Transseries

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Template:Short description In mathematics, the field 𝕋LE of logarithmic-exponential transseries is a non-Archimedean ordered differential field which extends comparability of asymptotic growth rates of elementary nontrigonometric functions to a much broader class of objects. Each log-exp transseries represents a formal asymptotic behavior, and it can be manipulated formally, and when it converges (or in every case if using special semantics such as through infinite surreal numbers), corresponds to actual behavior. Transseries can also be convenient for representing functions. Through their inclusion of exponentiation and logarithms, transseries are a strong generalization of the power series at infinity (n=0anxn) and other similar asymptotic expansions.

The field 𝕋LE was introduced independently by Dahn-GΓΆring[1] and Ecalle[2] in the respective contexts of model theory or exponential fields and of the study of analytic singularity and proof by Ecalle of the Dulac conjectures. It constitutes a formal object, extending the field of exp-log functions of Hardy and the field of accelerando-summable series of Ecalle.

The field 𝕋LE enjoys a rich structure: an ordered field with a notion of generalized series and sums, with a compatible derivation with distinguished antiderivation, compatible exponential and logarithm functions and a notion of formal composition of series.

Examples and counter-examples

Informally speaking, exp-log transseries are well-based (i.e. reverse well-ordered) formal Hahn series of real powers of the positive infinite indeterminate x, exponentials, logarithms and their compositions, with real coefficients. Two important additional conditions are that the exponential and logarithmic depth of an exp-log transseries f, that is the maximal numbers of iterations of exp and log occurring in f, must be finite.

The following formal series are log-exp transseries:

n=1ex1nn!+x3+logx+loglogx+n=0xn+i=1ej=1eix2jx.
m,nβ„•x1m+1e(logx)n.

The following formal series are not log-exp transseries:

nβ„•xn β€” this series is not well-based.
logx+loglogx+logloglogx+ β€” the logarithmic depth of this series is infinite
12x+e12logx+ee12loglogx+ β€” the exponential and logarithmic depths of this series are infinite

It is possible to define differential fields of transseries containing the two last series; they belong respectively to 𝕋EL and ℝω (see the paragraph Using surreal numbers below).

Introduction

A remarkable fact is that asymptotic growth rates of elementary nontrigonometric functions and even all functions definable in the model theoretic structure (ℝ,+,×,<,exp) of the ordered exponential field of real numbers are all comparable: For all such f and g, we have fg or gf, where fg means x.y>x.f(y)g(y). The equivalence class of f under the relation fggf is the asymptotic behavior of f, also called the germ of f (or the germ of f at infinity).

The field of transseries can be intuitively viewed as a formal generalization of these growth rates: In addition to the elementary operations, transseries are closed under "limits" for appropriate sequences with bounded exponential and logarithmic depth. However, a complication is that growth rates are non-Archimedean and hence do not have the least upper bound property. We can address this by associating a sequence with the least upper bound of minimal complexity, analogously to construction of surreal numbers. For example, (k=0nxk)nβ„• is associated with k=0xk rather than k=0xkex because ex decays too quickly, and if we identify fast decay with complexity, it has greater complexity than necessary (also, because we care only about asymptotic behavior, pointwise convergence is not dispositive).

Because of the comparability, transseries do not include oscillatory growth rates (such as sinx). On the other hand, there are transseries such as kβ„•k!exkk+1 that do not directly correspond to convergent series or real valued functions. Another limitation of transseries is that each of them is bounded by a tower of exponentials, i.e. a finite iteration ee...ex of ex, thereby excluding tetration and other transexponential functions, i.e. functions which grow faster than any tower of exponentials. There are ways to construct fields of generalized transseries including formal transexponential terms, for instance formal solutions eω of the Abel equation eeω(x)=eω(x+1).[3]

Formal construction

Transseries can be defined as formal (potentially infinite) expressions, with rules defining which expressions are valid, comparison of transseries, arithmetic operations, and even differentiation. Appropriate transseries can then be assigned to corresponding functions or germs, but there are subtleties involving convergence. Even transseries that diverge can often be meaningfully (and uniquely) assigned actual growth rates (that agree with the formal operations on transseries) using accelero-summation, which is a generalization of Borel summation.

Transseries can be formalized in several equivalent ways; we use one of the simplest ones here.

A transseries is a well-based sum,

aimi,

with finite exponential depth, where each ai is a nonzero real number and mi is a monic transmonomial (aimi is a transmonomial but is not monic unless the coefficient ai=1; each mi is different; the order of the summands is irrelevant).

The sum might be infinite or transfinite; it is usually written in the order of decreasing mi.

Here, well-based means that there is no infinite ascending sequence mi1<mi2<mi3< (see well-ordering).

A monic transmonomial is one of 1, x, log x, log log x, ..., epurely_large_transseries.

Note: Because xn=enlogx, we do not include it as a primitive, but many authors do; log-free transseries do not include log but xne is permitted. Also, circularity in the definition is avoided because the purely_large_transseries (above) will have lower exponential depth; the definition works by recursion on the exponential depth. See "Log-exp transseries as iterated Hahn series" (below) for a construction that uses xae and explicitly separates different stages.

A purely large transseries is a nonempty transseries aimi with every mi>1.

Transseries have finite exponential depth, where each level of nesting of e or log increases depth by 1 (so we cannot have x + log x + log log x + ...).

Addition of transseries is termwise: aimi+bimi=(ai+bi)mi (absence of a term is equated with a zero coefficient).

Comparison:

The most significant term of aimi is aimi for the largest mi (because the sum is well-based, this exists for nonzero transseries). aimi is positive iff the coefficient of the most significant term is positive (this is why we used 'purely large' above). X > Y iff X βˆ’ Y is positive.

Comparison of monic transmonomials:

x=elogx,logx=eloglogx, – these are the only equalities in our construction.
x>logx>loglogx>>1>0.
ea<eb iff a<b (also e0=1).

Multiplication:

eaeb=ea+b
(aixi)(bjyj)=k(i,j:zk=xiyjaibj)zk.

This essentially applies the distributive law to the product; because the series is well-based, the inner sum is always finite.

Differentiation:

(aixi)=aixi
1=0,x=1
(ey)=yey
(logy)=y/y (division is defined using multiplication).

With these definitions, transseries is an ordered differential field. Transseries is also a valued field, with the valuation ν given by the leading monic transmonomial, and the corresponding asymptotic relation defined for 0f,g𝕋LE by fg if 0<rℝ,|f|<r|g| (where |f|=max(f,f) is the absolute value).

Other constructions

Log-exp transseries as iterated Hahn series

Log-free transseries

We first define the subfield 𝕋E of 𝕋LE of so-called log-free transseries. Those are transseries which exclude any logarithmic term.

Inductive definition:

For nβ„•, we will define a linearly ordered multiplicative group of monomials 𝔐n. We then let 𝕋nE denote the field of well-based series ℝ[[𝔐n]]. This is the set of maps ℝ𝔐n with well-based (i.e. reverse well-ordered) support, equipped with pointwise sum and Cauchy product (see Hahn series). In 𝕋nE, we distinguish the (non-unital) subring 𝕋n,E of purely large transseries, which are series whose support contains only monomials lying strictly above 1.

We start with 𝔐0=xℝ equipped with the product xaxb:=xa+b and the order xaxba<b.
If nβ„• is such that 𝔐n, and thus 𝕋nE and 𝕋n,E are defined, we let 𝔐n+1 denote the set of formal expressions xaeθ where aℝ and θ𝕋n,E. This forms a linearly ordered commutative group under the product (xaeθ)(xaeθ)=(xa+a)eθ+θ and the lexicographic order xaeθxaeθ if and only if θ<θ or (θ=θ and a<a).

The natural inclusion of 𝔐0 into 𝔐1 given by identifying xa and xae0 inductively provides a natural embedding of 𝔐n into 𝔐n+1, and thus a natural embedding of 𝕋nE into 𝕋n+1E. We may then define the linearly ordered commutative group 𝔐=nℕ𝔐n and the ordered field 𝕋E=nℕ𝕋nE which is the field of log-free transseries.

The field 𝕋E is a proper subfield of the field ℝ[[𝔐]] of well-based series with real coefficients and monomials in 𝔐. Indeed, every series f in 𝕋E has a bounded exponential depth, i.e. the least positive integer n such that f𝕋nE, whereas the series

ex+eex+eeex+ℝ[[𝔐]]

has no such bound.

Exponentiation on 𝕋E:

The field of log-free transseries is equipped with an exponential function which is a specific morphism exp:(𝕋E,+)(𝕋E,>,×). Let f be a log-free transseries and let nβ„• be the exponential depth of f, so f𝕋nE. Write f as the sum f=θ+r+ε in 𝕋nE, where θ𝕋n,E, r is a real number and ε is infinitesimal (any of them could be zero). Then the formal Hahn sum

E(ε):=kβ„•εkk!

converges in 𝕋nE, and we define exp(f)=eθexp(r)E(ε)𝕋n+1E where exp(r) is the value of the real exponential function at r.

Right-composition with ex:

A right composition ex with the series ex can be defined by induction on the exponential depth by

(fπ”ͺπ”ͺ)ex:=fπ”ͺ(π”ͺex),

with xrex:=erx. It follows inductively that monomials are preserved by ex, so at each inductive step the sums are well-based and thus well defined.

Log-exp transseries

Definition:

The function exp defined above is not onto 𝕋E,> so the logarithm is only partially defined on 𝕋E: for instance the series x has no logarithm. Moreover, every positive infinite log-free transseries is greater than some positive power of x. In order to move from 𝕋E to 𝕋LE, one can simply "plug" into the variable x of series formal iterated logarithms n,nβ„• which will behave like the formal reciprocal of the n-fold iterated exponential term denoted en.

For m,nβ„•, let 𝔐m,n denote the set of formal expressions 𝔲n where 𝔲𝔐m. We turn this into an ordered group by defining (𝔲n)(𝔳n(x)):=(𝔲𝔳)n, and defining 𝔲n𝔳n when 𝔲𝔳. We define 𝕋m,nLE:=ℝ[[𝔐m,n]]. If n>n and mm+(nn), we embed 𝔐m,n into 𝔐m,n by identifying an element 𝔲n with the term

(𝔲exexnn)n.

We then obtain 𝕋LE as the directed union

𝕋LE=m,nℕ𝕋m,nLE.

On 𝕋LE, the right-composition with is naturally defined by

𝕋m,nLE(fπ”ͺnπ”ͺn):=fπ”ͺnπ”ͺn+1𝕋m,n+1LE.

Exponential and logarithm:

Exponentiation can be defined on 𝕋LE in a similar way as for log-free transseries, but here also exp has a reciprocal log on 𝕋LE,>. Indeed, for a strictly positive series f𝕋m,nLE,>, write f=π”ͺr(1+ε) where π”ͺ is the dominant monomial of f (largest element of its support), r is the corresponding positive real coefficient, and ε:=fπ”ͺr1 is infinitesimal. The formal Hahn sum

L(1+ε):=kβ„•(ε)kk+1

converges in 𝕋m,nLE. Write π”ͺ=𝔲n where 𝔲𝔐m itself has the form 𝔲=xaeθ where θ𝕋m,E and aℝ. We define (π”ͺ):=an+1+θn. We finally set

log(f):=(π”ͺ)+log(c)+L(1+ε)𝕋m,n+1LE.

Using surreal numbers

Direct construction of log-exp transseries

One may also define the field of log-exp transseries as a subfield of the ordered field 𝐍𝐨 of surreal numbers.[4] The field 𝐍𝐨 is equipped with Gonshor-Kruskal's exponential and logarithm functions[5] and with its natural structure of field of well-based series under Conway normal form.[6]

Define F0LE=ℝ(ω), the subfield of 𝐍𝐨 generated by ℝ and the simplest positive infinite surreal number ω (which corresponds naturally to the ordinal ω, and as a transseries to the series x). Then, for nβ„•, define Fn+1LE as the field generated by FnLE, exponentials of elements of FnLE and logarithms of strictly positive elements of FnLE, as well as (Hahn) sums of summable families in FnLE. The union FωLE=nβ„•FnLE is naturally isomorphic to 𝕋LE. In fact, there is a unique such isomorphism which sends ω to x and commutes with exponentiation and sums of summable families in FωLE lying in Fω.

Other fields of transseries

  • Continuing this process by transfinite induction on 𝐎𝐫𝐝 beyond FωLE, taking unions at limit ordinals, one obtains a proper class-sized field ℝω canonically equipped with a derivation and a composition extending that of 𝕋LE (see Operations on transseries below).
  • If instead of F0LE one starts with the subfield F0EL:=ℝ(ω,logω,loglogω,) generated by ℝ and all finite iterates of log at ω, and for nβ„•,Fn+1EL is the subfield generated by FnEL, exponentials of elements of FnEL and sums of summable families in FnEL, then one obtains an isomorphic copy the field 𝕋EL of exponential-logarithmic transseries, which is a proper extension of 𝕋LE equipped with a total exponential function.[7]

The Berarducci-Mantova derivation[8] on 𝐍𝐨 coincides on 𝕋LE with its natural derivation, and is unique to satisfy compatibility relations with the exponential ordered field structure and generalized series field structure of 𝕋EL and ℝω.

Contrary to 𝕋LE, the derivation in 𝕋EL and ℝω is not surjective: for instance the series

1ωlogωloglogω:=exp((logω+loglogω+logloglogω+))𝕋EL

doesn't have an antiderivative in 𝕋EL or ℝω (this is linked to the fact that those fields contain no transexponential function).

Additional properties

Operations on transseries

Operations on the differential exponential ordered field

Transseries have very strong closure properties, and many operations can be defined on transseries:

exp(x1)=n=01n!xnandlog(x+)=+n=0(x1)nn+1.
  • Logarithm is defined for positive arguments.
  • Log-exp transseries are real-closed.
  • Integration: every log-exp transseries f has a unique antiderivative with zero constant term F𝕋LE, F=f and F1=0.
  • Logarithmic antiderivative: for f𝕋LE, there is h𝕋LE with f=fh.

Note 1. The last two properties mean that 𝕋LE is Liouville closed.

Note 2. Just like an elementary nontrigonometric function, each positive infinite transseries f has integral exponentiality, even in this strong sense:

k,nβ„•:nk1nfnk+1.

The number k is unique, it is called the exponentiality of f.

Composition of transseries

An original property of 𝕋LE is that it admits a composition :𝕋LE×𝕋LE,>,𝕋LE (where 𝕋LE,>, is the set of positive infinite log-exp transseries) which enables us to see each log-exp transseries f as a function on 𝕋LE,>,. Informally speaking, for g𝕋LE,>, and f𝕋LE, the series fg is obtained by replacing each occurrence of the variable x in f by g.

Properties
  • Associativity: for f𝕋LE and g,h𝕋LE,>,, we have gh𝕋LE,>, and f(gh)=(fg)h.
  • Compatibility of right-compositions: For g𝕋LE,>,, the function g:ffg is a field automorphism of 𝕋LE which commutes with formal sums, sends x onto g, ex onto exp(g) and onto log(g). We also have x=id𝕋LE.
  • Unicity: the composition is unique to satisfy the two previous properties.
  • Monotonicity: for f𝕋LE, the function gfg is constant or strictly monotonous on 𝕋LE,>,. The monotony depends on the sign of f.
  • Chain rule: for f𝕋LE× and g𝕋LE,>,, we have (fg)=gfg.
  • Functional inverse: for g𝕋LE,>,, there is a unique series h𝕋LE,>, with gh=hg=x.
  • Taylor expansions: each log-exp transseries f has a Taylor expansion around every point in the sense that for every g𝕋LE,>, and for sufficiently small ε𝕋LE, we have
f(g+ε)=kβ„•f(k)gk!εk
where the sum is a formal Hahn sum of a summable family.
  • Fractional iteration: for f𝕋LE,>, with exponentiality 0 and any real number a, the fractional iterate fa of f is defined.[9]

Decidability and model theory

Theory of differential ordered valued differential field

The +,×,,<, theory of 𝕋LE is decidable and can be axiomatized as follows (this is Theorem 2.2 of Aschenbrenner et al.):

  • 𝕋LE is an ordered valued differential field.
  • f>0f1f>0
  • f1f1
  • fg:g=f
  • fh:h=fh
  • Intermediate value property (IVP):
P(f)<0P(g)>0h:P(h)=0,
where P is a differential polynomial, i.e. a polynomial in f,f,f,,f(k).

In this theory, exponentiation is essentially defined for functions (using differentiation) but not constants; in fact, every definable subset of ℝn is semialgebraic.

Theory of ordered exponential field

The +,×,exp,< theory of 𝕋LE is that of the exponential real ordered exponential field (ℝ,+,×,exp,<), which is model complete by Wilkie's theorem.

Hardy fields

𝕋as is the field of accelero-summable transseries, and using accelero-summation, we have the corresponding Hardy field, which is conjectured to be the maximal Hardy field corresponding to a subfield of 𝕋. (This conjecture is informal since we have not defined which isomorphisms of Hardy fields into differential subfields of 𝕋 are permitted.) 𝕋as is conjectured to satisfy the above axioms of 𝕋. Without defining accelero-summation, we note that when operations on convergent transseries produce a divergent one while the same operations on the corresponding germs produce a valid germ, we can then associate the divergent transseries with that germ.

A Hardy field is said maximal if it is properly contained in no Hardy field. By an application of Zorn's lemma, every Hardy field is contained in a maximal Hardy field. It is conjectured that all maximal Hardy fields are elementary equivalent as differential fields, and indeed have the same first order theory as 𝕋LE.[10] Logarithmic-transseries do not themselves correspond to a maximal Hardy field for not every transseries corresponds to a real function, and maximal Hardy fields always contain transexponential functions.[11]

See also

References

Template:Reflist

  1. ↑ Dahn, Bernd and GΓΆring, Peter, Notes on exponential-logarithmic terms, Fundamenta Mathematicae, 1987
  2. ↑ Ecalle, Jean, Introduction aux fonctions analyzables et preuve constructive de la conjecture de Dulac, ActualitΓ©s mathΓ©matiques (Paris), Hermann, 1992
  3. ↑ Schmeling, Michael, Corps de transsΓ©ries, PhD thesis, 2001
  4. ↑ Berarducci, Alessandro and Mantova, Vincenzo, Transseries as germs of surreal functions, Transactions of the American Mathematical Society, 2017
  5. ↑ Gonshor, Harry, An Introduction to the Theory of Surreal Numbers, 'Cambridge University Press', 1986
  6. ↑ Conway, John, Horton, On numbers and games, Academic Press, London, 1976
  7. ↑ Kuhlmann, Salma and Tressl, Marcus, Comparison of exponential-logarithmic and logarithmic-exponential series, Mathematical Logic Quarterly, 2012
  8. ↑ Berarducci, Alessandro and Mantova, Vincenzo, Surreal numbers, derivations and transseries, European Mathematical Society, 2015
  9. ↑ Template:Citation
  10. ↑ Aschenbrenner, Matthias, and van den Dries, Lou and van der Hoeven, Joris, On Numbers, Germs, and Transseries, In Proc. Int. Cong. of Math., vol. 1, pp. 1–24, 2018
  11. ↑ Boshernitzan, Michael, Hardy fields and existence of transexponential functions, In aequationes mathematicae, vol. 30, issue 1, pp. 258–280, 1986.