Math 2.0

Approximations and expansions Definition

Optimal truncation

Builds on Asymptotic expansion

Definition

Let f(x)∼∑n≥0anφn(x)f(x) \sim \sum_{n \ge 0} a_n \varphi_n(x) be an asymptotic expansion of ff as x→x0x \to x_0, and fix a value of xx near x0x_0. Assume that the sequence ∣anφn(x)∣\abs{a_n \varphi_n(x)}, n≥0n \ge 0, attains a minimum, and let N(x)N(x) be the smallest index nn at which it does. The optimally truncated sum at xx is Sopt(x)=∑n=0N(x)−1anφn(x),S_{\mathrm{opt}}(x) = \sum_{n=0}^{N(x) - 1} a_n \varphi_n(x), the partial sum that stops just before the smallest term. Optimal truncation is the approximation of f(x)f(x) by Sopt(x)S_{\mathrm{opt}}(x).

Remarks

Some authors include the smallest term, or half of it; these choices change the error only by a fraction of the smallest term. The index N(x)N(x) depends on xx and usually tends to infinity as x→x0x \to x_0.

Example: F(x)=∫0∞e−t1+xt dt∼∑n≥0(−1)nn! xnF(x) = \int_0^\infty \frac{e^{-t}}{1 + xt}\,dt \sim \sum_{n \ge 0} (-1)^n n!\, x^n as x→0+x \to 0^+. For x=0.1x = 0.1 the terms n! (0.1)nn!\, (0.1)^n decrease while n+1<10n + 1 < 10, the terms with n=9n = 9 and n=10n = 10 are equal, and then they increase. So N(0.1)=9N(0.1) = 9, and the error of the optimally truncated sum is at most the first omitted term 9! (0.1)9≈3.6⋅10−49!\, (0.1)^9 \approx 3.6 \cdot 10^{-4}, since the remainder after NN terms is bounded by the next term.

Non-example: for a convergent series such as 11−x=∑xn\frac{1}{1 - x} = \sum x^n at x=12x = \frac12 the terms decrease forever, no minimum is attained, and optimal truncation is not defined; one simply sums the series.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Asymptotic_expansion
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