Summation of slowly convergent series
Published online by Cambridge University Press: 24 October 2008
Extract
Let ∑un be a convergent infinite series which is not summable in finite form. In principle its sum can be found, to within any preassigned error ε, by adding numerically a sufficient number of terms; but if the series is slowly convergent, the ‘sufficient number’ of terms may be prohibitively large. A plan to deal with this case is to separate the series into a ‘main part’ u0+u1+ … +un−1 and a ‘remainder’ Rn = un+un+1+…; the main part is evaluated by direct summation, while the remainder is transformed analytically into a series which is more rapidly ‘convergent’, in the practical sense, and so evaluated. For example, the Euler-Maclaurin sum-formula gives such a transformation. It commonly happens that the new form of the remainder Rn is a divergent series, but that it represents Rn asymptotically as n ˜ ∞. It is for this reason that the transformation is applied to Rn instead of to the whole series; for practical use we have to choose n sufficiently large for the error inherent in the use of the asymptotic series to be below the preassigned bound ε.
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- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 46 , Issue 3 , July 1950 , pp. 436 - 449
- Copyright
- Copyright © Cambridge Philosophical Society 1950
References
* I have searched the Enzyklopädie; the treatises on Infinite Series of Bromwich, Knopp and Fort; those on Finite Differences of Nörlund, Milne-Thompson and Fort; and those on Numerical Methods of Whittaker and Robinson, Runge and Willers. The formula (7), in the formal case p = ∞, is in Boole, , Calculus of finite differences, 2nd ed. (1872), p. 85Google Scholar, Ex. 12, with a reference via Gudennann to Euler.
* Here, and below, we simplify the notation by writing D in place of D t and D n. There will be no confusion, since øn is a function of t only and f(n) of n only.
† See, for example, Bromwich, Infinite aeries (2nd ed.), §24.
* The Laplace-integral representation is required only for the discussion of the error-terms in §§ 3, 4.
* About twenty tests of this rough estimate have been made on the non-trivial example of §6. In no case was the estimate deficient by more than a factor of 1·2; and usually it was not deficient at all.
* The function B s, n(t) rather than t nB s, n(t) is taken as fundamental because it submits more readily to tabular interpolation.
* This value of t was chosen with a view to the example of § 6, case 3.
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