Introduction to Series: Learn It 2

The Harmonic Series

One of the most important and surprising series in mathematics is the harmonic series:

[latex]\displaystyle\sum _{n=1}^{\infty }\frac{1}{n}=1+\frac{1}{2}+\frac{1}{3}+\frac{1}{4}+\cdots[/latex].

This series is fascinating because it diverges, but it does so extremely slowly. The partial sums grow toward infinity, but at such a slow rate that it’s not immediately obvious the series diverges.

Look at how slowly the partial sums [latex]S_k[/latex] grow:

[latex]k[/latex] [latex]10[/latex] [latex]100[/latex] [latex]1000[/latex] [latex]10,000[/latex] [latex]100,000[/latex] [latex]1,000,000[/latex]
[latex]{S}_{k}[/latex] [latex]2.92897[/latex] [latex]5.18738[/latex] [latex]7.48547[/latex] [latex]9.78761[/latex] [latex]12.09015[/latex] [latex]14.39273[/latex]

Even after adding one million terms, the partial sum is only about [latex]14.4[/latex]. From this table alone, you might think the series converges to some finite value! Despite the slow growth, we can prove analytically that the harmonic series diverges by showing the partial sums are unbounded.

To show that the sequence of partial sums diverges, we show that the sequence of partial sums is unbounded.

Step 1: Group terms strategically

Let’s examine the first few partial sums:

  • [latex]S_1 = 1[/latex]
  • [latex]S_2 = 1 + \frac{1}{2}[/latex]
  • [latex]S_4 = 1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4}[/latex]

Step 2: Use inequalities to find lower bounds

For [latex]S_4[/latex], notice that: [latex]\frac{1}{3} + \frac{1}{4} > \frac{1}{4} + \frac{1}{4} = \frac{1}{2}[/latex]

Therefore, we conclude that: [latex]S_4 > 1 + \frac{1}{2} + \frac{1}{2} = 1 + 2 \cdot \frac{1}{2}[/latex]

Step 3: Extend the pattern

For [latex]S_8[/latex]: [latex]S_8 = 1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4} + \frac{1}{5} + \frac{1}{6} + \frac{1}{7} + \frac{1}{8}[/latex]

Group the terms: [latex]S_8 > 1 + \frac{1}{2} + \left(\frac{1}{4} + \frac{1}{4}\right) + \left(\frac{1}{8} + \frac{1}{8} + \frac{1}{8} + \frac{1}{8}\right)[/latex]

[latex]S_8 > 1 + \frac{1}{2} + \frac{1}{2} + \frac{1}{2} = 1 + 3 \cdot \frac{1}{2}[/latex]

Step 4: Generalize the result

Following this pattern:

  • [latex]S_1 = 1[/latex]
  • [latex]S_2 = 1 + \frac{1}{2}[/latex]
  • [latex]S_4 > 1 + 2 \cdot \frac{1}{2}[/latex]
  • [latex]S_8 > 1 + 3 \cdot \frac{1}{2}[/latex]

In general: [latex]S_{2^j} > 1 + j \cdot \frac{1}{2}[/latex] for all [latex]j \geq 1[/latex]

Step 5: Conclude divergence

Since [latex]1 + j \cdot \frac{1}{2} \to \infty[/latex] as [latex]j \to \infty[/latex], the sequence [latex]{S_k}[/latex] is unbounded and therefore diverges.

harmonic series

The harmonic series [latex]\sum_{n=1}^{\infty} \frac{1}{n} = 1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4} + \cdots[/latex] diverges, even though its terms approach zero.

[latex]\\[/latex]

This series demonstrates that having [latex]\lim_{n \to \infty} a_n = 0[/latex] is necessary but not sufficient for series convergence. The harmonic series diverges so slowly that its partial sums grow approximately like [latex]\ln(n)[/latex], making it a borderline case between convergence and divergence.

Why This Matters: The harmonic series shows that even when terms approach zero (like [latex]\frac{1}{n} \to 0[/latex]), the series may still diverge. The rate at which terms approach zero matters greatly for convergence.

Algebraic Properties of Convergent Series

Since infinite series are defined using limits of sequences, they inherit many algebraic properties from limits and sequences.

algebraic properties of convergent series

Let [latex]\displaystyle\sum _{n=1}^{\infty }{a}_{n}[/latex] and [latex]\displaystyle\sum _{n=1}^{\infty }{b}_{n}[/latex] be convergent series. Then:

  1. Sum Rule: The series [latex]\displaystyle\sum _{n=1}^{\infty }\left({a}_{n}+{b}_{n}\right)[/latex] converges and [latex]\displaystyle\sum _{n=1}^{\infty }\left({a}_{n}+{b}_{n}\right)=\displaystyle\sum _{n=1}^{\infty }{a}_{n}+\displaystyle\sum _{n=1}^{\infty }{b}_{n}[/latex].
  2. Difference Rule:The series [latex]\displaystyle\sum _{n=1}^{\infty }\left({a}_{n}-{b}_{n}\right)[/latex] converges and [latex]\displaystyle\sum _{n=1}^{\infty }\left({a}_{n}-{b}_{n}\right)=\displaystyle\sum _{n=1}^{\infty }{a}_{n}-\displaystyle\sum _{n=1}^{\infty }{b}_{n}[/latex].
  3. Constant Multiple Rule:For any real number [latex]c[/latex], the series [latex]\displaystyle\sum _{n=1}^{\infty }c{a}_{n}[/latex] converges and [latex]\displaystyle\sum _{n=1}^{\infty }c{a}_{n}=c\displaystyle\sum _{n=1}^{\infty }{a}_{n}[/latex].

Evaluate

[latex]\displaystyle\sum _{n=1}^{\infty }\left[\frac{3}{n\left(n+1\right)}+{\left(\frac{1}{2}\right)}^{n - 2}\right][/latex].