Analytic continuation of harmonic series
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:
Can anyone explain?
sequences-and-series harmonic-functions harmonic-numbers analytic-continuation
add a comment |
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:
Can anyone explain?
sequences-and-series harmonic-functions harmonic-numbers analytic-continuation
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
add a comment |
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:
Can anyone explain?
sequences-and-series harmonic-functions harmonic-numbers analytic-continuation
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:
Can anyone explain?
sequences-and-series harmonic-functions harmonic-numbers analytic-continuation
sequences-and-series harmonic-functions harmonic-numbers analytic-continuation
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
add a comment |
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
add a comment |
2 Answers
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I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:
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.
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
add a comment |
Let's try it in an elementary manner
- 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.
- 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
$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$
$H_{z}$ 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?
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
add a comment |
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2 Answers
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I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:
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.
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
add a comment |
I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:
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.
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
add a comment |
I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:
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.
I am not sure if this is what you meant, but Wolfram Alpha has an analytic formula for the $n^{text{th}}$ harmonic number:
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.
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
add a comment |
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
add a comment |
Let's try it in an elementary manner
- 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.
- 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
$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$
$H_{z}$ 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?
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
add a comment |
Let's try it in an elementary manner
- 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.
- 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
$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$
$H_{z}$ 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?
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
add a comment |
Let's try it in an elementary manner
- 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.
- 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
$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$
$H_{z}$ 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?
Let's try it in an elementary manner
- 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.
- 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
$$H_{z} = int_0^1 frac{1-x^{z}}{1-x},dx tag{5}$$
$H_{z}$ 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?
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
add a comment |
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
add a comment |
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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