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Backward-Euler fractional weights and positive partial sums
Statement
Let and let be the weights from Backward-Euler convolution quadrature for a Caputo equation. Then , for every , and for every complex with , For define Then where the empty product for is . For every ,
Facts & Assumptions
Given: and the coefficient recurrence in Backward-Euler convolution quadrature for a Caputo equation.
The real Gamma function by Euler's integral: for and .
Gautschi's inequality for the real Gamma function: for and , .
For , , and for the series diverges and If eventually, convergence of gives convergence of , and divergence of gives divergence of : converges for , and a series dominated termwise in absolute value by it converges absolutely.
A real power series about a centre, its interval of convergence, and its radius in and Inside its radius a real power series may be differentiated term by term, and the differentiated series has the same radius: a power series may be differentiated term by term inside its radius of convergence.
Continuity and derivatives of positive-base real powers, The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents, The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with , and Sums, scalar multiples, products and quotients: , , , and when : positive-base powers obey exponent laws and the chain/product rules, with for .
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.
A power-series sum is infinitely differentiable inside its radius and satisfies 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.
Principal-branch generating function for backward-Euler convolution quadrature: for , the coefficient series is the principal-branch power .
On positive reals, the principal branch power agrees with the published real power: when is real and , with the real-power convention.
Proof
The recurrence [F1] gives and, for , , since . It also gives for every . Hence converges absolutely for by [F5], and its radius is at least .
By [F10], the complex generating function equals the principal-branch power for . On the real interval , [F11] identifies it with in the real-power convention.
Since , [F8] and the geometric series [F5] give for real . Differentiate this real series by [F6] and the right side by [F7]. Comparing coefficients in yields for .
Iterating the recurrence from step 3.1 gives . By [F3], Thus the displayed Gamma formula follows; all factors are positive, and [F2] confirms the Gamma denominator is positive. This also covers with the empty product.
For , apply [F4] with and . It gives . Taking reciprocals and using step 4.1 yields .
Depends on
- Backward-Euler convolution quadrature for a Caputo equation
- Principal-branch generating function for backward-Euler convolution quadrature
- The real Gamma function by Euler's integral
- The real Gamma functional equation $\Gamma(s+1)=s\Gamma(s)$
- Gautschi's inequality for the real Gamma function
- A real power series about a centre, its interval of convergence, and its radius in $[0,+\infty]$
- Inside its radius a real power series may be differentiated term by term, and the differentiated series has the same radius
- Continuity and derivatives of positive-base real powers
- The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
- For $|r| < 1$, $\sum_{k \ge 0} r^k = 1/(1-r)$, and for $|r| \ge 1$ the series diverges
- If $0 \le a_k \le b_k$ eventually, convergence of $\sum b_k$ gives convergence of $\sum a_k$, and divergence of $\sum a_k$ gives divergence of $\sum b_k$
- Inside the common radius the product of two power-series sums is represented by the Cauchy product of their coefficients
- A power-series sum is infinitely differentiable inside its radius and satisfies $a_n=f^{(n)}(c)/\iota(n!)$ at its centre
- On positive reals, the principal branch power agrees with the published real power
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Sources
- Ralf Hiptmair, Advanced Numerical Methods for Computational Science and Engineering, lecture notes (2023), §3.3.2 (standard reference, not scraped)
- C. Lubich, Convolution Quadrature and Discretized Operational Calculus I, Numerische Mathematik 52 (1988), §1 (standard reference, not scraped)