Kummer's transformation of series
{{Short description|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
be an infinite sum whose value we wish to compute, and let
be an infinite sum with comparable terms whose value is known.
If the limit
exists, then is always also a sequence going to zero and the series given by the difference, , converges.
If , this new series differs from the original and, under broad conditions, converges more rapidly.Holy et al., [https://www.researchgate.net/publication/26512388_On_Faster_Convergent_Infinite_Series On Faster Convergent Infinite Series], Mathematica Slovaca, January 2008
We may then compute as
where is a constant. Where , the terms can be written as the product .
If for all , the sum is over a component-wise product of two sequences going to zero,
.
Example
Consider the Leibniz formula for π:
We group terms in pairs as
& 1 - \left(\frac{1}{3} - \frac{1}{5}\right) - \left(\frac{1}{7} - \frac{1}{9}\right) + \cdots \\
&\quad = 1 - 2\left(\frac{1}{15} + \frac{1}{63} + \cdots \right) = 1-2A
\end{align}
where we identify
We apply Kummer's method to accelerate , which will give an accelerated sum for computing .
Let
B &= \sum_{n=1}^\infty \frac{1}{4n^2-1} = \frac{1}{3} + \frac{1}{15} + \cdots \\
&= \frac{1}{2} - \frac{1}{6} + \frac{1}{6} - \frac{1}{10} + \cdots
\end{align}
This is a telescoping series with sum value {{frac|1|2}}.
In this case
and so Kummer's transformation formula above gives
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} \\
&= \frac{1}{8} - \frac{3}{4} \sum_{n=1}^\infty \frac{1}{16n^2-1}\frac{1}{4n^2-1}
\end{align}
which converges much faster than the original series.
Coming back to Leibniz formula, we obtain a representation of that separates and involves a fastly converging sum over just the squared even numbers ,
\pi &= 4-8A \\
&= 3 + 6\cdot\sum_{n=1}^\infty \frac{1}{(4(2n)^2-1)((2n)^2-1)} \\
&= 3 + \frac{2}{15} + \frac{2}{315} + \frac{6}{5005} + \cdots
\end{align}
See also
References
{{Reflist}}
{{refbegin}}
- {{SpringerEOM|title=Kummer transformation|id=Kummer_transformation|last=Senatov|first=V.V.}}
- {{cite book
| last = Knopp
| first = Konrad
| title = Theory and Application of Infinite Series
| url = https://books.google.com/books?id=ac_DAgAAQBAJ&pg=PA247
| year = 2013
| publisher = Courier Corporation
| page = 247
| isbn = 9780486318615
}}
- {{cite web | url = https://kconrad.math.uconn.edu/blurbs/analysis/series_acceleration.pdf | title = Accelerating Convergence of Series | first = Keith | last = Conrad }}
- {{cite journal
|last1= Kummer
|first1=E.
|year= 1837
|title=Eine neue Methode, die numerischen Summen langsam convergirender Reihen zu berech-nen
|journal= J. Reine Angew. Math.
|issue= 16
|pages= 206–214
|url=https://archive.org/details/journalfrdierei23crelgoog/page/n215
}}
{{refend}}
External links
- {{MathWorld|title = Kummer's Series Transformation|urlname = KummersSeriesTransformation}}
Category:Series acceleration methods
{{mathanalysis-stub}}