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Celestial Mechanics and Dynamical Astronomy

Volume 98 - Number 2 - June 2007

Maurizio M. D'Eliseo
Generalized Laplace Coecients and
Newcomb Derivatives

Received: 25 February 2006; revised: 25 December 2006; accepted: 3 February 2007

Abstract It is shown how the generalized Laplace coecients can be em-


ployed to deduce explicit formulas for ordinary and Newcomb derivatives of
the Laplace coecients.
Keywords Generalized coecients  expansions  derivatives  Newcomb
derivatives.
PACS 95.10.Ce  95.75.Pq

1 Introduction
The concept of generalized Laplace coecient arises from the analysis of a
class of mathematical functions obtained from the Laplace coecients in their
integral representation after iterated di erentiations. The utility of this gen-
eralization from the numerical point of view has been formerly demonstrated
[3], [4]. In this work it is presented a direct method to deduce explicit formu-
las for ordinary and Newcomb derivatives of arbitrary orders of the Laplace
coecients starting from the representation of the derivatives in terms of the
generalized coecients of D'Eliseo [3].
These expressions can be used as universal formulas in a symbolic pro-
gram for the study of the planetary perturbations, mainly in the analysis
of the long term behavior of the system, where high-order derivatives of the
Laplace coecients are present in the literal developments of the disturbing
function pushed to high powers in the eccentricities and inclinations [4].
Osservatorio S.Elmo
Via A.Caccavello 22 - 80129 - Napoli - Italy
E-mail: s.elmo@mail.com
2 Maurizio M. D'Eliseo

2 Generalized coecients and their expansions


Let us de ne the generalized Laplace coecient bsn; h as the function of
cos n h d cos n (cos  )h d
Z  Z 
bsn; h = 2  s  2
(1 2 cos  + 2 )s
; (1)
0 0

where the left superscript n is an integer, the right superscript h is a non-


negative integer, the subscript s is half an odd positive integer and is a
complex variable in the open disk d(0 ; 1).
As bsn; h = bs n; h , n can be treated as a non-negative integer. When h = 0
we recover the Laplace coecient bsn  bsn; 0 . For uniformity of notation, we
omit the usual bracket around n in the coecient.
A generalized coecient for every value of h can be expanded into an
expression involving only Laplace coecients. For example, for h = 1, as
2 cos n (cos  ) = cos (n + 1) + cos (n 1) 2 cos n; (2)
we get from Eq. (1)
1 n+1 
bsn;2
b
1
s =+ bsn 1 bsn : (3)
We obtain di erent expansions by opportunely writing and developing the
product cos n h in the integrand of Eq. (1). We consider here two of these,
postponing in the Appendix their derivations.
The rst is given by (Eq. (43), App. ) A1
h
X
bsn; h = A i;h bsn i ;
1 (4)
i=0
where A1i;h denotes the rational function of given by
h i
( 1)i h! 1 2
A  i;h
1
(2 )h i! (h i)!
: (5)

According to Eq. (4) the generalized coecient bsn; h can be expressed as a


linear combination of h + 1 Laplace coecients with the same superscript n,
having as coecients analytical functions of in the open disk d(0 ; 1) with
poles of order h in the origin. It is evident that this development holds true
only when s h > 0  h  bsc.
The second expansion is (Eq. (48), App. ) A2
h X
X i
( )h i h!
bsn; h = 2i j ! (h i)! (i j )!  bs
n+i 2j : (6)
i=0 j =0
We can put this expression under another useful form with the substitution
i ! r + 2j , so that we can write more simply
h
X
bsn; h = A r;h bns r ;
2 (7)
r=0
Generalized Laplace Coecients and Newcomb Derivatives 3

where bns r means bns +r + bns r . The double sign of r originates from the term
i 2j that takes the value 0 and integers values of opposite signs, while A2r;h
denotes the polynomial in given by
b(hX
r)=2c
( )h r 2j h!
A r;h 
2
2r+2j j ! (r + j )! (h r 2j )!
: (8)
j =0
In the upper limit of the sum on j we have inserted a oor function because
of the presence of the term (h r 2j )! in the denominator that requires the
ful lment of the relation r + 2j  h to avoid factorials of negative integers.
In the practice it could also happen that in presence of the term bsn0 a
double-counting problem arises. In order to overcome this drawback we can
divide the term bsnr by 2r0 , where r0 is the Kronecker delta. We agree
that for the upcoming formulas similar remarks when not expressly stated
are understood. Equation (7) expresses the generalized coecient bsn; h as a
linear combination of 2h + 1 Laplace coecients with the same subscript s,
having as coecients polynomials in of ascending degree from zero up to
h, and all values of h are allowed.
3 Derivatives
A basic relation is obtained by di erentiating bsn; h with respect to under
the integral sign. If we apply the operator D  d=d to Eq. (1), as
Dh = hh ; 1
D s=2 s  s
( +1)
; (9)
we get
D bsn; h = 2s bsn; h
h bsn; h :
+1
+1
(10)
1

The kth derivative of the Laplace coecient bs in its integral representation


n
is obtained by means of iterated di erentiations under the integral sign.
So from Eqs. (1) and (9) we get

Dbk n= 2
Z 
D k cos n d = 4s Z  Dk 1

cos n 

d = 2s Dk bsn; :
1 1
s  0 s  0 s +1 +1

We could continue by using relation (10). This route leads to an explicit


formula for the derivative Dk bsn in terms of generalized coecients demon-
strated by D'Eliseo [3]: For any non-negative integer k we have
bX
k=2c
Dbk n=
s Bsh;k bsn; kk hh ;
+
2
(11)
h=0
where

Bsh;k  ( h1)! (k 2 2h)!k!  (s)k h;


h k h 2
(12)
and (s)k h is the rising factorial s(s + 1) : :: (s + k h 1); with (s) = 1.
It is worth noting that the coecients Bsh;k do not depend on .
0
4 Maurizio M. D'Eliseo

If we formally expand the generalized coecient present in Eq. (11), we


will obtain an expression of the derivatives in terms of Laplace coecients
only. In the chosen expansion formula of bsn; h we make rst the substitutions
h ! k 2h; s ! s + k h in order to make it compatible with Eq. (11).
Thus if we insert in Eq. (11) the expansion formula (4) thus modi ed we
get a derivative formula in which are present only Laplace coecients and
the parameter .
From Eqs. (4) and (11) we have
bX
k=2c kX2h

Dk bsn = A i; k
1
h
2
Bsh;k bsn k
+ h i : (13)
h=0 i=0
We can obtain a separate expression of the coecients if we introduce in
Eq. (13) a new index r = h + i. Then we get
( 1)r k! (1 2 )k r h
Ar
1
h; k h
2
Bsh;k bsn k
2h h! (r h)! (k r h)!  (s)k h  bs+k r :
+ r= k
n

(14)
As the index h does not appear in the Laplace coecient, we sum expression
(14) rst on h with an upper limit given by the function min(r; k r), chosen
because of the presence of the product (r h)! (k r h)! in the denominator,
and after on r. In this way Eq. (13) can be reduced to the sum
k
X
Dk bsn = C r;k
;s bs k r ;
1
n
+ (15)
r=0
where the coecients
r; k r)
( 1)r k! (1 2 )k r h
min(
X
C r;k
;s 
1
k 2h h! (r h)! (k r h)!  (s)k h ; (16)
h=0
are analytic functions of in the open disk d(0 ; 1) with a pole of order k
in the origin. We have already seen the intrinsic limitations of the expan-
sion formula (4). Nevertheless when we employ Eq. (4) in conjunction with
Eq. (11) a negative subscript is forbidden. The variation range of the sub-
script is between s, when r = k, and s + k, when r = 0, so that Eq. (15) is
applicable without any restriction.
Let us apply now the same procedure to the second expansion formula.
From Eqs. (11) and (7) we nd
bX
k=2c kX2h
Db k n=
s A r; k
2
h
2
Bsh;k bns kr h;
+ (17)
h=0 r=0
that we will write under the form
bX
k=2c kX2h
Db C r;h;k n r
;s bs k h ;
k n= (18)
s 2 +
h=0 r=0
Generalized Laplace Coecients and Newcomb Derivatives 5

where the coecients C2r;h;k


;s are analytical functions of in the open disk
d(0 ; 1) and are given by
b(k rX2h)=2c
( 1)h k! ( 2 )k r 2h 2j
C r;h;k
;s 
2
h! j ! (r + j )! (k r 2h 2j )!  (s)k h: (19)
j =0
Equation (18) is an explicit formula that generates the expressions of the
derivatives used by Suli et al. to deduce their results, and is equivalent to
their nal formula (10) [4].
We have thus three explicit formulas for the computation of Dk bsn in
the integral representation, given by the Eqs. (11), (15) and (18). The rst
contains for odd k only generalized coecients and for even k generalized
coecients and only one Laplace coecient (corresponding to h = k=2),
while the other formulas contain only Laplace coecients. All can be used
in two ways: or to obtain a symbolic expression of the derivatives, or for a
numerical computation. For example, the rst derivatives expressed by means
of Eqs. (11), (15) and (18) are respectively given by

Dbsn = 2s bsn;1
=
s  1  b n b n = s b n 2 b n  : (20)
2 1
+1
s+1 s s
+1 s +1

For the derivative of order k, the number of the coecients in Eq. (11) is
given by bk=2c + 1, while the number of the Laplace coecients in Eq. (15)
is given by k + 1, so that both formulas have a reduced number of terms.
On the contrary, it is easy to see that in Eq. (18) the number N (k) of the
Laplace coecients obeys to the di erence equation N (k) = N (k 1) + k + 1
with N (0) = 1, whose solution is N (k) = (k + 3k)=2 + 1.
2

4 The Newcomb derivatives


In the applications the derivatives of the Laplace coecients sometimes
present themselves under particular forms. So in the development of the
disturbing function we have often products as k Dk and k Dk =k!, and it
is evident that such multiplicative factors can be directly embedded in our
formulas without any diculty.
The coupling D is at the foundation of the concept of Newcomb deriva-
tive, de ned as the logarithmic di erential coecient
d d
d ln = d = D: (21)

This derivative appears in the development of the planetary disturbing func-


tion e ected in terms of Newcomb's di erential operators as applied to the
Laplace coecients, so that it is important to nd the transformation for-
mulas between Newcomb and ordinary derivatives [1, p.505] or, speci cally,
for every positive integer k, the reciprocal relationship between the sym-
bolic power ( D)k , which has the meaning of the recursive operator product
D( D)k 1, and the derivative k Dk .
6 Maurizio M. D'Eliseo

In practical terms we evaluate symbolically for every positive integer k


the nested derivatives
e ( D : :: ( D( D e )1 )2 : :: )k ; (22)
and, as with the indicated operations and D always present together the
same superscripts, at last we formally make the substitution ! D.
So we nd
( D)1 = D
( D)2 = D + D 2 2

( D)3 = D + 3 D + D ;2 2 3 3

and so on. For every integer k > 0, with the introduction of the vectors
 T
( D)k  ( D) ; ( D) ; :: : ; ( D)k
1 2
(23)
 T
k Dk  D ; D ; :: : ; k Dk ;
1 1 2 2
(24)
we can cast the above linear transformation into the matrix form

( D)k = A  k D k  ; (25)
where A is a square lower triangular matrix (that is, each entry apq with
p < q is zero) of order and rank k whose elements are non-negative integers
and whose determinant jAj = 1.
For example, for k = 5 we have
( D) D 1
0 1 0 1 0
1
1 0 0 0 0 1 1

B ( D) C B 1 1 0 0 0 C B D C
2 2 2

B ( D) C = B 1 3 1 0 0 C  B D C :
B C B C B C
3
(26)
3 3
@ ( D) A @ 1 7 6 1 0 A @ D A
4 4 4

( D) 5
1 15 25 10 1 D 5 5

If we multiply to the left Eq. (25) by A 1 , we obtain the inverse transforma-


tion
k Dk  = A 1  ( D)k  ; (27)
where also A 1 is lower triangular, as A 1 = (1=jAj)  adj(A) = adj(A).
Let us examine now more closely the formation law of the matrix A. The
elements of every row depend from those of the row above, because they
originate from the Newcomb derivative of the expression of order immedi-
ately precedent. It is easily seen that for the generic element ap q is valid the
recursion
ap q = ap 1; q 1 + q ap 1; q with a11 = 1: (28)
It is then evident that a general formula for ap q must contain information
on the structure of all rows above row p.
From the analysis of speci c examples we see that with an iterated ap-
plication of recursion (28) every entry ap q is reduced to a sum of products
of positive integers from 1 to q , each raised to a non-negative integer power,
whose greatest value is p q . Then it is not dicult to guess the general
Generalized Laplace Coecients and Newcomb Derivatives 7

pattern of the resulting formulas. First, we observe that we can speci cally
write
p p !1 p
X X X Y
ap +1 ;p = u= u = uju
u=1 u=1 j1 +j2 ++jp =1 u=1
1 1jp 1 jp jp 1 1 jp  j3 0 p
X X X X X Y
=  uju : (29)
jp =0 jp 1 =0 jp 2 =0 j2 =0 j1 =0 u=1
Let us do now a heuristic reasoning. If the last expression is a particular
realization of a general formula for the entry apq , we can read the unity in
the upper limits of the sums as the di erence (p + 1) p between the two
indices of ap+1; p , so that to obtain the expression of the generic element apq
of A we replace in the right-hand side of Eq. (29) this unity by p q , while
in the other appearances of p we replace p by q , since the second p in ap+1; p
is a column index. We obtain so the formula

apq =
]
p q Y
X q
uju ; (30)
jq =0 u=1

]
where we have used the shorthand
p q
X p q pX
X q jq p q X
jq jq 1

jq  j3 X
p q X 0
: (31)
jq =0 jq =0 jq 1 =0 jq 2 =0 j2 =0 j1 =0
The last summation, whose upper/lower limit can be any non-negative inte-
ger, acts essentially as a Boolean function. The demonstration of this formula
is given in App. A3
. So the elements of A are apq = 0 for p < q and, for
p  q, they are given by Eq. (30).
]
For example we have
p 1 Y
X 1 0
X 0
Xgp
Y
ap 1 = u ju = 1j1 = 1 ; app = uju = 1 (32)
j1 =0 u=1 j1 =0 jp =0 u=1
g
5
X 4
Y 5
X 5 j4
X 5 j4 j3 X
X 0

a94 = u ju = 1j1 2j2 3j3 4j4 = 7770 : (33)


j4 =0 u=1 j4 =0 j3 =0 j2 =0 j1 =0
The symbol introduced in Eq. (30) is a particular realization of the nested
summation symbol (NSS), which is a linear operator that represents a vari-
able set of summation symbols. With this concept can be constructed many
combinatorial objects, but NSS, besides permitting concise and compact for-
mulas writing, has the important advantage of being an operator that is
easily implemented in a computational environment [2, App. H ].
The vector component ( D)k by means of the transformation (25) can
be written
k
X
( D)k = akq q Dq ; (34)
q=1
8 Maurizio M. D'Eliseo

]
and from Eqs. (30) and (34) we get
k kXq Y
X q
( D )k = uju q Dq : (35)
q=1 jq =0 u=1
Let us apply now the di erential operator (35) to bsn . By the use of the three

]
derivative formulas (11), (15) and (18) we nd in succession
k bX
X q=2c kXq Y
q
( D b
)k sn = uju q Bsh;q bsn; qq +
2h
h (36)

Xk X ]
q=1 h=0 jq =0 u=1
q kXq Y q
uju q C r;q
;s bs q
= n (37)
1 + r

Xk bXq=2c qX ]
q=1 r=0 jq =0 u=1
2h k q q
X Y
uju q C r;h;q n r
= ;s bs q h :
2 + (38)
q=1 h=0 r=0 jq =0 u=1
In this way we can obtain a symbolic expression or a numerical computation
of the Newcomb derivatives in terms of generalized and Laplace coecients.

5 Conclusions
The generalized Laplace coecients can be conveniently used in the numer-
ical computation of the derivatives of the Laplace coecients because of the
compactness and simplicity of the formulas. They are important also on the
theoretical side because their employment allows easy demonstrations of new
results. With their aid we have found three formulas for ordinary and New-
comb derivatives, and other similar formulas could be easily deduced with
the same methods, so that they constitute a useful tool for the researchers.
We think that a comparison between the other methods available, hyper-
geometric series and recursions, and ours based only on computation times
often miss issues of programming complexity and general exibility. At this
regard some of our formulas have a small number of terms, are easily pro-
grammable and allow the computation in situ of the only wanted coecients
at the required precision.
We suggest also the use of Eqs. (11), (36) or Eqs. (15), (37) as universal
formulas for the computation of the Laplace coecients and of their deriva-
tives in a celestial mechanics package within a computer algebra system.

6 Appendix
A1 - First expansion formula
As
=1 2 cos  + 2 = 1 2 (cos  ) 2
=1 2  ;
2
(39)
Generalized Laplace Coecients and Newcomb Derivatives 9

we have
 = 1 2  ;
2
(40)
so that we can write
h
cos n h d cos n 1 2  d ;
Z  Z 
bn; h 2 2
s =  s =
 (2 )h s
(41)
0 0

but since

1 2

 h
=
h
X ( 1)i h! 1 h i i ;
2
(42)
i=0 i! (h i)!
substituting this development in Eq. (41) we get

bsn; h =
h
X
A i;h bsn i 
h
X ( 1)i h! 1 h i  b n :
2
(43)
i=0
1
i=0 (2 )h i! (h i)! s i
A2 - Second expansion formula
It is useful to write rst de nition (1) of the generalized Laplace coe-
cient under the form of a contour integral in the complex plane z
h
b 1 z n h dz
I
1 z
I n h
2 z +z 2 dz 1

i z s  i z [(1 z)(1 z )]s ;


n; h
s = 1
(44)

where is the unit circle jz j = 1 described counterclockwise.


Besides, by means of a nested use of the binomial formula we obtain the
trinomial power formula

(a + b + c) h =
X i
h X
h! ah i b i j c j : (45)
i=0 j =0 j ! (h i)! (i j )!
So, if we start from
 = 2 z + z 2  ; 1 1
(46)
by using Eq. (45) with a = 2 , b = z and c = z 1
we nd

h h X
X i
( )h i h! z i 2j
h = 2 h z+z 1
2 =
2i j ! (h i)! (i j )!
; (47)
i=0 j =0

and substituting in Eq. (44) we get

bsn;h =
h X
X i
)h i h!  b n
( i 2j
+
: (48)
i=0 j =0 j h i)! (i j )! s
2i ! (
10 Maurizio M. D'Eliseo

A3 - Newcomb derivatives
The formula
apq =
]
p q Y
X q
uju ; (49)
jq =0 u=1
can be easily proved by induction. By a direct computation the expression
above is veri ed for the rst three rows of the matrix A. Let us suppose it
true for all the rows until row p of A. If the formula is true in general, then
the generic element of the row p + 1, when expressed by means of Eq. (49),
must verify the relation
ap +1 a
; q = p; q 1 + q apq : (50)
To prove this, by the induction hypothesis it is seen that we can consecutively
write

ap; q + q apq =
p^
+1 q q 1
X Y
u ju + q
X]
p q Y
q
uju
1
jq 1 =0 u=1 jq =0 u=1
0 1
0 ^
p+1 q jq p+1
Xq
^
p+1 q jq qY1
B X jq X X
= @ q + qjq C
A u ju
jq =0 jq 1 =0 jq =1 jq 1 =0 u=1
0 1
0 ^
p+1 q jq ^
X q p+1X
p+1 q jq Yq
BX X
= @ + C
A
ju u
jq =0 jq 1 =0 jq =1 jq 1 =0 u=1
p^
+1 q q
X Y
= uju = ap +1 ;q : (51)
jq =0 u=1

Acknowledgements I would like to thank Prof. K.V.Kholshevnikov, St.Petersburg


University, for his useful suggestions.

References
1. Brouwer, D., Clemence, G.M.: Methods of Celestial Mechanics. Academic Press,
New York (1961)
2. Carbo-Dorca, R., Girones, X., Mezey, P.G. (eds.): Fundamentals of Molecular
Similarity. Kluwer Academic/Plenum Press, New York (2001)
3. D'Eliseo, M.M.: On the computation of the Laplace coecients. Celest. Mech.
Dyn. Astron. 46 159-161 (1989)
4. Suli, A., E rdi, B., Pal, A.: A new method to determine the derivatives of the
Laplace Coecients. Celest. Mech. Dyn. Astron. 88 259-268 (2004)

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