Euler-Maclaurin Summation Formula
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Theorem
Let $f$ be a real function which is appropriately differentiable and integrable.
Then:
\(\ds \sum_{k \mathop = 1}^{n - 1} \map f k\) | \(=\) | \(\ds \int_0^n \map f x \rd x + \sum_{k \mathop = 1}^\infty \frac {B_k} {k!} \paren {\map {f^{\paren {k - 1} } } n - \paren {-1}^k \map {f^{\paren {k - 1} } } 0}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \int_0^n \map f x \rd x\) | ||||||||||||
\(\ds \) | \(\) | \(\, \ds - \, \) | \(\ds \frac 1 2 \paren {\map f n + \map f 0}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds \frac 1 {12} \paren {\map {f'} n - \map {f'} 0}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds - \, \) | \(\ds \frac 1 {720} \paren {\map {f' ' '} n - \map {f' ' '} 0}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds + \, \) | \(\ds \frac 1 {30 \, 240} \paren {\map {f^{\paren 5} } n - \map {f^{\paren 5} } 0}\) | |||||||||||
\(\ds \) | \(\) | \(\, \ds - \, \) | \(\ds \frac 1 {1 \, 209 \, 600} \paren {\map {f^{\paren 7} } n - \map {f^{\paren 7} } 0}\) |
where:
- $f^{\paren k}$ denotes the $k$th derivative of $f$
- $B_n$ denotes the $n$th Bernoulli number.
Proof
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Also known as
The Euler-Maclaurin Summation Formula is also seen referred to as the Euler Summation Formula.
Also see
Source of Name
This entry was named for Leonhard Paul Euler and Colin Maclaurin.
Sources
- 1964: Milton Abramowitz and Irene A. Stegun: Handbook of Mathematical Functions ... (previous) ... (next): $3$: Elementary Analytic Methods: $3.6$ Infinite Series: Euler-Maclaurin Summation Formula: $3.6.28$
- 1968: Murray R. Spiegel: Mathematical Handbook of Formulas and Tables ... (previous) ... (next): $\S 19$: The Euler-Maclaurin Summation Formula: $19.45$
- 1989: Ephraim J. Borowski and Jonathan M. Borwein: Dictionary of Mathematics ... (previous) ... (next): Euler-Maclaurin summation formula
- 1989: Ephraim J. Borowski and Jonathan M. Borwein: Dictionary of Mathematics ... (previous) ... (next): Euler (or Euler-Maclaurin) summation formula
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Euler-Maclaurin summation formula
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Euler-Maclaurin summation formula
- 2009: Murray R. Spiegel, Seymour Lipschutz and John Liu: Mathematical Handbook of Formulas and Tables (3rd ed.) ... (previous) ... (next): $\S 21$: Series of Constants: The Euler-Maclaurin Summation Formula: $21.45.$