Math 2.0

Numerical analysis Theorem

Abel–Plana formula

Builds on Holomorphic function

Statement

Let ff be continuous on the closed half-plane {z∈ℂ:Re⁡z≥0}\set{z \in \C : \operatorname{Re} z \ge 0} and holomorphic on the open half-plane Re⁡z>0\operatorname{Re} z > 0. Assume there are constants C>0C > 0 and ε>0\varepsilon > 0 with ∣f(z)∣≤C/∣z∣1+ε\abs{f(z)} \le C / \abs{z}^{1 + \varepsilon} for all z≠0z \ne 0 with Re⁡z≥0\operatorname{Re} z \ge 0. Then ∑n=0∞f(n)=∫0∞f(x) dx+f(0)2+i∫0∞f(it)−f(−it)e2πt−1 dt.\sum_{n=0}^{\infty} f(n) = \int_0^\infty f(x)\,dx + \frac{f(0)}{2} + i \int_0^\infty \frac{f(it) - f(-it)}{e^{2\pi t} - 1}\,dt.

Remarks

Proof idea: the kernels 1/(e∓2πiz−1)1/(e^{\mp 2\pi i z} - 1) have simple poles at the integers. Apply the residue theorem to ff times such a kernel on large rectangles in the upper and the lower quarter planes, with one side on the imaginary axis. The residues at the integers produce the sum, the decay of ff kills the far sides, and the sides on the imaginary axis give the last integral.

Example: f(z)=1/(z+1)2f(z) = 1/(z + 1)^2 satisfies the hypotheses with ε=1\varepsilon = 1, since ∣z+1∣≥∣z∣\abs{z + 1} \ge \abs{z} when Re⁡z≥0\operatorname{Re} z \ge 0. Here f(it)−f(−it)=−4it/(1+t2)2f(it) - f(-it) = -4it/(1 + t^2)^2, so the formula reads π26=1+12+4∫0∞t(1+t2)2(e2πt−1) dt.\frac{\pi^2}{6} = 1 + \frac12 + 4 \int_0^\infty \frac{t}{(1 + t^2)^2 (e^{2\pi t} - 1)}\,dt. Applied to f(z)=(z+a)−sf(z) = (z + a)^{-s} it gives an integral formula for the Hurwitz zeta function.

Some decay or growth condition is needed for both sides to make sense: for f=1f = 1 the series and the integral ∫0∞f\int_0^\infty f both diverge.

Going deeper

For a student

The Abel–Plana formula is an exact alternative to the Euler–Maclaurin formula for functions that extend holomorphically to the right half-plane. Euler–Maclaurin gives an asymptotic series with Bernoulli numbers, while Abel–Plana gives one convergent integral. Expanding f(it)−f(−it)f(it) - f(-it) in powers of tt and integrating term by term recovers the Euler–Maclaurin terms, since ∫0∞t2k−1/(e2πt−1) dt\int_0^\infty t^{2k-1} / (e^{2\pi t} - 1)\,dt is a multiple of a Bernoulli number. It is a standard tool for the zeta functions and for the analytic continuation of series in physics, such as the computation of Casimir energies.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Abel–Plana_formula
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MSC65B15, 30E20, 40A25
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