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Re: Re: limit

  • To: mathgroup at smc.vnet.net
  • Subject: [mg78719] Re: [mg78652] Re: limit
  • From: "Oleksandr Pavlyk" <pavlyk at gmail.com>
  • Date: Sat, 7 Jul 2007 06:12:36 -0400 (EDT)
  • References: <f6d9si$2l5$1@smc.vnet.net>

Yes, my post got scrambled somehow. However, it does represent a proof.
The recurrence equation I was using is exactly derivable, I just did not
present the proof, so I will try to rectify the situation here.

Let us start with the recurrence equation for a function
h[e, k, z] defined as follows:

In[1]:= h[e_, k_, z_] :=
 HypergeometricPFQRegularized[{1/2 - e, 1/2 - e, 1/2 - e, 1 - e}, {1/
   2, 1 + k, 1}, z]

It satisfies the following recurrence equatio

In[2]:= eq[e_, k_, z_] = -(-1 + z) h[e, k, z] +
   1/2 (-13 + (15 + 8 e) z + k (-6 + 8 z)) h[e, k + 1, z] +
   1/4 (86 + k^2 (12 - 24 z) - (139 + 114 e + 24 e^2) z -
      2 k (-32 + 3 (19 + 8 e) z)) h[e, k + 2, z] +
   1/8 (-252 + (779 + 800 e + 276 e^2 + 32 e^3) z +
      8 k^3 (-1 + 4 z) + 4 k^2 (-19 + 3 (23 + 8 e) z) +
      8 k (-30 + (100 + 69 e + 12 e^2) z)) h[e, k + 3, z] -
   1/8 (3 + e + k) (7 + 2 e + 2 k)^3 z h[e, k + 4, z];

Which can be directly verified as follows:

In[3]:= Series[eq[e, k, z], {z, 0, 10}] // Simplify // FullSimplify

Out[3]= (SeriesData[z, 0, {}, 11, 11, 1])

or derived by representing the h[e,k,z] as inifnite series in z
around the origin and doing manipulations term-wise.

Because

In[27]:= Limit[(z - 1) h[e, -1, z], z -> 1, Assumptions -> e > 0]

Out[27]= 0

we consider

In[4]:= RecEq = eq[e, -1, 1]

Out[4]= (
 4 e HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e, 1 - e}, {1/2, 1,
    1}, 1])/Sqrt[\[Pi]] + ((-65 - 114 e - 24 e^2 +
    2 (-32 + 3 (19 + 8 e))) HypergeometricPFQ[{1/2 - e, 1/2 - e,
    1/2 - e, 1 - e}, {1/2, 1, 2}, 1])/(
 4 Sqrt[\[Pi]]) + ((503 + 800 e + 276 e^2 + 32 e^3 -
    8 (70 + 69 e + 12 e^2) +
    4 (-19 + 3 (23 + 8 e))) HypergeometricPFQ[{1/2 - e, 1/2 - e,
    1/2 - e, 1 - e}, {1/2, 1, 3}, 1])/(
 16 Sqrt[\[Pi]]) - ((2 + e) (5 + 2 e)^3 HypergeometricPFQ[{1/2 - e,
    1/2 - e, 1/2 - e, 1 - e}, {1/2, 1, 4}, 1])/(48 Sqrt[\[Pi]])

This is the recurrence equation I was using to get to the result:

In[5]:= r[
   e_] = -2^(-1 - 4 e) Gamma[
    1 - 2 e] Gamma[1/2 - e]^2 HypergeometricPFQ[{1/2 - e, 1/2 - e,
     1/2 - e, 1 - e}, {1/2, 1, 1}, 1] Sin[e Pi]/Pi;

In[6]:= q[e_] =
 r[e] /. First[
   Solve[RecEq == 0,
    HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e, 1 - e}, {1/2, 1, 1},
      1]]]

Out[6]= -(1/(e Sqrt[\[Pi]]))
 2^(-3 - 4 e)
   Gamma[1 - 2 e] Gamma[
   1/2 - e]^2 (-(((-65 - 114 e - 24 e^2 +
        2 (-32 + 3 (19 + 8 e))) HypergeometricPFQ[{1/2 - e, 1/2 - e,
        1/2 - e, 1 - e}, {1/2, 1, 2}, 1])/(
     4 Sqrt[\[Pi]])) - ((503 + 800 e + 276 e^2 + 32 e^3 -
       8 (70 + 69 e + 12 e^2) +
       4 (-19 + 3 (23 + 8 e))) HypergeometricPFQ[{1/2 - e, 1/2 - e,
       1/2 - e, 1 - e}, {1/2, 1, 3}, 1])/(
    16 Sqrt[\[Pi]]) + ((2 + e) (5 + 2 e)^3 HypergeometricPFQ[{1/2 - e,
        1/2 - e, 1/2 - e, 1 - e}, {1/2, 1, 4}, 1])/(
    48 Sqrt[\[Pi]])) Sin[e \[Pi]]

In[7]:= Collect[q[e], _HypergeometricPFQ,
  Limit[#, e -> 0, Direction -> -1] &] /. e -> 0

Out[7]= -(1/8)

Hope this derivation is clear and rigorous enough.

Oleksandr Pavlyk
Special Functions Developer
Wolfram Research

On 7/6/07, DrMajorBob <drmajorbob at bigfoot.com> wrote:
> I thought you could get from the first RecEq to the second one this way:
>
>   15/
>          2 e HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e,
>       1 - e}, {1/2, 1,
>              1}, 1] -
>       45/16 (3 + 14 e + 8 e^2) HypergeometricPFQ[{1/2 - e, 1/2 - e,
>             1/2 - e, 1 - e}, {1, 1, 3/2}, 1] +
>       5/16 (65 + 188 e + 132 e^2 + 32 e^3) HypergeometricPFQ[{1/2 - e,
>             1/2 - e, 1/2 - e, 1 - e}, {1, 1, 5/2}, 1] -
>       1/2 (2 + e)^3 (3 + 2 e) HypergeometricPFQ[{1/2 - e, 1/2 - e,
>             1/2 - e, 1 - e}, {1, 1, 7/2}, 1];
> RecEq = Distribute[16/5 # &[%]]
>
> (snip)
>
> But no, that's not the same thing, even though the first term looks right.
> (No clue where the first came from; I assume Oleksandr was writing stuff
> at random and got lucky. The second doesn't follow from the first in any
> obvious (to me) way, so he got lucky twice!)
>
> The first RecEq is near-zero at s=1, like the second, but it doesn't work
> in the subsequent code for simplifying the OP's expression. Only the
> second recurrence relation has that nice property!
>
> Anyway, that's no more a symbolic proof than any of the others. It depends
> (AFAICT) on the numerical value of RecEq appearing to be zero, just like
> the OP's approximations tending toward -1/8.
>
> RecEq // FullSimplify
>
> 2/5 (192 e HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e, 1 - e}, {1/2,
>         1, 1}, 1] -
>     36 (5 + 22 e + 8 e^2) HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e,
>         1 - e}, {1/2, 1, 2}, 1] +
>     3 (143 + 4 e (86 + e (45 + 8 e))) HypergeometricPFQ[{1/2 - e,
>        1/2 - e, 1/2 - e, 1 - e}, {1/2, 1, 3},
>       1] - (2 + e) (5 + 2 e)^3 HypergeometricPFQ[{1/2 - e, 1/2 - e,
>        1/2 - e, 1 - e}, {1/2, 1, 4}, 1])
>
> And don't forget... in addition to lacking a rule that makes this zero,
> Mathematica incorrectly simplified Daniel's denominator derivative.
>
> Bobby
>
> On Fri, 06 Jul 2007 02:23:16 -0500, sashap <pavlyk at gmail.com> wrote:
>
> > Hi,
> >
> > I actually found a way to symbolically prove the result.
> > One has to use different recurrence equation with respect
> > to lower integer parameter:
> >
> > In[189]:= Clear[q, r, RecEq];
> >
> > In[190]:=
> > r[e_] = -2^(-1 - 4 e) Gamma[
> >     1 - 2 e] Gamma[1/2 - e]^2 HypergeometricPFQ[{1/2 - e, 1/2 - e,
> >      1/2 - e, 1 - e}, {1/2, 1, 1}, 1] Sin[e Pi]/Pi;
> >
> > In[191]:=
> > RecEq = 15/
> >     2 e HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e, 1 - e}, {1/2, 1,
> >        1}, 1] -
> >    45/16 (3 + 14 e + 8 e^2) HypergeometricPFQ[{1/2 - e, 1/2 - e,
> >       1/2 - e, 1 - e}, {1, 1, 3/2}, 1] +
> >    5/16 (65 + 188 e + 132 e^2 + 32 e^3) HypergeometricPFQ[{1/2 - e,
> >       1/2 - e, 1/2 - e, 1 - e}, {1, 1, 5/2}, 1] -
> >    1/2 (2 + e)^3 (3 + 2 e) HypergeometricPFQ[{1/2 - e, 1/2 - e,
> >       1/2 - e, 1 - e}, {1, 1, 7/2}, 1];
> >
> > In[192]:=
> > RecEq = 24 e HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e, 1 - e}, {1/
> >       2, 1, 1}, 1] +
> >    1/4 (-90 - 396 e - 144 e^2) HypergeometricPFQ[{1/2 - e, 1/2 - e,
> >       1/2 - e, 1 - e}, {1/2, 1, 2}, 1] +
> >    1/8 (429 + 1032 e + 540 e^2 + 96 e^3) HypergeometricPFQ[{1/2 - e,
> >       1/2 - e, 1/2 - e, 1 - e}, {1/2, 1, 3}, 1] -
> >    1/8 (2 + e) (5 + 2 e)^3 HypergeometricPFQ[{1/2 - e, 1/2 - e,
> >       1/2 - e, 1 - e}, {1/2, 1, 4}, 1];
> >
> > In[193]:= RecEq /. e -> 1`15*^-5
> >
> > Out[193]= 0.*10^-15
> >
> > In[194]:=
> > q[e_] = r[e] /.
> >   First[Solve[RecEq == 0,
> >     HypergeometricPFQ[{1/2 - e, 1/2 - e, 1/2 - e, 1 - e}, {1/2, 1, 1},
> >       1]]]
> >
> > Out[194]= -(1/(3 e \[Pi]))
> >  2^(-4 - 4 e)
> >    Gamma[1 - 2 e] Gamma[
> >    1/2 - e]^2 (-(1/
> >       4) (-90 - 396 e - 144 e^2) HypergeometricPFQ[{1/2 - e, 1/2 - e,
> >        1/2 - e, 1 - e}, {1/2, 1, 2}, 1] -
> >     1/8 (429 + 1032 e + 540 e^2 + 96 e^3) HypergeometricPFQ[{1/2 - e,
> >        1/2 - e, 1/2 - e, 1 - e}, {1/2, 1, 3}, 1] +
> >     1/8 (2 + e) (5 + 2 e)^3 HypergeometricPFQ[{1/2 - e, 1/2 - e,
> >        1/2 - e, 1 - e}, {1/2, 1, 4}, 1]) Sin[e \[Pi]]
> >
> > In[195]:=
> > Collect[q[e], _HypergeometricPFQ,
> >   Limit[#, e -> 0, Direction -> -1] &] /. e -> 0
> >
> > Out[195]= -(1/8)
> >
> > Oleksandr Pavlyk
> > Special Functions Developer
> > Wolfram Research Inc.
> >
> > On Jul 5, 3:34 am, DrMajorBob <drmajor... at bigfoot.com> wrote:
> >> That seems plausible, of course, but numerical results contradict it,
> >> both
> >> for the original expression and the denominator derivative.
> >>
> >> Start by taking apart the OP's expression:
> >>
> >> Clear[expr, noProblem, zero, infinite]
> >> expr[s_] = -((2^(-2 + s)*Cos[(1/4)*Pi*(1 + s)]*Gamma[(1 + s)/4]^2*
> >>         Gamma[(1 +
> >>             s)/2]*
> >>         HypergeometricPFQ[{1/4 + s/4, 1/4 + s/4, 1/4 + s/4,
> >>           3/4 + s/4},
> >>          {1/2, 1, 1}, 1])/Pi);
> >> List @@ % /. s -> 1
> >>
> >> {-1, 1/2, 1/\[Pi], 0, \[Pi], 1, \[Infinity]}
> >>
> >> noProblem[s_] = expr[s][[{1, 2, 3, 5, 6}]]
> >> zero[s_] = expr[s][[4]]
> >> infinite[s_] = expr[s][[-1]]
> >>
> >> -(2^(-2 + s) Gamma[(1 + s)/4]^2 Gamma[(1 + s)/2])/\[Pi]
> >>
> >> Cos[1/4 \[Pi] (1 + s)]
> >>
> >> HypergeometricPFQ[{1/4 + s/4, 1/4 + s/4, 1/4 + s/4, 3/4 + s/4}, {1/2,
> >>    1, 1}, 1]
> >>
> >> Here's essentially the same result you have:
> >>
> >> D[zero[s], s] /. s -> 1
> >> D[1/infinite[s], s] /. s -> 1
> >>
> >> -\[Pi]/4
> >> 0
> >>
> >> But the latter derivative is clearly wrong (probably due to some
> >> simplification rule, applied without our knowledge, that isn't correct
> >> at
> >> s=1):
> >>
> >> Clear[dy, infInverse]
> >> dy[f_, dx_, digits_] := N[(f[1 - dx] - f[1 - 2 dx])/dx, digits]
> >> infInverse[s_] = 1/infinite[s];
> >>
> >> Table[dy[infInverse, 10^-k, 25], {k, 1, 10}]
> >>
> >> {-1.923427116516395532881478, -2.983463609047004067632190, \
> >> -3.125313973445201143419500, -3.139959997528752908922902, \
> >> -3.141429339969442289280062, -3.141576321747481534963308, \
> >> -3.141591020400759167851555, -3.141592490270841802264744, \
> >> -3.141592637257897614551351, -3.141592651956603671268599}
> >>
> >> Table[Pi + dy[infInverse, 10^-k, 30], {k, 10, 20}]
> >>
> >> {1.63318956719404435692*10^-9, 1.6331895676743358738*10^-10,
> >>   1.633189567722365025*10^-11, 1.63318956772716794*10^-12,
> >>   1.6331895677276482*10^-13, 1.633189567727696*10^-14,
> >>   1.63318956772770*10^-15, 1.6331895677277*10^-16,
> >>   1.633189567728*10^-17, 1.63318956773*10^-18, 1.6331895677*10^-19}
> >>
> >> So the denominator limit is (almost certainly) -Pi, and the original
> >> limit
> >> is
> >>
> >> noProblem[1] D[zero[s], s]/-Pi /. s -> 1
> >> % // N
> >>
> >> -1/8
> >> -0.125
> >>
> >> which agrees perfectly with the OP's calculations and with these:
> >>
> >> Table[N[1/8 + expr[1 - 10^-k], 20], {k, 1, 10}]
> >>
> >> {-0.031802368727291105600, -0.0029147499047748859136, \
> >> -0.00028902994360074334672, -0.000028878738171604118632, \
> >> -2.8876314481087565099*10^-6, -2.8876072131304841863*10^-7, \
> >> -2.8876047896519244498*10^-8, -2.8876045473042611497*10^-9, \
> >> -2.8876045230694967464*10^-10, -2.8876045206460203254*10^-11}
> >>
> >> I don't know how to prove the result symbolically, however.
> >>
> >> Bobby
> >>
> >> On Wed, 04 Jul 2007 04:28:36 -0500, dh <d... at metrohm.ch> wrote
> >>
> >>
> >>
> >>
> >>
> >> > Hi Dimitris,
> >>
> >> > I think the limit is -Infinity.
> >>
> >> > consider the following trick :
> >>
> >> > f1=2^(-2+s)*Cos[(1/4)*Pi*(1+s)]*Gamma[(1+s)/4]^2*Gamma[(1+s)/2]
> >>
> >> > f2= 1/HypergeometricPFQ[{1/4 + s/4, 1/4 + s/4, 1/4 + s/4, 3/4 + s/4},
> >>
> >> > {1/2, 1, 1}, 1]
> >>
> >> > then we are interessted in the limit of f1/f2. As both these
> >> expressions
> >>
> >> > are 0 for s=1, we can take the quotient of the drivatives:
> >>
> >> > D[f1,s]=-\[Pi]^2/8
> >>
> >> > D[f2,s]= 0
> >>
> >> > therefore we get -Infinity
> >>
> >> > hope this helps, Daniel
> >>
> >> > dimitris wrote:
> >>
> >> >> Hello.
> >>
> >> >> Say
> >>
> >> >> In[88]:=
> >>
> >> >> o = -((2^(-2 + s)*Cos[(1/4)*Pi*(1 + s)]*Gamma[(1 + s)/4]^2*Gamma[(1 +
> >>
> >> >> s)/2]*
> >>
> >> >>      HypergeometricPFQ[{1/4 + s/4, 1/4 + s/4, 1/4 + s/4, 3/4 + s/4},
> >>
> >> >> {1/2, 1, 1}, 1])/Pi);
> >>
> >
> >
> >> >> I am interested in the value at (or as s->) 1.
> >>
> >> >> I think there must exist this value (or limit) at s=1.
> >>
> >> >> In[89]:=
> >>
> >> >> (N[#1, 20] & )[(o /. s -> 1 - #1 & ) /@ Table[10^(-n), {n, 3, 10}]]
> >>
> >> >> Out[89]=
> >>
> >> >>
> >> {-0.12528902994360074335,-0.12502887873817160412,-0.12500288763144810876,-0.\
> >>
> >> >>
> >> 12500028876072131305,-0.12500002887604789652,-0.12500000288760454730,
> >> -0.\
> >>
> >> >> 12500000028876045231,-0.12500000002887604521}
> >>
> >> >> However both
> >>
> >> >> o/.s->1
> >>
> >> >> and
> >>
> >> >> Limit[o,s->1,Direction->1 (*or -1*)]
> >>
> >> >> does not produce anything.
> >>
> >> >> Note also that
> >>
> >> >> In[93]:=
> >>
> >> >> 2^(-2 + s)*Cos[(1/4)*Pi*(1 + s)]*Gamma[(1 + s)/4]^2*Gamma[(1 + s)/
> >>
> >> >> 2] /. s -> 1
> >>
> >> >> HypergeometricPFQ[{1/4 + s/4, 1/4 + s/4, 1/4 + s/4, 3/4 + s/4}, {1/2,
> >>
> >> >> 1, 1}, 1] /. s -> 1
> >>
> >> >> Out[93]=
> >>
> >> >> 0
> >>
> >> >> Out[94]=
> >>
> >> >> Infinity
> >>
> >> >> So am I right and the limit exist (if yes please show me a way to
> >>
> >> >> evaluate it) or not
> >>
> >> >> (in this case explain me why; in either case be kind if I miss
> >>
> >> >> something fundamental!)
> >>
> >> >> Thanks
> >>
> >> >> Dimitris
> >>
> >> --
> >>
> >> DrMajor... at bigfoot.com
> >
> >
> >
> >
>
>
>
> --
> DrMajorBob at bigfoot.com
>


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