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 (βˆ‘n=0∞anxn) 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:

βˆ‘n=1∞ex1nn!+x3+logx+loglogx+βˆ‘n=0∞xβˆ’n+βˆ‘i=1∞eβˆ’βˆ‘j=1∞eix2βˆ’jx.
βˆ‘m,nβˆˆβ„•x1m+1eβˆ’(logx)n.

The following formal series are not log-exp transseries:

βˆ‘nβˆˆβ„•xn β€” this series is not well-based.
logx+loglogx+logloglogx+β‹― β€” the logarithmic depth of this series is infinite
12x+e12logx+ee12loglogx+β‹― 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 β„βŸ¨βŸ¨Ο‰βŸ©βŸ© (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,+,Γ—,<,exp) of the ordered exponential field of real numbers are all comparable: For all such f and g, we have fβ‰€βˆžg or gβ‰€βˆžf, where fβ‰€βˆžg means βˆƒx.βˆ€y>x.f(y)≀g(y). The equivalence class of f under the relation fβ‰€βˆžg∧gβ‰€βˆžf 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, (βˆ‘k=0nxβˆ’k)nβˆˆβ„• is associated with βˆ‘k=0∞xβˆ’k rather than βˆ‘k=0∞xβˆ’kβˆ’eβˆ’x because eβˆ’x 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 βˆ‘kβˆˆβ„•k!exβˆ’kk+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 eΟ‰ of the Abel equation eeΟ‰(x)=eΟ‰(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,

βˆ‘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<β‹― (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 xneβ‹― 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 xaeβ‹― and explicitly separates different stages.

A purely large transseries is a nonempty transseries βˆ‘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: βˆ‘aimi+βˆ‘bimi=βˆ‘(ai+bi)mi (absence of a term is equated with a zero coefficient).

Comparison:

The most significant term of βˆ‘aimi is aimi for the largest mi (because the sum is well-based, this exists for nonzero transseries). βˆ‘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>β‹―>1>0.
ea<eb iff a<b (also e0=1).

Multiplication:

eaeb=ea+b
(βˆ‘aixi)(βˆ‘bjyj)=βˆ‘k(βˆ‘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:

(βˆ‘aixi)=βˆ‘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 Ξ½ given by the leading monic transmonomial, and the corresponding asymptotic relation defined for 0β‰ f,gβˆˆπ•‹LE by fβ‰Ίg if βˆ€0<rβˆˆβ„,|f|<r|g| (where |f|=max(f,βˆ’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 nβˆˆβ„•, 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 ℝ→𝔐n 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 xaβ‰Ίxb↔a<b.
If nβˆˆβ„• is such that 𝔐n, and thus 𝕋nE and 𝕋n,≻E are defined, we let 𝔐n+1 denote the set of formal expressions xaeΞΈ where aβˆˆβ„ and ΞΈβˆˆπ•‹n,≻E. This forms a linearly ordered commutative group under the product (xaeΞΈ)(xaeΞΈ)=(xa+a)eΞΈ+ΞΈ and the lexicographic order xaeΞΈβ‰ΊxaeΞΈ if and only if ΞΈ<ΞΈ or (ΞΈ=ΞΈ 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=⋃nβˆˆβ„•π”n and the ordered field 𝕋E=⋃nβˆˆβ„•π•‹nE 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 fβˆˆπ•‹nE, whereas the series

eβˆ’x+eβˆ’ex+eβˆ’eex+β‹―βˆˆβ„[[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,+)β†’(𝕋E,>,Γ—). Let f be a log-free transseries and let nβˆˆβ„• be the exponential depth of f, so fβˆˆπ•‹nE. Write f as the sum f=ΞΈ+r+Ξ΅ in 𝕋nE, where ΞΈβˆˆπ•‹n,≻E, r is a real number and Ξ΅ is infinitesimal (any of them could be zero). Then the formal Hahn sum

E(Ξ΅):=βˆ‘kβˆˆβ„•Ξ΅kk!

converges in 𝕋nE, and we define exp(f)=eΞΈexp(r)E(Ξ΅)βˆˆπ•‹n+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

(βˆ‘fπ”ͺπ”ͺ)∘ex:=βˆ‘fπ”ͺ(π”ͺ∘ex),

with xr∘ex:=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 β„“n,nβˆˆβ„• which will behave like the formal reciprocal of the n-fold iterated exponential term denoted en.

For m,nβˆˆβ„•, let 𝔐m,n denote the set of formal expressions π”²βˆ˜β„“n where π”²βˆˆπ”m. We turn this into an ordered group by defining (π”²βˆ˜β„“n)(π”³βˆ˜β„“n(x)):=(𝔲𝔳)βˆ˜β„“n, and defining π”²βˆ˜β„“nβ‰Ίπ”³βˆ˜β„“n when 𝔲≺𝔳. We define 𝕋m,nLE:=ℝ[[𝔐m,n]]. If n>n and mβ‰₯m+(nβˆ’n), we embed 𝔐m,n into 𝔐m,n by identifying an element π”²βˆ˜β„“n with the term

(π”²βˆ˜exβˆ˜β‹―βˆ˜ex⏞nβˆ’n)βˆ˜β„“n.

We then obtain 𝕋LE as the directed union

𝕋LE=⋃m,nβˆˆβ„•π•‹m,nLE.

On 𝕋LE, the right-composition βˆ˜β„“ with β„“ is naturally defined by

𝕋m,nLEβˆ‹(βˆ‘fπ”ͺβˆ˜β„“nπ”ͺβˆ˜β„“n)βˆ˜β„“:=βˆ‘fπ”ͺβˆ˜β„“nπ”ͺβˆ˜β„“n+1βˆˆπ•‹m,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 fβˆˆπ•‹m,nLE,>, write f=π”ͺr(1+Ξ΅) where π”ͺ is the dominant monomial of f (largest element of its support), r is the corresponding positive real coefficient, and Ξ΅:=fπ”ͺrβˆ’1 is infinitesimal. The formal Hahn sum

L(1+Ξ΅):=βˆ‘kβˆˆβ„•(βˆ’Ξ΅)kk+1

converges in 𝕋m,nLE. Write π”ͺ=π”²βˆ˜β„“n where π”²βˆˆπ”m itself has the form 𝔲=xaeΞΈ where ΞΈβˆˆπ•‹m,≻E and aβˆˆβ„. We define β„“(π”ͺ):=aβ„“n+1+ΞΈβˆ˜β„“n. We finally set

log(f):=β„“(π”ͺ)+log(c)+L(1+Ξ΅)βˆˆπ•‹m,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(Ο‰), the subfield of 𝐍𝐨 generated by ℝ and the simplest positive infinite surreal number Ο‰ (which corresponds naturally to the ordinal Ο‰, and as a transseries to the series x). Then, for nβˆˆβ„•, 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 FΟ‰LE=⋃nβˆˆβ„•FnLE is naturally isomorphic to 𝕋LE. In fact, there is a unique such isomorphism which sends Ο‰ to x and commutes with exponentiation and sums of summable families in FΟ‰LE lying in FΟ‰.

Other fields of transseries

  • Continuing this process by transfinite induction on 𝐎𝐫𝐝 beyond FΟ‰LE, taking unions at limit ordinals, one obtains a proper class-sized field β„βŸ¨βŸ¨Ο‰βŸ©βŸ© 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(Ο‰,logΟ‰,loglogΟ‰,…) generated by ℝ and all finite iterates of log at Ο‰, and for nβˆˆβ„•,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 β„βŸ¨βŸ¨Ο‰βŸ©βŸ©.

Contrary to 𝕋LE, the derivation in 𝕋EL and β„βŸ¨βŸ¨Ο‰βŸ©βŸ© is not surjective: for instance the series

1Ο‰logΟ‰loglogΟ‰β‹―:=exp(βˆ’(logΟ‰+loglogΟ‰+logloglogΟ‰+β‹―))βˆˆπ•‹EL

doesn't have an antiderivative in 𝕋EL or β„βŸ¨βŸ¨Ο‰βŸ©βŸ© (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(xβˆ’1)=βˆ‘n=0∞1n!xβˆ’nandlog(x+β„“)=β„“+βˆ‘n=0∞(xβˆ’1β„“)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 Fβˆˆπ•‹LE, F=f and F1=0.
  • Logarithmic antiderivative: for fβˆˆπ•‹LE, there is hβˆˆπ•‹LE 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:

βˆƒk,nβˆˆβ„•:β„“nβˆ’kβˆ’1≀ℓn∘f≀ℓnβˆ’k+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 gβˆˆπ•‹LE,>,≻ and fβˆˆπ•‹LE, the series f∘g is obtained by replacing each occurrence of the variable x in f by g.

Properties
  • Associativity: for fβˆˆπ•‹LE and g,hβˆˆπ•‹LE,>,≻, we have g∘hβˆˆπ•‹LE,>,≻ and f∘(g∘h)=(f∘g)∘h.
  • Compatibility of right-compositions: For gβˆˆπ•‹LE,>,≻, the function ∘g:f↦f∘g is a field automorphism of 𝕋LE which commutes with formal sums, sends x onto g, ex onto exp(g) and β„“ onto log(g). We also have ∘x=id𝕋LE.
  • Unicity: the composition is unique to satisfy the two previous properties.
  • Monotonicity: for fβˆˆπ•‹LE, the function g↦f∘g is constant or strictly monotonous on 𝕋LE,>,≻. The monotony depends on the sign of f.
  • Chain rule: for fβˆˆπ•‹LEΓ— and gβˆˆπ•‹LE,>,≻, we have (f∘g)=gf∘g.
  • Functional inverse: for gβˆˆπ•‹LE,>,≻, there is a unique series hβˆˆπ•‹LE,>,≻ with g∘h=h∘g=x.
  • Taylor expansions: each log-exp transseries f has a Taylor expansion around every point in the sense that for every gβˆˆπ•‹LE,>,≻ and for sufficiently small Ξ΅βˆˆπ•‹LE, we have
f∘(g+Ξ΅)=βˆ‘kβˆˆβ„•f(k)∘gk!Ξ΅k
where the sum is a formal Hahn sum of a summable family.
  • Fractional iteration: for fβˆˆπ•‹LE,>,≻ 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 ⟨+,Γ—,βˆ‚,<,β‰ΊβŸ© 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>0∧f≻1⟹f>0
  • fβ‰Ί1⟹fβ‰Ί1
  • βˆ€fβˆƒg:g=f
  • βˆ€fβˆƒh:h=fh
  • Intermediate value property (IVP):
P(f)<0∧P(g)>0βŸΉβˆƒh: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 ⟨+,Γ—,exp,<⟩ theory of 𝕋LE is that of the exponential real ordered exponential field (ℝ,+,Γ—,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.