1 00:00:00,040 --> 00:00:01,940 ANNOUNCER: The following content is provided under a 2 00:00:01,940 --> 00:00:03,690 Creative Commons license. 3 00:00:03,690 --> 00:00:06,630 Your support will help MIT OpenCourseWare continue to 4 00:00:06,630 --> 00:00:09,990 offer high quality educational resources for free. 5 00:00:09,990 --> 00:00:12,830 To make a donation or to view additional materials from 6 00:00:12,830 --> 00:00:16,760 hundreds of MIT courses, visit MIT OpenCourseWare at 7 00:00:16,760 --> 00:00:18,010 ocw.mit.edu. 8 00:00:31,710 --> 00:00:35,290 HERBERT GROSS: Hi, last time I left you dangling in suspense 9 00:00:35,290 --> 00:00:38,830 when I said what happens if the terms in a series are not 10 00:00:38,830 --> 00:00:39,580 all positive? 11 00:00:39,580 --> 00:00:42,550 In other words, the trouble with the last assignment was 12 00:00:42,550 --> 00:00:45,100 that we did quite a bit of work and yet there was a very 13 00:00:45,100 --> 00:00:46,080 stringent condition. 14 00:00:46,080 --> 00:00:49,770 Namely, that every term that you were adding happened to be 15 00:00:49,770 --> 00:00:50,790 a positive number. 16 00:00:50,790 --> 00:00:53,320 Now obviously, this need not be the case. 17 00:00:53,320 --> 00:00:57,750 And the question is, can you have convergence in a series 18 00:00:57,750 --> 00:01:00,300 in which the terms are not all positive? 19 00:01:00,300 --> 00:01:03,100 And what does it mean, by the way, if this is the case why 20 00:01:03,100 --> 00:01:06,980 we stressed the situation of positive series? 21 00:01:06,980 --> 00:01:09,430 And this will be the aim of today's lecture to straighten 22 00:01:09,430 --> 00:01:10,705 out both of these points. 23 00:01:10,705 --> 00:01:14,430 At any rate, I call today's lesson 'Absolute Convergence', 24 00:01:14,430 --> 00:01:17,450 and I hope that the meaning of this will become clear very 25 00:01:17,450 --> 00:01:18,750 soon as we go along. 26 00:01:18,750 --> 00:01:21,810 But to answer the first question that we brought up, 27 00:01:21,810 --> 00:01:24,110 let's take a series in which the 28 00:01:24,110 --> 00:01:25,950 terms are not all positive. 29 00:01:25,950 --> 00:01:29,450 Now, by the way, I will do more general things in our 30 00:01:29,450 --> 00:01:31,470 supplementary notes on this material. 31 00:01:31,470 --> 00:01:34,170 I felt though that for a blackboard illustration, I 32 00:01:34,170 --> 00:01:37,110 should pick a relatively straightforward example and 33 00:01:37,110 --> 00:01:38,720 not try to generalize it. 34 00:01:38,720 --> 00:01:46,140 Let's take the specific series 1 minus 1/2 plus 1/3 minus 1/4 35 00:01:46,140 --> 00:01:47,750 plus 1/5, et cetera. 36 00:01:47,750 --> 00:01:50,470 And how do we indicate the n-th term in this case? 37 00:01:50,470 --> 00:01:53,400 Notice that the denominator is 'n'. 38 00:01:53,400 --> 00:01:57,840 The numerator oscillates between minus 1 and 1. 39 00:01:57,840 --> 00:02:01,720 And you see the mathematical trick to alternate signs is to 40 00:02:01,720 --> 00:02:03,690 raise minus 1 to a power. 41 00:02:03,690 --> 00:02:07,290 You see minus 1 to an even power will be positive 1. 42 00:02:07,290 --> 00:02:09,210 And to an odd power, negative 1. 43 00:02:09,210 --> 00:02:12,860 The idea here is since for 'n' equals 1 we want this to be 44 00:02:12,860 --> 00:02:15,370 positive, we tacked on the plus 1 here. 45 00:02:15,370 --> 00:02:19,780 You see in that case, 'n' being 1, 'n plus 1' is 2. 46 00:02:19,780 --> 00:02:21,840 Minus 1 squared is 1. 47 00:02:21,840 --> 00:02:25,320 And at any rate, don't be confused by this notation, 48 00:02:25,320 --> 00:02:28,700 it's simply a cute way all of alternating signs. 49 00:02:28,700 --> 00:02:31,560 At any rate, what do we have in this particular series? 50 00:02:31,560 --> 00:02:35,530 We have that the terms alternate in sign. 51 00:02:35,530 --> 00:02:39,050 We also have that the n-th term approaches 0. 52 00:02:39,050 --> 00:02:41,750 Namely, the numerator alternates between 53 00:02:41,750 --> 00:02:43,220 plus and minus 1. 54 00:02:43,220 --> 00:02:44,990 The denominator is 'n'. 55 00:02:44,990 --> 00:02:50,710 So as 'n' increases, the terms converge on 0 as a limit. 56 00:02:50,710 --> 00:02:54,470 And finally, the terms keep decreasing 57 00:02:54,470 --> 00:02:56,650 monotonically in magnitude. 58 00:02:56,650 --> 00:02:59,620 In other words, forgetting about the fact that a plus 59 00:02:59,620 --> 00:03:03,310 outranks a minus in terms of a number line, notice that the 60 00:03:03,310 --> 00:03:06,930 size of 1/3 is less than the size of 1/2. 61 00:03:06,930 --> 00:03:08,990 In other words, this particular series, which is 62 00:03:08,990 --> 00:03:12,600 called an 'alternating series', has three properties. 63 00:03:12,600 --> 00:03:14,680 It's called alternating because the terms 64 00:03:14,680 --> 00:03:16,450 alternate in sign. 65 00:03:16,450 --> 00:03:18,080 The n-th term approaches 0. 66 00:03:18,080 --> 00:03:21,600 By the way, we saw in our first lecture on series that 67 00:03:21,600 --> 00:03:24,980 the n-th term approaching 0 was necessary, but not 68 00:03:24,980 --> 00:03:27,850 sufficient for making a series converge. 69 00:03:27,850 --> 00:03:32,120 However, what our claim is that if in addition to this we 70 00:03:32,120 --> 00:03:35,140 know that the terms decrease in magnitude, our claim is 71 00:03:35,140 --> 00:03:37,460 that the given series will converge. 72 00:03:37,460 --> 00:03:40,770 In other words, what I intend to show is that 1 minus 1/2 73 00:03:40,770 --> 00:03:43,670 plus 1/3, et cetera, does converge. 74 00:03:43,670 --> 00:03:46,580 And the way I'm going to do that is geometrically. 75 00:03:46,580 --> 00:03:49,320 I'm not going to try to prove this thing analytically. 76 00:03:49,320 --> 00:03:53,740 But as I've said before, the analytic proof virtually is 77 00:03:53,740 --> 00:03:56,990 just an abstraction of what we're doing over here. 78 00:03:56,990 --> 00:03:59,650 Let's take a look and see what happens over here. 79 00:03:59,650 --> 00:04:03,105 Notice that our first term is 1. 80 00:04:03,105 --> 00:04:06,005 Our next term is 1/2. 81 00:04:06,005 --> 00:04:10,670 Our next term is 1 minus 1/2 plus 1/3, which is 5/6. 82 00:04:10,670 --> 00:04:14,730 What I'm driving at is that if you compute the sums, 1 minus 83 00:04:14,730 --> 00:04:17,970 1/2 plus 1/3 minus 1/4, et cetera, in the order in which 84 00:04:17,970 --> 00:04:20,630 they're given, what you find is that the sequence of 85 00:04:20,630 --> 00:04:30,040 partial sums is 1, 1/2, 5/6, 7/12, 47/60, 13/20. 86 00:04:30,040 --> 00:04:32,660 Now the thing that I want you to see, the reason I'm waving 87 00:04:32,660 --> 00:04:35,700 my hand here and why I think this helps in the lecture is 88 00:04:35,700 --> 00:04:36,870 look what's happening. 89 00:04:36,870 --> 00:04:40,190 You see because the terms alternate in sign what this 90 00:04:40,190 --> 00:04:46,640 means is that as I start with 's sub 1' over here, the next 91 00:04:46,640 --> 00:04:49,600 term will be to the left of 's sub 1'. 92 00:04:49,600 --> 00:04:52,120 Then the term after that will be to the right. 93 00:04:52,120 --> 00:04:53,440 Then to the left. 94 00:04:53,440 --> 00:04:54,550 Then to the right. 95 00:04:54,550 --> 00:04:55,590 Then to the left. 96 00:04:55,590 --> 00:04:56,460 Then to the right. 97 00:04:56,460 --> 00:04:58,230 They keep alternating this way. 98 00:04:58,230 --> 00:05:03,500 Moreover, since the terms decrease in magnitude, it 99 00:05:03,500 --> 00:05:06,750 means that each jump is less than the jump that came 100 00:05:06,750 --> 00:05:08,060 immediately before. 101 00:05:08,060 --> 00:05:10,910 In other words, as I jumped from here to here, when I jump 102 00:05:10,910 --> 00:05:13,310 back I don't come back quite as far. 103 00:05:13,310 --> 00:05:16,060 In other words, what I'm doing now is I'm closing in. 104 00:05:16,060 --> 00:05:20,140 You see the odd subscripts and the even subscripts are sort 105 00:05:20,140 --> 00:05:21,400 of segregated. 106 00:05:21,400 --> 00:05:22,960 You see what's happening over here? 107 00:05:22,960 --> 00:05:28,590 And finally, because the limit of the n-th term is 0, it 108 00:05:28,590 --> 00:05:30,370 means that this spacing-- 109 00:05:30,370 --> 00:05:32,420 see the difference between successive partial 110 00:05:32,420 --> 00:05:33,920 sums is the n-th term. 111 00:05:33,920 --> 00:05:35,380 That must go to 0. 112 00:05:35,380 --> 00:05:38,000 In other words, our limit 'L' is in here. 113 00:05:38,000 --> 00:05:42,120 And as 'n' increases, the squeeze is put on and we get 114 00:05:42,120 --> 00:05:43,280 the existence of a limit. 115 00:05:43,280 --> 00:05:45,720 For example, whatever 'L' is, it must be 116 00:05:45,720 --> 00:05:49,500 between 13/20 and 47/60. 117 00:05:49,500 --> 00:05:51,910 By the way, I say this in the form of an aside. 118 00:05:51,910 --> 00:05:53,270 It turns out-- 119 00:05:53,270 --> 00:05:56,130 and for those of us who haven't seen this before, it's 120 00:05:56,130 --> 00:05:57,330 a very mystic result. 121 00:05:57,330 --> 00:05:58,990 That's why I say, who'd have guessed it? 122 00:05:58,990 --> 00:06:02,420 It turns out that 'L' is actually the natural log of 2. 123 00:06:02,420 --> 00:06:05,380 And the reason I point this out is that again, you may 124 00:06:05,380 --> 00:06:08,090 recall that in our notes we talked about 'Cauchy 125 00:06:08,090 --> 00:06:11,540 convergence', meaning what do you do when you don't know how 126 00:06:11,540 --> 00:06:12,740 to guess the limit? 127 00:06:12,740 --> 00:06:16,180 You see, the idea here is notice that this particular 128 00:06:16,180 --> 00:06:18,250 series converges. 129 00:06:18,250 --> 00:06:20,820 But we don't know what the limit is other than the fact 130 00:06:20,820 --> 00:06:22,890 that it's being squeezed in over here. 131 00:06:22,890 --> 00:06:25,840 You see here's a case where we know that a limit exists, but 132 00:06:25,840 --> 00:06:28,740 it's particularly difficult to explicitly name 133 00:06:28,740 --> 00:06:30,010 what that limit is. 134 00:06:30,010 --> 00:06:34,120 But that fact notwithstanding, is it clear that because of 135 00:06:34,120 --> 00:06:36,930 the fact that the terms alternate, the magnitudes 136 00:06:36,930 --> 00:06:40,530 decrease, and the limit is 0 that these things do converge 137 00:06:40,530 --> 00:06:41,960 to a limit? 138 00:06:41,960 --> 00:06:43,350 I think it is clear. 139 00:06:43,350 --> 00:06:46,150 But the next question, and I apologize for what looks like 140 00:06:46,150 --> 00:06:49,440 slang here, but I think this is exactly what's going on in 141 00:06:49,440 --> 00:06:50,460 your minds right now. 142 00:06:50,460 --> 00:06:52,620 So what? 143 00:06:52,620 --> 00:06:55,880 What does this have to do with what came before and what will 144 00:06:55,880 --> 00:06:56,780 come later? 145 00:06:56,780 --> 00:07:00,480 And we're going to see again, a very, very strange thing 146 00:07:00,480 --> 00:07:04,120 that happens with infinite sums that does not happen with 147 00:07:04,120 --> 00:07:05,310 finite sums. 148 00:07:05,310 --> 00:07:08,930 Let me lead into that fairly gradually. 149 00:07:08,930 --> 00:07:12,800 First of all, I claim that this particular series-- 150 00:07:12,800 --> 00:07:14,740 see, again, don't get misled by this. 151 00:07:14,740 --> 00:07:16,230 It's just a fancy way of saying what? 152 00:07:16,230 --> 00:07:21,230 1 minus 1/2 plus 1/3, et cetera, converges. 153 00:07:21,230 --> 00:07:24,770 But because the plus terms cancel the minus terms, the 154 00:07:24,770 --> 00:07:29,740 pluses cancel the minuses, not because the terms get small 155 00:07:29,740 --> 00:07:30,660 fast enough. 156 00:07:30,660 --> 00:07:32,670 What I mean by that is this. 157 00:07:32,670 --> 00:07:34,390 Forget about the signs in here. 158 00:07:34,390 --> 00:07:36,790 Replace each term by its magnitude. 159 00:07:36,790 --> 00:07:38,990 And by the way, that's where the name 'absolute' 160 00:07:38,990 --> 00:07:40,980 convergence is going to come from. 161 00:07:40,980 --> 00:07:45,060 Namely, the magnitude of a term is its absolute value. 162 00:07:45,060 --> 00:07:46,640 And this is what we're going to be talking about, but the 163 00:07:46,640 --> 00:07:47,520 idea is this. 164 00:07:47,520 --> 00:07:50,760 If we replace each term by its magnitude, 165 00:07:50,760 --> 00:07:52,500 we obtain the series. 166 00:07:52,500 --> 00:07:55,810 Summation 'n' goes from 1 to infinity '1 over n'. 167 00:07:55,810 --> 00:08:00,450 And in the last assignment, we saw in the exercises that this 168 00:08:00,450 --> 00:08:03,000 diverged by the integral test. 169 00:08:03,000 --> 00:08:06,400 In other words, if we leave out the signs, the series 170 00:08:06,400 --> 00:08:09,060 diverges because evidently these terms don't get small 171 00:08:09,060 --> 00:08:09,575 fast enough. 172 00:08:09,575 --> 00:08:10,750 Okay. 173 00:08:10,750 --> 00:08:13,160 Let me state a definition. 174 00:08:13,160 --> 00:08:14,620 The definition is simply this. 175 00:08:17,140 --> 00:08:20,720 The series, summation 'n' goes from 1 to infinity, 'a sub n' 176 00:08:20,720 --> 00:08:28,300 is said to converge absolutely if the series that you get by 177 00:08:28,300 --> 00:08:33,179 replacing each term by its magnitude converges. 178 00:08:33,179 --> 00:08:36,159 Now I leave for the supplementary notes the proof 179 00:08:36,159 --> 00:08:40,130 that if a series converges absolutely, it converges in 180 00:08:40,130 --> 00:08:40,750 the first place. 181 00:08:40,750 --> 00:08:42,970 In other words, I think it's rather clear if you look at 182 00:08:42,970 --> 00:08:45,950 this thing intuitively that if I replace each term by its 183 00:08:45,950 --> 00:08:48,660 magnitude, I'll disregard the plus and minus signs. 184 00:08:48,660 --> 00:08:51,780 And that resulting series converges, then the original 185 00:08:51,780 --> 00:08:54,910 series must've converged also because the terms couldn't be 186 00:08:54,910 --> 00:08:56,380 any bigger than this. 187 00:08:56,380 --> 00:08:59,600 By the way, the formal proof is kind of messy in places and 188 00:08:59,600 --> 00:09:01,570 so this is why, as I say, I leave this for the 189 00:09:01,570 --> 00:09:03,860 supplementary notes. 190 00:09:03,860 --> 00:09:07,040 But at any rate that's what we mean by absolute convergence. 191 00:09:07,040 --> 00:09:09,380 If you're given a series, you replace each 192 00:09:09,380 --> 00:09:11,190 term by it's magnitude. 193 00:09:11,190 --> 00:09:15,250 If that series converges, we call the original series 194 00:09:15,250 --> 00:09:16,830 absolutely convergent. 195 00:09:16,830 --> 00:09:21,160 Notice by the way, the tie in now between absolute 196 00:09:21,160 --> 00:09:23,120 convergence and positive series. 197 00:09:23,120 --> 00:09:26,610 Namely, by definition, the absolute value of 'a sub n' is 198 00:09:26,610 --> 00:09:27,940 at least as big as 0. 199 00:09:27,940 --> 00:09:30,420 Consequently, when we're testing for absolute 200 00:09:30,420 --> 00:09:33,880 convergence, the series that we test is positive. 201 00:09:33,880 --> 00:09:36,620 And we have tests for convergence 202 00:09:36,620 --> 00:09:38,460 for positive series. 203 00:09:38,460 --> 00:09:41,410 Now the sequel to definition one is of course definition 204 00:09:41,410 --> 00:09:42,990 two, and that says what? 205 00:09:42,990 --> 00:09:47,040 A series which converges but not absolutely is called 206 00:09:47,040 --> 00:09:48,610 conditionally convergent. 207 00:09:48,610 --> 00:09:52,540 In other words, it converges on the condition that the sine 208 00:09:52,540 --> 00:09:54,840 stay exactly the way they are. 209 00:09:54,840 --> 00:09:58,340 An example of a conditionally convergent series is the one 210 00:09:58,340 --> 00:10:00,020 that we're dealing with right now. 211 00:10:00,020 --> 00:10:02,680 Namely, with the pluses and minuses in there, we just 212 00:10:02,680 --> 00:10:04,440 showed that the series converges. 213 00:10:04,440 --> 00:10:08,000 However, if we replace each term by its magnitude, the 214 00:10:08,000 --> 00:10:10,990 resulting series is summation '1 over n'. 215 00:10:10,990 --> 00:10:14,230 And that as we saw, diverges. 216 00:10:14,230 --> 00:10:17,740 Now the question is, what's so bad about conditional 217 00:10:17,740 --> 00:10:18,840 convergence? 218 00:10:18,840 --> 00:10:21,490 What difference does it make whether a series converges 219 00:10:21,490 --> 00:10:23,530 absolutely or conditionally? 220 00:10:23,530 --> 00:10:25,790 Is there any problem that comes up? 221 00:10:25,790 --> 00:10:29,370 As I said before, a fantastic subtlety that occurs, a 222 00:10:29,370 --> 00:10:32,610 subtlety that has no parallel in our knowledge of finite 223 00:10:32,610 --> 00:10:33,710 arithmetic. 224 00:10:33,710 --> 00:10:35,650 The subtlety is this. 225 00:10:35,650 --> 00:10:37,470 In fact, I call it that, the subtlety of conditional 226 00:10:37,470 --> 00:10:38,500 convergence. 227 00:10:38,500 --> 00:10:40,570 Namely, the sum of a 228 00:10:40,570 --> 00:10:42,810 conditionally convergent series-- 229 00:10:42,810 --> 00:10:45,200 and this fantastic-- 230 00:10:45,200 --> 00:10:49,440 depends on the order in which you write the terms. 231 00:10:49,440 --> 00:10:53,870 In other words, if the series converges, but conditionally 232 00:10:53,870 --> 00:10:57,680 if you change the order of the terms, surprising as it may 233 00:10:57,680 --> 00:11:00,970 seem, you actually change the sum. 234 00:11:00,970 --> 00:11:03,820 And the best way to do this I think at this stage, a 235 00:11:03,820 --> 00:11:07,060 generalization is given in the supplementary notes. 236 00:11:07,060 --> 00:11:09,800 But the idea is, let me just do this in terms of the 237 00:11:09,800 --> 00:11:11,380 problem that we were dealing with. 238 00:11:11,380 --> 00:11:13,820 Let's take the terms of our conditionally convergent 239 00:11:13,820 --> 00:11:17,570 series, 1 minus 1/2 plus 1/3, et cetera, and divide them 240 00:11:17,570 --> 00:11:19,180 into two teams. 241 00:11:19,180 --> 00:11:22,700 And if this expression bothers you, call the teams sets and 242 00:11:22,700 --> 00:11:25,000 that makes it much more mathematical. 243 00:11:25,000 --> 00:11:27,880 Let the first set consist of the 244 00:11:27,880 --> 00:11:29,310 positive terms of a series. 245 00:11:29,310 --> 00:11:32,320 Namely, 1, 1/3, 1/5. 246 00:11:32,320 --> 00:11:36,450 And in general, '1 over '2n minus 1'' where 'n' is any 247 00:11:36,450 --> 00:11:38,500 positive whole number. 248 00:11:38,500 --> 00:11:42,030 The negative numbers of our team are minus 1/2-- 249 00:11:42,030 --> 00:11:43,950 or the set 'N', which I'll call the negative members is 250 00:11:43,950 --> 00:11:46,550 minus 1/2, minus 1/4, minus 1/6. 251 00:11:46,550 --> 00:11:49,060 In general, minus '1 over 2n'. 252 00:11:49,060 --> 00:11:52,980 Now again, by the integral test, we saw in our last 253 00:11:52,980 --> 00:11:57,700 lesson that both these series summation '1 all over '2n 254 00:11:57,700 --> 00:12:02,500 minus 1'' and summation '1 over 2n' diverge to infinity 255 00:12:02,500 --> 00:12:04,430 by the integral test. 256 00:12:04,430 --> 00:12:07,140 Now what my claim is, is that because both of these two 257 00:12:07,140 --> 00:12:11,870 series diverge, I can now rearrange my terms to get any 258 00:12:11,870 --> 00:12:13,150 sum that I want. 259 00:12:13,150 --> 00:12:16,540 Well, for example, suppose somebody says to me, make the 260 00:12:16,540 --> 00:12:19,960 sum come out to be 3/2. 261 00:12:19,960 --> 00:12:22,170 As I'll mention later, there's nothing sacred about 3/2. 262 00:12:22,170 --> 00:12:24,680 In fact, I'm mentioning that now but I'll say it again 263 00:12:24,680 --> 00:12:25,860 later for emphasis. 264 00:12:25,860 --> 00:12:29,300 I just wanted to pick a number that wouldn't be too unwieldy. 265 00:12:29,300 --> 00:12:30,610 But here's what the gist is. 266 00:12:30,610 --> 00:12:32,850 I want to make the sum at least 3/2. 267 00:12:32,850 --> 00:12:36,050 So what I do is I start with my positive terms from the set 268 00:12:36,050 --> 00:12:37,500 'P' and add them up. 269 00:12:37,500 --> 00:12:41,360 1 plus 1/3 plus 1/5, et cetera. 270 00:12:41,360 --> 00:12:44,700 The thing that I'm sure of is that eventually this sum must 271 00:12:44,700 --> 00:12:46,120 exceed 3/2. 272 00:12:46,120 --> 00:12:47,560 Why do I know that? 273 00:12:47,560 --> 00:12:50,270 Well, 'P' diverges to infinity. 274 00:12:50,270 --> 00:12:54,400 How could 'P' possibly diverge to infinity if the sum could 275 00:12:54,400 --> 00:12:57,730 never-- the sum of the terms in 'P' diverges to infinity. 276 00:12:57,730 --> 00:12:59,350 How could that happen if the sum never got at 277 00:12:59,350 --> 00:13:01,630 least as big as 3/2? 278 00:13:01,630 --> 00:13:05,850 So the idea is I write down all of these terms, add them 279 00:13:05,850 --> 00:13:09,810 up, until my sum first exceeds or equals 3/2. 280 00:13:09,810 --> 00:13:12,740 And as I say, this must happen because the 281 00:13:12,740 --> 00:13:14,560 series diverges to infinity. 282 00:13:14,560 --> 00:13:17,790 Well, in particular, I observe that 1 plus 283 00:13:17,790 --> 00:13:21,110 1/3 plus 1/5 is 23/15. 284 00:13:21,110 --> 00:13:23,970 And that's now, for the first time, bigger than 3/2. 285 00:13:23,970 --> 00:13:27,460 What I do next is I annex the negative members, in other 286 00:13:27,460 --> 00:13:29,810 words, the members of capital 'N', until the 287 00:13:29,810 --> 00:13:32,540 sum falls below 3/2. 288 00:13:32,540 --> 00:13:35,580 Watch what I'm doing here. 289 00:13:35,580 --> 00:13:36,930 I stopped at 1/5. 290 00:13:36,930 --> 00:13:39,010 I have 1 plus 1/3 plus 1/5. 291 00:13:39,010 --> 00:13:40,710 Now I subtract 1/2. 292 00:13:40,710 --> 00:13:44,710 That gives me 31/30 and that's less than 3/2. 293 00:13:44,710 --> 00:13:46,810 So now my sum is below 3/2. 294 00:13:46,810 --> 00:13:51,250 What I do next is I continue with 'P' where I left off. 295 00:13:51,250 --> 00:13:53,130 See I left off with 1/5. 296 00:13:53,130 --> 00:14:00,420 I now start tacking on 1/7, 1/9, 1/11, 1/13, et cetera. 297 00:14:00,420 --> 00:14:04,380 Until the sum, again, exceeds 3/2. 298 00:14:04,380 --> 00:14:07,050 Now how do I know that the sum has to exceed 3/2? 299 00:14:07,050 --> 00:14:11,520 Well, remember when we add up all of the members of 'P', we 300 00:14:11,520 --> 00:14:13,170 get a divergent series. 301 00:14:13,170 --> 00:14:16,980 That means the sum increases without bound. 302 00:14:16,980 --> 00:14:20,120 As we've mentioned many times so far in our course, that if 303 00:14:20,120 --> 00:14:24,430 you chop off a finite number of terms from a divergent 304 00:14:24,430 --> 00:14:26,830 series, the remaining series, what's 305 00:14:26,830 --> 00:14:28,920 left, still must diverge. 306 00:14:28,920 --> 00:14:34,550 In other words, if this series 1 plus 1/3 plus 1/5 plus 1/7 307 00:14:34,550 --> 00:14:38,190 diverges to infinity, the fact that I chop off those terms 308 00:14:38,190 --> 00:14:41,740 that add up to just an excess of 3/2, what's left is still 309 00:14:41,740 --> 00:14:43,380 going to diverge to infinity. 310 00:14:43,380 --> 00:14:45,520 So I can keep on going this way. 311 00:14:45,520 --> 00:14:47,450 What I do is I add on 1/7. 312 00:14:47,450 --> 00:14:50,830 The result turns out to be 247/210, which is 313 00:14:50,830 --> 00:14:52,320 still less than 3/2. 314 00:14:52,320 --> 00:14:54,080 And to spare you the gory details-- 315 00:14:54,080 --> 00:14:55,690 and believe me, they are gory. 316 00:14:55,690 --> 00:14:57,320 I worked it out myself. 317 00:14:57,320 --> 00:15:00,030 Without a desk calculator this gets to be a mess. 318 00:15:00,030 --> 00:15:03,480 It turns out that when I add on 1/13, get down to here, the 319 00:15:03,480 --> 00:15:06,570 sum is this, which is still less than 3/2. 320 00:15:06,570 --> 00:15:08,600 But then I add on 1/15. 321 00:15:08,600 --> 00:15:11,640 The sum gets to be this, which I simply call 'k'. 322 00:15:11,640 --> 00:15:14,360 That turns out to be greater than 3/2. 323 00:15:14,360 --> 00:15:17,330 Then you see what I do is return to my series of 324 00:15:17,330 --> 00:15:21,140 negative terms, tack those on till the sum falls below. 325 00:15:21,140 --> 00:15:24,970 And what's happening here pictorially is the following. 326 00:15:24,970 --> 00:15:27,660 You see what happened was 3/2-- 327 00:15:27,660 --> 00:15:31,290 I added on terms till I exceeded 3/2. 328 00:15:31,290 --> 00:15:33,730 That was 23/15. 329 00:15:33,730 --> 00:15:37,580 Then I get down below 3/2. 330 00:15:37,580 --> 00:15:39,760 Then up again above 3/2. 331 00:15:39,760 --> 00:15:41,860 And still sparing you the details, 332 00:15:41,860 --> 00:15:43,220 notice what's happening. 333 00:15:43,220 --> 00:15:47,280 Each time that I passed 3/2, I pass it by less than before 334 00:15:47,280 --> 00:15:49,500 because the terms are getting smaller in magnitude. 335 00:15:49,500 --> 00:15:54,080 What's happening is and I hope this crazy little diagram here 336 00:15:54,080 --> 00:15:55,110 serves the purpose. 337 00:15:55,110 --> 00:15:59,910 You see what's happening is I'm zeroing in on 3/2. 338 00:15:59,910 --> 00:16:03,690 In other words, this particular rearrangement will 339 00:16:03,690 --> 00:16:07,230 guarantee me that those terms will add up to 3/2. 340 00:16:07,230 --> 00:16:11,050 Now again, as I said before, 3/2 was not important, though 341 00:16:11,050 --> 00:16:12,430 the arithmetic gets messier. 342 00:16:12,430 --> 00:16:14,960 And again, that's the best word I can think of. 343 00:16:14,960 --> 00:16:17,150 In other words, I went through several sheets of paper just 344 00:16:17,150 --> 00:16:19,650 trying to get to the next stage over here before I 345 00:16:19,650 --> 00:16:21,250 realized it wasn't worth it. 346 00:16:21,250 --> 00:16:23,280 I mean it's something we can all do on our own. 347 00:16:23,280 --> 00:16:26,490 But the larger number that you choose, the more terms you're 348 00:16:26,490 --> 00:16:29,420 going to have to add up before you exceed this. 349 00:16:29,420 --> 00:16:31,110 Don't confuse two things here. 350 00:16:31,110 --> 00:16:34,900 I obviously have to add up an awful lot of terms of the form 351 00:16:34,900 --> 00:16:40,680 1, 1/3, 1/5, 1/7, 1/9, 1/11 to get, say a million. 352 00:16:40,680 --> 00:16:43,610 But the point is that since that series diverges, 353 00:16:43,610 --> 00:16:45,820 eventually by going out far enough-- 354 00:16:45,820 --> 00:16:48,180 now far enough might be billions of terms. 355 00:16:48,180 --> 00:16:52,120 But still a finite number, the sum will exceed 1 million. 356 00:16:52,120 --> 00:16:53,710 That's the key point. 357 00:16:53,710 --> 00:16:56,040 In other words, I can keep oscillating around any sum 358 00:16:56,040 --> 00:16:59,040 that I want just by exceeding it, coming back with a 359 00:16:59,040 --> 00:17:01,500 negative terms, getting less than that, and alternating 360 00:17:01,500 --> 00:17:02,660 back and forth. 361 00:17:02,660 --> 00:17:06,329 Again, this will be left for much greater detail for the 362 00:17:06,329 --> 00:17:09,329 supplementary notes and the exercises. 363 00:17:09,329 --> 00:17:11,730 I'll mention a little bit more about that in a few minutes. 364 00:17:11,730 --> 00:17:14,680 But the summary so far is this. 365 00:17:14,680 --> 00:17:17,970 If the series summation 'n' goes from 1 to infinity, 'a 366 00:17:17,970 --> 00:17:22,200 sub n' is conditionally convergent, its limit exists. 367 00:17:22,200 --> 00:17:23,869 Let's not forget that. 368 00:17:23,869 --> 00:17:25,260 Its limit exists. 369 00:17:25,260 --> 00:17:28,850 But that limit depends on not changing the order in which 370 00:17:28,850 --> 00:17:29,820 the terms were given. 371 00:17:29,820 --> 00:17:32,940 In other words, the limit changes as the order of the 372 00:17:32,940 --> 00:17:34,690 terms is changed. 373 00:17:34,690 --> 00:17:39,420 That is, rearranging the terms actually changes the series. 374 00:17:39,420 --> 00:17:42,370 And there is nothing in finite arithmetic that is 375 00:17:42,370 --> 00:17:43,220 comparable to this. 376 00:17:43,220 --> 00:17:46,260 In other words, if you have 50 numbers to add up, or 50 377 00:17:46,260 --> 00:17:49,150 million numbers, or 50 billion numbers, no matter how you 378 00:17:49,150 --> 00:17:54,880 rearrange those numbers, the sum exists and is the same 379 00:17:54,880 --> 00:17:58,660 independently of what the rearrangement is. 380 00:17:58,660 --> 00:18:01,500 This is not comparable to finite arithmetic. 381 00:18:01,500 --> 00:18:03,940 And the moral is-- and again, I say this in slang expression 382 00:18:03,940 --> 00:18:05,170 because I want this to rub off. 383 00:18:05,170 --> 00:18:06,620 I want you to remember this. 384 00:18:06,620 --> 00:18:09,620 Don't monkey with conditional convergence. 385 00:18:09,620 --> 00:18:13,790 If the series is conditionally convergent, make sure that you 386 00:18:13,790 --> 00:18:17,366 add the terms in the order in which they appear. 387 00:18:17,366 --> 00:18:20,360 That if you change the order, you will 388 00:18:20,360 --> 00:18:21,970 get a different limit. 389 00:18:21,970 --> 00:18:24,660 And what will happen is you'll get a limit that is the right 390 00:18:24,660 --> 00:18:26,990 answer to the wrong problem. 391 00:18:26,990 --> 00:18:28,450 In other words, changing the order of the 392 00:18:28,450 --> 00:18:30,870 terms changes the limit. 393 00:18:30,870 --> 00:18:33,370 And this is why conditional convergence is 394 00:18:33,370 --> 00:18:34,750 particularly annoying. 395 00:18:34,750 --> 00:18:36,990 It means that all of these things that come natural an 396 00:18:36,990 --> 00:18:39,970 ordinary arithmetic are lacking in conditional 397 00:18:39,970 --> 00:18:41,540 convergence. 398 00:18:41,540 --> 00:18:44,160 Now, what does the sequel to this? 399 00:18:44,160 --> 00:18:48,110 The sequel is that all is well when you have absolute 400 00:18:48,110 --> 00:18:49,840 convergence. 401 00:18:49,840 --> 00:18:51,680 I just wrote this out to make sure that we have this in 402 00:18:51,680 --> 00:18:52,520 front of us. 403 00:18:52,520 --> 00:18:56,400 The beauty of absolute convergence is that the sum of 404 00:18:56,400 --> 00:18:59,890 an absolutely convergent series is the same for every 405 00:18:59,890 --> 00:19:01,770 rearrangement of the terms. 406 00:19:01,770 --> 00:19:05,060 The details are left to the supplementary notes. 407 00:19:05,060 --> 00:19:09,110 Now, what am I trying to bring out by all of this? 408 00:19:09,110 --> 00:19:14,270 You see, the beauty of positive series is that every 409 00:19:14,270 --> 00:19:17,750 time we talk about absolute convergence, the test involves 410 00:19:17,750 --> 00:19:18,650 a positive series. 411 00:19:18,650 --> 00:19:21,540 In other words, by knowing how to test positive series for 412 00:19:21,540 --> 00:19:24,830 convergence, we can test any series for absolute 413 00:19:24,830 --> 00:19:25,800 convergence. 414 00:19:25,800 --> 00:19:28,270 What is the beauty of absolute convergence? 415 00:19:28,270 --> 00:19:31,790 The beauty of absolute convergence is that we can 416 00:19:31,790 --> 00:19:34,260 rearrange the terms in any order that we want if it's 417 00:19:34,260 --> 00:19:36,570 convenient to pick a different order than another. 418 00:19:36,570 --> 00:19:40,030 And the sum will not depend on this rearrangement. 419 00:19:40,030 --> 00:19:42,330 You see the point is we are not saying keep away from 420 00:19:42,330 --> 00:19:44,160 conditionally convergent series. 421 00:19:44,160 --> 00:19:47,930 In many important applications you have to come to grips with 422 00:19:47,930 --> 00:19:49,330 conditional convergence. 423 00:19:49,330 --> 00:19:52,270 All we are saying is that if you want to be able to fool 424 00:19:52,270 --> 00:19:55,620 around numerically with these series, if you don't have 425 00:19:55,620 --> 00:19:58,590 absolute convergence, you're in a bit of trouble. 426 00:19:58,590 --> 00:20:01,500 Now you see, the point is that our textbook does a very good 427 00:20:01,500 --> 00:20:05,030 job in talking about absolute convergence versus conditional 428 00:20:05,030 --> 00:20:05,840 convergence. 429 00:20:05,840 --> 00:20:09,180 But for some reason, does not mention the problem of 430 00:20:09,180 --> 00:20:10,900 rearranging terms. 431 00:20:10,900 --> 00:20:13,640 And therefore, much of what I've talked about today, the 432 00:20:13,640 --> 00:20:16,920 importance of absolute convergence, is in terms of 433 00:20:16,920 --> 00:20:17,990 rearrangements. 434 00:20:17,990 --> 00:20:20,730 And because this material is not in the textbook, what I 435 00:20:20,730 --> 00:20:24,900 have elected to do is to put all of this material that 436 00:20:24,900 --> 00:20:28,420 we've talked about today almost verbatim except in a 437 00:20:28,420 --> 00:20:31,680 more generalized form, into the supplementary notes, 438 00:20:31,680 --> 00:20:34,510 supplying whatever proofs are necessary and whatever 439 00:20:34,510 --> 00:20:36,460 intuitive ideas are necessary. 440 00:20:36,460 --> 00:20:39,350 At any rate, read the supplementary notes, do the 441 00:20:39,350 --> 00:20:43,370 exercises, and we'll continue our discussion next time. 442 00:20:43,370 --> 00:20:44,700 And until next time, goodbye. 443 00:20:47,780 --> 00:20:50,310 ANNOUNCER: Funding for the publication of this video was 444 00:20:50,310 --> 00:20:55,030 provided by the Gabriella and Paul Rosenbaum Foundation. 445 00:20:55,030 --> 00:20:59,200 Help OCW continue to provide free and open access to MIT 446 00:20:59,200 --> 00:21:03,400 courses by making a donation at ocw.mit.edu/donate.