Mercator series

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In mathematics, the Mercator series or Newton–Mercator series is the Taylor series for the natural logarithm:

\ln(1+x)\;=\;x\,-\,{\frac  {x^{2}}{2}}\,+\,{\frac  {x^{3}}{3}}\,-\,{\frac  {x^{4}}{4}}\,+\,\cdots .

In summation notation,

\ln(1+x)\;=\;\sum _{{n=1}}^{\infty }{\frac  {(-1)^{{n+1}}}{n}}x^{n}.

The series converges to the natural logarithm (shifted by 1) whenever 1 < x  1.

History

The series was discovered independently by Nicholas Mercator, Isaac Newton and Gregory Saint-Vincent. It was first published by Mercator, in his 1668 treatise Logarithmotechnia.

Derivation

The series can be obtained from Taylor's theorem, by inductively computing the nth derivative of ln x at x = 1, starting with

{\frac  {d}{dx}}\ln x={\frac  {1}{x}}.

Alternatively, one can start with the finite geometric series (t  1)

1-t+t^{2}-\cdots +(-t)^{{n-1}}={\frac  {1-(-t)^{n}}{1+t}}

which gives

{\frac  {1}{1+t}}=1-t+t^{2}-\cdots +(-t)^{{n-1}}+{\frac  {(-t)^{n}}{1+t}}.

It follows that

\int _{0}^{x}{\frac  {dt}{1+t}}=\int _{0}^{x}\left(1-t+t^{2}-\cdots +(-t)^{{n-1}}+{\frac  {(-t)^{n}}{1+t}}\right)\,dt

and by termwise integration,

\ln(1+x)=x-{\frac  {x^{2}}{2}}+{\frac  {x^{3}}{3}}-\cdots +(-1)^{{n-1}}{\frac  {x^{n}}{n}}+(-1)^{n}\int _{0}^{x}{\frac  {t^{n}}{1+t}}\,dt.

If 1 < x  1, the remainder term tends to 0 as n\to \infty .

This expression may be integrated iteratively k more times to yield

-xA_{k}(x)+B_{k}(x)\ln(1+x)=\sum _{{n=1}}^{\infty }(-1)^{{n-1}}{\frac  {x^{{n+k}}}{n(n+1)\cdots (n+k)}},

where

A_{k}(x)={\frac  {1}{k!}}\sum _{{m=0}}^{k}{k \choose m}x^{m}\sum _{{l=1}}^{{k-m}}{\frac  {(-x)^{{l-1}}}{l}}

and

B_{k}(x)={\frac  {1}{k!}}(1+x)^{k}

are polynomials in x.[1]

Special cases

Setting x = 1 in the Mercator series yields the alternating harmonic series

\sum _{{k=1}}^{\infty }{\frac  {(-1)^{{k+1}}}{k}}=\ln 2.

Complex series

The complex power series

\sum _{{n=1}}^{\infty }{\frac  {z^{n}}{n}}=z\,+\,{\frac  {z^{2}}{2}}\,+\,{\frac  {z^{3}}{3}}\,+\,{\frac  {z^{4}}{4}}\,+\,\cdots

is the Taylor series for -log(1 - z), where log denotes the principal branch of the complex logarithm. This series converges precisely for all complex number |z|  1, z  1. In fact, as seen by the ratio test, it has radius of convergence equal to 1, therefore converges absolutely on every disk B(0, r) with radius r < 1. Moreover, it converges uniformly on every nibbled disk \scriptstyle \overline {B(0,1)}\setminus B(1,\delta ), with δ > 0. This follows at once from the algebraic identity:

(1-z)\sum _{{n=1}}^{m}{\frac  {z^{n}}{n}}=z-\sum _{{n=2}}^{m}{\frac  {z^{n}}{n(n-1)}}-{\frac  {z^{{m+1}}}{m}},

observing that the right-hand side is uniformly convergent on the whole closed unit disk.

References

  1. Medina, Luis A.; Moll, Victor H.; Rowland, Eric S. (2009). "Iterated primitives of logarithmic powers". arXiv:0911.1325.
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