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ABSTRACT T.E.Phipps, Jr.s new definition of discrete infinite process value is examined in the light of asymptotic analysis. The analysis suggests a more general approach to limit operations, which are conventionally used to define these values. An analogy between imaginary numbers and divergent processes is proposed, which helps to explain the current state of analysis, where many infinite processes lack numerical content due to problems created by divergence. A general method whereby any real function can be resolved into convergent and divergent parts, just as complex numbers are resolved into real and imaginary parts is described. By defining a generalized limit as the limit of the convergent part of a function, a path to a fully general formulation of limits that would finally banish divergence from analysis is described. Key Words: divergent series, summability, terminal summation, asymptotics, numerical methods, set theory.
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Resume La nouvelle definition donnee par T.E. Phipps au traitement des valeurs discretes et infinies est examinee par la voie de lanalyse asymptotique. Cette analyse propose une methode general pour traiter les limites qui sont utilisees pour la definition des valeurs. Une similitude entre les nombres imaginaires et la divergence du processus est proposee. Cette derniere va aider a expliquer letat actuel de lanalyse on plusieur traitements manquent le contenu numerique pose par le probleme de divergence. Une method pour une complete et generale formulation des limites qui pourraient finalement faire disparaitre la divergence est decrite.
1. Introduction After more than three centuries of development, it might seem that little could be added to established methods for assigning values to infinite sums, and yet T.E.Phipps, Jr. asks us to reconsider the fundamental definition, first formalized in the early 19th century by Cauchy and Bolzano whereby the value of the expression a0 + a 1 + a 2 + (1)
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is obtained as the limit lim {a 0 + a 1 + a 2 + n when it exists. This definition has an intuitive feel that gives it a certain validity even outside the strict realms of mathematical rigor. It is grounded in the practical observation that whenever a sequence of values approaches closer and closer to a single fixed value, the process itself contains the fixed limit as its unique, ultimate and true value. This implicit definition seems to have been assumed without any formal definition from the start. Cauchys contribution was to explicitly formulate a general definition of the limit of a function, and to make it a cornerstone of a fully axiomatic development of the calculus. The definition of the limit of an infinite sum was then derived as one special form of this limit. By now, this definition of the value of an infinite sum as the limit of partial finite sums is therefor backed both by basic intuition and the force of rigorous mathematical deduction, giving it at this point in the development of science, an aura of naturalness. Indeed, how else would one define such infinite process values? 2. Terminal Summation Phipps begins with the truism that, for any value of n, we have + an-1} (2)
V = {a 0 + a 1 + a 2 +
+ a n - 1 } + { a n + a n + 1 + a n +2 + = Sn + Rn
} (3)
A revolution in our view of infinite sums occurs when we begin to ask questions about the remainder term Rn . If in fact the sum is convergent according to the Cauchy definition, then it is clear that Rn tends to zero as n tends to infinity. We only need to shift the partial sum term to the left-hand side of the equation to see this,
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V - {a 0 + a 1 + a 2 +
+ an-1}
(4)
An example may serve to illustrate how an asymptotic estimation of the remainder can yield a finite value for a divergent sum. If we set an = 1/ +1) , then we have (n the harmonic series, whose partial sums slowly diverge to infinity. However, the ratio V - 1+1+1+ 1 2 3 - log (n ) 1 +n
(5)
tends to unity, no matter what value is assigned to V. This suggests that we can take -log(n) as an asymptotic estimate of Rn as n tends to infinity. We now can state that V = a0 + a1 + a2 + = lim 1 + 1 + 1 + n 1 2 3 + an-1 + + 1 - log (n ) n -1 = 0.57721 ... (6)
In this case, normally considered divergent and therefor devoid of meaningful information, we find that an asymptotic estimation of the remainder brings the process back into the realm of convergence. Because this approach to infinite summation uses an estimate of the remainder, or terminus of a sum, Phipps named it terminal summation. In fact, the first definition of this sort was applied to continued fractions (1) , which Phipps then extended to summation of series and a variety of other discrete infinite processes. In a recent series of papers, the application of the method has been applied to both convergent and divergent
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conventionally divergent for all non-zero values of the variable x, at enough points to graph the function it represents. A variation of this expression was first considered by the 18-th century Swiss mathematician Leonhard Euler , and other versions have cropped up in discussions of divergent series. Since there is no known method, or even a rationale for directly computing such a series, analysts invariable fall back on formal arguments. One treats the series as though it were absolutely convergent, and then derives some properties which lead to alternative means for determining its value. For example, if (7) is substituted for f in the differential equation 1 + x d xf (x ) dx = f (x ) , f (0) = 1 (8)
and then formally manipulated as if it were convergent, we will find that it identically satisfies the equation. Such formal methods have been taken to a high degree of perfection, and one now speaks in terms of formal calculi, there being a number of different routes to creating formal versions of the calculus(5) . But despite the distinction between formal and convergent series, Phipps shows that his terminal summation process actually reproduces the values of the real valued function which is a solution to this equation - an important indication that this approach to summation is on the right track. At the same time, a large and active field of mathematics has grown up around attempts to circumvent the restriction imposed by the standard definition of convergence by defining ad hoc summation methods (6),(7). In this field, called summation theory one begins with a process that converges for convergent sums, but also converges for certain classes of divergent sums. The extended method of summation agrees with the convergent limit of partial sums, when it exists, and therefor in some sense represents an extension of the notion of infinite summation. When problems of divergence crop up in other branches of mathematics, we find
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(9)
considered to have a direct numerical meaning, is viewed as having only a shadowy existence as aformal structure. We are allowed to manipulate (7) as though it were on an equal status with (9) but must bear in mind that such divergent series really have no true numerical meaning, and results obtained via such a shortcut must be later justified by valid convergent processes. By directly summing both of these expressions starting with the same definition of infinite process value, Phipps denies us the critical distinction between convergent and divergent processes on which such thinking is based. It turns out that there is no logical basis for viewing some infinite processes as having a more numerically valid status than others. And the analogy here between convergent/divergent series on the one hand, and real/imaginary numbers on the other turns out to have a deeper meaning. Indeed, we will now show that general classes of functions can be set up which, in analogy to complex numbers, can be resolved into convergent (real)
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Theorem 1 Let L denote a linear subspace of the real functions such that the set Dvt (f ) | f L is also a linear space, then the operators Cvt and Dvt are linear when restricted to L.
We have included the operator Cvt in this theorem but at the same time it is important to realize that a subtle asymmetry subsists between these two operators. First of all, the set C of convergent functions, analogous to the real numbers, is a linear space. But this fact does not guarantee the linearity of the operator Cvt for the following reason. It is fairly elementary to show that , assuming only the unique decomposition of functions into convergent and divergent parts, that Cvt is linear if and only if Dvt is linear. Since we have proved that the linearity of Dvt depends on D being a linear space, then it follows that the linearity of Cvt also depends on the linearity of D , not C. This odd result is one example of the potential pitfalls of proceeding on a purely formal basis. But these introductory remarks do help to provide some orientation that will be valuable as we delve into the technical details of actually effecting a resolution of real valued functions.
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4. Resolution of Functions into Divergent and Convergent Parts To explore the actual resolution of a class of functions into convergent and divergent parts, we will employ the Logarithmico-Exponential Functions or L-functions first introduced by Paul du Bois-Reymond (10) to measure the wider panorama of divergent behavior left out of Cauchys limit formulation. These functions provide one scale for measuring rates of divergence, and while they are ultimately inadequate to the full task, they certainly encompass a wide enough class of divergent functions to cover most of the cases found in analysis. According to G.H.Hardy No function has yet presented itself in analysis the laws of whose increase, in so far as they can be stated at all, cannot be stated, so to say, in logarithmico-exponential terms.(11) The L-functions are defined as those functions that result from applying the four operations of arithmetic, the extraction of roots, and the application of the exponential and logarithmic functions a finite number of times. Du Bois-Reymond also introduced the notion of asymptotic relations among real functions. For example, we write f << g if f /g tends to zero,f >> g if f /g tends to infinity and f g if f /g converges to 1. With this notation, we have the following theorem, proved by Hardy (12)
Theorem 2 Any L-function is ultimately continuous, of constant sign, and monotonic and, as x increases, tends to infinity or converges to a limit. If f and g are L-functions, then one of the relations f << g , f >> g , f cg (c constant) holds between them.
The L-functions therefor form a linearly ordered continuum of functions, with some convenient properties. Now consider the previous example of the harmonic series. Using L-functions and their relations, we can state that:
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(12)
which tells us something useful about this series, that it increases at the same rate as the logarithm, even though we do not have a simple closed form expression for the series. If we regard the L-functions as a kind of linear scale for measuring rates of divergence (or convergence) then we can obtain much more information about this series. In fact, this particular series was studied by Euler himself in this light and has become a standard textbook example of asymptotic analysis (13). Thus, we have a succession of statements: f (n ) - log (n ) = 0.57721 f (n ) - log (n ) - -1 2n f (n ) - log (n ) - + 1 -1 2n 12n 2 which can be prolonged indefinitely. This successive analysis reveals that the standard definition of a convergent process is just one stop on a scale of rates of increase, and when we look at the bigger picture, the distinction may not be that important. At any rate, we can consider the possibility of analyzing a divergent function on a scale of specially selected L-functions as a means of isolating divergent and convergent parts, as x tends to infinity. Constructing a suitable scale is somewhat problematic, due to the complexity of the L-functions with regard to the relations << , >>, and . Indeed, Cauchys original limit definition was plagued by the complexities of the real number system, the full ramifications of which were not appreciated at the time. In fact, without a full investigation of the logical foundations of the number concept itself, a task which occupied some of the best minds of the 19-th century, Cauchys limit operation was invalid. We are up against a similar problem here - the Lfunctions, and real functions in general, are even more complex than the real numbers. Nevertheless, we can set up some scales of functions which are roughly analogous to rational numbers, and allow us to obtain many practical results. (13)
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For example, we can form a set of functions, B, by iterating the logarithm and exponential functions. First we define the iterated logarithm k by setting k + 1(x ) = log { k (x )} and then define B as the set of compound functions of the form c exp {c m k m (x )exp {c m -1 k m -1(x ) exp {c 0 k 0(x )}
(14)
where c and the c i are non-zero real numbers. Since this form is compatible with the operations used to construct the L-functions as a whole, it defines a subset of linearly ordered functions. Specifically f , g B either f << g or g << f . Now if h is some function such that h f , f B we will write this as an operation, denoted by the letter : (h ) = f . We will also use to define another operator, , by setting [f ] = f - [f ] . Since log(x ) and x c where c is any real number belong to the set B we can now write the previous analysis of the harmonic series in the form f (n ) - log (n ) = 0.57721 f (n ) - log (n ) - -1 2n becomes (f ) (15)
becomes 2 (f ) -1 2n
-1 f (n ) - log (n ) - + 1 -1 becomes 3(f ) 2 2n 12n 12n 2 Thus, the operator acts to reduce the degree of divergence of a function. In fact it is quite easy to prove that in general (f ) << f . Now, consider the subset of the Lfunctions, F , for which n (f ) converges to zero for some positive integer n, which we will refer to as finitely reducible with respect to the scale B . This set includes all functions which converge to a limit as x tends to infinity, since (f ) always converges to zero when f itself is convergent. Due to the monotonic nature of the L-functions used to define the scale B we know that for any member of F , there is some positive integer m such that
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Such a generalized limit is a true extension of the standard limit defined by Cauchy, since the convergent part of a convergent function is just the function itself. The abstract train of thought that has lead us to this new limit operation may seem obscure. One might well ask if this generalized limit really makes any sense in terms of the new values it introduces into analysis. Perhaps it is highly artificial , producing results that would be of little practical use. And its rather abstruse form may make it difficult to apply in practice as a problem solving tool. Of course, there is no way to answer such legitimate concerns within the realm of logic. But we can present some specific results based on the generalized limit that may help the reader answer some of these questions. Taking initially the case of discrete infinite processes, where the variable x takes positive integer values , we can obtain the following results
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1 = nlim 1 (B ) = r r r =1 r =1
(18)
r =1
r = lim r (B ) = - 0.2078865 n r =1
n
(19)
1 1 u + r = nlim u + r r =1 r =1
(B ) = -
' (u ) (u )
(20)
(B ) = 1 log (2 ) 2
(21)
(B ) = -1
(22)
Many similar examples could be added to this list. If we compare (20) to a standard convergent series for the logarithmic derivative of the gamma function, namely: - +
r =1
1 - 1 r u -r
'(u ) (u )
(23)
we find that the generalized limit approach has simplified the formula. The series (20), although simpler and more direct than (23) is unfortunately regarded as having no numerical meaning. Or in the case of (22), which, like the divergent series (7) is regarded as having at best a purely formal meaning, we find that it represents a convergent process with a numerically sound value. Let us derive a value for this series in both ways. First, if we set V = 1 + 2 + 4 + 8 + (24)
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and then multiply through by 2, pretending that the series is absolutely convergent , we find that 2V = 2 + 4 + 8 + 16 + =V -1 (25)
From which we deduce that V = -1. On the other hand, set f (n ) = 1 + 2 + 4 + + 2n-1 (26)
We can show that lim {f (n )} (B ) = -1 . Starting with the identity n 1+ 2+ 4+ + 2n-1=2n - 1 (27)
we see that f can be measured with a standard member of B (f (n )) = 2n = exp {(log 2)n } and we can therefore obtain a value for : (f ) = f - (f ) = 2n - 1 - 2n = -1 Since this is a constant, f is finitely reducible and converges in our more general sense to the value obtained by formal manipulation of the series. In practice, it is not necessary to reproduce the full argument based on and operations. If it is possible to find a linear combination of functions from the set (B) that, when subtracted from a divergent function turns it into a convergent process, then we know that we have a generalized limit. This means that we can work with finitely reducible processes almost as though they were convergent in the usual sense. That will allow us to tap the considerable body of techniques that have been devised over the past two centuries to manipulate limit operations. This technique also means that we can often reformulate known results to derive (29) (28)
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(30)
where on tends to zero as n tends to infinity. Since the divergent terms on the right are members of (B) , this equation can be rewritten as lim log (r ) n r =1
n n
(B ) =
= log 2
(31)
Thus finite reducibility simply means that the divergent process can be rewritten as a conventional limit. We can also treat many of the functions of classical analysis by introducing additional parameters into the functions of the set B. This can be accomplished by allowing the constants in (14) to depend on these additional parameters. With this convention, we can obtain results such as (u ) = lim r 1u (B ) n r =1 1 = lim u r (B ) 1 - u n r =0
n -1 n
(33)
(34)
While familiar in form, it is important to realize that these statements hold for all real values of u. With the conventional limit operator, convergence breaks down for u < 1 in the zeta function series, and for |u| > 1 in the series for 1/(1-u) .
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The variable x actually represents a parameter, which we consider to be a fixed quantity as the active variable n tends to infinity, and the functions c i (x ) are defined by recusion on the index j. This expression is complicated by the factorial function, which we here take to be the discrete version of the gamma function. The gamma function is not a member of B, but even if it were, we would still have a situation where the process is not reducible in a finite number of steps to a convergent function. For any positive integer m we would have m 1 + 1x + 2x 2 + 6x 3 + + (n -1)!x n -1 n !x n c m (x ) nm (36)
which will not tend to zero as n tends to infinity no matter how large m . Thus we appear to be at an impasse and we might conclude that, while gains can be made in generalizing limits to patch some of the damage done by divergence in specific cases, Phipps contention that divergence can be eradicated from analysis overstates the case. But this problem, along with the problem of the incompleteness
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where O represents the set of functions which tend to zero as x tends to infinity, and l stands for the function which is equal to the constant value l for all x . If we adopt the convention that an operation between sets of functions denotes the set obtained by performing the operation between all pairs of elements ( i.e. S +T = u | u = s + t , s S and t T ) then (37) can be written more succinctly as: f l + O . The relations << and can also be expressed in this form: f << g if and only if f g O f g if and only if f g {1 + O } (38) (39)
If we denote the set of all functions which are equivalent to f under the relation by [f ] and the set of functions for which f << g by ,< f > then we have [f ] = f {1 +O } and <f > = f O . And the operations and can be generalized beyond the specific subset of Lfunctions defined by (14) We simply choose a representative member from each distinct equivalence class of function and define (f ) as the representative member of f s equivalence class. This process is universal, so we are no longer limited by a specially constructed class of L-functions. As before the operator is defined by setting (f ) = f - (f ) Using this notation we can decompose the equivalence class of any function f as follows:
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Now suppose that n -1(f ) diverges but n (f ) converges, then the set version, equation (43) expresses the fact that f can be resolved into a divergent part, the finite sum
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and a convergent part which is here an equivalence class of functions, all of which must converge to the same limit. Thus, f can be characterized by two descending sequences (f ) >> ( (f )) >> ( 2(f )) >> and < (f ) > < ( (f )) > < ( 2(f )) > < ( n (f )) > (47) >> ( n (f )) >> (46)
Both sequences are defined in terms of the operators and which can only iterate a finite number of times. But the second representation is not limited to finite operations because we can take the intersection of an infinite number of sets and obtain a well defined set. Consider the following analogy with real numbers: suppose that x 0 > x 1 > x 2 > , x n > 0 is a decreasing sequence of real numbers and define the set S as S =
0 [0 , xn ) n =
(48)
where [ 0, a) represents the set of numbers less than a and greater than or equal to 0. We can prove that S is also an interval of this type,which means that there is some number l such that S = [0 , l) and, in fact, l is the limit of the sequence. Suppose, for the sake of argument, that n (f ) diverges for all positive integers n, but when we form the intersection
S =
0 < n (f ) ) > n =
(49)
we find that S is a set of the form < g> where g is a convergent function. In analogy
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Another advantage of set theory is the possibility of continuing this process further. Suppose that g turns out to be divergent. We can still continue taking finite iterations n (g ) until we arrive at a convergent function or else form a second infinite intersection
S (2)
0 < n (g ) ) > n =
(51)
and so on. All of this can be neatly summarized in a definition using transfinite ordinal numbers:
Definition 1 (Transfinite Reductions) Let denote an ordinal number. The operator (f ) is defined as follows (1) 0 (f ) = (f ) If has an immediate predecessor then (2) (f ) = ' (f ) - ( ' (f )) and if has no immediate predecessor then (3) (f ) = supremum of
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By using ordinal numbers, we can give the resolution of a function into convergent and divergent parts the widest possible latitude. Of course all of this is dependent on how we choose a representative function from each equivalence class, and at this point we do not have any general theorems on how that choice will affect the definition of a generalized limit. But this approach does assure us that, however that choice is made, the resulting theory has a logical basis and that is the primary objective of this first attempt at eradicating divergence from analysis. We should also mention at this point that this formalism leaves out an important class of functions: those that are bounded but not convergent. In fact it is easy to show that for all choices of basis functions (f ) converges to zero when f is bounded, so that the reduction operation does not distinguish between convergent functions and divergent , but bounded, functions. Thus in the most general case we may only find that (f ) is bounded as x tends to infinity. Interestingly, it is possible to prove that for any choice of basis functions, all bounded functions are finitely reducible. This fact results from the fundamental theorem that every vector space has a basis. Since the set of all bounded functions is closed under the sum of two functions and the product of a function and a constant, it is a vector space. The essential new step here is to construct a vector space based on the behavior of functions as x tends to infinity. From that we can deduce that any bounded function is a finite linear combination of bounded basis functions. If we include the function f (x) = 1 in the basis set, then its coefficient can be taken as the limit of a bounded function. The problem of extracting a limit from bounded divergent functions is a distinct problem that needs to be studied in the context of oscillatory operations such as Fourier Transforms and Fourier Series, for which there is a large body of results. This type of problem does not arise with L-functions because they are ultimately monotonic, and a bounded monotonic function always converges to a limit. We will conclude by defining what we mean by a resolution of any L-function into divergent and convergent parts. While not complete, this definition represents a big step in the direction we want to travel, toward a complete and divergence free calculus.
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Definition 2 Suppose that f is an L-function, and a choice operator that assigns an asymptotically unique representative to every L-function. If for some ordinal number , (f ) is convergent while (f ) is unbounded when < , then c (x ) = (f ) is the convergent part of f and d (x ) = f (x ) - c (x ) is the divergent part of f.
References (1) T.E.Phipps, Jr. , Naval Ordnance Technical Report NOLTR 71-36 , 1 March 1971 (2) Idem , Phys. Essays 6 , No. 1 , 135 (1993) (3) Idem , Phys. Essays 6 , No. 3 , 440 (1993) (4) Idem , Phys. Essays 6 , No. 4 , 588 (1993) (5) D.E.Loeb, G-C Rota , Advances in Math. 75, No.1-118 , (1989) (6) G.H. Hardy, Divergent Series , (Oxford, 1949) (7) C.N. Moore, Summable Series and Convergence Factors, (Dover, NY, 1966) (8) R. Estrada, R.P. Kanwal, Asymptotic Analysis, a Distributional Approach , P.53 (Birkhauser,Boston, 1994)
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