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Kummer's transformation of series

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Mathematical method

In mathematics, specifically in the field of numerical analysis, Kummer's transformation of series is a method used to accelerate the convergence of an infinite series. The method was first suggested by Ernst Kummer in 1837.

Technique

Let

A = n = 1 a n {\displaystyle A=\sum _{n=1}^{\infty }a_{n}}

be an infinite sum whose value we wish to compute, and let

B = n = 1 b n {\displaystyle B=\sum _{n=1}^{\infty }b_{n}}

be an infinite sum with comparable terms whose value is known. If the limit

γ := lim n a n b n {\displaystyle \gamma :=\lim _{n\to \infty }{\frac {a_{n}}{b_{n}}}}

exists, then a n γ b n {\displaystyle a_{n}-\gamma \,b_{n}} is always also a sequence going to zero and the series given by the difference, n = 1 ( a n γ b n ) {\displaystyle \sum _{n=1}^{\infty }(a_{n}-\gamma \,b_{n})} , converges. If γ 0 {\displaystyle \gamma \neq 0} , this new series differs from the original n = 1 a n {\displaystyle \sum _{n=1}^{\infty }a_{n}} and, under broad conditions, converges more rapidly. We may then compute A {\displaystyle A} as

A = γ B + n = 1 ( a n γ b n ) {\displaystyle A=\gamma \,B+\sum _{n=1}^{\infty }(a_{n}-\gamma \,b_{n})} ,

where γ B {\displaystyle \gamma B} is a constant. Where a n 0 {\displaystyle a_{n}\neq 0} , the terms can be written as the product ( 1 γ b n / a n ) a n {\displaystyle (1-\gamma \,b_{n}/a_{n})\,a_{n}} . If a n 0 {\displaystyle a_{n}\neq 0} for all n {\displaystyle n} , the sum is over a component-wise product of two sequences going to zero,

A = γ B + n = 1 ( 1 γ b n / a n ) a n {\displaystyle A=\gamma \,B+\sum _{n=1}^{\infty }(1-\gamma \,b_{n}/a_{n})\,a_{n}} .

Example

Consider the Leibniz formula for π:

1 1 3 + 1 5 1 7 + 1 9 = π 4 . {\displaystyle 1\,-\,{\frac {1}{3}}\,+\,{\frac {1}{5}}\,-\,{\frac {1}{7}}\,+\,{\frac {1}{9}}\,-\,\cdots \,=\,{\frac {\pi }{4}}.}

We group terms in pairs as

1 ( 1 3 1 5 ) ( 1 7 1 9 ) + {\displaystyle 1-\left({\frac {1}{3}}-{\frac {1}{5}}\right)-\left({\frac {1}{7}}-{\frac {1}{9}}\right)+\cdots }
= 1 2 ( 1 15 + 1 63 + ) = 1 2 A {\displaystyle \,=1-2\left({\frac {1}{15}}+{\frac {1}{63}}+\cdots \right)=1-2A}

where we identify

A = n = 1 1 16 n 2 1 {\displaystyle A=\sum _{n=1}^{\infty }{\frac {1}{16n^{2}-1}}} .

We apply Kummer's method to accelerate A {\displaystyle A} , which will give an accelerated sum for computing π = 4 8 A {\displaystyle \pi =4-8A} .

Let

B = n = 1 1 4 n 2 1 = 1 3 + 1 15 + {\displaystyle B=\sum _{n=1}^{\infty }{\frac {1}{4n^{2}-1}}={\frac {1}{3}}+{\frac {1}{15}}+\cdots }
= 1 2 1 6 + 1 6 1 10 + {\displaystyle \,={\frac {1}{2}}-{\frac {1}{6}}+{\frac {1}{6}}-{\frac {1}{10}}+\cdots }

This is a telescoping series with sum value 1⁄2. In this case

γ := lim n 1 16 n 2 1 1 4 n 2 1 = lim n 4 n 2 1 16 n 2 1 = 1 4 {\displaystyle \gamma :=\lim _{n\to \infty }{\frac {\frac {1}{16n^{2}-1}}{\frac {1}{4n^{2}-1}}}=\lim _{n\to \infty }{\frac {4n^{2}-1}{16n^{2}-1}}={\frac {1}{4}}}

and so Kummer's transformation formula above gives

A = 1 4 1 2 + n = 1 ( 1 1 4 1 4 n 2 1 1 16 n 2 1 ) 1 16 n 2 1 {\displaystyle A={\frac {1}{4}}\cdot {\frac {1}{2}}+\sum _{n=1}^{\infty }\left(1-{\frac {1}{4}}{\frac {\frac {1}{4n^{2}-1}}{\frac {1}{16n^{2}-1}}}\right){\frac {1}{16n^{2}-1}}}
= 1 8 3 4 n = 1 1 16 n 2 1 1 4 n 2 1 {\displaystyle ={\frac {1}{8}}-{\frac {3}{4}}\sum _{n=1}^{\infty }{\frac {1}{16n^{2}-1}}{\frac {1}{4n^{2}-1}}}

which converges much faster than the original series.

Coming back to Leibniz formula, we obtain a representation of π {\displaystyle \pi } that separates 3 {\displaystyle 3} and involves a fastly converging sum over just the squared even numbers ( 2 n ) 2 {\displaystyle (2n)^{2}} ,

π = 4 8 A {\displaystyle \pi =4-8A}
= 3 + 6 n = 1 1 ( 4 ( 2 n ) 2 1 ) ( ( 2 n ) 2 1 ) {\displaystyle =3+6\cdot \sum _{n=1}^{\infty }{\frac {1}{(4(2n)^{2}-1)((2n)^{2}-1)}}}
= 3 + 2 15 + 2 315 + 6 5005 + {\displaystyle =3+{\frac {2}{15}}+{\frac {2}{315}}+{\frac {6}{5005}}+\cdots }

See also

References

  1. Holy et al., On Faster Convergent Infinite Series, Mathematica Slovaca, January 2008

External links


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