時間序列︰生成函數‧漸近展開︰白努利 □○《九下》

方法能傳精神難,善用方法不簡單。

天生精神自己有,博學廣思勤鍛鍊。

 

Kline 教授說︰

s_{2n} = \sum \limits_{\nu=1}^{\infty} \frac{1}{{\nu}^{2 n}} = {(-1)}^{n-1} \frac{{(2 \pi)}^{2 n}}{2 (2n)!} B_{2 n}

此處 B_{2n} 為白努利數。

是歐拉最好的勝利。

作者不知歐拉如何證明得到,不敢亂說。一位知道『留數定理』者

Residue theorem

In complex analysis, the residue theorem, sometimes called Cauchy’s residue theorem, is a powerful tool to evaluate line integrals of analytic functions over closed curves; it can often be used to compute real integrals as well. It generalizes the Cauchy integral theorem and Cauchy’s integral formula. From a geometrical perspective, it is a special case of the generalized Stokes’ theorem.

 

Illustration of the setting.

The statement is as follows:

Let U be a simply connected open subset of the complex plane containing a finite list of points a1, …, an, and f a function defined and holomorphic on U \ {a1,…,an}. Let γ be a closed rectifiable curve in U which does not meet any of the ak, and denote the winding number of γ around ak by I(γ, ak). The line integral of f around γ is equal to i times the sum of residues of f at the points, each counted as many times as γ winds around the point:

{\displaystyle \oint _{\gamma }f(z)\,dz=2\pi i\sum _{k=1}^{n}\operatorname {I} (\gamma ,a_{k})\operatorname {Res} (f,a_{k}).}

If γ is a positively oriented simple closed curve, I(γ, ak) = 1 if ak is in the interior of γ, and 0 if not, so

{\displaystyle \oint _{\gamma }f(z)\,dz=2\pi i\sum \operatorname {Res} (f,a_{k})}

with the sum over those ak inside γ.

The relationship of the residue theorem to Stokes’ theorem is given by the Jordan curve theorem. The general plane curve γ must first be reduced to a set of simple closed curves {γi} whose total is equivalent to γ for integration purposes; this reduces the problem to finding the integral of f dz along a Jordan curve γi with interior V. The requirement that f be holomorphic on U0 = U \ {ak} is equivalent to the statement that the exterior derivative d(f dz) = 0 on U0. Thus if two planar regions V and W of U enclose the same subset {aj} of {ak}, the regions V \ W and W \ V lie entirely in U0, and hence

{\displaystyle \int _{V\backslash W}d(f\,dz)-\int _{W\backslash V}d(f\,dz)}

is well-defined and equal to zero. Consequently, the contour integral of f dz along γj = ∂V is equal to the sum of a set of integrals along paths λj, each enclosing an arbitrarily small region around a single aj — the residues of f (up to the conventional factor i) at {aj}. Summing over {γj}, we recover the final expression of the contour integral in terms of the winding numbers {I(γ, ak)}.

In order to evaluate real integrals, the residue theorem is used in the following manner: the integrand is extended to the complex plane and its residues are computed (which is usually easy), and a part of the real axis is extended to a closed curve by attaching a half-circle in the upper or lower half-plane, forming a semicircle. The integral over this curve can then be computed using the residue theorem. Often, the half-circle part of the integral will tend towards zero as the radius of the half-circle grows, leaving only the real-axis part of the integral, the one we were originally interested in.

 

倒是可以藉著

\pi \cot(\pi z) = \lim \limits_{N \to \infty} \sum \limits_{n = -N}^{N} {(z-n)}^{-1}

= \frac{1}{z} + \sum \limits_{n = 1}^{\infty} \frac{2 z}{z^2 - n^2}

Example 2

The fact that π cot(πz) has simple poles with residue one at each integer can be used to compute the sum

{\displaystyle \displaystyle \sum _{n=-\infty }^{\infty }f(n).}

Consider, for example, f(z) = z−2. Let ΓN be the rectangle that is the boundary of [−N1/2, N + 1/2]2 with positive orientation, with an integer N. By the residue formula,

{\displaystyle {\frac {1}{2\pi i}}\int _{\Gamma _{N}}f(z)\pi \cot(\pi z)\,dz=\operatorname {Res} \limits _{z=0}+\sum _{n=-N \atop n\neq 0}^{N}n^{-2}}.

The left-hand side goes to zero as N → ∞ since the integrand has order O(N−2). On the other hand,[1]

{\displaystyle {\frac {z}{2}}\cot \left({\frac {z}{2}}\right)=1-B_{2}{\frac {z^{2}}{2!}}+\cdots ,\,B_{2}={\tfrac {1}{6}}.}

(In fact, z/2 cot(z/2) = iz/1 − eiziz/2.) Thus, the residue Resz = 0 is π2/3. We conclude:

  {\displaystyle \sum _{n=1}^{\infty }{\frac {1}{n^{2}}}={\frac {\pi ^{2}}{6}}}

which is a proof of the Basel problem.

The same trick can be used to establish

  {\displaystyle \pi \cot(\pi z)=\lim _{N\to \infty }\sum _{n=-N}^{N}(z-n)^{-1}}

that is, the Eisenstein series.

We take f(z) = (wz)−1 with w a non-integer and we shall show the above for w. The difficulty in this case is to show the vanishing of the contour integral at infinity. We have:

  {\displaystyle \int _{\Gamma _{N}}{\frac {\pi \cot(\pi z)}{z}}\,dz=0}

since the integrand is an even function and so the contributions from the contour in the left-half plane and the contour in the right cancel each other out. Thus,

{\displaystyle \int _{\Gamma _{N}}f(z)\pi \cot(\pi z)\,dz=\int _{\Gamma _{N}}\left({\frac {1}{w-z}}+{\frac {1}{z}}\right)\pi \cot(\pi z)\,dz}

goes to zero as N → ∞.

See the corresponding article in French Wikipedia for further examples.

 

與白努利數生成函數 G(t) = \frac{t}{e^t -1} = \sum \limits_{n=0}^{\infty} B_n \frac{t^n}{n!} 的『偶函數』部份

\frac{1}{2} ( G(t) + G(-t))

= \frac{t}{2} \cdot \frac{e^{t/2} + e^{- t/2}}{e^{t/2} - e^{- t/2}}

= \frac{1}{2}  t \coth(\frac{1}{2} t)

以及

\cot(z) = i \coth(iz)

得到兩種 \cot(z) 之『表達式』。

因此就『ㄡㄌㄚ˙』得知矣☆