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How can I evaluate $$\sum_{n=1}^\infty\frac{2n}{3^{n+1}}$$? I know the answer thanks to Wolfram Alpha, but I'm more concerned with how I can derive that answer. It cites tests to prove that it is convergent, but my class has never learned these before. So I feel that there must be a simpler method.

In general, how can I evaluate $$\sum_{n=0}^\infty (n+1)x^n?$$

Math420
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backus
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    I believe this is an arithmo-geometric series. You can find information here: https://artofproblemsolving.com/wiki/index.php?title=Arithmetico-geometric_series – Jason Kim Jul 07 '18 at 19:11
  • Express 2 as 3-1 then decompose it into 2 terms. Then add 1 and subtract 1 to the numerator of the term with 3^(n+1) as denominator. Then apply telescoping series for first two terms and u will get an infinite g.p with 3rd term. – Infinite Mar 13 '22 at 17:16

24 Answers24

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No need to use Taylor series, this can be derived in a similar way to the formula for geometric series. Let's find a general formula for the following sum: $$S_{m}=\sum_{n=1}^{m}nr^{n}.$$

Notice that \begin{align*} S_{m}-rS_{m} & = -mr^{m+1}+\sum_{n=1}^{m}r^{n}\\ & = -mr^{m+1}+\frac{r-r^{m+1}}{1-r} \\ & =\frac{mr^{m+2}-(m+1)r^{m+1}+r}{1-r}. \end{align*}
Hence $$S_m = \frac{mr^{m+2}-(m+1)r^{m+1}+r}{(1-r)^2}.$$
This equality holds for any $r$, but in your case we have $r=\frac{1}{3}$ and a factor of $\frac{2}{3}$ in front of the sum. That is \begin{align*} \sum_{n=1}^{\infty}\frac{2n}{3^{n+1}} & = \frac{2}{3}\lim_{m\rightarrow\infty}\frac{m\left(\frac{1}{3}\right)^{m+2}-(m+1)\left(\frac{1}{3}\right)^{m+1}+\left(\frac{1}{3}\right)}{\left(1-\left(\frac{1}{3}\right)\right)^{2}} \\ & =\frac{2}{3}\frac{\left(\frac{1}{3}\right)}{\left(\frac{2}{3}\right)^{2}} \\ & =\frac{1}{2}. \end{align*}

Added note:

We can define $$S_m^k(r) = \sum_{n=1}^m n^k r^n.$$ Then the sum above considered is $S_m^1(r)$, and the geometric series is $S_m^0(r)$. We can evaluate $S_m^2(r)$ by using a similar trick, and considering $S_m^2(r) - rS_m^2(r)$. This will then equal a combination of $S_m^1(r)$ and $S_m^0(r)$ which already have formulas for.

This means that given a $k$, we could work out a formula for $S_m^k(r)$, but can we find $S_m^k(r)$ in general for any $k$? It turns out we can, and the formula is similar to the formula for $\sum_{n=1}^m n^k$, and involves the Bernoulli numbers. In particular, the denominator is $(1-r)^{k+1}$.

Parcly Taxel
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Eric Naslund
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    @Eric How do you make the transformation $\sum_{n=1}^m={r-r^{m+1} \over 1-r}$? Secondly at this step you can substitute the series with this explicit formula as the series converges (obviously because it is finite). If the series was infinite you couldn't have done that (unless $|r| \lt 1$) as it would diverge. However later you apply this formula to an infinite series $\sum_{n=1}^{\infty}{2n \over 3^n+1}$. Could you explain why you consider it to be suitable for an infinite series, albeit it was initially brought out for finite series? – Dmitry Kazakov Jun 05 '14 at 16:38
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    Small nitpick: "equality holds for any $r$" should be "equality holds for any $r\neq1$" – Marc van Leeuwen Feb 25 '17 at 05:27
  • I'm lost regarding how exactly the RHS of the first step is derived. – RTF May 02 '23 at 23:59
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If you want a solution that doesn't require derivatives or integrals, notice that \begin{eqnarray} 1+2x+3x^2+4x^3+\dots = 1 + x + x^2 + x^3 + \dots \\ + x + x^2+ x^3 + \dots\\ + x^2 + x^3 + \dots \\ +x^3 + \dots \\ + \dots \\ =1 + x + x^2 + x^3+\dots \\ +x(1+x+x^2+\dots) \\ +x^2(1+x+\dots)\\ +x^3(1+\dots)\\ +\dots \\ =(1+x+x^2+x^3+\dots)^2=\frac{1}{(1-x)^2} \end{eqnarray}

Micah
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    Your solution has a large gap. You will find it difficult to prove that the series converges without using as much technical machinery as the solution that goes through the finite sum before taking limits. – user21820 Aug 16 '15 at 05:39
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    @user21820: The proof as it stands (replacing the ellipses by a precise description of the general terms they stand for) is perfectly valid for if expressions are interpreted as formal power series in$~x$, in other words it shows that $\sum_{n\geq0}(n+1)X^n=(1-X)^{-2}$ in $\Bbb Z[[X]]$. With this established (or actually independently of it) is it very easy to show that the power series in both members have radius of convergence$~1$ (it suffices to observe that the coefficients increase, but less than exponentially), obtaining an identity of convergent power series within that radius. – Marc van Leeuwen Feb 24 '17 at 05:50
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    @MarcvanLeeuwen: You say "very easy", but it is still much easier to just truncate at the finite terms because the remainder term goes to zero by elementary means. That is why I said very precisely "without using as much technical machinery as ...", which is practically none. Micah's answer as stated is extremely misleading to students, for the same reason that most people can't see the flaw in the proof of $1+2+3+\cdots = -\frac1{12}$? Nevertheless, if one wants to develop the general tool of generating functions for combinatorics, then yes we should develop formal power series. – user21820 Feb 24 '17 at 05:55
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    @MarcvanLeeuwen: Besides, I am appalled at the general lack of rigour in half the answers here, especially since the question itself clearly states that Wolfram Alpha cites convergence tests and asks for a simpler way, so anything that requires convergence tests is not simpler. – user21820 Feb 24 '17 at 06:06
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    @user21820: I don't understand what you mean. I don't see how the proof using truncation would go precisely, nor how it would easy because the crucial factoring of the sum as a product of two (equal) sums is only valid for the infinite sum. Your original comment does not sound as if it want to say (rather vacuously) "without using at least $0$ effort" either. Remains that you worry about misleading your students; I disagree. There is nothing wrong with the approach of proving something for formal power series first, then considering convergence afterwards. We should teach our students that – Marc van Leeuwen Feb 24 '17 at 06:08
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    @MarcvanLeeuwen: There is nothing wrong with your last sentence but it is irrelevant to the answers here, because the question asks for the value of the infinite sum, so any answer that manipulates infinite sums had better justify it; one cannot just say it is formal manipulation because it is going to be misunderstood by students who do not know the rigorous manipulation of series. The proof using finite truncation is already given in Eric's answer, and my comment was intended to mean "The amount of work needed to justify this answer is more than that needed if you go via the finite sum." – user21820 Feb 24 '17 at 06:13
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As indicated in other answers, you can reduce this to summing $\displaystyle{\sum_{n=1}^\infty na^n}$ with $|a|<1$ (by pulling out the constant $\frac{2}{3}$ and rewriting with $a=\frac{1}{3}$). This in turn can be reduced to summing geometric series by rearranging and factoring. Note that, assuming everything converges nicely (which it does):

$\begin{matrix} &a & + & 2a^2 & + & 3a^3 &+& 4a^4 &+& \cdots\\ =&a &+& a^2 &+& a^3 &+& a^4 &+& \cdots\\ +& & & a^2 &+& a^3 &+& a^4 &+& \cdots\\ +& & & & & a^3 &+& a^4 &+& \cdots\\ +& & & & & & & a^4 &+& \cdots\\ +& & & & & & & & & \vdots \end{matrix}$

Factoring out the lowest power of $a$ in each row yields

$\begin{align*} \sum_{n=1}^\infty na^n &= a(1+a^2+a^3+\cdots)\\ &+ a^2(1+a^2+a^3+\cdots)\\ &+ a^3(1+a^2+a^3+\cdots)\\ &+ a^4(1+a^2+a^3+\cdots)\\ &\vdots \end{align*}$

Each row in the last expression has the common factor $a(1+a+a^2+a^3+\cdots)$, and factoring this out yields

$\begin{align*}\sum_{n=1}^\infty na^n &=a(1+a+a^2+a^3+\cdots)(1+a+a^2+a^3+\cdots)\\ &=a(1+a+a^2+a^3+\cdots)^2.\end{align*}$

Now you can finish by summing the geometric series.

Eric Naslund's answer was posted while I was writing, but I thought that this alternative approach might be worth posting. I also want to mention that in general one should be careful about rearranging series as though they were finite sums. To be more formal, some of the steps above would require justification based on absolute convergence.

Jonas Meyer
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Factor out the $\frac{2}{3}$. Then write $$\sum_{n=1}^{\infty} \frac{n}{3^n} = \sum_{n=1}^{\infty} \frac{1}{3^n} + \sum_{n=2}^{\infty} \frac{1}{3^n} + \sum_{n=3}^{\infty} \frac{1}{3^n} + \cdots$$

It is easy to show that $$\sum_{n=m}^{\infty} \frac{1}{3^n} = \frac{3}{2} \left(\frac{1}{3} \right)^m$$ and so $$\sum_{n=1}^{\infty} \frac{n}{3^n} = \frac{3}{2} \sum_{n=1}^{\infty} \left( \frac{1}{3} \right)^n $$ which you can sum. Don't forget to put the $\frac{2}{3}$ back in.

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My favorite proof of this is in this paper of Roger B. Nelsen


I also have the following method for $\sum_{n=1}^\infty {n\over 2^{n-1}}$ (one can use a similar method for $\sum_{n=1}^\infty {n\over3^n}$):

We first show that $\sum\limits_{n=7}^\infty {n\over 2^{n-1}} ={1\over4}$.

We start with a rectangle of width 1 and height $1/4$. Divide this into eights: enter image description here

Now divide each eighth-rectangle above in half and take 7 of them. This gives $A_1={7\over 2^6}$.

enter image description here There are $2\cdot8-7=9$ boxes left over, each having area $2^{-6}$.

Divide each remaining $16^{\rm th}$-rectangle in half and take 8 of them. This gives $A_2={7\over 2^6}+{8\over 2^7}$.

enter image description here There are $2\cdot9-8=10$ boxes left over, each having area $2^{-7}$.

Divide each remaining $32^{\rm nd}$-rectangle in half and take 9 of them. This gives $A_3={7\over 2^6}+{8\over 2^7}+{9\over 2^8}$.

enter image description here There are $2\cdot10-9=11$ boxes left over, each having area $2^{-8}$.

Divide each remaining $64^{\rm th}$-rectangle in half and take 10 of them. This gives $A_4={7\over 2^6}+{8\over 2^7}+{9\over 2^8}+{10\over2^9}$.

enter image description here There are $2\cdot11-9=12$ boxes left over, each having area $2^{-9}$.

At each stage, we double the number of remaining boxes, keeping the same leftover area, and take approximately half of them to form the next term of the series.

At the $n^{\rm th}$ stage, we have $$A_n= {7\over 2^6}+{8\over 2^7}+\cdots+{6+n\over2^{5+n}},$$

with leftover area $$ 2(n+7)-(n+6)\over 2^{n+5}.$$

It follows that, $$ {7\over2^6}+{8\over2^7}+{9\over2^8}+\cdots= {1\over4}. $$ Consequently, $$ \sum_{n=1}^\infty{n\over 2^{n-1}}= \sum_{n=1}^6 {n\over 2^{n-1}} +\sum_{n=7}^\infty{n\over 2^{n-1}} ={15\over 4}+{1\over4}=4. $$


You can also "Fubini" this (I think this is what Jonas is doing).

David Mitra
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Hints

  1. You know (don't you?) the formula for $S(a) = \sum_{n=0}^\infty a^n$ for $|a| < 1$

  2. Take the derivative (with respect to $a$) of both sides to obtain a formula for $\sum_{n=1}^\infty n a^n$

  3. Show that your series can be put in that form.

Mitch
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leonbloy
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    Thanks for answering. 1) No I don't know that formula 2) Can you explain by what you mean by derive both sides? – backus Apr 03 '11 at 21:59
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  • See here: http://en.wikipedia.org/wiki/Geometric_series
    1. Derivation (or differentiation) is a mathematical operation (well, more than that) that is taught in Calculus - if you don't know about it, forget about my answer (and xen0m's). Perhaps you can solve your problem without knowing Calculus, by other methods... but normally you first learn calculus, then solve series.
    – leonbloy Apr 03 '11 at 22:05