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Range-reduced exponential, logarithm and arctangent series have certified tails

Statement

For ∣u∣≤1/2 and integer N≥1, set EN(u)=∑k=0Nuk/k! and RE=∣u∣N+1/((N+1)!(1−∣u∣/(N+2))). Then exp⁡(u)∈[EN(u)−RE,EN(u)+RE], and the lower endpoint is positive. For y∈[1,2], put v=(y−1)/(y+1) and LN(v)=2∑k=0Nv2k+1/(2k+1). Then ∣ln⁡y−LN(v)∣≤2∣v∣2N+3(2N+3)(1−v2). For every integer j and y>0, the natural logarithm also satisfies ln⁡(2jy)=jln⁡2+ln⁡y. For ∣t∣≤1/2, set AN(t)=∑k=0N(−1)kt2k+1/(2k+1). Then ∣arctan⁡t−AN(t)∣≤∣t∣2N+3(2N+3)(1−t2).

Facts & Assumptions

[L1]

Real elementary functions and their domains: exp⁡ is its absolutely convergent power series; ln⁡y=∫1ydt/t for y>0; and arctan⁡t=∫0tdu/(1+u2). Its integral-defined functions have the average-value difference quotient from the local Darboux construction.

[L2]

Mean value theorem on a closed real interval: if H is continuous on [u,v], differentiable on (u,v), and u<v, some w∈(u,v) satisfies H(v)−H(u)=H′(w)(v−u).

[L3]

Sum, product, quotient, and chain rules from difference quotients: differentiability implies continuity, and the sum, product, quotient, and composition rules hold for derivatives defined by difference quotients.

[L4]

Power series may be differentiated term by term inside their radius: inside the radius of convergence, a power series with an absolutely convergent derivative series has that termwise derivative.

[L5]

Real and complex modulus product and triangle inequalities: real absolute value is multiplicative and satisfies the triangle inequality.

[L6]

Elementary factorial and geometric series converge uniformly: factorial series and their formal derivatives converge on bounded intervals; geometric and odd power series and their derivatives converge inside radius one.

Proof

1.1givenL1L5L6algebra

For k≥N+1, consecutive absolute exponential terms have ratio ∣u∣/(k+1)≤q:=∣u∣/(N+2)<1. Their tail is bounded by the first omitted term times 1+q+q2+⋯=1/(1−q), giving RE. The defining power series lies between its partial sum plus or minus this absolute tail. For N≥1, the partial sum is at least 1−∣u∣≥1/2 by alternating-series grouping when u<0 and by positivity when u≥0; also RE≤(1/2)2/(2(1−1/6))=3/20<1/2. Thus the lower bound is positive.

1.2givenL1L2L3L4L6algebra

For y∈[1,2], v=(y−1)/(y+1)∈[0,1/3]. Set G(v)=2∑k=0∞v2k+1/(2k+1). Its derivative series is absolutely convergent for ∣v∣<1 by [L6], so [L4] gives G′(v)=2/(1−v2). By [L3], H(y)=G(v(y)) has derivative 4/((y+1)2(1−v2))=1/y. The integral definition [L1] has derivative 1/y, since its difference quotient is the average of the continuous integrand 1/t near y; also H(1)=ln⁡1=0. For y>1, apply [L2] to H−ln⁡ on [1,y]; its derivative is zero, so H(y)−ln⁡y=H(1)−ln⁡1=0. Equality at y=1 holds by the integral definition. Hence H(y)=ln⁡y on [1,2].

1.3givenL1L2L3algebra

Fix y>0 and let h(x)=ln⁡(xy)−ln⁡x for x>0. From [L1], the integral difference quotient gives (ln⁡x)′=1/x. The chain rule [L3] therefore gives h′(x)=y/(xy)−1/x=0. Applying [L2] on the positive segment between 1 and any x>0 shows h(x)=h(1)=ln⁡y, so ln⁡(xy)=ln⁡x+ln⁡y. Repeated use gives the identity for positive integer powers of 2; applying it to 2⋅(1/2)=1 gives ln⁡(1/2)=−ln⁡2, hence the same identity for negative integer powers and j=0. Thus ln⁡(2jy)=jln⁡2+ln⁡y for every integer j.

1.4givenL1L2L4L5L6algebra

For ∣t∣≤1/2, the power series P(t)=∑k=0∞(−1)kt2k+1/(2k+1) has radius 1 by [L6], and [L4] gives P′(t)=∑k≥0(−1)kt2k=1/(1+t2) by the geometric series. The integral definition [L1] has the same derivative by the average-value difference quotient and the same value 0 at t=0. If t>0, [L2] applied to P−arctan⁡ on [0,t] gives equality; if t<0, apply [L2] on [t,0]; at t=0 both are zero. Thus P(t)=arctan⁡t on the stated interval.

2.1step 1.2L5L6algebra

For each k≥N+1, the absolute logarithm-series term is at most 2∣v∣2N+3∣v∣2(k−N−1)/(2N+3). Summing this geometric majorant gives 2∣v∣2N+3/((2N+3)(1−v2)). Removing the first N+1 terms of H leaves exactly this bounded tail.

3.1step 1.4L5L6algebra∎

For every omitted term index k≥N+1, its magnitude is at most ∣t∣2N+3∣t∣2(k−N−1)/(2N+3). Summing gives the displayed geometric tail, so AN(t) plus or minus that tail encloses arctan⁡t.

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Sources