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Fundamentals of Infinite Series

What is a Series?

Definition of a series

Given a sequence {an}\{a_n\}, the expression

n=1an=a1+a2+a3++an+\sum_{n=1}^{\infty} a_n = a_1 + a_2 + a_3 + \cdots + a_n + \cdots

is an infinite series (or simply, a series). ana_n is called the general term.

Partial Sums

Partial sum

For the series n=1an\sum_{n=1}^{\infty} a_n, the sum of its first nn terms

Sn=a1+a2++an=k=1nakS_n = a_1 + a_2 + \cdots + a_n = \sum_{k=1}^n a_k

is the nn-th partial sum.

Convergence vs. Divergence

Series convergence

If the partial sums {Sn}\{S_n\} converge, i.e., there exists a finite limit

limnSn=S\lim_{n \to \infty} S_n = S

then n=1an\sum_{n=1}^{\infty} a_n is convergent, and SS is its sum:

n=1an=S\sum_{n=1}^{\infty} a_n = S
Series divergence

If {Sn}\{S_n\} diverges, then n=1an\sum_{n=1}^{\infty} a_n diverges.

Basic Properties

Linearity

If n=1an\sum_{n=1}^{\infty} a_n and n=1bn\sum_{n=1}^{\infty} b_n both converge, then

Linearity of series

n=1(an+bn)=n=1an+n=1bn\sum_{n=1}^{\infty} (a_n + b_n) = \sum_{n=1}^{\infty} a_n + \sum_{n=1}^{\infty} b_n

n=1(can)=cn=1an\sum_{n=1}^{\infty} (ca_n) = c \sum_{n=1}^{\infty} a_n

where cc is a constant.

Necessary condition for convergence

If n=1an\sum_{n=1}^{\infty} a_n converges, then

Necessary condition

limnan=0\lim_{n \to \infty} a_n = 0

Proof

Idea: use the definition of convergence and the relation an=SnSn1a_n = S_n - S_{n-1}.

Details:

  1. Assume n=1an\sum_{n=1}^{\infty} a_n converges with sum SS, i.e. limnSn=S,\lim_{n \to \infty} S_n = S, where Sn=a1+a2++anS_n = a_1 + a_2 + \cdots + a_n.
  2. Express ana_n: for n2n \ge 2, an=SnSn1a_n = S_n - S_{n-1}.
  3. Take the limit: limnan=limn(SnSn1)=SS=0.\lim_{n \to \infty} a_n = \lim_{n \to \infty} (S_n - S_{n-1}) = S - S = 0.
  4. Conclusion: limnan=0\lim_{n \to \infty} a_n = 0.

Note: This is necessary but not sufficient; an0a_n \to 0 does not guarantee convergence.

练习题

练习 1

Determine whether n=1n2n\sum_{n=1}^{\infty} \frac{n}{2^n} converges.

参考答案

思路:Use the ratio test.

步骤

  1. Let an=n2na_n = \frac{n}{2^n}
  2. Ratio: an+1an=n+12n+12nn=n+12n\frac{a_{n+1}}{a_n} = \frac{n+1}{2^{n+1}} \cdot \frac{2^n}{n} = \frac{n+1}{2n}
  3. Limit: limnan+1an=12<1\lim_{n \to \infty} \frac{a_{n+1}}{a_n} = \frac{1}{2} < 1
  4. Conclude convergence.

答案:Convergent.

练习 2

Determine whether n=1(1)nn2\sum_{n=1}^{\infty} \frac{(-1)^n}{n^2} converges.

参考答案

思路:Check absolute convergence.

步骤

  1. Consider n=11n2\sum_{n=1}^{\infty} \frac{1}{n^2}
  2. This is a pp-series with p=2>1p = 2 > 1, so it converges absolutely.
  3. Therefore the original series converges.

答案:Convergent.

练习 3

Determine whether n=11nlnn\sum_{n=1}^{\infty} \frac{1}{n\ln n} converges.

参考答案

思路:Use the integral test.

步骤

  1. Let f(x)=1xlnxf(x) = \frac{1}{x\ln x}, so an=f(n)a_n = f(n)
  2. Compute 2+1xlnxdx=ln(lnx)2+=+\int_2^{+\infty} \frac{1}{x\ln x} dx = \ln(\ln x) \big|_2^{+\infty} = +\infty
  3. The integral diverges, so the series diverges.

答案:Divergent.

练习 4

Determine whether n=11n2+n\sum_{n=1}^{\infty} \frac{1}{n^2 + n} converges.

参考答案

思路:Compare with a known convergent series.

步骤

  1. 1n2+n<1n2\frac{1}{n^2 + n} < \frac{1}{n^2} and n=11n2\sum_{n=1}^{\infty} \frac{1}{n^2} converges (p=2>1p=2>1)
  2. By comparison, n=11n2+n\sum_{n=1}^{\infty} \frac{1}{n^2 + n} converges.

答案:Convergent.

练习 5

Determine whether n=1(1)n+1n1/2\sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n^{1/2}} converges.

参考答案

思路:Test absolute convergence; if it fails, use Leibniz (alternating) test.

步骤

  1. Absolute series: n=11n1/2\sum_{n=1}^{\infty} \frac{1}{n^{1/2}} is a pp-series with p=121p = \frac{1}{2} \le 1, so diverges.
  2. Original is alternating with an=1n1/2a_n = \frac{1}{n^{1/2}}.
  3. Check Leibniz conditions:
    • an>0a_n > 0
    • an+1<ana_{n+1} < a_n ✓ (since 1(n+1)1/2<1n1/2\frac{1}{(n+1)^{1/2}} < \frac{1}{n^{1/2}})
    • limnan=0\lim_{n \to \infty} a_n = 0
  4. Conditions hold, so the series converges conditionally.

答案:Convergent (conditional).


总结

本文出现的符号

符号类型读音/说明在本文中的含义
{an}\{a_n\}数学符号数列表示法表示一个数列,ana_n 是第 nn
\sum希腊字母Sigma(西格玛)求和符号,表示级数
\infty数学符号无穷大表示无穷级数,项数无限
SnS_n数学符号部分和级数的前 nn 项和
lim\lim数学符号极限表示数列或函数的极限
ρ\rho希腊字母Rho(柔)表示级数收敛性判别中的极限值

中英对照

中文术语英文术语音标说明
级数series/ˈsɪəriːz/无穷项的和,记作 n=1an\sum_{n=1}^{\infty} a_n
无穷级数infinite series/ˈɪnfɪnɪt ˈsɪəriːz/项数无限的级数
通项general term/ˈdʒenərəl tɜːm/级数中第 nnana_n
部分和partial sum/ˈpɑːʃəl sʌm/级数前 nn 项的和 SnS_n
收敛convergence/kənˈvɜːdʒəns/级数部分和序列有有限极限
发散divergence/daɪˈvɜːdʒəns/级数部分和序列无有限极限
sum/sʌm/收敛级数的极限值
线性性质linearity property/ˈlɪniəriti ˈprɒpəti/级数运算的线性特征
必要条件necessary condition/nɪˈsesəri kənˈdɪʃən/级数收敛必须满足的条件
充分条件sufficient condition/səˈfɪʃənt kənˈdɪʃən/保证级数收敛的充分条件
条件收敛conditional convergence/kənˈdɪʃənəl kənˈvɜːdʒəns/级数收敛但绝对值级数发散

课程路线图

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