Sum Of Exponentials
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In
mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, an exponential sum may be a finite
Fourier series A Fourier series () is an Series expansion, expansion of a periodic function into a sum of trigonometric functions. The Fourier series is an example of a trigonometric series. By expressing a function as a sum of sines and cosines, many problems ...
(i.e. a
trigonometric polynomial In the mathematical subfields of numerical analysis and mathematical analysis, a trigonometric polynomial is a finite linear combination of functions sin(''nx'') and cos(''nx'') with ''n'' taking on the values of one or more natural numbers. The c ...
), or other finite sum formed using the exponential function, usually expressed by means of the function :e(x) = \exp(2\pi ix).\, Therefore, a typical exponential sum may take the form :\sum_n e(x_n), summed over a finite
sequence In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is cal ...
of
real number In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every re ...
s ''x''''n''.


Formulation

If we allow some real coefficients ''a''''n'', to get the form :\sum_n a_n e(x_n) it is the same as allowing exponents that are
complex number In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the for ...
s. Both forms are certainly useful in applications. A large part of twentieth century
analytic number theory In mathematics, analytic number theory is a branch of number theory that uses methods from mathematical analysis to solve problems about the integers. It is often said to have begun with Peter Gustav Lejeune Dirichlet's 1837 introduction of Dir ...
was devoted to finding good estimates for these sums, a trend started by basic work of
Hermann Weyl Hermann Klaus Hugo Weyl (; ; 9 November 1885 – 8 December 1955) was a German mathematician, theoretical physicist, logician and philosopher. Although much of his working life was spent in Zürich, Switzerland, and then Princeton, New Jersey, ...
in
diophantine approximation In number theory, the study of Diophantine approximation deals with the approximation of real numbers by rational numbers. It is named after Diophantus of Alexandria. The first problem was to know how well a real number can be approximated ...
.


Estimates

The main thrust of the subject is that a sum :S=\sum_n e(x_n) is ''trivially'' estimated by the number ''N'' of terms. That is, the
absolute value In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if x is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), ...
:, S, \le N\, by the
triangle inequality In mathematics, the triangle inequality states that for any triangle, the sum of the lengths of any two sides must be greater than or equal to the length of the remaining side. This statement permits the inclusion of Degeneracy (mathematics)#T ...
, since each summand has absolute value 1. In applications one would like to do better. That involves proving some cancellation takes place, or in other words that this sum of complex numbers on the
unit circle In mathematics, a unit circle is a circle of unit radius—that is, a radius of 1. Frequently, especially in trigonometry, the unit circle is the circle of radius 1 centered at the origin (0, 0) in the Cartesian coordinate system in the Eucli ...
is not of numbers all with the same
argument An argument is a series of sentences, statements, or propositions some of which are called premises and one is the conclusion. The purpose of an argument is to give reasons for one's conclusion via justification, explanation, and/or persu ...
. The best that is reasonable to hope for is an estimate of the form :, S, = O(\sqrt)\, which signifies, up to the implied constant in the
big O notation Big ''O'' notation is a mathematical notation that describes the asymptotic analysis, limiting behavior of a function (mathematics), function when the Argument of a function, argument tends towards a particular value or infinity. Big O is a memb ...
, that the sum resembles a
random walk In mathematics, a random walk, sometimes known as a drunkard's walk, is a stochastic process that describes a path that consists of a succession of random steps on some Space (mathematics), mathematical space. An elementary example of a rand ...
in two dimensions. Such an estimate can be considered ideal; it is unattainable in many of the major problems, and estimates :, S, = o(N)\, have to be used, where the o(''N'') function represents only a ''small saving'' on the trivial estimate. A typical 'small saving' may be a factor of log(''N''), for example. Even such a minor-seeming result in the right direction has to be referred all the way back to the structure of the initial sequence ''x''''n'', to show a degree of
randomness In common usage, randomness is the apparent or actual lack of definite pattern or predictability in information. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. ...
. The techniques involved are ingenious and subtle. A variant of 'Weyl differencing' investigated by Weyl involving a generating exponential sum G(\tau)= \sum_n e^ was previously studied by Weyl himself, he developed a method to express the sum as the value G(0), where 'G' can be defined via a linear differential equation similar to Dyson equation obtained via summation by parts.


History

If the sum is of the form : S(x)= e^ where ''ƒ'' is a smooth function, we could use the
Euler–Maclaurin formula In mathematics, the Euler–Maclaurin formula is a formula for the difference between an integral and a closely related sum. It can be used to approximate integrals by finite sums, or conversely to evaluate finite sums and infinite series using ...
to convert the series into an integral, plus some corrections involving derivatives of ''S''(''x''), then for large values of ''a'' you could use "stationary phase" method to calculate the integral and give an approximate evaluation of the sum. Major advances in the subject were '' Van der Corput's method'' (c. 1920), related to the principle of stationary phase, and the later '' Vinogradov method'' (c.1930). The
large sieve method The large sieve is a method (or family of methods and related ideas) in analytic number theory. It is a type of sieve where up to half of all residue classes of numbers are removed, as opposed to small sieves such as the Selberg sieve wherein only ...
(c.1960), the work of many researchers, is a relatively transparent general principle; but no one method has general application.


Types of exponential sum

Many types of sums are used in formulating particular problems; applications require usually a reduction to some known type, often by ingenious manipulations. Partial summation can be used to remove coefficients ''a''''n'', in many cases. A basic distinction is between a complete exponential sum, which is typically a sum over all
residue class In mathematics, modular arithmetic is a system of arithmetic operations for integers, other than the usual ones from elementary arithmetic, where numbers "wrap around" when reaching a certain value, called the modulus. The modern approach to mod ...
es ''
modulo In computing and mathematics, the modulo operation returns the remainder or signed remainder of a division, after one number is divided by another, the latter being called the '' modulus'' of the operation. Given two positive numbers and , mo ...
'' some integer ''N'' (or more general
finite ring In mathematics, more specifically abstract algebra, a finite ring is a ring that has a finite number of elements. Every finite field is an example of a finite ring, and the additive part of every finite ring is an example of an abelian finite grou ...
), and an incomplete exponential sum where the range of summation is restricted by some
inequality Inequality may refer to: * Inequality (mathematics), a relation between two quantities when they are different. * Economic inequality, difference in economic well-being between population groups ** Income inequality, an unequal distribution of i ...
. Examples of complete exponential sums are
Gauss sum In algebraic number theory, a Gauss sum or Gaussian sum is a particular kind of finite sum of roots of unity, typically :G(\chi) := G(\chi, \psi)= \sum \chi(r)\cdot \psi(r) where the sum is over elements of some finite commutative ring , is ...
s and Kloosterman sums; these are in some sense
finite field In mathematics, a finite field or Galois field (so-named in honor of Évariste Galois) is a field (mathematics), field that contains a finite number of Element (mathematics), elements. As with any field, a finite field is a Set (mathematics), s ...
or finite ring analogues of the
gamma function In mathematics, the gamma function (represented by Γ, capital Greek alphabet, Greek letter gamma) is the most common extension of the factorial function to complex numbers. Derived by Daniel Bernoulli, the gamma function \Gamma(z) is defined ...
and some sort of
Bessel function Bessel functions, named after Friedrich Bessel who was the first to systematically study them in 1824, are canonical solutions of Bessel's differential equation x^2 \frac + x \frac + \left(x^2 - \alpha^2 \right)y = 0 for an arbitrary complex ...
, respectively, and have many 'structural' properties. An example of an incomplete sum is the partial sum of the quadratic Gauss sum (indeed, the case investigated by
Gauss Johann Carl Friedrich Gauss (; ; ; 30 April 177723 February 1855) was a German mathematician, astronomer, Geodesy, geodesist, and physicist, who contributed to many fields in mathematics and science. He was director of the Göttingen Observat ...
). Here there are good estimates for sums over shorter ranges than the whole set of residue classes, because, in geometric terms, the partial sums approximate a
Cornu spiral An Euler spiral is a curve whose curvature changes linearly with its curve length (the curvature of a circular curve is equal to the reciprocal of the radius). This curve is also referred to as a clothoid or Cornu spiral.Levien, Raph"The Euler spi ...
; this implies massive cancellation. Auxiliary types of sums occur in the theory, for example
character sum In mathematics, a character sum is a sum \sum \chi(n) of values of a Dirichlet character χ ''modulo'' ''N'', taken over a given range of values of ''n''. Such sums are basic in a number of questions, for example in the distribution of quadratic re ...
s; going back to
Harold Davenport Harold Davenport FRS (30 October 1907 – 9 June 1969) was an English mathematician, known for his extensive work in number theory. Early life and education Born on 30 October 1907 in Huncoat, Lancashire, Davenport was educated at Accringto ...
's thesis. The
Weil conjectures In mathematics, the Weil conjectures were highly influential proposals by . They led to a successful multi-decade program to prove them, in which many leading researchers developed the framework of modern algebraic geometry and number theory. Th ...
had major applications to complete sums with domain restricted by polynomial conditions (i.e., along an
algebraic variety Algebraic varieties are the central objects of study in algebraic geometry, a sub-field of mathematics. Classically, an algebraic variety is defined as the solution set, set of solutions of a system of polynomial equations over the real number, ...
over a finite field).


Weyl sums

One of the most general types of exponential sum is the Weyl sum, with exponents 2π''if''(''n'') where ''f'' is a fairly general real-valued
smooth function In mathematical analysis, the smoothness of a function is a property measured by the number of continuous derivatives (''differentiability class)'' it has over its domain. A function of class C^k is a function of smoothness at least ; t ...
. These are the sums involved in the distribution of the values :''ƒ''(''n'') modulo 1, according to Weyl's equidistribution criterion. A basic advance was
Weyl's inequality In linear algebra, Weyl's inequality is a theorem about the changes to eigenvalues of an Hermitian matrix that is perturbed. It can be used to estimate the eigenvalues of a perturbed Hermitian matrix. Weyl's inequality about perturbation Let ...
for such sums, for polynomial ''f''. There is a general theory of exponent pairs, which formulates estimates. An important case is where ''f'' is logarithmic, in relation with the
Riemann zeta function The Riemann zeta function or Euler–Riemann zeta function, denoted by the Greek letter (zeta), is a mathematical function of a complex variable defined as \zeta(s) = \sum_^\infty \frac = \frac + \frac + \frac + \cdots for and its analytic c ...
. See also
equidistribution theorem In mathematics, the equidistribution theorem is the statement that the sequence :''a'', 2''a'', 3''a'', ... mod 1 is Equidistributed sequence, uniformly distributed on the circle \mathbb/\mathbb, when ''a'' is an irrational number. It is a spe ...
.Montgomery (1994) p.39


Example: the quadratic Gauss sum

Let ''p'' be an odd prime and let \xi = e^. Then the
Quadratic Gauss sum In number theory, quadratic Gauss sums are certain finite sums of roots of unity. A quadratic Gauss sum can be interpreted as a linear combination of the values of the complex exponential function with coefficients given by a quadratic character; f ...
is given by :\sum_^\xi^ = \begin \sqrt, & p = 1 \mod 4 \\ i\sqrt, & p = 3 \mod 4 \end where the square roots are taken to be positive. This is the ideal degree of cancellation one could hope for without any ''a priori'' knowledge of the structure of the sum, since it matches the scaling of a
random walk In mathematics, a random walk, sometimes known as a drunkard's walk, is a stochastic process that describes a path that consists of a succession of random steps on some Space (mathematics), mathematical space. An elementary example of a rand ...
.


Statistical model

The ''sum of exponentials'' is a useful model in
pharmacokinetics Pharmacokinetics (from Ancient Greek ''pharmakon'' "drug" and ''kinetikos'' "moving, putting in motion"; see chemical kinetics), sometimes abbreviated as PK, is a branch of pharmacology dedicated to describing how the body affects a specific su ...
(
chemical kinetics Chemical kinetics, also known as reaction kinetics, is the branch of physical chemistry that is concerned with understanding the rates of chemical reactions. It is different from chemical thermodynamics, which deals with the direction in which a ...
in general) for describing the concentration of a substance over time. The exponential terms correspond to first-order reactions, which in pharmacology corresponds to the number of modelled diffusion ''compartments''.


See also

*
Hua's lemma In mathematics, Hua's lemma, named for Hua Loo-keng, is an estimate for exponential sum In mathematics, an exponential sum may be a finite Fourier series (i.e. a trigonometric polynomial), or other finite sum formed using the exponential function ...


References

* *


Further reading

* {{cite book , zbl=0754.11022 , last=Korobov , first=N.M. , title=Exponential sums and their applications , others=Translated from the Russian by Yu. N. Shakhov , series=Mathematics and Its Applications. Soviet Series. , volume=80 , location=Dordrecht , publisher=Kluwer Academic Publishers , year=1992 , isbn=0-7923-1647-9


External links


A brief introduction to Weyl sums on Mathworld
Exponentials Analytic number theory