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Bounds for the truncated logarithm: and
Statement
Let , let be analytic splitting data, and use the notation of The truncated binomial family , the truncated logarithm , its coefficient fields and the truncations and The difference operator loses a controlled domain margin and is bounded by : , with , the domains , the difference operator , the truncated logarithm and the coefficient fields , . Then for every integer , every and every coordinate index :
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for , where .
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The function , initially defined for , extends holomorphically to the disc , and
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For and every , and the sharper estimate obtained for by computing the -th field with truncation order , and for from ; the two bounds agree in the form . The corresponding Euclidean field bounds are these component bounds multiplied by .
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The field is independent of the truncation order: if then the -th coefficient fields of and agree on .
Facts & Assumptions
Given: The analytic splitting data, , , , the fields and functions of The truncated binomial family , the truncated logarithm , its coefficient fields and the truncations .
Difference-operator bounds (The difference operator loses a controlled domain margin and is bounded by ): on , and for holomorphic on with , on with ; hence on .
Cauchy coefficient estimates in one variable (Cauchy's inequalities bound the Taylor coefficients by the circle supremum): if is holomorphic on and on , then the -th Taylor coefficient obeys .
Holomorphy in : each is holomorphic on (The difference operator loses a controlled domain margin and is bounded by , Hamiltonian flows and the exact splitting map preserve the complexified canonical form and the Poisson bracket, The flow of a bounded holomorphic field on a polydisc: existence in complex time, displacement bound, holomorphy, and the composition law, Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits clause 1), so is holomorphic on (The truncated binomial family , the truncated logarithm , its coefficient fields and the truncations ).
Removable singularities and coefficient extraction: a function holomorphic and bounded on a punctured disc extends holomorphically to the centre, and the coefficients coincide with the Cauchy coefficients of Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits clause 3; the truncated logarithm is a finite linear combination of the , whose lowest -degree in the -th term is , so at (Iterated Cauchy formula, power-series expansion and Cauchy estimates for functions continuous and separately holomorphic on a polydisc, Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits).
Taylor coefficients of versus : is a sum of terms of -degree (The truncated binomial family , the truncated logarithm , its coefficient fields and the truncations ).
Proof
Iterate bound. For , by [L1]; applying the operator bound [L1] a further times gives on . This is clause 1.
Bound for the truncated logarithm. On , using . The quantity is at by [L4], and is holomorphic for by [L3]; the bound just proved makes a removable singularity, so the extension is holomorphic on . This is clause 2.
Coefficient bound. Fix and let denote the holomorphic extension of clause 2. It is bounded by throughout the open disc . For any radius , the Taylor coefficient of order , namely (The truncated binomial family , the truncated logarithm , its coefficient fields and the truncations ), obeys by [L2], whose circle hypothesis is strict. Letting gives . Taking the maximum over gives the first estimate. The finite difference starts at degree by [L5], so coefficients through that degree minus one coincide. For we may therefore use truncation order , giving the sharper estimate. For , differentiating the three subflows at zero gives , with each coordinate bounded by .
Independence of the truncation order. If , then by [L5] the difference has no terms of -degree , hence none of degree ; dividing by and extracting the coefficient of gives the same value for both truncation orders, on the common domain . This is clause 4, and it justifies the substitution made in step 3.1.
Conclusion. Clauses 1, 2 and 4 are steps 1.1, 2.1 and 4.1; clause 3 is step 3.1. All constants depend only on , and .
Remarks
- Note the displayed first estimate of clause 3 contains a redundant form; the usable statement is , which exhibits the factorial-type growth of the modified-field coefficients and is the input to the truncation choice of Optimal finite truncation gives an exponential local splitting defect. The bound is uniform on and depends on , and only.
- No convergent infinite series is used: is a finite sum and the coefficients are extracted with Cauchy's formula in the single complex variable .
Depends on
The truncated binomial family , the truncated logarithm , its coefficient fields and the truncations
The difference operator loses a controlled domain margin and is bounded by
The binomial family of the splitting pullback is multiplicative and bracket-preserving, and its logarithm is a derivation
Hamiltonian flows and the exact splitting map preserve the complexified canonical form and the Poisson bracket
The flow of a bounded holomorphic field on a polydisc: existence in complex time, displacement bound, holomorphy, and the composition law
Iterated Cauchy formula, power-series expansion and Cauchy estimates for functions continuous and separately holomorphic on a polydisc
Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits
Analytic splitting data with uniform holomorphic neighbourhood, and the exact symmetric splitting map
Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket
Cauchy's inequalities bound the Taylor coefficients by the circle supremum
Open ball, closed ball and sphere in a metric space
Dependency tree · 2 levels
Sources
- E. Hairer, Geometric Numerical Integration (TU Munchen 2010), Lecture 3 'Backward error analysis', Sections 1-2: the geometric bound on the coefficients of the logarithm of the numerical map, printed pages 1-6
- J. Lebl, Tasty Bits of Several Complex Variables, Chapter 1, Section 1.2: Cauchy estimates for Taylor coefficients, printed pages 18-23