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In
mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, the integral test for convergence is a
method used to test infinite
series of
monotonic
In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order. This concept first arose in calculus, and was later generalized to the more abstract setting of ord ...
terms for
convergence
Convergence may refer to:
Arts and media Literature
*''Convergence'' (book series), edited by Ruth Nanda Anshen
*Convergence (comics), "Convergence" (comics), two separate story lines published by DC Comics:
**A four-part crossover storyline that ...
. It was developed by
Colin Maclaurin and
Augustin-Louis Cauchy
Baron Augustin-Louis Cauchy ( , , ; ; 21 August 1789 – 23 May 1857) was a French mathematician, engineer, and physicist. He was one of the first to rigorously state and prove the key theorems of calculus (thereby creating real a ...
and is sometimes known as the Maclaurin–Cauchy test.
Statement of the test
Consider an
integer
An integer is the number zero (0), a positive natural number (1, 2, 3, ...), or the negation of a positive natural number (−1, −2, −3, ...). The negations or additive inverses of the positive natural numbers are referred to as negative in ...
and a function defined on the unbounded
interval , on which it is
monotone decreasing. Then the infinite series
:
converges to a
real number
In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every re ...
if and only if the
improper integral
:
is finite. In particular, if the integral diverges, then the
series diverges as well.
Remark
If the improper integral is finite, then the proof also gives the
lower and upper bounds
for the infinite series.
Note that if the function
is increasing, then the function
is decreasing and the above theorem applies.
Many textbooks require the function
to be positive, but this condition is not really necessary, since when
is negative and decreasing both
and
diverge.
Proof
The proof uses the
comparison test, comparing the term
with the integral of
over the intervals
of
\mathbb Q, a
c(x)\in\mathbb Q so that
c(x)\in\left[\lim_ f(y), \lim_ f(y)\right].
Note that this set contains an Open set, open non-empty interval precisely if
f is discontinuous at
x. We can uniquely identify
c(x) as the
rational number
In mathematics, a rational number is a number that can be expressed as the quotient or fraction of two integers, a numerator and a non-zero denominator . For example, is a rational number, as is every integer (for example,
The set of all ...
that has the least index in an
enumeration
An enumeration is a complete, ordered listing of all the items in a collection. The term is commonly used in mathematics and computer science to refer to a listing of all of the element (mathematics), elements of a Set (mathematics), set. The pre ...
\mathbb N\to\mathbb Q and satisfies the above property. Since
f is
monotone, this defines an
injective
In mathematics, an injective function (also known as injection, or one-to-one function ) is a function that maps distinct elements of its domain to distinct elements of its codomain; that is, implies (equivalently by contraposition, impl ...
mapping c:D\to\mathbb Q, x\mapsto c(x) and thus
D is
countable
In mathematics, a Set (mathematics), set is countable if either it is finite set, finite or it can be made in one to one correspondence with the set of natural numbers. Equivalently, a set is ''countable'' if there exists an injective function fro ...
. It follows that
f is
continuous almost everywhere
In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to ...
. This is
sufficient for
Riemann integrability.
Since is a monotone decreasing function, we know that
:
f(x)\le f(n)\quad\textx\in
and
:
f(n)\le f(x)\quad\textx\in ,\infty)
and
:
f(n)\le f(x)\quad\textx\in[N,n
Hence, for every integer ,
and, for every integer ,
By summation over all from to some larger integer , we get from ()
:
\int_N^f(x)\,dx=\sum_^M\underbrace_\le\sum_^Mf(n)
and from ()
:
\begin
\sum_^Mf(n)&=f(N)+\sum_^Mf(n)\\
&\leq f(N)+\sum_^M\underbrace_\\
&=f(N)+\int_N^M f(x)\,dx.
\end
Combining these two estimates yields
:
\int_N^f(x)\,dx\le\sum_^Mf(n)\le f(N)+\int_N^M f(x)\,dx.
Letting tend to infinity, the bounds in () and the result follow.
Applications
The
harmonic series
:
\sum_^\infty \frac 1 n
diverges because, using the
harmonic series (mathematics)">harmonic series
:
\sum_^\infty \frac 1 n
diverges because, using the natural logarithm, its antiderivative">natural logarithm">harmonic series (mathematics)">harmonic series
:
\sum_^\infty \frac 1 n
diverges because, using the natural logarithm, its antiderivative, and the fundamental theorem of calculus, we get
:
\int_1^M \frac 1 n\,dn = \ln n\Bigr, _1^M = \ln M \to\infty
\quad\textM\to\infty.
On the other hand, the series
:
\zeta(1+\varepsilon)=\sum_^\infty \frac1
(cf.
Riemann zeta function)
converges for every , because by the
power rule
:
\int_1^M\frac1\,dn
= \left. -\frac 1 \_1^M=
\frac 1 \varepsilon \left(1-\frac 1 \right)
\le \frac 1 \varepsilon < \infty
\quad\textM\ge1.
From () we get the upper estimate
:
\zeta(1+\varepsilon)=\sum_^\infty \frac 1 \le \frac\varepsilon,
which can be compared with some of the
particular values of Riemann zeta function.
Borderline between divergence and convergence
The above examples involving the harmonic series raise the question of whether there are monotone sequences such that decreases to 0 faster than but slower than in the sense that
:
\lim_\frac=0
\quad\text\quad
\lim_\frac=\infty
for every , and whether the corresponding series of the still diverges. Once such a sequence is found, a similar question can be asked with taking the role of , and so on. In this way it is possible to investigate the borderline between divergence and convergence of infinite series.
Using the integral test for convergence, one can show (see below) that, for every
natural number
In mathematics, the natural numbers are the numbers 0, 1, 2, 3, and so on, possibly excluding 0. Some start counting with 0, defining the natural numbers as the non-negative integers , while others start with 1, defining them as the positive in ...
, the series
still diverges (cf.
proof that the sum of the reciprocals of the primes diverges for ) but
converges for every . Here denotes the -fold
composition of the natural logarithm defined
recursively by
:
\ln_k(x)=
\begin
\ln(x)&\textk=1,\\
\ln(\ln_(x))&\textk\ge2.
\end
Furthermore, denotes the smallest natural number such that the -fold composition is well-defined and , i.e.
:
N_k\ge \underbrace_=e \uparrow\uparrow k
using
tetration or
Knuth's up-arrow notation.
To see the divergence of the series () using the integral test, note that by repeated application of the
chain rule
In calculus, the chain rule is a formula that expresses the derivative of the Function composition, composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h ...
:
\frac\ln_(x)
=\frac\ln(\ln_k(x))
=\frac1\frac\ln_k(x)
=\cdots
=\frac1,
hence
:
\int_^\infty\frac
=\ln_(x)\bigr, _^\infty=\infty.
To see the convergence of the series (), note that by the
power rule, the chain rule and the above result
:
-\frac\frac1
=\frac1\frac\ln_k(x)
=\cdots
=\frac,
hence
:
\int_^\infty\frac
=-\frac1\biggr, _^\infty<\infty
and () gives bounds for the infinite series in ().
See also
*
Convergence tests
*
Convergence (mathematics)
In mathematics, a series (mathematics), series is the summation, sum of the terms of an infinite sequence of numbers. More precisely, an infinite sequence (a_1, a_2, a_3, \ldots) defines a series (mathematics), series that is denoted
:S=a_1 + ...
*
Direct comparison test
*
Dominated convergence theorem
*
Euler-Maclaurin formula
*
Limit comparison test
*
Monotone convergence theorem
References
*
Knopp, Konrad, "Infinite Sequences and Series",
Dover Publications
Dover Publications, also known as Dover Books, is an American book publisher founded in 1941 by Hayward and Blanche Cirker. It primarily reissues books that are out of print from their original publishers. These are often, but not always, book ...
, Inc., New York, 1956. (§ 3.3)
*
Whittaker, E. T., and Watson, G. N., ''A Course in Modern Analysis'', fourth edition, Cambridge University Press, 1963. (§ 4.43)
* Ferreira, Jaime Campos, Ed Calouste Gulbenkian, 1987,
{{Calculus topics
Augustin-Louis Cauchy
Integral calculus
Convergence tests
Articles containing proofs