Les séries divergentes sont en général quelque chose de bien fatal et c’est une honte qu’on ose y fonder aucune démonstration.("Divergent series are in general something fatal, and it is a disgrace to base any proof on them." Often translated as "Divergent series are an invention of the devil …")
Inmathematics, adivergent series is aninfinite series that is notconvergent, meaning that the infinitesequence of thepartial sums of the series does not have a finitelimit.
If a series converges, the individual terms of the series must approach zero. Thus any series in which the individual terms do not approach zero diverges. However, convergence is a stronger condition: not all series whose terms approach zero converge. Acounterexample is theharmonic series
The divergence of the harmonic serieswas proven by the medieval mathematicianNicole Oresme.
In specialized mathematical contexts, values can be objectively assigned to certain series whose sequences of partial sums diverge, in order to make meaning of the divergence of the series. Asummability method orsummation method is apartial function from the set of series to values. For example,Cesàro summation assignsGrandi's divergent series
the value1/2. Cesàro summation is anaveraging method, in that it relies on thearithmetic mean of the sequence of partial sums. Other methods involveanalytic continuations of related series. Inphysics, there are a wide variety of summability methods; these are discussed in greater detail in the article onregularization.
... but it is broadly true to say that mathematicians before Cauchy asked not 'How shall wedefine 1 − 1 + 1...?' but 'Whatis 1 − 1 + 1...?', and that this habit of mind led them into unnecessary perplexities and controversies which were often really verbal.
Before the 19th century, divergent series were widely used byLeonhard Euler and others, but often led to confusing and contradictory results. A major problem was Euler's idea that any divergent series should have a natural sum, without first defining what is meant by the sum of a divergent series.Augustin-Louis Cauchy eventually gave a rigorous definition of the sum of a (convergent) series, and for some time after this, divergent series were mostly excluded from mathematics. They reappeared in 1886 withHenri Poincaré's work on asymptotic series. In 1890,Ernesto Cesàro realized that one could give a rigorous definition of the sum of some divergent series, and definedCesàro summation. (This was not the first use of Cesàro summation, which was used implicitly byFerdinand Georg Frobenius in 1880; Cesàro's key contribution was not the discovery of this method, but his idea that one should give an explicit definition of the sum of a divergent series.) In the years after Cesàro's paper, several other mathematicians gave other definitions of the sum of a divergent series, although these are not always compatible: different definitions can give different answers for the sum of the same divergent series; so, when talking about the sum of a divergent series, it is necessary to specify which summation method one is using.
A summability methodM isregular if it agrees with the actual limit on allconvergent series. Such a result is called anAbelian theorem forM, from the prototypicalAbel's theorem. More subtle, are partial converse results, calledTauberian theorems, from a prototype proved byAlfred Tauber. Herepartial converse means that ifM sums the seriesΣ, and some side-condition holds, thenΣ was convergent in the first place; without any side-condition such a result would say thatM only summed convergent series (making it useless as a summation method for divergent series).
The function giving the sum of a convergent series islinear, and it follows from theHahn–Banach theorem that it may be extended to a summation method summing any series with bounded partial sums. This is called theBanach limit. This fact is not very useful in practice, since there are many such extensions, inconsistent with each other, and also since proving such operators exist requires invoking theaxiom of choice or its equivalents, such asZorn's lemma. They are therefore nonconstructive.
The subject of divergent series, as a domain ofmathematical analysis, is primarily concerned with explicit and natural techniques such asAbel summation,Cesàro summation andBorel summation, and their relationships. The advent ofWiener's tauberian theorem marked an epoch in the subject, introducing unexpected connections toBanach algebra methods inFourier analysis.
Summation of divergent series is also related toextrapolation methods andsequence transformations as numerical techniques. Examples of such techniques arePadé approximants,Levin-type sequence transformations, and order-dependent mappings related torenormalization techniques for large-orderperturbation theory inquantum mechanics.
Summation methods usually concentrate on the sequence of partial sums of the series. While this sequence does not converge, we may often find that when we take an average of larger and larger numbers of initial terms of the sequence, the average converges, and we can use this average instead of a limit to evaluate the sum of the series. Asummation method can be seen as a function from a set of sequences of partial sums to values. IfA is any summation method assigning values to a set of sequences, we may mechanically translate this to aseries-summation methodAΣ that assigns the same values to the corresponding series. There are certain properties it is desirable for these methods to possess if they are to arrive at values corresponding to limits and sums, respectively.
The third condition is less important, and some significant methods, such asBorel summation, do not possess it.[3]
One can also give a weaker alternative to the last condition.
A desirable property for two distinct summation methodsA andB to share isconsistency:A andB areconsistent if for every sequences to which both assign a value,A(s) =B(s). (Using this language, a summation methodA is regular iff it is consistent with the standard sumΣ.) If two methods are consistent, and one sums more series than the other, the one summing more series isstronger.
There are powerful numerical summation methods that are neither regular nor linear, for instance nonlinearsequence transformations likeLevin-type sequence transformations andPadé approximants, as well as the order-dependent mappings of perturbative series based onrenormalization techniques.
Taking regularity, linearity and stability as axioms, it is possible to sum many divergent series by elementary algebraic manipulations. This partly explains why many different summation methods give the same answer for certain series.
For instance, wheneverr ≠ 1, thegeometric series
can be evaluated regardless of convergence. More rigorously, any summation method that possesses these properties and which assigns a finite value to the geometric series must assign this value. However, whenr is a real number larger than 1, the partial sums increase without bound, and averaging methods assign a limit of infinity.
The two classical summation methods for series, ordinary convergence and absolute convergence, define the sum as a limit of certain partial sums. These are included only for completeness; strictly speaking they are not true summation methods for divergent series since, by definition, a series is divergent only if these methods do not work. Most but not all summation methods for divergent series extend these methods to a larger class of sequences.
Absolute convergence defines the sum of a sequence (or set) of numbers to be the limit of the net of all partial sumsak1 + ... +akn, if it exists. It does not depend on the order of the elements of the sequence, and a classical theorem says that a sequence is absolutely convergent if and only if the sequence of absolute values is convergent in the standard sense.
Cauchy's classical definition of the sum of a seriesa0 +a1 + ... defines the sum to be the limit of the sequence of partial sumsa0 + ... +an. This is the default definition of convergence of a sequence.
Supposepn is a sequence of positive terms, starting fromp0. Suppose also that
If now we transform a sequence s by usingp to give weighted means, setting
then the limit oftn asn goes to infinity is an average called theNørlund meanNp(s).
The Nørlund mean is regular, linear, and stable. Moreover, any two Nørlund means are consistent.
The most significant of the Nørlund means are the Cesàro sums. Here, if we define the sequencepk by
then the Cesàro sumCk is defined byCk(s) =N(pk)(s). Cesàro sums are Nørlund means ifk ≥ 0, and hence are regular, linear, stable, and consistent.C0 is ordinary summation, andC1 is ordinaryCesàro summation. Cesàro sums have the property that ifh >k, thenCh is stronger thanCk.
Supposeλ = {λ0,λ1,λ2,...} is a strictly increasing sequence tending towards infinity, and thatλ0 ≥ 0. Suppose
converges for all real numbersx > 0. Then theAbelian meanAλ is defined as
More generally, if the series forf only converges for largex but can be analytically continued to all positive realx, then one can still define the sum of the divergent series by the limit above.
A series of this type is known as a generalizedDirichlet series; in applications to physics, this is known as the method ofheat-kernel regularization.
Abelian means are regular and linear, but not stable and not always consistent between different choices ofλ. However, some special cases are very important summation methods.
Ifλn =n, then we obtain the method ofAbel summation. Here
wherez = exp(−x). Then the limit off(x) asx approaches 0 throughpositive reals is the limit of thepower series forf(z) asz approaches 1 from below through positive reals, and the Abel sumA(s) is defined as
Abel summation is interesting in part because it is consistent with but more powerful thanCesàro summation:A(s) =Ck(s) whenever the latter is defined. The Abel sum is therefore regular, linear, stable, and consistent with Cesàro summation.
Ifλn =n log(n), then (indexing from one) we have
ThenL(s), theLindelöf sum,[4] is the limit off(x) asx goes to positive zero. The Lindelöf sum is a powerful method when applied to power series among other applications, summing power series in theMittag-Leffler star.
Ifg(z) is analytic in a disk around zero, and hence has aMaclaurin seriesG(z) with a positive radius of convergence, thenL(G(z)) =g(z) in the Mittag-Leffler star. Moreover, convergence tog(z) is uniform on compact subsets of the star.
Several summation methods involve taking the value of ananalytic continuation of a function.
If Σanxn converges for small complexx and can be analytically continued along some path fromx = 0 to the pointx = 1, then the sum of the series can be defined to be the value atx = 1. This value may depend on the choice of path. One of the first examples of potentially different sums for a divergent series, using analytic continuation, was given by Callet,[5] who observed that if then
Evaluating at, one gets
However, the gaps in the series are key. For for example, we actually would get
, so different sums correspond to different placements of the's.
Another example of analytic continuation is the divergent alternating serieswhich is a sum over products of-functions andPochhammer's symbols. Using theduplication formula of the-function, it reduces toageneralized hypergeometric series
Euler summation is essentially an explicit form of analytic continuation. If a power series converges for small complexz and can be analytically continued to the open disk with diameter from−1/q + 1 to 1 and is continuous at 1, then its value atq is called the Euler or (E,q) sum of the series Σan. Euler used it before analytic continuation was defined in general, and gave explicit formulas for the power series of the analytic continuation.
The operation of Euler summation can be repeated several times, and this is essentially equivalent to taking an analytic continuation of a power series to the point z = 1.
This method defines the sum of a series to be the value of the analytic continuation of the Dirichlet series
ats = 0, if this exists and is unique. This method is sometimes confused with zeta function regularization.
Ifs = 0 is an isolated singularity, the sum is defined by the constant term of the Laurent series expansion.
If the series
(for positive values of thean) converges for large reals and can beanalytically continued along the real line tos = −1, then its value ats = −1 is called thezeta regularized sum of the seriesa1 + a2 + ... Zeta function regularization is nonlinear. In applications, the numbersai are sometimes the eigenvalues of a self-adjoint operatorA with compact resolvent, andf(s) is then the trace ofA−s. For example, ifA has eigenvalues 1, 2, 3, ... thenf(s) is theRiemann zeta function,ζ(s), whose value ats = −1 is −1/12, assigning a value to the divergent series1 + 2 + 3 + 4 + ⋯. Other values ofs can also be used to assign values for the divergent sumsζ(0) = 1 + 1 + 1 + ... = −1/2,ζ(−2) = 1 + 4 + 9 + ... = 0 and in general
whereBk is aBernoulli number.[6]
IfJ(x) = Σpnxn is an integral function, then theJ sum of the seriesa0 + ... is defined to be
if this limit exists.
There is a variation of this method where the series forJ has a finite radius of convergencer and diverges atx = r. In this case one defines the sum as above, except taking the limit asx tends tor rather than infinity.
In the special case whenJ(x) = ex this gives one (weak) form ofBorel summation.
Valiron's method is a generalization of Borel summation to certain more general integral functionsJ. Valiron showed that under certain conditions it is equivalent to defining the sum of a series as
whereH is the second derivative ofG andc(n) = e−G(n), anda0 + ... + ah is to be interpreted as 0 when h < 0.
Suppose thatdμ is a measure on the real line such that all the moments
are finite. Ifa0 + a1 + ... is a series such that
converges for allx in the support ofμ, then the (dμ) sum of the series is defined to be the value of the integral
if it is defined. (If the numbersμn increase too rapidly then they do not uniquely determine the measureμ.)
For example, ifdμ = e−x dx for positivex and 0 for negativex thenμn = n!, and this gives one version ofBorel summation, where the value of a sum is given by
There is a generalization of this depending on a variableα, called the (B′,α) sum, where the sum of a seriesa0 + ... is defined to be
if this integral exists. A further generalization is to replace the sum under the integral by its analytic continuation from small t.
This summation method works by using an extension to the real numbers known as thehyperreal numbers. Since the hyperreal numbers include distinct infinite values, these numbers can be used to represent the values of divergent series. The key method is to designate a particular infinite value that is being summed, usually, which is used as a unit of infinity. Instead of summing to an arbitrary infinity (as is typically done with), the BGN method sums to the specific hyperreal infinite value labeled. Therefore, the summations are of the form
This allows the usage of standard formulas for finite series such asarithmetic progressions in an infinite context. For instance, using this method, the sum of the progression is, or, using just the most significant infinite hyperreal part,.[7]
Hardy (1949, chapter 11).
In 1812 Hutton introduced a method of summing divergent series by starting with the sequence of partial sums, and repeatedly applying the operation of replacing a sequence s0, s1, ... by the sequence of averagess0 + s1/2,s1 + s2/2, ..., and then taking the limit.[8]
The seriesa1 + ... is called Ingham summable tos if
Albert Ingham showed that ifδ is any positive number then (C,−δ) (Cesàro) summability implies Ingham summability, and Ingham summability implies (C,δ) summability.[9]
The seriesa1 + ... is calledLambert summable tos if
If a series is (C,k) (Cesàro) summable for anyk then it is Lambert summable to the same value, and if a series is Lambert summable then it is Abel summable to the same value.[9]
The seriesa0 + ... is called Le Roy summable tos if[10]
The seriesa0 + ... is called Mittag-Leffler (M) summable tos if[10]
Ramanujan summation is a method of assigning a value to divergent series used by Ramanujan and based on theEuler–Maclaurin summation formula. The Ramanujan sum of a seriesf(0) +f(1) + ... depends not only on the values off at integers, but also on values of the functionf at non-integral points, so it is not really a summation method in the sense of this article.
The seriesa1 + ... is called (R,k) (or Riemann) summable tos if[11]
The seriesa1 + ... is called R2 summable tos if
Ifλn form an increasing sequence of real numbers and
then the Riesz (R,λ,κ) sum of the seriesa0 + ... is defined to be
The seriesa1 + ... is called VP (or Vallée-Poussin) summable tos if
where is the gamma function.[11]
The series is Zeldovich summable if