[1] Brezinski, C., A new approach to convergence acceleration methods. In: Cuyt, A. (ed.). Nonlinear numerical methods and rational approximation, pp. 373-405, Dordrecht: Reidel (1987), https://doi.org/10.1007/978-94-009-2901-2_21 [2] Matos, A.C., Acceleration methods based on convergence tests, Numer. Math., 58 (1990), pp. 329-340, https://doi.org/10.1007/bf01385628 [3] Ney A., A general asymptotic formula for evaluation of the rest of the convergenc series with positive terms (in Romanian), Studii şi cercetări de matematică, 12, 2, (1961), pp. 315-332.
[4] Ney, A., Observations concerning a convergence theorem for series with positive terms (in Romanian). Studii şi cercetări matematice, 22, 5 (1970), pp. 763-767.
[5] Rosculet, M.N., A convergence criterion for series with positive terms (in Romanian), Studii şi cercetări matematice, 19, 1 (1967), pp. 9-11.
Paper (preprint) in HTML form
jnaat,+Journal+manager,+1994-1-Muresan
REMARKS CONCERNING A METHOD FOR ACCELERATING THE CONVERGENCE OF SEQUENCES
ADRIAN MURESAN(Cluj-Napoca)
1. INTRODUCTION
Let (S_(n))\left(S_{n}\right) be a sequence of numbers converging to SS. A sequence transformation consists in transforming the sequence ( S_(n)S_{n} ) into the sequence ( T_(n)T_{n} ), where
and pp is a fixed integer. The aim of such transformation is to provide a sequence ( T_(n)T_{n} ) converging to SS faster than ( S_(n)S_{n} ), that is,
It is known (see [1]) that accelerating convergence is equivalent to finding a "perfect estimation of the error", that is, a sequence ( D_(n)D_{n} ) such that:
Proceeding in this way, Ana C. Matos proposed in [2] an accelerating method based on a general convergence test and on the following reasoning :
Let (S_(n))\left(S_{n}\right) be a monotone sequence and (x_(n))\left(x_{n}\right) a given auxiliary sequence converging to a known finite limit xx.
Let us define:
{:(1)r_(n):=x-x_(n)","AA n inN:}\begin{equation*}
r_{n}:=x-x_{n}, \forall n \in \mathbb{N} \tag{1}
\end{equation*}
{:(2)A_(n)(k):=(Deltax_(n))/(DeltaS_(n+k))","quad AA n inN","quad k inN:}\begin{equation*}
A_{n}(k):=\frac{\Delta x_{n}}{\Delta S_{n+k}}, \quad \forall n \in \mathbb{N}, \quad k \in \mathbb{N} \tag{2}
\end{equation*}
where Deltax_(n)=x_(n+1)-x_(n),DeltaS_(n+k)=S_(n+k+1)-S_(n+k)\Delta x_{n}=x_{n+1}-x_{n}, \Delta S_{n+k}=S_{n+k+1}-S_{n+k}, and consider the following convergence test for sequences :
If,
then ( S_(n)S_{n} ) converges.
This test enables us to obtain an estimation for (S-S_(n))\left(S-S_{n}\right). In fact, if we suppose that AA n inN,DeltaS_(n) > 0\forall n \in \mathbb{N}, \Delta S_{n}>0 (the case when DeltaS_(n) < 0,AA n inN\Delta S_{n}<0, \forall n \in \mathbb{N} can be treated in the same way and if conditions (3) are satisfied, then we have: EE N inN,quad AA n inN,quads u p_(j rarr n)A_(j)(k) >= (Deltax_(m))/(DeltaS_(m+k)) >= i n f_(j rarr n)A_(j)(k) > 0,quad AA m >= n\exists N \in \mathbb{N}, \quad \forall n \in \mathbb{N}, \quad \sup _{j \rightarrow n} A_{j}(k) \geqslant \frac{\Delta x_{m}}{\Delta S_{m+k}} \geqslant \inf _{j \rightarrow n} A_{j}(k)>0, \quad \forall m \geqslant n,
and since DeltaS_(n) > 0,AA n in N\Delta S_{n}>0, \forall n \in N, we get Deltax_(m) > 0,AA m >= n,AA n >= N\Delta x_{m}>0, \forall m \geqslant n, \forall n \geqslant N, hence
(Deltax_(m))/(s u p_(j >= n)A_(j)(k)) <= DeltaS_(m+k) <= (Deltax_(m))/(i n f_(j >= n)A_(j)(k)),AA n >= N,AA m >= n\frac{\Delta x_{m}}{\sup _{j \geqslant n} A_{j}(k)} \leqslant \Delta S_{m+k} \leqslant \frac{\Delta x_{m}}{\inf _{j \geqslant n} A_{j}(k)}, \forall n \geqslant N, \forall m \geqslant n
By adding these inequalities, member by member, for m=n,n+1,dotsm=n, n+1, \ldots we get
{:(5)(r_(n))/(s u p_(j rarr n)A_(j)(k)) <= R_(n+k) <= (r_(n))/(i n f_(j >= n)A_(j)(k))","quad AA n >= N",":}\begin{equation*}
\frac{r_{n}}{\sup _{j \rightarrow n} A_{j}(k)} \leqslant R_{n+k} \leqslant \frac{r_{n}}{\inf _{j \geqslant n} A_{j}(k)}, \quad \forall n \geqslant \mathrm{~N}, \tag{5}
\end{equation*}
where R_(m)=S-S_(m)R_{m}=S-S_{m}.
In the same way, if condition (4) is satisfied, we obtain :
{:(6)(r_(n))/(s u p_(j >= n)A_(j)(k)) >= R_(n+k) >= (r_(n))/(i n f_(j >= n)A_(j)(k))","AA n >= N.:}\begin{equation*}
\frac{r_{n}}{\sup _{j \geqslant n} A_{j}(k)} \geqslant R_{n+k} \geqslant \frac{r_{n}}{\inf _{j \geqslant n} A_{j}(k)}, \forall n \geqslant N . \tag{6}
\end{equation*}
Then, if (A_(n)(k))_(n)\left(A_{n}(k)\right)_{n} converges, we have
which means that D_(n)=(r_(n-k))/(A_(n-k)(k)),n inN(k inND_{n}=\frac{r_{n-k}}{A_{n-k}(k)}, n \in \mathbb{N}(k \in \mathbb{N}, fixed) is a "perfect estimation of the error" of ( S_(n)S_{n} ) and we get the following Theorem:
Theorem 1 [2]. Let (S_(n))\left(S_{n}\right) be a monotone sequence and (x_(n))\left(x_{n}\right) an auxiliary one, such that:
a) lim_(n rarr oo)x_(n)=x\lim _{n \rightarrow \infty} x_{n}=x, where xx is a finite number
b) (A_(n)(k))\left(A_{n}(k)\right) is convergent and lim_(n rarr oo)A_(n)(k)!=0\lim _{n \rightarrow \infty} A_{n}(k) \neq 0, with (A_(n)(k))\left(A_{n}(k)\right) defined by (2).
Then ( S_(n)S_{n} ) converges and the transformation
T_(n)=S_(n)+(x-x_(n-s))/(A_(n-s)(k)),quad n inNquad(k inN," fixed ")T_{n}=\mathbb{S}_{n}+\frac{x-x_{n-s}}{A_{n-s}(k)}, \quad n \in \mathbb{N} \quad(k \in \mathbb{N}, \text { fixed })
accelerates the convergence of ( S_(n)S_{n} ).
In the following we shall make some observations concerning this result.
2. AN ACCELERATION METHOD
Inequalities (5) and (6) can be written in the form:
(1)/(s u p_(j >= n)A_(j)(k)) <= (R_(n+k))/(r_(n)) <= (1)/(i n f_(j >= n)A_(j)(k)),AA n >= N,\frac{1}{\sup _{j \geqslant n} A_{j}(k)} \leqslant \frac{R_{n+k}}{r_{n}} \leqslant \frac{1}{\inf _{j \geqslant n} A_{j}(k)}, \forall n \geqslant N,
respectively
(1)/(s u p_(j >= n)A_(j)(k)) >= (R_(n+k))/(r_(n)) >= (1)/(i n f_(j >= n)A_(j)(k)),AA n >= N.\frac{1}{\sup _{j \geqslant n} A_{j}(k)} \geqslant \frac{R_{n+k}}{r_{n}} \geqslant \frac{1}{\inf _{j \geqslant n} A_{j}(k)}, \forall n \geqslant N .
If lim_(n rarr oo)A_(n)(k)=mu\lim _{n \rightarrow \infty} A_{n}(k)=\mu, where mu!=0\mu \neq 0 is a finite number, we have :
which means that D_(n)=(r_(n-k))/(mu),n inN(k inND_{n}=\frac{r_{n-k}}{\mu}, n \in \mathbb{N}(k \in \mathbb{N}, fixed) is a "perfect estimation of the error" of ( S_(n)S_{n} ). It follows that, in the conditions of Theorem 1, the sequence ( T_(n)T_{n} ) given by
T_(n)=S_(n)+(x-x_(n-k))/(mu),quad n inN(k inN," fixed ")T_{n}=S_{n}+\frac{x-x_{n-k}}{\mu}, \quad n \in \mathbb{N}(k \in \mathbb{N}, \text { fixed })
accelerates the convergence of ( S_(n)S_{n} ).
Starting from the results in [3], concerning the accelerating convergence of series with positive terms, the following problem arises :
Determine the relations between two sequences (x_(n)^((1)))\left(x_{n}^{(1)}\right) and (x_(n)^((2)))\left(x_{n}^{(2)}\right) so that the difference between R_(n)=S-S_(n)R_{n}=S-S_{n} and D_(n)^((1))=(r_(n-k)^((1)))/(n)D_{n}^{(1)}=\frac{r_{n-k}^{(1)}}{n} (the asympto. tic expression of R_(n)R_{n} obtained using ( x_(n)^((1))x_{n}^{(1)} )) tend to zero faster than the difference between R_(n)R_{n} and D_(n)^((2))=(r_(n-k)^((2)))/(mu)D_{n}^{(2)}=\frac{r_{n-k}^{(2)}}{\mu} (the asymptotic expresion of R_(n)R_{n} obtained using ( {:x_(n)^((2)))\left.x_{n}^{(2)}\right) ), where
Lemma 1. Let (S_(n))\left(S_{n}\right) be a monotone sequence and (x_(n)^((1))),(x_(n)^((2)))\left(x_{n}^{(1)}\right),\left(x_{n}^{(2)}\right) auxiliary sequences such that:
a)
Proof. From Theorem 1, we have that (S_(n))\left(S_{n}\right) is convergent and D_(n)^((1))==(x^((1))-r_(n-k)^((1)))/(mu)D_{n}^{(1)}= =\frac{x^{(1)}-\mathrm{r}_{n-k}^{(1)}}{\mu} respectively D_(n)^((2))=(x^((2))-x_(n-k)^((2)))/(mu)D_{n}^{(2)}=\frac{x^{(2)}-x_{n-k}^{(2)}}{\mu} are asymptotic expressions of the rest R_(n)=S-S_(n)R_{n}=S-S_{n}. So, lim_(n rarr oo)(D_(n)^((4)))/(R_(n))=1,i=1,2\lim _{n \rightarrow \infty} \frac{D_{n}^{(4)}}{R_{n}}=1, i=1,2 imply lim_(n rarr oo)(D_(n)^((2)))/(D_(n)^((1)))==1\lim _{n \rightarrow \infty} \frac{D_{n}^{(2)}}{D_{n}^{(1)}}= =1, which means that lim_(n rarr oo)(x^((2))-x_(n-k)^((2)))/(x^((1))-x_(n-k)^((1)))=1\lim _{n \rightarrow \infty} \frac{x^{(2)}-x_{n-k}^{(2)}}{x^{(1)}-x_{n-k}^{(1)}}=1.
LEMMA 2. Let (S_(n)),(x_(n)^((1)))\left(S_{n}\right),\left(x_{n}^{(1)}\right) and (x_(n)^((2)))\left(x_{n}^{(2)}\right) sequences that satisfy the conditions of Lemma 1.
Let (epsi_(n)^((1)))\left(\varepsilon_{n}^{(1)}\right) and (epsi_(n)^((2)))\left(\varepsilon_{n}^{(2)}\right) be two sequences such that:
a) (Deltax_(n-k)^((i)))/(DeltaS_(n))-mu=(epsi_(n)^((i)))/(DeltaS_(n)),quad i=1,2\frac{\Delta x_{n-k}^{(i)}}{\Delta S_{n}}-\mu=\frac{\varepsilon_{n}^{(i)}}{\Delta S_{n}}, \quad i=1,2
b) epsi_(n)^((1))!=0,epsi_(n)^((2))=0,AA n inN\varepsilon_{n}^{(1)} \neq 0, \varepsilon_{n}^{(2)}=0, \forall n \in \mathbb{N},
c) (epsi_(n)^((1)))\left(\varepsilon_{n}^{(1)}\right) keeps a constant sign beginning with some sufficiently large index nn,
d) quadlim_(n rarr oo)(epsi_(n)^((2)))/(epsi_(n)^((1)))=0\quad \lim _{n \rightarrow \infty} \frac{\varepsilon_{n}^{(2)}}{\varepsilon_{n}^{(1)}}=0,
then the asymptotic expressions D_(n)^((1))=(x^((1))-x_(n-k)^((1)))/(mu)D_{n}^{(1)}=\frac{x^{(1)}-x_{n-k}^{(1)}}{\mu} and D_(n)^((2))=(x^((2))-x_(n-k)^((2)))/(mu)D_{n}^{(2)}=\frac{x^{(2)}-x_{n-k}^{(2)}}{\mu} satisfy the relation:
that is D_(n)^((2))D_{n}^{(2)} is an approximation for the rest better than D_(n)^((1))D_{n}^{(1)}.
Proof. In the conditions imposed on the sequences (S_(n)),(x_(n)^((1)))\left(S_{n}\right),\left(x_{n}^{(1)}\right) and ( x_(n)^((2))x_{n}^{(2)} ), we have that ( S_(n)S_{n} ) is convergent.
Suppose now that epsi_(n)^((1)) > 0\varepsilon_{n}^{(1)}>0 for nn sufficiently large
The relation lim_(n rarr oo)(epsi_(n)^((2)))/(epsi_(n)^((1)))=0\lim _{n \rightarrow \infty} \frac{\varepsilon_{n}^{(2)}}{\varepsilon_{n}^{(1)}}=0 can be written as :
Remarks. 1) If, beginning with an index nn sufficiently large, epsi_(n)^((1))\varepsilon_{n}^{(1)} is negative, then the reasoning is not essentialy modified.
2) The solution (10) is equivalent to:
The transformation
P_(n)=S_(n)+(x^((2))-x_(n-)^((2))k)/(mu),n inN(k inN,fixed)P_{n}=S_{n}+\frac{x^{(2)}-x_{n-}^{(2)} k}{\mu}, n \in \mathbb{N}(k \in \mathbb{N}, f i x e d)
accelerates the convergence of the transformation,
T_(n)=S_(n)+(x^((1))-x_(n-k)^((1)))/(mu),n in N(k inN," fixed ")T_{n}=S_{n}+\frac{x^{(1)}-x_{n-k}^{(1)}}{\mu}, n \in N(k \in \mathbb{N}, \text { fixed })
The method of acceleration. Suppose ( S_(n)S_{n} ) is a monotone sequence, (x_(n))\left(x_{n}\right) is a convergent sequence, lim_(n rarr oo)x_(n)=x\lim _{n \rightarrow \infty} x_{n}=x, for which :
If the expression x_(n_(-)k+1)-x_(n_(-)k)-mu(S_(n_(+1))-S_(n))x_{n_{-} k+1}-x_{n_{-} k}-\mu\left(S_{n_{+1}}-S_{n}\right) keeps a constant sign for large enough indexes, then we are looking for a sequence ( b_(n)b_{n} ) such that:
which, in its turn (cf. Theorem 1) accelerates the convergence of ( S_(n)S_{n} ).
We say that ( P_(n)P_{n} ) accelerates the convergence of ( S_(n)S_{n} ) better than ( T_(n)T_{n} ).
Remarks. The sequence ( b_(n)b_{n} ) may be taken, for example, in the following form :
b_(n)=1+(beta )/(n),quad AA n inN,beta inR^(**),b_{n}=1+\frac{\beta}{n}, \quad \forall n \in \mathbb{N}, \beta \in R^{*},
in order that (12) hold.
Numerical example 1
Let S_(n)=sum_(k=1)^(n)(1)/(k^(2)),n >= 1,lim_(n rarr oo)S_(n)=S=(pi^(2))/(6)~~1.6449341S_{n}=\sum_{k=1}^{n} \frac{1}{k^{2}}, n \geqslant 1, \lim _{n \rightarrow \infty} S_{n}=S=\frac{\pi^{2}}{6} \approx 1.6449341
Consider (x_(n))\left(x_{n}\right) defined by :
x_(n)=n DeltaS_(n),AA n inN,x_{n}=n \Delta S_{n}, \forall n \in \mathbb{N},
that is,
x_(n)=(n)/((n+1)^(2)),quad AA n inN.x_{n}=\frac{n}{(n+1)^{2}}, \quad \forall n \in \mathbb{N} .
We have that lim_(n rarr oo)x_(n)=0\lim _{n \rightarrow \infty} x_{n}=0.
In these conditions A_(n)(0)=(Deltax_(n))/(DeltaS_(n))=(-n^(2)-n+1)/(n^(2)+4n+1),quad AA n inNA_{n}(0)=\frac{\Delta x_{n}}{\Delta S_{n}}=\frac{-n^{2}-n+1}{n^{2}+4 n+1}, \quad \forall n \in \mathbb{N}, and lim_(n rarr oo)-(Deltax_(n))/(DeltaS_(n))=-1!=0\lim _{n \rightarrow \infty}-\frac{\Delta x_{n}}{\Delta S_{n}}=-1 \neq 0.
We are looking for (b_(n))\left(b_{n}\right) in the form b_(n)=1+(beta )/(n)quad(beta inR^(**))b_{n}=1+\frac{\beta}{n} \quad\left(\beta \in R^{*}\right).
From (12) we get beta=(3)/(2)\beta=\frac{3}{2}.
The conditions being fultilled, as shown in table 1
P_(n)=S_(n)+(x-x_(n)b_(n))/(mu),n inNP_{n}=S_{n}+\frac{x-x_{n} b_{n}}{\mu}, n \in \mathbb{N}
accelerates the convergence of ( S_(n)S_{n} ) better than,
T_(n)=S_(n)+(x-x_(n))/(mu),n inNT_{n}=S_{n}+\frac{x-x_{n}}{\mu}, n \in \mathbb{N}
Let ( S_(n)S_{n} ) be a monotone sequence, ( a_(n)a_{n} ) an auxiliary sequence such that ( Delta^(p-1)a_(n)\Delta^{p-1} a_{n} ) converges to the finite limit ll, where p inN^(**),Delta^(p-1)a_(kn)==Delta(Delta^(p-1)a_(n)),Delta^(@)a_(n)=a_(n)p \in \mathbb{N}^{*}, \Delta^{p-1} a_{k n}= =\Delta\left(\Delta^{p-1} a_{n}\right), \Delta^{\circ} a_{n}=a_{n}.
l i m s u p_(n rarr oo)B_(n)(p,k) < 0\limsup _{n \rightarrow \infty} B_{n}(p, k)<0
then ( S_(n)S_{n} ) is convergent.
This test enables us to construct an estimation for the difference (S-S_(n))\left(S-S_{n}\right) and the formulation of the following result:
Theorem 2. Let ( S_(n)S_{n} ) be a monotone sequence and ( a_(n)a_{n} ) an auxiliary one, such that:
a) EE p inN^(**)\exists p \in \mathbb{N}^{*} such that lim_(n rarr oo)Delta^(p-1)a_(n)=l\lim _{n \rightarrow \infty} \Delta^{p-1} a_{n}=l, where ll is finite
b) (B_(n)(p,k))\left(B_{n}(p, k)\right) is convergent and lim_(n rarr oo)B_(n)(p,k)!=0\lim _{n \rightarrow \infty} B_{n}(p, k) \neq 0 with (B_(n)(p,k))\left(B_{n}(p, k)\right) defined by (13).
Then ( S_(n)S_{n} ) converges and the transformation
{:T_(n)=S_(n)+(l-Delta^(p-1)a_(n-k))/(B_(n-k)(p,k)),n inNquad(p,k inN)," fixed ")\left.T_{n}=S_{n}+\frac{l-\Delta^{p-1} a_{n-k}}{B_{n-k}(p, k)}, n \in \mathbb{N} \quad(p, k \in \mathbb{N}), \text { fixed }\right)
accelerates the convergence of ( S_(n)S_{n} )
Considering x_(n)=Delta^(p-1)a_(n),AA n inNx_{n}=\Delta^{p-1} a_{n}, \forall n \in \mathbb{N}, the analogy with Theorem 1 is obvious and the results presented there remain true. The usefulness of this formulation results from the following example, in which we use the divergent series sum_(k=1)^(n)(1)/(k)\sum_{k=1}^{n} \frac{1}{k} to prove the convergence of the series sum_(k=1)^(oo)(1)/(k^(2))\sum_{k=1}^{\infty} \frac{1}{k^{2}}, which is computed.
Numerical example 2
Let S_(n)=sum_(k=1)^(n)(1)/(k^(2))n inN^(**)S_{n}=\sum_{k=1}^{n} \frac{1}{k^{2}} n \in \mathbb{N}^{*}.
Consider (a_(n)),a_(n)=sum_(k=1)^(oo)(1)/(k),AA n inN^(**)\left(a_{n}\right), a_{n}=\sum_{k=1}^{\infty} \frac{1}{k}, \forall n \in \mathbb{N}^{*}.
This is a divergent sequence, but the sequence ( Deltaa_(n)\Delta a_{n} ) is convergent, because Deltaa_(n)=(1)/(n+1)\Delta a_{n}=\frac{1}{n+1} and lim_(n rarr oo)Deltaa_(n)=0\lim _{n \rightarrow \infty} \Delta a_{n}=0.
In these conditions, B_(n)(2,0)=(Delta^(2)a_(n))/(DeltaS_(n))=-(n+1)/(n+2)quad AA n inN^(**)B_{n}(2,0)=\frac{\Delta^{2} a_{n}}{\Delta S_{n}}=-\frac{n+1}{n+2} \quad \forall n \in \mathbb{N}^{*} and lim_(n rarr oo)(Delta^(2)a_(n))/(DeltaS_(n))=-1!=0\lim _{n \rightarrow \infty} \frac{\Delta^{2} a_{n}}{\Delta S_{n}}=-1 \neq 0.
By Theorem 2 we have that,
T_(n)=S_(n)+(l-Deltaa_(n))/((Delta^(2)a_(n))/(DeltaS_(n))),n inN^(**)T_{n}=S_{n}+\frac{l-\Delta a_{n}}{\frac{\Delta^{2} a_{n}}{\Delta S_{n}}}, n \in \mathbb{N}^{*}
accelerates the convergence of ( S_(n)S_{n} ).
As in Example 1, we construct a transformation
P_(n)=S_(n)+(l-(Deltaa_(n))b_(n))/(mu),quad n inN^(**)P_{n}=S_{n}+\frac{l-\left(\Delta a_{n}\right) b_{n}}{\mu}, \quad n \in \mathbb{N}^{*}
which accelerates the convergence of ( S_(n)S_{n} ) better than
T_(n)=S_(n)+(l-Deltaa_(n))/(mu),n inN^(**)T_{n}=S_{n}+\frac{l-\Delta a_{n}}{\mu}, n \in \mathbb{N}^{*}
Brezinski, C., A new approach to conwergone acceleralion melhods. In : Cuyl, A. (cd.) Nonli near numericat mehods and ralional appoximalion, pp. 373-405. Dordrecht : Reide] (1987).
Matos, A. C., Acceloation melhods based on convergence lests, Numer. Math., 58 (1900) 329340.
Ney A., A general asymptotic formula for enatuation of the test of the connergent sesies with posilive terms (in Romanian), Studij si cercetari de matematică, 12, 2, (1961) PP. 315332.
Ney, A., Observalions concenting a connergence theorem for series wilh positine lems (in Pomanian). Studii şi cercetări matemalice, 22, 5 (1970) pp. 763-767.
Rosculet, M. N., A conocigence criterion for sesies with positive lems (in lzomanian). Studii s cercetări malemalice, Fg,1\mathrm{Fg}, 1 (1967) pp. 9-11.
Heceired 10 Al 1993