Series acceleration

In mathematics, series acceleration is one of a collection of sequence transformations for improving the rate of convergence of a series. Techniques for series acceleration are often applied in numerical analysis, where they are used to improve the speed of numerical integration. Series acceleration techniques may also be used, for example, to obtain a variety of identities on special functions. Thus, the Euler transform applied to the hypergeometric series gives some of the classic, well-known hypergeometric series identities.

DefinitionEdit

Given a sequence

 

having a limit

 

an accelerated series is a second sequence

 

which converges faster to   than the original sequence, in the sense that

 

If the original sequence is divergent, the sequence transformation acts as an extrapolation method to the antilimit  .

The mappings from the original to the transformed series may be linear (as defined in the article sequence transformations), or non-linear. In general, the non-linear sequence transformations tend to be more powerful.

OverviewEdit

Two classical techniques for series acceleration are Euler's transformation of series[1] and Kummer's transformation of series.[2] A variety of much more rapidly convergent and special-case tools have been developed in the 20th century, including Richardson extrapolation, introduced by Lewis Fry Richardson in the early 20th century but also known and used by Katahiro Takebe in 1722; the Aitken delta-squared process, introduced by Alexander Aitken in 1926 but also known and used by Takakazu Seki in the 18th century; the epsilon method given by Peter Wynn in 1956; the Levin u-transform; and the Wilf-Zeilberger-Ekhad method or WZ method.

For alternating series, several powerful techniques, offering convergence rates from   all the way to   for a summation of   terms, are described by Cohen et al..[3]

Euler's transformEdit

A basic example of a linear sequence transformation, offering improved convergence, is Euler's transform. It is intended to be applied to an alternating series; it is given by

 

where   is the forward difference operator:

 

If the original series, on the left hand side, is only slowly converging, the forward differences will tend to become small quite rapidly; the additional power of two further improves the rate at which the right hand side converges.

A particularly efficient numerical implementation of the Euler transform is the van Wijngaarden transformation.[4]

Conformal mappingsEdit

A series

 

can be written as f(1), where the function f(z) is defined as

 

The function f(z) can have singularities in the complex plane (branch point singularities, poles or essential singularities), which limit the radius of convergence of the series. If the point z = 1 is close to or on the boundary of the disk of convergence, the series for S will converge very slowly. One can then improve the convergence of the series by means of a conformal mapping that moves the singularities such that the point that is mapped to z = 1, ends up deeper in the new disk of convergence.

The conformal transform   needs to be chosen such that  , and one usually chooses a function that has a finite derivative at w = 0. One can assume that   without loss of generality, as one can always rescale w to redefine  . We then consider the function

 

Since  , we have f(1) = g(1). We can obtain the series expansion of g(w) by putting   in the series expansion of f(z) because  ; the first n terms of the series expansion for f(z) will yield the first n terms of the series expansion for g(w) if  . Putting w = 1 in that series expansion will thus yield a series such that if it converges, it will converge to the same value as the original series.

Non-linear sequence transformationsEdit

Examples of such nonlinear sequence transformations are Padé approximants, the Shanks transformation, and Levin-type sequence transformations.

Especially nonlinear sequence transformations often provide powerful numerical methods for the summation of divergent series or asymptotic series that arise for instance in perturbation theory, and may be used as highly effective extrapolation methods.

Aitken methodEdit

A simple nonlinear sequence transformation is the Aitken extrapolation or delta-squared method,

 

defined by

 

This transformation is commonly used to improve the rate of convergence of a slowly converging sequence; heuristically, it eliminates the largest part of the absolute error.

See alsoEdit

ReferencesEdit

  1. ^ Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 3, eqn 3.6.27". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. p. 16. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253.
  2. ^ Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 3, eqn 3.6.26". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. p. 16. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253.
  3. ^ Henri Cohen, Fernando Rodriguez Villegas, and Don Zagier, "Convergence Acceleration of Alternating Series", Experimental Mathematics, 9:1 (2000) page 3.
  4. ^ William H. Press, et al., Numerical Recipes in C, (1987) Cambridge University Press, ISBN 0-521-43108-5 (See section 5.1).
  • C. Brezinski and M. Redivo Zaglia, Extrapolation Methods. Theory and Practice, North-Holland, 1991.
  • G. A. Baker Jr. and P. Graves-Morris, Padé Approximants, Cambridge U.P., 1996.
  • Weisstein, Eric W. "Convergence Improvement". MathWorld.
  • Herbert H. H. Homeier, Scalar Levin-Type Sequence Transformations, Journal of Computational and Applied Mathematics, vol. 122, no. 1–2, p 81 (2000). Homeier, H. H. H. (2000). "Scalar Levin-type sequence transformations". Journal of Computational and Applied Mathematics. 122: 81. arXiv:math/0005209. Bibcode:2000JCoAM.122...81H. doi:10.1016/S0377-0427(00)00359-9., arXiv:math/0005209.
  • Brezinski, C., & Redivo-Zaglia, M. (2019). The genesis and early developments of Aitken's process, Shanks transformation, the  -algorithm, and related fixed point methods. Numerical Algorithms, 80(1), 11-133.

External linksEdit