Sequences

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01 Theory

Theory 1

A sequence is a rule that defines a term for each natural number n:

a0,a1,a2,a3,a4,

So a sequence is a function from to .

Geometric sequence

A sequence is called geometric if the ratio of consecutive terms is some constant r, independent of n:

an+1an=rfor everyn

The defining relation of a geometric sequence is equivalent to an+1=anr.

By plugging a1=a0r into a2=a1r, we have a2=(a0r)r=a0r2. This plugging can be repeated n-times to get a formula for the nth term:

an=an1r=an2r2=an3r3==a1rn1=a0rn

Therefore an=a0rn, and we have a formula for the general term of the sequence (the term with index n).

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Starting point of a sequence

Note that sometimes the index (variable) of a sequence starts somewhere other than 0. Most common is 1 but any other starting point is allowed, even negative numbers.

Sometimes c is used instead of a0 in the formula for the general term of a sequence, thus an=crn. The ‘c’ notation is useful when the sequence starts from n0.

Extra - Fibonacci sequence

The Fibonacci sequence goes like this:

0,1,1,2,3,5,8,13,21,34,55,89,144,

The pattern is:

Fn=Fn1+Fn2

This formula is a recursion relation, which means that terms are defined using the values of prior terms.

The Fibonacci sequence is perhaps the most famous sequence of all time. It is related to the Golden Ratio and the Golden Spiral:

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02 Illustration

Example: Geometric sequence - revealing the format

Geometric sequence: revealing the format

Find a0 and r and an (written in the geometric sequence format) for the following geometric sequences:

(a) an=(12)n (b) bn=3(2n+15n)
(c) cn=e57n

Solution

(a)

Plug in n=0 to obtain a0=1. Notice that an+1/an=1/2 and so therefore r=1/2. Then the ‘general term’ is an=a0rn=1(1/2)n.


(b)

Rewrite the fraction:

2n+15n2(25)n

Plug that in and observe bn=6(2/5)n. From this format we can read off b0=6 and r=2/5.


(c)

Rewrite:

cne5e7ne5(e7)n

From this format we can read off c0=e5 and r=e7.

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Series

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03 Theory

Theory 1

A series is an infinite sum that is created by successive additions without end. The terms are not added up “all at once” but rather they are added up “as n increases” or “as n.”

a0+a1+a2+a3+=n=0an

Three of the most famous series are the Leibniz series and the geometric series:

Leibniz series:113+1517++(1)n2n+1+=π4Geometric series:1+12+14+18++(12)n+=2

Partial sum sequence of a series

The partial sum sequence of a series is the sequence whose terms are the sums up to the given index:

SN=a0+a1++aN=n=0Nan

These SN terms themselves form a sequence:

S0,S1,S2,S3,
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04 Illustration

Example: Geometric series - total sum and partial sums

Geometric series - total sum and partial sums

The geometric series total sum S can be calculated using a “shift technique” as follows: (1) Compare S and rS:

S=a0+a0r+a0r2+a0r3+×rrS=a0r+a0r2+a0r3+a0r4+

(2) Subtract second line from first line, many cancellations:

S=a0+a0r+a0r2+a0r3+(rS=a0r+a0r2+a0r3+a0r4+)SrS=a0

(3) Solve to find S:

S=a01r

Assumes convergence!

Note: this calculation assumes that S exists, i.e. that the series converges.

The geometric series partial sums can be calculated similarly, as follows:

(1) Compare S and rS:

SN=a0+a0r+a0r2++a0rN×rrSN=a0r+a0r2++a0rN+a0rN+1

(2) Subtract second line from first line, many cancellations:

SN=a0+a0r+a0r2++a0rN(rSN=a0r+a0r2++a0rN+a0rN+1)SNrSN=a0a0rN+1

(3) Solve to find SN:

SN=a01rN+11r=a01ra01rrN+1=SSrN+1

(4) The last formula is revealing in its own way. Here is what it means in terms of terms:

a0+a0r++a0rN=a0+a0r+a0r2+(a0rN+1+a0rN+2+)Link to original

Convergence

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05 Theory

Theory 1

A sequence has a limit if its terms tend toward a specific number, or toward ±.

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When this happens we can write “limnan=L” with some number L or L=±. We can also write “anL as n”.

The sequence is said to converge if it has a finite limit L.

Some sequences don’t have a limit at all, like an=cosn:

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Or an=en:

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These sequences diverge. In the second case, there is a limit L=, so we say it diverges to +.

A sequence may have a limit of ± but is still said to diverge.

Extra - Convergence definition

The precise meaning of convergence is this. We have anL as n if, given any proposed error ε>0, it is possible to find N such that for all n>N we have |anL|<ε.

When L=, convergence means that given any B>0, we can find N such that for all n>N we have an>B.

Similarly for L=.


If the general term an is a continuous function of n, we can replace n with the continuous variable x and compute the continuous limit instead:

limnan=limxax

If ax would be a differentiable function, and we discover an indeterminate form, then we can apply L’Hopital’s Rule to find the limit value. For example, if the indeterminate form is 0, we can convert it to 1/0= and apply L’Hopital.

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06 Illustration

Example - L’Hopital’s Rule for sequence limits

L’Hopital’s Rule for sequence limits

(a) What is the limit of an=lnnn? (b) What is the limit of bn=(lnn)2n? (c) What is the limit of cn=n(n2+1n2)? (d) What is the limit of dn=nen?

Solution

(a)

Identify indeterminate form . Change from n to x and apply L’Hopital:

limxlnxxddxlimx1/x1=0

(b)

Identify indeterminate form . Change from n to x and apply L’Hopital:

limx(lnx)2xddxlimx2lnx1x1=2limxlnxx=(by (a) result)0

(c)

(1) Identify form 0 and rewrite as :

n(n2+1n2)n2+1n21/n

(2) Change from n to x and apply L’Hopital:

x2+1x21/x12(x2+1)1/2(2x)11/x2

(3) Simplify:

2x3x2+1+1x22x5+x2+1x2x2+1

(4) Consider the limit:

2x5+x2+1x2x2+1x2x5+xx3

(d)

(1) Identify form 0 and rewrite as :

nennen

(2) Change n to x and apply L’Hopital:

xex1enx0 Link to original

Example - Squeeze theorem

Squeeze theorem

Use the squeeze theorem to show that 4nn!0 as n.

Solution

(1) We will squeeze the given general term above 0 and below a sequence bn that we must devise:

04nn!bn

(2) We need bn to satisfy bn0 and 4nn!bn. Let us study 4nn!.

4nn!=444444444n(n1)7654321

(3) Now for the trick. Collect factors in the middle bunch:

4nn!=4n(4n14n2474645)44444321

(4) Each factor in the middle bunch is <1 so the entire middle bunch is <1. Therefore:

4nn!<4n444!=102424n

Now we can easily see that 1024/24n0 as n, so we set bn=1024/24n and we are done.

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07 Theory

Theory 2

Monotone sequences

A sequence is called monotone increasing if an+1an for every n.

A sequence is called monotone decreasing if an+1an for every n.

In this context, ‘monotone’ just means it preserves the increasing or decreasing modality for all terms.

Monotonicity Theorem

If a sequence is monotone increasing, and bounded above by B, then it must converge to some limit L, and LB.

If a sequence is monotone decreasing, and bounded below by B, then it must converge to some limit L, and LB.

Terminology:

  • Bounded above by B means that anB for every n
  • Bounded below by B means that Ban for every n

Notice!

The Monotonicity Theorem says that a limit L exists, but it does not provide the limit value.

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08 Illustration

Example - Monotonicity Theorem

Monotonicity

Show that an=n+1n converges.

Solution

(1) Observe that an>0 for all n.

Because n+1>n, we know n+1>n.

Therefore n+1n>0


(2) Show ax is decreasing:

Replace n with x: ax=x+1x considered as a differentiable function.

Take derivative to show decreasing:

ddxax=12x+112x2(xx+1)4xx+1

Denominator is >0. Numerator is <0. So ddxax<0 and ax is monotone decreasing.

Therefore an is monotone decreasing as n.


(3) Since an>0 it is bounded below by 0. It is monotone decreasing. Conclude that it converges.

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09 Theory

Theory 3

Series convergence

We say that a series converges when its partial sum sequence converges:

n=0anconvergesMEANS:SNconverges as N

Let us apply this to the geometric series. Recall our formula for the partial sums:

SN=a01rN+11r

Rewrite this formula:

SN=a01ra01rrN+1

Now take the limit as N:

limNSN=a01ra01rr+1=a01r

So we see that SN converges exactly when |r|<1. It converges to a01r.

(If |r|=1 then the denominator is 0, and if |r|>1 then the factor r+1 does not converge.)

Furthermore, we have the limit value:

n=0anlimNSNa01rS

This result confirms the formula we derived for the total sum S of a geometric series. This time we did not start by assuming S exists, rather we proved that S exists. (Provided that |r|<1.)

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