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An analytic-strip error bound for the infinite trapezoid sum

Statement

Let d>0, 0<a<d, h>0, and let F be holomorphic on the strip Sd={z∈C:∣Im⁡z∣<d} and continuous on its closed substrip ∣Im⁡z∣≤a. Suppose there are C,η>0 such that ∣F(x+iy)∣≤Ce−η∣x∣(x∈R, ∣y∣≤a). Put I=∫RF(x) dx and I±=∫R∣F(x±ia)∣ dx. Then the infinite trapezoid sum converges absolutely and ∣I−h∑k∈ZF(kh)∣≤I++I−e2πa/h−1.

Facts & Assumptions

Given: The strip hypotheses above, a,h>0, and the complex exponential/trigonometric conventions.

[F3]
[F4]

The residue theorem for a null-homologous cycle: for a meromorphic function on an open domain and an admissible cycle, the contour integral equals 2πi 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).

[F6]

The winding number is the increment of a continuous argument divided by 2π: the index is the increment of a continuous argument divided by 2π. The winding number vanishes on the unbounded component of the complement of the trace: it is zero on the unbounded component outside the trace.

[F7]

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.

[F8]

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

1.1F2F3F8givenalgebraF1

Define Kh(z)=πihe2πiz/h+1e2πiz/h−1. By [F2] and [F3], its poles are exactly z=kh, k∈Z: if the denominator vanishes, its modulus gives Im⁡z=0, and Euler's formula then gives 2πz/h=2jπ. At each such point the denominator has derivative 2πi/h and the numerator is 2, so Kh has residue 1. By [F8], FKh is holomorphic away from these points and has a simple pole with residue F(kh) when F(kh)≠0, or a removable singularity with residue zero when F(kh)=0; fill in each removable value. Thus it is meromorphic on the strip.

2.1F4F6step 1.1constructalgebra

Fix N≥0 and R=(N+12)h. Let ΓR traverse the rectangle [−R,R]+i[−a,a] counterclockwise, beginning at R−ia. It is a closed piecewise linear contour inside Sd. No kh lies on its boundary: the horizontal edges have nonzero imaginary part and R/h=N+1/2 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 p, each ray from p meets the boundary exactly once, and along a positive edge z(t) one has Im⁡(z′(t)/(z(t)−p))>0, because p 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 ΓR is null-homologous in Sd. Together with the meromorphicity and boundary check above, this is precisely the admissibility required in [F4]. Its enclosed possible poles are exactly kh, −N≤k≤N, each of index one; removable points contribute zero. Thus ∫ΓRFKh dz=2πi∑k=−NNF(kh).

3.1F2givenstep 2.1algebra

On the upper edge, ∣e2πi(x+ia)/h∣=ρ:=e−2πa/h<1 and ∣Kh(x+ia)+πih∣=2πh∣e2πi(x+ia)/he2πi(x+ia)/h−1∣≤2π/he2πa/h−1. On the lower edge, the analogous estimate is ∣Kh(x−ia)−πi/h∣≤(2π/h)/(e2πa/h−1). On either vertical edge, e2πiz/h is negative real and ∣Kh(z)∣≤π/h. The vertical integrals therefore tend to zero as N→∞ by the uniform strip bound in the statement.

4.1F4F7givenstep 2.1step 3.1

[F7] applies to F on each filled rectangle [−R,R]+i[0,a] and [−R,R]+i[−a,0], since both compact rectangles lie inside the open strip Sd where F 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 F show ∫RF(x±ia) dx=I. Replacing Kh on the two long edges of step 2.1 by its constants ∓πi/h, the residue identity becomes h∑k=−NNF(kh)=12(∫−RRF(x−ia) dx+∫−RRF(x+ia) dx)+EN, where ∣EN∣≤(∫−RR∣F(x−ia)∣dx+∫−RR∣F(x+ia)∣dx)/(e2πa/h−1)+o(1) as N→∞.

5.1givenF5step 4.1∎

The real and horizontal sums and integrals converge absolutely by the exponential bound. Letting N→∞ in step 4.1, the average tends to I and the error term is at most (I−+I+)/(e2πa/h−1). This proves the assertion.

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