Alternating series
Encyclopedia
In mathematics
, an alternating series is an infinite series of the form
with an ≥ 0 (or an ≤ 0) for all n. Like any series, an alternating series converges if and only if the associated sequence of partial sums converges
.
tells us that an alternating series will converge if the terms an converge to 0 monotonically
.
Proof: Suppose the sequence converges to zero and is monotone decreasing. If is odd and , we obtain the estimate via the following calculation:
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...
, an alternating series is an infinite series of the form
with an ≥ 0 (or an ≤ 0) for all n. Like any series, an alternating series converges if and only if the associated sequence of partial sums converges
Limit of a sequence
The limit of a sequence is, intuitively, the unique number or point L such that the terms of the sequence become arbitrarily close to L for "large" values of n...
.
Alternating series test
The theorem known as "Leibniz Test" or the alternating series testAlternating series test
The alternating series test is a method used to prove that infinite series of terms converge. It was discovered by Gottfried Leibniz and is sometimes known as Leibniz's test or the Leibniz criterion.A series of the form...
tells us that an alternating series will converge if the terms an converge to 0 monotonically
Monotonic function
In mathematics, a monotonic function is a function that preserves the given order. This concept first arose in calculus, and was later generalized to the more abstract setting of order theory....
.
Proof: Suppose the sequence converges to zero and is monotone decreasing. If is odd and , we obtain the estimate via the following calculation:
-
Since is monotonically decreasing, the terms are negative. Thus, we have the final inequality . Since converges to , our partial sums form a cauchy sequenceCauchy sequenceIn mathematics, a Cauchy sequence , named after Augustin-Louis Cauchy, is a sequence whose elements become arbitrarily close to each other as the sequence progresses...
(i.e. the series satisfies the cauchy convergence criterion for series) and therefore converge. The argument for even is similar.
Approximating sums
The estimate above does not depend on . So, if is approaching 0 monotonically, the estimate provides an error bound for approximating infinite sums by partial sums:
Absolute convergence
A series converges absolutelyAbsolute convergenceIn mathematics, a series of numbers is said to converge absolutely if the sum of the absolute value of the summand or integrand is finite...
if the series converges.
Theorem: Absolutely convergent series are convergent.
Proof: Suppose is absolutely convergent. Then, is convergent and it follows that converges as well. Since , the series converges by the comparison testComparison testIn mathematics, the comparison test, sometimes called the direct comparison test or CQT is a criterion for convergence or divergence of a series whose terms are real or complex numbers...
. Therefore, the series converges as the difference of two convergent series .
Conditional convergence
A series is conditionally convergent if it converges but does not converge absolutely.
For example, the harmonic seriesHarmonic series (mathematics)In mathematics, the harmonic series is the divergent infinite series:Its name derives from the concept of overtones, or harmonics in music: the wavelengths of the overtones of a vibrating string are 1/2, 1/3, 1/4, etc., of the string's fundamental wavelength...
diverges, while the alternating version
converges by the alternating series test.
Rearrangements
For any series, we can create a new series by rearranging the order of summation. A series is unconditionally convergent if any rearrangement creates a series with the same convergence as the original series. Absolutely convergent series are unconditionally convergent. But the Riemann series theorem states that conditionally convergent series can be rearranged to create arbitrary convergence. The general principle is that addition of infinite sums is only associative for absolutely convergent series.
For example, this false proof that 1=0 exploits the failure of associativity for infinite sums.
As another example, we know that .
But, since the series does not converge absolutely, we can rearrange the terms to obtain a series for :
Series acceleration
In practice, the numerical summation of an alternating series may be sped up using any one of a variety of series accelerationSeries accelerationIn mathematics, series acceleration is one of a collection of sequence transformations for improving the rate of convergence of a series. Techniques for series acceleration are often applied in numerical analysis, where they are used to improve the speed of numerical integration...
techniques. One of the oldest techniques is that of Euler summationEuler summationEuler summation is a summability method for convergent and divergent series. Given a series Σan, if its Euler transform converges to a sum, then that sum is called the Euler sum of the original series....
, and there are many modern techniques that can offer even more rapid convergence.