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Euler–Maclaurin formula
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=== Derivation by mathematical induction === We outline the argument given in Apostol.<ref name=":0">{{Cite journal| first = T. M. | title = An Elementary View of Euler's Summation Formula | journal = [[The American Mathematical Monthly]] | volume = 106 | date = 1 May 1999 | issue = 5 | pages = 409–418 | issn = 0002-9890| last = Apostol | doi = 10.2307/2589145| author-link= Tom M. Apostol| publisher = Mathematical Association of America| jstor = 2589145}}</ref> The [[Bernoulli polynomials]] {{math|''B<sub>n</sub>''(''x'')}} and the periodic Bernoulli functions {{math|''P<sub>n</sub>''(''x'')}} for {{math|''n'' {{=}} 0, 1, 2, ...}} were introduced above. The first several Bernoulli polynomials are <math display=block>\begin{align} B_0(x) &= 1, \\ B_1(x) &= x - \tfrac{1}{2}, \\ B_2(x) &= x^2 - x + \tfrac{1}{6}, \\ B_3(x) &= x^3 - \tfrac{3}{2}x^2 + \tfrac{1}{2}x, \\ B_4(x) &= x^4 - 2x^3 + x^2 - \tfrac{1}{30}, \\ &\,\,\,\vdots \end{align}</math> The values {{math|''B<sub>n</sub>''(1)}} are the [[Bernoulli numbers]] {{math|''B''<sub>''n''</sub>}}. Notice that for {{math|''n'' ≠ 1}} we have <math display=block>B_n = B_n(1) = B_n(0),</math> and for {{math|''n'' {{=}} 1}}, <math display=block>B_1 = B_1(1) = -B_1(0).</math> The functions {{math|''P''<sub>''n''</sub>}} agree with the Bernoulli polynomials on the interval {{math|[0, 1]}} and are [[periodic function|periodic]] with period 1. Furthermore, except when {{math|''n'' {{=}} 1}}, they are also continuous. Thus, <math display=block> P_n(0) = P_n(1) = B_n \quad \text{for }n \neq 1.</math> Let {{math|''k''}} be an integer, and consider the integral <math display=block> \int_k^{k + 1} f(x)\,dx = \int_k^{k + 1} u\,dv,</math> where <math display=block>\begin{align} u &= f(x), \\ du &= f'(x)\,dx, \\ dv &= P_0(x)\,dx & \text{since }P_0(x) &= 1, \\ v &= P_1(x). \end{align}</math> [[integration by parts|Integrating by parts]], we get <math display=block>\begin{align} \int_k^{k + 1} f(x)\,dx &= \bigl[uv\bigr]_k^{k + 1} - \int_k^{k + 1} v\,du \\ &= \bigl[f(x)P_1(x)\bigr]_k^{k + 1} - \int_k^{k+1} f'(x)P_1(x)\,dx \\ &= B_1(1)f(k+1)-B_1(0)f(k) - \int_k^{k+1} f'(x)P_1(x)\,dx. \end{align}</math> Using {{math|''B''<sub>1</sub>(0) {{=}} −{{sfrac|1|2}}}}, {{math|''B''<sub>1</sub>(1) {{=}} {{sfrac|1|2}}}}, and summing the above from {{math|''k'' {{=}} 0}} to {{math|''k'' {{=}} ''n'' − 1}}, we get <math display=block>\begin{align} \int_0^n f(x)\, dx &= \int_0^1 f(x)\,dx + \cdots + \int_{n-1}^n f(x)\,dx \\ &= \frac{f(0)}{2}+ f(1) + \dotsb + f(n-1) + \frac{f(n)}{2} - \int_0^n f'(x) P_1(x)\,dx. \end{align}</math> Adding {{math|{{sfrac|''f''(''n'') − ''f''(0)|2}}}} to both sides and rearranging, we have <math display=block> \sum_{k=1}^n f(k) = \int_0^n f(x)\,dx + \frac{f(n) - f(0)}{2} + \int_0^n f'(x) P_1(x)\,dx.</math> This is the {{math|''p'' {{=}} 1}} case of the summation formula. To continue the induction, we apply integration by parts to the error term: <math display=block>\int_k^{k+1} f'(x)P_1(x)\,dx = \int_k^{k + 1} u\,dv,</math> where <math display=block>\begin{align} u &= f'(x), \\ du &= f''(x)\,dx, \\ dv &= P_1(x)\,dx, \\ v &= \tfrac{1}{2}P_2(x). \end{align}</math> The result of integrating by parts is <math display=block>\begin{align} \bigl[uv\bigr]_k^{k + 1} - \int_k^{k + 1} v\,du &= \left[\frac{f'(x)P_2(x)}{2} \right]_k^{k+1} - \frac{1}{2}\int_k^{k+1} f''(x)P_2(x)\,dx \\ &= \frac{B_2}{2}(f'(k + 1) - f'(k)) - \frac{1}{2}\int_k^{k + 1} f''(x)P_2(x)\,dx. \end{align}</math> Summing from {{math|''k'' {{=}} 0}} to {{math|''k'' {{=}} ''n'' − 1}} and substituting this for the lower order error term results in the {{math|''p'' {{=}} 2}} case of the formula, <math display=block>\sum_{k=1}^n f(k) = \int_0^n f(x)\,dx + \frac{f(n) - f(0)}{2} + \frac{B_2}{2}\bigl(f'(n) - f'(0)\bigr) - \frac{1}{2}\int_0^n f''(x)P_2(x)\,dx.</math> This process can be iterated. In this way we get a proof of the Euler–Maclaurin summation formula which can be formalized by [[mathematical induction]], in which the induction step relies on integration by parts and on identities for periodic Bernoulli functions.
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