Lagrange inversion theorem: Difference between revisions

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Mentioned that additional proofs of Lagrange inversion formula proofs exist (and added references)
Add disambiguation hatnote for similarly named Lagrange reversion theorem
 
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{{shortShort description|Formula for theinverting a Taylor series expansion of the inverse function of an analytic function}}
{{for|the formal power series expansion of certain implicitly defined functions|Lagrange reversion theorem}}
In [[mathematical analysis]], the '''Lagrange inversion theorem''', also known as the '''Lagrange–Bürmann formula''', gives the [[Taylor series]] expansion of the [[inverse function]] of an [[analytic function]]. Lagrange inversion is a special case of the [[inverse function theorem]].
 
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The theorem further states that this series has a non-zero radius of convergence, i.e., <math>g(z)</math> represents an analytic function of {{mvar|z}} in a [[neighbourhood (mathematics)|neighbourhood]] of <math>z= f(a).</math> This is also called '''reversion of series'''.
 
If the assertions about analyticity are omitted, the formula is also valid for [[formal power series]] and can be generalized in various ways: It can be formulated for functions of several variables; it can be extended to provide a ready formula for {{math|''F''(''g''(''z''))}} for any analytic function {{mvar|F}}; and it can be generalized to the case <math>f'(a)=0,</math> where the inverse {{mvar|g}} is a [[multivalued function]].
 
The theorem was proved by [[Joseph Louis Lagrange|Lagrange]]<ref>{{cite journal |author=Lagrange, Joseph-Louis |year=1770 |title=Nouvelle méthode pour résoudre les équations littérales par le moyen des séries |journal=Histoire de l'Académie Royale des Sciences et Belles-Lettres de Berlin |pages=251–326 |url=http://bibliothek.bbaw.de/bbaw/bibliothek-digital/digitalequellen/schriften/anzeige/index_html?band=02-hist/1768&seite:int=257}} https://archive.org/details/uvresdelagrange18natigoog/page/n13 (Note: Although Lagrange submitted this article in 1768, it was not published until 1770.)</ref> and generalized by [[Hans Heinrich Bürmann]],<ref>Bürmann, Hans Heinrich, "Essai de calcul fonctionnaire aux constantes ad-libitum," submitted in 1796 to the Institut National de France. For a summary of this article, see: {{cite book |editor=Hindenburg, Carl Friedrich |title=Archiv der reinen und angewandten Mathematik |trans-title=Archive of pure and applied mathematics |___location=Leipzig, Germany |publisher=Schäferischen Buchhandlung |year=1798 |volume=2 |chapter=Versuch einer vereinfachten Analysis; ein Auszug eines Auszuges von Herrn Bürmann |trans-chapter=Attempt at a simplified analysis; an extract of an abridgement by Mr. Bürmann |pages=495–499 |chapter-url=https://books.google.com/books?id=jj4DAAAAQAAJ&pg=495}}</ref><ref>Bürmann, Hans Heinrich, "Formules du développement, de retour et d'integration," submitted to the Institut National de France. Bürmann's manuscript survives in the archives of the École Nationale des Ponts et Chaussées [National School of Bridges and Roads] in Paris. (See ms. 1715.)</ref><ref>A report on Bürmann's theorem by Joseph-Louis Lagrange and Adrien-Marie Legendre appears in: [http://gallica.bnf.fr/ark:/12148/bpt6k3217h.image.f22.langFR.pagination "Rapport sur deux mémoires d'analyse du professeur Burmann,"] ''Mémoires de l'Institut National des Sciences et Arts: Sciences Mathématiques et Physiques'', vol. 2, pages 13–17 (1799).</ref> both in the late 18th century. There is a straightforward derivation using [[complex analysis]] and [[contour integration]];<ref>[[E. T. Whittaker]] and [[G. N. Watson]]. ''[[A Course of Modern Analysis]]''. Cambridge University Press; 4th edition (January 2, 1927), pp. 129–130</ref> the complex formal power series version is a consequence of knowing the formula for [[polynomial]]s, so the theory of [[analytic function]]s may be applied. Actually, the machinery from analytic function theory enters only in a formal way in this proof, in that what is really needed is some property of the [[Formal power series#Formal residue|formal residue]], and a more direct formal [[Formal power series#The Lagrange inversion formula|proof]] is available. In fact, the Lagrange inversion theorem has a number of additional rather different proofs, including ones using tree-counting arguments or induction<ref>{{cite book | last1=Richard | first1=Stanley | title=Enumerative combinatorics. Volume 1. | series =Cambridge Stud. Adv. Math. | volume=49 | ___location=Cambridge | publisher=[[Cambridge University Press]] | year=2012 | isbn=978-1-107-60262-5 | mr=2868112 }}</ref><ref>{{Citation |last1=Ira|first1=Gessel |date=2016 |title=Lagrange inversion |journal=Journal of Combinatorial Theory, Series A |volume=144 |language=en |pages=212-249 |doi=10.1016/j.jcta.2016.06.018 |arxiv=1609.05988|mr=MR3534068}}</ref><ref>{{Citation |last1=Surya|first1=Erlang |last2=Warnke |first2=Lutz |date=2023 |title=Lagrange Inversion Formula by Induction |journal=The American Mathematical Monthly |volume=130 |issue=10 |language=en |pages=944–948 |doi=10.1080/00029890.2023.2251344 |arxiv=2305.17576|mr=4669236}}</ref>.
 
The theorem was proved by [[Joseph Louis Lagrange|Lagrange]]<ref>{{cite journal |author=Lagrange, Joseph-Louis |year=1770 |title=Nouvelle méthode pour résoudre les équations littérales par le moyen des séries |journal=Histoire de l'Académie Royale des Sciences et Belles-Lettres de Berlin |pages=251–326 |url=http://bibliothek.bbaw.de/bbaw/bibliothek-digital/digitalequellen/schriften/anzeige/index_html?band=02-hist/1768&seite:int=257}} https://archive.org/details/uvresdelagrange18natigoog/page/n13 (Note: Although Lagrange submitted this article in 1768, it was not published until 1770.)</ref> and generalized by [[Hans Heinrich Bürmann]],<ref>Bürmann, Hans Heinrich, "Essai de calcul fonctionnaire aux constantes ad-libitum," submitted in 1796 to the Institut National de France. For a summary of this article, see: {{cite book |editor=Hindenburg, Carl Friedrich |title=Archiv der reinen und angewandten Mathematik |trans-title=Archive of pure and applied mathematics |___location=Leipzig, Germany |publisher=Schäferischen Buchhandlung |year=1798 |volume=2 |chapter=Versuch einer vereinfachten Analysis; ein Auszug eines Auszuges von Herrn Bürmann |trans-chapter=Attempt at a simplified analysis; an extract of an abridgement by Mr. Bürmann |pages=495–499 |chapter-url=https://books.google.com/books?id=jj4DAAAAQAAJ&pg=495}}</ref><ref>Bürmann, Hans Heinrich, "Formules du développement, de retour et d'integration," submitted to the Institut National de France. Bürmann's manuscript survives in the archives of the École Nationale des Ponts et Chaussées [National School of Bridges and Roads] in Paris. (See ms. 1715.)</ref><ref>A report on Bürmann's theorem by Joseph-Louis Lagrange and Adrien-Marie Legendre appears in: [http://gallica.bnf.fr/ark:/12148/bpt6k3217h.image.f22.langFR.pagination "Rapport sur deux mémoires d'analyse du professeur Burmann,"] ''Mémoires de l'Institut National des Sciences et Arts: Sciences Mathématiques et Physiques'', vol. 2, pages 13–17 (1799).</ref> both in the late 18th century. There is a straightforward derivation using [[complex analysis]] and [[contour integration]];<ref>[[E. T. Whittaker]] and [[G. N. Watson]]. ''[[A Course of Modern Analysis]]''. Cambridge University Press; 4th edition (January 2, 1927), pp. 129–130</ref> the complex formal power series version is a consequence of knowing the formula for [[polynomial]]s, so the theory of [[analytic function]]s may be applied. Actually, the machinery from analytic function theory enters only in a formal way in this proof, in that what is really needed is some property of the [[Formal power series#Formal residue|formal residue]], and a more direct formal [[Formal power series#The Lagrange inversion formula|proof]] is available. In fact, the Lagrange inversion theorem has a number of additional rather different proofs, including ones using tree-counting arguments or induction.<ref>{{cite book | last1=Richard | first1=Stanley | title=Enumerative combinatorics. Volume 1. | series =Cambridge Stud. Adv. Math. | volume=49 | ___location=Cambridge | publisher=[[Cambridge University Press]] | year=2012 | isbn=978-1-107-60262-5 | mr=2868112 }}</ref><ref>{{Citation |last1=Ira|first1=Gessel |date=2016 |title=Lagrange inversion |journal=Journal of Combinatorial Theory, Series A |volume=144 |language=en |pages=212-249212–249 |doi=10.1016/j.jcta.2016.06.018 |arxiv=1609.05988|mr=MR35340683534068}}</ref><ref>{{Citation |last1=Surya|first1=Erlang |last2=Warnke |first2=Lutz |date=2023 |title=Lagrange Inversion Formula by Induction |journal=The American Mathematical Monthly |volume=130 |issue=10 |language=en |pages=944–948 |doi=10.1080/00029890.2023.2251344 |arxiv=2305.17576|mr=4669236}}</ref>.
 
If {{mvar|f}} is a formal power series, then the above formula does not give the coefficients of the compositional inverse series {{mvar|g}} directly in terms for the coefficients of the series {{mvar|f}}. If one can express the functions {{mvar|f}} and {{mvar|g}} in formal power series as
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==Example==
For instance, the [[algebraic equation]] of degree {{mvar|p}}
:<math> x^p - x + z= 0</math>
can be solved for {{mvar|x}} by means of the Lagrange inversion formula for the function {{math|1=''f''(''x'') = ''x'' − ''x''<sup>''p''</sup>}}, resulting in a formal series solution
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:<math> x = \sum_{k=0}^\infty \binom{pk}{k} \frac{z^{(p-1)k+1} }{(p-1)k+1} . </math>
 
By [[convergence tests]], this series is in fact convergent for <math>|z| \leq (p-1)p^{-p/(p-1)},</math> which is also the largest disk in which a local inverse to {{mvar|f}} can be defined.
 
==Applications==
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The [[radius of convergence]] of this series is <math>e^{-1}</math> (giving the [[principal branch]] of the Lambert function).
 
A series that converges for <math>|\ln(z)-1|<\sqrt{{4+\pi^2}}</math> (approximately <math>20.58\ldots \cdot 10^{-6}0655 < z < 2112.869\ldots \cdot 10^663</math>) can also be derived by series inversion. The function <math>f(z) = W(e^z) - 1</math> satisfies the equation
 
:<math>1 + f(z) + \ln (1 + f(z)) = z.</math>
 
Then <math>z + \ln (1 + z)</math> can be expanded into a power series and inverted.<ref>{{cite conference |url=https://dl.acm.org/doi/pdf/10.1145/258726.258783 |title=A sequence of series for the Lambert W function |last1=Corless |first1=Robert M. |last2=Jeffrey |first2= David J.|author-link2=|last3=Knuth|first3=Donald E.|author-link3=Donald E. Knuth|date=July 1997 |book-title=Proceedings of the 1997 international symposium on Symbolic and algebraic computation |pages=197&ndash;204|doi=10.1145/258726.258783 |url-access=subscription }}</ref> This gives a series for <math>f(z+1) = W(e^{z+1})-1\text{:}</math>
 
:<math>W(e^{1+z}) = 1 + \frac{z}{2} + \frac{z^2}{16} - \frac{z^3}{192} - \frac{z^4}{3072} + \frac{13 z^5}{61440} - O(z^6).</math>
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*[[Faà di Bruno's formula]] gives coefficients of the composition of two formal power series in terms of the coefficients of those two series. Equivalently, it is a formula for the ''n''th derivative of a composite function.
*[[Lagrange reversion theorem]] for another theorem sometimes called the inversion theorem
*[[{{Section link|Formal power series#|The Lagrange inversion formula]]}}
 
==References==