Commutative algebra

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In mathematics, summation by parts transforms the summation of products of sequences into other summations, often simplifying the computation or (especially) estimation of certain types of sums. The summation by parts formula is sometimes called Abel's lemma or Abel transformation.

Statement

Suppose {fk} and {gk} are two sequences. Then,

k=mnfk(gk+1gk)=[fn+1gn+1fmgm]k=mngk+1(fk+1fk).

Using the forward difference operator Δ, it can be stated more succinctly as

k=mnfkΔgk=[fn+1gn+1fmgm]k=mngk+1Δfk,

Note that summation by parts is an analogue to the integration by parts formula,

fdg=fggdf.

Note also that although applications almost always deal with convergence of sequences, the statement is purely algebraic and will work in any field. It will also work when one sequence is in a vector space, and the other is in the relevant field of scalars.

Newton series

The formula is sometimes given in one of these - slightly different - forms

k=0nfkgk=f0k=0ngk+j=0n1(fj+1fj)k=j+1ngk=fnk=0ngkj=0n1(fj+1fj)k=0jgk,

which represent a special cases (M=1) of the more general rule

k=0nfkgk=i=0M1f0(i)Gi(i+1)+j=0nMfj(M)Gj+M(M)==i=0M1(1)ifni(i)G~ni(i+1)+(1)Mj=0nMfj(M)G~j(M);

both result from iterated application of the initial formula. The auxiliary quantities are Newton series:

fj(M):=k=0M(1)Mk(Mk)fj+k

and

Gj(M):=k=jn(kj+M1M1)gk,
G~j(M):=k=0j(jk+M1M1)gk.

A remarkable, particular (M=n+1) result is the noteworthy identity

k=0nfkgk=i=0nf0(i)Gi(i+1)=i=0n(1)ifni(i)G~ni(i+1).

Here, (nk) is the binomial coefficient.

Method

For two given sequences (an) and (bn), with n, one wants to study the sum of the following series:
SN=n=0Nanbn

If we define Bn=k=0nbk,  then for every n>0,  bn=BnBn1  and

SN=a0b0+n=1Nan(BnBn1),
SN=a0b0a1B0+aNBN+n=1N1Bn(anan+1).

Finally  SN=aNBNn=0N1Bn(an+1an).

This process, called an Abel transformation, can be used to prove several criteria of convergence for SN .

Similarity with an integration by parts

The formula for an integration by parts is abf(x)g(x)dx=[f(x)g(x)]ababf(x)g(x)dx
Beside the boundary conditions, we notice that the first integral contains two multiplied functions, one which is integrated in the final integral ( g becomes g ) and one which is differentiated ( f becomes f ).

The process of the Abel transformation is similar, since one of the two initial sequences is summed ( bn becomes Bn ) and the other one is differenced ( an becomes an+1an ).

Applications

The Cauchy criterion gives SMSN=aMBMaNBN+n=NM1Bn(an+1an).

As bn is convergent, BN is bounded independently of N, say by B. As an go to zero, so go the first two terms. The remaining sum is bounded by

n=NM1|Bn||an+1an|Bn=NM1|an+1an|=B(aNaM)

by the monotonicity of an, and also goes to zero as N.

  • Using the same proof as above, one shows that
  1. if the partial sums BN remain bounded independently of N ;
  2. if n=0|an+1an|< (so that the sum n=NM1|an+1an| goes to zero as N goes to infinity) ; and
  3. if liman=0

then SN=n=0Nanbn is a convergent series.

In both cases, the sum of the series verifies: |S|=|n=0anbn|Bn=0|an+1an|

See also

References