Fun with Newton polynomials, Part III

by t0rajir0u, Dec 1, 2008, 11:20 PM

This post isn't really about Newton polynomials :)

First, we will need the following

Proposition: Let $ (a_n), (b_n)$ be two sequences with exponential generating functions $ A(x) = \sum a_n \frac {x^n}{n!}, B(x) = \sum b_n \frac {x^n}{n!}$ and suppose that $ C(x) = A(x) B(x) = \sum c_n \frac {x^n}{n!}$. Then

$ c_n = \sum_{k = 0}^{n} {n \choose k} a_k b_{n - k}.$

Exponential generating functions are used to study sequences like the Bell numbers whose growth rate makes their ordinary generating functions bad (for example, they might converge nowhere). The multiplication of exponential generating functions, as opposed to ordinary generating functions, occurs in situations where order counts. Certainly there's much more to be said about this point.

But the interesting thing here is the correspondence between the convolution above and an operation I referred to as a "Newton transform" (this is not standard terminology) that assigns to a sequence $ (a_n)$ the function

$ \sum a_n {x \choose n}.$

If we shift our focus of attention instead to the sequence

$ c_n = \sum_{k = 0}^{n} a_k {n \choose k}$

we can find in it a combinatorial interpretation: if $ a_k$ is the number of ways to arrange $ k$ objects in some way such that order matters, $ c_n$ is the number of ways to arrange some objects from among $ n$ distinguishable objects in that way. It is now obvious that

$ C(x) = e^x A(x).$

This is poweful! If $ A(x)$ is a polynomial, it consists of a finite number of terms whose coefficients specify the coefficients, in Newton form, of a polynomial whose positive integer values are the coefficients of the LHS! It appears that multiplication by $ e^x$ alone is enough for us to automatically compute values of a polynomial by specifying only its Newton coefficients. You may also recall a combinatorial identity whose (non-combinatorial!) proof is now trivial: letting $ a_n = r! {n \choose r}$ gives

$ A(x) = \sum_{n = r}^{\infty} \frac {x^n}{(n - r)!} = x^r e^x$

hence $ C(x) = x^r e^{2x}$ and

$ \frac {c_n}{r!} = \sum_{k = 0}^{n} {k \choose r} {n \choose k} = {n \choose r} 2^{n - r}$

as before. Also note that the combinatorial interpretation of $ c_n$ I gave above is consistent with the interpretation I gave in that post.

Earlier I noted another special case when $ a_k = p^k$ was a geometric series, which gives $ A(x) = e^{px}$ and

$ C(x) = e^{(p + 1)x}$

exactly as shown earlier. Now let's talk about the roots of unity filter again: this corresponds to the case where

$ a_k = a_{m + k}, a_i = 1, a_j = 0, j \not \equiv i \bmod m$.

For example, if $ i = 0, m = 3$, the corresponding generating function is $ A(x) = 1 + \frac {x^3}{3!} + \frac {x^6}{6!} + ...$. The product $ e^x A(x)$ will then tell us how to evaluate the sum

$ c_n = \sum_{k \equiv i \bmod m}^{n} {n \choose k}$.

By inspection, $ A(x)$ is a solution to the differential equation $ A^{(m)}(x) = A(x)$, so it is a linear combination of functions of the form $ e^{\zeta_m^i x}$ where $ \zeta_m = e^{\frac {2 \pi i}{m} }$ and $ 0 \le i < m$. This is all material we have more or less encountered already. An application of the DFT gives us

$ a_n = \frac {1}{m} \sum_{k = 0}^{m} \zeta_m^{k(n - i)} \implies$
$ A(x) = \frac {1}{m} \sum_{k = 0}^{m} \zeta_m^{ - ki} \exp(\zeta_m^k x) \implies$
$ C(x) = \frac {1}{m} \sum_{k = 0}^{m} \zeta_m^{ - ki} \exp( (\zeta_m^k + 1) x) \implies$
$ c_n = \frac {1}{m} \sum_{k = 0}^{m} \zeta_m^{ - ki} (\zeta_m^k + 1)^n$.

When $ i = 0, m = 3$, this gives

$ c_n = \frac {2^n + (1 + \omega)^n + (1 + \omega^2)^n}{3}$

as before. Now, these generating functions are a little unwieldy (complex numbers as an argument in an exponent?), so we might like to see what ordinary generating functions have to say about all of this. But what happens to the exponential convolution? We could use the properties of the Laplace transform, but let's work backwards instead: we want to find a relationship between the generating functions

$ F(x) = \sum_{n = 0}^{\infty} a_n x^n$

and

$ G(x) = \sum_{n = 0}^{\infty} \left( \sum_{k = 0}^{n} {n \choose k} a_k \right) x^n.$

Exchanging the order of summation in $ G(x)$, we obtain

$ G(x) = \sum_{k = 0}^{\infty} a_k \left( \sum_{n = 0}^{\infty} {n + k \choose k} x^{n + k} \right).$

We've seen a generating function very much like this one before; it gives

$ \sum_{n = 0}^{\infty} {n + k \choose k} x^n = \frac {1}{(1 - x)^{k + 1}}$

and therefore

$ G(x) = \sum_{k = 0}^{\infty} a_k \frac {x^k}{(1 - x)^{k + 1}} = \frac {1}{1 - x} F \left( \frac {x}{1 - x} \right)$.

This is either very nice or very ugly depending on your point of view; in any case, it agrees with the answer you get using the properties of the Laplace transform ($ \mathcal{L} \{e^t f(t) \} = F(s - 1)$). We're interested in the function $ F(x) = \frac {x^i}{1 - x^n}$, which gives

$ G(x) = \frac {1}{1 - x} \cdot \frac {x^i (1 - x)^{n - i} }{(1 - x)^n - x^n}.$

The factorization of the denominator into linear terms of the form $ (1 - zx)$ gives $ z = \zeta_m^k + 1$ as before, which is very nice, but to find the coefficients we found before requires a partial fraction decomposition, either of $ G$ or of $ F$. We can compute the partial fraction decomposition of $ F$ using the DFT as before - which is already a nice result - but we can be tricky: observe that if we write

$ \frac {x^i}{1 - x^n} = \sum_{k = 0}^{n} \frac {r_k}{1 - \zeta_m^k x}$

then we can compute the residue $ r_k$ by computing

$ \lim_{x \to \zeta_m^{ - k}} (1 - \zeta_m^k x) F(x) = \lim_{x \to \zeta_m^{ - k}} \frac {x^i (1 - \zeta_m^k x)}{1 - x^n}.$

l'Hospital's rule then gives

$ \lim_{x \to \zeta_m^{ - k}} \frac {x^i ( - \zeta_m^k)}{ - nx^{n - 1}} = \zeta_m^{ - ki} \zeta_m^k$

which is in exact agreement with our previous answer, although we need to rewrite the partial fraction decomposition as

$ \frac {r_k}{1 - \zeta_m^k x} = \frac {\zeta_m^{ - ki} }{\zeta_m^{ - k} - x}$

to see the agreement. This can be understood as an alternate proof that the DFT works; the proof sketched in a previous post was about orthogonality and can be understood in the context of Parseval's theorem.


So it seems that both ordinary and exponential generating functions have something to bring to the table. Exponential generating functions reveal that a convolution with $ e^x$ is what makes the "Newton transform" work (see binomial transform), but there were difficulties - we could not explicitly write down $ A(x)$ in terms of a well-known function. The convolution became a Mobius transformation of the ordinary generating function, but there we had partial fractions and analysis available.


Practice Problem 1: Repeat the above computation using the formula

$ \frac {P'(x)}{P(x)} = \sum_{P(r) = 0} \frac {1}{x - r}$.

Practice Problem 2: Show that $ \mathbb{Z}$ cannot be partitioned into a finite number of disjoint arithmetic sequences with each common difference distinct.

Practice Problem 3: The Bell numbers $ B_n$ count the number of partitions of a set with $ n$ elements, where neither the order of the partitions nor the order of the elements of a partition matter. Show that they satisfy the recurrence

$ B_{n + 1} = \sum_{k = 0}^{n} {n \choose k} B_k$.

Hence compute the exponential generating function $ \sum_{n = 0}^{\infty} B_n \frac {x^n}{n!}$.

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3 Comments

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that was amazing... thanks t0rajir0u :)

by sinajackson, Dec 16, 2008, 10:05 AM

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amazing post

by 1234567a, Jan 14, 2009, 4:54 AM

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in practice problem 1, how do you get that formula?

by bigman, May 24, 2009, 6:12 AM

Various mathematical thoughts, ranging from problem-solving techniques to attempts to tie together related concepts.

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