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

A = \sum_{n=1}^\infty a_n

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

B = \sum_{n=1}^\infty b_n

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

If the limit

\gamma := \lim_{n \to \infty} \frac{a_n}{b_n}

exists, then a_n-\gamma \,b_n is always also a sequence going to zero and the series given by the difference, \sum_{n=1}^\infty (a_n - \gamma\, b_n), converges.

If \gamma \neq 0, this new series differs from the original \sum_{n=1}^\infty a_n 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 A as

A = \gamma\,B + \sum_{n=1}^\infty (a_n - \gamma\,b_n),

where \gamma B is a constant. Where a_n\neq 0, the terms can be written as the product (1-\gamma\,b_n/a_n)\,a_n.

If a_n\neq 0 for all n, the sum is over a component-wise product of two sequences going to zero,

A=\gamma\,B + \sum_{n=1}^\infty (1-\gamma\,b_n/a_n)\,a_n.

Example

Consider the Leibniz formula for π:

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

We group terms in pairs as

\begin{align}

& 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

A = \sum_{n=1}^\infty \frac{1}{16n^2-1}.

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

Let

\begin{align}

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

\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

\begin{align}

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 \pi that separates 3 and involves a fastly converging sum over just the squared even numbers (2n)^2,

\begin{align}

\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}}