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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 :\sum_^\infty f(n) 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 :\int_N^\infty f(x)\,dx 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 f(x) is increasing, then the function -f(x) is decreasing and the above theorem applies. Many textbooks require the function f to be positive, but this condition is not really necessary, since when f is negative and decreasing both \sum_^\infty f(n) and \int_N^\infty f(x)\,dx diverge.


Proof

The proof uses the comparison test, comparing the term f(n) with the integral of f over the intervals continuous almost everywhere">,n+1) respectively. The monotonic function f is Continuous function">continuous almost everywhere. To show this, let :D=\ For every x\in D, there exists by the Dense set">density Density (volumetric mass density or specific mass) is the ratio of a substance's mass to its volume. The symbol most often used for density is ''ρ'' (the lower case Greek letter rho), although the Latin letter ''D'' (or ''d'') can also be u ...
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 ,\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