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An analytic-strip error bound for the infinite trapezoid sum
Statement
Let , , , and let be holomorphic on the strip and continuous on its closed substrip . Suppose there are such that Put and . Then the infinite trapezoid sum converges absolutely and
Facts & Assumptions
Given: The strip hypotheses above, , and the complex exponential/trigonometric conventions.
Complex differentiability at a point, the complex derivative, holomorphic functions, and entire functions: holomorphic means complex differentiable on an open set.
The zero sets of sine and cosine and the least positive common period 2 pi and Quarter-turn values and shifts by pi/2 and pi: the real sine zeros are , and .
The residue theorem for a null-homologous cycle: for a meromorphic function on an open domain and an admissible cycle, the contour integral equals times the sum of residues multiplied by the corresponding winding indices. Admissibility means that the cycle avoids poles and has index zero outside the domain (Admissible cycles for the residue theorem, Null-homologous cycles and homologous cycles in an open set).
The winding number is the increment of a continuous argument divided by : the index is the increment of a continuous argument divided by . The winding number vanishes on the unbounded component of the complement of the trace: it is zero on the unbounded component outside the trace.
Goursat's theorem for rectangles: a holomorphic function integrates to zero around every rectangle contained in its domain: a holomorphic function integrates to zero around a rectangle whose filled interior and boundary lie in its open domain.
Linearity, product, reciprocal, and quotient rules for complex derivatives and The chain rule for complex derivatives: products, compositions, and quotients with nonzero denominator are holomorphic. Residues of p over q at a simple zero of q: a quotient of holomorphic functions with simple denominator zero has residue equal to the numerator value divided by the denominator derivative; a zero numerator makes that singularity removable.
Proof
Define . By [F2] and [F3], its poles are exactly , : if the denominator vanishes, its modulus gives , and Euler's formula then gives . At each such point the denominator has derivative and the numerator is , so has residue . By [F8], is holomorphic away from these points and has a simple pole with residue when , or a removable singularity with residue zero when ; fill in each removable value. Thus it is meromorphic on the strip.
Fix and . Let traverse the rectangle counterclockwise, beginning at . It is a closed piecewise linear contour inside . No lies on its boundary: the horizontal edges have nonzero imaginary part and is not an integer. Every exterior point belongs to the unbounded component of the complement of this rectangle boundary, since it can be joined to infinity along an outward horizontal or vertical ray; hence its index is zero by [F6]. For an interior point , each ray from meets the boundary exactly once, and along a positive edge one has , because lies strictly to the left of that edge. The continuous argument therefore increases through exactly one full turn, so [F6] gives index one. In particular is null-homologous in . Together with the meromorphicity and boundary check above, this is precisely the admissibility required in [F4]. Its enclosed possible poles are exactly , , each of index one; removable points contribute zero. Thus .
On the upper edge, and On the lower edge, the analogous estimate is . On either vertical edge, is negative real and . The vertical integrals therefore tend to zero as by the uniform strip bound in the statement.
[F7] applies to on each filled rectangle and , since both compact rectangles lie inside the open strip where is holomorphic. Their positively oriented boundaries have no poles at all, including their real edges. Their zero contour integrals and the same vanishing vertical-side bound for show . Replacing on the two long edges of step 2.1 by its constants , the residue identity becomes where as .
The real and horizontal sums and integrals converge absolutely by the exponential bound. Letting in step 4.1, the average tends to and the error term is at most . This proves the assertion.
Depends on
- Complex differentiability at a point, the complex derivative, holomorphic functions, and entire functions
- The complex exponential by its power series
- The complex exponential is entire and its complex derivative is itself
- $\exp(x+iy)=e^x(\cos y+i\sin y)$, $|\exp(x+iy)|=e^x$, and $e^{i\pi}+1=0$
- The zero sets of sine and cosine and the least positive common period 2 pi
- Quarter-turn values and shifts by pi/2 and pi
- Pi as twice the smallest positive zero of cosine
- The residue theorem for a null-homologous cycle
- The exponential tends to $+\infty$ at $+\infty$ and to $0$ at $-\infty$
- Admissible cycles for the residue theorem
- Null-homologous cycles and homologous cycles in an open set
- The winding number is the increment of a continuous argument divided by $2\pi$
- The winding number vanishes on the unbounded component of the complement of the trace
- Goursat's theorem for rectangles: a holomorphic function integrates to zero around every rectangle contained in its domain
- Linearity, product, reciprocal, and quotient rules for complex derivatives
- The chain rule for complex derivatives
- Residues of p over q at a simple zero of q
Used by
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Sources
- Lloyd N. Trefethen and J. A. C. Weideman, The Exponentially Convergent Trapezoidal Rule, SIAM Review 56(3), 2014 (standard reference, not scraped)