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Real roots of an infinite series consisting of Harmonic number

Mathematica Asked on March 23, 2021

I know that the following equation, as a function of $s$, has two real roots:
$$
sum_{n=1}^{infty}e^{s(1-s)H[n]}=frac{1-r}{r}e^{s^2}-1
$$

for $0<r<1$. Is there any simple way to find these real roots for a given $r$? Mathematica
takes a long long time to solve it using NSolve, FindRoot, etc. Even worse, for example:

r = 0.8;
FindRoot[(Exp[s^2] (1 - r))/r - 1 == Sum[Exp[s (1 - s) HarmonicNumber[n]], {n, 1, Infinity}], {s, 1.6}] 

gives "the sum diverges" which does not.

2 Answers

Using this Math.SE solution to construct a fast approximation of $f(x)=sum_{n=1}^{infty} e^{xcdot H_n}$ as $$ f(x) approx f_m(x) = sum_{n=1}^m e^{xcdot H_n} + sum_{n=m+1}^{infty} e^{xcdot[gamma+log(n)]} = sum_{n=1}^m e^{xcdot H_n} + e^{gamma x}zeta(-x,m+1) $$ for a large integer $m$:

f[x_ /; x < -1, m_Integer /; m >= 1] :=
  Total[Exp[Accumulate[x/Range[m]]]] +
  Exp[EulerGamma*x]*HurwitzZeta[-x, m + 1]

we can find the desired roots very fast and accurately:

With[{r = 0.8, m = 10^4},
  FindRoot[f[s*(1-s), m] == (1-r)/r*Exp[s^2] - 1, {s, -1}]]
(*    {s -> -1.2183}    *)

With[{r = 0.8, m = 10^4},
  FindRoot[f[s*(1-s), m] == (1-r)/r*Exp[s^2] - 1, {s, 1.7}]]
(*    {s -> 1.68535}    *)

Correct answer by Roman on March 23, 2021

SumConvergence indicates you sum converges for s greater than the Golden Ratio, which s = 1.6 is not. Use a slightly larger initial value for FindRoot:

r = 0.8;
sol = FindRoot[(Exp[s^2] (1 - r))/r - 1 == 
   Sum[Exp[s (1 - s) HarmonicNumber[n]], {n, 1, ∞}],
  {s, 2}]
(*  {s -> 1.68535}  *)

FindRoot now seems to find a root:

N[
 (Exp[s^2] (1 - r))/r - 1 - 
   Sum[Exp[s (1 - s) HarmonicNumber[n]], {n, 1, ∞}] /. sol
 ]
(*  9.76996*10^-15  *)

The other root, which @user64494 kindly pointed out, occurs in the other interval of convergence, where s is less than the conjugate of the golden section.

sol = FindRoot[(Exp[s^2] (1 - r))/r - 1 == 
   Sum[Exp[s (1 - s) HarmonicNumber[n]], {n, 1, ∞}],
  {s, -1}]
(*  {s -> -1.2183}  *)

Answered by Michael E2 on March 23, 2021

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