Abel Summation and an Analog for Calculus

by always_correct, Nov 22, 2016, 2:02 AM

For those acquainted with integral calculus, you should be familiar with the identity commonly known as Integration by Parts, which states for any two differentiable functions $f$ and $g$:
$$\int_{0}^{N}f(x)g'(x)dx=f(x)g(x)\rvert_{0}^{N}-\int_{0}^{N}f'(x)g(x)dx$$Now, when we think of derivatives, we think of the difference quotient of a function. This looks like:
$$\frac{f(x+h)-f(x)}{h}$$We take the limit of this as $h \to 0$ to get a derivative, now, what if we didn't take a limit? What if we said $h=1$ was good enough? Then we get what is called a finite difference of $f$, which in this case is $f(x+1) - f(x)$. We denote this particular finite difference as $\Delta [f](x)$. Why would we have to use a finite difference? Think sequences. Let $(a_n) = f(n)$ for all (or some) $n\in \mathbb{Z}$ with $n \geq 0$. Now taking a derivative of a sequence sounds silly, but we can take a finite difference! For the rest of the post I will be denoting the sequence of finite differences as $(\Delta a_n) = \Delta[f](n)$. This will make things a bit more readable.
Similarly, when we think of definite integration, we think of areas under curves.
http://i.imgur.com/BoB5XKv.png
Note that the sum can be an analog to an integral. As we know from the Fundamental Theorem of Calculus:
$$\int_{0}^{N}f'(t)dt = f(N) - f(0)$$Using our analogs we discussed, we realize the same is true for sequences with finite differences:
$$\sum_{n=0}^{N-1}\Delta a_n = \sum_{n=0}^{N-1}(a_{n+1}-a_n) = a_N - a_0$$For the first equality, note that the sum telescopes. Interesting. One more thing, we need a compact way to represent summation that is analogous to taking an integral. For a sequence $(a_n)$ we denote the sequence the represents the integral as $(A_n) = \sum_{k=0}^{n}a_n$. We use the Fundamental Theorem once more and note that letting $F(N) = \int_{0}^{N} f'(t) dt$, that $F'(N) = f(N)$. Looking at the analog, we see that it is also in a sense true, that
$$\Delta A_N = A_{N+1} - A_{N} = a_{N+1}$$
Keeping integration by parts in mind, I introduce the Abel summation. I first represent it in the commonly use notation, then my own. For any two sequences $a_1,a_2,\ldots,a_N$ and $b_1,b_2,\ldots,b_N$, with $S_k = \sum_{n=0}^{k}a_k$
$$\sum_{n=0}^{N}a_n b_n = S_N b_N + \sum_{n=0}^{N-1}S_n(b_n - b_{n+1})$$Here it is again using my notation, note I have swapped to have that $(b_k - b_{k+1}) = -\Delta b_k$.
$$\sum_{n=0}^{N}a_n b_n = A_N b_N - \sum_{n=0}^{N-1}A_n \Delta b_n$$Compare this to the integration by parts formula, it's very similar! How can we prove this? Let's look at the simple proof for integration by parts.
\begin{align*}
     \frac{d}{dx}[f(x)g(x)] &= f'(x)g(x) + f(x)g'(x) \\
     f(x)g(x) &= \int f'(x)g(x) dx + \int f(x)g'(x) dx \\
     \int f(x)g'(x) dx &= f(x)g(x) - \int f'(x)g(x) dx \\
\end{align*}From the Fundamental Theorem it follows that:
$$\int_{0}^{N}g'(x)f(x)dx=g(x)f(x)\rvert_{0}^{N}-\int_{0}^{N}g(x)f'(x)dx$$Note that I swapped the location of $g(x)$ and $f(x)$. We should look to mimick this proof to prove that Abel summation works, while there are somewhat simpler methods, I feel this shows how it really is an analog to integration by parts. We see that $g'(x)$ will represent $(a_n)$ and $f(x)$ will represent $(b_n)$. We start our proof just like the previous one, by finding the derivative of the product of $g(x)$ and $f(x)$. Note that as $g'(x)$ will represent $(a_n)$, $(A_n)$ will represent $g(x)$.
$$\Delta (A_n b_n) = A_{n+1} b_{n+1} - A_n b_n$$How can we rewrite this? Looking at that fact that $\frac{d}{dx}[f(x)g(x)] = f'(x)g(x) + f(x)g'(x)$, we might look at the expansion of $A_n \Delta b_n + b_n \Delta A_n$(expand this). We see that this is not enough. One might also look at the expansion of $\Delta A_n \Delta b_n$(this also). This is also not enough. However, the keen will realize that adding both works:
$$\Delta (A_n b_n) = \Delta A_n \Delta b_n + A_n \Delta b_n + b_n \Delta A_n$$Using the analogs we previously noted, we simplify this to
\begin{align*}
     \Delta (A_n b_n) &= a_{n+1} \Delta b_n + A_n \Delta b_n + b_n a_{n+1} \\
     &= a_{n+1}(b_{n+1} - b_n) + A_n \Delta b_n + b_n a_{n+1} \\
     &= a_{n+1}b_{n+1} + A_n \Delta b_n
\end{align*}We are closer to finishing. In the original proof, we next then took the indefinite integral of both sides, and said the definite integral was also valid. So, let us do the analog, we will sum up both sides from $n=0$ to $n=N-1$.
\begin{align*}
     \sum_{n=0}^{N-1}\Delta (A_n b_n) &= \sum_{n=0}^{N-1}a_{n+1}b_{n+1} + \sum_{n=0}^{N-1}A_n \Delta b_n \\
     A_N b_N - A_0 b_0 &= \sum_{n=1}^{N}a_{n}b_{n} + \sum_{n=0}^{N-1}A_n \Delta b_n
\end{align*}Note that $A_0 = \sum_{n=0}^{0}a_n = a_0$, we then add $A_0 b_0 = a_0 b_0$ to both sides effectively shifting the $n=1$ in the first sigma to $n=0$.
$$A_N b_N = \sum_{n=0}^{N}a_{n}b_{n} + \sum_{n=0}^{N-1}A_n \Delta b_n$$Rearranging, we arrive at the desired equality.
$$\boxed{\sum_{n=0}^{N}a_n b_n = A_N b_N - \sum_{n=0}^{N-1}A_n \Delta b_n}$$Expanding to the usual notation, we get (we swapped $b_{n+1}$ and $b_n$ and made it negative):
$$\boxed{\sum_{n=0}^{N}a_n b_n = S_N b_N + \sum_{n=0}^{N-1}S_n(b_n - b_{n+1})}$$
Abel Summation is very powerful, but it is important to understand its connection to calculus. The close relation between derivatives, integrals, finite differences, and sums is very interesting, what can you prove with it?

Thank you for reading.
:)
This post has been edited 3 times. Last edited by always_correct, Nov 22, 2016, 2:19 AM

Comment

0 Comments

Learn, find, and share mathematics.

avatar

always_correct
Shouts
Submit
  • there are over 6000! anyway, I'm resting with the whole Euler line problem right now

    by always_correct, Aug 6, 2017, 8:16 PM

  • Have you seen something about Kimberling centers (triangle centers) and center lines?

    by alevini98, Aug 5, 2017, 11:19 PM

  • no its not dead

    by always_correct, Jul 12, 2017, 1:19 AM

  • Wow this is great, is this dead?

    by Ankoganit, Jul 3, 2017, 8:41 AM

  • oh its a math blog.....

    by Swimmer2222, Apr 13, 2017, 12:58 PM

  • Why is everyone shouting
    Oh wait...

    by ArsenalFC, Mar 26, 2017, 8:45 PM

  • Shout! ^^

    by DigitalDagger, Mar 4, 2017, 3:49 AM

  • 14th shout!

    by arkobanerjee, Feb 8, 2017, 2:48 AM

  • 14th shout! be more active

    by Mathisfun04, Jan 25, 2017, 9:13 PM

  • 13th shout :coolspeak:

    by Ryon123, Jan 3, 2017, 3:47 PM

  • Dang, so OP. Keep it up! :D

    by monkey8, Dec 28, 2016, 6:23 AM

  • How much time do you spend writing these posts???

    by Designerd, Dec 5, 2016, 5:02 AM

  • good blog!

    by AlgebraFC, Dec 5, 2016, 2:09 AM

  • Nice finally material for calculus people to read thanks

    by Math1331Math, Nov 27, 2016, 2:50 AM

  • Whoa how much time do you spend typing these posts?

    They're nice posts!

    by MathLearner01, Nov 24, 2016, 3:30 AM

  • i am remove it please

    by always_correct, Nov 22, 2016, 2:18 AM

  • 5th shout!

    by algebra_star1234, Nov 20, 2016, 2:41 PM

  • fourth shout >:D

    by budu, Nov 20, 2016, 4:59 AM

  • 3rd shout!

    by monkey8, Nov 20, 2016, 3:24 AM

  • 2nd shout!

    by RYang, Nov 20, 2016, 3:01 AM

  • first shout >:D

    by doitsudoitsu, Oct 9, 2016, 7:54 PM

21 shouts
Tags
About Owner
  • Posts: 809
  • Joined: Sep 20, 2016
Blog Stats
  • Blog created: Oct 7, 2016
  • Total entries: 8
  • Total visits: 10667
  • Total comments: 7
Search Blog
a