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Next: On the Choice Up: OPEN PROBLEMS IN ASYMPTOTICS Previous: Model Sequences

Explicit Remainder Estimates

In this section, sequence transformations will be discussed which are particularly well suited for the summation of strongly divergent alternating series as they for instance occur in special function theory or in quantum mechanical perturbation theory. Alternative sequence transformations, which can be applied in the case of other convergence acceleration and summation problems, are for instance described in [12,19,23,42].

Normally, the remainders of the partial sums of a strongly divergent series depend on the index n in a very complicated way. Consequently, the elimination of from can be very difficult.

A considerable simplification can often be accomplished by means of a suitable reformulation. Let us consider the following model sequence (see section 3.2 of [23]):

 

Here, is a remainder estimate, which has to be chosen according to some rule and which may depend on n in a very complicated way, and is a correction term, which should be chosen in such a way that it depends on n in a relatively smooth way. Moreover, the products should yield sufficiently accurate approximations to the remainders of the sequence to be transformed.

The principal advantage of the approach based on the model sequence (4.1) is that now only the correction terms have to be determined and eliminated, but not the actual remainders . The use of remainder estimates is also an efficient way of incorporating additional information about the remainders into the approximation scheme.

The model sequence (4.1) has another undisputable advantage: There is a systematic way of constructing a sequence transformation which is exact for this model sequence. Let us assume that a linear operator can be found, which annihilates the correction term , i.e., which satisfies . If such a linear annihilation operator is known, a sequence transformation, which is exact for the model sequence (4.1), can be constructed quite easily. Just apply to . Since annihilates and is by assumption linear, a sequence transformation results which is exact for the model sequence (4.1) (see eq. (3.2-11) of [23]):

 

This annihilation operator approach, which was introduced in [23, section 3.2,] in connection with the sequence transformations discussed in this section, was recently used by Brezinski and Redivo Zaglia [43,44] and by Brezinski and Matos [45] also in the case of other sequence transformationsgif.

There are various possible ways of choosing the correction terms (see for instance sections 7 - 9 of [23]). Particularly simple and at the same time very powerful sequence transformations are obtained if the annihilation operators are based upon the finite difference operator defined by (see sections 7 - 9 of [23]). As is well known, the k-th power of annihilates every polynomial of degree k - 1 in n. Let us now assume that the correction terms are chosen in such a way that multiplication of by some suitable quantity yields a polynomial of degree k-1 in n according to

Then, a suitable annihilation operator for is the weighted difference operator , and the corresponding sequence transformation (4.2) is given by the ratio

 

Different sequence transformations are obtained by specializing . For instance, if we choose with , we obtain Levin's sequence transformation [38]:

 

Here, the same notation as in [23] is used. The shift parameter has to be positive in order to admit n = 0 in eq. (4.5). The most obvious choice would be . According to Smith and Ford [46,47], who analyzed the performance of various sequence transformations in convergence acceleration and summation processes, Levin's transformation is among the most powerful and also most versatile sequence transformations that are currently known.

The sequence transformation is by construction exact for the model sequence

 

Thus, is a polynomial of degree k-1 in . Consequently, Levin's transformation should work well if the ratio can be expressed as a power series in according to

 

However, a power series in is not the only possibility of representing the ratio . An alternative approach would be to assume that the ratio can be expressed as a factorial series. Let be a function which assumes a constant value as . A factorial series for is an expansion of the following kind:

Here, is a Pochhammer symbol.

Factorial series have a long tradition in mathematics. For instance, a large part of Stirling's book [2], which was first published in 1730, deals with factorial series. A fairly complete survey of the older literature on this subject can be found in books by Nielsen [48] and Nörlund [49]. Since it is extremely easy to apply higher powers of the difference operator to a factorial series, their properties are discussed in the classic books on finite differences [49,50,51].

In the context of the summation of divergent series, the books by Borel [52] and Doetsch [53] and the review article by Thomann [54] are of interest, since the connection between factorial series and summability is discussed there. Summation methods, which are closely related to factorial series, are discussed by Gunson and Ng [55,56], and the analytical extension of functions defined by factorial series is discussed by Hughes [57].

In recent years, only few books and articles dealing with factorial series were published. Notable exceptions are a book by Wasow [58], which contains a chapter on factorial series, and articles by Iseki and Iseki [59], by Ramis and Thomann [60], and by Dunster and Lutz [61].

Power series and factorial series have different convergence properties. Power series converge in circles, which may shrink to a single point or extend to contain the whole complex plane, whereas factorial series converge according to Landau [62] in half-planes.

The different convergence properties of power series and factorial series are demonstrated by the following two infinite series which both have the same numerical coefficients :

The power series diverges for all , whereas the factorial series converges for all x > 0.

Because of the different convergence properties of factorial and power series it may happen that a given function , which possesses a representation in terms of a divergent asymptotic power series in , possesses also a representation as a convergent factorial series. The algebraic processes, by means of which the inverse power series and the factorial series can be transformed into each other, were already described by Stirling [2] in 1730. A more modern description of Stirling's method can be found in Nielsen's book [48, pp. 272 - 282,]. A detailed investigation of the problems associated with the transformation of an asymptotic series into a convergent factorial series can be found in a long article by Watson [63].

The different convergence properties of power series and factorial series had actually motivated me to look for a factorial series analogue of Levin's transformation (4.5).

To derive a sequence transformation, which is based on factorial series, we only have to assume that the weights in eq. (4.4) are Pochhammer symbols according to with . This yields the following sequence transformation (see eq. (8.2-7) of [23]),

 

which is by construction exact for the model sequence (see eq. (8.2-1) of [23])

 

Hence, is a truncated factorial series. This indicates that should give good results if the ratio can be expressed as a factorial series according to

 

As in Levin's transformation (4.5), the shift parameter has to be positive, and is again the most obvious choice.

The numerator and denominator sums of the sequence transformations (4.5) and (4.11) can be computed via homogeneous three-term recursions (compare sections 7.2 and 8.3 of [23]).

Other sequence transformations, which are also special cases of the general sequence transformation (4.4), can be found in sections 7 - 9 of [23] or in section 2.7 of [19]. A sequence transformation, which interpolates between the sequence transformations (4.5) and (4.11), was described in [31].



next up previous
Next: On the Choice Up: OPEN PROBLEMS IN ASYMPTOTICS Previous: Model Sequences



Rob Corless
Wed Sep 13 12:04:01 PDT 1995