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Harmonic series (mathematics)

In mathematics, the harmonic series is the infinite series formed by summing all positive unit fractions:

The first terms of the series sum to approximately , where is the natural logarithm and is the Euler–Mascheroni constant. Because the logarithm has arbitrarily large values, the harmonic series does not have a finite limit: it is a divergent series. Its divergence was proven in the 14th century by Nicole Oresme using a precursor to the Cauchy condensation test for the convergence of infinite series. It can also be proven to diverge by comparing the sum to an integral, according to the integral test for convergence.

Applications of the harmonic series and its partial sums include Euler's proof that there are infinitely many prime numbers, the analysis of the coupon collector's problem on how many random trials are needed to provide a complete range of responses, the connected components of random graphs, the block-stacking problem on how far over the edge of a table a stack of blocks can be cantilevered, and the average case analysis of the quicksort algorithm.

History edit

 
A wave and its harmonics, with wavelengths  

The name of the harmonic series derives from the concept of overtones or harmonics in music: the wavelengths of the overtones of a vibrating string are  ,  ,  , etc., of the string's fundamental wavelength.[1][2] Every term of the harmonic series after the first is the harmonic mean of the neighboring terms, so the terms form a harmonic progression; the phrases harmonic mean and harmonic progression likewise derive from music.[2] Beyond music, harmonic sequences have also had a certain popularity with architects. This was so particularly in the Baroque period, when architects used them to establish the proportions of floor plans, of elevations, and to establish harmonic relationships between both interior and exterior architectural details of churches and palaces.[3]

The divergence of the harmonic series was first proven in 1350 by Nicole Oresme.[2][4] Oresme's work, and the contemporaneous work of Richard Swineshead on a different series, marked the first appearance of infinite series other than the geometric series in mathematics.[5] However, this achievement fell into obscurity.[6] Additional proofs were published in the 17th century by Pietro Mengoli[2][7] and by Jacob Bernoulli.[8][9][10] Bernoulli credited his brother Johann Bernoulli for finding the proof,[10] and it was later included in Johann Bernoulli's collected works.[11]

The partial sums of the harmonic series were named harmonic numbers, and given their usual notation  , in 1968 by Donald Knuth.[12]

Definition and divergence edit

The harmonic series is the infinite series

 
in which the terms are all of the positive unit fractions. It is a divergent series: as more terms of the series are included in partial sums of the series, the values of these partial sums grow arbitrarily large, beyond any finite limit. Because it is a divergent series, it should be interpreted as a formal sum, an abstract mathematical expression combining the unit fractions, rather than as something that can be evaluated to a numeric value. There are many different proofs of the divergence of the harmonic series, surveyed in a 2006 paper by S. J. Kifowit and T. A. Stamps.[13] Two of the best-known[1][13] are listed below.

Comparison test edit

One way to prove divergence is to compare the harmonic series with another divergent series, where each denominator is replaced with the next-largest power of two:

 
Grouping equal terms shows that the second series diverges (because every grouping of convergent series is only convergent):
 
Because each term of the harmonic series is greater than or equal to the corresponding term of the second series (and the terms are all positive), and since the second series diverges, it follows (by the comparison test) that the harmonic series diverges as well. The same argument proves more strongly that, for every positive integer  ,
 
This is the original proof given by Nicole Oresme in around 1350.[13] The Cauchy condensation test is a generalization of this argument.[14]

Integral test edit

 
Rectangles with area given by the harmonic series, and the hyperbola   through the upper left corners of these rectangles

It is possible to prove that the harmonic series diverges by comparing its sum with an improper integral. Specifically, consider the arrangement of rectangles shown in the figure to the right. Each rectangle is 1 unit wide and   units high, so if the harmonic series converged then the total area of the rectangles would be the sum of the harmonic series. The curve   stays entirely below the upper boundary of the rectangles, so the area under the curve (in the range of   from one to infinity that is covered by rectangles) would be less than the area of the union of the rectangles. However, the area under the curve is given by a divergent improper integral,

 
Because this integral does not converge, the sum cannot converge either.[13]

In the figure to the right, shifting each rectangle to the left by 1 unit, would produce a sequence of rectangles whose boundary lies below the curve rather than above it. This shows that the partial sums of the harmonic series differ from the integral by an amount that is bounded above and below by the unit area of the first rectangle:

 
Generalizing this argument, any infinite sum of values of a monotone decreasing positive function of   (like the harmonic series) has partial sums that are within a bounded distance of the values of the corresponding integrals. Therefore, the sum converges if and only if the integral over the same range of the same function converges. When this equivalence is used to check the convergence of a sum by replacing it with an easier integral, it is known as the integral test for convergence.[15]

Partial sums edit

  Partial sum of the harmonic series,  
expressed as a fraction decimal relative size
1 1 ~1 1
 
2 3 /2 1.5 1.5
 
3 11 /6 ~1.83333 1.83333
 
4 25 /12 ~2.08333 2.08333
 
5 137 /60 ~2.28333 2.28333
 
6 49 /20 2.45 2.45
 
7 363 /140 ~2.59286 2.59286
 
8 761 /280 ~2.71786 2.71786
 
9 7129 /2520 ~2.82897 2.82897
 
10 7381 /2520 ~2.92897 2.92897
 
11 83711 /27720 ~3.01988 3.01988
 
12 86021 /27720 ~3.10321 3.10321
 
13 1145993 /360360 ~3.18013 3.18013
 
14 1171733 /360360 ~3.25156 3.25156
 
15 1195757 /360360 ~3.31823 3.31823
 
16 2436559 /720720 ~3.38073 3.38073
 
17 42142223 /12252240 ~3.43955 3.43955
 
18 14274301 /4084080 ~3.49511 3.49511
 
19 275295799 /77597520 ~3.54774 3.54774
 
20 55835135 /15519504 ~3.59774 3.59774
 

Adding the first   terms of the harmonic series produces a partial sum, called a harmonic number and denoted  :[12]

 

Growth rate edit

These numbers grow very slowly, with logarithmic growth, as can be seen from the integral test.[15] More precisely, by the Euler–Maclaurin formula,

 
where   is the Euler–Mascheroni constant and   which approaches 0 as   goes to infinity.[16]

Divisibility edit

No harmonic numbers are integers, except for  .[17][18] One way to prove that   is not an integer is to consider the highest power of two   in the range from 1 to  . If   is the least common multiple of the numbers from 1 to  , then   can be rewritten as a sum of fractions with equal denominators

 
in which only one of the numerators,  , is odd and the rest are even, and (when  )   is itself even. Therefore, the result is a fraction with an odd numerator and an even denominator, which cannot be an integer.[17] More strongly, any sequence of consecutive integers has a unique member divisible by a greater power of two than all the other sequence members, from which it follows by the same argument that no two harmonic numbers differ by an integer.[18]

Another proof that the harmonic numbers are not integers observes that the denominator of   must be divisible by all prime numbers greater than  , and uses Bertrand's postulate to prove that this set of primes is non-empty. The same argument implies more strongly that, except for  ,  , and  , no harmonic number can have a terminating decimal representation.[17] It has been conjectured that every prime number divides the numerators of only a finite subset of the harmonic numbers, but this remains unproven.[19]

Interpolation edit

 
The digamma function on the complex numbers

The digamma function is defined as the logarithmic derivative of the gamma function

 
Just as the gamma function provides a continuous interpolation of the factorials, the digamma function provides a continuous interpolation of the harmonic numbers, in the sense that  .[20] This equation can be used to extend the definition to harmonic numbers with rational indices.[21]

Applications edit

Many well-known mathematical problems have solutions involving the harmonic series and its partial sums.

Crossing a desert edit

 
Solution to the jeep problem for  , showing the amount of fuel in each depot and in the jeep at each step

The jeep problem or desert-crossing problem is included in a 9th-century problem collection by Alcuin, Propositiones ad Acuendos Juvenes (formulated in terms of camels rather than jeeps), but with an incorrect solution.[22] The problem asks how far into the desert a jeep can travel and return, starting from a base with   loads of fuel, by carrying some of the fuel into the desert and leaving it in depots. The optimal solution involves placing depots spaced at distances   from the starting point and each other, where   is the range of distance that the jeep can travel with a single load of fuel. On each trip out and back from the base, the jeep places one more depot, refueling at the other depots along the way, and placing as much fuel as it can in the newly placed depot while still leaving enough for itself to return to the previous depots and the base. Therefore, the total distance reached on the  th trip is

 
where   is the  th harmonic number. The divergence of the harmonic series implies that crossings of any length are possible with enough fuel.[23]

For instance, for Alcuin's version of the problem,  : a camel can carry 30 measures of grain and can travel one leuca while eating a single measure, where a leuca is a unit of distance roughly equal to 2.3 kilometres (1.4 mi). The problem has  : there are 90 measures of grain, enough to supply three trips. For the standard formulation of the desert-crossing problem, it would be possible for the camel to travel   leucas and return, by placing a grain storage depot 5 leucas from the base on the first trip and 12.5 leucas from the base on the second trip. However, Alcuin instead asks a slightly different question, how much grain can be transported a distance of 30 leucas without a final return trip, and either strands some camels in the desert or fails to account for the amount of grain consumed by a camel on its return trips.[22]

Stacking blocks edit

 
The block-stacking problem: blocks aligned according to the harmonic series can overhang the edge of a table by the harmonic numbers

In the block-stacking problem, one must place a pile of   identical rectangular blocks, one per layer, so that they hang as far as possible over the edge of a table without falling. The top block can be placed with   of its length extending beyond the next lower block. If it is placed in this way, the next block down needs to be placed with at most   of its length extending beyond the next lower block, so that the center of mass of the top two block is supported and they do not topple. The third block needs to be placed with at most   of its length extending beyond the next lower block, and so on. In this way, it is possible to place the   blocks in such a way that they extend   lengths beyond the table, where   is the  th harmonic number.[24][25] The divergence of the harmonic series implies that there is no limit on how far beyond the table the block stack can extend.[25] For stacks with one block per layer, no better solution is possible, but significantly more overhang can be achieved using stacks with more than one block per layer.[26]

Counting primes and divisors edit

In 1737, Leonhard Euler observed that, as a formal sum, the harmonic series is equal to an Euler product in which each term comes from a prime number:

 
where   denotes the set of prime numbers. The left equality comes from applying the distributive law to the product and recognizing the resulting terms as the prime factorizations of the terms in the harmonic series, and the right equality uses the standard formula for a geometric series. The product is divergent, just like the sum, but if it converged one could take logarithms and obtain
 
Here, each logarithm is replaced by its Taylor series, and the constant   on the right is the evaluation of the convergent series of terms with exponent greater than one. It follows from these manipulations that the sum of reciprocals of primes, on the right hand of this equality, must diverge, for if it converged these steps could be reversed to show that the harmonic series also converges, which it does not. An immediate corollary is that there are infinitely many prime numbers, because a finite sum cannot diverge.[27] Although Euler's work is not considered adequately rigorous by the standards of modern mathematics, it can be made rigorous by taking more care with limits and error bounds.[28] Euler's conclusion that the partial sums of reciprocals of primes grow as a double logarithm of the number of terms has been confirmed by later mathematicians as one of Mertens' theorems,[29] and can be seen as a precursor to the prime number theorem.[28]

Another problem in number theory closely related to the harmonic series concerns the average number of divisors of the numbers in a range from 1 to  , formalized as the average order of the divisor function,

 
The operation of rounding each term in the harmonic series to the next smaller integer multiple of   causes this average to differ from the harmonic numbers by a small constant, and Peter Gustav Lejeune Dirichlet showed more precisely that the average number of divisors is   (expressed in big O notation). Bounding the final error term more precisely remains an open problem, known as Dirichlet's divisor problem.[30]

Collecting coupons edit

 
Graph of number of items versus the expected number of trials needed to collect all items

Several common games or recreations involve repeating a random selection from a set of items until all possible choices have been selected; these include the collection of trading cards[31][32] and the completion of parkrun bingo, in which the goal is to obtain all 60 possible numbers of seconds in the times from a sequence of running events.[33] More serious applications of this problem include sampling all variations of a manufactured product for its quality control,[34] and the connectivity of random graphs.[35] In situations of this form, once there are   items remaining to be collected out of a total of   equally-likely items, the probability of collecting a new item in a single random choice is   and the expected number of random choices needed until a new item is collected is  . Summing over all values of   from   down to 1 shows that the total expected number of random choices needed to collect all items is  , where   is the  th harmonic number.[36]

Analyzing algorithms edit

 
Animation of the average-case version of quicksort, with recursive subproblems indicated by shaded arrows and with pivots (red items and blue lines) chosen as the last item in each subproblem

The quicksort algorithm for sorting a set of items can be analyzed using the harmonic numbers. The algorithm operates by choosing one item as a "pivot", comparing it to all the others, and recursively sorting the two subsets of items whose comparison places them before the pivot and after the pivot. In either its average-case complexity (with the assumption that all input permutations are equally likely) or in its expected time analysis of worst-case inputs with a random choice of pivot, all of the items are equally likely to be chosen as the pivot. For such cases, one can compute the probability that two items are ever compared with each other, throughout the recursion, as a function of the number of other items that separate them in the final sorted order. If items   and   are separated by   other items, then the algorithm will make a comparison between   and   only when, as the recursion progresses, it picks   or   as a pivot before picking any of the other   items between them. Because each of these   items is equally likely to be chosen first, this happens with probability  . The total expected number of comparisons, which controls the total running time of the algorithm, can then be calculated by summing these probabilities over all pairs, giving[37]

 
The divergence of the harmonic series corresponds in this application to the fact that, in the comparison model of sorting used for quicksort, it is not possible to sort in linear time.[38]

Related series edit

Alternating harmonic series edit

 
The first fourteen partial sums of the alternating harmonic series (black line segments) shown converging to the natural logarithm of 2 (red line).

The series

 
is known as the alternating harmonic series. It is conditionally convergent by the alternating series test, but not absolutely convergent. Its sum is the natural logarithm of 2.[39]

Explicitly, the asymptotic expansion of the series is

 

Using alternating signs with only odd unit fractions produces a related series, the Leibniz formula for π[40]

 

Riemann zeta function edit

The Riemann zeta function is defined for real   by the convergent series

 
which for   would be the harmonic series. It can be extended by analytic continuation to a holomorphic function on all complex numbers except  , where the extended function has a simple pole. Other important values of the zeta function include  , the solution to the Basel problem, Apéry's constant  , proved by Roger Apéry to be an irrational number, and the "critical line" of complex numbers with real part  , conjectured by the Riemann hypothesis to be the only values other than negative integers where the function can be zero.[41]

Random harmonic series edit

The random harmonic series is

 
where the values   are independent and identically distributed random variables that take the two values   and   with equal probability  . It converges with probability 1, as can be seen by using the Kolmogorov three-series theorem or of the closely related Kolmogorov maximal inequality. The sum of the series is a random variable whose probability density function is close to   for values between   and  , and decreases to near-zero for values greater than   or less than  . Intermediate between these ranges, at the values  , the probability density is   for a nonzero but very small value  .[42][43]

Depleted harmonic series edit

The depleted harmonic series where all of the terms in which the digit 9 appears anywhere in the denominator are removed can be shown to converge to the value 22.92067661926415034816....[44] In fact, when all the terms containing any particular string of digits (in any base) are removed, the series converges.[45]

References edit

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harmonic, series, mathematics, mathematics, harmonic, series, infinite, series, formed, summing, positive, unit, fractions, displaystyle, infty, frac, frac, frac, frac, frac, cdots, first, displaystyle, terms, series, approximately, displaystyle, gamma, where,. In mathematics the harmonic series is the infinite series formed by summing all positive unit fractions n 1 1 n 1 1 2 1 3 1 4 1 5 displaystyle sum n 1 infty frac 1 n 1 frac 1 2 frac 1 3 frac 1 4 frac 1 5 cdots The first n displaystyle n terms of the series sum to approximately ln n g displaystyle ln n gamma where ln displaystyle ln is the natural logarithm and g 0 577 displaystyle gamma approx 0 577 is the Euler Mascheroni constant Because the logarithm has arbitrarily large values the harmonic series does not have a finite limit it is a divergent series Its divergence was proven in the 14th century by Nicole Oresme using a precursor to the Cauchy condensation test for the convergence of infinite series It can also be proven to diverge by comparing the sum to an integral according to the integral test for convergence Applications of the harmonic series and its partial sums include Euler s proof that there are infinitely many prime numbers the analysis of the coupon collector s problem on how many random trials are needed to provide a complete range of responses the connected components of random graphs the block stacking problem on how far over the edge of a table a stack of blocks can be cantilevered and the average case analysis of the quicksort algorithm Contents 1 History 2 Definition and divergence 2 1 Comparison test 2 2 Integral test 3 Partial sums 3 1 Growth rate 3 2 Divisibility 3 3 Interpolation 4 Applications 4 1 Crossing a desert 4 2 Stacking blocks 4 3 Counting primes and divisors 4 4 Collecting coupons 4 5 Analyzing algorithms 5 Related series 5 1 Alternating harmonic series 5 2 Riemann zeta function 5 3 Random harmonic series 5 4 Depleted harmonic series 6 References 7 External linksHistory edit nbsp A wave and its harmonics with wavelengths 1 1 2 1 3 displaystyle 1 tfrac 1 2 tfrac 1 3 dots nbsp The name of the harmonic series derives from the concept of overtones or harmonics in music the wavelengths of the overtones of a vibrating string are 1 2 displaystyle tfrac 1 2 nbsp 1 3 displaystyle tfrac 1 3 nbsp 1 4 displaystyle tfrac 1 4 nbsp etc of the string s fundamental wavelength 1 2 Every term of the harmonic series after the first is the harmonic mean of the neighboring terms so the terms form a harmonic progression the phrases harmonic mean and harmonic progression likewise derive from music 2 Beyond music harmonic sequences have also had a certain popularity with architects This was so particularly in the Baroque period when architects used them to establish the proportions of floor plans of elevations and to establish harmonic relationships between both interior and exterior architectural details of churches and palaces 3 The divergence of the harmonic series was first proven in 1350 by Nicole Oresme 2 4 Oresme s work and the contemporaneous work of Richard Swineshead on a different series marked the first appearance of infinite series other than the geometric series in mathematics 5 However this achievement fell into obscurity 6 Additional proofs were published in the 17th century by Pietro Mengoli 2 7 and by Jacob Bernoulli 8 9 10 Bernoulli credited his brother Johann Bernoulli for finding the proof 10 and it was later included in Johann Bernoulli s collected works 11 The partial sums of the harmonic series were named harmonic numbers and given their usual notation H n displaystyle H n nbsp in 1968 by Donald Knuth 12 Definition and divergence editThe harmonic series is the infinite series n 1 1 n 1 1 2 1 3 1 4 1 5 displaystyle sum n 1 infty frac 1 n 1 frac 1 2 frac 1 3 frac 1 4 frac 1 5 cdots nbsp in which the terms are all of the positive unit fractions It is a divergent series as more terms of the series are included in partial sums of the series the values of these partial sums grow arbitrarily large beyond any finite limit Because it is a divergent series it should be interpreted as a formal sum an abstract mathematical expression combining the unit fractions rather than as something that can be evaluated to a numeric value There are many different proofs of the divergence of the harmonic series surveyed in a 2006 paper by S J Kifowit and T A Stamps 13 Two of the best known 1 13 are listed below Comparison test edit One way to prove divergence is to compare the harmonic series with another divergent series where each denominator is replaced with the next largest power of two 1 1 2 1 3 1 4 1 5 1 6 1 7 1 8 1 9 1 1 2 1 4 1 4 1 8 1 8 1 8 1 8 1 16 displaystyle begin alignedat 8 1 amp frac 1 2 amp amp frac 1 3 amp amp frac 1 4 amp amp frac 1 5 amp amp frac 1 6 amp amp frac 1 7 amp amp frac 1 8 amp amp frac 1 9 amp amp cdots 5pt geq 1 amp frac 1 2 amp amp frac 1 color red mathbf 4 amp amp frac 1 4 amp amp frac 1 color red mathbf 8 amp amp frac 1 color red mathbf 8 amp amp frac 1 color red mathbf 8 amp amp frac 1 8 amp amp frac 1 color red mathbf 16 amp amp cdots 5pt end alignedat nbsp Grouping equal terms shows that the second series diverges because every grouping of convergent series is only convergent 1 1 2 1 4 1 4 1 8 1 8 1 8 1 8 1 16 1 16 1 1 2 1 2 1 2 1 2 displaystyle begin aligned amp 1 left frac 1 2 right left frac 1 4 frac 1 4 right left frac 1 8 frac 1 8 frac 1 8 frac 1 8 right left frac 1 16 cdots frac 1 16 right cdots 5pt amp 1 frac 1 2 frac 1 2 frac 1 2 frac 1 2 cdots end aligned nbsp Because each term of the harmonic series is greater than or equal to the corresponding term of the second series and the terms are all positive and since the second series diverges it follows by the comparison test that the harmonic series diverges as well The same argument proves more strongly that for every positive integer k displaystyle k nbsp n 1 2 k 1 n 1 k 2 displaystyle sum n 1 2 k frac 1 n geq 1 frac k 2 nbsp This is the original proof given by Nicole Oresme in around 1350 13 The Cauchy condensation test is a generalization of this argument 14 Integral test edit nbsp Rectangles with area given by the harmonic series and the hyperbola y 1 x displaystyle y 1 x nbsp through the upper left corners of these rectanglesIt is possible to prove that the harmonic series diverges by comparing its sum with an improper integral Specifically consider the arrangement of rectangles shown in the figure to the right Each rectangle is 1 unit wide and 1 n displaystyle tfrac 1 n nbsp units high so if the harmonic series converged then the total area of the rectangles would be the sum of the harmonic series The curve y 1 x displaystyle y tfrac 1 x nbsp stays entirely below the upper boundary of the rectangles so the area under the curve in the range of x displaystyle x nbsp from one to infinity that is covered by rectangles would be less than the area of the union of the rectangles However the area under the curve is given by a divergent improper integral 1 1 x d x displaystyle int 1 infty frac 1 x dx infty nbsp Because this integral does not converge the sum cannot converge either 13 In the figure to the right shifting each rectangle to the left by 1 unit would produce a sequence of rectangles whose boundary lies below the curve rather than above it This shows that the partial sums of the harmonic series differ from the integral by an amount that is bounded above and below by the unit area of the first rectangle 1 N 1 1 x d x lt i 1 N 1 i lt 1 N 1 x d x 1 displaystyle int 1 N 1 frac 1 x dx lt sum i 1 N frac 1 i lt int 1 N frac 1 x dx 1 nbsp Generalizing this argument any infinite sum of values of a monotone decreasing positive function of n displaystyle n nbsp like the harmonic series has partial sums that are within a bounded distance of the values of the corresponding integrals Therefore the sum converges if and only if the integral over the same range of the same function converges When this equivalence is used to check the convergence of a sum by replacing it with an easier integral it is known as the integral test for convergence 15 Partial sums editMain article Harmonic number n displaystyle n nbsp Partial sum of the harmonic series H n displaystyle H n nbsp expressed as a fraction decimal relative size1 1 1 1 2 3 2 1 5 1 5 3 11 6 1 83333 1 83333 4 25 12 2 08333 2 08333 5 137 60 2 28333 2 28333 6 49 20 2 45 2 45 7 363 140 2 59286 2 59286 8 761 280 2 71786 2 71786 9 7129 2520 2 82897 2 82897 10 7381 2520 2 92897 2 92897 11 83711 27720 3 01988 3 01988 12 86021 27720 3 10321 3 10321 13 1145993 360360 3 18013 3 18013 14 1171733 360360 3 25156 3 25156 15 1195757 360360 3 31823 3 31823 16 2436559 720720 3 38073 3 38073 17 42142223 12252240 3 43955 3 43955 18 14274301 4084080 3 49511 3 49511 19 275295799 77597520 3 54774 3 54774 20 55835135 15519504 3 59774 3 59774 Adding the first n displaystyle n nbsp terms of the harmonic series produces a partial sum called a harmonic number and denoted H n displaystyle H n nbsp 12 H n k 1 n 1 k displaystyle H n sum k 1 n frac 1 k nbsp Growth rate edit These numbers grow very slowly with logarithmic growth as can be seen from the integral test 15 More precisely by the Euler Maclaurin formula H n ln n g 1 2 n e n displaystyle H n ln n gamma frac 1 2n varepsilon n nbsp where g 0 5772 displaystyle gamma approx 0 5772 nbsp is the Euler Mascheroni constant and 0 e n 1 8 n 2 displaystyle 0 leq varepsilon n leq 1 8n 2 nbsp which approaches 0 as n displaystyle n nbsp goes to infinity 16 Divisibility edit No harmonic numbers are integers except for H 1 1 displaystyle H 1 1 nbsp 17 18 One way to prove that H n displaystyle H n nbsp is not an integer is to consider the highest power of two 2 k displaystyle 2 k nbsp in the range from 1 to n displaystyle n nbsp If M displaystyle M nbsp is the least common multiple of the numbers from 1 to n displaystyle n nbsp then H k displaystyle H k nbsp can be rewritten as a sum of fractions with equal denominatorsH n i 1 n M i M displaystyle H n sum i 1 n tfrac M i M nbsp in which only one of the numerators M 2 k displaystyle M 2 k nbsp is odd and the rest are even and when n gt 1 displaystyle n gt 1 nbsp M displaystyle M nbsp is itself even Therefore the result is a fraction with an odd numerator and an even denominator which cannot be an integer 17 More strongly any sequence of consecutive integers has a unique member divisible by a greater power of two than all the other sequence members from which it follows by the same argument that no two harmonic numbers differ by an integer 18 Another proof that the harmonic numbers are not integers observes that the denominator of H n displaystyle H n nbsp must be divisible by all prime numbers greater than n 2 displaystyle n 2 nbsp and uses Bertrand s postulate to prove that this set of primes is non empty The same argument implies more strongly that except for H 1 1 displaystyle H 1 1 nbsp H 2 1 5 displaystyle H 2 1 5 nbsp and H 6 2 45 displaystyle H 6 2 45 nbsp no harmonic number can have a terminating decimal representation 17 It has been conjectured that every prime number divides the numerators of only a finite subset of the harmonic numbers but this remains unproven 19 Interpolation edit nbsp The digamma function on the complex numbersThe digamma function is defined as the logarithmic derivative of the gamma functionps x d d x ln G x G x G x displaystyle psi x frac d dx ln big Gamma x big frac Gamma x Gamma x nbsp Just as the gamma function provides a continuous interpolation of the factorials the digamma function provides a continuous interpolation of the harmonic numbers in the sense that ps n H n 1 g displaystyle psi n H n 1 gamma nbsp 20 This equation can be used to extend the definition to harmonic numbers with rational indices 21 Applications editMany well known mathematical problems have solutions involving the harmonic series and its partial sums Crossing a desert edit Main article Jeep problem nbsp Solution to the jeep problem for n 3 displaystyle n 3 nbsp showing the amount of fuel in each depot and in the jeep at each stepThe jeep problem or desert crossing problem is included in a 9th century problem collection by Alcuin Propositiones ad Acuendos Juvenes formulated in terms of camels rather than jeeps but with an incorrect solution 22 The problem asks how far into the desert a jeep can travel and return starting from a base with n displaystyle n nbsp loads of fuel by carrying some of the fuel into the desert and leaving it in depots The optimal solution involves placing depots spaced at distances r 2 n r 2 n 1 r 2 n 2 displaystyle tfrac r 2n tfrac r 2 n 1 tfrac r 2 n 2 dots nbsp from the starting point and each other where r displaystyle r nbsp is the range of distance that the jeep can travel with a single load of fuel On each trip out and back from the base the jeep places one more depot refueling at the other depots along the way and placing as much fuel as it can in the newly placed depot while still leaving enough for itself to return to the previous depots and the base Therefore the total distance reached on the n displaystyle n nbsp th trip isr 2 n r 2 n 1 r 2 n 2 r 2 H n displaystyle frac r 2n frac r 2 n 1 frac r 2 n 2 cdots frac r 2 H n nbsp where H n displaystyle H n nbsp is the n displaystyle n nbsp th harmonic number The divergence of the harmonic series implies that crossings of any length are possible with enough fuel 23 For instance for Alcuin s version of the problem r 30 displaystyle r 30 nbsp a camel can carry 30 measures of grain and can travel one leuca while eating a single measure where a leuca is a unit of distance roughly equal to 2 3 kilometres 1 4 mi The problem has n 3 displaystyle n 3 nbsp there are 90 measures of grain enough to supply three trips For the standard formulation of the desert crossing problem it would be possible for the camel to travel 30 2 1 3 1 2 1 1 27 5 displaystyle tfrac 30 2 bigl tfrac 1 3 tfrac 1 2 tfrac 1 1 27 5 nbsp leucas and return by placing a grain storage depot 5 leucas from the base on the first trip and 12 5 leucas from the base on the second trip However Alcuin instead asks a slightly different question how much grain can be transported a distance of 30 leucas without a final return trip and either strands some camels in the desert or fails to account for the amount of grain consumed by a camel on its return trips 22 Stacking blocks edit Main article Block stacking problem nbsp The block stacking problem blocks aligned according to the harmonic series can overhang the edge of a table by the harmonic numbersIn the block stacking problem one must place a pile of n displaystyle n nbsp identical rectangular blocks one per layer so that they hang as far as possible over the edge of a table without falling The top block can be placed with 1 2 displaystyle tfrac 1 2 nbsp of its length extending beyond the next lower block If it is placed in this way the next block down needs to be placed with at most 1 2 1 2 displaystyle tfrac 1 2 cdot tfrac 1 2 nbsp of its length extending beyond the next lower block so that the center of mass of the top two block is supported and they do not topple The third block needs to be placed with at most 1 2 1 3 displaystyle tfrac 1 2 cdot tfrac 1 3 nbsp of its length extending beyond the next lower block and so on In this way it is possible to place the n displaystyle n nbsp blocks in such a way that they extend 1 2 H n displaystyle tfrac 1 2 H n nbsp lengths beyond the table where H n displaystyle H n nbsp is the n displaystyle n nbsp th harmonic number 24 25 The divergence of the harmonic series implies that there is no limit on how far beyond the table the block stack can extend 25 For stacks with one block per layer no better solution is possible but significantly more overhang can be achieved using stacks with more than one block per layer 26 Counting primes and divisors edit Main article Divergence of the sum of the reciprocals of the primes In 1737 Leonhard Euler observed that as a formal sum the harmonic series is equal to an Euler product in which each term comes from a prime number i 1 1 i p P 1 1 p 1 p 2 p P 1 1 1 p displaystyle sum i 1 infty frac 1 i prod p in mathbb P left 1 frac 1 p frac 1 p 2 cdots right prod p in mathbb P frac 1 1 1 p nbsp where P displaystyle mathbb P nbsp denotes the set of prime numbers The left equality comes from applying the distributive law to the product and recognizing the resulting terms as the prime factorizations of the terms in the harmonic series and the right equality uses the standard formula for a geometric series The product is divergent just like the sum but if it converged one could take logarithms and obtain ln p P 1 1 1 p p P ln 1 1 1 p p P 1 p 1 2 p 2 1 3 p 3 p P 1 p K displaystyle ln prod p in mathbb P frac 1 1 1 p sum p in mathbb P ln frac 1 1 1 p sum p in mathbb P left frac 1 p frac 1 2p 2 frac 1 3p 3 cdots right sum p in mathbb P frac 1 p K nbsp Here each logarithm is replaced by its Taylor series and the constant K displaystyle K nbsp on the right is the evaluation of the convergent series of terms with exponent greater than one It follows from these manipulations that the sum of reciprocals of primes on the right hand of this equality must diverge for if it converged these steps could be reversed to show that the harmonic series also converges which it does not An immediate corollary is that there are infinitely many prime numbers because a finite sum cannot diverge 27 Although Euler s work is not considered adequately rigorous by the standards of modern mathematics it can be made rigorous by taking more care with limits and error bounds 28 Euler s conclusion that the partial sums of reciprocals of primes grow as a double logarithm of the number of terms has been confirmed by later mathematicians as one of Mertens theorems 29 and can be seen as a precursor to the prime number theorem 28 Another problem in number theory closely related to the harmonic series concerns the average number of divisors of the numbers in a range from 1 to n displaystyle n nbsp formalized as the average order of the divisor function 1 n i 1 n n i 1 n i 1 n n i H n displaystyle frac 1 n sum i 1 n left lfloor frac n i right rfloor leq frac 1 n sum i 1 n frac n i H n nbsp The operation of rounding each term in the harmonic series to the next smaller integer multiple of 1 n displaystyle tfrac 1 n nbsp causes this average to differ from the harmonic numbers by a small constant and Peter Gustav Lejeune Dirichlet showed more precisely that the average number of divisors is ln n 2 g 1 O 1 n displaystyle ln n 2 gamma 1 O 1 sqrt n nbsp expressed in big O notation Bounding the final error term more precisely remains an open problem known as Dirichlet s divisor problem 30 Collecting coupons edit Main article Coupon collector s problem nbsp Graph of number of items versus the expected number of trials needed to collect all itemsSeveral common games or recreations involve repeating a random selection from a set of items until all possible choices have been selected these include the collection of trading cards 31 32 and the completion of parkrun bingo in which the goal is to obtain all 60 possible numbers of seconds in the times from a sequence of running events 33 More serious applications of this problem include sampling all variations of a manufactured product for its quality control 34 and the connectivity of random graphs 35 In situations of this form once there are k displaystyle k nbsp items remaining to be collected out of a total of n displaystyle n nbsp equally likely items the probability of collecting a new item in a single random choice is k n displaystyle k n nbsp and the expected number of random choices needed until a new item is collected is n k displaystyle n k nbsp Summing over all values of k displaystyle k nbsp from n displaystyle n nbsp down to 1 shows that the total expected number of random choices needed to collect all items is n H n displaystyle nH n nbsp where H n displaystyle H n nbsp is the n displaystyle n nbsp th harmonic number 36 Analyzing algorithms edit Main article Quicksort nbsp Animation of the average case version of quicksort with recursive subproblems indicated by shaded arrows and with pivots red items and blue lines chosen as the last item in each subproblemThe quicksort algorithm for sorting a set of items can be analyzed using the harmonic numbers The algorithm operates by choosing one item as a pivot comparing it to all the others and recursively sorting the two subsets of items whose comparison places them before the pivot and after the pivot In either its average case complexity with the assumption that all input permutations are equally likely or in its expected time analysis of worst case inputs with a random choice of pivot all of the items are equally likely to be chosen as the pivot For such cases one can compute the probability that two items are ever compared with each other throughout the recursion as a function of the number of other items that separate them in the final sorted order If items x displaystyle x nbsp and y displaystyle y nbsp are separated by k displaystyle k nbsp other items then the algorithm will make a comparison between x displaystyle x nbsp and y displaystyle y nbsp only when as the recursion progresses it picks x displaystyle x nbsp or y displaystyle y nbsp as a pivot before picking any of the other k displaystyle k nbsp items between them Because each of these k 2 displaystyle k 2 nbsp items is equally likely to be chosen first this happens with probability 2 k 2 displaystyle tfrac 2 k 2 nbsp The total expected number of comparisons which controls the total running time of the algorithm can then be calculated by summing these probabilities over all pairs giving 37 i 2 n k 0 i 2 2 k 2 i 1 n 1 2 H i O n log n displaystyle sum i 2 n sum k 0 i 2 frac 2 k 2 sum i 1 n 1 2H i O n log n nbsp The divergence of the harmonic series corresponds in this application to the fact that in the comparison model of sorting used for quicksort it is not possible to sort in linear time 38 Related series editSee also List of sums of reciprocals Alternating harmonic series edit See also Riemann series theorem Changing the sum nbsp The first fourteen partial sums of the alternating harmonic series black line segments shown converging to the natural logarithm of 2 red line The series n 1 1 n 1 n 1 1 2 1 3 1 4 1 5 displaystyle sum n 1 infty frac 1 n 1 n 1 frac 1 2 frac 1 3 frac 1 4 frac 1 5 cdots nbsp is known as the alternating harmonic series It is conditionally convergent by the alternating series test but not absolutely convergent Its sum is the natural logarithm of 2 39 Explicitly the asymptotic expansion of the series is1 1 1 2 1 2 n 1 1 2 n H 2 n H n ln 2 1 2 n O n 2 displaystyle frac 1 1 frac 1 2 cdots frac 1 2n 1 frac 1 2n H 2n H n ln 2 frac 1 2n O n 2 nbsp Using alternating signs with only odd unit fractions produces a related series the Leibniz formula for p 40 n 0 1 n 2 n 1 1 1 3 1 5 1 7 p 4 displaystyle sum n 0 infty frac 1 n 2n 1 1 frac 1 3 frac 1 5 frac 1 7 cdots frac pi 4 nbsp Riemann zeta function edit Main article Riemann zeta function The Riemann zeta function is defined for real x gt 1 displaystyle x gt 1 nbsp by the convergent seriesz x n 1 1 n x 1 1 x 1 2 x 1 3 x displaystyle zeta x sum n 1 infty frac 1 n x frac 1 1 x frac 1 2 x frac 1 3 x cdots nbsp which for x 1 displaystyle x 1 nbsp would be the harmonic series It can be extended by analytic continuation to a holomorphic function on all complex numbers except x 1 displaystyle x 1 nbsp where the extended function has a simple pole Other important values of the zeta function include z 2 p 2 6 displaystyle zeta 2 pi 2 6 nbsp the solution to the Basel problem Apery s constant z 3 displaystyle zeta 3 nbsp proved by Roger Apery to be an irrational number and the critical line of complex numbers with real part 1 2 displaystyle tfrac 1 2 nbsp conjectured by the Riemann hypothesis to be the only values other than negative integers where the function can be zero 41 Random harmonic series edit The random harmonic series is n 1 s n n displaystyle sum n 1 infty frac s n n nbsp where the values s n displaystyle s n nbsp are independent and identically distributed random variables that take the two values 1 displaystyle 1 nbsp and 1 displaystyle 1 nbsp with equal probability 1 2 displaystyle tfrac 1 2 nbsp It converges with probability 1 as can be seen by using the Kolmogorov three series theorem or of the closely related Kolmogorov maximal inequality The sum of the series is a random variable whose probability density function is close to 1 4 displaystyle tfrac 1 4 nbsp for values between 1 displaystyle 1 nbsp and 1 displaystyle 1 nbsp and decreases to near zero for values greater than 3 displaystyle 3 nbsp or less than 3 displaystyle 3 nbsp Intermediate between these ranges at the values 2 displaystyle pm 2 nbsp the probability density is 1 8 e displaystyle tfrac 1 8 varepsilon nbsp for a nonzero but very small value e lt 10 42 displaystyle varepsilon lt 10 42 nbsp 42 43 Depleted harmonic series edit Main article Kempner series The depleted harmonic series where all of the terms in which the digit 9 appears anywhere in the denominator are removed can be shown to converge to the value 22 9206766192 64150 34816 44 In fact when all the terms containing any particular string of digits in any base are removed the series converges 45 References edit a b Rice Adrian 2011 The harmonic series A primer In Jardine Dick Shell Gellasch Amy eds Mathematical Time Capsules Historical Modules for the Mathematics Classroom MAA Notes Vol 77 Washington DC Mathematical Association of America pp 269 276 ISBN 978 0 88385 984 1 a b c d Kullman David E May 2001 What s harmonic about the harmonic series The College Mathematics Journal 32 3 201 203 doi 10 2307 2687471 JSTOR 2687471 Hersey George L 2001 Architecture and Geometry in the Age of the Baroque University of Chicago Press pp 11 12 37 51 ISBN 978 0 226 32783 9 Oresme Nicole c 1360 Quaestiones super Geometriam Euclidis Questions concerning Euclid s Geometry in Latin Stillwell John 2010 Mathematics and its History Undergraduate Texts in Mathematics 3rd ed New York Springer p 182 doi 10 1007 978 1 4419 6053 5 ISBN 978 1 4419 6052 8 MR 2667826 Derbyshire John 2003 Prime Obsession Bernhard Riemann and the Greatest Unsolved Problem in Mathematics Washington DC Joseph Henry Press p 10 ISBN 0 309 08549 7 MR 1968857 Mengoli Pietro 1650 Praefatio Preface Novae quadraturae arithmeticae seu De additione fractionum New arithmetic quadrature i e integration or On the addition of fractions in Latin Bologna Giacomo Monti Mengoli s proof is by contradiction Let S displaystyle S nbsp denote the sum of the series Group the terms of the series in triplets S 1 1 2 1 3 1 4 1 5 1 6 1 7 displaystyle S 1 tfrac 1 2 tfrac 1 3 tfrac 1 4 tfrac 1 5 tfrac 1 6 tfrac 1 7 cdots nbsp Since for x gt 1 displaystyle x gt 1 nbsp 1 x 1 1 x 1 x 1 gt 3 x displaystyle tfrac 1 x 1 tfrac 1 x tfrac 1 x 1 gt tfrac 3 x nbsp then S gt 1 3 3 3 6 3 9 1 1 1 2 1 3 1 S displaystyle S gt 1 tfrac 3 3 tfrac 3 6 tfrac 3 9 cdots 1 1 tfrac 1 2 tfrac 1 3 cdots 1 S nbsp which is impossible for any finite S displaystyle S nbsp Therefore the series diverges Bernoulli Jacob 1689 Propositiones arithmeticae de seriebus infinitis earumque summa finita Arithmetical propositions about infinite series and their finite sums Basel J Conrad Bernoulli Jacob 1713 Ars conjectandi opus posthumum Accedit Tractatus de seriebus infinitis Theory of inference posthumous work With the Treatise on infinite series Basel Thurneysen pp 250 251 From p 250 prop 16 XVI Summa serei infinita harmonice progressionalium 1 1 1 2 1 3 1 4 1 5 displaystyle tfrac 1 1 tfrac 1 2 tfrac 1 3 tfrac 1 4 tfrac 1 5 nbsp amp c est infinita Id primus deprehendit Frater 16 The sum of an infinite series of harmonic progression 1 1 1 2 1 3 1 4 1 5 displaystyle tfrac 1 1 tfrac 1 2 tfrac 1 3 tfrac 1 4 tfrac 1 5 cdots nbsp is infinite My brother first discovered this a b Dunham William January 1987 The Bernoullis and the harmonic series The College Mathematics Journal 18 1 18 23 doi 10 1080 07468342 1987 11973001 JSTOR 2686312 Bernoulli Johann 1742 Corollary III of De seriebus varia Opera Omnia Lausanne amp Basel Marc Michel Bousquet amp Co vol 4 p 8 Johann Bernoulli s proof is also by contradiction It uses a telescopic sum to represent each term 1 n displaystyle tfrac 1 n nbsp as 1 n 1 n 1 n 1 1 n 1 1 n 2 1 n 2 1 n 3 displaystyle frac 1 n Big frac 1 n frac 1 n 1 Big Big frac 1 n 1 frac 1 n 2 Big Big frac 1 n 2 frac 1 n 3 Big cdots nbsp 1 n n 1 1 n 1 n 2 1 n 2 n 3 displaystyle frac 1 n n 1 frac 1 n 1 n 2 frac 1 n 2 n 3 cdots nbsp Changing the order of summation in the corresponding double series gives in modern notation S n 1 1 n n 1 k n 1 k k 1 k 1 n 1 k 1 k k 1 displaystyle S sum n 1 infty frac 1 n sum n 1 infty sum k n infty frac 1 k k 1 sum k 1 infty sum n 1 k frac 1 k k 1 nbsp k 1 k k k 1 k 1 1 k 1 S 1 displaystyle sum k 1 infty frac k k k 1 sum k 1 infty frac 1 k 1 S 1 nbsp a b Knuth Donald E 1968 1 2 7 Harmonic numbers The Art of Computer Programming Volume I Fundamental Algorithms 1st ed Addison Wesley pp 73 78 Knuth writes of the partial sums of the harmonic series This sum does not occur very frequently in classical mathematics and there is no standard notation for it but in the analysis of algorithms it pops up nearly every time we turn around and we will consistently use the symbol H n displaystyle H n nbsp The letter H displaystyle H nbsp stands for harmonic and we call H n displaystyle H n nbsp a harmonic number because the infinite series is customarily called the harmonic series a b c d Kifowit Steven J Stamps Terra A Spring 2006 The harmonic series diverges again and again PDF AMATYC Review American Mathematical Association of Two Year Colleges 27 2 31 43 See also unpublished addendum More proofs of divergence of the harmonic series by Kifowit Roy Ranjan December 2007 Review of A Radical Approach to Real Analysis by David M Bressoud SIAM Review 49 4 717 719 JSTOR 20454048 One might point out that Cauchy s condensation test is merely the extension of Oresme s argument for the divergence of the harmonic series a b Bressoud David M 2007 A Radical Approach to Real Analysis Classroom Resource Materials Series 2nd ed Washington DC Mathematical Association of America pp 137 138 ISBN 978 0 88385 747 2 MR 2284828 Boas R P Jr Wrench J W Jr 1971 Partial sums of the harmonic series The American Mathematical Monthly 78 8 864 870 doi 10 1080 00029890 1971 11992881 JSTOR 2316476 MR 0289994 a b c Havil Julian 2003 Chapter 2 The harmonic series Gamma Exploring Euler s Constant Princeton University Press pp 21 25 ISBN 978 0 691 14133 6 a b Osler Thomas J November 2012 96 53 Partial sums of series that cannot be an integer The Mathematical Gazette 96 537 515 519 doi 10 1017 S0025557200005167 JSTOR 24496876 S2CID 124359670 See in particular Theorem 1 p 516 Sanna Carlo 2016 On the p displaystyle p nbsp adic valuation of harmonic numbers Journal of Number Theory 166 41 46 doi 10 1016 j jnt 2016 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407 416 doi 10 2307 3647827 JSTOR 3647827 Bettin Sandro Molteni Giuseppe Sanna Carlo 2018 Small values of signed harmonic sums Comptes Rendus Mathematique 356 11 12 1062 1074 arXiv 1806 05402 doi 10 1016 j crma 2018 11 007 hdl 2434 634047 MR 3907571 S2CID 119160796 Baillie Robert May 1979 Sums of reciprocals of integers missing a given digit The American Mathematical Monthly 86 5 372 374 doi 10 1080 00029890 1979 11994810 JSTOR 2321096 Schmelzer Thomas Baillie Robert June 2008 Summing a curious slowly convergent series The American Mathematical Monthly 115 6 545 540 doi 10 1080 00029890 2008 11920559 JSTOR 27642532 S2CID 11461182 External links edit nbsp Wikimedia Commons has media related to Harmonic series mathematics Weisstein Eric W Harmonic Series MathWorld Retrieved from https en wikipedia org w index php title Harmonic series mathematics amp oldid 1175217735 divergence, wikipedia, wiki, book, books, library,

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