The Euler-Maclaurin formula, Bernoulli numbers, the zeta function, and real-variable analytic continuation | What's new

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The Euler-Maclaurin formula, Bernoulli numbers, the

zeta function, and real-variable analytic continuation
10 April, 2010 in expository, math.CA, math.CV, math.NT | Tags: analytic continuation, Bernoulli numbers, elementary number theory,
Euler summation formula, Riemann zeta function

The Riemann zeta function

is defined in the region

Thus, for instance, it is known that

by the absolutely convergent series

, and thus

For
, the series on the right-hand side of (1) is no longer absolutely convergent, or even conditionally
convergent. Nevertheless, the function can be extended to this region (with a pole at
) by analytic
continuation. For instance, it can be shown that after analytic continuation, one has
,
, and
, and more generally

for
, where
are the Bernoulli numbers. If one formally applies (1) at these values of , one
obtains the somewhat bizarre formulae

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and

Clearly, these formulae do not make sense if one stays within the traditional way to evaluate infinite series, and
so it seems that one is forced to use the somewhat unintuitive analytic continuation interpretation of such sums
to make these formulae rigorous. But as it stands, the formulae look wrong for several reasons. Most
obviously, the summands on the left are all positive, but the right-hand sides can be zero or negative. A little
more subtly, the identities do not appear to be consistent with each other. For instance, if one adds (4) to (5), one
obtains

whereas if one subtracts from (5) one obtains instead

and the two equations seem inconsistent with each other.

However, it is possible to interpret (4), (5), (6) by purely real-variable methods, without recourse to complex
analysis methods such as analytic continuation, thus giving an elementary interpretation of these sums that
only requires undergraduate calculus; we will later also explain how this interpretation deals with the apparent
inconsistencies pointed out above.
To see this, let us first consider a convergent sum such as (2). The classical interpretation of this formula is the
assertion that the partial sums

converge to

as

, or in other words that

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where

denotes a quantity that goes to zero as

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. Actually, by using the integral test estimate

we have the sharper result

Thus we can view

as the leading coefficient of the asymptotic expansion of the partial sums of

One can then try to inspect the partial sums of the expressions in (4), (5), (6), but the coefficients bear no
obvious relationship to the right-hand sides:

For (7), the classical Faulhaber formula (or Bernoulli formula) gives

for

, which has a vague resemblance to (7), but again the connection is not particularly clear.

The problem here is the discrete nature of the partial sum

which (if

is viewed as a real number) has jump discontinuities at each positive integer value of

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. These
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discontinuities yield various artefacts when trying to approximate this sum by a polynomial in . (These
artefacts also occur in (2), but happen in that case to be obscured in the error term
; but for the
divergent sums (4), (5), (6), (7), they are large enough to cause real trouble.)
However, these issues can be resolved by replacing the abruptly truncated partial sums
with smoothed
sums
, where
is a cutoff function, or more precisely a compactly supported
bounded function that equals at . The case when is the indicator function
then corresponds to the
traditional partial sums, with all the attendant discretisation artefacts; but if one chooses a smoother cutoff, then
these artefacts begin to disappear (or at least become lower order), and the true asymptotic expansion becomes
more manifest.
Note that smoothing does not affect the asymptotic value of sums that were already absolutely convergent,
thanks to the dominated convergence theorem. For instance, we have

whenever is a cutoff function (since

pointwise as
and is uniformly bounded). If is
equal to on a neighbourhood of the origin, then the integral test argument then recovers the
decay
rate:

However, smoothing can greatly improve the convergence properties of a divergent sum. The simplest example
is Grandis series

The partial sums

oscillate between and , and so this series is not conditionally convergent (and certainly not absolutely
convergent). However, if one performs analytic continuation on the series

and sets
, one obtains a formal value of
for this series. This value can also be obtained by smooth
summation. Indeed, for any cutoff function , we can regroup

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If is twice continuously differentiable (i.e.

), then from Taylor expansion we see that the summand has
size
, and also (from the compact support of ) is only non-zero when
. This leads to the
asymptotic

and so we recover the value of

as the leading term of the asymptotic expansion.

Exercise 1 Show that if is merely once continuously differentiable (i.e.

),
then we have a similar asymptotic, but with an error term of
instead of
.
This is an instance of a more general principle that smoother cutoffs lead to better
error terms, though the improvement sometimes stops after some degree of
regularity.

Remark 1 The most famous instance of smoothed summation is Cesro summation,

which corresponds to the cutoff function
. Unsurprisingly, when
Cesro summation is applied to Grandis series, one again recovers the value of .
If we now revisit the divergent series (4), (5), (6), (7) with smooth summation in mind, we finally begin to see
the origin of the right-hand sides. Indeed, for any fixed smooth cutoff function , we will shortly show that

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and more generally

for any fixed

where

is the Archimedean factor

(which is also essentially the Mellin transform of ). Thus we see that the values (4), (5), (6), (7) obtained by
analytic continuation are nothing more than the constant terms of the asymptotic expansion of the smoothed
partial sums. This is not a coincidence; we will explain the equivalence of these two interpretations of such
sums (in the model case when the analytic continuation has only finitely many poles and does not grow too fast
at infinity) below the fold.
This interpretation clears up the apparent inconsistencies alluded to earlier. For instance, the sum
consists only of non-negative terms, as does its smoothed partial sums
(if is non-negative). Comparing this with (12), we see that this forces the highest-order
term
to be non-negative (as indeed it is), but does not prohibit the lower-order constant term
from
being negative (which of course it is).
Similarly, if we add together (12) and (11) we obtain

while if we subtract from (12) we obtain

These two asymptotics are not inconsistent with each other; indeed, if we shift the index of summation in (17),
we can write

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and so we now see that the discrepancy between the two sums in (8), (9) come from the shifting of the cutoff
, which is invisible in the formal expressions in (8), (9) but become manifestly present in the smoothed
sum formulation.

Exercise 2 By Taylor expanding

and using (11), (18) show that (16) and
(17) are indeed consistent with each other, and in particular one can deduce the latter
from the former.
1. Smoothed asymptotics
We now prove (11), (12), (13), (14). We will prove the first few asymptotics by ad hoc methods, but then switch
to the systematic method of the Euler-Maclaurin formula to establish the general case.
For sake of argument we shall assume that the smooth cutoff
is supported in the interval
(the
general case is similar, and can also be deduced from this case by redefining the parameter). Thus the sum
is now only non-trivial in the range
.
To establish (11), we shall exploit the trapezoidal rule. For any smooth function
, we see from Taylor expansion that

for any

, and on an interval

. In particular we have

and

eliminating

, we conclude that

Summing in , we conclude the trapezoidal rule

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We apply this with

, which has a

norm of

But from (15) and a change of variables, the left-hand side is just

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from the chain rule, and conclude that

. This gives (11).

The same argument does not quite work with (12); one would like to now set
, but the
norm is now too large (
instead of
). To get around this we have to refine the trapezoidal rule
by performing the more precise Taylor expansion

where

. Now we have

and

We cannot simultaneously eliminate both

and

. However, using the additional Taylor expansion

one obtains

and thus on summing in , and assuming that vanishes to second order at

We apply this with

; also,

, one has (by telescoping series)

. After a few applications of the chain rule and product rule, we see that
,
, and
. This gives (12).

The proof of (13) is similar. With a fourth order Taylor expansion, the above arguments give

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and

Here we have a minor miracle (equivalent to the vanishing of the third Bernoulli number
automatically eliminated when we eliminate the
term, yielding

) that the

term is

and thus

With
norm is

, the left-hand side is

, giving (13).

, the first two terms on the right-hand side vanish, and the

Now we do the general case (14). We define the Bernoulli numbers

for all

recursively by the formula

, or equivalently

The first few values of

can then be computed:

From (19) we see that

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for any polynomial (with

being the -fold derivative of ); indeed, (19) is precisely this identity with
, and the general case then follows by linearity.
As (20) holds for all polynomials, it also holds for all formal power series (if we ignore convergence issues). If
we then replace by the formal power series

we conclude the formal power series (in ) identity

leading to the familiar generating function

for the Bernoulli numbers.

If we apply (20) with

equal to the antiderivative of another polynomial , we conclude that

which we rearrange as the identity

which can be viewed as a precise version of the trapezoidal rule in the polynomial case. Note that if
degree , the only the summands with
can be non-vanishing.

has

Now let be a smooth function. We have a Taylor expansion

for

and some polynomial

for

and

of degree at most

; also

. We conclude that

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Translating this by an arbitrary integer

(which does not affect the

Summing the telescoping series, and assuming that

Euler-Maclaurin formula

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norm), we obtain

vanishes to a sufficiently high order at

, we conclude the

We apply this with

. The left-hand side is
. All the terms in the sum vanish except for
the
term, which is
. Finally, from many applications of the product rule and chain rule (or by
viewing
where is the smooth function
) we see that
, and the claim (14) follows.

Remark 2 By using a higher regularity norm than the

norm, we see that the
error term
can in fact be improved to
for any fixed
, if is
sufficiently smooth.

Exercise 3 Use (21) to derive Faulhabers formula (10). Note how the presence of
boundary terms at cause the right-hand side of (10) to be quite different from the
right-hand side of (14); thus we see how non-smooth partial summation creates
artefacts that can completely obscure the smoothed asymptotics.
2. Connection with analytic continuation
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Now we connect the interpretation of divergent series as the constant term of smoothed partial sum asymptotics,
with the more traditional interpretation via analytic continuation. For sake of concreteness we shall just discuss
the situation with the Riemann zeta function series
, though the connection extends to far more general
series than just this one.
In the previous section, we have computed asymptotics for the partial sums

when is a negative integer. A key point (which was somewhat glossed over in the above analysis) was that the
function
was smooth, even at the origin; this was implicitly used to bound various
norms in the
error terms.
Now suppose that is a complex number with
, which is not necessarily a negative integer. Then
becomes singular at the origin, and the above asymptotic analysis is not directly applicable. However,
if one instead considers the telescoped partial sum

with equal to near the origin, then by applying (22) to the function
(which vanishes near the origin, and is now smooth everywhere), we soon obtain the asymptotic

Applying this with

equal to a power of two and summing the telescoping series, one concludes that

for some complex number

which is basically the sum of the various
terms appearing in (23). By
modifying the above arguments, it is not difficult to extend this asymptotic to other numbers than powers of
two, and to show that
is independent of the choice of cutoff .
From (24) we have

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which can be viewed as a definition of in the region

. For instance, from (14), we have now proven
(3) with this definition of
. However it is difficult to compute
exactly for most other values of .
For each fixed , it is not hard to see that the expression
is complex analytic in .
Also, by a closer inspection of the error terms in the Euler-Maclaurin formula analysis, it is not difficult to show
that for in any compact region of
, these expressions converge uniformly as
.
Applying Moreras theorem, we conclude that our definition of
is complex analytic in the region
.
We still have to connect this definition with the traditional definition (1) of the zeta function on the other half of
the complex plane. To do this, we observe that

for

large enough. Thus we have

for
. The point of doing this is that this definition also makes sense in the region
(due to the
absolute convergence of the sum
and integral
. By using the trapezoidal rule, one also sees
that this definition makes sense in the region
, with locally uniform convergence there also. So we in
fact have a globally complex analytic definition of
, and thus a meromorphic definition of
on
the complex plane. Note also that this definition gives the asymptotic

near

, where is Eulers constant.

We have thus seen that asymptotics on smoothed partial sums of gives rise to the familiar meromorphic
properties of the Riemann zeta function
. It turns out that by combining the tools of Fourier analysis and
complex analysis, one can reverse this procedure and deduce the asymptotics of from the meromorphic
properties of the zeta function.
Lets see how. Fix a complex number with
, and a smooth cutoff function
equals one near the origin, and consider the expression

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which

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where

is a large number. We let

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be a large number, and rewrite this as

where

The function

is in the Schwartz class. By the Fourier inversion formula, it has a Fourier representation

where

and so (26) can be rewritten as

The function
is also Schwartz. If
(1) to rewrite (26) as

is large enough, we may then interchange the integral and sum and use

Now we have

integrating by parts (which is justified when

is large enough) we have

where

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We can thus write (26) as a contour integral

Note that is compactly supported away from zero, which makes

an entire function of
,
which is uniformly bounded whenever is bounded. Furthermore, from repeated integration by parts we see
that
is rapidly decreasing as
, uniformly for in a compact set. Meanwhile, standard
estimates show that
is of polynomial growth in for in a compact set. Finally, the meromorphic
function
has a simple pole at
(with residue
) and at
(with residue
). Applying the residue theorem, we can write (26) as

for any
. Using the various bounds on and , we see that the integral is
parts we have
and

. From integration by

and thus we have

for any

, which is (14) (with the refined error term indicated in Remark 2).

The above argument reveals that the simple pole of

at
is directly connected to the
the asymptotics of the smoothed partial sums. More generally, if a Dirichlet series

term in

has a meromorphic continuation to the entire complex plane, and does not grow too fast at infinity, then one
(heuristically at least) has the asymptotic

where ranges over the poles of

explicit formula

, and

are the residues at those poles. For instance, one has the famous

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where is the von Mangoldt function, are the non-trivial zeroes of the Riemann zeta function (counting
multiplicity, if any), and
is an error term (basically arising from the trivial zeroes of zeta); this ultimately
reflects the fact that the Dirichlet series

has a simple pole at

(with residue ) and simple poles at every zero of the zeta function with residue
(weighted again by multiplicity, though it is not believed that multiple zeroes actually exist).
The link between poles of the zeta function (and its relatives) and asymptotics of (smoothed) partial sums of
arithmetical functions can be used to compare elementary methods in analytic number theory with complex
methods. Roughly speaking, elementary methods are based on leading term asymptotics of partial sums of
arithmetical functions, and are mostly based on exploiting the simple pole of at
(and the lack of a
simple zero of Dirichlet -functions at
); in contrast, complex methods also take full advantage of the
zeroes of and Dirichlet -functions (or the lack thereof) in the entire complex plane, as well as the functional
equation (which, in terms of smoothed partial sums, manifests itself through the Poisson summation formula).
Indeed, using the above correspondences it is not hard to see that the prime number theorem (for instance) is
equivalent to the lack of zeroes of the Riemann zeta function on the line
.
With this dictionary between elementary methods and complex methods, the Dirichlet hyperbola method in
elementary analytic number theory corresponds to analysing the behaviour of poles and residues when
multiplying together two Dirichlet series. For instance, by using the formula (11) and the hyperbola method,
together with the asymptotic

which can be obtained from the trapezoidal rule and the definition of , one can obtain the asymptotic

where
is the divisor function (and in fact one can improve the
being more careful); this corresponds to the fact that the Dirichlet series

has a double pole at

bound substantially by

with expansion

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and no other poles, which of course follows by multiplying (25) with itself.

Remark 3 In the literature, elementary methods in analytic number theorem often

use sharply truncated sums rather than smoothed sums. However, as indicated
earlier, the error terms tend to be slightly better when working with smoothed sums
(although not much gain is obtained in this manner when dealing with sums of
functions that are sensitive to the primes, such as , as the terms arising from the
zeroes of the zeta function tend to dominate any saving in this regard).

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Comments feed for this article

10 April, 2010 at 5:01 pmDo

Allen Knutson

8
0
Reply

you understand how Plancks black-body radiation formula should be related

to Euler-Maclaurin? I dont think Im even asking the question correctly, but
confident you can deal with that part.

Rate This

10 April, 2010 at 8:44 pmAh,

I remember discussing these sorts of questions back in grad school :-)

Terence Tao
Well, ostensibly most visible connection between the two is that the expression
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