Analytic continuation of harmonic series












6














Is there an accepted analytic continuation of $sum_{n=1}^m frac{1}{n}$? Even a continuation to positive reals would be of interested, though negative and complex arguments would also be interesting.



I don't have a specific application in mind, but I'd very much like to understand how / if such a continuation could be accomplished. I've Googled but haven't come up with anything meaningful - perhaps because it's not possible?



ADDENDUM



@Noble below suggests $frac{Gamma'(x)}{Gamma(x)}$. But this produces the following mismatched plots:



enter image description here



Can anyone explain?










share|cite|improve this question




















  • 3




    As is the case with the Gamma function, it would help to specify what properties you want the analytic continuation to retain. For instance, Euler tells us that $H_n=int_0^1 frac {1-x^n}{1-x}dx$. Replacing $n$ by a continuous parameter gives you an analytic continuation (at least for $n>0$). Is it useful?
    – lulu
    Jan 1 at 14:04












  • @Richard Burke-Ward Here's the explanation: the correct comparison is: Plot[{EulerGamma + Gamma'[z + 1]/Gamma[z + 1], HarmonicNumber[z]}, {z, -1, 5}]
    – Dr. Wolfgang Hintze
    Jan 2 at 9:11


















6














Is there an accepted analytic continuation of $sum_{n=1}^m frac{1}{n}$? Even a continuation to positive reals would be of interested, though negative and complex arguments would also be interesting.



I don't have a specific application in mind, but I'd very much like to understand how / if such a continuation could be accomplished. I've Googled but haven't come up with anything meaningful - perhaps because it's not possible?



ADDENDUM



@Noble below suggests $frac{Gamma'(x)}{Gamma(x)}$. But this produces the following mismatched plots:



enter image description here



Can anyone explain?










share|cite|improve this question




















  • 3




    As is the case with the Gamma function, it would help to specify what properties you want the analytic continuation to retain. For instance, Euler tells us that $H_n=int_0^1 frac {1-x^n}{1-x}dx$. Replacing $n$ by a continuous parameter gives you an analytic continuation (at least for $n>0$). Is it useful?
    – lulu
    Jan 1 at 14:04












  • @Richard Burke-Ward Here's the explanation: the correct comparison is: Plot[{EulerGamma + Gamma'[z + 1]/Gamma[z + 1], HarmonicNumber[z]}, {z, -1, 5}]
    – Dr. Wolfgang Hintze
    Jan 2 at 9:11
















6












6








6


1





Is there an accepted analytic continuation of $sum_{n=1}^m frac{1}{n}$? Even a continuation to positive reals would be of interested, though negative and complex arguments would also be interesting.



I don't have a specific application in mind, but I'd very much like to understand how / if such a continuation could be accomplished. I've Googled but haven't come up with anything meaningful - perhaps because it's not possible?



ADDENDUM



@Noble below suggests $frac{Gamma'(x)}{Gamma(x)}$. But this produces the following mismatched plots:



enter image description here



Can anyone explain?










share|cite|improve this question















Is there an accepted analytic continuation of $sum_{n=1}^m frac{1}{n}$? Even a continuation to positive reals would be of interested, though negative and complex arguments would also be interesting.



I don't have a specific application in mind, but I'd very much like to understand how / if such a continuation could be accomplished. I've Googled but haven't come up with anything meaningful - perhaps because it's not possible?



ADDENDUM



@Noble below suggests $frac{Gamma'(x)}{Gamma(x)}$. But this produces the following mismatched plots:



enter image description here



Can anyone explain?







sequences-and-series harmonic-functions harmonic-numbers analytic-continuation






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share|cite|improve this question













share|cite|improve this question




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edited Jan 1 at 21:04







Richard Burke-Ward

















asked Jan 1 at 13:54









Richard Burke-WardRichard Burke-Ward

3338




3338








  • 3




    As is the case with the Gamma function, it would help to specify what properties you want the analytic continuation to retain. For instance, Euler tells us that $H_n=int_0^1 frac {1-x^n}{1-x}dx$. Replacing $n$ by a continuous parameter gives you an analytic continuation (at least for $n>0$). Is it useful?
    – lulu
    Jan 1 at 14:04












  • @Richard Burke-Ward Here's the explanation: the correct comparison is: Plot[{EulerGamma + Gamma'[z + 1]/Gamma[z + 1], HarmonicNumber[z]}, {z, -1, 5}]
    – Dr. Wolfgang Hintze
    Jan 2 at 9:11
















  • 3




    As is the case with the Gamma function, it would help to specify what properties you want the analytic continuation to retain. For instance, Euler tells us that $H_n=int_0^1 frac {1-x^n}{1-x}dx$. Replacing $n$ by a continuous parameter gives you an analytic continuation (at least for $n>0$). Is it useful?
    – lulu
    Jan 1 at 14:04












  • @Richard Burke-Ward Here's the explanation: the correct comparison is: Plot[{EulerGamma + Gamma'[z + 1]/Gamma[z + 1], HarmonicNumber[z]}, {z, -1, 5}]
    – Dr. Wolfgang Hintze
    Jan 2 at 9:11










3




3




As is the case with the Gamma function, it would help to specify what properties you want the analytic continuation to retain. For instance, Euler tells us that $H_n=int_0^1 frac {1-x^n}{1-x}dx$. Replacing $n$ by a continuous parameter gives you an analytic continuation (at least for $n>0$). Is it useful?
– lulu
Jan 1 at 14:04






As is the case with the Gamma function, it would help to specify what properties you want the analytic continuation to retain. For instance, Euler tells us that $H_n=int_0^1 frac {1-x^n}{1-x}dx$. Replacing $n$ by a continuous parameter gives you an analytic continuation (at least for $n>0$). Is it useful?
– lulu
Jan 1 at 14:04














@Richard Burke-Ward Here's the explanation: the correct comparison is: Plot[{EulerGamma + Gamma'[z + 1]/Gamma[z + 1], HarmonicNumber[z]}, {z, -1, 5}]
– Dr. Wolfgang Hintze
Jan 2 at 9:11






@Richard Burke-Ward Here's the explanation: the correct comparison is: Plot[{EulerGamma + Gamma'[z + 1]/Gamma[z + 1], HarmonicNumber[z]}, {z, -1, 5}]
– Dr. Wolfgang Hintze
Jan 2 at 9:11












2 Answers
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5














I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:



enter image description here



Here, the digamma function is $psi_0(x)=frac{Gamma'(x)}{Gamma(x)}$, which I believe is defined for all numbers in the complex plane except for negative real integers.






share|cite|improve this answer





















  • Hi @Noble. The two don't seem to match when plotted - see my addendum to the OP. Many thanks though!
    – Richard Burke-Ward
    Jan 1 at 21:04






  • 2




    @RichardBurke-Ward I am sorry, but you plotted the wrong function. You plotted just $phi_0(n)$ vs $H_n$. However, what I proposed was $gamma+phi_0(n+1)$ vs $H_n$. Here is the correct plot on Wolfram Alpha: wolframalpha.com/input/… As you can see, the two plots coincide.
    – Noble Mushtak
    Jan 1 at 21:48










  • Understood. Appreciated, both of you.
    – Richard Burke-Ward
    Jan 2 at 13:39



















9














Let's try it in an elementary manner




  1. We can use the defining recursion of the harmonic number valid for $nin Z^{+}$


$$H_{n} = H_{n-1} + frac{1}{n}, H_{1}=1tag{1a}$$



also for any complex $z$



$$H_{z} = H_{z-1} + frac{1}{z}, H_{1}=1tag{1b}$$



For instance for $z=1$ we obtain $$H_{1} = H_{0} + frac{1}{1}$$



from which we conclude that $H_{0}=0$.



If we try to find $H_{-1}$ we encounter the problem that from $H_0 = 0 = lim_{zto0}(H_{-1+z} + frac{1}{z})$ we find that $H_{z} simeq frac{1}{z}$ for $zsimeq 0$. In other words, $H_{z}$ has a simple pole at $z=-1$.



Hence we cannot continue in this manner to go to further into the region of negative $z$, so let us move to the following general approach.




  1. Starting with this formula for the harmonic number which is valid for $nin Z^{+}$


$$H_{n} = frac{1}{2}+ ... + frac{1}{n}\\=frac{1}{1}+ frac{1}{2}+ ... + frac{1}{n} +frac{1}{1+n}+frac{1}{n+2} + ... \;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;-frac{1}{1+n}- frac{1}{n+2} + ...\=sum_{k=0}^infty left(frac{1}{k}-frac{1}{ (k+n)}right)tag{2}$$



The sum can be written as



$$H_{n}= sum_{k=1}^infty frac{n}{k (k+n)}tag{3}$$



and this can be extended immediately to complex values $z$ in place of $n$



$$H_{z}= sum_{k=1}^infty frac{z}{k (k+z)}=sum_{k=1}^infty left(frac{1}{k} -frac{1}{k+z}right)tag{4}$$



This sum is convergent (the proof is left to the reader) for any $z$ except for $z=-1, -2, ...$ where $H_{z}$ has simple poles with residue $-1$.



Hence $(4)$ gives the analytic continuation.



For instance close to $z=0$ we have as in 1. that



$$H_{z} simeq z sum_{k=1}^infty frac{1}{k^2} = z;zeta(2) =z;frac{pi^2}{6}to 0 $$



We can also derive an integral representation from the second form of $(4)$ writing



$$frac{1}{k} -frac{1}{k+z} =int_0^1 (x^{k-1}-x^{z+k-1}),dx $$



Performing the sum under the integral is just doing a geometric sum and gives



$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$





  1. $H_{z}$ at negativ half integers ($z = -frac{1}{2}, -frac{3}{2}, ...$)


These can be calculated from $(1b)$ as soon as $H_{frac{1}{2}}$ is known.



So let us calculate $H_frac{1}{2}$.



Consider



$$H_{2n} = frac{1}{1} + frac{1}{2} + frac{1}{3} + ... + frac{1}{2n}$$



Splitting even and odd terms gives



$$H_{2n}=
frac{1}{1} + frac{1}{3} + frac{1}{5} + ... + frac{1}{2n-1}\+
frac{1}{2} + frac{1}{4} + ... + frac{1}{2n}\=
sum_{k=1}^n frac{1}{2k-1} + frac{1}{2} H_{n}tag{6}$$



Now for the sum of the odd terms we write as in $(1)$



$$O_{n} = sum_{k=1}^infty left(frac{1}{2k-1} - frac{1}{2(n+k)-1}right)tag{7}$$



This can be anlytically continued to any complex $nto z$.



Replacing as before the summand by an integral and doing the summation under the integral gives



$$O_{z} = int_0^1 frac{1-x^{2z}}{1-x^2},dxtag{8} $$



Substituting $x to sqrt{t}$ we find



$$O_{z} = frac{1}{2}int_0^1 frac{1}{sqrt{t}}frac{1-t^{z}}{1-t},dt\=
frac{1}{2}int_0^1 frac{1-t^{z-frac{1}{2}}}{1-t},dt-
frac{1}{2}int_0^1 frac{1-t^{-frac{1}{2}}}{1-t},dt\
=frac{1}{2}H_{z-frac{1}{2}}+log{2}tag{9}$$



Hence $(6)$ can be written as



$$H_{2z} = frac{1}{2} H_{z} +frac{1}{2} H_{z-frac{1}{2}}+log{2}tag{10} $$



Letting $z=1$ this gives



$$H_{2} = frac{1}{2} H_{1} +frac{1}{2} H_{frac{1}{2}}+log{2} $$



from which we deduce finally



$$H_{frac{1}{2}} = 2(1-log{2})simeq 0.613706 tag{11}$$



EDIT



Altenatively, the calculation of $H_{frac{1}{2}}$ can be done using $(5)$ with the substitution $(xto t^2)$:



$$H_{frac{1}{2}} = int_0^1 frac{1-x^{frac{1}{2}}}{1-x},dx
= 2int_0^1 t frac{(1-t)}{{1-t^2}},dt = 2int_0^1 t frac{(1-t)}{(1+t)(1-t)},dt \=2int_0^1 frac{t}{{1+t}},dt=2int_0^1 frac{1+t}{{1+t}},dt -2int_0^1 frac{1}{{1+t}},dt = 2 - 2 log(2)$$



and we have recovered $(11)$.



As an exercise calculate $H_{frac{1}{n}}$ for $n =3, 4,...$.



I found that Mathematica returns explicit expression up to $n=12$ except for the case $n=5$. I have not yet unerstood the reason for this exception. Maybe someone else can explain it?






share|cite|improve this answer























  • I think there's a typo in (2) and similar, the sums should start from 1, not 0.
    – Bladewood
    Jan 2 at 1:32










  • @Bladewood You are right. Thanks. Have corrected it.
    – Dr. Wolfgang Hintze
    Jan 2 at 8:46











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2 Answers
2






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2 Answers
2






active

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active

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active

oldest

votes









5














I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:



enter image description here



Here, the digamma function is $psi_0(x)=frac{Gamma'(x)}{Gamma(x)}$, which I believe is defined for all numbers in the complex plane except for negative real integers.






share|cite|improve this answer





















  • Hi @Noble. The two don't seem to match when plotted - see my addendum to the OP. Many thanks though!
    – Richard Burke-Ward
    Jan 1 at 21:04






  • 2




    @RichardBurke-Ward I am sorry, but you plotted the wrong function. You plotted just $phi_0(n)$ vs $H_n$. However, what I proposed was $gamma+phi_0(n+1)$ vs $H_n$. Here is the correct plot on Wolfram Alpha: wolframalpha.com/input/… As you can see, the two plots coincide.
    – Noble Mushtak
    Jan 1 at 21:48










  • Understood. Appreciated, both of you.
    – Richard Burke-Ward
    Jan 2 at 13:39
















5














I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:



enter image description here



Here, the digamma function is $psi_0(x)=frac{Gamma'(x)}{Gamma(x)}$, which I believe is defined for all numbers in the complex plane except for negative real integers.






share|cite|improve this answer





















  • Hi @Noble. The two don't seem to match when plotted - see my addendum to the OP. Many thanks though!
    – Richard Burke-Ward
    Jan 1 at 21:04






  • 2




    @RichardBurke-Ward I am sorry, but you plotted the wrong function. You plotted just $phi_0(n)$ vs $H_n$. However, what I proposed was $gamma+phi_0(n+1)$ vs $H_n$. Here is the correct plot on Wolfram Alpha: wolframalpha.com/input/… As you can see, the two plots coincide.
    – Noble Mushtak
    Jan 1 at 21:48










  • Understood. Appreciated, both of you.
    – Richard Burke-Ward
    Jan 2 at 13:39














5












5








5






I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:



enter image description here



Here, the digamma function is $psi_0(x)=frac{Gamma'(x)}{Gamma(x)}$, which I believe is defined for all numbers in the complex plane except for negative real integers.






share|cite|improve this answer












I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:



enter image description here



Here, the digamma function is $psi_0(x)=frac{Gamma'(x)}{Gamma(x)}$, which I believe is defined for all numbers in the complex plane except for negative real integers.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Jan 1 at 14:00









Noble MushtakNoble Mushtak

15.2k1735




15.2k1735












  • Hi @Noble. The two don't seem to match when plotted - see my addendum to the OP. Many thanks though!
    – Richard Burke-Ward
    Jan 1 at 21:04






  • 2




    @RichardBurke-Ward I am sorry, but you plotted the wrong function. You plotted just $phi_0(n)$ vs $H_n$. However, what I proposed was $gamma+phi_0(n+1)$ vs $H_n$. Here is the correct plot on Wolfram Alpha: wolframalpha.com/input/… As you can see, the two plots coincide.
    – Noble Mushtak
    Jan 1 at 21:48










  • Understood. Appreciated, both of you.
    – Richard Burke-Ward
    Jan 2 at 13:39


















  • Hi @Noble. The two don't seem to match when plotted - see my addendum to the OP. Many thanks though!
    – Richard Burke-Ward
    Jan 1 at 21:04






  • 2




    @RichardBurke-Ward I am sorry, but you plotted the wrong function. You plotted just $phi_0(n)$ vs $H_n$. However, what I proposed was $gamma+phi_0(n+1)$ vs $H_n$. Here is the correct plot on Wolfram Alpha: wolframalpha.com/input/… As you can see, the two plots coincide.
    – Noble Mushtak
    Jan 1 at 21:48










  • Understood. Appreciated, both of you.
    – Richard Burke-Ward
    Jan 2 at 13:39
















Hi @Noble. The two don't seem to match when plotted - see my addendum to the OP. Many thanks though!
– Richard Burke-Ward
Jan 1 at 21:04




Hi @Noble. The two don't seem to match when plotted - see my addendum to the OP. Many thanks though!
– Richard Burke-Ward
Jan 1 at 21:04




2




2




@RichardBurke-Ward I am sorry, but you plotted the wrong function. You plotted just $phi_0(n)$ vs $H_n$. However, what I proposed was $gamma+phi_0(n+1)$ vs $H_n$. Here is the correct plot on Wolfram Alpha: wolframalpha.com/input/… As you can see, the two plots coincide.
– Noble Mushtak
Jan 1 at 21:48




@RichardBurke-Ward I am sorry, but you plotted the wrong function. You plotted just $phi_0(n)$ vs $H_n$. However, what I proposed was $gamma+phi_0(n+1)$ vs $H_n$. Here is the correct plot on Wolfram Alpha: wolframalpha.com/input/… As you can see, the two plots coincide.
– Noble Mushtak
Jan 1 at 21:48












Understood. Appreciated, both of you.
– Richard Burke-Ward
Jan 2 at 13:39




Understood. Appreciated, both of you.
– Richard Burke-Ward
Jan 2 at 13:39











9














Let's try it in an elementary manner




  1. We can use the defining recursion of the harmonic number valid for $nin Z^{+}$


$$H_{n} = H_{n-1} + frac{1}{n}, H_{1}=1tag{1a}$$



also for any complex $z$



$$H_{z} = H_{z-1} + frac{1}{z}, H_{1}=1tag{1b}$$



For instance for $z=1$ we obtain $$H_{1} = H_{0} + frac{1}{1}$$



from which we conclude that $H_{0}=0$.



If we try to find $H_{-1}$ we encounter the problem that from $H_0 = 0 = lim_{zto0}(H_{-1+z} + frac{1}{z})$ we find that $H_{z} simeq frac{1}{z}$ for $zsimeq 0$. In other words, $H_{z}$ has a simple pole at $z=-1$.



Hence we cannot continue in this manner to go to further into the region of negative $z$, so let us move to the following general approach.




  1. Starting with this formula for the harmonic number which is valid for $nin Z^{+}$


$$H_{n} = frac{1}{2}+ ... + frac{1}{n}\\=frac{1}{1}+ frac{1}{2}+ ... + frac{1}{n} +frac{1}{1+n}+frac{1}{n+2} + ... \;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;-frac{1}{1+n}- frac{1}{n+2} + ...\=sum_{k=0}^infty left(frac{1}{k}-frac{1}{ (k+n)}right)tag{2}$$



The sum can be written as



$$H_{n}= sum_{k=1}^infty frac{n}{k (k+n)}tag{3}$$



and this can be extended immediately to complex values $z$ in place of $n$



$$H_{z}= sum_{k=1}^infty frac{z}{k (k+z)}=sum_{k=1}^infty left(frac{1}{k} -frac{1}{k+z}right)tag{4}$$



This sum is convergent (the proof is left to the reader) for any $z$ except for $z=-1, -2, ...$ where $H_{z}$ has simple poles with residue $-1$.



Hence $(4)$ gives the analytic continuation.



For instance close to $z=0$ we have as in 1. that



$$H_{z} simeq z sum_{k=1}^infty frac{1}{k^2} = z;zeta(2) =z;frac{pi^2}{6}to 0 $$



We can also derive an integral representation from the second form of $(4)$ writing



$$frac{1}{k} -frac{1}{k+z} =int_0^1 (x^{k-1}-x^{z+k-1}),dx $$



Performing the sum under the integral is just doing a geometric sum and gives



$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$





  1. $H_{z}$ at negativ half integers ($z = -frac{1}{2}, -frac{3}{2}, ...$)


These can be calculated from $(1b)$ as soon as $H_{frac{1}{2}}$ is known.



So let us calculate $H_frac{1}{2}$.



Consider



$$H_{2n} = frac{1}{1} + frac{1}{2} + frac{1}{3} + ... + frac{1}{2n}$$



Splitting even and odd terms gives



$$H_{2n}=
frac{1}{1} + frac{1}{3} + frac{1}{5} + ... + frac{1}{2n-1}\+
frac{1}{2} + frac{1}{4} + ... + frac{1}{2n}\=
sum_{k=1}^n frac{1}{2k-1} + frac{1}{2} H_{n}tag{6}$$



Now for the sum of the odd terms we write as in $(1)$



$$O_{n} = sum_{k=1}^infty left(frac{1}{2k-1} - frac{1}{2(n+k)-1}right)tag{7}$$



This can be anlytically continued to any complex $nto z$.



Replacing as before the summand by an integral and doing the summation under the integral gives



$$O_{z} = int_0^1 frac{1-x^{2z}}{1-x^2},dxtag{8} $$



Substituting $x to sqrt{t}$ we find



$$O_{z} = frac{1}{2}int_0^1 frac{1}{sqrt{t}}frac{1-t^{z}}{1-t},dt\=
frac{1}{2}int_0^1 frac{1-t^{z-frac{1}{2}}}{1-t},dt-
frac{1}{2}int_0^1 frac{1-t^{-frac{1}{2}}}{1-t},dt\
=frac{1}{2}H_{z-frac{1}{2}}+log{2}tag{9}$$



Hence $(6)$ can be written as



$$H_{2z} = frac{1}{2} H_{z} +frac{1}{2} H_{z-frac{1}{2}}+log{2}tag{10} $$



Letting $z=1$ this gives



$$H_{2} = frac{1}{2} H_{1} +frac{1}{2} H_{frac{1}{2}}+log{2} $$



from which we deduce finally



$$H_{frac{1}{2}} = 2(1-log{2})simeq 0.613706 tag{11}$$



EDIT



Altenatively, the calculation of $H_{frac{1}{2}}$ can be done using $(5)$ with the substitution $(xto t^2)$:



$$H_{frac{1}{2}} = int_0^1 frac{1-x^{frac{1}{2}}}{1-x},dx
= 2int_0^1 t frac{(1-t)}{{1-t^2}},dt = 2int_0^1 t frac{(1-t)}{(1+t)(1-t)},dt \=2int_0^1 frac{t}{{1+t}},dt=2int_0^1 frac{1+t}{{1+t}},dt -2int_0^1 frac{1}{{1+t}},dt = 2 - 2 log(2)$$



and we have recovered $(11)$.



As an exercise calculate $H_{frac{1}{n}}$ for $n =3, 4,...$.



I found that Mathematica returns explicit expression up to $n=12$ except for the case $n=5$. I have not yet unerstood the reason for this exception. Maybe someone else can explain it?






share|cite|improve this answer























  • I think there's a typo in (2) and similar, the sums should start from 1, not 0.
    – Bladewood
    Jan 2 at 1:32










  • @Bladewood You are right. Thanks. Have corrected it.
    – Dr. Wolfgang Hintze
    Jan 2 at 8:46
















9














Let's try it in an elementary manner




  1. We can use the defining recursion of the harmonic number valid for $nin Z^{+}$


$$H_{n} = H_{n-1} + frac{1}{n}, H_{1}=1tag{1a}$$



also for any complex $z$



$$H_{z} = H_{z-1} + frac{1}{z}, H_{1}=1tag{1b}$$



For instance for $z=1$ we obtain $$H_{1} = H_{0} + frac{1}{1}$$



from which we conclude that $H_{0}=0$.



If we try to find $H_{-1}$ we encounter the problem that from $H_0 = 0 = lim_{zto0}(H_{-1+z} + frac{1}{z})$ we find that $H_{z} simeq frac{1}{z}$ for $zsimeq 0$. In other words, $H_{z}$ has a simple pole at $z=-1$.



Hence we cannot continue in this manner to go to further into the region of negative $z$, so let us move to the following general approach.




  1. Starting with this formula for the harmonic number which is valid for $nin Z^{+}$


$$H_{n} = frac{1}{2}+ ... + frac{1}{n}\\=frac{1}{1}+ frac{1}{2}+ ... + frac{1}{n} +frac{1}{1+n}+frac{1}{n+2} + ... \;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;-frac{1}{1+n}- frac{1}{n+2} + ...\=sum_{k=0}^infty left(frac{1}{k}-frac{1}{ (k+n)}right)tag{2}$$



The sum can be written as



$$H_{n}= sum_{k=1}^infty frac{n}{k (k+n)}tag{3}$$



and this can be extended immediately to complex values $z$ in place of $n$



$$H_{z}= sum_{k=1}^infty frac{z}{k (k+z)}=sum_{k=1}^infty left(frac{1}{k} -frac{1}{k+z}right)tag{4}$$



This sum is convergent (the proof is left to the reader) for any $z$ except for $z=-1, -2, ...$ where $H_{z}$ has simple poles with residue $-1$.



Hence $(4)$ gives the analytic continuation.



For instance close to $z=0$ we have as in 1. that



$$H_{z} simeq z sum_{k=1}^infty frac{1}{k^2} = z;zeta(2) =z;frac{pi^2}{6}to 0 $$



We can also derive an integral representation from the second form of $(4)$ writing



$$frac{1}{k} -frac{1}{k+z} =int_0^1 (x^{k-1}-x^{z+k-1}),dx $$



Performing the sum under the integral is just doing a geometric sum and gives



$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$





  1. $H_{z}$ at negativ half integers ($z = -frac{1}{2}, -frac{3}{2}, ...$)


These can be calculated from $(1b)$ as soon as $H_{frac{1}{2}}$ is known.



So let us calculate $H_frac{1}{2}$.



Consider



$$H_{2n} = frac{1}{1} + frac{1}{2} + frac{1}{3} + ... + frac{1}{2n}$$



Splitting even and odd terms gives



$$H_{2n}=
frac{1}{1} + frac{1}{3} + frac{1}{5} + ... + frac{1}{2n-1}\+
frac{1}{2} + frac{1}{4} + ... + frac{1}{2n}\=
sum_{k=1}^n frac{1}{2k-1} + frac{1}{2} H_{n}tag{6}$$



Now for the sum of the odd terms we write as in $(1)$



$$O_{n} = sum_{k=1}^infty left(frac{1}{2k-1} - frac{1}{2(n+k)-1}right)tag{7}$$



This can be anlytically continued to any complex $nto z$.



Replacing as before the summand by an integral and doing the summation under the integral gives



$$O_{z} = int_0^1 frac{1-x^{2z}}{1-x^2},dxtag{8} $$



Substituting $x to sqrt{t}$ we find



$$O_{z} = frac{1}{2}int_0^1 frac{1}{sqrt{t}}frac{1-t^{z}}{1-t},dt\=
frac{1}{2}int_0^1 frac{1-t^{z-frac{1}{2}}}{1-t},dt-
frac{1}{2}int_0^1 frac{1-t^{-frac{1}{2}}}{1-t},dt\
=frac{1}{2}H_{z-frac{1}{2}}+log{2}tag{9}$$



Hence $(6)$ can be written as



$$H_{2z} = frac{1}{2} H_{z} +frac{1}{2} H_{z-frac{1}{2}}+log{2}tag{10} $$



Letting $z=1$ this gives



$$H_{2} = frac{1}{2} H_{1} +frac{1}{2} H_{frac{1}{2}}+log{2} $$



from which we deduce finally



$$H_{frac{1}{2}} = 2(1-log{2})simeq 0.613706 tag{11}$$



EDIT



Altenatively, the calculation of $H_{frac{1}{2}}$ can be done using $(5)$ with the substitution $(xto t^2)$:



$$H_{frac{1}{2}} = int_0^1 frac{1-x^{frac{1}{2}}}{1-x},dx
= 2int_0^1 t frac{(1-t)}{{1-t^2}},dt = 2int_0^1 t frac{(1-t)}{(1+t)(1-t)},dt \=2int_0^1 frac{t}{{1+t}},dt=2int_0^1 frac{1+t}{{1+t}},dt -2int_0^1 frac{1}{{1+t}},dt = 2 - 2 log(2)$$



and we have recovered $(11)$.



As an exercise calculate $H_{frac{1}{n}}$ for $n =3, 4,...$.



I found that Mathematica returns explicit expression up to $n=12$ except for the case $n=5$. I have not yet unerstood the reason for this exception. Maybe someone else can explain it?






share|cite|improve this answer























  • I think there's a typo in (2) and similar, the sums should start from 1, not 0.
    – Bladewood
    Jan 2 at 1:32










  • @Bladewood You are right. Thanks. Have corrected it.
    – Dr. Wolfgang Hintze
    Jan 2 at 8:46














9












9








9






Let's try it in an elementary manner




  1. We can use the defining recursion of the harmonic number valid for $nin Z^{+}$


$$H_{n} = H_{n-1} + frac{1}{n}, H_{1}=1tag{1a}$$



also for any complex $z$



$$H_{z} = H_{z-1} + frac{1}{z}, H_{1}=1tag{1b}$$



For instance for $z=1$ we obtain $$H_{1} = H_{0} + frac{1}{1}$$



from which we conclude that $H_{0}=0$.



If we try to find $H_{-1}$ we encounter the problem that from $H_0 = 0 = lim_{zto0}(H_{-1+z} + frac{1}{z})$ we find that $H_{z} simeq frac{1}{z}$ for $zsimeq 0$. In other words, $H_{z}$ has a simple pole at $z=-1$.



Hence we cannot continue in this manner to go to further into the region of negative $z$, so let us move to the following general approach.




  1. Starting with this formula for the harmonic number which is valid for $nin Z^{+}$


$$H_{n} = frac{1}{2}+ ... + frac{1}{n}\\=frac{1}{1}+ frac{1}{2}+ ... + frac{1}{n} +frac{1}{1+n}+frac{1}{n+2} + ... \;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;-frac{1}{1+n}- frac{1}{n+2} + ...\=sum_{k=0}^infty left(frac{1}{k}-frac{1}{ (k+n)}right)tag{2}$$



The sum can be written as



$$H_{n}= sum_{k=1}^infty frac{n}{k (k+n)}tag{3}$$



and this can be extended immediately to complex values $z$ in place of $n$



$$H_{z}= sum_{k=1}^infty frac{z}{k (k+z)}=sum_{k=1}^infty left(frac{1}{k} -frac{1}{k+z}right)tag{4}$$



This sum is convergent (the proof is left to the reader) for any $z$ except for $z=-1, -2, ...$ where $H_{z}$ has simple poles with residue $-1$.



Hence $(4)$ gives the analytic continuation.



For instance close to $z=0$ we have as in 1. that



$$H_{z} simeq z sum_{k=1}^infty frac{1}{k^2} = z;zeta(2) =z;frac{pi^2}{6}to 0 $$



We can also derive an integral representation from the second form of $(4)$ writing



$$frac{1}{k} -frac{1}{k+z} =int_0^1 (x^{k-1}-x^{z+k-1}),dx $$



Performing the sum under the integral is just doing a geometric sum and gives



$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$





  1. $H_{z}$ at negativ half integers ($z = -frac{1}{2}, -frac{3}{2}, ...$)


These can be calculated from $(1b)$ as soon as $H_{frac{1}{2}}$ is known.



So let us calculate $H_frac{1}{2}$.



Consider



$$H_{2n} = frac{1}{1} + frac{1}{2} + frac{1}{3} + ... + frac{1}{2n}$$



Splitting even and odd terms gives



$$H_{2n}=
frac{1}{1} + frac{1}{3} + frac{1}{5} + ... + frac{1}{2n-1}\+
frac{1}{2} + frac{1}{4} + ... + frac{1}{2n}\=
sum_{k=1}^n frac{1}{2k-1} + frac{1}{2} H_{n}tag{6}$$



Now for the sum of the odd terms we write as in $(1)$



$$O_{n} = sum_{k=1}^infty left(frac{1}{2k-1} - frac{1}{2(n+k)-1}right)tag{7}$$



This can be anlytically continued to any complex $nto z$.



Replacing as before the summand by an integral and doing the summation under the integral gives



$$O_{z} = int_0^1 frac{1-x^{2z}}{1-x^2},dxtag{8} $$



Substituting $x to sqrt{t}$ we find



$$O_{z} = frac{1}{2}int_0^1 frac{1}{sqrt{t}}frac{1-t^{z}}{1-t},dt\=
frac{1}{2}int_0^1 frac{1-t^{z-frac{1}{2}}}{1-t},dt-
frac{1}{2}int_0^1 frac{1-t^{-frac{1}{2}}}{1-t},dt\
=frac{1}{2}H_{z-frac{1}{2}}+log{2}tag{9}$$



Hence $(6)$ can be written as



$$H_{2z} = frac{1}{2} H_{z} +frac{1}{2} H_{z-frac{1}{2}}+log{2}tag{10} $$



Letting $z=1$ this gives



$$H_{2} = frac{1}{2} H_{1} +frac{1}{2} H_{frac{1}{2}}+log{2} $$



from which we deduce finally



$$H_{frac{1}{2}} = 2(1-log{2})simeq 0.613706 tag{11}$$



EDIT



Altenatively, the calculation of $H_{frac{1}{2}}$ can be done using $(5)$ with the substitution $(xto t^2)$:



$$H_{frac{1}{2}} = int_0^1 frac{1-x^{frac{1}{2}}}{1-x},dx
= 2int_0^1 t frac{(1-t)}{{1-t^2}},dt = 2int_0^1 t frac{(1-t)}{(1+t)(1-t)},dt \=2int_0^1 frac{t}{{1+t}},dt=2int_0^1 frac{1+t}{{1+t}},dt -2int_0^1 frac{1}{{1+t}},dt = 2 - 2 log(2)$$



and we have recovered $(11)$.



As an exercise calculate $H_{frac{1}{n}}$ for $n =3, 4,...$.



I found that Mathematica returns explicit expression up to $n=12$ except for the case $n=5$. I have not yet unerstood the reason for this exception. Maybe someone else can explain it?






share|cite|improve this answer














Let's try it in an elementary manner




  1. We can use the defining recursion of the harmonic number valid for $nin Z^{+}$


$$H_{n} = H_{n-1} + frac{1}{n}, H_{1}=1tag{1a}$$



also for any complex $z$



$$H_{z} = H_{z-1} + frac{1}{z}, H_{1}=1tag{1b}$$



For instance for $z=1$ we obtain $$H_{1} = H_{0} + frac{1}{1}$$



from which we conclude that $H_{0}=0$.



If we try to find $H_{-1}$ we encounter the problem that from $H_0 = 0 = lim_{zto0}(H_{-1+z} + frac{1}{z})$ we find that $H_{z} simeq frac{1}{z}$ for $zsimeq 0$. In other words, $H_{z}$ has a simple pole at $z=-1$.



Hence we cannot continue in this manner to go to further into the region of negative $z$, so let us move to the following general approach.




  1. Starting with this formula for the harmonic number which is valid for $nin Z^{+}$


$$H_{n} = frac{1}{2}+ ... + frac{1}{n}\\=frac{1}{1}+ frac{1}{2}+ ... + frac{1}{n} +frac{1}{1+n}+frac{1}{n+2} + ... \;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;-frac{1}{1+n}- frac{1}{n+2} + ...\=sum_{k=0}^infty left(frac{1}{k}-frac{1}{ (k+n)}right)tag{2}$$



The sum can be written as



$$H_{n}= sum_{k=1}^infty frac{n}{k (k+n)}tag{3}$$



and this can be extended immediately to complex values $z$ in place of $n$



$$H_{z}= sum_{k=1}^infty frac{z}{k (k+z)}=sum_{k=1}^infty left(frac{1}{k} -frac{1}{k+z}right)tag{4}$$



This sum is convergent (the proof is left to the reader) for any $z$ except for $z=-1, -2, ...$ where $H_{z}$ has simple poles with residue $-1$.



Hence $(4)$ gives the analytic continuation.



For instance close to $z=0$ we have as in 1. that



$$H_{z} simeq z sum_{k=1}^infty frac{1}{k^2} = z;zeta(2) =z;frac{pi^2}{6}to 0 $$



We can also derive an integral representation from the second form of $(4)$ writing



$$frac{1}{k} -frac{1}{k+z} =int_0^1 (x^{k-1}-x^{z+k-1}),dx $$



Performing the sum under the integral is just doing a geometric sum and gives



$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$





  1. $H_{z}$ at negativ half integers ($z = -frac{1}{2}, -frac{3}{2}, ...$)


These can be calculated from $(1b)$ as soon as $H_{frac{1}{2}}$ is known.



So let us calculate $H_frac{1}{2}$.



Consider



$$H_{2n} = frac{1}{1} + frac{1}{2} + frac{1}{3} + ... + frac{1}{2n}$$



Splitting even and odd terms gives



$$H_{2n}=
frac{1}{1} + frac{1}{3} + frac{1}{5} + ... + frac{1}{2n-1}\+
frac{1}{2} + frac{1}{4} + ... + frac{1}{2n}\=
sum_{k=1}^n frac{1}{2k-1} + frac{1}{2} H_{n}tag{6}$$



Now for the sum of the odd terms we write as in $(1)$



$$O_{n} = sum_{k=1}^infty left(frac{1}{2k-1} - frac{1}{2(n+k)-1}right)tag{7}$$



This can be anlytically continued to any complex $nto z$.



Replacing as before the summand by an integral and doing the summation under the integral gives



$$O_{z} = int_0^1 frac{1-x^{2z}}{1-x^2},dxtag{8} $$



Substituting $x to sqrt{t}$ we find



$$O_{z} = frac{1}{2}int_0^1 frac{1}{sqrt{t}}frac{1-t^{z}}{1-t},dt\=
frac{1}{2}int_0^1 frac{1-t^{z-frac{1}{2}}}{1-t},dt-
frac{1}{2}int_0^1 frac{1-t^{-frac{1}{2}}}{1-t},dt\
=frac{1}{2}H_{z-frac{1}{2}}+log{2}tag{9}$$



Hence $(6)$ can be written as



$$H_{2z} = frac{1}{2} H_{z} +frac{1}{2} H_{z-frac{1}{2}}+log{2}tag{10} $$



Letting $z=1$ this gives



$$H_{2} = frac{1}{2} H_{1} +frac{1}{2} H_{frac{1}{2}}+log{2} $$



from which we deduce finally



$$H_{frac{1}{2}} = 2(1-log{2})simeq 0.613706 tag{11}$$



EDIT



Altenatively, the calculation of $H_{frac{1}{2}}$ can be done using $(5)$ with the substitution $(xto t^2)$:



$$H_{frac{1}{2}} = int_0^1 frac{1-x^{frac{1}{2}}}{1-x},dx
= 2int_0^1 t frac{(1-t)}{{1-t^2}},dt = 2int_0^1 t frac{(1-t)}{(1+t)(1-t)},dt \=2int_0^1 frac{t}{{1+t}},dt=2int_0^1 frac{1+t}{{1+t}},dt -2int_0^1 frac{1}{{1+t}},dt = 2 - 2 log(2)$$



and we have recovered $(11)$.



As an exercise calculate $H_{frac{1}{n}}$ for $n =3, 4,...$.



I found that Mathematica returns explicit expression up to $n=12$ except for the case $n=5$. I have not yet unerstood the reason for this exception. Maybe someone else can explain it?







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Jan 2 at 9:26

























answered Jan 1 at 15:15









Dr. Wolfgang HintzeDr. Wolfgang Hintze

3,270617




3,270617












  • I think there's a typo in (2) and similar, the sums should start from 1, not 0.
    – Bladewood
    Jan 2 at 1:32










  • @Bladewood You are right. Thanks. Have corrected it.
    – Dr. Wolfgang Hintze
    Jan 2 at 8:46


















  • I think there's a typo in (2) and similar, the sums should start from 1, not 0.
    – Bladewood
    Jan 2 at 1:32










  • @Bladewood You are right. Thanks. Have corrected it.
    – Dr. Wolfgang Hintze
    Jan 2 at 8:46
















I think there's a typo in (2) and similar, the sums should start from 1, not 0.
– Bladewood
Jan 2 at 1:32




I think there's a typo in (2) and similar, the sums should start from 1, not 0.
– Bladewood
Jan 2 at 1:32












@Bladewood You are right. Thanks. Have corrected it.
– Dr. Wolfgang Hintze
Jan 2 at 8:46




@Bladewood You are right. Thanks. Have corrected it.
– Dr. Wolfgang Hintze
Jan 2 at 8:46


















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