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Polylogarithm

From Wikipedia, the free encyclopedia
Special mathematical function
Not to be confused withpolylogarithmic function orlogarithmic integral function.

Inmathematics, thepolylogarithm (also known asJonquière's function, for Alfred Jonquière) is aspecial functionLis(z) of orders and argumentz. Only for special values ofs does the polylogarithm reduce to anelementary function such as thenatural logarithm or arational function. Inquantum statistics, the polylogarithm function appears as the closed form ofintegrals of theFermi–Dirac distribution and theBose–Einstein distribution, and is also known as theFermi–Dirac integral or theBose–Einstein integral. Inquantum electrodynamics, polylogarithms of positiveinteger order arise in the calculation of processes represented by higher-orderFeynman diagrams.

The polylogarithm function is equivalent to theHurwitz zeta function — eitherfunction can be expressed in terms of the other — and both functions are special cases of theLerch transcendent. Polylogarithms should not be confused withpolylogarithmic functions, nor with theoffset logarithmic integralLi(z), which has the same notation without the subscript.

  • Different polylogarithm functions in the complex plane
  • Li –3(z)
    Li –3(z)
  • Li –2(z)
    Li –2(z)
  • Li –1(z)
    Li –1(z)
  • Li0(z)
    Li0(z)
  • Li1(z)
    Li1(z)
  • Li2(z)
    Li2(z)
  • Li3(z)
    Li3(z)

The polylogarithm function is defined by apower series inz generalizing theMercator series, which is also aDirichlet series ins:Lis(z)=k=1zkks=z+z22s+z33s+{\displaystyle \operatorname {Li} _{s}(z)=\sum _{k=1}^{\infty }{z^{k} \over k^{s}}=z+{z^{2} \over 2^{s}}+{z^{3} \over 3^{s}}+\cdots }

This definition is valid for arbitrarycomplex orders and for all complex argumentsz with|z| < 1; it can be extended to|z| ≥ 1 by the process ofanalytic continuation. (Here the denominatorks is understood asexp(s lnk)). The special cases = 1 involves the ordinarynatural logarithm,Li1(z) = −ln(1−z), while the special casess = 2 ands = 3 are called thedilogarithm (also referred to as Spence's function) and trilogarithm respectively. The name of the function comes from the fact that it may also be defined as the repeatedintegral of itself:Lis+1(z)=0zLis(t)tdt{\displaystyle \operatorname {Li} _{s+1}(z)=\int _{0}^{z}{\frac {\operatorname {Li} _{s}(t)}{t}}dt}thus the dilogarithm is an integral of a function involving the logarithm, and so on. For nonpositive integer orderss, the polylogarithm is arational function.

Properties

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In the case where the orders{\displaystyle s} is an integer, it will be represented bys=n{\displaystyle s=n} (ors=n{\displaystyle s=-n} when negative). It is often convenient to defineμ=ln(z){\displaystyle \mu =\ln(z)} whereln(z){\displaystyle \ln(z)} is theprincipal branch of thecomplex logarithmLn(z){\displaystyle \operatorname {Ln} (z)} so thatπ<Im(μ)π.{\displaystyle -\pi <\operatorname {Im} (\mu )\leq \pi .} Also, all exponentiation will be assumed to be single-valued:zs=exp(sln(z)).{\displaystyle z^{s}=\exp(s\ln(z)).}

Depending on the orders{\displaystyle s}, the polylogarithm may be multi-valued. Theprincipal branch ofLis(z){\displaystyle \operatorname {Li} _{s}(z)} is taken to be given for|z|<1{\displaystyle |z|<1} by the above series definition and taken to be continuous except on the positive real axis, where a cut is made fromz=1{\displaystyle z=1} to{\displaystyle \infty } such that the axis is placed on the lower half plane ofz{\displaystyle z}. In terms ofμ{\displaystyle \mu }, this amounts toπ<arg(μ)π{\displaystyle -\pi <\arg(-\mu )\leq \pi }. The discontinuity of the polylogarithm in dependence onμ{\displaystyle \mu } can sometimes be confusing.

For real argumentz{\displaystyle z}, the polylogarithm of real orders{\displaystyle s} is real ifz<1{\displaystyle z<1}, and its imaginary part forz1{\displaystyle z\geq 1} is (Wood 1992, §3):

Im(Lis(z))=πμs1Γ(s).{\displaystyle \operatorname {Im} \left(\operatorname {Li} _{s}(z)\right)=-{{\pi \mu ^{s-1}} \over {\Gamma (s)}}.}

Going across the cut, ifε is an infinitesimally small positivereal number, then:

Im(Lis(z+iϵ))=πμs1Γ(s).{\displaystyle \operatorname {Im} \left(\operatorname {Li} _{s}(z+i\epsilon )\right)={{\pi \mu ^{s-1}} \over {\Gamma (s)}}.}

Both can be concluded from the series expansion (see below) ofLis(eμ) aboutμ = 0.

The derivatives of the polylogarithm follow from the defining power series:

zLis(z)z=Lis1(z){\displaystyle z{\frac {\partial \operatorname {Li} _{s}(z)}{\partial z}}=\operatorname {Li} _{s-1}(z)}Lis(eμ)μ=Lis1(eμ).{\displaystyle {\frac {\partial \operatorname {Li} _{s}(e^{\mu })}{\partial \mu }}=\operatorname {Li} _{s-1}(e^{\mu }).}

The square relationship is seen from the series definition, and is related to theduplication formula (see alsoClunie (1954),Schrödinger (1952)):

Lis(z)+Lis(z)=21sLis(z2).{\displaystyle \operatorname {Li} _{s}(-z)+\operatorname {Li} _{s}(z)=2^{1-s}\operatorname {Li} _{s}(z^{2}).}

Kummer's function obeys a very similar duplication formula. This is a special case of themultiplication formula, for any positive integerp:

m=0p1Lis(ze2πim/p)=p1sLis(zp),{\displaystyle \sum _{m=0}^{p-1}\operatorname {Li} _{s}(ze^{2\pi im/p})=p^{1-s}\operatorname {Li} _{s}(z^{p}),}

which can be proved using the series definition of the polylogarithm and the orthogonality of the exponential terms (see e.g.discrete Fourier transform).

Another important property, the inversion formula, involves theHurwitz zeta function or theBernoulli polynomials and is found underrelationship to other functions below.

Particular values

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For particular cases, the polylogarithm may be expressed in terms of other functions (see below). Particular values for the polylogarithm may thus also be found as particular values of these other functions.

  1. For integer values of the polylogarithm order, the following explicit expressions are obtained by repeated application ofz·∂/∂z to Li1(z):Li1(z)=ln(1z){\displaystyle \operatorname {Li} _{1}(z)=-\ln(1-z)}Li0(z)=z1z{\displaystyle \operatorname {Li} _{0}(z)={z \over 1-z}}Li1(z)=z(1z)2{\displaystyle \operatorname {Li} _{-1}(z)={z \over (1-z)^{2}}}Li2(z)=z(1+z)(1z)3{\displaystyle \operatorname {Li} _{-2}(z)={z(1+z) \over (1-z)^{3}}}Li3(z)=z(1+4z+z2)(1z)4{\displaystyle \operatorname {Li} _{-3}(z)={z(1+4z+z^{2}) \over (1-z)^{4}}}Li4(z)=z(1+z)(1+10z+z2)(1z)5.{\displaystyle \operatorname {Li} _{-4}(z)={z(1+z)(1+10z+z^{2}) \over (1-z)^{5}}.}Accordingly the polylogarithm reduces to a ratio of polynomials inz, and is therefore arational function ofz, for all nonpositive integer orders. The general case may be expressed as a finite sum:Lin(z)=(zz)nz1z=k=0nk!S(n+1,k+1)(z1z)k+1(n=0,1,2,),{\displaystyle \operatorname {Li} _{-n}(z)=\left(z{\partial \over \partial z}\right)^{n}{z \over {1-z}}=\sum _{k=0}^{n}k!S(n+1,k+1)\left({z \over {1-z}}\right)^{k+1}\qquad (n=0,1,2,\ldots ),}whereS(n,k) are theStirling numbers of the second kind. Equivalent formulae applicable to negative integer orders are (Wood 1992, § 6):Lin(z)=(1)n+1k=0nk!S(n+1,k+1)(11z)k+1(n=1,2,3,),{\displaystyle \operatorname {Li} _{-n}(z)=(-1)^{n+1}\sum _{k=0}^{n}k!S(n+1,k+1)\left({{-1} \over {1-z}}\right)^{k+1}\qquad (n=1,2,3,\ldots ),}and:Lin(z)=1(1z)n+1k=0n1nkznk(n=1,2,3,),{\displaystyle \operatorname {Li} _{-n}(z)={1 \over (1-z)^{n+1}}\sum _{k=0}^{n-1}\left\langle {n \atop k}\right\rangle z^{n-k}\qquad (n=1,2,3,\ldots ),}wherenk{\displaystyle \scriptstyle \left\langle {n \atop k}\right\rangle } are theEulerian numbers. All roots of Lin(z) are distinct and real; they includez = 0, while the remainder is negative and centered aboutz = −1 on a logarithmic scale. Asn becomes large, the numerical evaluation of these rational expressions increasingly suffers from cancellation (Wood 1992, § 6); full accuracy can be obtained, however, by computing Lin(z) via the general relation with the Hurwitz zeta function (see below).
  2. Some particular expressions for half-integer values of the argumentz are:Li1(12)=ln2{\displaystyle \operatorname {Li} _{1}({\tfrac {1}{2}})=\ln 2}Li2(12)=112π212(ln2)2{\displaystyle \operatorname {Li} _{2}({\tfrac {1}{2}})={\tfrac {1}{12}}\pi ^{2}-{\tfrac {1}{2}}(\ln 2)^{2}}Li3(12)=16(ln2)3112π2ln2+78ζ(3),{\displaystyle \operatorname {Li} _{3}({\tfrac {1}{2}})={\tfrac {1}{6}}(\ln 2)^{3}-{\tfrac {1}{12}}\pi ^{2}\ln 2+{\tfrac {7}{8}}\zeta (3),}whereζ is theRiemann zeta function. No formulae of this type are known for higher integer orders (Lewin 1991, p. 2), but one has for instance (Borwein, Borwein & Girgensohn 1995):Li4(12)=1360π4124(ln2)4+124π2(ln2)212ζ(3¯,1¯),{\displaystyle \operatorname {Li} _{4}({\tfrac {1}{2}})={\tfrac {1}{360}}\pi ^{4}-{\tfrac {1}{24}}(\ln 2)^{4}+{\tfrac {1}{24}}\pi ^{2}(\ln 2)^{2}-{\tfrac {1}{2}}\zeta ({\bar {3}},{\bar {1}}),}which involves the alternating double sumζ(3¯,1¯)=m>n>0(1)m+nm3n1.{\displaystyle \zeta ({\bar {3}},{\bar {1}})=\sum _{m>n>0}(-1)^{m+n}m^{-3}n^{-1}.}In general one has for integer ordersn ≥ 2 (Broadhurst 1996, p. 9):Lin(12)=ζ(1¯,1¯,{1}n2),{\displaystyle \operatorname {Li} _{n}({\tfrac {1}{2}})=-\zeta ({\bar {1}},{\bar {1}},\left\{1\right\}^{n-2}),}whereζ(s1, …,sk) is themultiple zeta function; for example:Li5(12)=ζ(1¯,1¯,1,1,1).{\displaystyle \operatorname {Li} _{5}({\tfrac {1}{2}})=-\zeta ({\bar {1}},{\bar {1}},1,1,1).}
  3. As a straightforward consequence of the series definition, values of the polylogarithm at thepth complexroots of unity are given by theFourier sum:Lis(e2πim/p)=psk=1pe2πimk/pζ(s,kp)(m=1,2,,p1),{\displaystyle \operatorname {Li} _{s}(e^{2\pi im/p})=p^{-s}\sum _{k=1}^{p}e^{2\pi imk/p}\zeta (s,{\tfrac {k}{p}})\qquad (m=1,2,\dots ,p-1),}whereζ is theHurwitz zeta function. For Re(s) > 1, where Lis(1) is finite, the relation also holds withm = 0 orm =p. While this formula is not as simple as that implied by the more general relation with the Hurwitz zeta function listed underrelationship to other functions below, it has the advantage of applying to non-negative integer values ofs as well. As usual, the relation may be inverted to express ζ(s,mp) for anym = 1, …,p as a Fourier sum of Lis(exp(2πikp)) overk = 1, …,p.

Relationship to other functions

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Integral representations

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Any of the following integral representations furnishes theanalytic continuation of the polylogarithm beyond the circle of convergence |z| = 1 of the defining power series.

  1. The polylogarithm can be expressed in terms of the integral of theBose–Einstein distribution:Lis(z)=1Γ(s)0ts1et/z1dt.{\displaystyle \operatorname {Li} _{s}(z)={1 \over \Gamma (s)}\int _{0}^{\infty }{t^{s-1} \over e^{t}/z-1}dt.}This converges for Re(s) > 0 and allz except forz real and ≥ 1. The polylogarithm in this context is sometimes referred to as a Bose integral but more commonly as aBose–Einstein integral (Dingle 1957a,Dingle, Arndt & Roy 1957).[note 1] Similarly, the polylogarithm can be expressed in terms of the integral of theFermi–Dirac distribution:Lis(z)=1Γ(s)0ts1et/z+1dt.{\displaystyle -\operatorname {Li} _{s}(-z)={\frac {1}{\Gamma (s)}}\int _{0}^{\infty }{t^{s-1} \over e^{t}/z+1}dt.}This converges forRe(s) > 0 and allz except forz real and ≤ −1. The polylogarithm in this context is sometimes referred to as a Fermi integral or aFermi–Dirac integral (GSL 2010,Dingle 1957b). These representations are readily verified byTaylor expansion of the integrand with respect toz and termwise integration. The papers of Dingle contain detailed investigations of both types of integrals.The polylogarithm is also related to the integral of theMaxwell–Boltzmann distribution:limz0Lis(z)z=1Γ(s)0ts1etdt=1.{\displaystyle \lim _{z\to 0}{\frac {\operatorname {Li} _{s}(z)}{z}}={1 \over \Gamma (s)}\int _{0}^{\infty }{t^{s-1}e^{-t}}dt=1.}This also gives theasymptotic behavior of polylogarithm at the vicinity of origin.
  2. A complementary integral representation applies to Re(s) < 0 and to allz except toz real and ≥ 0:Lis(z)=0tssin[sπ/2tln(z)]sinh(πt)dt.{\displaystyle \operatorname {Li} _{s}(z)=\int _{0}^{\infty }{t^{-s}\sin[s\pi /2-t\ln(-z)] \over \sinh(\pi t)}dt.}This integral follows from the general relation of the polylogarithm with theHurwitz zeta function (see above) and a familiar integral representation of the latter.
  3. The polylogarithm may be quite generally represented by aHankel contour integral (Whittaker & Watson 1927, § 12.22, § 13.13), which extends the Bose–Einstein representation to negative orderss. As long as thet =μpole of the integrand does not lie on the non-negative real axis, ands ≠ 1, 2, 3, …, we have:Lis(eμ)=Γ(1s)2πiH(t)s1etμ1dt{\displaystyle \operatorname {Li} _{s}(e^{\mu })=-{{\Gamma (1-s)} \over {2\pi i}}\oint _{H}{{(-t)^{s-1}} \over {e^{t-\mu }-1}}dt}whereH represents the Hankel contour. The integrand has a cut along the real axis from zero to infinity, with the axis belonging to the lower half plane oft. The integration starts at +∞ on the upper half plane (Im(t) > 0), circles the origin without enclosing any of the polest =μ + 2kπi, and terminates at +∞ on the lower half plane (Im(t) < 0). For the case whereμ is real and non-negative, we can simply subtract the contribution of the enclosedt =μ pole:Lis(eμ)=Γ(1s)2πiH(t)s1etμ1dt2πiR{\displaystyle \operatorname {Li} _{s}(e^{\mu })=-{{\Gamma (1-s)} \over {2\pi i}}\oint _{H}{{(-t)^{s-1}} \over {e^{t-\mu }}-1}dt-2\pi iR}whereR is theresidue of the pole:R=i2πΓ(1s)(μ)s1.{\displaystyle R={i \over 2\pi }\Gamma (1-s)(-\mu )^{s-1}.}
  4. When theAbel–Plana formula is applied to the defining series of the polylogarithm, aHermite-type integral representation results that is valid for all complexz and for all complexs:Lis(z)=12z+Γ(1s,lnz)(lnz)1s+2z0sin(sarctanttlnz)(1+t2)s/2(e2πt1)dt{\displaystyle \operatorname {Li} _{s}(z)={\tfrac {1}{2}}z+{\Gamma (1-s,-\ln z) \over (-\ln z)^{1-s}}+2z\int _{0}^{\infty }{\frac {\sin(s\arctan t-t\ln z)}{(1+t^{2})^{s/2}(e^{2\pi t}-1)}}dt}where Γ is theupper incomplete gamma-function. All (but not part) of the ln(z) in this expression can be replaced by −ln(1z). A related representation which also holds for all complexs,Lis(z)=12z+z0sin[sarctanttln(z)](1+t2)s/2sinh(πt)dt,{\displaystyle \operatorname {Li} _{s}(z)={\tfrac {1}{2}}z+z\int _{0}^{\infty }{\frac {\sin[s\arctan t-t\ln(-z)]}{(1+t^{2})^{s/2}\sinh(\pi t)}}dt,}avoids the use of the incomplete gamma function, but this integral fails forz on the positive real axis if Re(s) ≤ 0. This expression is found by writing 2s Lis(−z) / (−z) = Φ(z2,s,12) −z Φ(z2,s, 1), where Φ is theLerch transcendent, and applying the Abel–Plana formula to the first Φ series and a complementary formula that involves 1 / (e2πt + 1) in place of 1 / (e2πt − 1) to the second Φ series.
  5. We can express an integral for the polylogarithm by integrating the ordinarygeometric series termwise forsN{\displaystyle s\in \mathbb {N} } as (Borwein, Borwein & Girgensohn 1995, §2, eqn. 4)Lis+1(z)=z(1)ss!01logs(t)1tzdt.{\displaystyle \operatorname {Li} _{s+1}(z)={\frac {z\cdot (-1)^{s}}{s!}}\int _{0}^{1}{\frac {\log ^{s}(t)}{1-tz}}dt.}

Series representations

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  1. As noted underintegral representations above, the Bose–Einstein integral representation of the polylogarithm may be extended to negative orderss by means ofHankel contour integration:Lis(eμ)=Γ(1s)2πiH(t)s1etμ1dt,{\displaystyle \operatorname {Li} _{s}(e^{\mu })=-{\Gamma (1-s) \over 2\pi i}\oint _{H}{(-t)^{s-1} \over e^{t-\mu }-1}dt,}whereH is the Hankel contour,s ≠ 1, 2, 3, …, and thet =μ pole of the integrand does not lie on the non-negative real axis. Thecontour can be modified so that it encloses thepoles of the integrand attμ = 2kπi, and the integral can be evaluated as the sum of theresidues (Wood 1992, § 12, 13;Gradshteyn & Ryzhik 2015):Lis(eμ)=Γ(1s)k=(2kπiμ)s1.{\displaystyle \operatorname {Li} _{s}(e^{\mu })=\Gamma (1-s)\sum _{k=-\infty }^{\infty }(2k\pi i-\mu )^{s-1}.}This will hold for Re(s) < 0 and allμ except whereeμ = 1. For 0 < Im(μ) ≤ 2π the sum can be split as:Lis(eμ)=Γ(1s)[(2πi)s1k=0(k+μ2πi)s1+(2πi)s1k=0(k+1μ2πi)s1],{\displaystyle \operatorname {Li} _{s}(e^{\mu })=\Gamma (1-s)\left[(-2\pi i)^{s-1}\sum _{k=0}^{\infty }\left(k+{\mu \over {2\pi i}}\right)^{s-1}+(2\pi i)^{s-1}\sum _{k=0}^{\infty }\left(k+1-{\mu \over {2\pi i}}\right)^{s-1}\right],}where the two series can now be identified with theHurwitz zeta function:Lis(eμ)=Γ(1s)(2π)1s[i1s ζ(1s, μ2πi)+is1 ζ(1s, 1μ2πi)](0<Im(μ)2π).{\displaystyle \operatorname {Li} _{s}(e^{\mu })={\Gamma (1-s) \over (2\pi )^{1-s}}\left[i^{1-s}~\zeta \left(1-s,~{\mu \over {2\pi i}}\right)+i^{s-1}~\zeta \left(1-s,~1-{\mu \over {2\pi i}}\right)\right]\qquad (0<\operatorname {Im} (\mu )\leq 2\pi ).}This relation, which has already been given underrelationship to other functions above, holds for all complexs ≠ 0, 1, 2, 3, … and was first derived in (Jonquière 1889, eq. 6).
  2. In order to represent the polylogarithm as a power series aboutμ = 0, we write the series derived from the Hankel contour integral as:Lis(eμ)=Γ(1s)(μ)s1+Γ(1s)h=1[(2hπiμ)s1+(2hπiμ)s1].{\displaystyle \operatorname {Li} _{s}(e^{\mu })=\Gamma (1-s)(-\mu )^{s-1}+\Gamma (1-s)\sum _{h=1}^{\infty }\left[(-2h\pi i-\mu )^{s-1}+(2h\pi i-\mu )^{s-1}\right].}When the binomial powers in the sum are expanded aboutμ = 0 and the order of summation is reversed, the sum overh can be expressed in closed form:Lis(eμ)=Γ(1s)(μ)s1+k=0ζ(sk)k!μk.{\displaystyle \operatorname {Li} _{s}(e^{\mu })=\Gamma (1-s)(-\mu )^{s-1}+\sum _{k=0}^{\infty }{\zeta (s-k) \over k!}\mu ^{k}.}This result holds for |μ| < 2π and, thanks to the analytic continuation provided by thezeta functions, for alls ≠ 1, 2, 3, … . If the order is a positive integer,s =n, both the term withk =n − 1 and thegamma function become infinite, although their sum does not. One obtains (Wood 1992, § 9;Gradshteyn & Ryzhik 2015):limsk+1[ζ(sk)k!μk+Γ(1s)(μ)s1]=μkk![h=1k1hln(μ)],{\displaystyle \lim _{s\to k+1}\left[{\zeta (s-k) \over k!}\mu ^{k}+\Gamma (1-s)(-\mu )^{s-1}\right]={\mu ^{k} \over k!}\left[\sum _{h=1}^{k}{1 \over h}-\ln(-\mu )\right],}where the sum overh vanishes ifk = 0. So, for positive integer orders and for |μ| < 2π we have the series:Lin(eμ)=μn1(n1)![Hn1ln(μ)]+k=0,kn1ζ(nk)k!μk,{\displaystyle \operatorname {Li} _{n}(e^{\mu })={\mu ^{n-1} \over (n-1)!}\left[H_{n-1}-\ln(-\mu )\right]+\sum _{k=0,k\neq n-1}^{\infty }{\zeta (n-k) \over k!}\mu ^{k},}whereHn denotes thenthharmonic number:Hn=h=1n1h,H0=0.{\displaystyle H_{n}=\sum _{h=1}^{n}{1 \over h},\qquad H_{0}=0.}The problem terms now contain −ln(−μ) which, when multiplied byμn−1, will tend to zero asμ → 0, except forn = 1. This reflects the fact that Lis(z) exhibits a truelogarithmic singularity ats = 1 andz = 1 since:limμ0Γ(1s)(μ)s1=0(Re(s)>1).{\displaystyle \lim _{\mu \to 0}\Gamma (1-s)(-\mu )^{s-1}=0\qquad (\operatorname {Re} (s)>1).}Fors close, but not equal, to a positive integer, the divergent terms in the expansion aboutμ = 0 can be expected to cause computational difficulties (Wood 1992, § 9). Erdélyi's corresponding expansion (Erdélyi et al. 1981, § 1.11-15) in powers of ln(z) is not correct if one assumes that the principal branches of the polylogarithm and the logarithm are used simultaneously, since ln(1z) is not uniformly equal to −ln(z).For nonpositive integer values ofs, the zeta function ζ(sk) in the expansion aboutμ = 0 reduces toBernoulli numbers: ζ(−nk) = −B1+n+k / (1 +n +k). Numerical evaluation of Lin(z) by this series does not suffer from the cancellation effects that the finite rational expressions given underparticular values above exhibit for largen.
  3. By use of the identity1=1Γ(s)0etts1dt(Re(s)>0),{\displaystyle 1={1 \over \Gamma (s)}\int _{0}^{\infty }e^{-t}t^{s-1}dt\qquad (\operatorname {Re} (s)>0),}the Bose–Einstein integral representation of the polylogarithm (see above) may be cast in the form:Lis(z)=12z+z2Γ(s)0etts1cothtlnz2dt(Re(s)>0).{\displaystyle \operatorname {Li} _{s}(z)={\tfrac {1}{2}}z+{z \over 2\Gamma (s)}\int _{0}^{\infty }e^{-t}t^{s-1}\coth {t-\ln z \over 2}dt\qquad (\operatorname {Re} (s)>0).}Replacing the hyperbolic cotangent with a bilateral series,cothtlnz2=2k=12kπi+tlnz,{\displaystyle \coth {t-\ln z \over 2}=2\sum _{k=-\infty }^{\infty }{1 \over 2k\pi i+t-\ln z},}then reversing the order of integral and sum, and finally identifying the summands with an integral representation of theupper incomplete gamma function, one obtains:Lis(z)=12z+k=Γ(1s,2kπilnz)(2kπilnz)1s.{\displaystyle \operatorname {Li} _{s}(z)={\tfrac {1}{2}}z+\sum _{k=-\infty }^{\infty }{\Gamma (1-s,2k\pi i-\ln z) \over (2k\pi i-\ln z)^{1-s}}.}For both the bilateral series of this result and that for the hyperbolic cotangent, symmetric partial sums from −kmax tokmax converge unconditionally askmax → ∞. Provided the summation is performed symmetrically, this series for Lis(z) thus holds for all complexs as well as all complexz.
  4. Introducing an explicit expression for theStirling numbers of the second kind into the finite sum for the polylogarithm of nonpositive integer order (see above) one may write:Lin(z)=k=0n(z1z)k+1j=0k(1)j+1(kj)(j+1)n(n=0,1,2,).{\displaystyle \operatorname {Li} _{-n}(z)=\sum _{k=0}^{n}\left({-z \over 1-z}\right)^{k+1}\sum _{j=0}^{k}(-1)^{j+1}{k \choose j}(j+1)^{n}\qquad (n=0,1,2,\ldots ).}The infinite series obtained by simply extending the outer summation to ∞ (Guillera & Sondow 2008, Theorem 2.1):Lis(z)=k=0(z1z)k+1 j=0k(1)j+1(kj)(j+1)s,{\displaystyle \operatorname {Li} _{s}(z)=\sum _{k=0}^{\infty }\left({-z \over 1-z}\right)^{k+1}~\sum _{j=0}^{k}(-1)^{j+1}{k \choose j}(j+1)^{-s},}turns out to converge to the polylogarithm for all complexs and for complexz with Re(z) <12, as can be verified for |z(1−z)| <12 by reversing the order of summation and using:k=j(kj)(z1z)k+1=[(z1z)11]j1=(z)j+1.{\displaystyle \sum _{k=j}^{\infty }{k \choose j}\left({-z \over 1-z}\right)^{k+1}=\left[\left({-z \over 1-z}\right)^{-1}-1\right]^{-j-1}=(-z)^{j+1}.}The inner coefficients of these series can be expressed byStirling-number-related formulas involving the generalizedharmonic numbers. For example, seegenerating function transformations to find proofs (references to proofs) of the following identities:Li2(z)=j1(1)j12(Hj2+Hj(2))zj(1z)j+1Li3(z)=j1(1)j16(Hj3+3HjHj(2)+2Hj(3))zj(1z)j+1.{\displaystyle {\begin{aligned}\operatorname {Li} _{2}(z)&=\sum _{j\geq 1}{\frac {(-1)^{j-1}}{2}}\left(H_{j}^{2}+H_{j}^{(2)}\right){\frac {z^{j}}{(1-z)^{j+1}}}\\\operatorname {Li} _{3}(z)&=\sum _{j\geq 1}{\frac {(-1)^{j-1}}{6}}\left(H_{j}^{3}+3H_{j}H_{j}^{(2)}+2H_{j}^{(3)}\right){\frac {z^{j}}{(1-z)^{j+1}}}.\end{aligned}}}For the other arguments with Re(z) <12 the result follows byanalytic continuation. This procedure is equivalent to applyingEuler's transformation to the series inz that defines the polylogarithm.

Asymptotic expansions

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For |z| ≫ 1, the polylogarithm can be expanded intoasymptotic series in terms of ln(−z):

Lis(z)=±iπΓ(s)[ln(z)±iπ]s1k=0(1)k(2π)2kB2k(2k)![ln(z)±iπ]s2kΓ(s+12k),{\displaystyle \operatorname {Li} _{s}(z)={\pm i\pi \over \Gamma (s)}[\ln(-z)\pm i\pi ]^{s-1}-\sum _{k=0}^{\infty }(-1)^{k}(2\pi )^{2k}{B_{2k} \over (2k)!}{[\ln(-z)\pm i\pi ]^{s-2k} \over \Gamma (s+1-2k)},}Lis(z)=k=0(1)k(1212k)(2π)2kB2k(2k)![ln(z)]s2kΓ(s+12k),{\displaystyle \operatorname {Li} _{s}(z)=\sum _{k=0}^{\infty }(-1)^{k}(1-2^{1-2k})(2\pi )^{2k}{B_{2k} \over (2k)!}{[\ln(-z)]^{s-2k} \over \Gamma (s+1-2k)},}

whereB2k are theBernoulli numbers. Both versions hold for alls and for any arg(z). As usual, the summation should be terminated when the terms start growing in magnitude. For negative integers, the expansions vanish entirely; for non-negative integers, they break off after a finite number of terms.Wood (1992, § 11) describes a method for obtaining these series from the Bose–Einstein integral representation (his equation 11.2 for Lis(eμ) requires −2π < Im(μ) ≤ 0).

Limiting behavior

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The followinglimits result from the various representations of the polylogarithm (Wood 1992, § 22):

Lis(z)|z|0z{\displaystyle \operatorname {Li} _{s}(z)\sim _{|z|\to 0}z}Lis(eμ)|μ|0Γ(1s)(μ)s1(Re(s)<1){\displaystyle \operatorname {Li} _{s}(e^{\mu })\sim _{|\mu |\to 0}\Gamma (1-s)(-\mu )^{s-1}\qquad (\operatorname {Re} (s)<1)}Lis(±eμ)Re(μ)μsΓ(s+1)(s1,2,3,){\displaystyle \operatorname {Li} _{s}(\pm e^{\mu })\sim _{\operatorname {Re} (\mu )\to \infty }-{\mu ^{s} \over \Gamma (s+1)}\qquad (s\neq -1,-2,-3,\ldots )}Lin(eμ)Re(μ)(1)neμ(n=1,2,3,){\displaystyle \operatorname {Li} _{-n}(e^{\mu })\sim _{\operatorname {Re} (\mu )\to \infty }-(-1)^{n}e^{-\mu }\qquad (n=1,2,3,\ldots )}Lis(z)Re(s)z{\displaystyle \operatorname {Li} _{s}(z)\sim _{\operatorname {Re} (s)\to \infty }z}Lis(eμ)Re(s)Γ(1s)(μ)s1(π<Im(μ)<π){\displaystyle \operatorname {Li} _{s}(e^{\mu })\sim _{\operatorname {Re} (s)\to -\infty }\Gamma (1-s)(-\mu )^{s-1}\qquad (-\pi <\operatorname {Im} (\mu )<\pi )}Lis(eμ)Re(s)Γ(1s)[(μiπ)s1+(μ+iπ)s1](Im(μ)=0){\displaystyle \operatorname {Li} _{s}(-e^{\mu })\sim _{\operatorname {Re} (s)\to -\infty }\Gamma (1-s)\left[(-\mu -i\pi )^{s-1}+(-\mu +i\pi )^{s-1}\right]\qquad (\operatorname {Im} (\mu )=0)}

Wood's first limit forRe(μ) → ∞ has been corrected in accordance with his equation 11.3. The limit forRe(s) → −∞ follows from the general relation of the polylogarithm with theHurwitz zeta function (see above).

Dilogarithm

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Main article:Dilogarithm

The dilogarithm is the polylogarithm of orders = 2. An alternate integral expression of the dilogarithm for arbitrary complex argumentz is (Abramowitz & Stegun 1972, § 27.7):Li2(z)=0zln(1t)tdt=01ln(1zt)tdt.{\displaystyle \operatorname {Li} _{2}(z)=-\int _{0}^{z}{\ln(1-t) \over t}dt=-\int _{0}^{1}{\ln(1-zt) \over t}dt.}

A source of confusion is that somecomputer algebra systems define the dilogarithm as dilog(z) = Li2(1−z).

In the case of realz ≥ 1 the first integral expression for the dilogarithm can be written asLi2(z)=π261zln(t1)tdtiπlnz{\displaystyle \operatorname {Li} _{2}(z)={\frac {\pi ^{2}}{6}}-\int _{1}^{z}{\ln(t-1) \over t}dt-i\pi \ln z}

from which expanding ln(t−1) and integrating term by term we obtain

Li2(z)=π2312(lnz)2k=11k2zkiπlnz(z1).{\displaystyle \operatorname {Li} _{2}(z)={\frac {\pi ^{2}}{3}}-{\frac {1}{2}}(\ln z)^{2}-\sum _{k=1}^{\infty }{1 \over k^{2}z^{k}}-i\pi \ln z\qquad (z\geq 1).}

TheAbel identity for the dilogarithm is given by (Abel 1881)

Li2(x1y)+Li2(y1x)Li2(xy(1x)(1y))=Li2(x)+Li2(y)+ln(1x)ln(1y){\displaystyle \operatorname {Li} _{2}\left({\frac {x}{1-y}}\right)+\operatorname {Li} _{2}\left({\frac {y}{1-x}}\right)-\operatorname {Li} _{2}\left({\frac {xy}{(1-x)(1-y)}}\right)=\operatorname {Li} _{2}(x)+\operatorname {Li} _{2}(y)+\ln(1-x)\ln(1-y)}

(Re(x)12Re(y)12Im(x)>0Im(y)>0Im(x)<0Im(y)<0).{\displaystyle (\operatorname {Re} (x)\leq {\tfrac {1}{2}}\wedge \operatorname {Re} (y)\leq {\tfrac {1}{2}}\vee \operatorname {Im} (x)>0\wedge \operatorname {Im} (y)>0\vee \operatorname {Im} (x)<0\wedge \operatorname {Im} (y)<0\vee \ldots ).}

This is immediately seen to hold for eitherx = 0 ory = 0, and for general arguments is then easily verified by differentiation ∂/∂x ∂/∂y. Fory = 1−x the identity reduces toEuler'sreflection formulaLi2(x)+Li2(1x)=16π2ln(x)ln(1x),{\displaystyle \operatorname {Li} _{2}\left(x\right)+\operatorname {Li} _{2}\left(1-x\right)={\frac {1}{6}}\pi ^{2}-\ln(x)\ln(1-x),}where Li2(1) = ζ(2) =16π2 has been used andx may take any complex value.

In terms of the new variablesu =x/(1−y),v =y/(1−x) the Abel identity readsLi2(u)+Li2(v)Li2(uv)=Li2(uuv1uv)+Li2(vuv1uv)+ln(1u1uv)ln(1v1uv),{\displaystyle \operatorname {Li} _{2}(u)+\operatorname {Li} _{2}(v)-\operatorname {Li} _{2}(uv)=\operatorname {Li} _{2}\left({\frac {u-uv}{1-uv}}\right)+\operatorname {Li} _{2}\left({\frac {v-uv}{1-uv}}\right)+\ln \left({\frac {1-u}{1-uv}}\right)\ln \left({\frac {1-v}{1-uv}}\right),}which corresponds to thepentagon identity given in (Rogers 1907).

From the Abel identity forx =y = 1−z and the square relationship we haveLanden's identityLi2(1z)+Li2(11z)=12(lnz)2(z ];0]),{\displaystyle \operatorname {Li} _{2}(1-z)+\operatorname {Li} _{2}\left(1-{\frac {1}{z}}\right)=-{\frac {1}{2}}(\ln z)^{2}\qquad (z\not \in ~]-\infty ;0]),}and applying the reflection formula to each dilogarithm we find the inversion formulaLi2(z)+Li2(1/z)=16π212[ln(z)]2(z[0;1[),{\displaystyle \operatorname {Li} _{2}(z)+\operatorname {Li} _{2}(1/z)=-{\tfrac {1}{6}}\pi ^{2}-{\tfrac {1}{2}}[\ln(-z)]^{2}\qquad (z\not \in [0;1[),}

and for realz ≥ 1 alsoLi2(z)+Li2(1/z)=13π212(lnz)2iπlnz.{\displaystyle \operatorname {Li} _{2}(z)+\operatorname {Li} _{2}(1/z)={\tfrac {1}{3}}\pi ^{2}-{\tfrac {1}{2}}(\ln z)^{2}-i\pi \ln z.}

Known closed-form evaluations of the dilogarithm at special arguments are collected in the table below. Arguments in the first column are related by reflectionx ↔ 1−x or inversionx1x to eitherx = 0 orx = −1; arguments in the third column are all interrelated by these operations.

Maximon (2003) discusses the 17th to 19th century references. The reflection formula was already published by Landen in 1760, prior to its appearance in a 1768 book by Euler (Maximon 2003, § 10); an equivalent toAbel's identity was already published bySpence in 1809, before Abel wrote his manuscript in 1826 (Zagier 1989, § 2). The designationbilogarithmische Function was introduced byCarl Johan Danielsson Hill (professor in Lund, Sweden) in 1828 (Maximon 2003, § 10).Don Zagier (1989) has remarked that the dilogarithm is the only mathematical function possessing a sense of humor.

Special values of the dilogarithm
x{\displaystyle x}Li2(x){\displaystyle \operatorname {Li} _{2}(x)}x{\displaystyle x}Li2(x){\displaystyle \operatorname {Li} _{2}(x)}
1{\displaystyle -1}112π2{\displaystyle -{\tfrac {1}{12}}\pi ^{2}}ϕ{\displaystyle -\phi }110π2ln2ϕ{\displaystyle -{\tfrac {1}{10}}\pi ^{2}-\ln ^{2}\phi }
0{\displaystyle 0}0{\displaystyle 0}1/ϕ{\displaystyle -1/\phi }115π2+12ln2ϕ{\displaystyle -{\tfrac {1}{15}}\pi ^{2}+{\tfrac {1}{2}}\ln ^{2}\phi }
12{\displaystyle {\tfrac {1}{2}}}112π212ln22{\displaystyle {\tfrac {1}{12}}\pi ^{2}-{\tfrac {1}{2}}\ln ^{2}2}1/ϕ2{\displaystyle 1/\phi ^{2}}115π2ln2ϕ{\displaystyle {\tfrac {1}{15}}\pi ^{2}-\ln ^{2}\phi }
1{\displaystyle 1}16π2{\displaystyle {\tfrac {1}{6}}\pi ^{2}}1/ϕ{\displaystyle 1/\phi }110π2ln2ϕ{\displaystyle {\tfrac {1}{10}}\pi ^{2}-\ln ^{2}\phi }
2{\displaystyle 2}14π2πiln2{\displaystyle {\tfrac {1}{4}}\pi ^{2}-\pi i\ln 2}ϕ{\displaystyle \phi }1115π2+12ln2(1/ϕ){\displaystyle {\tfrac {11}{15}}\pi ^{2}+{\tfrac {1}{2}}\ln ^{2}(-1/\phi )}
ϕ2{\displaystyle \phi ^{2}}1115π2ln2(ϕ){\displaystyle -{\tfrac {11}{15}}\pi ^{2}-\ln ^{2}(-\phi )}
Hereϕ=12(5+1){\displaystyle \phi ={\tfrac {1}{2}}({\sqrt {5}}+1)} denotes thegolden ratio.

Polylogarithm ladders

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Leonard Lewin discovered a remarkable and broad generalization of a number of classical relationships on the polylogarithm for special values. These are now calledpolylogarithm ladders. Defineρ=12(51){\displaystyle \rho ={\tfrac {1}{2}}({\sqrt {5}}-1)} as the reciprocal of thegolden ratio. Then two simple examples of dilogarithm ladders are

Li2(ρ6)=4Li2(ρ3)+3Li2(ρ2)6Li2(ρ)+730π2{\displaystyle \operatorname {Li} _{2}(\rho ^{6})=4\operatorname {Li} _{2}(\rho ^{3})+3\operatorname {Li} _{2}(\rho ^{2})-6\operatorname {Li} _{2}(\rho )+{\tfrac {7}{30}}\pi ^{2}}

given byCoxeter (1935) and

Li2(ρ)=110π2ln2ρ{\displaystyle \operatorname {Li} _{2}(\rho )={\tfrac {1}{10}}\pi ^{2}-\ln ^{2}\rho }

given byLanden. Polylogarithm ladders occur naturally and deeply inK-theory andalgebraic geometry. Polylogarithm ladders provide the basis for the rapid computations of various mathematical constants by means of theBBP algorithm (Bailey, Borwein & Plouffe 1997).

Monodromy

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The polylogarithm has twobranch points; one atz = 1 and another atz = 0. The second branch point, atz = 0, is not visible on the main sheet of the polylogarithm; it becomes visible only when the function isanalytically continued to its other sheets. Themonodromy group for the polylogarithm consists of thehomotopy classes of loops that wind around the two branch points. Denoting these two bym0 andm1, the monodromy group has thegroup presentation

m0,m1|w=m0m1m01m11,wm1=m1w.{\displaystyle \langle m_{0},m_{1}\vert w=m_{0}m_{1}m_{0}^{-1}m_{1}^{-1},wm_{1}=m_{1}w\rangle .}

For the special case of the dilogarithm, one also has thatwm0 =m0w, and the monodromy group becomes theHeisenberg group (identifyingm0,m1 andw withx,y,z) (Vepstas 2008).

Notes

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  1. ^Bose integral is result of multiplication between Gamma function and Zeta function.One can begin with equation for Bose integral, then use series equation.0xsex1dx=0xs1ex1dx=0xsex111exdx11r=n=0rn{\displaystyle \int _{0}^{\infty }{\frac {x^{s}}{e^{x}-1}}dx=\int _{0}^{\infty }x^{s}{\frac {1}{e^{x}-1}}dx=\int _{0}^{\infty }{\frac {x^{s}}{e^{x}}}{\frac {1}{1-{\frac {1}{e^{x}}}}}dx\quad \wedge \quad {\frac {1}{1-r}}=\sum _{n=0}^{\infty }r^{n}}0xsexn=0(1ex)ndx=0xsexn=0enxdx=n=00xsenxexdx{\displaystyle \int _{0}^{\infty }{\frac {x^{s}}{e^{x}}}\sum _{n=0}^{\infty }\left({\frac {1}{e^{x}}}\right)^{n}dx=\int _{0}^{\infty }{\frac {x^{s}}{e^{x}}}\sum _{n=0}^{\infty }e^{-nx}dx=\sum _{n=0}^{\infty }\int _{0}^{\infty }x^{s}e^{-nx}e^{-x}dx}Secondly, regroup expressions.n=00xse(n+1)xdxu=(n+1)x,du=(n+1)dxdx=dun+1{\displaystyle \sum _{n=0}^{\infty }\int _{0}^{\infty }x^{s}e^{-(n+1)x}dx\quad \wedge \quad u=(n+1)x,du=(n+1)dx\Rightarrow dx={\frac {du}{n+1}}}n=00(un+1)seudun+1=n=001(n+1)s+1useudu{\displaystyle \sum _{n=0}^{\infty }\int _{0}^{\infty }\left({\frac {u}{n+1}}\right)^{s}e^{-u}{\frac {du}{n+1}}=\sum _{n=0}^{\infty }\int _{0}^{\infty }{\frac {1}{(n+1)^{s+1}}}u^{s}e^{-u}du}n=01(n+1)s+1(0useudu)=(0useudu)(n=01(n+1)s+1)={\displaystyle \sum _{n=0}^{\infty }{\frac {1}{(n+1)^{s+1}}}\left(\int _{0}^{\infty }u^{s}e^{-u}du\right)=\left(\int _{0}^{\infty }u^{s}e^{-u}du\right)\left(\sum _{n=0}^{\infty }{\frac {1}{(n+1)^{s+1}}}\right)=}(0u(s+1)1eudu)(k=11ks+1)=Γ(s+1)ζ(s+1).{\displaystyle \left(\int _{0}^{\infty }u^{(s+1)-1}e^{-u}du\right)\left(\sum _{k=1}^{\infty }{\frac {1}{k^{s+1}}}\right)=\Gamma (s+1)\zeta (s+1).}

References

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External links

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