +∞ π − x
3

(3) xs−1 e−x dx s > 0.

0

4. Exercises
Exercise 3.20. Evaluate the following integrals and deduce their nature of conver-
gence:
Z +∞ Z +∞ Z 0 Z 0
dx dx dx dx
x 2 x 2 2
1 1 −∞ x + 1 −2 x

Z 1 Z +∞ Z 8 Z +∞
dx dx
√ cos(x)dx √
3
ex dx.
0 1−x 0 −1 x2 −∞

π
Z Z e Z 1
2 dx dx dx
√
0 tan(x) 1 x ln(x) −1
3
x
Z +∞ Z +∞ Z +∞
−2x dx dx
e dx
0 2 x ln2 (x) 2 x ln(x)
32 3. IMPROPER INTEGRALS

Exercise 3.21. Study the nature of convergence of the following improper integrals:
Z +∞ Z +∞ Z +∞
xdx dx (x + 1)dx
√
0
5
x +1 2 ln(x) 0 x3 + x2 + 1
Z 0 Z +∞ Z +∞
x ln(x)dx 1
e sin(x)dx √ ln(sin( ))dx
−∞ 1 x 2
π
x
Z +∞ Z 1 Z +∞
1 dx cos(x)dx
ln(cos( ))dx √
π
2
x 0 1 − x4 1 x2

Exercise 3.22. Z +∞
ln(x) dx
a. Show that the integral √ is convergent.
1 (x + 1) x
Z 1
ln(x) dx
b. By using a change of variable, show that the integral √ is convergent.
0 (x + 1) x
Z +∞
ln(x) dx
c. Deduce that √ = 0.
0 (x + 1) x
Z +∞
ln(x) dx π ln(a)
d. Deduce that √ = √ for a > 0.
0 (x + a) x a

1
Exercise 3.23. Consider the function: f (x) = defined on R+ with
(1 + x2 )(1 + xα )
α ≥ 0 and f (0) = 1.
Z ξ
π
a. Show that, for ξ > 0, we have f (x)dx < .
0 2
Z +∞
b. Deduce the nature of I = f (x)dx.
0

c. Calculate I. (Hint. take x = 1t ).

1
ln(1 − x2 )
Z
Exercise 3.24. Show that the integral dx is convergent and find its
0 x2
value.

Z +∞
Exercise 3.25. Let In = xn e−ax dx with n ∈ N and a ∈ R+∗ .
0
a. Study the nature of the integral In .
b. Calculate I0 and I1 .
c. Find a relation between In and In+1 . Deduce In .
 4. EXERCISES 33

x2 xn
d. Let Pn (x) = 1 + x + 2!
+ ··· + n!
. Find the limit of
Z +∞
lim Pn (x)e−ax dx
n→+∞ 0
.

1
xn dx
Z
Exercise 3.26. Let In = p with n ∈ N.
0 x(1 − x)
a. Study the nature of the integral In .
b. Show that the sequence In is decreasing and bounded. Deduce its nature.
c. Calculate I0 and I1 and show that 2nIn = (2n − 1)In−1 .( Hint. u0 = √1 ,
1−x
v=
n− 12
x ).
d. Deduce In in term of n.
 CHAPTER 4

Series

Everyone knows how to add two numbers together, or even several. But how do you
add infinitely many numbers together. In this chapter we answer this question, which is
part of the theory of infinite sequences and series.
1. Infinite series
An infinite series is the sum of an infinite sequence of numbers
a1 + a2 + · · · + an + · · · .
The goal of this section is to understand the meaning of such an infinite sum and to
develop methods to calculate it.
Definition 4.1. Given a sequence of numbers {an }, an expression of the form
a1 + a2 + a3 + · · · + an + · · ·
is an infinite series. The number an is the nth term of the series. The sequence {sn }
defined by
s 1 = a1
s 2 = a1 + a2
.
.
.
n
X
s n = a1 + a2 + · · · + an = ak
k=1
.
If the sequence of partial sums of the series, the number sn being the nth partial sum.
Definition 4.2. we say that the series converges and that its sum is L provided the
sequence of partial sums converges to a limit L.
In this case, we also write
∞
X n
X
a1 + a2 + · · · + an + · · · = ak = L = lim sn = lim ak .
n→∞ n→∞
k=1 k=1
If the sequence of partial sums of the series does not converge, we say that the series
diverges.
When we begin to study a given series a1 + a2 + · · · + an + · · · we might not know
whether it converges or diverges. In either case, it is convenient to use sigma notation to
write the series as ∞ ∞
X X X
ak , an , or an
k=1 n=1
35
36 4. SERIES

Geometric series
Geometric series are series of the form
∞
X
2 n−1
a + ar + ar + · · · + ar + ··· = arn−1
n=1
in which a and r are fixed real numbers and a 6= 0. The series can also be written as
P ∞ n
n=0 ar . The ratio r can be positive, or negative.
If r = 1, the nth partial term of the geometric series is
sn = a + a(1) + a(1)2 + · · · + a(1)n = na,
and the series diverges because sn tends to infinity. If r = −1, the series diverges because
the nth partial sums alternate between a and 0.
If |r| =
6 1, we can determine the convergence or divergence of the series in the following
way:
a + ar + ar2 + · · · + arn−1
sn =
ar + ar2 + · · · + arn−1 + arn
rsn =
a − arn
sn − rsn =
a(1 − rn )
sn (1 − r) =
a(1 − rn )
sn = (r 6= 1).
1−r
a
If |r| < 1, then rn → 0 as n → ∞ and sn → . If |r| > 1, then |r|n → ∞ and the
1−r
series diverges.
Example 4.3. (1) Find the value of the series
∞
X (−1)n 5
n
.
n=0
4
(2) Express the repeating decimal 5.232323 · · · as the ratio of two integers.
∞
X 1
(3) Find the sum of the ”telescoping” series
n=1
n(n + 1)
∞
X
Theorem 4.4. If an converges, then an → 0.
n=1
∞
X ∞
X
Proof. If the series an converges, let S = an and sn = a1 + a2 + · · · + an the
n=1 n=1
nth partial sum. When n is large, both sn and sn−1 are close to S, so their difference, an ,
is close to zero. More formally,
an = sn − sn−1 → S − S = 0.

This theorem leads to a test for detecting the kind of divergence
Theorem 4.5. The nth term test for divergence
∞
X
an diverges if lim an fails to exist or is different from zero.
n→∞
n=1
 1. INFINITE SERIES 37

Example 4.6. The following series are all examples of divergent series.
∞ ∞ ∞
X X n X
n2 , (−1)n
n=1 n=1
n+1 n=1

The converse of the last theorem is not true, that is, this theorem does not say that
∞
X
an converges if lim an = 0. It is possible for a series to diverge when lim an = 0. For
n→∞ n→∞
n=1
example
∞
X 1 1
Example 4.7. The series diverges and lim = 0. We will prove that the
n=1
n n→∞ n

sequence of partial sums is not a Cauchy sequence, hence does not converges and the
series diverges.
In fact,
1 1 1 1 n 1
s2n − sn = + ··· + ≥ + ··· ≥ = .
n+1 2n 2n 2n 2n 2
Combining series
Whenever we have two convergent series, we can add them term by term, subtract them
term by term, or multiply them by constants to make new convergent series.
X X
Theorem 4.8. If an = A and bn = B are convergent series, then
X X X
(1) Sum rule: (an + bn ) = an + bn = A + B.
X X X
(2) Difference rule: (an − bn ) = an − bn = A − B.
X X
(3) Constant multiple rule: kan = k an = kA for any number k.

Proof. To prove the Sum Rule for series, let

An = a1 + a2 + · · · + an , Bn = b1 + b2 + · · · bn .
X
Then the partial sums of (an + bn ) are

sn = (a1 + b1 ) + (a2 + b2 ) + · · · + (an + bn )

= An + Bn .
Since An → A and Bn → B, we have sn → A + B. The proof of the Difference Rule is
similar. X
To prove the Constant Multiple Rule for series, observe that the partial sums of kan
form the sequence
sn = ka1 + ka2 + · · · + kan = kAn
which converges to kA. 
As corollaries of this Theorem, we have the following results
Corollary 4.9. (1) Every nonzero constant multiple of a divergent series di-
verges.
X X X X
(2) If an converges and bn diverges, then (an + bn ) and (an − bn ) both
diverge.
38 4. SERIES
X X X
Remark 4.10. Remember that (an +bn ) can converges when an and bn both
X X
diverge. For example, an = 1+1+· · ·+1+· · · and bn = (−1)+(−1)+· · ·+(−1)+· · ·
X
diverge, whereas (an + bn ) = 0 + 0 + · · · + 0 + · · · converges to zero.

Example 4.11. Find the sums of the following series

∞ ∞
X 3n−1 − 1 X 4
,
n=1
6n−1 n=0
2n

Remark 4.12. (1) Adding or deleting terms: We can add a finite number of
terms to a series or delete a finite number of terms without altering the series’
convergence or divergence, although in the case of convergence this will usually
X∞ ∞
X
change the sum. If an converges, then an converges for any k > 1 and
n=1 n=k+1
∞
X ∞
X
an = a1 + a2 + · · · + ak + an
n=1 n=k+1
∞
X ∞
X
Conversely, if an converges for any k > 1, then an converges.
n=k+1 n=1
∞
X
The remainder of a series: Consider the series an , so we can decompose
n=1
this series as
∞
X
an = sn + rn
n=1
∞
X n
X
where rn = ak is called the remainder of the series and sn = ak is the
k=n+1 k=1
nth partial sum.
∞
X
Proposition 4.13. The series an converges if and only if rn → 0.
n=1
∞
X
Proof. Suppose that the series converges and let s = an = lim sn . Since
n=1
rn = s − sn , it follows that rn → 0.
Conversely, suppose that rn → 0, then rn is a Cauchy sequence. Since
|sn+m − sn | = |rn − rn+m |.
If follows that sn is a Cauchy sequence, thus it converges. 
(2) Reindexing: As long as we preserve the order o f its terms, we can reindex any
series without altering its convergence. To raise the starting value of the index
h units, replace the n in the formula for an by n − h:
∞
X ∞
X
an = an−h .
n=1 n=1+h
 2. SERIES WITH POSITIVE TERMS 39

To lower the starting value of the index h units,replace the n in the formula for
an by n + h:
X∞ ∞
X
an = an+h .
n=1 n=1−h

2. Series with positive terms

2.1. Comparison tests. Given a series, we want to know whether it converges or
not. In this section and the next two, we study series with nonnegative terms. Such a
series converges if its sequence of partial sums is bounded. If we establish that a given
series does converge, we generally do not have a formula available for its sum, so we
investigate methods to approximate the sum instead.
Nondecreasing Partial Sums
P
Proposition
P 4.14. Suppose that an is an infinite series with an ≥ 0 for all n. The
series an converges if and only if its partial sums are bounded from above.
Proof. Since an ≥ 0 for every n, then sn is nondecreasing sequence. It follows that
sn converges if and only if its is bounded from above. 
Example 4.15. The series
∞
X 1 1 1 1
=1+ + + ··· + + ···
n=1
n 2 3 n
is called the harmonic series. We proved that this series diverge. Another reason for the
divergence is because there is no upper bound for its partial sums. To see why, group the
terms of the series in the following way
     
1 1 1 1 1 1 1 1 1 1
1+ + + + + + + + + + ··· + + ··· .
2 3 4 5 6 7 8 9 10 16
The sum of the first two terms is 1.5. The sum of the next two terms is 1/3 + 1/4,
which is greater than 1/4 + 1/4 = 1/2. The sum of the next four terms is greater than
1/8 + 1/8 + 1/8 + 1/8, and so on.In general, the sum of 2n temrs ending with 1/2n+1 is
greater than 2n /2n+1 = 1/2. The sequence of partial sum is not bounded from above: If
n = 2k , the partial sum sn is greater than k/2. The harmonic series diverges.
X X X
Theorem 4.16. Let an , cn , and dn be series with nonnegative terms. Sup-
pose that for some integer N
dn ≤ an ≤ cn , for all n > N .
X X
(1) If cn converges, then an also converges.
X X
(2) If dn diverges, then an also diverges.
Proof. It is a corollary from the last proposition. 
P P
Corollary 4.17. If P an and P bn are series of nonnegative terms and if 0 < a ≤
an
bn
≤ b for every n, then an and bn both converge or both diverge.
Proof. We remark that 0 < avn ≤ un ≤ bvn and then we apply comparison test. 
Then limit comparison test
We now introduce a comparison test that is particularly useful for series in which an is a
rational function of n.
40 4. SERIES

Theorem 4.18. Suppose taht an > 0 and bn > 0 for all n ≥ N (N an integer).
an P P
(1) If lim = c > 0, then an and bn both converge or both diverge.
n→∞ bn
an P P
(2) If lim = 0, and bn converges, then an converges.
n→∞ bn
an P P
(3) If lim = ∞, and bn diverges then an diverges.
n→∞ bn

Proof. We will prove Part 1.

Since  = c/2 > 0, there exists an integer N such that for all n > N we have | abnn − c| < 2c .
Thus, for n > N ,
c an c
− < −c< ,
2 bn 2
c an 3c
< < ,
2 bn 2 
c 3c
bn < an < bn
2 2
P P P P
If bn converges,
P then (3c/2)b n converges
P and a n converges by the DCT. If bn
diverges, then (c/2)bn diverges and an diverges by the DCT. 
Example 4.19. Which o f the following series converge, and which diverge?
∞ ∞ ∞
X 2n + 1 X 1 X 1 + n ln n
2
. n−1 2+5
.
n=1
(n + 1) n=1
2 n=1
n
2.2. The integral test.
Theorem 4.20. Let {an } be a sequence of positive terms. Suppose that an = f (n),
where f is a continuous, positive, decreasing function of x for all x ≥ N (N a posi-
∞
X Z ∞
tive integre). Then the series an and the integral f (x)dx both converges or both
n=N N
diverges.
Proof. We establish the test for the case N = 1. The proof for the general N is
similar.
We start with the assumption that f is a decreasing function with f (n) = an for every n.
This leads us to observe that
Z ∞ Z 2 Z n+1 ∞ Z n+1
X X
f (x)dx = f (x)dx + · · · + f (x)dx + · · · = f (x)dx = bn
1 1 n 1 n

Since, for every n ≤ x ≤ n + 1, we have f (n) ≤ f (x) ≤ f (n + 1) and hence an ≤ f (x) ≤

an+1 . By integrating the last equation with respect to x, we get
Z n+1 Z n+1 Z n+1
an dx ≤ f (x)dx ≤ an+1 dx
n n n
then Z n+1
an ≤ f (x)dx = bn ≤ an+1 .
n
∞
X Z ∞
It follows that, using the direct comparison test, an and the integral f (x)dx both
n=N N
converges or both diverges. 
 2. SERIES WITH POSITIVE TERMS 41

Example 4.21. Show that the p-series

∞
X 1
n=1
np
(p is a real constant) converges if p > 1, and diverges if p ≤ 1.
As a corollary form the last example and from the LCT, we have the following result.
P
Corollary 4.22. Let an be a series of positive terms. let α ∈ R be a number such
α an
that L = lim n an = lim 1 , then
n→∞ n→∞ α
n P
(1) If L > 0, L 6= 0,Pthen an converges if α > 1 and diverges if α ≤ 1.
(2) If L = 0, then Pan converges if α > 1.
(3) If L = ∞, then an diverges if α ≤ 1.
Example 4.23.
X 5n − 3 X√ 
5+n
 X1 
1

n ln sin √
2n (n + 1) n n n
2.3. The ratio and root tests.
P
Theorem 4.24. The root test Let an be a series with an ≥ 0 for n ≥ N , and
suppose that √
lim sup n an = L.
n→∞
Then the series converges if L < 1, the series diverges if L > 1, the test is inconclusive if
L = 1.
√
Proof. If L < 1. Choose an  > 0 so small that L+ < 1. Since lim supn→∞ n an = L,
√
the terms n an eventually get closer than  to L. In other words, there exists an M ≥ N
such that √
n
an < L +  when n ≥ M.
Then it is also true that
an < (L + )n when n ≥ M.
X∞
Now, (L + )n , a geometric series with ration (L + ) < 1, converges. By comparison,
n=M
∞
X ∞
X
an converges, from which it follows that an converges.
n=M n=1 √
1 < L ≤ ∞. For all indices beyond some integer M , we have n an > 1, so that an > 1
for n > M . The terms of the series do not converge to zero. The series diverges by the
nth term test.
L =, the two series
∞ ∞
X 1 X 1
and
n=1
n n=1
n2
show that some other test for convergence must be used when L = 1. 
Example 4.25. Which o f the following series converge, and which diverge?
∞ ∞
X n2 X 2n
,
n=1
2n n=1
n3
42 4. SERIES

Corollary 4.26. Let an be a sequence, then

an+1 √ √ an+1
lim inf ≤ lim inf n an ≤ lim sup n an ≤ lim sup
an an
an+1
Proof. We will prove the third inequality. Let M = lim sup . For ε > 0, ∃n0 ∈ N
n→+∞ an
such that for n > n0 we have an+1
an
< M + ε. Then
√ n−n0√
an+1 < (M + ε)an < · · · < (M + ε)n+1−n0 an0 ⇔ n
an ≤ (M + ε) n an0
n

√
it follows that lim sup n an ≤ M . 
n→+∞

The Ratio Test is often effective when the terms of a series contain factorials of ex-
pressions involving n or expressions raised to a power involving n.
P
Theorem 4.27. The ratio test Let an be a series with positive terms and suppose
that
an+1
lim inf = m.
n→∞ an

and
an+1
lim sup = M.
n→∞ an

Then the series converges if M < 1, the series diverges if m > 1 or m is infinite, the test
is inconclusive if m = M = 1 and if m ≤ 1 ≤ M .
Proof. (1) Let L < 1 and let r be a number between L and 1. Then the number
 = r − L is positive.
Since
an+1
→L
an
then there exists N ∈ N such that for all n ≥ N ,
an+1
−L<
an
i.e.
an+1
<r
an
that is
aN +1 < raN
aN +2 < raN +1 < r2 aN
aN +3 < raN +1 < r3 aN
.
.
.
aN +m < raN +m−1 < rm aN
These inequalities show that the terms of our series, after the N th term, approach
zero more rapidly than the terms in a geometric series with ratio r < I.More
 2. SERIES WITH POSITIVE TERMS 43
P
precisely, consider the series cn , where cn = an for n = 1, 2 · · · N and cN +1 =
raN , cN +2 = r2 aN , · · · , cN +m = rm aN , · · · . Now an ≤ cn for all n, and
∞
X
cn = a1 + a2 + · · · + aN −1 + raN + r2 aN + · · ·
n=1

hence
∞
X
cn = a1 + a2 + · · · + aN −1 + aN (1 + r + r2 + · · · ).
n=1

2
P
P 1+r +r +· · · converges because |r| < 1, so
The geometric series cn converges.
Since an ≤ cn , an also converges.
(2) 1 < L ≤ ∞. From some index M on,
an+1
> 1 and aM < aM +1 < · · · .
an
The terms of the series do not approach zero as n becomes infinite, and the series
diverges by the nth-Term Test.
(3) L = 1. The two series
∞ ∞
X 1 X 1
and
n=1
n n=1
n2

show that some other test for convergence must be used when L = 1.

Example 4.28. Investigate the convergence of the following series
∞ ∞ ∞
X 2n + 5 X (2n)! X 4n n!n!
.
n=1
3n n=1
n!n! n=1
(2n)!

2.4. 2n − test.
n
P n4.29 (2 −Test). If un is a sequence that is decreasing to 0 then the series
P Theorem
un and 2 u2n both converges or both diverges.
Proof. It is a results of
+∞
X +∞
X +∞
X
0≤ f (n) ≤ 2n f (2n ) ≤ 2 f (n)
1 0 1

with un = f (n). This inequality can be proved by two methods:

+∞
X
f (n) = f (1) + f (2) + f (3) + f (4) + f (5) + f (6) + f (7) + · · ·
1
≤ f (1) + f (2) + f (2) + f (4) + f (4) + f (4) + f (4) + · · ·
= f (1) + 2f (2) + 4f (4) + ···
+∞
X
= 2n f (2n )
0
44 4. SERIES

+∞
X
2n f (2n ) = f (1) + 2f (2) + 4f (4) + ···
0
= f (1) + f (2) + f (2) + f (4) + f (4) + f (4) + f (4) + · · ·
= f (1) + f (2) + f (2) + f (4) + f (4) + f (4) + f (4) + ···
≤ f (1) + f (1) + f (2) + f (2) + f (3) + f (3) + f (4) + ···
+∞
X
= 2 f (n)
1

P P
Cauchy product: Let an and bn be two series of positive terms. the Cauchy
product of these two series is defined by a discrete convolution as follows
X∞ ∞
X X∞
an . bn = cn
n=0 n=0 n=0
Pn Pn P
where cn = ak bn−k = k=0 bk an−k = i+j=n ai bj
k=0
P P
Theorem
P P4.30. Let a n and bn be two series of positive
P terms.
P
If an and bn both converge to s and l respectively, then an bn converges to sl.
Proof. Suppose that
n
X n
X n
X
An = ak , Bn = bk , Cn = ck .
k=1 k=1 k=1
For all n ≥ 1, suppose that
∞
X
s= an = lim An = sup An
n→∞ n∈N
n=0
∞
X
l= bn = lim Bn = sup Bn .
n→∞ n∈N
n=0
Then for every n ≥ 1,
Cn ≤ An Bn ≤ C2n .
Then the sequence Cn is bounded from above by AB. Let C = limn→∞ Cn . Then C ≤
sl ≤ C and C = sl. 

3. Alternating series, absolute and conditional convergence test

A series in which the terms are alternately positive and negative is an alternating
series.It is a series of the form
∞
X
(−1)n+1 un , un > 0.
n=1

Theorem 4.31. The alternating series test. The series

X∞
(−1)n+1 un = u1 − u2 + u3 − u4 + · · ·
n=1
converges if all three of the following conditions are satisfied:
 3. ALTERNATING SERIES, ABSOLUTE AND CONDITIONAL CONVERGENCE TEST 45

(1) The un ’s are all positive.

(2) The positive un ’s are (eventually) decreasing: un ≥ un+1 for all n ≥ N , for some
integer N .
(3) un → 0.
Furthermore its remainder |Rn | < un+1 .
Proof. Assume N = 1. If n is an even integer, say n = 2m, then the sum of the first
n terms is
s2m = (u1 − u2 ) + (u2 − u3 ) + · · · + (u2m−1 − u2m )
= u1 − (u2 − u3 ) − (u4 − u5 ) − · · · − (u2m−2 − u2m−1 ) − u2m .
The first equality shows that s2m is the sum of m non-negative terms since each term in
parentheses is positive or zero. Hence s2m+2 ≥ s2m , and the sequence {s2m } is increasing.
The second equality shows that s2m ≤ u1 . Since {s2m } is increasing and bounded from
above, it has a limit, say
lim s2m = L.
n→∞
If n is an odd integer, say n = 2m + 1, then the sum of the first n terms is s2m+1 =
s2m + u2m+1 . Since un → 0,
lim u2m+1 = 0
m→∞
and, as m → ∞,
s2m+1 = s2m + u2m+1 → L + 0 = L.
If follows that s2m and s2m+1 converge to the same limit L. thus sn tends to L and the
series converges.
X
|Rn | = (−1)k uk = (−1)n+1 (un+1 − un+2 + un+3 − un+4 + un+5 + · · · )
k≥n+1

= |un+1 − un+2 + un+3 − un+4 − un+5 + · · · | = (un+1 − un+2 ) + (un+3 − un+4 ) + un+5 + · · ·

= un+1 − (un+2 − un+3 ) − (un+4 − un+5 ) + · · · ≤ un+1 . 

Example 4.32. The alternating harmonic series
∞
X 1
(−1)n+1
n=1
n
converges
Theorem 4.33. If σn = nk=1Pxk is bounded sequence and if yn is a positive decreasing
P
sequence such that yn → 0, then xn yn converges.
Proof. Let  > 0. Since yp ≥ 0 decreasing and tends to 0, then for ε > 0, ∃n0 ∈ N
ε
such that for p ≥ n0 , yp < 2M , and σn is bounded, then there exist M > 0 such that
|σn | ≤ M P
∀n ∈ N.
Let Sn = nk=1 xk yk be the partial sum of
P
xn yn . For p, q ∈ N and q > p ≥ n0 , we have
q q q q
X X X X
Sq − Sp = xk yk = (σk − σk−1 )yk = σk yk − σk−1 yk
p+1 p+1 p+1 p+1
q q−1 q−1
X X X
= σk yk − σk yk+1 = σk (yk − yk+1 ) + σq yq − σp yp+1 .
p+1 p p+1
46 4. SERIES

Thus
q−1 q−1
! !
X X
|Sq −Sp | ≤ M |yk − yk+1 | + |yq | + |yp+1 | =M (yk − yk+1 ) + yq + yp+1 = 2M yp+1 < ε.
p+1 p+1
P
Hence Sn is a Cauchy sequence and the series xn yn converges. 
n
X
Proposition 4.34. For θ 6= 2kπ, k ∈ Z, the partiel sums Sn = cos(kθ) and
k=0
n
X
1
Tn = sin(kθ) are biunded by | sin( θ2 )|
.
k=0

Proof. Find an upper bound of Sn + iTn and use the sum of geometric sequence. 
As a direct result, we have
P P
Corollary 4.35. For θ 6= 2kπ, k ∈ Z, the series cos(nθ)yn and cos(nθ)yn are
convergent if yn ≥ 0 for all n and decreasing to 0.
Now we can apply the tests for convergence studied before to the series of absolute
values of a series with both positive and negative terms.
P
Definition 4.36. (1) A series an converges absolutely
P (is absolutely conver-
gent) if the corresponding series of absolute values, |an |, converges.
(2) 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 conver-
gence of series of positive terms. Second, if a series converges absolutely, then it converges,
as we now prove.
P P
Theorem 4.37. If |an | converges, then an converges.
Proof. For each n,
−|an | ≤ an ≤ |an |, so 0 ≤ an + |an | ≤ 2|an |.
P P
If
P |a n | converges, then 2|an | converges, and by the DCT, the series of positive
Pterms
(|an | + an ) converges. The equality an = (an + |an |) − |an | now let us express an as
the difference of two convergent series,
X X X X
an = (an + |an | − |an |) = (an + |an |) − |an |
therefore it converges. 
Example 4.38. This examples gives two series that converge absolutely
∞ ∞
n+1 1 sin n
X X
(−1) 2 2
.
n=1
n n=1
n
A test using the finite expansions Il arrive parfoit que la série considéré n’est pas
absolument convergente et le test de Dirichlet ne donne aucune information sur la nature
de la série. Le développement limité nous permet de développer le terme générale un en
puissance de n1 . Cela peut facilter l’étude de la convergence de la série.
Theorem
P 4.39. Si un = vn + n1α O(1) avec O(1) une fonction bornée quand n → +∞,
P
alors un et vn sont de même nature si α > 1.
 4. EXERCISES 47
P 1
Proof. Comme α >P1, la série
P nα
O(1) est absolument convergente, par suite elle
est convergente et alors un et vn sont de même nature. 
X
Example 4.40. Soit (−1)n xn avec xn = √ 1 n une série alternée. Note que
n+(−1)
2
cette série n’est pas absolument convergente etXde même le test des séries alternées
ne donne aucune information sur la nature de (−1)n xn car xn n’est pas monotone
2
(décroissante). En utilisant le développement limité, on a
(−1)n 1 (−1)n 1 1
(−1)n xn = √ · q = √ − √ + √ O(1) quand n → +∞.
n 1 + (−1)
√
n n 2n n n n
n
X X  (−1)n 1

3 n
Comme α = > 1, les séries
2
(−1) xn et √ − √ sont de même nature.
2 2
n 2n n
X
n
Par suite (−1) xn est convergente.
2

4. exercises
Exercise 4.41. Study the convergence of the following series
P n P 1 P1
q n(n+1) n

Exercise 4.42. Determine an upper bound (in term of n) of rn and deduce the nature
and the sum with error less than 10−2 of the following series:
X 1 X 1
.
nn n!

Exercise 4.43. Study the convergence of the following series (comparison test)
P 1 P ln n P sin n+2n P sin n+3
n2n n n+5n n

Exercise 4.44. Study the convergence of the following series (Reimann test)
P ln3 (n) P 5n−3 P√ 5+n 1
 
√1

P
2
n +1 n
2 (n+1)
n ln n n
sin n

P n2
ln 1 − sin2 1
(1 − cos n1 ) n( 32 )n 1
P
P P
n 2n 1
n1+ n

Exercise 4.45. Study the convergence of the following series (2n −test)
P 1 P 1
nα n ln(n) ln(ln n)

Exercise 4.46. Study the convergence of the following series (D’Alembert-Cauchy

tests)
P an P an P n! √
n
nα n! nn deduce that limn→+∞ n! =
n+1
 
√  q n−2 if n even  ( 15 ) 2 if n odd
q n+ n
P P P
with q > 0 xn , x n = xn , x n =
n n
q if n odd ( 45 ) 2 if n even
 
48 4. SERIES

Exercise 4.47. Study the convergence of the following series

1
P 1
xn , x2k = x2k+1 = ak , a ≥ 0
P P
1·3·5···(2n+1) 1+an
, a≥0

xn = 1 + 23 + 53 + 47 + 59 + · · · 1
+ 23 + 45 + 89 + 16
P P
xn = 2 17
+ ···

Exercise 4.48. Study the convergence of the following series (Integral test)
P 1 P n P 1 P −n2
nα n2 +1 n ln n
ne
P e−√n P earctan n P 1
√
n n2 +1 cosh n

Exercise 4.49. Let a, b > 0.

P an P bn
a. Show that n!
and n!
are convergent.
P an P bn P (a+b)n
b. Find n!
· n!
. Deduce the convergence of n!

Exercise 4.50. Study the convergence of the following series

a. (−1)n √1n .
P

b. (1 + √1 − √1 ) + ( √15 + √1 − √1 ) + ···.
3 2 7 4
Z (n+1)π Z +∞
P sin x sin x
c. un , un = dx deduce the convergence of dx.
nπ x 0 x
0 00
f ( na ) 2
P
d. if f is C and f (0) = f (0) = 0 6= f (0).

Exercise 4.51. Let a, b, c > 0. Study the convergence of the following series
P 1+(−1)n √ P n+√n P  n2 n2
n
n a n2 +a

√
P  n2 +b n2 n
a b c
sin( √1n ) sin(n).
P P
n2 +a n+1
− n+2
+ n+3

P
Exercise 4.52. Study the convergence of the series un where
1 2n +n5 1 1
un = (ln(n+5))n
un = √
3n +n n
un = n2 +n sin n
un = n2 ln n

√
(−1)n (−1)n n sin( √1n ) (−1)n
un = (−1)n lnnn un = ln(1 + √ )
n
un = n+(−1)n
un = √
n+(−

P P√
Exercise 4.53. Let an > 0. Show that if an converges then n
nan converges.

an
P P
Exercise 4.54. Let an > 0. Show that if an converges ⇐⇒ 1+an
converges.

P
Exercise 4.55. Let an > 0 such that an diverges.
P an
a. Show that 1+an
diverges.
 4. EXERCISES 49

an
P
b. Show that 1+n2 an
converges.
an
P
c. Show that 1+nan
can be converges or diverges.

P
Exercise 4.56. Study the convergence of the following series un where
un = (−1)n sin( n12 ) cos(n) un = (−1)n ln
√n
n

un = (−1)n (1 − cos( n1 ))n un = (−1)n sin( n1 ) cos( n1 ).

P (−1) n(n+1)(n+2)
6
Exercise 4.57. Study the convergence of the following series n+1
.

P (−1)n
Exercise 4.58. a. Show that √
n+1
converges.
P (−1)n P (−1)n
b. Study the convergence of √
n+1
· √
n+1
.