next up previous
Next: Stieltjes Series Up: OPEN PROBLEMS IN ASYMPTOTICS Previous: Explicit Remainder Estimates

On the Choice of the Remainder Estimates

The sequence transformations (4.5) and (4.11) differ from other sequence transformations like Wynn's [13] or Brezinski's [15] algorithm in one very important aspect: They require as input data not only the elements of a sequence , but also explicit remainder estimates . The explicit incorporation of the information contained in the remainder estimates makes these transformations potentially very powerful. However, this is also the major potential weakness of these transformations. If remainder estimates can be found such that the products provide good approximations to the remainders of the sequence to be transformed, sequence transformations like (4.5) or (4.11) should work very well. If, however, good remainder estimates cannot be found, sequence transformations of that kind will perform poorly. Consequently, a fortunate choice of the remainder estimates in eqs. (4.5) and (4.11) is of utmost importance for the success or failure of a convergence acceleration or summation process.

The difference operator is linear. Consequently, the effect of the general sequence transformation (4.4) on an arbitrary sequence with limit or antilimit s can be expressed as follows:

converges to s if the ratio on the right-hand side can be made small. This will be the case if the weighted difference operator annihilates more effectively than . Thus, remainder estimates have to be found such that depends on n sufficiently strongly, whereas depends on n only quite weakly:

 

This asymptotic condition can be the starting point for the construction of remainder estimates. However, such an asymptotic condition does not determine the remainder estimates for a given sequence uniquely. Instead, it is at least in principle possible to find for a given sequence an infinite variety of different remainder estimates which all satisfy the asymptotic condition (5.2), and which may perform quite differently in convergence acceleration and summation processes [24].

On the basis of heuristic and asymptotic arguments, Levin [38] suggested for sequences of partial sums (1.1) several simple explicit remainder estimates. The use of these remainder estimates in (4.5) yields Levin's u, t, and v transformation, respectively [38]. Later, Smith and Ford [46] suggested the remainder estimate

 

which is -- as remarked before -- actually the most obvious simple estimate for the truncation error of a convergent or divergent alternating series.

A more detailed discussion of the properties of these remainder estimates, some generalizations, additional heuristic motivation, and a description of the types of sequences, for which these estimates should be effective, can be found in section 7 of [23]. The main advantage of Levin's remainder estimates [38] and of the remainder estimate (5.3) is that they can be used in situations in which only the numerical values of a few terms of a slowly convergent or divergent series are known.

Levin's simple remainder estimates [38] and the remainder estimate (5.3) are not restricted to Levin's transformation, but can also be used in the sequence transformation (4.11) (see section 8.4 of [23]). In spite of their simplicity, the use of these remainder estimates in eqs. (4.5) and (4.11) leads to powerful sequence transformations [23,28,29,30,31,32,33,34,46,47], which are obviously nonlinear and also nonregular (see sections 7.3, 8.4, and 12.3 of [23]). The theoretical convergence properties of the sequence transformations (4.5) and (4.11) and their variants were analyzed in articles by Sidi [64,65,66], in sections 12 - 14 of [23], in section 4 of [32], and also in section 5.7 of [33].

This report is primarily interested in the summation of certain strongly divergent power series. Consequently, only the remainder estimate (5.3) will be considered here explicitly. Its use in eqs. (4.5) and (4.11) yields the following sequence transformations [23, eqs. (7.3-9) and (8.4-4),]:

  

If these transformations are applied to partial sums (1.3) of the power series for , rational functions and result with numerator and denominator polynomials of degrees k+n and k, respectively [32, eqs. (4.26) and (4.27),]:

  

If the coefficients of the power series for are all different from zero, the rational functions and satisfy for the following error estimates [32, eqs. (4.28) and (4.29),]

Consequently, the Taylor expansions of and at z = 0 reproduce the power series for up to terms of order k + n + 1:

These two expressions are formally very similar to the analogous expression (1.8) for Padé approximants. As in the case of Padé approximants, any difference in the numerical properties of the rational approximants and and of the partial sums (1.3), which were used for their construction, must be attributed to the truncation errors and , respectively, which are in general nonzero.

However, the truncation errors and differ from the truncation error in eq. (1.8) in one very important aspect: In particular for strongly divergent series, they seem to yield much better approximations to the truncation errors of the formal power series which are to be summed.

To demonstrate this, let us consider the well known asymptotic series for the exponential integral,

 

which diverges quite strongly for all .

In Table 2,Wynn's algorithm [13], and the sequence transformations and are applied to the partial sums

of the asymptotic series (5.12) with .

Wynn's algorithm [13] computes Padé approximants according to

if the partial sums (1.3) of the power series for are used as input data. In Table 2, the notation for the integral part of x is used. Thus, the elements with , which occur in the third column of Table 2, correspond to the following sequence of Padé approximants:

The results in Table 2 show quite clearly that and , which use explicit remainder estimates, are in the case of the asymptotic series (5.12) for much more effective than Padé approximants.

Another example, which demonstrates the principal advantages of sequence transformations using explicit remainder estimates, is the following series expansion for the logarithm:

 

For , the power series converges absolutely, for z = 1 it converges conditionally, and for it diverges. However, as long as the argument z does not lie on the cut , the divergent series can at least in principle be summed.

In Table 3, the same transformations as in Table 2 are applied to the partial sums

of the power series for with z = 5. The partial sums in column 2 of Table 3 show that the power series diverges quite strongly for an argument as large as z = 5.

The results in Table 3 are qualitatively same as the results in Table 2: Padé approximants are apparently able to sum the divergent series, but the sequence transformations and , which use explicit remainder estimates, are much more effective and clearly outperform Padé approximants.

There exist connections between the theory of converging factors (see for instance Airey [67], Miller [68], Sections 21 - 26 of Dingle [69], Neuhaus and Schottlaender [70], and section 14 of Olver [36]) and the sequence transformations and . In the theory of converging factors, the truncation error of a divergent series is expressed as the first term , which was not included in the partial sum , multiplied by a converging factor which is to be chosen in such a way that the relationship

is satisfied. Hence, the sequence transformations and , which are based upon the remainder estimate (5.3), essentially try to accomplish the determination and elimination of the converging factor by purely numerical means. The sequence transformation assumes that can be expressed as a power series in according to eq. (4.7) and tries to determine the k leading coefficients , , , of the power series. Similarly, assumes that can be expressed as a factorial series according to eq. (4.13) and tries to determine the k leading coefficients , , , of the factorial series.



next up previous
Next: Stieltjes Series Up: OPEN PROBLEMS IN ASYMPTOTICS Previous: Explicit Remainder Estimates



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