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The properties of sum

Let \( \bigl(a_n, b_n\bigr) \) be two numerical sequences.

$$ \forall \bigl(a_n, b_n\bigr), \enspace \forall (\lambda, \mu) \in \hspace{0.04em} \mathbb{R}^2,$$
$$ \sum_{i \ \in \ I} \Bigl[ \lambda \ a_i + \mu \ b_i \Bigr] = \lambda \sum_{i \ \in \ I} a_i + \mu \sum_{i \ \in \ I} b_i $$

Let \( n \in \hspace{0.04em} \mathbb{N} \) be a natural number.

  1. Simple sum
    1. Reversing direction

      $$ \forall n \in \hspace{0.04em} \mathbb{N},$$
      $$ \sum_{k = 0}^n a_k = \sum_{i = 0}^n a_{n - i} $$
    2. Shift to zero

      $$ \forall (p, n) \in \hspace{0.04em} \mathbb{N}^2, \enspace p \leqslant n, $$
      $$ \sum_{k = p}^n a_k = \sum_{i = 0}^{n - p} a_{p + i} $$
  2. Double sum
    1. Sum which not depend of indexes

      In the case of a double sum indexed by a rectangle \( [\![1,m]\!] \times [\![1,n]\!] \):

      $$ \forall (m,n) \in \hspace{0.04em} \mathbb{N}^2,$$
      $$ \sum_{i = 1}^m \sum_{j = 1}^n a_{i,j} = \sum_{j = 1}^n \sum_{i = 1}^m a_{i, j} $$
    2. Sum which do depend of indexes

      In the case of a double triangular sum :

      $$ \forall n \in \hspace{0.04em} \mathbb{N},$$
      $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \sum_{i = 1}^n \sum_{j = i}^n a_{i, j} = \sum_{j = 1}^n \sum_{i = 1}^j a_{i, j} $$

When subtracting two consecutive terms within a sum, we can perform a telescoping of terms :

$$ \sum_{k=0}^n \Bigl [a_{k+1} - a_k \Bigr] = a_{n+1} - a_{0} $$

Proofs

Let \( \bigl(a_n, b_n\bigr) \) be two numerical sequences.

Linearity

Let be \( (\lambda , \mu) \in \hspace{0.04em} \mathbb{R}^2 \) two real numbers. We start with the following sum:

$$ \sum_{i \ \in \ I} \Bigl[ \lambda \ a_i + \mu \ b_i \Bigr] $$

This sum can be separated into two elements:

$$ \sum_{i \ \in \ I} \Bigl[ \lambda \ a_i + \mu \ b_i \Bigr] = \sum_{i \ \in \ I} \Bigl[ \lambda \ a_i \Bigr] + \sum_{i \ \in \ I} \Bigl[ \mu \ b_i \Bigr] $$

By expanding the sums, we can factor the coefficients:

$$ \sum_{i \ \in \ I} \Bigl[ \lambda \ a_i + \mu \ b_i \Bigr] = \Bigl[ \lambda \ a_{i_1} + \lambda \ a_{i_2} \hspace{0.2em} + \hspace{0.2em} ... \hspace{0.2em} + \hspace{0.2em} \lambda \ a_{i_n} \Bigr] + \Bigl[ \mu \ b_{i_1} + \mu \ b_{i_2} + \ ... \ + \hspace{0.2em} \mu \ b_{i_n} \Bigr] $$
$$ \sum_{i \ \in \ I} \Bigl[ \lambda \ a_i + \mu \ b_i \Bigr] = \lambda \ \Bigl[ a_{i_1} + a_{i_2} + \ ... \ + \hspace{0.2em} a_{i_n} \Bigr] + \mu \ \Bigl[ b_{i_1} + b_{i_2} + \ ... \ + \hspace{0.2em} b_{i_n} \Bigr] $$

And finally,

$$ \forall \Bigl[ (a_n)_{n \in \mathbb{N}}, \ (b_n)_{n \in \mathbb{N}} \Bigr], \enspace \forall (\lambda, \mu) \in \hspace{0.04em} \mathbb{R}^2,$$
$$ \sum_{i \ \in \ I} \Bigl[ \lambda \ a_i + \mu \ b_i \Bigr] = \lambda \sum_{i \ \in \ I} a_i + \mu \sum_{i \ \in \ I} b_i $$

Change of index

  1. Simple sum

    Let \( n \in \hspace{0.04em} \mathbb{N} \) be a natural number.

    1. Reversing direction

      Let \( p \in \hspace{0.04em} \mathbb{N} \) be a natural number with \((p \leqslant n)\).

      We start with the following sum:

      $$ \sum_{k = 0}^n a_k = a_0 + a_1 + \ ... \ + \hspace{0.2em} a_{n - 1} + a_n $$

      Then we reverse the direction:

      $$ \sum_{k = 0}^n a_k = a_n + a_{n - 1} + \ ... \ + \hspace{0.2em} a_1 + a_0 $$

      And finally,

      $$ \forall n \in \hspace{0.04em} \mathbb{N},$$
      $$ \sum_{k = 0}^n a_k = \sum_{i = 0}^n a_{n - i} $$
    2. Shift to zero

      We start with the following sum:

      $$ \sum_{k = p}^n a_k = a_p + a_{p + 1} + \ ... \ + \hspace{0.2em} a_{n - 1} + a_n $$

      Arranging the indexes, we have:

      $$ \sum_{k = p}^n a_k = a_{p + 0} + a_{p + 1} + \ ... \ + \hspace{0.2em} a_{p + (n - p - 1)} + a_{p + (n - p)} $$

      And finally,

      $$ \forall (p, n) \in \hspace{0.04em} \mathbb{N}^2, \enspace p \leqslant n, $$
      $$ \sum_{k = p}^n a_k = \sum_{i = 0}^{n - p} a_{p + i} $$
  2. Double sum

    Let \( (m,n) \in \hspace{0.04em} \mathbb{N}^2 \) be two natural numbers.

    1. Sum which not depend of indexes

      We start from the following double sum, indexed by a rectangle \( [\![1,m]\!] \times [\![1,n]\!] \):

      $$ \sum_{i = 1}^m \sum_{j = 1}^n a_{i,j} $$
      $$ \sum_{i = 1}^m \sum_{j = 1}^n a_{i,j} = \sum_{i = 1}^m \left( a_{i, 1} + a_{i, 2} + \ ... \ + \hspace{0.2em} a_{i, n} \right) $$
      $$ \sum_{i = 1}^m \sum_{j = 1}^n a_{i,j} = \sum_{i = 1}^m a_{i, 1} + \sum_{i = 1}^m a_{i, 2} \hspace{0.2em} + \hspace{0.2em} ... \hspace{0.2em} + \hspace{0.2em} \sum_{i = 1}^m a_{i, m} $$

      We notice that it is the same sum by reversing the indices.

      So, for double sums where each of the sums does not depend on the indexes , we can easily switch the sum symbols:

      $$ \sum_{i = 1}^m \sum_{j = 1}^n a_{i,j} = \sum_{j = 1}^n \sum_{i = 1}^m a_{i, j} $$

      De manière visuelle, on peu voir que faire la sommes des lignes ou la somme des colonnes reviendra au même.

      Indice \(i\)
      Indice \(j\)
      $$ 1 $$
      $$ 2 $$
      $$ 3 $$
      $$ ... $$
      $$ n $$
      $$ 1 $$
      $$ a_{1,1} $$
      $$ a_{1,2} $$
      $$ a_{1,3} $$
      $$ ... $$
      $$ a_{1,n} $$
      $$ 2 $$
      $$ a_{2,1} $$
      $$ a_{2,2} $$
      $$ a_{2,3} $$
      $$ ... $$
      $$ a_{2,n} $$
      $$ 3 $$
      $$ a_{3,1} $$
      $$ a_{3,2} $$
      $$ a_{3,3} $$
      $$ ... $$
      $$ a_{3,n} $$
      $$ ... $$
      $$ ... $$
      $$ ... $$
      $$ ... $$
      $$ ... $$
      $$ ... $$
      $$ m $$
      $$ a_{m,1} $$
      $$ a_{m,2} $$
      $$ a_{m,3} $$
      $$ ... $$
      $$ a_{m,n} $$
    2. Sum which do depend of indexes

      We start from the following double triangular sum:

      $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] $$

      It is the double sum where we always have \( (i \leqslant j) \).

      1. Line vision

        By adopting a line vision, we have:

        $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \textcolor{rgb(118 139 240)}{a_{1,1} + a_{1,2} + a_{1,3} + \ ... \ + \hspace{0.2em} a_{1,n}} + \textcolor{rgb(93 183 129)}{a_{2,2} + a_{2,3} \hspace{0.2em} + \ ... \ + \hspace{0.2em} a_{2,n}} + \textcolor{rgb(232 124 124)}{a_{3,3} \hspace{0.2em} + \hspace{0.2em} ... \hspace{0.2em} + \hspace{0.2em} a_{3,n}} + \textcolor{rgb(197 144 218)}{a_{n,n}} $$
        Indice \(i\)
        Indice \(j\)
        $$ 1 $$
        $$ 2 $$
        $$ 3 $$
        $$ ... $$
        $$ n $$
        $$ 1 $$
        $$ a_{1,1} $$
        $$ a_{1,2} $$
        $$ a_{1,3} $$
        $$ ... $$
        $$ a_{1,n} $$
        $$ 2 $$
        $$ $$
        $$ a_{2,2} $$
        $$ a_{2,3} $$
        $$ ... $$
        $$ a_{2,n} $$
        $$ 3 $$
        $$ $$
        $$ $$
        $$ a_{3,3} $$
        $$ ... $$
        $$ a_{3,n} $$
        $$ ... $$
        $$ $$
        $$ $$
        $$ $$
        $$ ... $$
        $$ ... $$
        $$ n $$
        $$ $$
        $$ $$
        $$ $$
        $$ $$
        $$ a_{n,n} $$

        All these elements are the sum closed on the index \(i\), in which each sum-term starts at \((j = i)\) :

        $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \textcolor{rgb(118 139 240)}{\sum_{j = 1}^n a_{1,j}} + \textcolor{rgb(93 183 129)}{\sum_{j = 2}^n a_{2,j}} + \textcolor{rgb(232 124 124)}{\sum_{j = 3}^n a_{3,j}} \hspace{0.2em} + \hspace{0.2em} ... \hspace{0.2em} + \hspace{0.2em} \textcolor{rgb(213 101 255)}{\sum_{j = n}^n a_{n,j}} $$

        And as a result,

        $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \sum_{i = 1}^n \sum_{j = i}^n a_{i, j} $$
      2. Column vision

        By adopting a column view, we obtain the sum in this form:

        $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \textcolor{rgb(118 139 240)}{a_{1,1}} + \textcolor{rgb(54 152 46)}{a_{1,2} + a_{2,2}} + \textcolor{rgb(232 124 124)}{a_{1,3} + a_{2,3} + a_{3,3}} + \ ... \ + \hspace{0.2em} \textcolor{rgb(197 144 218)}{a_{1,n} + a_{2,n} + a_{3,n} + \ ... \ + \hspace{0.2em} a_{n,n}} $$

        All these elements are the sum closed on the index \(j\), in which each sum term goes at most to \((i = j)\) :

        $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \textcolor{rgb(118 139 240)}{\sum_{i = 1}^1 a_{i,1}} + \textcolor{rgb(93 183 129)}{\sum_{i = 1}^2 a_{i,2}} + \textcolor{rgb(232 124 124)}{\sum_{i = 1}^3 a_{i,3}} \hspace{0.2em} + \hspace{0.2em} ... \hspace{0.2em} + \hspace{0.2em} \textcolor{rgb(213 101 255)}{\sum_{i = 1}^n a_{i,n}} $$

        And as a result,

        $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \sum_{j = 1}^n \sum_{i = 1}^j a_{i, j} $$

      So, for double sums where each of the sum s depends on indexes , we can make the following change of variable:

      $$ \forall n \in \hspace{0.04em} \mathbb{N},$$
      $$ \sum_{1 \leqslant i \leqslant j \leqslant n}^n \Bigl[ a_{i,j} \Bigr] = \sum_{i = 1}^n \sum_{j = i}^n a_{i, j} = \sum_{j = 1}^n \sum_{i = 1}^j a_{i, j} $$

Telescoping of terms of a recurring numerical series

We want to calculate the series \( \sum \bigl [a_{k+1} - a_k \bigr] \) from \( k = 0 \) to \( n \).

We will have,

$$ \sum_{k=n_0}^n \Bigl [a_{k+1} - a_k \Bigr] = a_{1} - a_{0} + a_{2} - a_{1} + \ ... \ + \hspace{0.2em} a_{n_{k}} - a_{n_{k-1}} + a_{n_{k+1}} - a_{n_{k}} $$

Arranging this expression, the terms will be annihilated one by one.

$$ \sum_{k=n_0}^n \Bigl [a_{k+1} - a_k \Bigr] = a_{k+1} + \underbrace{a_{k} - a_{k}} _\text{ \(= 0\)} + \underbrace{ a_{k-1} - a_{k-1}} _\text{ \(= 0\)} + \ ... \ + \underbrace{a_2 - a_2} _\text{ \(= 0\)} + \underbrace{a_1 - a_1} _\text{ \(= 0\)} - a_0 $$

All that will remain is that the last minus the first of the series. So,

$$\sum_{k=0}^n \Bigl [a_{k+1} - a_k \Bigr] = a_{n+1} - a_{0} $$

Example

  1. Telescoping of terms

    Let us calculate the partial sum of the following series:

    $$S_n = \sum_{k=1}^n \frac{1}{k(k+1)}$$

    To carry out his calculation, we first need to turn this fraction into a partial fraction decomposition .

    1. Partial fraction decomposition

      Let set the \(F(X) \) function down:

      $$F(X) = \frac{1}{X(X+1)} \qquad (F(X))$$

      We are looking for two reals \( a \) and \(b\) such as:

      $$F(X) = \frac{a}{X} + \frac{b}{X+1}$$

      Putting in the same dénominateur, we do have:

      $$F(X) = \frac{a(X+1) + b X}{X(X+1)} \qquad (\tilde{F}(X)) $$

      The idea here is to use both forms \( (F(X)) \) and \( (\tilde{F}(X)) \) to obtain an equivalence and determine \( a \) and \(b\), we do have:

      $$F(X) X = \frac{1}{(X+1)} \qquad (F(X))$$
      $$F(X) X = \frac{a(X+1) + b X}{(X+1)} \qquad (\tilde{F}(X)) $$

      So,

      $$ F(X) X = \frac{1}{(X+1)}= \frac{a(X+1) + b X}{(X+1)} $$
      $$ F(X) X = \frac{1}{(X+1)}= a + \frac{ b X}{(X+1)} $$

      Doing \( (X = 0)\), we determine \( a \):

      $$ \underset{(X=0)}{F(X)} X = \frac{1}{(X+1)}= a \Longrightarrow (a = 1) $$

      We can do the same thong to determine \(b\), doing \( (X = -1)\) it will remain \( b \):

      $$ \underset{(X=-1)}{F(X)} (X+1) = \frac{1}{X}= b \Longrightarrow (b = - 1) $$

      We then have our couple of solutions:

      $$ \Biggl \{ \begin{gather*} a = 1 \\ b = -1 \end{gather*} $$

      Thus, \(F(X) \) can be written:

      $$F(X) = \frac{1}{X} - \frac{1}{X+1}$$
    2. Calculation of the partial sum with telescoping

      Thanks to the partial fraction decomposition , we do have now:

      $$F(X) = \frac{1}{X(X+1)} =\frac{1}{X} - \frac{1}{X+1}$$

      Our series:

      $$S_n = \sum_{k=1}^n \frac{1}{k(k+1)}$$

      becomes,

      $$S_n = \sum_{k=0}^n \Biggl[ \frac{1}{k} - \frac{1}{k+1} \Biggr]$$

      We extract the \((-)\) sign to have a sequence under the form \( \bigl [a_{k+1} - a_k \bigr] \).

      $$S_n = -\sum_{k=1}^n \Biggl[ \frac{1}{k+1} -\frac{1}{k} \Biggr]$$

      Let set down:

      $$ a_k = \frac{1}{k} $$

      to obtain,

      $$\sum_{k=1}^n \Biggl[ \frac{1}{k+1} -\frac{1}{k} \Biggr] = \sum_{k=0}^n \Bigl [a_{k+1} - a_k \Bigr]$$

      Then we apply:

      $$\sum_{k=0}^n \Bigl [a_{k+1} - a_k \Bigr] = a_{n+1} - a_{0} $$

      We can now carry out the telescoping.

      $$S_n = -\Biggl[ \frac{1}{n+1} -\frac{1}{1} \Biggr]$$
      $$S_n = 1 -\frac{1}{n+1} $$
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