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Backward-Euler fractional weights and positive partial sums

Statement

Let 0<α<1 and let (ωj) be the weights from Backward-Euler convolution quadrature for a Caputo equation. Then ω0=1, ωj<0 for every j≥1, and for every complex z with ∣z∣<1, ∑j=0∞ωjzj=(1−z)Log⁡α. For n≥0 define pn:=∑j=0nωj. Then pn=∏k=1n(1−αk)=Γ(n+1−α)Γ(1−α)Γ(n+1)>0, where the empty product for n=0 is 1. For every n≥1, pn≥(n+1)−αΓ(1−α).

Facts & Assumptions

Given: 0<α<1 and the coefficient recurrence in Backward-Euler convolution quadrature for a Caputo equation.

[F1]

Backward-Euler convolution quadrature for a Caputo equation: ω0=1 and ωj=((j−1−α)/j)ωj−1 for j≥1.

[F2]

The real Gamma function by Euler's integral: Γ(x)>0 for x>0 and Γ(1)=1.

[F3]

The real Gamma functional equation Γ(s+1)=sΓ(s): Γ(x+1)=xΓ(x) for x>0.

[F4]

Gautschi's inequality for the real Gamma function: for x>0 and 0≤s≤1, x1−s≤Γ(x+1)/Γ(x+s)≤(x+1)1−s.

[F8]

Inside the common radius the product of two power-series sums is represented by the Cauchy product of their coefficients: inside the common convergence radius, the product of two power-series sums has the Cauchy product coefficients.

[F9]

A power-series sum is infinitely differentiable inside its radius and satisfies an=f(n)(c)/ι(n!) at its centre: the coefficients of a power series equal to another power series near its centre agree, since they are the normalized derivatives at that centre.

[F10]

Principal-branch generating function for backward-Euler convolution quadrature: for ∣z∣<1, the coefficient series is the principal-branch power (1−z)Log⁡α.

[F11]

On positive reals, the principal branch power agrees with the published real power: when z is real and ∣z∣<1, (1−z)Log⁡α=(1−z)α with the real-power convention.

Proof

1.1givenF1F5algebra

The recurrence [F1] gives ω1=−α<0 and, for j≥2, ωj=((j−1−α)/j)ωj−1<0, since 0<(j−1−α)/j<1. It also gives ∣ωj∣≤1 for every j. Hence W(z):=∑j≥0ωjzj converges absolutely for ∣z∣<1 by [F5], and its radius is at least 1.

2.1step 1.1F10F11

By [F10], the complex generating function equals the principal-branch power for ∣z∣<1. On the real interval (−1,1), [F11] identifies it with (1−z)α in the real-power convention.

3.1step 2.1F5F6F7F8F9algebra

Since pn=∑j=0nωj, [F8] and the geometric series [F5] give P(z):=∑n≥0pnzn=W(z)/(1−z)=(1−z)α−1 for real z∈(−1,1). Differentiate this real series by [F6] and the right side by [F7]. Comparing coefficients in (1−z)P′(z)=(1−α)P(z) yields (n+1)pn+1=(n+1−α)pn for n≥0.

4.1step 3.1F2F3algebra

Iterating the recurrence from step 3.1 gives pn=∏k=1n(k−α)/k. By [F3], ∏k=1n(k−α)=Γ(n+1−α)Γ(1−α),∏k=1nk=Γ(n+1). Thus the displayed Gamma formula follows; all factors are positive, and [F2] confirms the Gamma denominator is positive. This also covers n=0 with the empty product.

5.1step 4.1F2F4algebra∎

For n≥1, apply [F4] with x=n and s=1−α. It gives nα≤Γ(n+1)/Γ(n+1−α)≤(n+1)α. Taking reciprocals and using step 4.1 yields pn≥(n+1)−α/Γ(1−α).

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