Bernoulli polynomials

Jordan Bell
March 9, 2016

1 Bernoulli polynomials

For k≥0, the Bernoulli polynomial Bk⁢(x) is defined by

z⁢ex⁢zez-1=∑k=0∞Bk⁢(x)⁢zkk!,|z|<2⁢π. (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 z→0, and the right-hand side tends to B0⁢(x), hence B0⁢(x)=1. Differentiating (1) with respect to x,

∑k=0∞Bk′⁢(x)⁢zkk!=z2⁢ex⁢zez-1=∑k=0∞Bk⁢(x)⁢zk+1k!=∑k=1∞Bk-1⁢(x)⁢zk(k-1)!,

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

1=∑k=0∞(∫01Bk⁢(x)⁢𝑑x)⁢zkk!,|z|<2⁢π,

hence ∫01B0⁢(x)⁢𝑑x=1 and for k≥1,

∫01Bk⁢(x)⁢𝑑x=0.

The first few Bernoulli polynomials are

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

The Bernoulli polynomials satisfy the following:

∑k=0∞Bk⁢(x+1)⁢zkk! =z⁢e(x+1)⁢zez-1
=z⁢ex⁢z⁢(ez-1+1)ez-1
=z⁢ex⁢z+z⁢ex⁢zez-1
=∑k=0∞xk⁢zk+1k!+∑k=0∞Bk⁢(x)⁢zkk!
=∑k=1∞xk-1⁢zk(k-1)!+∑k=0∞Bk⁢(x)⁢zkk!,

hence for k≥1 it holds that Bk⁢(x+1)=k⁢xk-1+Bk⁢(x). In particular, for k≥2, Bk⁢(1)=Bk⁢(0).

Using (1),

∑k=0∞Bk⁢(1-x)⁢zkk! =z⁢e(1-x)⁢zez-1
=z⁢ez⁢e-x⁢zez-1
=z⁢e-x⁢z1-e-z
=-z⁢e-x⁢ze-z-1
=∑k=0∞Bk⁢(x)⁢(-z)kk!,

hence for k≥0,

Bk⁢(1-x)=(-1)k⁢Bk⁢(x).

Finally, it is a fact that for k≥2,

sup0≤x≤1⁡|Bk⁢(x)|≤2⁢ζ⁢(k)⁢k!(2⁢π)k. (2)

2 Periodic Bernoulli functions

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

Pk⁢(t)=Bk⁢(R⁢(t)),t∈𝕋.

For k≥2, because Bk⁢(1)=Bk⁢(0), the function Pk is continuous. For f:𝕋→ℂ define its Fourier transform f^:ℤ→ℂ by

f^⁢(n)=∫𝕋f⁢(t)⁢e-2⁢π⁢i⁢n⁢t⁢𝑑t,n∈ℤ.

For k≥1, one calculates P^k⁢(0)=0 and using integration by parts,

P^k⁢(n)=-1(2⁢π⁢i⁢n)k

for n≠0. Thus for k≥1, the Fourier series of Pk is11 1 cf. http://www.math.umn.edu/~garrett/m/mfms/notes_c/bernoulli.pdf

Pk⁢(t)∼∑n∈ℤP^k⁢(n)⁢e2⁢π⁢i⁢n⁢t=-1(2⁢π⁢i)k⁢∑n≠0n-k⁢e2⁢π⁢i⁢n⁢t.

For k≥2, ∑n∈ℤ|P^k⁢(n)|<∞, from which it follows that ∑|n|≤NP^k⁢(n)⁢e2⁢π⁢i⁢n⁢t converges to Pk⁢(t) uniformly for t∈𝕋. Furthermore, for t∉ℤ,22 2 Hugh L. Montgomery and Robert C. Vaughan, Multiplicative Number Theory I: Classical Theory, p. 499, Theorem B.2.

P1⁢(t)=-1π⁢∑n=1∞1n⁢sin⁡2⁢π⁢n⁢t.

For f,g∈L1⁢(𝕋) and n∈ℤ,

f*g^⁢(n) =∫𝕋(∫𝕋f⁢(x-y)⁢g⁢(y)⁢𝑑y)⁢e-2⁢π⁢i⁢n⁢x⁢𝑑x
=∫𝕋g⁢(y)⁢(∫𝕋f⁢(x-y)⁢e-2⁢π⁢i⁢n⁢x⁢𝑑x)⁢𝑑y
=∫𝕋g⁢(y)⁢(∫𝕋f⁢(x)⁢e-2⁢π⁢i⁢n⁢x⁢e-2⁢π⁢i⁢n⁢y⁢𝑑x)⁢𝑑y
=f^⁢(n)⁢g^⁢(n).

For k,l≥1 and for n≠0,

Pk*Pl^⁢(n) =Pk^⁢(n)⁢Pl^⁢(n)
=-(2πin)-k⋅-(2πin)-l
=(2⁢π⁢i⁢n)-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<m≤bf⁢(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)=log⁡x yields44 4 Hugh L. Montgomery and Robert C. Vaughan, Multiplicative Number Theory I: Classical Theory, p. 503, Eq. B.25.

∑1≤m≤nlog⁡n=n⁢log⁡n-n+12⁢log⁡n+12⁢log⁡2⁢π+O⁢(n-1).

Since e1+O⁢(n-1)=1+O⁢(n-1),

n!=nn⁢e-n⁢2⁢π⁢n⁢(1+O⁢(n-1)),

Stirling’s approximation.

Write an=-log⁡n+∑1≤m≤n1m. 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,

∑1≤m≤nf⁢(m)≥∫1n+1f⁢(x)⁢𝑑x=log⁡(n+1)>log⁡n,

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<m≤n1m=log⁡n+12⁢n-12+12⁢∫1n1x2⁢𝑑x-∫1nR⁢(x)⁢1x2⁢𝑑x,

which is

∑1<m≤n1m=log⁡n-∫1∞R⁢(x)x2⁢𝑑x+∫n∞R⁢(x)x2⁢𝑑x;

as 0≤R⁢(x)⁢x-2≤x-2, the function x↦R⁢(x)⁢x-2 is integrable on [1,∞). Since 0≤∫n∞R⁢(x)⁢x-2⁢𝑑x≤∫n∞x-2⁢𝑑x=n-1,

∑1≤m≤n1m=log⁡n+C+O⁢(n-1)

for C=1-∫1∞R⁢(x)⁢x-2. But -log⁡n+∑1≤m≤n1m→γ as n→∞, from which it follows that C=γ, and thus

∑1≤m≤n1m=log⁡n+γ+O⁢(n-1).

4 Hurwitz zeta function

For 0<α≤1 and Re⁢s>1, define the Hurwitz zeta function by

ζ⁢(s,α)=∑n≥0(n+α)-s.

For Re⁢s>0,

Γ⁢(s)=∫0∞ts-1⁢e-t⁢𝑑t,

and for n≥0 do the change of variable t=(n+α)⁢u,

Γ⁢(s) =∫0∞(n+α)s-1⁢us-1⁢e-(n+α)⁢u⁢(n+α)⁢𝑑u
=(n+α)s⁢∫0∞us-1⁢e-n⁢u⁢e-α⁢u⁢𝑑u.

For real s>1,

(n+α)-s⁢Γ⁢(s)=∫0∞us-1⁢e-n⁢u⁢e-α⁢u⁢𝑑u.

Then

∑0≤n≤N(n+α)-s⁢Γ⁢(s)=∑0≤n≤N∫0∞us-1⁢e-n⁢u⁢e-α⁢u⁢𝑑u=∫0∞fN⁢(s,u)⁢𝑑u,

where

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

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

limN→∞⁡fN⁢(s,u)=f⁢(s,u)={us-1⁢e-α⁢u⁢11-e-uu>00u=0.

By the monotone convergence theorem,

∫0∞fN⁢(s,u)⁢𝑑u→∫0∞f⁢(s,u)⁢𝑑u,

which means that, for real s>1,

ζ⁢(s,α)⁢Γ⁢(s)=∫0∞f⁢(s,u)⁢𝑑u.

Write

∫0∞f⁢(s,u)⁢𝑑u=∫01f⁢(s,u)⁢𝑑u+∫1∞f⁢(s,u)⁢𝑑u.

Now, by (1), for 0<u<2⁢π,

f⁢(s,u) =us-1⁢e-α⁢u⁢11-e-u
=us-2⋅-u⁢e-α⁢ue-u-1
=us-2⁢∑k=0∞Bk⁢(α)⁢(-u)kk!
=∑k=0∞(-1)k⁢Bk⁢(α)⁢uk+s-2k!.

For k≥2, real s>1, and 0<u<2⁢π, by (2),

|Bk⁢(α)⁢uk+s-2k!|≤2⁢ζ⁢(k)⁢k!(2⁢π)k⋅uk+s-2⋅1k!=2⁢ζ⁢(k)⁢(u2⁢π)k⁢us-2,

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

∫01f⁢(s,u)⁢𝑑u =∫01∑k=0∞(-1)k⁢Bk⁢(α)⁢uk+s-2k!⁢d⁢u
=∑k=0∞(-1)k⁢Bk⁢(α)⁢1k!⁢1k+s-1.

Check that s↦∑k=0∞(-1)k⁢Bk⁢(α)⁢1k!⁢1k+s-1 is meromorphic on ℂ, with poles of order 0 or 1 at s=-k+1, k≥0 (the order of the pole is 0 if Bk⁢(α)=0), at which the residue is (-1)k⁢Bk⁢(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 s↦∫1∞f⁢(s,u)⁢𝑑u is entire. Therefore ζ⁢(s,α)⁢Γ⁢(s) is meromorphic on ℂ, with poles of order 0 or 1 at s=-k+1, k≥0 and the residue of ζ⁢(s,α)⁢Γ⁢(s) at s=-k+1 is (-1)k⁢Bk⁢(α)⁢1k!. But it is a fact that Γ⁢(s) has poles of order 1 at s=-n, n≥0, 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 n≥1 and for 0<α≤1,

ζ⁢(1-n,α)=-Bn⁢(α)n.
Proof.

For n≥1, 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)!,

lims→1-n⁡(s-(1-n))⁢Γ⁢(s)⁢ζ⁢(s,α) =ζ⁢(1-n,α)⋅lims→1-n⁡(s-(1-n))⁢Γ⁢(s)
=ζ⁢(1-n,α)⋅Ress=1-n⁢Γ⁢(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)n⁢Bn⁢(α)⁢1n!. Therefore

ζ⁢(1-n,α)⋅(-1)n-1(n-1)!=(-1)n⁢Bn⁢(α)⁢1n!,

i.e. for n≥1 and 0<α≤1,

ζ⁢(1-n,α)=-Bn⁢(α)n.

∎

5 Sobolev spaces

For real s≥0, we define the Sobolev space Hs⁢(𝕋) as the set of those f∈L2⁢(𝕋) such that

|f^⁢(0)|2+∑n∈ℤ∖{0}|f^⁢(n)|2⁢|n|2⁢s<∞.

For f,g∈Hs⁢(𝕋), define

⟨f,g⟩Hs⁢(𝕋)=f^⁢(0)⁢g^⁢(0)¯+∑n∈ℤ∖{0}f^⁢(n)⁢g^⁢(n)¯⁢|n|2⁢s.

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∈ℂℤ, if s>r+12,

∥∑|n|≤Ncn⁢e2⁢π⁢i⁢n⁢x∥Cr⁢(𝕋)=sup0≤j≤r⁡supx∈𝕋⁡|∑|n|≤Ncn⁢(2⁢π⁢i⁢n)j⁢e2⁢π⁢i⁢n⁢x|≤|c0|2+sup0≤j≤r⁡supx∈𝕋⁡|∑1≤|n|≤Ncn⁢(2⁢π⁢i⁢n)j⁢e2⁢π⁢i⁢n⁢x|≤|c0|2+(2⁢π)r⁢∑1≤|n|≤N|cn|⁢|n|r=|c0|2+(2⁢π)r⁢∑1≤|n|≤N|cn|⁢|n|s⁢|n|-(r-s)≤|c0|2+(2⁢π)r⁢(∑1≤|n|≤N|cn|2⁢|n|2⁢s)1/2⁢(∑1≤|n|≤N|n|-(2⁢s-2⁢r))1/2≤|c0|2+(2⁢π)r⋅(2⋅ζ⁢(2⁢s-2⁢r))1/2⋅(∑1≤|n|≤N|cn|2⁢|n|2⁢s)1/2.

For f∈Hs⁢(𝕋), the partial sums ∑|n|≤Nf^⁢(n)⁢e2⁢π⁢i⁢n⁢x 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 g∈Cr⁢(𝕋). Then g^=f^, which implies that g=f almost everywhere.

For k≥1, P^k⁢(0)=0 and P^k⁢(n)=-(2⁢π⁢i⁢n)-k for n≠0. For k,l>s+12,

⟨Pk,Pl⟩Hs⁢(𝕋) =∑n∈ℤ∖{0}-(2⁢π⁢i⁢n)-k⁢-(2⁢π⁢i⁢n)-l¯
=∑n∈ℤ∖{0}i-k+l⁢(2⁢π⁢n)-k-l
=i-k+l⁢(2⁢π)-k-l⋅2⋅ζ⁢(k+l).

Thus if k>s+12 then Pk∈Hs⁢(𝕋), and in particular Pk∈Hk-1⁢(𝕋) for k≥1.

For s>r+12, if f∈Hs⁢(𝕋) then there is some g∈Cr⁢(𝕋) such that g=f almost everywhere. Thus if r+12<s<k-12, i.e. k>r+1, then there is some g∈Cr⁢(𝕋) such that g=Pk almost everywhere. But for k≠1, Pk is continuous, so in fact g=Pk. In particular, Pk∈Ck-2⁢(𝕋) for k≥2.

6 Reproducing kernel Hilbert spaces

For x∈𝕋 and f:𝕋→ℂ, define (τx⁢f)⁢(y)=f⁢(y-x). We calculate

τx⁢f^⁢(n) =∫𝕋f⁢(y-x)⁢e-2⁢π⁢i⁢n⁢y⁢𝑑y
=e-2⁢π⁢i⁢n⁢x⁢∫𝕋f⁢(y)⁢e-2⁢π⁢i⁢n⁢y⁢𝑑y
=e-2⁢π⁢i⁢n⁢x⁢f^⁢(n).

Let r≥1. For x∈𝕋, define Fx:𝕋→ℝ by

Fx=1+(-1)r-1⁢(2⁢π)2⁢r⁢τx⁢P2⁢r.

For n∈ℤ,

Fx^⁢(n) =δ0⁢(n)+(-1)r-1⁢(2⁢π)2⁢r⋅e-2⁢π⁢i⁢n⁢x⁢P^2⁢r⁢(n).

Fx^⁢(0)=1, and for n≠0,

Fx^(n)=(-1)r-1(2π)2⁢r⋅e-2⁢π⁢i⁢n⁢x⋅-(2πin)-2⁢r=|n|-2⁢re-2⁢π⁢i⁢n⁢x.

For f∈Hr⁢(𝕋),

⟨f,Fx⟩Hr⁢(𝕋) =f^⁢(0)⁢Fx^⁢(0)¯+∑n∈ℤ∖{0}f^⁢(n)⁢Fx^⁢(n)¯⁢|n|2⁢r
=f^⁢(0)+∑n∈ℤ∖{0}f^⁢(n)⁢|n|-2⁢r⁢e2⁢π⁢i⁢n⁢x⁢|n|2⁢r
=f^⁢(0)+∑n∈ℤ∖{0}f^⁢(n)⁢e2⁢π⁢i⁢n⁢x
=f⁢(x).

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

Define F:𝕋×𝕋→ℝ by

F⁢(x,y) =⟨Fx,Fy⟩Hr⁢(𝕋)
=Fx⁢(y)
=1+(-1)r-1⁢(2⁢π)2⁢r⁢P2⁢r⁢(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⁢(2⁢π)2⁢r⁢P2⁢r⁢(y-x).