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2012 Paper 2 Q4
D: 1600.0 B: 1500.0
Taylor series logarithmic series inequality ln(1+x) Euler's number e convergence series comparison limits

In this question, you may assume that the infinite series \[ \ln(1+x) = x-\frac{x^2}2 + \frac{x^3}{3} -\frac {x^4}4 +\cdots + (-1)^{n+1} \frac {x^n}{n} + \cdots \] is valid for \(\vert x \vert <1\).

  1. Let \(n\) be an integer greater than 1. Show that, for any positive integer \(k\), \[ \frac1{(k+1)n^{k+1}} < \frac1{kn^{k}}\,. \] Hence show that \(\displaystyle \ln\! \left(1+\frac1n\right) <\frac1n\,\). Deduce that \[ \left(1+\frac1n\right)^{\!n}<\e\,. \]
  2. Show, using an expansion in powers of \(\dfrac1y\,\), that $ \displaystyle \ln \! \left(\frac{2y+1}{2y-1}\right) > \frac 1y %= \sum _{r=0}^\infty \frac 1{(2r+1)(2y)^{2r}}\,. \( for \)y>\frac12$. Deduce that, for any positive integer \(n\), \[ \e < \left(1+\frac1n\right)^{\! n+\frac12}\,. \]
  3. Use parts (i) and (ii) to show that as \(n\to\infty\) \[ \left(1+\frac1n\right)^{\!n} \to \e\,. \]

Solution:

  1. Since \(k \geq 1\) we have \(n^{k+1} > n^k\) and \((k+1) > k\), therefore \((k+1)n^{k+1} >kn^k \Rightarrow \frac{1}{(k+1)n^{k+1}} < \frac{1}{kn^k}\) \begin{align*} && \ln \left ( 1 + \frac1n \right) &= \frac1n -\frac{1}{2n^2} + \frac{1}{3n^3} - \frac{1}{4n^4} + \cdots \\ &&&= \frac1n - \underbrace{\left (\frac{1}{2n^2}-\frac{1}{3n^3} \right)}_{>0}- \underbrace{\left (\frac{1}{4n^4}-\frac{1}{5n^5} \right)}_{>0} - \cdot \\ &&&< \frac1n \\ \\ \Rightarrow && n \ln \left ( 1 + \frac1n \right) &< 1 \\ \Rightarrow && \ln \left ( \left ( 1 + \frac1n \right)^n \right) &< 1 \\ \Rightarrow && \left ( 1 + \frac1n \right)^n &< e \end{align*}
  2. \(\,\) \begin{align*} &&\ln \left(\frac{2y+1}{2y-1}\right) &= \ln \left (1 + \frac{1}{2y} \right)-\ln \left (1 - \frac{1}{2y} \right) \\ &&&= \frac{1}{2y} - \frac{1}{2(2y)^2} + \frac{1}{3(2y)^3} - \cdots - \left (-\frac{1}{2y} - \frac{1}{2(2y)^2} - \frac{1}{3(2y)^3} - \cdots \right) \\ &&&= \frac{1}{y} + \frac{2}{3(2y)^3} + \frac{2}{5(2y)^5} \\ &&&= \sum_{r=1}^{\infty} \frac{2}{(2r-1)(2y)^{2r-1}} \\ &&&> \frac1y \\ \\ \Rightarrow && \ln \left (1 + \frac{1}{y-\frac12} \right) &> \frac{1}{y} \\\Rightarrow && \ln \left (1 + \frac{1}{n} \right) &> \frac{1}{n+\frac12} \\ \Rightarrow &&(n+\tfrac12) \ln \left (1 + \frac{1}{n} \right) &> 1\\ \Rightarrow && \ln \left ( \left (1 + \frac{1}{n} \right)^{n+\tfrac12} \right) &> 1\\ \Rightarrow && \left (1 + \frac{1}{n} \right)^{n+\tfrac12} & > e \end{align*}
\item Since \(\left (1 + \frac1n \right)^n\) is both bounded above, and increasing, it must tend to some limit \(L\). \begin{align*} && \lim_{n \to \infty} \left (1 + \frac1n \right)^n && \leq e &\leq & \lim_{n \to \infty} \left (1 + \frac1n \right)^{n+\frac12} \\ \Rightarrow && \lim_{n \to \infty} \left (1 + \frac1n \right)^n && \leq e &\leq & \lim_{n \to \infty} \left (1 + \frac1n \right)^{n} \lim_{n \to \infty} \sqrt{1 + \frac1n} \\ \Rightarrow && \lim_{n \to \infty} \left (1 + \frac1n \right)^n && \leq e &\leq & \lim_{n \to \infty} \left (1 + \frac1n \right)^{n} \\ \end{align*} And therefore equality must hold.

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