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section \<open>Bernoulli numbers and the zeta function at positive integers\<close> | |
theory Bernoulli_Zeta | |
imports | |
"HOL-Complex_Analysis.Complex_Analysis" | |
Bernoulli_FPS | |
begin | |
(* TODO: Move *) | |
lemma joinpaths_cong: "f = f' \<Longrightarrow> g = g' \<Longrightarrow> f +++ g = f' +++ g'" | |
by simp | |
lemma linepath_cong: "a = a' \<Longrightarrow> b = b' \<Longrightarrow> linepath a b = linepath a' b'" | |
by simp | |
text \<open> | |
The analytic continuation of the exponential generating function of the Bernoulli numbers | |
is $\frac{z}{e^z - 1}$, which has simple poles at all $2ki\pi$ for $k\in\mathbb{Z}\setminus\{0\}$. | |
We will need the residue at these poles: | |
\<close> | |
lemma residue_bernoulli: | |
assumes "n \<noteq> 0" | |
shows "residue (\<lambda>z. 1 / (z ^ m * (exp z - 1))) (2 * pi * real_of_int n * \<i>) = | |
1 / (2 * pi * real_of_int n * \<i>) ^ m" | |
proof - | |
have "residue (\<lambda>z. (1 / z ^ m) / (exp z - 1)) (2 * pi * real_of_int n * \<i>) = | |
1 / (2 * pi * real_of_int n * \<i>) ^ m / 1" | |
using exp_integer_2pi[of "real_of_int n"] and assms | |
by (rule_tac residue_simple_pole_deriv[where s="-{0}"]) | |
(auto intro!: holomorphic_intros derivative_eq_intros connected_open_delete_finite | |
simp add: mult_ac connected_punctured_universe) | |
thus ?thesis by (simp add: divide_simps) | |
qed | |
text \<open> | |
At positive integers greater than 1, the Riemann zeta function is simply the infinite | |
sum $\zeta(n) = \sum_{k=1}^\infty k^{-n}$. For even $n$, this quantity can also be | |
expressed in terms of Bernoulli numbers. | |
To show this, we employ a similar strategy as in the meromorphic asymptotics approach: | |
We apply the Residue Theorem to the exponential generating function of the Bernoulli numbers: | |
\[\sum_{n=0}^\infty \frac{B_n}{n!} z^n = \frac{z}{e^z - 1}\] | |
Recall that this function has poles at $2ki\pi$ for $k\in\mathbb{Z}\setminus\{0\}$. | |
In the meromorphic asymptotics case, we integrated along a circle of radius $3i\pi$ in order | |
to get the dominant singularities $2i\pi$ and $-2i\pi$. Now, however, we will not use a | |
fixed integration path, but we let the integration path become bigger and bigger. | |
Because the integrand decays relatively quickly if $n > 1$, the integral vanishes in the limit | |
and we obtain not just an asymptotic formula, but an exact representation of $B_n$ as an | |
infinite sum. | |
For odd $n$, we have $B_n = 0$, but for even $n$, the residues at $2ki\pi$ and $-2ki\pi$ | |
combine nicely to $2\cdot(-2k\pi)^{-n}$, and after some simplification we get the formula | |
for $B_n$. | |
Another difference to the meromorphic asymptotics is that we now use a rectangle instead | |
of a circle as the integration path. For the asymptotics, only a big-oh bound was needed | |
for the integral over one fixed integration path, and the circular path was very convenient. | |
However, now we need to explicitly bound the integral for a whole sequence of integration paths | |
that grow in size, and bounding $e^z - 1$ for $z$ on a circle is very tedious. On a rectangle, | |
this term can be bounded much more easily. Still, we have to do this separately for all four | |
edges of the rectangle, which will be a bit tedious. | |
\<close> | |
theorem nat_even_power_sums_complex: | |
assumes n': "n' > 0" | |
shows "(\<lambda>k. 1 / of_nat (Suc k) ^ (2*n') :: complex) sums | |
of_real ((-1) ^ Suc n' * bernoulli (2*n') * (2 * pi) ^ (2 * n') / (2 * fact (2*n')))" | |
proof - | |
define n where "n = 2 * n'" | |
from n' have n: "n \<ge> 2" "even n" by (auto simp: n_def) | |
define zeta :: complex where "zeta = (\<Sum>k. 1 / of_nat (Suc k) ^ n)" | |
have "summable (\<lambda>k. 1 / of_nat (Suc k) ^ n :: complex)" | |
using inverse_power_summable[of n] n | |
by (subst summable_Suc_iff) (simp add: divide_simps) | |
hence "(\<lambda>k. \<Sum>i<k. 1 / of_nat (Suc i) ^ n) \<longlonglongrightarrow> zeta" | |
by (subst (asm) summable_sums_iff) (simp add: sums_def zeta_def) | |
also have "(\<lambda>k. \<Sum>i<k. 1 / of_nat (Suc i) ^ n) = (\<lambda>k. \<Sum>i\<in>{0<..k}. 1 / of_nat i ^ n)" | |
by (intro ext sum.reindex_bij_witness[of _ "\<lambda>n. n - 1" Suc]) auto | |
finally have zeta_limit: "(\<lambda>k. \<Sum>i\<in>{0<..k}. 1 / of_nat i ^ n) \<longlonglongrightarrow> zeta" . | |
\<comment> \<open>This is the exponential generating function of the Bernoulli numbers.\<close> | |
define f where "f = (\<lambda>z::complex. if z = 0 then 1 else z / (exp z - 1))" | |
\<comment> \<open>We will integrate over this function, since its residue at the origin | |
is the $n$-th coefficient of @{term f}. Note that it has singularities | |
at all points $2ik\pi$ for $k\in\mathbb{Z}$.\<close> | |
define g where "g = (\<lambda>z::complex. 1 / (z ^ n * (exp z - 1)))" | |
\<comment> \<open>We integrate along a rectangle of width $2m$ and height $2(2m+1)\pi$ | |
with its centre at the origin. The benefit of the rectangular path is that | |
it is easier to bound the value of the exponential appearing in the integrand. | |
The horizontal lines of the rectangle are always right in the middle between | |
two adjacent singularities.\<close> | |
define \<gamma> :: "nat \<Rightarrow> real \<Rightarrow> complex" | |
where "\<gamma> = (\<lambda>m. rectpath (-real m - real (2*m+1)*pi*\<i>) (real m + real (2*m+1)*pi*\<i>))" | |
\<comment> \<open>This set is a convex open enclosing set the contains our path.\<close> | |
define A where "A = (\<lambda>m::nat. box (-(real m+1) - (2*m+2)*pi*\<i>) (real m+1 + (2*m+2)*pi*\<i>))" | |
\<comment> \<open>These are all the singularities in the enclosing inside the path | |
(and also inside @{term A}).\<close> | |
define S where "S = (\<lambda>m::nat. (\<lambda>n. 2 * pi * of_int n * \<i>) ` {-m..m})" | |
\<comment> \<open>Any singularity in @{term A} is of the form $2ki\pi$ where $|k| \leq m$.\<close> | |
have int_bound: "k \<in> {-int m..int m}" if "2 * pi * k * \<i> \<in> A m" for k m | |
proof - | |
from that have "(-real (Suc m)) * (2 * pi) < real_of_int k * (2 * pi) \<and> | |
real (Suc m) * (2 * pi) > real_of_int k * (2 * pi)" | |
by (auto simp: A_def in_box_complex_iff algebra_simps) | |
hence "-real (Suc m) < real_of_int k \<and> real_of_int k < real (Suc m)" | |
by simp | |
also have "-real (Suc m) = real_of_int (-int (Suc m))" by simp | |
also have "real (Suc m) = real_of_int (int (Suc m))" by simp | |
also have "real_of_int (- int (Suc m)) < real_of_int k \<and> | |
real_of_int k < real_of_int (int (Suc m)) \<longleftrightarrow> k \<in> {-int m..int m}" | |
by (subst of_int_less_iff) auto | |
finally show "k \<in> {-int m..int m}" . | |
qed | |
have zeros: "\<exists>k\<in>{-int m..int m}. z = 2 * pi * of_int k * \<i>" if "z \<in> A m" "exp z = 1" for z m | |
proof - | |
from that(2) obtain k where z_eq: "z = 2 * pi * of_int k * \<i>" | |
unfolding exp_eq_1 by (auto simp: complex_eq_iff) | |
with int_bound[of k] and that(1) show ?thesis by auto | |
qed | |
have zeros': "z ^ n * (exp z - 1) \<noteq> 0" if "z \<in> A m - S m" for z m | |
using zeros[of z] that by (auto simp: S_def) | |
\<comment> \<open>The singularities all lie strictly inside the integration path.\<close> | |
have subset: "S m \<subseteq> box (-real m - real(2*m+1)*pi*\<i>) (real m + real(2*m+1)*pi*\<i>)" if "m > 0" for m | |
proof (rule, goal_cases) | |
case (1 z) | |
then obtain k :: int where k: "k \<in> {-int m..int m}" "z = 2 * pi * k * \<i>" | |
unfolding S_def by blast | |
have "2 * pi * -m + -pi < 2 * pi * k + 0" | |
using k by (intro add_le_less_mono mult_left_mono) auto | |
moreover have "2 * pi * k + 0 < 2 * pi * m + pi" | |
using k by (intro add_le_less_mono mult_left_mono) auto | |
ultimately show ?case using k \<open>m > 0\<close> | |
by (auto simp: A_def in_box_complex_iff algebra_simps) | |
qed | |
from n and zeros' have holo: "g holomorphic_on A m - S m" for m | |
unfolding g_def by (intro holomorphic_intros) auto | |
\<comment> \<open>The integration path lies completely inside $A$ and does not cross | |
any singularities.\<close> | |
have path_subset: "path_image (\<gamma> m) \<subseteq> A m - S m" if "m > 0" for m | |
proof - | |
have "path_image (\<gamma> m) \<subseteq> cbox (-real m - (2 * m + 1) * pi * \<i>) (real m + (2 * m + 1) * pi * \<i>)" | |
unfolding \<gamma>_def by (rule path_image_rectpath_subset_cbox) auto | |
also have "\<dots> \<subseteq> A m" unfolding A_def | |
by (subst subset_box_complex) auto | |
finally have "path_image (\<gamma> m) \<subseteq> A m" . | |
moreover have "path_image (\<gamma> m) \<inter> S m = {}" | |
proof safe | |
fix z assume z: "z \<in> path_image (\<gamma> m)" "z \<in> S m" | |
from this(2) obtain k :: int where k: "z = 2 * pi * k * \<i>" | |
by (auto simp: S_def) | |
hence [simp]: "Re z = 0" by simp | |
from z(1) have "\<bar>Im z\<bar> = of_int (2*m+1) * pi" | |
using \<open>m > 0\<close> by (auto simp: \<gamma>_def path_image_rectpath) | |
also have "\<bar>Im z\<bar> = of_int (2 * \<bar>k\<bar>) * pi" | |
by (simp add: k abs_mult) | |
finally have "2 * \<bar>k\<bar> = 2 * m + 1" | |
by (subst (asm) mult_cancel_right, subst (asm) of_int_eq_iff) simp | |
hence False by presburger | |
thus "z \<in> {}" .. | |
qed | |
ultimately show "path_image (\<gamma> m) \<subseteq> A m - S m" by blast | |
qed | |
\<comment> \<open>We now obtain a closed form for the Bernoulli numbers using the integral.\<close> | |
have eq: "(\<Sum>x\<in>{0<..m}. 1 / of_nat x ^ n) = | |
contour_integral (\<gamma> m) g * (2 * pi * \<i>) ^ n / (4 * pi * \<i>) - | |
complex_of_real (bernoulli n / fact n) * (2 * pi * \<i>) ^ n / 2" | |
if m: "m > 0" for m | |
proof - | |
\<comment> \<open>We relate the formal power series of the Bernoulli numbers to the | |
corresponding complex function.\<close> | |
have "subdegree (fps_exp 1 - 1 :: complex fps) = 1" | |
by (intro subdegreeI) auto | |
hence expansion: "f has_fps_expansion bernoulli_fps" | |
unfolding f_def bernoulli_fps_def by (auto intro!: fps_expansion_intros) | |
\<comment> \<open>We use the Residue Theorem to explicitly compute the integral.\<close> | |
have "contour_integral (\<gamma> m) g = | |
2 * pi * \<i> * (\<Sum>z\<in>S m. winding_number (\<gamma> m) z * residue g z)" | |
proof (rule Residue_theorem) | |
have "cbox (-real m - (2 * m + 1) * pi * \<i>) (real m + (2 * m + 1) * pi * \<i>) \<subseteq> A m" | |
unfolding A_def by (subst subset_box_complex) simp_all | |
thus "\<forall>z. z \<notin> A m \<longrightarrow> winding_number (\<gamma> m) z = 0" unfolding \<gamma>_def | |
by (intro winding_number_rectpath_outside allI impI) auto | |
qed (insert holo path_subset m, auto simp: \<gamma>_def A_def S_def intro: convex_connected) | |
\<comment> \<open>Clearly, all the winding numbers are 1\<close> | |
also have "winding_number (\<gamma> m) z = 1" if "z \<in> S m" for z | |
unfolding \<gamma>_def using subset[of m] that m by (subst winding_number_rectpath) blast+ | |
hence "(\<Sum>z\<in>S m. winding_number (\<gamma> m) z * residue g z) = (\<Sum>z\<in>S m. residue g z)" | |
by (intro sum.cong) simp_all | |
also have "\<dots> = (\<Sum>k=-int m..int m. residue g (2 * pi * of_int k * \<i>))" | |
unfolding S_def by (subst sum.reindex) (auto simp: inj_on_def o_def) | |
also have "{-int m..int m} = insert 0 ({-int m..int m}-{0})" | |
by auto | |
also have "(\<Sum>k\<in>\<dots>. residue g (2 * pi * of_int k * \<i>)) = | |
residue g 0 + (\<Sum>k\<in>{-int m..m}-{0}. residue g (2 * pi * of_int k * \<i>))" | |
by (subst sum.insert) auto | |
\<comment> \<open>The residue at the origin is just the $n$-th coefficient of $f$.\<close> | |
also have "residue g 0 = residue (\<lambda>z. f z / z ^ Suc n) 0" unfolding f_def g_def | |
by (intro residue_cong eventually_mono[OF eventually_at_ball[of 1]]) auto | |
also have "\<dots> = fps_nth bernoulli_fps n" | |
by (rule residue_fps_expansion_over_power_at_0 [OF expansion]) | |
also have "\<dots> = of_real (bernoulli n / fact n)" | |
by simp | |
also have "(\<Sum>k\<in>{-int m..m}-{0}. residue g (2 * pi * of_int k * \<i>)) = | |
(\<Sum>k\<in>{-int m..m}-{0}. 1 / of_int k ^ n) / (2 * pi * \<i>) ^ n" | |
proof (subst sum_divide_distrib, intro refl sum.cong, goal_cases) | |
case (1 k) | |
hence *: "residue g (2 * pi * of_int k * \<i>) = 1 / (2 * complex_of_real pi * of_int k * \<i>) ^ n" | |
unfolding g_def by (subst residue_bernoulli) auto | |
thus ?case using 1 by (subst *) (simp add: divide_simps power_mult_distrib) | |
qed | |
also have "(\<Sum>k\<in>{-int m..m}-{0}. 1 / of_int k ^ n) = | |
(\<Sum>(a,b)\<in>{0<..m}\<times>{-1,1::int}. 1 / of_int (int a) ^ n :: complex)" using n | |
by (intro sum.reindex_bij_witness[of _ "\<lambda>k. snd k * int (fst k)" "\<lambda>k. (nat \<bar>k\<bar>,sgn k)"]) | |
(auto split: if_splits simp: abs_if) | |
also have "\<dots> = (\<Sum>x\<in>{0<..m}. 2 / of_nat x ^ n)" | |
using n by (subst sum.Sigma [symmetric]) auto | |
also have "\<dots> = (\<Sum>x\<in>{0<..m}. 1 / of_nat x ^ n) * 2" | |
by (simp add: sum_distrib_right) | |
finally show ?thesis | |
by (simp add: field_simps) | |
qed | |
\<comment> \<open>The ugly part: We have to prove a bound on the integral by splitting | |
it into four integrals over lines and bounding each part separately.\<close> | |
have "eventually (\<lambda>m. norm (contour_integral (\<gamma> m) g) \<le> | |
((4 + 12 * pi) + 6 * pi / m) / real m ^ (n - 1)) sequentially" | |
using eventually_gt_at_top[of "1::nat"] | |
proof eventually_elim | |
case (elim m) | |
let ?c = "(2*m+1) * pi * \<i>" | |
define I where "I = (\<lambda>p1 p2. contour_integral (linepath p1 p2) g)" | |
define p1 p2 p3 p4 where "p1 = -real m - ?c" and "p2 = real m - ?c" | |
and "p3 = real m + ?c" and "p4 = -real m + ?c" | |
have eq: "\<gamma> m = linepath p1 p2 +++ linepath p2 p3 +++ linepath p3 p4 +++ linepath p4 p1" | |
(is "\<gamma> m = ?\<gamma>'") unfolding \<gamma>_def rectpath_def Let_def | |
by (intro joinpaths_cong linepath_cong) | |
(simp_all add: p1_def p2_def p3_def p4_def complex_eq_iff) | |
have integrable: "g contour_integrable_on \<gamma> m" using elim | |
by (intro contour_integrable_holomorphic_simple[OF holo _ _ path_subset]) | |
(auto simp: \<gamma>_def A_def S_def intro!: finite_imp_closed) | |
have "norm (contour_integral (\<gamma> m) g) = norm (I p1 p2 + I p2 p3 + I p3 p4 + I p4 p1)" | |
unfolding I_def by (insert integrable, unfold eq) | |
(subst contour_integral_join; (force simp: add_ac)?)+ | |
also have "\<dots> \<le> norm (I p1 p2) + norm (I p2 p3) + norm (I p3 p4) + norm (I p4 p1)" | |
by (intro norm_triangle_mono order.refl) | |
also have "norm (I p1 p2) \<le> 1 / real m ^ n * norm (p2 - p1)" (is "_ \<le> ?B1 * _") | |
unfolding I_def | |
proof (intro contour_integral_bound_linepath) | |
fix z assume z: "z \<in> closed_segment p1 p2" | |
define a where "a = Re z" | |
from z have z: "z = a - (2*m+1) * pi * \<i>" | |
by (subst (asm) closed_segment_same_Im) | |
(auto simp: p1_def p2_def complex_eq_iff a_def) | |
have "real m * 1 \<le> (2*m+1) * pi" | |
using pi_ge_two by (intro mult_mono) auto | |
also have "(2*m+1) * pi = \<bar>Im z\<bar>" by (simp add: z) | |
also have "\<bar>Im z\<bar> \<le> norm z" by (rule abs_Im_le_cmod) | |
finally have "norm z \<ge> m" by simp | |
moreover { | |
have "exp z - 1 = -of_real (exp a + 1)" using exp_integer_2pi_plus1[of m] | |
by (simp add: z exp_diff algebra_simps exp_of_real) | |
also have "norm \<dots> \<ge> 1" | |
unfolding norm_minus_cancel norm_of_real by simp | |
finally have "norm (exp z - 1) \<ge> 1" . | |
} | |
ultimately have "norm z ^ n * norm (exp z - 1) \<ge> real m ^ n * 1" | |
by (intro mult_mono power_mono) auto | |
thus "norm (g z) \<le> 1 / real m ^ n" using elim | |
by (simp add: g_def divide_simps norm_divide norm_mult norm_power mult_less_0_iff) | |
qed (insert integrable, auto simp: eq) | |
also have "norm (p2 - p1) = 2 * m" by (simp add: p2_def p1_def) | |
also have "norm (I p3 p4) \<le> 1 / real m ^ n * norm (p4 - p3)" (is "_ \<le> ?B3 * _") | |
unfolding I_def | |
proof (intro contour_integral_bound_linepath) | |
fix z assume z: "z \<in> closed_segment p3 p4" | |
define a where "a = Re z" | |
from z have z: "z = a + (2*m+1) * pi * \<i>" | |
by (subst (asm) closed_segment_same_Im) | |
(auto simp: p3_def p4_def complex_eq_iff a_def) | |
have "real m * 1 \<le> (2*m+1) * pi" | |
using pi_ge_two by (intro mult_mono) auto | |
also have "(2*m+1) * pi = \<bar>Im z\<bar>" by (simp add: z) | |
also have "\<bar>Im z\<bar> \<le> norm z" by (rule abs_Im_le_cmod) | |
finally have "norm z \<ge> m" by simp | |
moreover { | |
have "exp z - 1 = -of_real (exp a + 1)" using exp_integer_2pi_plus1[of m] | |
by (simp add: z exp_add algebra_simps exp_of_real) | |
also have "norm \<dots> \<ge> 1" | |
unfolding norm_minus_cancel norm_of_real by simp | |
finally have "norm (exp z - 1) \<ge> 1" . | |
} | |
ultimately have "norm z ^ n * norm (exp z - 1) \<ge> real m ^ n * 1" | |
by (intro mult_mono power_mono) auto | |
thus "norm (g z) \<le> 1 / real m ^ n" using elim | |
by (simp add: g_def divide_simps norm_divide norm_mult norm_power mult_less_0_iff) | |
qed (insert integrable, auto simp: eq) | |
also have "norm (p4 - p3) = 2 * m" by (simp add: p4_def p3_def) | |
also have "norm (I p2 p3) \<le> (1 / real m ^ n) * norm (p3 - p2)" (is "_ \<le> ?B2 * _") | |
unfolding I_def | |
proof (rule contour_integral_bound_linepath) | |
fix z assume z: "z \<in> closed_segment p2 p3" | |
define b where "b = Im z" | |
from z have z: "z = m + b * \<i>" | |
by (subst (asm) closed_segment_same_Re) | |
(auto simp: p2_def p3_def algebra_simps complex_eq_iff b_def) | |
from elim have "2 \<le> 1 + real m" by simp | |
also have "\<dots> \<le> exp (real m)" by (rule exp_ge_add_one_self) | |
also have "exp (real m) - 1 = norm (exp z) - norm (1::complex)" | |
by (simp add: z) | |
also have "\<dots> \<le> norm (exp z - 1)" | |
by (rule norm_triangle_ineq2) | |
finally have "norm (exp z - 1) \<ge> 1" by simp | |
moreover have "norm z \<ge> m" | |
using z and abs_Re_le_cmod[of z] by simp | |
ultimately have "norm z ^ n * norm (exp z - 1) \<ge> real m ^ n * 1" using elim | |
by (intro mult_mono power_mono) (auto simp: z) | |
thus "norm (g z) \<le> 1 / real m ^ n" using n and elim | |
by (simp add: g_def norm_mult norm_divide norm_power divide_simps mult_less_0_iff) | |
qed (insert integrable, auto simp: eq) | |
also have "p3 - p2 = of_real (2*(2*real m+1)*pi) * \<i>" by (simp add: p2_def p3_def) | |
also have "norm \<dots> = 2 * (2 * real m + 1) * pi" | |
unfolding norm_mult norm_of_real by simp | |
also have "norm (I p4 p1) \<le> (2 / real m ^ n) * norm (p1 - p4)" (is "_ \<le> ?B4 * _") | |
unfolding I_def | |
proof (rule contour_integral_bound_linepath) | |
fix z assume z: "z \<in> closed_segment p4 p1" | |
define b where "b = Im z" | |
from z have z: "z = -real m + b * \<i>" | |
by (subst (asm) closed_segment_same_Re) | |
(auto simp: p1_def p4_def algebra_simps b_def complex_eq_iff) | |
from elim have "2 \<le> 1 + real m" by simp | |
also have "\<dots> \<le> exp (real m)" by (rule exp_ge_add_one_self) | |
finally have "1 / 2 \<le> 1 - exp (-real m)" | |
by (subst exp_minus) (simp add: field_simps) | |
also have "1 - exp (-real m) = norm (1::complex) - norm (exp z)" | |
by (simp add: z) | |
also have "\<dots> \<le> norm (exp z - 1)" | |
by (subst norm_minus_commute, rule norm_triangle_ineq2) | |
finally have "norm (exp z - 1) \<ge> 1 / 2" by simp | |
moreover have "norm z \<ge> m" | |
using z and abs_Re_le_cmod[of z] by simp | |
ultimately have "norm z ^ n * norm (exp z - 1) \<ge> real m ^ n * (1 / 2)" using elim | |
by (intro mult_mono power_mono) (auto simp: z) | |
thus "norm (g z) \<le> 2 / real m ^ n" using n and elim | |
by (simp add: g_def norm_mult norm_divide norm_power divide_simps mult_less_0_iff) | |
qed (insert integrable, auto simp: eq) | |
also have "p1 - p4 = -of_real (2*(2*real m+1)*pi) * \<i>" | |
by (simp add: p1_def p4_def algebra_simps) | |
also have "norm \<dots> = 2 * (2 * real m + 1) * pi" | |
unfolding norm_mult norm_of_real norm_minus_cancel by simp | |
also have "?B1 * (2*m) + ?B2 * (2*(2*real m+1)*pi) + ?B3 * (2*m) + ?B4 * (2*(2*real m+1)*pi) = | |
(4 * m + 6 * (2 * m + 1) * pi) / real m ^ n" | |
by (simp add: divide_simps) | |
also have "(4 * m + 6 * (2 * m + 1) * pi) = (4 + 12 * pi) * m + 6 * pi" | |
by (simp add: algebra_simps) | |
also have "\<dots> / real m ^ n = ((4 + 12 * pi) + 6 * pi / m) / real m ^ (n - 1)" | |
using n by (cases n) (simp_all add: divide_simps) | |
finally show "cmod (contour_integral (\<gamma> m) g) \<le> \<dots>" by simp | |
qed | |
\<comment> \<open>It is clear that this bound goes to 0 since @{prop "n \<ge> 2"}.\<close> | |
moreover have "(\<lambda>m. (4 + 12 * pi + 6 * pi / real m) / real m ^ (n - 1)) \<longlonglongrightarrow> 0" | |
by (rule real_tendsto_divide_at_top tendsto_add tendsto_const | |
filterlim_real_sequentially filterlim_pow_at_top | use n in simp)+ | |
ultimately have *: "(\<lambda>m. contour_integral (\<gamma> m) g) \<longlonglongrightarrow> 0" | |
by (rule Lim_null_comparison) | |
\<comment> \<open>Since the infinite sum over the residues can expressed using the | |
zeta function, we have now related the Bernoulli numbers at even | |
positive integers to the zeta function.\<close> | |
have "(\<lambda>m. contour_integral (\<gamma> m) g * (2 * pi * \<i>) ^ n / (4 * pi * \<i>) - | |
of_real (bernoulli n / fact n) * (2 * pi * \<i>) ^ n / 2) \<longlonglongrightarrow> | |
0 * (2 * pi * \<i>) ^ n / (4 * pi * \<i>) - | |
of_real (bernoulli n / fact n) * (2 * pi * \<i>) ^ n / 2" | |
using n by (intro tendsto_intros * zeta_limit) auto | |
also have "?this \<longleftrightarrow> (\<lambda>m. \<Sum>k\<in>{0<..m}. 1 / of_nat k ^ n) \<longlonglongrightarrow> | |
- of_real (bernoulli n / fact n) * (2 * pi * \<i>) ^ n / 2" | |
by (intro filterlim_cong eventually_mono [OF eventually_gt_at_top[of "0::nat"]]) | |
(use eq in simp_all) | |
finally have "(\<lambda>m. \<Sum>k\<in>{0<..m}. 1 / of_nat k ^ n) | |
\<longlonglongrightarrow> - of_real (bernoulli n / fact n) * (of_real (2 * pi) * \<i>) ^ n / 2" | |
(is "_ \<longlonglongrightarrow> ?L") . | |
also have "(\<lambda>m. \<Sum>k\<in>{0<..m}. 1 / of_nat k ^ n) = (\<lambda>m. \<Sum>k\<in>{..<m}. 1 / of_nat (Suc k) ^ n)" | |
by (intro ext sum.reindex_bij_witness[of _ Suc "\<lambda>n. n - 1"]) auto | |
also have "\<dots> \<longlonglongrightarrow> ?L \<longleftrightarrow> (\<lambda>k. 1 / of_nat (Suc k) ^ n) sums ?L" | |
by (simp add: sums_def) | |
also have "(2 * pi * \<i>) ^ n = (2 * pi) ^ n * (-1) ^ n'" | |
by (simp add: n_def divide_simps power_mult_distrib power_mult power_minus') | |
also have "- of_real (bernoulli n / fact n) * \<dots> / 2 = | |
of_real ((-1) ^ Suc n' * bernoulli (2*n') * (2*pi)^(2*n') / (2 * fact (2*n')))" | |
by (simp add: n_def divide_simps) | |
finally show ?thesis unfolding n_def . | |
qed | |
corollary nat_even_power_sums_real: | |
assumes n': "n' > 0" | |
shows "(\<lambda>k. 1 / real (Suc k) ^ (2*n')) sums | |
((-1) ^ Suc n' * bernoulli (2*n') * (2 * pi) ^ (2 * n') / (2 * fact (2*n')))" | |
(is "?f sums ?L") | |
proof - | |
have "(\<lambda>k. complex_of_real (?f k)) sums complex_of_real ?L" | |
using nat_even_power_sums_complex[OF assms] by simp | |
thus ?thesis by (simp only: sums_of_real_iff) | |
qed | |
text \<open> | |
We can now also easily determine the signs of Bernoulli numbers: the above formula | |
clearly shows that the signs of $B_{2n}$ alternate as $n$ increases, and we already know | |
that $B_{2n+1} = 0$ for any positive $n$. A lot of other facts about the signs of | |
Bernoulli numbers follow. | |
\<close> | |
corollary sgn_bernoulli_even: | |
assumes "n > 0" | |
shows "sgn (bernoulli (2 * n)) = (-1) ^ Suc n" | |
proof - | |
have *: "(\<lambda>k. 1 / real (Suc k) ^ (2 * n)) sums | |
((- 1) ^ Suc n * bernoulli (2 * n) * (2 * pi) ^ (2 * n) / (2 * fact (2 * n)))" | |
using assms by (rule nat_even_power_sums_real) | |
from * have "0 < (\<Sum>k. 1 / real (Suc k) ^ (2*n))" | |
by (intro suminf_pos) (auto simp: sums_iff) | |
hence "sgn (\<Sum>k. 1 / real (Suc k) ^ (2*n)) = 1" | |
by simp | |
also have "(\<Sum>k. 1 / real (Suc k) ^ (2*n)) = | |
(- 1) ^ Suc n * bernoulli (2 * n) * (2 * pi) ^ (2 * n) / (2 * fact (2 * n))" | |
using * by (simp add: sums_iff) | |
also have "sgn \<dots> = (-1) ^ Suc n * sgn (bernoulli (2 * n))" | |
by (simp add: sgn_mult) | |
finally show ?thesis | |
by (simp add: minus_one_power_iff split: if_splits) | |
qed | |
corollary bernoulli_even_nonzero: "even n \<Longrightarrow> bernoulli n \<noteq> 0" | |
using sgn_bernoulli_even[of "n div 2"] by (cases "n = 0") (auto elim!: evenE) | |
corollary sgn_bernoulli: | |
"sgn (bernoulli n) = | |
(if n = 0 then 1 else if n = 1 then -1 else if odd n then 0 else (-1) ^ Suc (n div 2))" | |
using sgn_bernoulli_even [of "n div 2"] by (auto simp: bernoulli_odd_eq_0) | |
corollary bernoulli_zero_iff: "bernoulli n = 0 \<longleftrightarrow> odd n \<and> n \<noteq> 1" | |
by (auto simp: bernoulli_even_nonzero bernoulli_odd_eq_0) | |
corollary bernoulli'_zero_iff: "(bernoulli' n = 0) \<longleftrightarrow> (n \<noteq> 1 \<and> odd n)" | |
by (auto simp: bernoulli'_def bernoulli_zero_iff) | |
corollary bernoulli_pos_iff: "bernoulli n > 0 \<longleftrightarrow> n = 0 \<or> n mod 4 = 2" | |
proof - | |
have "bernoulli n > 0 \<longleftrightarrow> sgn (bernoulli n) = 1" | |
by (simp add: sgn_if) | |
also have "\<dots> \<longleftrightarrow> n = 0 \<or> even n \<and> odd (n div 2)" | |
by (subst sgn_bernoulli) auto | |
also have "even n \<and> odd (n div 2) \<longleftrightarrow> n mod 4 = 2" | |
by presburger | |
finally show ?thesis . | |
qed | |
corollary bernoulli_neg_iff: "bernoulli n < 0 \<longleftrightarrow> n = 1 \<or> n > 0 \<and> 4 dvd n" | |
proof - | |
have "bernoulli n < 0 \<longleftrightarrow> sgn (bernoulli n) = -1" | |
by (simp add: sgn_if) | |
also have "\<dots> \<longleftrightarrow> n = 1 \<or> n > 0 \<and> even n \<and> even (n div 2)" | |
by (subst sgn_bernoulli) (auto simp: minus_one_power_iff) | |
also have "even n \<and> even (n div 2) \<longleftrightarrow> 4 dvd n" | |
by presburger | |
finally show ?thesis . | |
qed | |
text \<open> | |
We also get the solution of the Basel problem (the sum over all squares of positive | |
integers) and any `Basel-like' problem with even exponent. The case of odd exponents | |
is much more complicated and no similarly nice closed form is known for these. | |
\<close> | |
corollary nat_squares_sums: "(\<lambda>n. 1 / (n+1) ^ 2) sums (pi ^ 2 / 6)" | |
using nat_even_power_sums_real[of 1] by (simp add: fact_numeral) | |
corollary nat_power4_sums: "(\<lambda>n. 1 / (n+1) ^ 4) sums (pi ^ 4 / 90)" | |
using nat_even_power_sums_real[of 2] by (simp add: fact_numeral) | |
corollary nat_power6_sums: "(\<lambda>n. 1 / (n+1) ^ 6) sums (pi ^ 6 / 945)" | |
using nat_even_power_sums_real[of 3] by (simp add: fact_numeral) | |
corollary nat_power8_sums: "(\<lambda>n. 1 / (n+1) ^ 8) sums (pi ^ 8 / 9450)" | |
using nat_even_power_sums_real[of 4] by (simp add: fact_numeral) | |
end | |