Summation By Parts
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Summation By Parts
In mathematics, summation by parts transforms the summation of products of sequences into other summations, often simplifying the computation or (especially) estimation of certain types of sums. It is also called Abel's lemma or Abel transformation, named after Niels Henrik Abel who introduced it in 1826. Statement Suppose \ and \ are two sequences. Then, :\sum_^n f_k(g_-g_k) = \left(f_g_ - f_m g_m\right) - \sum_^n g_(f_- f_). Using the forward difference operator \Delta, it can be stated more succinctly as :\sum_^n f_k\Delta g_k = \left(f_ g_ - f_m g_m\right) - \sum_^ g_\Delta f_k, Summation by parts is an analogue to integration by parts: :\int f\,dg = f g - \int g\,df, or to Abel's summation formula: :\sum_^n f(k)(g_-g_)= \left(f(n)g_ - f(m) g_m\right) - \int_^n g_ f'(t) dt. An alternative statement is :f_n g_n - f_m g_m = \sum_^ f_k\Delta g_k + \sum_^ g_k\Delta f_k + \sum_^ \Delta f_k \Delta g_k which is analogous to the integration by parts formula for semimartingales. ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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Variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. Variance has a central role in statistics, where some ideas that use it include descriptive statistics, statistical inference, hypothesis testing, goodness of fit, and Monte Carlo sampling. Variance is an important tool in the sciences, where statistical analysis of data is common. The variance is the square of the standard deviation, the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by \sigma^2, s^2, \operatorname(X), V(X), or \mathbb(X). An advantage of variance as a measure of dispersion is that it is more amenable to algebraic manipulation than other measures of dispersion such as the expected absolute deviation; for e ...
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Summability Methods
In mathematics, a divergent series is an infinite series that is not convergent, meaning that the infinite sequence of the partial sums of the series does not have a finite limit. If a series converges, the individual terms of the series must approach zero. Thus any series in which the individual terms do not approach zero diverges. However, convergence is a stronger condition: not all series whose terms approach zero converge. A counterexample is the harmonic series :1 + \frac + \frac + \frac + \frac + \cdots =\sum_^\infty\frac. The divergence of the harmonic series was proven by the medieval mathematician Nicole Oresme. In specialized mathematical contexts, values can be objectively assigned to certain series whose sequences of partial sums diverge, in order to make meaning of the divergence of the series. A ''summability method'' or ''summation method'' is a partial function from the set of series to values. For example, Cesàro summation assigns Grandi's divergent seri ...
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Cesàro Summation
In mathematical analysis, Cesàro summation (also known as the Cesàro mean ) assigns values to some infinite sums that are not necessarily convergent in the usual sense. The Cesàro sum is defined as the limit, as ''n'' tends to infinity, of the sequence of arithmetic means of the first ''n'' partial sums of the series. This special case of a matrix summability method is named for the Italian analyst Ernesto Cesàro (1859–1906). The term ''summation'' can be misleading, as some statements and proofs regarding Cesàro summation can be said to implicate the Eilenberg–Mazur swindle. For example, it is commonly applied to Grandi's series with the conclusion that the ''sum'' of that series is 1/2. Definition Let (a_n)_^\infty be a sequence, and let :s_k = a_1 + \cdots + a_k= \sum_^k a_n be its th partial sum. The sequence is called Cesàro summable, with Cesàro sum , if, as tends to infinity, the arithmetic mean of its first ''n'' partial sums tends to : :\lim_ \f ...
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Integration By Parts
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for which a solution can be more easily found. The rule can be thought of as an integral version of the product rule of differentiation. The integration by parts formula states: \begin \int_a^b u(x) v'(x) \, dx & = \Big (x) v(x)\Biga^b - \int_a^b u'(x) v(x) \, dx\\ & = u(b) v(b) - u(a) v(a) - \int_a^b u'(x) v(x) \, dx. \end Or, letting u = u(x) and du = u'(x) \,dx while v = v(x) and dv = v'(x) \, dx, the formula can be written more compactly: \int u \, dv \ =\ uv - \int v \, du. Mathematician Brook Taylor discovered integration by parts, first publishing the idea in 1715. More general formulations of integration by parts ex ...
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Divergent Series
In mathematics, a divergent series is an infinite series that is not convergent, meaning that the infinite sequence of the partial sums of the series does not have a finite limit. If a series converges, the individual terms of the series must approach zero. Thus any series in which the individual terms do not approach zero diverges. However, convergence is a stronger condition: not all series whose terms approach zero converge. A counterexample is the harmonic series :1 + \frac + \frac + \frac + \frac + \cdots =\sum_^\infty\frac. The divergence of the harmonic series was proven by the medieval mathematician Nicole Oresme. In specialized mathematical contexts, values can be objectively assigned to certain series whose sequences of partial sums diverge, in order to make meaning of the divergence of the series. A ''summability method'' or ''summation method'' is a partial function from the set of series to values. For example, Cesàro summation assigns Grandi's divergent ser ...
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Convergent Series
In mathematics, a series is the sum of the terms of an infinite sequence of numbers. More precisely, an infinite sequence (a_0, a_1, a_2, \ldots) defines a series that is denoted :S=a_0 +a_1+ a_2 + \cdots=\sum_^\infty a_k. The th partial sum is the sum of the first terms of the sequence; that is, :S_n = \sum_^n a_k. A series is convergent (or converges) if the sequence (S_1, S_2, S_3, \dots) of its partial sums tends to a limit; that means that, when adding one a_k after the other ''in the order given by the indices'', one gets partial sums that become closer and closer to a given number. More precisely, a series converges, if there exists a number \ell such that for every arbitrarily small positive number \varepsilon, there is a (sufficiently large) integer N such that for all n \ge N, :\left , S_n - \ell \right , 1 produce a convergent series: *: ++++++\cdots = . * Alternating the signs of reciprocals of powers of 2 also produces a convergent series: *: -+-+-+\cdots = ...
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Bounded Sequence
In mathematics, a function ''f'' defined on some set ''X'' with real or complex values is called bounded if the set of its values is bounded. In other words, there exists a real number ''M'' such that :, f(x), \le M for all ''x'' in ''X''. A function that is ''not'' bounded is said to be unbounded. If ''f'' is real-valued and ''f''(''x'') ≤ ''A'' for all ''x'' in ''X'', then the function is said to be bounded (from) above by ''A''. If ''f''(''x'') ≥ ''B'' for all ''x'' in ''X'', then the function is said to be bounded (from) below by ''B''. A real-valued function is bounded if and only if it is bounded from above and below. An important special case is a bounded sequence, where ''X'' is taken to be the set N of natural numbers. Thus a sequence ''f'' = (''a''0, ''a''1, ''a''2, ...) is bounded if there exists a real number ''M'' such that :, a_n, \le M for every natural number ''n''. The set of all bounded sequences forms the sequence space l^\infty. The definition of bounde ...
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Cauchy Criterion
The Cauchy convergence test is a method used to test infinite series for convergence. It relies on bounding sums of terms in the series. This convergence criterion is named after Augustin-Louis Cauchy who published it in his textbook Cours d'Analyse 1821. Statement A series :\sum_^\infty a_i is convergent if and only if for every \varepsilon>0 there is a natural number ''N'' such that :, a_+a_+\cdots+a_, 0 there is a number ''N'', such that m ≥ n ≥ N imply :, s_m-s_n, =\left, \sum_^m a_k\<\varepsilon Probably the most interesting part of his theoremis that the Cauchy condition implies the existence of the limit: this is indeed related to the completeness of the real line. The Cauchy criterion can be generalized to a variety of situations, which can all be loosely summarized as "a vanishing oscillation condition is equivalent to convergence". ...
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Monotone Sequence
In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order. This concept first arose in calculus, and was later generalized to the more abstract setting of order theory. In calculus and analysis In calculus, a function f defined on a subset of the real numbers with real values is called ''monotonic'' if and only if it is either entirely non-increasing, or entirely non-decreasing. That is, as per Fig. 1, a function that increases monotonically does not exclusively have to increase, it simply must not decrease. A function is called ''monotonically increasing'' (also ''increasing'' or ''non-decreasing'') if for all x and y such that x \leq y one has f\!\left(x\right) \leq f\!\left(y\right), so f preserves the order (see Figure 1). Likewise, a function is called ''monotonically decreasing'' (also ''decreasing'' or ''non-increasing'') if, whenever x \leq y, then f\!\left(x\right) \geq f\!\left(y ...
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Convergent Series
In mathematics, a series is the sum of the terms of an infinite sequence of numbers. More precisely, an infinite sequence (a_0, a_1, a_2, \ldots) defines a series that is denoted :S=a_0 +a_1+ a_2 + \cdots=\sum_^\infty a_k. The th partial sum is the sum of the first terms of the sequence; that is, :S_n = \sum_^n a_k. A series is convergent (or converges) if the sequence (S_1, S_2, S_3, \dots) of its partial sums tends to a limit; that means that, when adding one a_k after the other ''in the order given by the indices'', one gets partial sums that become closer and closer to a given number. More precisely, a series converges, if there exists a number \ell such that for every arbitrarily small positive number \varepsilon, there is a (sufficiently large) integer N such that for all n \ge N, :\left , S_n - \ell \right , 1 produce a convergent series: *: ++++++\cdots = . * Alternating the signs of reciprocals of powers of 2 also produces a convergent series: *: -+-+-+\cdots = ...
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Abel's Test
In mathematics, Abel's test (also known as Abel's criterion) is a method of testing for the convergence of an infinite series. The test is named after mathematician Niels Henrik Abel. There are two slightly different versions of Abel's test – one is used with series of real numbers, and the other is used with power series in complex analysis. Abel's uniform convergence test is a criterion for the uniform convergence of a series of functions dependent on parameters. Abel's test in real analysis Suppose the following statements are true: # \sum a_n is a convergent series, # is a monotone sequence, and # is bounded. Then \sum a_nb_n is also convergent. It is important to understand that this test is mainly pertinent and useful in the context of non absolutely convergent series \sum a_n. For absolutely convergent series, this theorem, albeit true, is almost self evident. This theorem can be proved directly using summation by parts. Abel's test in complex analysis ...
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