Bernoulli polynomials

Jordan Bell
March 9, 2016

1 Bernoulli polynomials

For k0, the Bernoulli polynomial Bk(x) is defined by

zexzez-1=k=0Bk(x)zkk!,|z|<2π. (1)

The Bernoulli numbers are Bk=Bk(0), the constant terms of the Bernoulli polynomials. For any x, using L’Hospital’s rule the left-hand side of (1) tends to 1 as z0, and the right-hand side tends to B0(x), hence B0(x)=1. Differentiating (1) with respect to x,

k=0Bk(x)zkk!=z2exzez-1=k=0Bk(x)zk+1k!=k=1Bk-1(x)zk(k-1)!,

so B0(x)=0 and for k1 we have Bk(x)k!=Bk-1(x)(k-1)!, i.e. Bk(x)=kBk-1(x). Furthermore, for k1, integrating (1) with respect to x on [0,1] produces

1=k=0(01Bk(x)𝑑x)zkk!,|z|<2π,

hence 01B0(x)𝑑x=1 and for k1,

01Bk(x)𝑑x=0.

The first few Bernoulli polynomials are

B0(x)=1,B1(x)=x-12,B2(x)=x2-x+16,B3(x)=x3-32x2+12x.

The Bernoulli polynomials satisfy the following:

k=0Bk(x+1)zkk! =ze(x+1)zez-1
=zexz(ez-1+1)ez-1
=zexz+zexzez-1
=k=0xkzk+1k!+k=0Bk(x)zkk!
=k=1xk-1zk(k-1)!+k=0Bk(x)zkk!,

hence for k1 it holds that Bk(x+1)=kxk-1+Bk(x). In particular, for k2, Bk(1)=Bk(0).

Using (1),

k=0Bk(1-x)zkk! =ze(1-x)zez-1
=zeze-xzez-1
=ze-xz1-e-z
=-ze-xze-z-1
=k=0Bk(x)(-z)kk!,

hence for k0,

Bk(1-x)=(-1)kBk(x).

Finally, it is a fact that for k2,

sup0x1|Bk(x)|2ζ(k)k!(2π)k. (2)

2 Periodic Bernoulli functions

For x, let [x] be the greatest integer x, and let R(x)=x-[x], called the fractional part of x. Write 𝕋=/ and define the periodic Bernoulli functions Pk:𝕋 by

Pk(t)=Bk(R(t)),t𝕋.

For k2, because Bk(1)=Bk(0), the function Pk is continuous. For f:𝕋 define its Fourier transform f^: by

f^(n)=𝕋f(t)e-2πint𝑑t,n.

For k1, one calculates P^k(0)=0 and using integration by parts,

P^k(n)=-1(2πin)k

for n0. Thus for k1, the Fourier series of Pk is11 1 cf. http://www.math.umn.edu/~garrett/m/mfms/notes_c/bernoulli.pdf

Pk(t)nP^k(n)e2πint=-1(2πi)kn0n-ke2πint.

For k2, n|P^k(n)|<, from which it follows that |n|NP^k(n)e2πint converges to Pk(t) uniformly for t𝕋. Furthermore, for t,22 2 Hugh L. Montgomery and Robert C. Vaughan, Multiplicative Number Theory I: Classical Theory, p. 499, Theorem B.2.

P1(t)=-1πn=11nsin2πnt.

For f,gL1(𝕋) and n,

f*g^(n) =𝕋(𝕋f(x-y)g(y)𝑑y)e-2πinx𝑑x
=𝕋g(y)(𝕋f(x-y)e-2πinx𝑑x)𝑑y
=𝕋g(y)(𝕋f(x)e-2πinxe-2πiny𝑑x)𝑑y
=f^(n)g^(n).

For k,l1 and for n0,

Pk*Pl^(n) =Pk^(n)Pl^(n)
=-(2πin)-k-(2πin)-l
=(2πin)-k-l
=-Pk+l^(n),

and Pk*Pl^(0)=0=-Pk+l^(0), so Pk*Pl=-Pk+l.

3 Euler-Maclaurin summation formula

The Euler-Maclaurin summation formula is the following.33 3 Hugh L. Montgomery and Robert C. Vaughan, Multiplicative Number Theory I: Classical Theory, p. 500, Theorem B.5. If a<b are real numbers, K is a positive integer, and f is a CK function on an open set that contains [a,b], then

a<mbf(m) =abf(x)𝑑x+k=1K(-1)kk!(Pk(b)f(k-1)(b)-Pk(a)f(k-1)(a))
-(-1)KK!abPK(x)f(K)(x)𝑑x.

Applying the Euler-Maclaurin summation formula with a=1,b=n,K=2,f(x)=logx yields44 4 Hugh L. Montgomery and Robert C. Vaughan, Multiplicative Number Theory I: Classical Theory, p. 503, Eq. B.25.

1mnlogn=nlogn-n+12logn+12log2π+O(n-1).

Since e1+O(n-1)=1+O(n-1),

n!=nne-n2πn(1+O(n-1)),

Stirling’s approximation.

Write an=-logn+1mn1m. Because log(1-x) is concave,

an-an-1=1n+log(1-1n)1+1-1n=0,

which means that the sequence an is nonincreasing. For f(x)=1x, because f is positive and nonincreasing,

1mnf(m)1n+1f(x)𝑑x=log(n+1)>logn,

hence an>0. Because an is positive and nonincreasing, there exists some nonnegative limit, γ, called Euler’s constant. Using the Euler-Maclaurin summation formula with a=1,b=n,K=1,f(x)=1x, as P1(x)=[x]-12,

1<mn1m=logn+12n-12+121n1x2𝑑x-1nR(x)1x2𝑑x,

which is

1<mn1m=logn-1R(x)x2𝑑x+nR(x)x2𝑑x;

as 0R(x)x-2x-2, the function xR(x)x-2 is integrable on [1,). Since 0nR(x)x-2𝑑xnx-2𝑑x=n-1,

1mn1m=logn+C+O(n-1)

for C=1-1R(x)x-2. But -logn+1mn1mγ as n, from which it follows that C=γ, and thus

1mn1m=logn+γ+O(n-1).

4 Hurwitz zeta function

For 0<α1 and Res>1, define the Hurwitz zeta function by

ζ(s,α)=n0(n+α)-s.

For Res>0,

Γ(s)=0ts-1e-t𝑑t,

and for n0 do the change of variable t=(n+α)u,

Γ(s) =0(n+α)s-1us-1e-(n+α)u(n+α)𝑑u
=(n+α)s0us-1e-nue-αu𝑑u.

For real s>1,

(n+α)-sΓ(s)=0us-1e-nue-αu𝑑u.

Then

0nN(n+α)-sΓ(s)=0nN0us-1e-nue-αu𝑑u=0fN(s,u)𝑑u,

where

fN(s,u)={us-1e-αu1-e-(N+1)u1-e-uu>00u=0.

fN(s,u)0 and the sequence fN(s,u) is pointwise nondecreasing, and

limNfN(s,u)=f(s,u)={us-1e-αu11-e-uu>00u=0.

By the monotone convergence theorem,

0fN(s,u)𝑑u0f(s,u)𝑑u,

which means that, for real s>1,

ζ(s,α)Γ(s)=0f(s,u)𝑑u.

Write

0f(s,u)𝑑u=01f(s,u)𝑑u+1f(s,u)𝑑u.

Now, by (1), for 0<u<2π,

f(s,u) =us-1e-αu11-e-u
=us-2-ue-αue-u-1
=us-2k=0Bk(α)(-u)kk!
=k=0(-1)kBk(α)uk+s-2k!.

For k2, real s>1, and 0<u<2π, by (2),

|Bk(α)uk+s-2k!|2ζ(k)k!(2π)kuk+s-21k!=2ζ(k)(u2π)kus-2,

which is summable, and thus by the dominated convergence theorem,

01f(s,u)𝑑u =01k=0(-1)kBk(α)uk+s-2k!du
=k=0(-1)kBk(α)1k!1k+s-1.

Check that sk=0(-1)kBk(α)1k!1k+s-1 is meromorphic on , with poles of order 0 or 1 at s=-k+1, k0 (the order of the pole is 0 if Bk(α)=0), at which the residue is (-1)kBk(α)1k!.55 5 Kazuya Kato, Nobushige Kurokawa, and Takeshi Saito, Number Theory 1: Fermat’s Dream, p. 96. On the other hand, check that s1f(s,u)𝑑u is entire. Therefore ζ(s,α)Γ(s) is meromorphic on , with poles of order 0 or 1 at s=-k+1, k0 and the residue of ζ(s,α)Γ(s) at s=-k+1 is (-1)kBk(α)1k!. But it is a fact that Γ(s) has poles of order 1 at s=-n, n0, with residue (-1)nn!. Hence the only pole of ζ(s,α) is at s=1, at which the residue is 1.

Theorem 1.

For n1 and for 0<α1,

ζ(1-n,α)=-Bn(α)n.
Proof.

For n1, because ζ(s,α) does not have a pole at s=1-n and because Γ(s) has a pole of order 1 at s=1-n with residue (-1)n-1(n-1)!,

lims1-n(s-(1-n))Γ(s)ζ(s,α) =ζ(1-n,α)lims1-n(s-(1-n))Γ(s)
=ζ(1-n,α)Ress=1-nΓ(s)
=ζ(1-n,α)(-1)n-1(n-1)!.

On the other hand, ζ(s,α)Γ(s) has a pole of order 1 at s=1-n with residue (-1)nBn(α)1n!. Therefore

ζ(1-n,α)(-1)n-1(n-1)!=(-1)nBn(α)1n!,

i.e. for n1 and 0<α1,

ζ(1-n,α)=-Bn(α)n.

5 Sobolev spaces

For real s0, we define the Sobolev space Hs(𝕋) as the set of those fL2(𝕋) such that

|f^(0)|2+n{0}|f^(n)|2|n|2s<.

For f,gHs(𝕋), define

f,gHs(𝕋)=f^(0)g^(0)¯+n{0}f^(n)g^(n)¯|n|2s.

This is an inner product, with which Hs(𝕋) is a Hilbert space.66 6 See http://www.math.umn.edu/~garrett/m/mfms/notes/09_sobolev.pdf

For c, if s>r+12,

|n|Ncne2πinxCr(𝕋)=sup0jrsupx𝕋||n|Ncn(2πin)je2πinx||c0|2+sup0jrsupx𝕋|1|n|Ncn(2πin)je2πinx||c0|2+(2π)r1|n|N|cn||n|r=|c0|2+(2π)r1|n|N|cn||n|s|n|-(r-s)|c0|2+(2π)r(1|n|N|cn|2|n|2s)1/2(1|n|N|n|-(2s-2r))1/2|c0|2+(2π)r(2ζ(2s-2r))1/2(1|n|N|cn|2|n|2s)1/2.

For fHs(𝕋), the partial sums |n|Nf^(n)e2πinx are a Cauchy sequence in Hs(𝕋) and by the above are a Cauchy sequence in the Banach space Cr(𝕋) and so converge to some gCr(𝕋). Then g^=f^, which implies that g=f almost everywhere.

For k1, P^k(0)=0 and P^k(n)=-(2πin)-k for n0. For k,l>s+12,

Pk,PlHs(𝕋) =n{0}-(2πin)-k-(2πin)-l¯
=n{0}i-k+l(2πn)-k-l
=i-k+l(2π)-k-l2ζ(k+l).

Thus if k>s+12 then PkHs(𝕋), and in particular PkHk-1(𝕋) for k1.

For s>r+12, if fHs(𝕋) then there is some gCr(𝕋) such that g=f almost everywhere. Thus if r+12<s<k-12, i.e. k>r+1, then there is some gCr(𝕋) such that g=Pk almost everywhere. But for k1, Pk is continuous, so in fact g=Pk. In particular, PkCk-2(𝕋) for k2.

6 Reproducing kernel Hilbert spaces

For x𝕋 and f:𝕋, define (τxf)(y)=f(y-x). We calculate

τxf^(n) =𝕋f(y-x)e-2πiny𝑑y
=e-2πinx𝕋f(y)e-2πiny𝑑y
=e-2πinxf^(n).

Let r1. For x𝕋, define Fx:𝕋 by

Fx=1+(-1)r-1(2π)2rτxP2r.

For n,

Fx^(n) =δ0(n)+(-1)r-1(2π)2re-2πinxP^2r(n).

Fx^(0)=1, and for n0,

Fx^(n)=(-1)r-1(2π)2re-2πinx-(2πin)-2r=|n|-2re-2πinx.

For fHr(𝕋),

f,FxHr(𝕋) =f^(0)Fx^(0)¯+n{0}f^(n)Fx^(n)¯|n|2r
=f^(0)+n{0}f^(n)|n|-2re2πinx|n|2r
=f^(0)+n{0}f^(n)e2πinx
=f(x).

This shows that Hr(𝕋) is a reproducing kernel Hilbert space.

Define F:𝕋×𝕋 by

F(x,y) =Fx,FyHr(𝕋)
=Fx(y)
=1+(-1)r-1(2π)2rP2r(y-x).

Thus the reproducing kernel of Hr(𝕋) is77 7 cf. Alain Berlinet and Christine Thomas-Agnan, Reproducing Kernel Hilbert Spaces in Probability and Statistics, p. 318, who use a different inner product on Hr(𝕋) and consequently have a different expression for the reproducing kernel.

F(x,y)=1+(-1)r-1(2π)2rP2r(y-x).