An Elementary View of Euler's Summation Formula

Author(s): Tom M. Apostol

Source: The American Mathematical Monthly, Vol. 106, No. 5 (May, 1999), pp. 409-418
Published by: Taylor & Francis, Ltd. on behalf of the Mathematical Association of America
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 An Elementary View of Euler's
Summation Formula

Tom M. Apostol

1. INTRODUCTION. The integral test for convergence of infinite series compares

a finite sum -'k= 1 f(k) and an integral f J f(x) dx, where f is positive and stric
decreasing, The difference between a sum and an integral can be represented
geometrically, as indicated in Figure 1. In 1736, Euler [3] used a diagram like this
to obtain the simplest case of what came to be known as Euler's summation
formula, a powerful tool for estimating sums by integrals, and also for evaluating
integrals in terms of sums. Later Euler [4] derived a more general version by an
analytic method that is very clearly described in [5, pp. 159-161]. Colin Maclaurin
[9] discovered the formula independently and used it in his Treatise of Fluxions,
published in 1742, and some authors refer to the result as the Euler-Maclaurin
summation formula. The general formula (24) is widely used in numerical analysis,
analytic number theory, and the theory of asymptotic expansions. It contains
Bernoulli numbers and periodic Bernoulli functions and is ordinarily discussed in
courses in advanced calculus or real and complex analysis. This note shows how
the general formula can be discovered by an elementary method, beginning with
the diagram in Figure 1. This approach also shows how Bernoulli numbers and
Bernoulli functions arise naturally along the way. The author has used this
treatment successfully with beginning calculus students acquainted with the inte-
gral test.

2. GENERALIZED EULER'S CONSTANT. Throughout this section we assume

that f is a positive and strictly decreasing function on [1, co). We introduce a
sequence {d,} of numbers that represent the sum of the areas of the shade
curvilinear pieces above the interval [1, n] in Figure 1. That is, we define
n-1

d,l= Ef(k) -f(x) dx, n=2,3... (1)

k=l 1

11-. LII-I
f

0 1 2 3 4 . . . n-l n

Figure 1. All the sh

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 It is clear that dn + 1 > dn and that all the shaded pieces can be translated to the
left to occupy a portion of the rectangle of altitude f(1) above the interval [0, 1], as
shown in Figure 1. Because f is decreasing there is no overlapping of the
translated shaded pieces. Comparison of areas gives us the inequali
dn+ 1 < f(1). Therefore {dn} is increasing and bounded above, so it ha
C(f) = limn d(n). We refer to C(f) as the generalized Euler's constant associ-
ated with the function f. Geometrically, C(f) represents the sum of the areas of
all the curvilinear triangular pieces over the interval [1, co). These pieces can be
translated to fit inside the rectangle of area f(1) shown in Figure 1 (without
overlapping), so we have the inequalities 0 < C(f ) < f(1). Moreover, C(f ) - dn
represents the sum of the areas of the triangular pieces over the interval [n, oo).
These pieces can be translated to the left to occupy (without overlapping) a
portion of the rectangle of height f(n) above the interval [n, n + 1]. Comparing
areas we find

0 < C(f) -dn <f(n), n = 2,3,.. (2)

From these inequalities we can easily deduce:

Theorem 1. Iff is positive and strictly decreasing on [1, oo) there is a positive constan
C(f) < f(1) and a sequence {Ef(n)}, with 0 < Ef(n) < f(n), such that
n n
Ef (k)= f(x) dx + C(f) + Ef(n), n = 2,3 .. (3)
k=1 1

Note. Eq. (3) tells us that the difference between the sum and the integral is equal
to a constant (depending on f) plus a positive quantity Ef(n) smaller than the last
term in the sum. Hence, if f(n) tends to 0 as n -> oo, then Ef(n) also tends to 0.

Proof: If we define Ef(n) = f(n) + d,] - C(f), then (3) follows from the definition
(1), and the inequality 0 < Ef(n) < f(n) follows from (2). 2

If f(n) -> 0 as n -> oo, then (3) implies

n n
C(f) = lim ( Ef(k) - ff(x) dxX|. (4)
f1 k-=l 1 /

Example. When f(x) = 1/x, C(f) is the classical Euler's constant, often denoted
by C (or by -y), and (4) states that C = lim n ('k1(1/k) - log n). It is not
known (to date) whether Euler's constant is rational or irrational. Its numerical
value, correct to 20 decimals, is C = 0.57721566490153286060. In this case, Theo-
rem 1 says that

's 1 1
' k-= logn + C +E(n), where <E(n) <-.
k=1 k n

3. VARIOUS FORMS OF EULER'S SUMMATION FORMULA. In this section we

no longer assume that f is positive or decreasing. At the outset we require only
that the integral fn f(x) dx exists for each integer n ? 2. The key insight is to
notice that the difference d, in (1) can be written as
,i-1

dn = I(k), (S)
k=1

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where
rk+1
I(k) = {f(k) -f (x)} dx. (6)
k

When f is positive and decreasing, as in Figure 2, 1(k) is the area of the shaded
curvilinear triangular piece over the interval [k, k + 1]. However, (5) and (6) are
meaningful for any integrable f.

k k+ 1

Figure 2. Geometric interpretation of the integral

1(k) as the area of the shaded region.

The integrand in (6) has the form u dv, where u = f(k) - f(x) and v = x + c,
where c is any constant. If we choose c = - (k + 1) and integrate by parts
(assuming that f has a continuous derivative), the integrated part vanishes and the
integral 1(k) reduces to

I(k) = fk+1(x - k - 1)f'(x) dx.

k

In this integral the dummy symbol x varies from k to k + 1, so the quantity k in

the integrand can be replaced by [x], the greatest integer < x. Make this
replacement and substitute in (6) to find
n-1 n-i

dn n?I(k) = E (+ - [x] - 1)f'(x) dx

k=1 k=1
n n

=f(x - [x])f'(x) dx - f'(x) dx

n

= f (x - [x])f'(x) dx + f(1) - f(n).

1

Now use the definition of dn in (1) and rearrange terms to obtain:

Theorem 2. (First-derivative form of Euler's summation formula). For any function

f with a continuous derivative on the interval [1, n] we have

Ef(k) = f(x) dx + (x- [x])f'(x) dx +f(1). (7)

k=111

The last two terms on the right represent the error made when the sum on the
left is approximated by the integral fnl f(x) dx. The formula is useful because f
need not be positive or decreasing. In fact, f can be increasing or oscillating.
Variants of this formula will be obtained as we attempt to deduce more precise
information about the error.
The factor x - [x] is a nonnegative function with period 1. If f' has a fixed sign
(as it has when f is monotonic), the integral term in the error has the same sign as
f'. To decrease the error it is preferable to multiply f'(x) by a factor that changes

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sign so that some cancellation takes place in the integration. To introduce sign
changes, we translate the function x - [x] down by 4 and consider the new
function x - [xl - 4 whose graph is shown in Figure 3. The integral term in the

J 1 2 3 4

Figure 3. The periodic function x - [x] - - changes sign.

error can now be written as

n n 11n

(X - [
The last term is equal to 4{f(n) - f(1)1. Using this in (7) we obtain the following
variant of the first-derivative form of Euler's summation formula:

E f(k) = f(x) dx + fx - [x] 2 - )f(x) dx + 2{ff(n) +f(1)}. (8)

Further variations will be obtained by repeated integration by parts in the second
integral on the right of (8).
The factor x - [x] - 4 has the value when x is an integer. We modify this
factor slightly to make it vanish at the integers, a property that is desirable when
we integrate by parts. To do this we introduce Pj(x), the first Bernoulli fiunction:

P1(x) =x- [x] - if x + integer

0O if x = integer.

The error integral does not change if the factor x - [x]I - 4 is replaced by P1(x)
because the two factors differ only at the integers. Therefore (8) can be written as
n n

, f(k) J |f(x) dx + |Pl(x)'(x) dx +-{f(n) +f(1)}. (10)

k=1 1 1 2

Note the contrast between (10) and (3), which explicitly displays the generalized
Euler's constant C(f). To make (10) resemble (3) more closely, we assume that the
improper integral JlPl(x)f'(x) dx converges. Then we can write
n 00 00

jPl(x)
1 ~~ ~~1 n

and (10) takes the fo

n n
E f(k) = f(x) dx + C(f) + Ef(n), (1)
k1 1

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where
100

C(f) = 2f(1) + f PI(x)f'(x) dx (12)

and
1 00

Ef(n)
2
= 2f
Eq. (11) has exactly the same form as (3), but (11) is more general because f is not
required to be positive or monotonic. The only restrictions on f are continuity of
f' and convergence of the improper integral
00

f Pl(x)f'(x) dx. (13)

The improper integral in (13) converges if, and only if,

lim f Pl(x)f'(x) dx = 0. (14)

noo

A sufficient condition for con

lently, that
00

lim f If'(x)I dx = 0. (15)

n -* oon

To see this, note that the Bernoulli function P1(x) is bounded; in fact, Figure 3
shows that IP1(x)l < 1 for all x, so (14) follows from (15).

Example. When f(x) = l/x we have f'(x) = - 1/X2 and

oo G,,IIOol 1

JIf'(x)IdxJ nx
2 d n
Therefore (15) is satisfied and (12) expresses Euler's constant as an integral:

C = - f 2 dx.

4. FURTHER ANALYSIS OF THE ERROR TERM. Alternate forms of both the

error term and the formula for the generalized Euler's constant can be obtained by
repeated integration by parts. First we introduce a new function P2(x) whose
derivative is 2P1(x) at all noninteger values of x. The factor 2 is used so that P2(x)
is the second Bernoulli periodic function that appears in Euler's summation
formula. Therefore we require that
x

P2(x) = 2f Pl(t) dt + c, (16)

where c is a constant to be specified later. The function P2 is quadratic on the

interval [0, 1]. In fact, P2(x) = X2 _ x + c if 0 < x < 1. Its graph is a parabolic arc
joining the points (0, c) and (1, c). Outside this interval the graph (shown in Figure
4) consists of horizontal translations of this parabolic arc because P2 has period 1.
To see this, we use the fact that P1 has period 1 and that JfP1(t) dt = 0, which
implies that fbP1(t) dt = 0 for any interval [a, b] of length 1. Therefore

P2(X + 1) - P2(X) = 2f xPl(t) dt = 0.

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 P2(x)

0 1 2 3 4 5

Figure 4

Because of periodicity, P2 has the constant value c = P2(0) at the integers.

Integration by parts shows that the integral in (10) is

n 1 1 n

jPi(x)f'(x) dx = -P2(0){f'(n) -f'(1)} - - P2(x)f" (x) dx,

1 ~~~~22

provided that f" is continuous. Repeated integration by parts leads to the general
form of Euler's summation formula, which involves higher order derivatives of f
and higher order periodic Bernoulli functions that represent polynomials on the
unit interval [0, 1]. To see exactly how the Bernoulli functions evolve in the process
we follow the method of the foregoing section and integrate the periodic function
3P2(t) from 0 to x to obtain another periodic function P3(x) whose derivative is
3P2(x). To guarantee that the integrated function P3(x) is periodic with period 1
we need JoP2(t) dt = 0. This property governs the choice of the constant c in
The integral of the quadratic polynomial x2 - x + c from 0 to 1 is equal to c - 6
so we choose c = 6 and take

() Pl(t)
P2(X) = 2f o 6 dt +-
Euler's summation formula can now be restated as follows:

Theorem 3. (Second-derivative form of Euler's summation formula). For any func-

tion f with a continuous second derivative on the interval [1, n] we have

ii n n

Ef(k) =|f(x) dx -- P2(X)f"(x) dx

k=1 12
1 1
+-P2(0){f'(n)
2
-f'(1)}
2
+ -{f(n) +f(1)}. (17)

Moreover,

E f (k
k=11

where

1 1 1,.oo
C(f) = _f(1) - _P2(0)f'(1) - 2j P2(x)f"(x) dx, (18)
and

1 1 1 0o
Ef(n) = 2f (n) + fP2(0)f(n) + - 2P2(x)f" (x)dx. (19)

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 x

Figure 5. Graph of the periodic Bernoulli function P3(x) = 3f xP2(t) dt.

To improve the error estimate we integrate P2(t) from 0 to x and define the
Bernoulli function P3(x) = 3foP2(t) dt so that P3(x) = 3P2(x). There is no need
to add a constant in this case because, on the unit interval [0, 1], P3(x) = x3 -2
+ 2x, and JJP3(t) dt = 0. The function P3 has period 1 because P2 has period 1
and f1P2(t) dt = 0. The graph of P3 is a bounded piecewise cubic curve, shown
Figure 5. Note that P3(x) vanishes at the integers. Integration by parts over [1, n]
gives us
n 1n
fP2(x)
I I3
provided f(3) is continuous. This equation, together with Theorem 3, gives a
third-derivative form of Euler's summation formula in which the second integral on
the right of (17) is replaced by fnP3(x)f (3)(x) dx. The corresponding changes in
(18) and (19) are replacement of the integrals by I yflP3(x)f (3)(X) dx and
3!n dxP3(x)f(3)(X) , respectively.

5. BERNOULLI NUMBERS AND THE GENERAL FORM OF EULER'S SUM-

MATION FORMULA. The strategy for obtaining a general version of Euler's
summation formula is now evident. Starting with the Bernoulli periodic function
P1(x) in (9) we introduce, in succession, periodic functions P2(x), P3(x),..., with
period 1, and a sequence of constants Bk such that k

Pk(x) = k Pk-l(t) dt + Bk for k> 2, (20)

0

where each Bk is chosen so that

f1Pk(t) dt = 0. (21)
Periodicity implies that Pk(O) = Pk(l), and (21) shows that each of these values is
Bk. As already noted, on the closed interval [0, 1] each function Pk(x) is a
polynomial of degree k when k = 2 or 3. [The case k = 1 is special; P1(x) is a
linear polynomial x - 2 only on the open interval (0, 1) and is discontinuous at the
endpoints.] It is clear (and easily proved by induction) that on the closed interval
[0, 1] the function defined by (20) is a polynomial of degree k if k ? 2. We denote
this polynomial by Bk(x), the usual notation for Bernoulli polynomials. The first few
are

1 ~ ~ =2_X+1 3 1
Bl(x)=x-- 2 B2(x)=x2--x+ 6 B3(x)=x3 x2+ 2x,

4 X3+ X2 1 1 1 1
B4(X) =X-X2x x 0 B5(x) =x5 --X4 + x3 3 0x

B6(x) =x x5
= 6 3 1 1 1
5+-x4
2 10_ x2 42
+-.

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The Bernoulli periodic functions are periodic extensions of these polynomials given
by Pk(x) = Bk(X - [x]). The constants Bk = Pk() = Pk(l) are called Bernoulli
numbers. The first few are

1 1 1
B1 = - B2 B3 = B B4
2'2 6' 330B
1 1
B5 = O, B6 =- B7 = - , B8= -_
42 ' 7 ,B= 30
Next we show that our definitions of Bernoulli numbers and polynomials are
consistent with the usual definitions, provided we take BO(x) = 1 and Bo = 1. O
definition in (20) shows that the successive derivatives of these polynomials are

B'(x) = kBk.l(x), B"(x) = k(k - l)Bk (x),. .., B( (x) = r!()Bk.(x),

and hence

B(r)(0) - r!(k)Bk .(0)=r!(k)Bk . (22)

On the other hand, the Taylor expansion of any polynomial Bk(x) of degree k is
given by Bk(x) = = B(')(0)x"/r!, so (22) implies

Bk(X) = B (k)BrX (23)

Taking x = 1 in (23) and noting that

(23) becomes
kk
Bk= E P )Bk-, fork?2.

This is the usual recursion formula for defining Bernoulli numbers (starting with
Bo = 1), and (23) is one of the standard ways of defining Bernoulli polynomials in
terms of Bernoulli numbers. Consequently, the numbers and polynomials that
appear in our treatment are the usual Bernoulli numbers and Bernoulli polynomi-
als that appear in the literature; see [1, p. 265], [2, p. 251], or [5, pp. 160-163].
It is well known that the Bernoulli numbers Bk with odd index k ? 3 are zero,
so only Bernoulli numbers with even index appear in the general form of Euler's
summation formula. It is also known [8, p. 533] that on the interval [0,1] the
Bernoulli polynomials satisfy the following inequalities for k ? 1:

IB2k(x)l < IB2kI and IB2k?l(x)I < (2k + l)IB2kl.

The method we have outlined leads to the following odd-order derivative
version of Euler's summation formula. A proof is easily given by induction on the
order 2m + 1.

Theorem 4. (General form of Euler's summation formula). For any function f with
a continuous derivative of order 2m + 1 on the interval [1, n] we have

E f(k) = ff(x) dx + (2m + 1i) l + I( xf (2m?+ l) (x) dx

m B 1
+E f (f(2r-1)(n) _f(2r-1)(1)} + -ff(1) +f(n)}. (24)
1 A 1 (2rN

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Moreover, if the improper integral f If (2m7 ?1) (X) dx converges then we also have

k f(k) = ff(x) dx + C(f) + Ef(n), (25)

k=1 1

where

1 n B2

C(f )CM ~ ~ ~ ~~~f2r

=-=f(1) l))
-_ (2r)!

+ (2m + 1)! Jp2z + dx (26)

and

1 B2r
Ef (n) = j(n) + (2)!(2- 1) (n)
12dx2r(27

(2m + 1)! P2,n?(X)f(2m+l)(X) dc.

Example. When f(x) = l/x we have f(2n +1)(x) - (2m + 1)!/x2m1+2, and (26)
gives the following expression for the classical Euler's constant:

1 B2 B4 B2 m OOP2?17 (X)
C + +- -+ ++ ;;- 2? dx. (28)
2 2 4 2m 1 X2mt+2 28
The corresponding error term (27) becomes

1 B2 B4 B21 + 12 P2tn+2(I)
2 n 2 42 f 2m2dx. 29
Ef(n) = -~~ 2n2 4 n 2rnn2~ , x'' . (9
One is tempted to let m -> o in (28) and obtain an infinite series for Euler's
constant. However, the integral in (28) does not tend to 0 as m -> oo and, in fact, it
can be shown that the infinite series YB2k/(2k) diverges rapidly [see 6, p. 529], so
(28) is not very useful for calculating C. Nevertheless, as we show in the next
section, (25) and (27) can be used to calculate C very accurately.

6. CALCULATION OF EULER'S CONSTANT. We use Euler's summation for-

mula to calculate the first 7 digits in Euler's constant. Take f(x) = l/x in (25) and
rewrite it as
'I1
C= Ejk-logn-Ef(n), (30)
k=l

where Ef (n) is given by (29). Taking m = 3 in (29) we find

1 B2 B4 B6 + c0 rP7(X)
Ef
Ef ( n) = 2n - (n) - 6n6
2n2 4n4 2 Jn
+1dx
x8
1 1 1 1 GO P7(X)

2n 12n2 120n4 252n6 + L x8

Using the inequality IP7(x)I < 71B61 = 6, we get

00 P7( X) 1 0oci 1
dx < ~-dx=
L 7(8 -42 71

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and (30) can be written in the form

n 1 1 1 1 1
C ,- - log + ~~- + + E(n), (31)
k-i k g 2n 12n2 120n4 252n6
where 0 < IE(n) I < 1/42n7. Using a hand calculator that displays 12 digits we
find Sl_1k - = 2.92896825381 and log 10 = 2.30258509299. If n = 10 the sum of
the error term E(n) plus the term with 252n6 in the denominator in (31) is too
small to influence the seventh digit. Neglecting these terms and retaining 8 digits
in the calculation we find

1 1 1
C - 2.92896825 - 2.30258509 - - + 1200 - 1200000

= 0.62638316 - 0.05000000 + 0.00083333 - 0.00000083

= 0.57721566
This calculation, using m = 3 and n = 10 in (29) and (30), which guarantees
7 decimal places, actually gives the first 8 correct digits of C. Knuth [7] used (29)
and (30) with m = 250 and n = 10,000 to calculate the value of C to 1,271
decimal places.
This note outlines only one application of Euler's summation formula. Others
can be found in Knopp's treatise [6]. One of them uses the increasing function
f(x) = log x to derive Stirling's asymptotic formula for the logarithm of n!. Euler's
summation formula and its relation to Bernoulli numbers and polynomials pro-
vides a treasure trove of interesting enrichment material suitable for elementary
calculus courses.

REFERENCES

1. Tomn M. Apostol, Introduction to Analytic Number Theory. Springer-Verlag, New York, 1976.
2. Tom M. Apostol, MathematicalAnalysis, Second edition. Addison-Wesley, Reading, Mass., 1974.
3. L. Euler, Methodus universalis serierum convergentium summas quam proxime inveniendi, Commen-
tarii academie scientiarum Petropolitanae, Vol. 8 (1736), pp. 3-9; Opera Omnia, Vol. XIV,
pp. 101-107.
4. L. Euler, Methodus universalis series summandi ulterius promota, Commentarii academie scientiarum
Petropolitanae, Vol. 8 (1736), pp. 147-158; Opera Omnia, Vol. XIV, pp. 124-137.
5. E. Hairer and G. Wanner, Analysis by Its History. Springer-Verlag, New York, 1996.
6. K. Knopp, Theory and Application of Infinite Series, R. C. Young, translator. Hafner, New York,
1951.
7. D. E. Knuth, Euler's constant to 1271 places, Math. of Computation, v. 16 (1962), pp. 275-281.
8. D. H. Lehmer, On the maxima and minima of Bernoulli polynomials, Amer. Math. Monthly, v. 47
(1940), pp. 533-538.
9. Colin Maclaurin, A Treatise of Fluxions. Edinburgh, 1742.

TOM M. APOSTOL received his Ph.D. in 1948 with a thesis in analytic number theory written under
the direction of D. H. Lehmer at UC Berkeley. He joined the Caltech faculty in 1950 and became
professor emeritus in 1992. His list of publications contains 58 research papers and several books,
including his pathbreaking Calculus in two volumes, first published in 1961, Mathematical Analysis
(1957), and Introduction to Analytic Number Theory (1976), all of which are still in print. He is director
of Project MATHEMATICS!, a prize winning series of videos and other educational activities he
initiated twelve years ago. His 50-year career in mathematics is described in an engaging article by
Don Albers, An Interview with Tom Apostol, published in the September 1997 issue of The College
Mathematics Journal.
Project MATHEMATICS!, 1-70 Caltech, Pasadena, CA 91125
[email protected]

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