The Summation of Series
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This volume was written by a prominent mathematician and educator whose interests encompassed the history of mathematics, statistics, modeling in economics, mathematical physics, and other disciplines. The book is suitable for students, researchers, and applied mathematicians in many areas of mathematics, computer science, and engineering.
Harold T. Davis
Harold Thayer Davis (5 October 1892 - 14 November 1974) was a mathematician, statistician, and econometrician, known for the Davis distribution. Through his sister Marjorie, he also had a strong interest in and appreciation of Classical languages and Classical culture. Born in Beatrice, Nebraska, he received his A.B. from Colorado College (1915), his M.A. from Harvard University (1919) and his PhD under Edward Burr Van Vleck from the University of Wisconsin in 1926. He worked as a mathematics instructor at the University of Wisconsin from 1920-1923, and then as a mathematics professor at the Indiana University Bloomington from 1923-1937. In 1937, he became a professor at Northwestern University in the mathematics department and was selected for the position of department chair in 1942. Davis was the author of many articles in refereed journals and numerous books and monographs. He was an associate editor of Econometrica, Isis, and the Bulletin of the American Mathematical Society, and was elected a Fellow the Econometric Society. He died in Bloomington, Indiana in 1974 aged 82.
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The Summation of Series - Harold T. Davis
SERIES
PREFACE
The purpose of this small volume is to advance the reader’s understanding of the problem of the summation of series, with special emphasis upon the case of finite limits. In most texts scant attention is paid to this subject, since the emphasis is necessarily upon the techniques of integration. The student thus acquires so little knowledge of the methods of summation that he usually has difficulty in finding the sums of even the simplest functions. Beyond the elementary cases of arithmetic and geometric progressions, his knowledge is of a vague and unsatisfactory kind. It is to remedy this deficiency that the present book is dedicated.
The device used here is to exhibit differences and summations as the analogues of derivatives and integrals in the infinitesimal calculus. Summation formulas are derived as the inverses of differences in the same way that integration formulas are obtained as the inverses of derivatives. The writer thus introduces as his central exhibit a Table of Finite Sums, which began with a smaller collection of 41 formulas assembled by Dr. H. E. H. Greenleaf a number of years ago. This collection was later extended by Edwin Greenstein, to which some additions and emendations have been made by the writer.
CHAPTER 1
THE CALCULUS OF FINITE DIFFERENCES
1. Finite Differences. The demands not only of statistics, but of physical science as well, have made desirable some knowledge of what is called the calculus of finite differences to distinguish it from the infinitesimal calculus. The calculus of finite differences can be divided into two parts, one concerned with differences, called the difference calculus, and the other concerned with summations, called the summation calculus. These resemble in many details the differential and integral calculus.
Since the elements of the calculus of finite differences are readily understood by any one who has mastered the principles of the infinitesimal calculus, it will be possible to develop readily many of the important features of this very useful discipline.
By the difference of a function f(x), designated by Δf(x), or simply Δf, we mean the expression
where d is the difference interval.
That the differential calculus is in a sense the limiting form of the difference calculus is at once observed from the following limit:
In most of the discussion which follows it will simplify the analysis to assume that the difference interval is 1, that is to say, we shall concern ourselves with the special difference defined by
Examples of differences are given by the following:
The difference calculus can now be developed exactly as the differential calculus was developed by obtaining a set of fundamental formulas. Some of these are obtained by inspection. Thus, denoting by u, v, and w given functions of x, we obtain at once the following:
2. The Factorial Symbols. If we form the differences of x² and x² we obtain 2x + 1 and 3x² + 3x + 1 respectively, that is, x² = 2x + 1 and Δx² = 3x² + 3x . But this same simplicity can be restored to the symbols of the difference calculus if xn is replaced by what is called the nth factorial x, represented by the symbol x(n) and defined as follows :
Thus we have,
and in general,
If the factorial index is a negative number, then the nth reciprocal factorial x, represented by the symbol x(−n), is denned as follows:
For n = 2 and 3, we get
and in general,
Example 1. Find the difference of
Solution:
Example 2. Show that x⁴ = x; + 7x(2) + 6x(3) + x(4) and from this identity compute the difference of x⁴.
Solution: Since both sides of the given equation are polynomials of fourth degree they can be shown to be identical if they coincide for five different values of x. For x = 0 and 1 the agreement is obvious. For x = 2, we get 16 = 2 + 7·2 = 16; for x = 3, 81 = 3 + 7·6 + 6·6 = 81 ; and for x = 4, 256 = 4 + 7·4·3 + 6·4·3·2 + 4·3·2·1 = 4 + 84 + 144 + 24 = 256. The identity is thus established.
The difference of x⁴ is thus found to be
PROBLEMS.
Find the differences of the following functions :
1.x²
Ans. 2x + 1.
.
Ans.
4.x(2) − x(−2)
.
Ans.
.
.
Ans.
8.Express x³ as the sum of factorials.
Ans. x³ = x(3) + 3x(2) + x.
9.Use the result of Problem 8 to evaluate Δx³.
Ans. 3x(2) + 6x + 1.
3. Table of Differences and Its Application. For convenience of application the following table of differences has been formed. This table is analogous to the one given in most works on the differential calculus.
TABLE OF DIFFERENCES.
(1)Δc = 0, where c is a constant.
(2)Δ(cu) = cΔu.
(3)Δx = 1.
(4)Δ(u + v + w) = Δu + Δv + Δw.
(5)Δuxvx = vx+1Δux + uxΔvx = ux+1Δux + uxΔux.
(7)Δx(n) = nx(n−1).
(8)Δx(−n) = −nx(−n−1).
(9)Δ2x = 2x.
(10)Δax = (a − 1)ax.
(11)Δsin (ax + ba cos (ax + b a).
(12)Δcos (ax + ba sin (ax + b a).
(13)Δtan (ax + b) = sin a sec (ax + b) sec (ax + a + b).
(14)Δcot (ax + b) = −sin a csc (ax + b) csc (ax + a + b).
(15)
(16)
Formulas (1) through (4) were discussed in Section 1 and formulas (7) and (8) were derived in Section 2. The others are similarly obtained as