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Consider the functions or integrals $f : \mathbb{R} \to \mathbb{R}$ of the form, $$ f(x) = \int_{a}^{b}K(|x-y|)u(y)dy $$ where $u$ is known and $K$ is a weakly singular kernel (or a continuous kernel for simplicity). How do we show that this function $f$ is a polynomial ? One approach would be to actually compute the integral, however, that is a difficult task. For example, consider the integral $$ \int_{-1}^{1} |x-y|^{-s}(1-y^2)^{\frac{1+s}{2}} dy = \frac{\pi (1+s)}{2\sin{\left( \pi\frac{1+s}{2} \right)}}(1-sx^2),$$ where $s \in (-1,1)$, $x\in[-1,1]$. Another approach would be to show higher order derivatives of this integral are zero, but that seems impossible because of the weakly singular kernel. Any hints?

P.S : I have not proven the integral above yet.

Edit : Maybe the question I have asked is too general. We can also start with the following problem: For what values of $s \in (0,1)$ is $$\int_{-1}^{1}(1-y^2)^s\ln{|x-y|}dy $$ a polynomial in $x$?

Edit 2 : It appears that above integral is a polynomial for $x\in[-1,1]$, $s=1/2$.

Sam
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  • @ Sam You set out the correct way to find an answer. In the first example you gave all works out fine but of course before you differentiate you have to split the integral in two parts thus eliminating the modulus. Then use the Faa de Bruno formula and reduce the result to the beta function and all works out fine. But my question is where does your claim come from that the result will be a polynomial in general? – Przemo Nov 23 '23 at 16:17
  • @Przemo I don't think the integral will be a polynomial in general. But I have seen few cases where the integral is behaving like a polynomial. So I was curious to know when these cases will occur. – Sam Nov 23 '23 at 19:32

4 Answers4

3

Clearly we have:

\begin{eqnarray} &&f_s(x):=\int\limits_{-1}^1 (1-y^2)^s \log|x-y| dy = \\ &&\int\limits_0^{1+x} (1-(x-y)^2)^s \log(y) dy + \int\limits_0^{1-x} (1-(x+y)^2)^s \log(y) dy % \end{eqnarray}

Now

\begin{eqnarray} f_s(0) &=& 2 \int\limits_0^1 (1-y^2)^2 \log(y) dy \\ &=& \frac{d}{d \theta} \frac{\Gamma(s+1) \Gamma(\theta/2+1/2)}{\Gamma(s/2+\theta/2+3/2)} |_{\theta=0} \\ &&\sqrt{\pi} \Gamma(1+s) \frac{\phi^{(0)}(1/2) - \phi^{(0)}(3/2+s)}{2 \Gamma(3/2+s)} \end{eqnarray}

As for the derivatives we write the following:

\begin{eqnarray} \left.\frac{d^n}{d x^n} f_s(x) \right|_{x=0} &=& \int\limits_0^1 \frac{d^n}{d x^n} \left( \left. \left(1-(x-y)^2\right)^s + \left(1-(x+y)^2\right)^s \right) \right|_{x=0} \log(y) dy + \mbox{additional terms}\\ \end{eqnarray}

There are two things that need to be pointed out. Firstly, for the calculation of the first term we will be using the Faa di Bruno formula with the external function being $x \rightarrow x^s$ and the internal function being equal to $x \rightarrow 1-(x+\epsilon y)^2$. Secondly, we will be arguing that the additional terms disappear (even though some of them are singular) as $x \rightarrow 0$. Thus we have:

\begin{eqnarray} \left.\frac{d^n}{d x^n} f_s(x) \right|_{x=0} &=& \\ &=& \sum\limits_{\epsilon=\pm} \sum\limits_{m_2=0}^{\lfloor n/2 \rfloor} \frac{n!}{(n-2 m_2)! m_2!} s_{(n-m_2)} (-1)^{m_2} (-2 \epsilon)^{n-2 m_2} \cdot \underline{\int\limits_0^1 (1-y^2)^{s-(n-m_2)} y^{n-2 m_2} \log(y) dy} \\ &=& \sum\limits_{\epsilon=\pm} \sum\limits_{m_2=0}^{\lfloor n/2 \rfloor} \frac{n!}{(n-2 m_2)! m_2!} s_{(n-m_2)} (-1)^{m_2} (-2 \epsilon)^{n-2 m_2} \cdot \left. \underline{\frac{\Gamma \left(\frac{n+1}{2}\right) \Gamma (s+1) \left(H_{\frac{n-1}{2}}-H_{\frac{n+1}{2}+s}\right)}{4 \Gamma \left(\frac{n+3}{2}+s\right)}} \right|_{s \rightarrow s-(n-m_2), n \rightarrow n-2 m_2 } \end{eqnarray}

The Mathematica code verifies the result:

{x} = RandomReal[{0, 1/10}, 1, WorkingPrecision -> 50]; M = 10;
s = RandomReal[{0, 1}, WorkingPrecision -> 50];
(*s=RandomInteger[{1,5}];*)

NIntegrate[(1 - (x - y)^2)^s Log[y], {y, 0, 1 + x}] + NIntegrate[(1 - (y + x)^2)^s Log[y], {y, 0, 1 - x}];

Take[Accumulate@ Join[{(Sqrt[[Pi]] Gamma[1 + s] (PolyGamma[0, 1/2] - PolyGamma[0, 3/2 + s]))/( 2 Gamma[3/2 + s])}, Table[Sum[ n!/((n - 2 m2)! m2!) Pochhammer[s - (n - m2) + 1, n - m2] (-1)^ m2 ((-2) (eps))^(n - 2 m2) ( Gamma[(1 + n - 2 m2)/2] Gamma[ 1 + s - (n - m2)] (HarmonicNumber[1/2 (-1 + n - 2 m2)] - HarmonicNumber[(1 + n - 2 m2)/2 + s - (n - m2)]))/( 4 Gamma[(3 + n - 2 m2)/2 + s - (n - m2)]), {m2, 0, Floor[n/2]}, {eps, -1, 1, 2}] x^n/n!, {n, 1, M}]], -5] // MatrixForm

NIntegrate[(1 - y^2)^s Log[Abs[x - y]], {y, -1, 1}, WorkingPrecision -> 30]

enter image description here

Now, to answer your question. First of all note that the following identity holds true:

\begin{eqnarray} &&\sum\limits_{\epsilon=\pm} \sum\limits_{m_2=0}^{\lfloor n/2 \rfloor} \frac{n!}{(n-2 m_2)! m_2 !} s_{(n-m_2)} (-1)^{m_2} (-2 \epsilon)^{n-2 m_2} \Gamma(\frac{1+n-2 m_2}{2}) \Gamma(1+s-(n-m_2)) \frac{ H_{\frac{1}{2}(-1+n-2 m_2)} - H_{\frac{1+n-2 m_2}{2}+s-(n-m_2)} }{4\Gamma(\frac{3+n-2 m_2}{2}+s-(n-m_2))} =\\ && (\frac{n}{2})! \frac{2^{n/2}}{(n-1)!!} (-1)^{n/2-1} 1_{n \% 2 == 0} (n-1)! \sqrt{\pi} \frac{\Gamma(s+1)}{\Gamma(s+3/2-n/2)} \frac{1}{\Gamma(1+n/2)} \end{eqnarray}

for $n=1,2,3,\cdots$. See Update 1 below for the derivation.

In[393]:= s = RandomReal[{0, 1}, WorkingPrecision -> 200]; M = 14;

l1 = Table[ Sum[n!/((n - 2 m2)! m2!) Pochhammer[s - (n - m2) + 1, n - m2] (-1)^ m2 ((-2) (eps))^(n - 2 m2) ( Gamma[(1 + n - 2 m2)/2] Gamma[ 1 + s - (n - m2)] (HarmonicNumber[1/2 (-1 + n - 2 m2)] - HarmonicNumber[(1 + n - 2 m2)/2 + s - (n - m2)]))/( 4 Gamma[(3 + n - 2 m2)/2 + s - (n - m2)]), {m2, 0, Floor[n/2]}, {eps, -1, 1, 2}], {n, 1, M}]; l2 = Table[(n/2)! 2^(n/2)/(n - 1)!! If[Mod[n, 2] == 0, (-1)^(n/2 - 1), 0] (n - 1)! Sqrt[Pi] Gamma[ s + 1] 1/(Gamma[s + 3/2 - n/2] Gamma[1 + n/2]), {n, 1, M}]; l1 - l2

Out[396]= {0.10^-200, 0.10^-199 + 0.10^-200 I, 0.10^-198 + 0.10^-200 I, 0.10^-197 + 0.10^-198 I, 0.10^-196 + 0.10^-197 I, 0.10^-196 + 0.10^-197 I, 0.10^-195 + 0.10^-196 I, 0.10^-195 + 0.10^-196 I, 0.10^-193 + 0.10^-194 I, 0.10^-193 + 0.10^-194 I, 0.10^-191 + 0.10^-192 I, 0.10^-191 + 0.10^-192 I, 0.10^-189 + 0.10^-189 I, 0.10^-189 + 0.*10^-189 I}

What I wrote here before was a wrong conclusion that those quantities become identically zero for $n$ big enough iff $s$ is a positive integer. This wrong conclusion was based on analysing the Pochhammer factor $s_{(n-m_2)}$ in the left hand side of the above identity. But what is more important is the Gamma function in the denominator of the left hand side! Indeed if we take $n$ even and $s$ positive half integer then for $n$ being large enough the argument of the Gamma function in the denominator becomes a negative integer and as such the Gamma function is infinity and the both sides are identically zero.

So in short, the quantity $f_s(x)$ becomes a polynomial iff $s$ is a positive half integer.

Update:

From the above it is actually not quite clear as to whether the higher derivatives of $f_s(x)$ exist. We will therefore show in a different way that they all do exist. Here we go:

\begin{eqnarray} f_s(x) &=& \int\limits_0^{1+x} (1-(x-y)^2)^s \log(y) dy + \int\limits_0^{1-x} (1-(x+y)^2)^s \log(y) dy \\ &=& \sum\limits_{n=0}^\infty \binom{s}{n} (-1)^n \sum\limits_{l=0}^{2 n} \binom{2n}{l} x^{2n-l} \left[ (-1)^l \int\limits_0^{1+x} y^l \log(y) dy + \int\limits_0^{1-x} y^l \log(y) dy \right] \\ &=& \sum\limits_{n=0}^\infty \binom{s}{n} (-1)^n \sum\limits_{l=0}^{2 n} \binom{2n}{l} x^{2n-l} \left[ (-1)^l \left. \frac{y^{1+l} \left(-1+(1+l) \log(y)\right) }{(1+l)^2} \right|_0^{1+x} + \left. \frac{y^{1+l} \left(-1+(1+l) \log(y)\right) }{(1+l)^2} \right|_0^{1-x} \right] \\ &=& \sum\limits_{n=0}^\infty \binom{s}{n} (-1)^n \sum\limits_{l=0}^{2 n} \binom{2n}{l} x^{2n-l} \left[ \right. \\ && \left. (-1)^{l+1} \frac{(1+x)^{l+1}}{(1+l)^2} + (-1) \frac{(1-x)^{l+1}}{(1+l)^2} + \right. \\ &&\left. (-1)^{l} \frac{(1+x)^{l+1}}{(1+l)^1} \log(1+x) + \frac{(1-x)^{l+1}}{(1+l)^1} \log(1-x) \right. \\ &&\left. \right] \end{eqnarray}

We clearly see that the expression in square brackets above is $C^\infty(x)$ for every $l=0,1,2,\cdots$ and as such the whole expression is $C^\infty(x)$ as expected.

Update 1:

By using the expression for the $n$th derivative as given in the answer below given by Claudio and then by using the Pfaff transformation for the Gaussian hypergeometric function we found the following neat closed form expression for the function in question:

\begin{eqnarray} f_s(x) &=& \sqrt{\pi} \Gamma(1+s) \frac{\phi^{(0)}(1/2) - \phi^{(0)}(3/2+s)}{2 \Gamma(3/2+s)} +\\ && \sum\limits_{n=1}^\infty \frac{2^n}{(2n-1)!!} (-1)^{n-1} (2n-1)! \sqrt{\pi} \frac{\Gamma(s+1)}{\Gamma(s+\frac{3}{2}-n)} \cdot \frac{x^{2n}}{(2n)!} \end{eqnarray}

{x} = RandomReal[{0, 1}, 1, WorkingPrecision -> 50]; M = 40;
s = RandomReal[{0, 1}, WorkingPrecision -> 50];
ll = Join[{(
    Sqrt[\[Pi]]
      Gamma[1 + s] (PolyGamma[0, 1/2] - PolyGamma[0, 3/2 + s]))/(
    2 Gamma[3/2 + s])}, Table[
     2^(n)/(2 n - 1)!! (-1)^(n - 1) (2 n - 1)! Sqrt[Pi] Gamma[
      s + 1] 1/(Gamma[s + 3/2 - n]) x^(2 n)/(2 n)!, {n, 1, M}]];
Take[Accumulate@ll, -5] // MatrixForm

NIntegrate[(1 - y^2)^s Log[Abs[x - y]], {y, -1, 1}, WorkingPrecision -> 30]

enter image description here

From the above it clearly follows that the expression is indeed a polynomial in $x$ if and only if $s$ is a positive half-integer.

Przemo
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  • I have a few questions regarding your proof. Correct me if I am wrong, the idea of the proof is that the derivatives of the integral at $x=0$ will vanish after a certain point if the integral is a polynomial in $x$, if it's not a polynomial, then no such $n$ will exist.

    i. How exactly are we using Faa di Bruno formula?What are two function $g,h$, where we are computing $n$th derivative of $g(h(x))$. ii. The expression for $n$th derivative is ugly. I don't see how the expression is zero or non-zero for a given choice of $s$. iii. For $s=1/2$, the expression is behaving like a polynomial.

    – Sam Nov 23 '23 at 19:54
  • Thank you for all the hard work! I couldn't write this in the previous comment because I reached the character limit. – Sam Nov 23 '23 at 19:56
  • Also @Przemo, as I see from the expression of the derivative, the integrals have the term $(1-y^2)^{s-n+m_2}$, which is not integrable in $(0,1)$. So the expressions for the higher order derivatives doesn't seem right. – Sam Nov 23 '23 at 19:59
  • @Sam: I changed slightly the answer but you have a valid point. The higher order derivatives will in general not exist; those additional terms in the formula for the derivative do indeed blow up. But that been said the expansion converges quite fast -- try to play with the code yourself and see. It is a bit of a mystery for me why is that. – Przemo Nov 24 '23 at 12:19
  • please answer to my first comment. – Sam Nov 24 '23 at 18:16
  • @Sam: As for the functions in the Faa di Bruno $g(x)=x^s$ and $h(x) = 1-(x\pm y)^2$. Because the second function is a polynomial of second order the usual sum $1\cdot m_1 + \cdots + n\cdot m_n = n$ reduces to the first two terms only and this is what we have there. Now, as for the question when the infinite sum becomes a polynomial. There must exist some $n=n_0$ such that for all $n > n_0 $ the coefficients at $x^n$ vanish identically which is equivalent to $s_{(n-m_2)} = 0 $ for all $m_2=0,\cdots,\lfloor n/2 \rfloor$. But this happens only if $s$ is an integer with $n_0 = 2 s$. – Przemo Nov 27 '23 at 11:34
  • @Sam: I do admit that the calculation of the $n$th derivative is a little bit dodgy. It is not quite clear whether it even exists. But from the second part we see that the function $f_s(x)$ is indeed smooth , i.e. $C^\infty$, and as such it must have a unique Taylor expansion about zero. then this expansion is exactly the one I gave in the first part of the answer as verified numerically. – Przemo Nov 27 '23 at 11:38
  • @Sam: As a matter of fact if one completes the calculation in Update above, i.e. replaces the binomial factors and the log's by their Taylor expansions and collect all coefficients corresponding to a given power of $x$ one should obtain the expression for the $n$ th derivative as give before that above. I was trying to do that but it is an overwhelming task and I didn't have time and motivation for finishing that. – Przemo Nov 27 '23 at 11:41
  • @ Sam: The quantity is a polynomial if and only if $s$ is a positive half integer; you were right. See Update 1. – Przemo Nov 27 '23 at 16:54
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Assuming that \begin{eqnarray} &&I_s(x)=\int\limits_{-1}^1 (1-y^2)^s \log|x-y| dy \end{eqnarray} is a polynomial in $x$ for some $s \in (0,1)$, we expect the n-th derivative with respect to $x$ of $f_s(x)$ to be zero for some $n \geq 1$. Now, let $f_s(x,y) = (1-y^2)^s \log|x-y|$. The first derivative $D_{1}(x) = dI_s(x)/dx$ is \begin{eqnarray} &&D_1(x)=\int\limits_{-1}^1 \frac{\partial f_s(x,y)}{\partial x} dy = \int\limits_{-1}^1 \frac{(1-y^2)^s}{x-y}dy \end{eqnarray} and \begin{eqnarray} &&D_2(x)=\int\limits_{-1}^1 -\frac{(1-y^2)^s}{(x-y)^2}dy \end{eqnarray} \begin{eqnarray} &&D_3(x)=\int\limits_{-1}^1 2\frac{(1-y^2)^s}{(x-y)^3}dy \end{eqnarray} \begin{eqnarray} &&D_4(x)=\int\limits_{-1}^1 -6\frac{(1-y^2)^s}{(x-y)^4}dy \end{eqnarray} \begin{eqnarray} &&D_5(x)=\int\limits_{-1}^1 24\frac{(1-y^2)^s}{(x-y)^5}dy \end{eqnarray} which suggests \begin{align} D_n(x)&=(-1)^{n-1}(n-1)!\int\limits_{-1}^1 \frac{(1-y^2)^s}{(x-y)^n}dy \\ &= (-1)^{n-1}(n-1)! \sqrt{\pi } x^{-n} \Gamma (s+1) \, _2\tilde{F}_1\left(\frac{n}{2},\frac{n+1}{2};s+\frac{3}{2};\frac{1}{x^2}\right) \end{align} where $_2\tilde{F}_1(a,b;c;z)$ is the regularized hypergeometric function $_2{F}_1(a,b;c;z)/\Gamma(c)$. As far as I can see, this n-th derivative of $I_s(x)$ can't be zero for any $n\geq 1$ irrespective of the choice of $s$.

In a different approach, for $|x|\geq 1$ and $s>-1$, Mathematica gives \begin{eqnarray} &&I_s(x)=\int\limits_{-1}^1 (1-y^2)^s \log|x-y| dy \\ &&= \frac{\sqrt{\pi } \Gamma (s+1) \left(4 x^2 \log (x)-\Gamma \left(s+\frac{3}{2}\right) \, _3\tilde{F}_2\left(1,1,\frac{3}{2};2,s+\frac{5}{2};\frac{1}{x^2}\right)\right)}{4 x^2 \Gamma \left(s+\frac{3}{2}\right)} \end{eqnarray} which I can't see how possibly could be reduced to a polynomial in $x$.

[UPDATED]

Now, for $x\in(-1,1)$, \begin{eqnarray} &&I_{1/2}(x)=\int\limits_{-1}^1 (1-y^2)^{1/2} \log|x-y| dy \\ &&=\int\limits_{-1}^x (1-y^2)^{1/2} \log(x-y) dy + \int\limits_{x}^1 (1-y^2)^{1/2} \log(y-x) dy \end{eqnarray}

Let \begin{eqnarray} &&g(x,y)=\int\limits_{-1}^x (1-y^2)^{1/2} \log(x-y) dy \\ &&h(x,y)=\int\limits_{x}^1 (1-y^2)^{1/2} \log(y-x) dy \end{eqnarray}

Then \begin{eqnarray} &&I_{1/2}(x)=\lim_{y \to x^-}g(x,y) - \lim_{y \to -1^+}g(x,y) + \lim_{y \to 1^-}h(x,y) - \lim_{y \to x^+}h(x,y) \\ \end{eqnarray} Both $\lim_{y \to x^-}g(x,y) = \lim_{y \to x^+}h(x,y) = +\infty$ so, in the sense of a principal value integral, the real part of $I_{1/2}(x)$ is \begin{eqnarray} &&\mathrm{Re}\{\mathrm{PV}[I_{1/2}(x)]\}=\mathrm{Re}\{\lim_{y \to 1}h(x,y) - \lim_{y \to -1}g(x,y)\} \\ &&=\frac{\pi}{4} \left(2 x^2-1-\log (4)\right) \end{eqnarray} (the above result also includes a term $-2 \Im\left(\text{Li}_2\left(-x-i \sqrt{1-x^2}\right)-\text{Li}_2\left(x-i \sqrt{1-x^2}\right)+\text{Li}_2\left(i \sqrt{1-x^2}-x\right)-\text{Li}_2\left(x+i \sqrt{1-x^2}\right)\right)$

whose real part sum up to zero.)

Although I didn't have explored other values of $s$, a numerical analysis suggests $I_s(x)$ can be expressed as a polynomial in $x$ for $x\in (-1,1)$ and all $s\in (0,1)$. enter image description here

Claudio
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  • We are considering $x\in [-1,1]$. In this domain, the partial derivative can't be taken inside like you have shown above. @Claudio – Sam Nov 25 '23 at 00:26
  • Indeed, in the $x\in [-1,1]$ domain, I should have considered separately the sub-domains $x<y$ and $x>y$, and the integral $I_s(x)$ is now split into two integrals having $x$ in the upper/lower bound. – Claudio Nov 25 '23 at 15:40
  • The Cauchy principal value of $I_{1/2}(x) = \frac{\pi}{4}(2x^2-\log 4 -1)$. – Claudio Nov 25 '23 at 15:55
  • I think that expression is correct. How did you get that expression? Is the integral not a polynomial for other values of $s \in (0,1)$ other than $1/2$ , in domain $x\in[-1,1]$ ? If you can explain this, then I think most of my questions will be answered. I am also interested to know why the other integral mentioned in the post (the one with $|x-y|^{-s}$ )also a polynomial in $x$. – Sam Nov 25 '23 at 22:25
  • @Sam, I have updated my answer with some details. – Claudio Nov 26 '23 at 10:07
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Now, let us do the original integral from the body of the question.

\begin{eqnarray} &&\int\limits_{-1}^{+1} \left| x - y \right|^{-s} \cdot \left( 1- y^2 \right)^{\frac{1+s}{2}} dy = \\ &&\int\limits_0^{1+x} y^{-s} \cdot \left( 1 - (x-y)^2 \right)^{\frac{1+s}{2}} dy + \int\limits_0^{1-x} y^{-s} \cdot \left( 1 - (x+y)^2 \right)^{\frac{1+s}{2}} dy = \\ && \sum\limits_{l=0}^\infty \sum\limits_{p=0}^{2 l} \binom{\frac{1+s}{2}}{l} (-1)^l \binom{2 l}{p} x^{2l-p} \left[ (-1)^p \frac{y^{p-s+1}}{p-s+1} |_{0}^{1+x} + \frac{y^{p-s+1}}{p-s+1} |_{0}^{1-x} \right] = \\ && \sum\limits_{l=0}^\infty \sum\limits_{p=0}^{2 l} \binom{\frac{1+s}{2}}{l} (-1)^l \binom{2 l}{p} x^{2l-p} \left[ (-1)^p \frac{(1+x)^{p-s+1}}{p-s+1} + \frac{(1-x)^{p-s+1}}{p-s+1} \right] = \\ && \sum\limits_{l=0}^\infty \sum\limits_{p=0}^{2 l} \sum\limits_{m=0}^\infty \binom{\frac{1+s}{2}}{l} (-1)^l \binom{2 l}{p} \frac{1}{p-s+1} \binom{p-s+1}{m} \left[(-1)^p + (-1)^m \right] x^{2l-p+m} \underbrace{=}_{2l-p \rightarrow p} \\ && \sum\limits_{l=0}^\infty \sum\limits_{p=0}^{2 l} \sum\limits_{m=0}^\infty \binom{\frac{1+s}{2}}{l} (-1)^l \binom{2 l}{p} \frac{1}{2l-p-s+1} \binom{2l-p-s+1}{m} \left[(-1)^p + (-1)^m \right] x^{p+m} \underbrace{=}_{m+p\rightarrow m} \\ && \sum\limits_{m=0}^\infty \left[ 1 + (-1)^m \right] x^m \sum\limits_{l=0}^\infty \binom{\frac{1+s}{2}}{l} (-1)^l \sum\limits_{p=0}^{2 l \wedge m} \binom{2 l}{p} \frac{1}{2l-p-s+1} \binom{2l-p-s+1}{m-p} (-1)^p = \\ && \sum\limits_{m=0}^\infty \left[ 1 + (-1)^m \right] x^m \sum\limits_{l=0}^\infty \binom{\frac{1+s}{2}}{l} (-1)^l \frac{(-1)^{1+m} (-1+m+s)!}{(-1-2 l+m+s) m! (-1+s)!} = \\ && \sum\limits_{m=0}^\infty \left[ 1 + (-1)^m \right] x^m \frac{(-1)^{1+m} \Gamma(\frac{1}{2}(1-m-s)) \Gamma(\frac{3+s}{2}) (-1+m+s)!}{2 \Gamma(\frac{4-m}{2}) m! (-1+s)!} \underbrace{=}_{m \rightarrow 2 m} \\ && \sum\limits_{m=0}^\infty x^{2 m} \frac{(-1)^{1+2m} \Gamma(\frac{1}{2}(1-2m-s)) \Gamma(\frac{3+s}{2}) (-1+2m+s)!}{ \Gamma(2-m) (2 m)! (-1+s)!} = \\ && (-1)^{1} \frac{\Gamma(\frac{3+s}{2})}{(-1+s)!} \sum\limits_{m=0}^1 x^{2 m} \frac{\Gamma(\frac{1}{2}(1-2m-s)) (-1+2m+s)!}{ \Gamma(2-m) (2 m)! } \\ && \frac{\Gamma(\frac{3+s}{2})}{(-1+s)!} \left[ \frac{\Gamma(\frac{1}{2}(1-s)) (-1+s)!}{ 1 } + \frac{\Gamma(\frac{1}{2}(1-2-s)) (-1+2+s)!}{ 2! } \cdot x^2 \right] \\ &&\frac{\pi (1+s)}{2 \sin[\pi (1+s)/2]} \left(1-s x^2 \right) \end{eqnarray}

Update:

By generalizing the approach above we found the following identity:

\begin{eqnarray} f^{(u)}_s(x):=\int\limits_{-1}^1 \left| x - y \right| ^{-s} \cdot u(y^2) dy = \sum\limits_{m=0}^\infty x^{2 m} \cdot \int\limits_0^1 v^{-\frac{1}{2} - m - \frac{s}{2}} u(v) dv \cdot \frac{ (-1+2 m+s)!}{(2m)! (-1+s)!} \end{eqnarray}

In particular if the function $u(v)$ is a polynomial $u(v) := \sum\limits_{j=0}^{\cdots} c_j v^j$ then we have: \begin{eqnarray} f^{(u)}_s(x):= \sum\limits_{m=0}^\infty x^{2 m} \left( \sum\limits_{j=0}^{\cdots} \frac{2 c_j}{s+2 m-2 j-1}\right) \cdot \frac{(-1) (-1+2 m+s)!}{(2m)! (-1+s)!} \end{eqnarray}

In[1105]:= 
M = 20;
{c1, c2, c3, c4} = RandomReal[{0, 2}, 4, WorkingPrecision -> 50];
u[y_] := c1 + c2 y + c3 y^2 + c4 y^3;
{x, s} = RandomReal[{0, 1}, 2, WorkingPrecision -> 50];

Take[Accumulate@ Table[x^(2 m) (2 (c4/(-7 + 2 m + s) + c3/(-5 + 2 m + s) + c2/(-3 + 2 m + s) + c1/(-1 + 2 m + s))) (-1) (-1 + 2 m + s)!/((2 m)! (-1 + s)!), {m, 0, M}], -5] NIntegrate[Abs[x - y]^(-s) u[y^2], {y, -1, +1}, WorkingPrecision -> 20]

Out[1109]= {6.732240551929893598998843563293131173142318189915,
6.732240532870031910465627488919415982663760660392,
6.732240524499490895052383960180218671612761950458,
6.732240520799152621695056636305660295491681772765,
6.732240519153768098655950357463278334828043213758}

Out[1110]= 6.7322405178151331850

Finally , if we take $u(y) := (1-y)^\alpha$ then we have:

\begin{eqnarray} f^{(u)}_s(x):= \sum\limits_{m=0}^\infty x^{2 m} \frac{(-2) \Gamma(1+\alpha) \Gamma(\frac{1}{2}(3-2 m-s)) (-2+2 m+s)!}{\Gamma(\frac{1}{2}(3+2 \alpha-2 m-s)) (2m)! (-1+s)!} \end{eqnarray}

which reduces to a polynomial if and only if $3+2 \alpha - s$ is an even positive integer.

In[1143]:= 
M = 20;
{alpha} = RandomReal[{0, 2}, 1, WorkingPrecision -> 50];
u[y_] := (1 - y)^alpha;
{x, s} = RandomReal[{0, 1}, 2, WorkingPrecision -> 50];

Take[Accumulate@ Table[x^(2 m) (((-2) Gamma[1 + alpha] Gamma[ 1/2 (3 - 2 m - s)] (-2 + 2 m + s)!)/( Gamma[1/2 (3 + 2 alpha - 2 m - s)] (2 m)! (-1 + s)!)), {m, 0, M}], -5] NIntegrate[Abs[x - y]^(-s) u[y^2], {y, -1, +1}, WorkingPrecision -> 20]

Out[1147]= {1.9031964634459376578194552965277491310931519103027 + 0.10^-50 I, 1.9031964634456814521855812677359334453451112741067 + 0.10^-50 I, 1.9031964634456074747778039034162966105864223312437 + 0.10^-50 I, 1.9031964634455859522475540218908289574174841772217 + 0.10^-50 I, 1.9031964634455796481009684753117068942042459546364 + 0.*10^-50 I}

Out[1148]= 1.9031964634455770059

Przemo
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  • Thank you @Przemo ! – Sam Nov 28 '23 at 18:24
  • @Sam Yes, indeed sometimes the result can be a polynomial but in most cases it will not be. I think the results above can be useful for solving Volterra-type integral equations $\int\limits_{-1}^1 |x-y|^{-s} u(y^2) dy = g(x)$, equations that cannot be treated via Laplace transforms. Once again, could you provide some context? Why are you interested in this stuff? – Przemo Nov 29 '23 at 11:56
  • I wanted to approximate the integral using quadrature rules. To compute the error, an exact solution is usually preferred, otherwise convergence test is the only way to see if the quadrature rule is working. I was surprised to see that some of these integrals are polynomials, which is unbelievable if you see the integrand. – Sam Nov 29 '23 at 20:50
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    @ Sam: As far as I understand you analyzed the integral $\int\limits_{-1}^1 \left| x- y \right|^{-s} u(y^2) dy $ over different functions $u()$ and you found out that in many cases it becomes a polynomial .From the Update above we see that this is the case iff $\int\limits_0^1 v^{-1/2-s/2-m} u(v) dv$ becomes identically zero for integer $m$ and $m > m_0$. Now, we know that if $u(v)= (1-v)^\alpha $ then we can choose $\alpha$ such that this property holds true. But can we find all possible functions $u()$ for which the required property holds true? – Przemo Nov 30 '23 at 16:40
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    @ Sam My question would therefore be what kind of functions have you tried? – Przemo Nov 30 '23 at 16:41
  • I have only tried with different kernels @Przemo , not with different functions $u$. If we focus on one kernel $|x-y|^{-s}$, then I believe we can put some constraints on the coefficients $c_j$ such that the infinite sum terminates giving us a polynomial in $x$. – Sam Dec 16 '23 at 23:46
  • I have a lot of questions regarding the sum manipulation that is happening in this solution. The one that I least understand is the sum: $$ \sum_{p=0}^{\text{min}{2l,m}}\dbinom{2l}{p}\dbinom{2l-p-s+1}{m-p} \frac{(-1)^p}{2l-p-s+1} = (-1)^{m}\frac{(m+s-1)!}{m!(s-1)!(2l-m+1-s)}$$ – Sam Dec 16 '23 at 23:54
  • Other minor questions I have: (i) In the step when we did $m+p\to m$, how did we interchange the infinite sums over m and l ? (ii) I understand that $$(1-(x-y)^2)^{\alpha} = \sum_{l=0}^{\infty} \dbinom{\alpha}{l} (-1)^l (x-y)^{2l} $$ converges absolutely for $|x-y|<1$ which is true when $x \in (-1,1)$ and $y \in [0,1+x)$. But then how did we move this infinite sum outside the integral. I think we are using Dominated convergence kind of argument, but it's not clear to me how we are using DCT. – Sam Dec 17 '23 at 00:18
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    @Sam As for this sum that you posted in the comments above I posted an additional answer where you can find the derivation. If you have any further questions on this don't hesitate to ask. – Przemo Dec 18 '23 at 15:36
  • @ Sam As for (i) it is as follows: $\sum\limits_{l=0}^\infty \sum\limits_{p=0}^{2 l} \sum\limits_{m=0}^\infty \underbrace{=}{m+p \rightarrow m} \sum\limits{l=0}^\infty \sum\limits_{p=0}^{2 l} \sum\limits_{m=p}^\infty = \sum\limits_{l=0}^\infty \sum\limits_{m=0}^\infty \sum\limits_{p=0}^{(2l) \wedge m} = \sum\limits_{m=0}^\infty \sum\limits_{l=0}^\infty \sum\limits_{p=0}^{(2l) \wedge m}$ – Przemo Dec 18 '23 at 16:00
  • I had doubt in the step when we interchanged the sum over $m$ and $l$, that is, why are these two the same, $$ \sum_{l=0}^{\infty} \sum_{m=0}^{\infty} \underbrace{=}? \sum{m=0}^{\infty} \sum_{l=0}^{\infty} . $$ – Sam Dec 20 '23 at 23:59
  • @Prezmo, Just before the step $m \to 2m$, I think we will get rid of one power of $(-1)$, it's because I believe we used the following sum: $$ \sum_{l=0}^{\infty} \dbinom{\alpha}{l} \frac{(-1)^l}{1-s+2l-m} = \frac{\Gamma(1+\alpha)\Gamma\left(\frac{1}{2}(1-s-m)\right)}{2\Gamma\left(\frac{1}{2}(3+2\alpha-s-m)\right)} $$ I think this formula is valid for $s < 1$, but $s$ cannot be an integer. – Sam Dec 22 '23 at 16:39
  • @Sam For $\alpha$ being a positive integer this formula is a partial fraction decomposition in $s$ and as such it is valid whenever $ s \neq 2 {\mathbb N} - m+1 $. By analytic continuation it is also valid for $\alpha $ being real under the same constraints on $s$. – Przemo Jan 02 '24 at 13:02
1

Here is the derivation of the sum identity:

\begin{eqnarray} &&\sum\limits_{p=0}^{(2l) \wedge m} \binom{2 l}{p} \binom{2l-p-s+1}{m-p} \frac{(-1)^p}{2l-p-s+1} = \\ &&\sum\limits_{p=0}^{(2l) \wedge m} \binom{2 l}{p} (-1)^{m-p} \binom{m-2l+s-2}{m-p} \frac{(-1)^p}{2l-p-s+1} = \\ &&\left.(-1)^{m+1} \sum\limits_{p=0}^{l_1 \wedge m} \binom{l_1}{p} \binom{l_2}{m-p} \frac{1}{A+p}\right|_{l_1=2 l,l_2=m-2l+s-2,A=s-2l-1} = \\ &&\left.(-1)^{m+1} \binom{l_2}{m} \frac{1}{A} F_{3,2} \left[ \begin{array}{lll} A & -l_1 & -m \\ A+1 &l_2-m+1 \end{array}; 1 \right]\right|_{l_1=2 l,l_2=m-2l+s-2,A=s-2l-1} =\\ &&\left.(-1)^{m+1} \binom{l_2}{m} \frac{1}{A} F_{2,1} \left[ \begin{array}{lll} -l_1 & -m \\ A+1 \end{array}; 1 \right]\right|_{l_1=2 l,l_2=m-2l+s-2,A=s-2l-1} =\\ && \left.(-1)^{m+1} \binom{l_2}{m} \frac{1}{A} \frac{\Gamma(A+1) \Gamma(A+1+l_1+m) }{\Gamma(A+1+l_1) \Gamma(A+1+m)} \right|_{l_1=2 l,l_2=m-2l+s-2,A=s-2l-1} =\\ && \left.(-1)^{m+1} \binom{l_2}{m} \frac{1}{A} \frac{s^{(m)}}{(s-2 l)^{(m)}}\right|_{l_1=2 l,l_2=m-2l+s-2,A=s-2l-1} =\\ && (-1)^{m+1} \frac{(m+s-2l-2)!}{m!(s-2l-2)!} \frac{1}{s-2l-1} \frac{s^{(m)}}{(s-2 l)^{(m)}} = \\ && (-1)^{m+1} \frac{(m+s-2l-2)!}{m!(s-2l+m-1)!} s^{(m)} \\ && (-1)^{m+1} \frac{1}{m!(s-2l+m-1)} s^{(m)} \\ && (-1)^m \frac{s^{(m)}}{m!} \cdot \frac{1}{-s+2l-m+1} \end{eqnarray}

In the second line we used the identity $\binom{n}{k} = (-1)^k \binom{k-n-1}{k} $. The third line is obvious. The forth line follows from taking out the $p=m$ term and expressing the rest as a hypergeometric function. The fifth line follows the coincidence that $A= l_2-m+1$. The sixth line uses the Gauss' summation theorem. the rest are just simplifications.

Przemo
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  • Thank you for all the hard work!! @Przemo. First I would like to clarify the notation $(2l) \wedge m$, does it imply $\min{2l,m}$, or $2l \textbf{ and } m$? Because when we interchanged the sum over $p$ and $m$, we should get $$ \sum_{p=0}^{2l}\sum_{m=p}^{\infty} =\sum_{m=0}^{\infty}\sum_{p=0}^{\min{2l,m}}. $$ For example, if $m=1000$ and $l=10$, then $p=m$ is not possible. If this is clear, then in the fourth line, how can we take $p=m$ term in the sum, because this case might not occur if $2l < m$. – Sam Dec 20 '23 at 23:47
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    @ Sam Firstly,$a \wedge b$ means $min(a,b)$. Secondly, if $2l < m$ then in the second line we can always replace $\sum\limits_{p=0}^{(2l) \wedge m}$ by $\sum\limits_{p=0}^m$ because the terms corresponding to $p=2l+1,\cdots, m$ are just zeros --due to the $\binom{2l}{p}$ term. So we can divide and multiply all those terms by $\binom{l_2}{m}$. It is not forbidden. – Przemo Dec 22 '23 at 10:39