The Euler-Maclaurin Formula

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The Euler-Maclaurin Formula

One of the fundamental concepts of calculus is the correspondence between sums and
integrals. Given any sufficiently well-behaved continuous function f(x), consider the sum
the integral defined by

These two functions obviously have some similarities, but they also have significant
differences. For example, the summation is taken over the values of f(k) at discrete integer
arguments k = 0, 1, 2, , n, whereas the integral is taken over the values of f(x) for
arguments x varying continuously from 0 to n. Strictly speaking, the function s(n) is defined
only for integer arguments, while s(n) is defined for any non-negative real value of n.
Nevertheless, we can derive an interesting and useful relation between these two functions.
First, notice that s(n) can be written in the form

The Taylor series expansion of each of the individual terms of the integrand is of the form

where f(j) denotes the jth derivative of f. The integral of this term from x = 0 to 1 is

Inserting all these expressions into the original integral, we get

where

Now, if we had started with the derivative of f in place of f, we would have arrived at the
same expression (1), except that each f (j) would be replaced with f (j+1), and hence each S(j)
would be replaced with S(j+1), and s(n) would be replaced with s(1)(n) where

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Thus beginning with successively higher derivatives of f, we get the infinite sequence of
relations

Each of these equations has (in general) infinitely many terms, but we can solve the system
of equations for any finite numbers of terms by taking just a restricted portion of these
equations. For example, taking just the terms up to S(4) from the first four equations, we
have (in matrix form)

Solving this system of equations gives

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where

and so on are the Bernoulli numbers. Thus we have

Inserting the expressions for each s(j) from equation (2), this gives

Recall that S(0) is defined as the sum of f(k) for k = 0, 1, 2, , n-1. Therefore, if we wish to
express this in terms of a summation from k = 0 to n, we must add f(n) to both sides. Noting
that B1 = -1/2, this leads to the result

This is called the Euler-Maclaurin formula, a generalization of Bernoullis formula for the
sum of powers of the first n integers. We should note that this series is divergent for most
applications, but the error is less than the first neglected term, so the Euler-Maclaurin
formula is often a useful method of approximation, relating the series summation to the
continuous integral of a function.
Incidentally, by examining the inversion of the system of equations (3) in detail, we can
gain some insight into the structure of the Bernoulli numbers, as well as the more general
Bernoulli polynomials. First, we re-write equations (3) in the form

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where we have omitted the argument (n) from the s(k) terms for convenience. These
equations show the beginnings of how to express each S(j) as a function of the s(k)(n) terms,
and we must now repeatedly substitute from the left-hand side into the right side to
eliminate higher and higher derivatives of S from the equation for S(1). Our objective now
is to determine the coefficients of the s(j) terms in the expression for S(1) once all the higher
S derivatives have been eliminated. Clearly the coefficient of s(0) will be 1, because none of
the remaining terms contain any occurrences of that quantity. Also, we can see that the
coefficient of s(1) will be -1/2, which arises from substituting the expression for S(2) into the
first equation. No other substitutions will give any more occurrences of that quantity.
In general, the coefficient of s(j) will be the sum of products of the reciprocal factorials
involved in the sequence of substitutions leading to the occurrence of that term in the first
equation. For example, the term s(2) reaches the first equation in two ways. First, it appears
directly when we substitute S(3) into the first equation, and this appearance has a coefficient
of -1/3!. Second, it appears when we substitute S(3) into the second equation, where it is
given a coefficient of -1/2!, and then this S(2) is substituted into the first equation, where it
is given another factor of -1/2!. Consequently, the overall coefficient of s(2) in the final
expression for S(1) will be -1/3! + (1/2!)2 = 1/12. Likewise the coefficient of s(k) for any k
consists of the sum of 2k-1 products of negative reciprocal factorials, corresponding to the
distinct partitions of k (including order).
For example, the coefficient of s(4) is given by the sum of the eight products shown below
along with the corresponding partitions of 4:

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The sum in this case is, of course, simply B4/4!. The fact that there are 2k-1 of these
partitions follows because there are k-1 possible locations for slicing the interval from 0 to
k, and each of these slices can either be present or absent. We can now express the nth
Bernoulli number as an explicit sum of products of (signed) reciprocal factorials, although
the number of summands doubles for each successive Bernoulli number, so this formula
isnt of much practical value. However, notice that the partitions on each level can be
generated very simply from those on the previous level. We can generate the first half of the
partitions on the next level by simply incrementing the last components of each partition on
the current level. Then we can general the other half of the partitions on the next level by
simply appending a 1 to each partition on the current level. Thus the sixteen partitions
involved in determining the coefficient of s(5) are as shown below.

Its also easy to adjust the product corresponding to each of these partitions, and the same
adjustment factor applies to each partition ending in the same number. So, it will be
convenient to represent each Bernoulli number Bk as the sum

where bk,j denotes the sum of the products in the expression for Bk whose corresponding
partitions end with j. If we let bk,0 denote Bk, then we have the simple relations

Using these relations we can generate the table below.

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The values in this table can also be presented with suitably chosen scale factors as shown
below, revealing that not only are the bk,0 terms (which are the sums of all the other terms
in the respective rows), but the bk,j terms are scaled version of the coefficients of the
Bernoulli polynomials.

Since each number in the j = 0 column is the sum of the other elements in that row, and
since those other elements can be expressed by reciprocal factorials, it follows that there is
a recursive relation involving just the elements in the j = 0 column (i.e., the standard
Bernoulli numbers). From the previous recurrence relations we have

Therefore we have

Since the terms in the j = 0 column are the standard Bernoulli numbers scaled according to
Bk/k! = bk,0, this represents the equation

Multiplying through by (k+1)!, we get the familiar form of the recurrence

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