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Harmonic sums and polylogarithms at non-positive multi-indices
Gérard Duchamp, Hoang Ngoc, Ngo Quoc
To cite this version:
Gérard Duchamp, Hoang Ngoc, Ngo Quoc. Harmonic sums and polylogarithms at non-positive multi-
indices. Journal of Symbolic Computation, Elsevier, 2016, �10.1016/j.jsc.2016.11.010�. �hal-01403858�
Harmonic sums and polylogarithms at non-positive multi-indices
Gérard H. E. Duchamp
♦- V. Hoang Ngoc Minh
♥- Ngo Quoc Hoan
♦
Paris XIII University, 93430 Villetaneuse, France, gheduchamp@gmail.com
♥
Lille II University, 59024 Lille, France, hoang@univ-lille2.fr
Paris XIII University, 93430 Villetaneuse, France, quochoan_ngo@yahoo.com.vn
Abstract
Extending Eulerian polynomials and Faulhaber’s formula
1, we study several combi- natorial aspects of harmonic sums and polylogarithms at non-positive multi-indices as well as their structure. Our techniques are based on the combinatorics of non- commutative generating series in the shuffle Hopf algebras giving a global process to renormalize the divergent polyzetas at non-positive multi-indices.
Keywords: Harmonic sums; Polylogarithms; Bernoulli polynomials;
Multi-Eulerian polynomials; Bernoulli numbers, Eulerian numbers.
1. Introduction
The story begins with the celebrated Euler sum [16]
ζ(s) = X
n≥1
n
−s, s ∈ N , s > 1.
Euler gave an explicit formula expressing the following ratio (with i
2= −1) :
∀j ∈ N
+, ζ(2j )
(2iπ)
2j= − 1 2
b
2j(2j)! ∈ Q , (1)
where {b
j}
j∈Nare the Bernoulli numbers. Multiplying two such sums, he obtained ζ(s
1)ζ(s
2) = ζ(s
1, s
2) + ζ (s
1+ s
2) + ζ(s
2, s
1),
where the polyzeta are given by ζ(s
1, . . . , s
r) = X
n1>...>nr>0
n
−s1 1. . . n
−sr r, r, s
1, . . . , s
r∈ N
+, s
1> 1.
1
First seen and computed up to order 17 by Faulhaber. The modern form and proof are
credited to Bernoulli [36].
Establishing relations among polyzetas, ζ (s
1, s
2) with s
1+ s
2≤ 16, he proved [17]
∀s > 1, ζ(s, 1) = 1
2 ζ(s + 1) − 1 2
s−1
X
j=1
ζ(j + 1)ζ (s − j ). (2) Extending (2), Nielsen showed that
2ζ(s, {1}
r−1) is an homogenous polynomial of degree n + r of {ζ(2), . . . , ζ(s + r)} with rational coefficients [40, 41, 42] (see also [26, 29]).
After that, Riemann extended ζ(s) as a meromorphic function [44] on C . The series converges absolutely in H
1= {s ∈ C|ℜ(s) > 1}. Moreover, if ℜ(s) ≥ a > 1, it is dominated, term by term, by the absolutely convergent series, of general term n
−aso, by Cauchy’s criterion, it converges in H
1(compact uniform convergence and then represents a holomorphic fonction in
3H
1[44]).
In the same vein ζ(s
1, . . . , s
r) is well-defined on C
ras a meromorphic function [1, 23, 45, 39]. Denoting t
0= 1, u
r+1= 1 and
λ(z) := z/(1 − z), (3)
this can be done via the following integral representations obtained by the convo- lution theorem and by changes of variables [25, 26, 29]
ζ(s
1, . . . , s
r) = Z
10
dt
11 − t
1log
s1−1(t
0/t
1) Γ(s
1) . . .
Z
tr−1 0dt
r1 − t
rlog
sr−1(t
r−1/t
r) Γ(s
r)
= Z
[0,1]r r
Y
j=1
log
sj−1( 1 u
j) λ(u
1. . . u
j) Γ(s
j)
du
ju
j= Z
Rr+ r
Y
j=1
λ(e
−(u1...uj)) Γ(s
j)
du
ju
1−sj j. In fact, one has two ways of thinking polyzetas as limits, fulfilling identities.
Firstly, they are limits of polylogarithms, at z = 1, and secondly, as truncated sums, they are limits of harmonic sums when the upper bound tends to +∞. The link between these holomorphic and arithmetic functions is as follows.
For any r-uplet (s
1, . . . , s
r) ∈ N
r+, r ∈ N
+and for any z ∈ C such that | z |< 1, the polylogarithm and the harmonic sum are well defined by
Li
s1,...,sr(z) := X
n1>...>nr>0
z
n1n
s11. . . n
srrand H
s1,...,sr(N ) := X
N≥n1>...>nr>0
1 n
s11. . . n
srr. These objects appeared within the functional expansions in order to represent the nonlinear dynamical systems in quantum electrodynanics and have been de- velopped by Tomonaga, Schwinger and Feynman [13]. They appeared then in
2
Nielsen wished to establish an identity analogous to the one given in (1) for ζ(2p+ 1) but he did not succeed. We have explained in [27, 30] these difficulties and impossibility [34].
3
which is actually the domain of absolute convergence of this univariate series.
the singular expansion of the solutions and their successive (ordinary or func- tional) derivations [20] of nonlinear differential equations with three singularities [2, 12, 32, 33] and then they also appeared in the asymptotic expansion of the Taylor coefficients. The main challenge of these expansions lies in the divergences and leads to problems of regularization and renormalization which can be solved by combinatorial technics [7, 10, 12, 19, 20, 32, 33, 37].
Let
4H
r= {(s
1, . . . , s
r) ∈ C
r|∀m = 1, . . . , r, ℜ(s
1) + . . . + ℜ(s
m) > m}. From the analytic continuation point of view [1, 14, 15, 23, 39, 45] and after a theorem by Abel, one has
∀(s
1, . . . , s
r) ∈ H
r, ζ(s
1, . . . , s
r) = lim
z→1
Li
s1,...,sr(z) = lim
N→∞
H
s1,...,sr(N ).
This theorem is no more valid in the divergent cases as, for (s
1, . . . , s
r) ∈ N
r, Li
{1}k,sk+1,...,sr(z) = X
n1>...>nr>0
z
n1n
1. . . n
kn
sk+1k+1. . . n
srr, H
{1}k,sk+1,...,sr(N ) = X
N≥n1>...>nr>0
1
n
1. . . n
kn
sk+1k+1. . . n
srr, Li
{1}r(z) = X
n1>...>nr>0
z
n1n
1. . . n
r= 1
r! log
r1 1 − z , H
{1}r(N ) = X
N≥n1>...>nr>0
1 n
1. . . n
r=
N
X
k=0
S
1(k, r) k! ,
Li
{0}r(z) = X
n1>...>nr>0
z
n1=
z 1 − z
r,
H
{0}r(N ) = X
N≥n1>...>nr>0
1 =
N r
, Li
−s1,...,−sr(z) = X
n1>...>nr>0
n
s11. . . n
srrz
n1,
H
−s1,...,−sr(N ) = X
N≥n1>...>nr>0
n
s11. . . n
srr.
Here, the Stirling numbers of first and second kind denoted S
1(k, j) and S
2(k, j) respectively, can be defined, for any n, k ∈ N , n ≥ k, by
n
X
t=0
S
1(n, t)x
t= x(x + 1) . . . (x + n − 1) and S
2(n, k) = 1 k!
k
X
i=0
(−1)
ik
i
(k − i)
n.
4
For m ≥ 2, the domain of absolute convergence of ζ(s
1, . . . , s
r) contains the domain H
r[39].
These divergent cases require the renormalization of the corresponding diver- gent polyzetas. This is already done for the corresponding four first cases [8, 9, 32]
and it has to be completely done for the remainder [22, 24, 38]. Since the al- gebras of polylogarithms and of harmonic sums, at strictly positive indices, are isomorphic respectively to the shuffle, ( QhXi,
⊔⊔, 1
X∗), and quasi-shuffle algebras, (Q hY i , , 1
Y∗), both admitting, as pure transcendence bases, the Lyndon words LynX and LynY over X = {x
0, x
1} (x
0< x
1) and Y = {y
i}
i≥1(y
1> y
2> . . .) respectively, we can index, as in [33, 34], these polylogarithms, harmonic sums and polyzetas, at positive indices, by words.
Moreover, using
1. The one-to-one correspondence between the combinatorial compositions ({1}
k, s
k+1, . . . , s
r), the words y
1ky
sk+1. . . y
srand x
k1x
s0k+1−1x
1. . . x
s0r−1x
1for the indexing by words : Li
xs1−10 x1...xsr0 −1x1
:= Li
s1,...,srand H
ys1...ysr:= H
s1,...,sr. Here, π
Yis the adjoint of π
Xfor the canonical scalar products where π
Xis the morphism of AAU, khY i → khXi, defined by π
X(y
k) = x
k−10x
1.
2. The pure transcendence bases, denoted {S
l}
l∈LynXand {Σ
l}
l∈LynY, of re- spectively (QhXi,
⊔⊔, 1
X∗) and (Q hY i , , 1
Y∗); and dually, the bases of Lie algebras of primitive elements {P
l}
l∈LynXand {Π
l}
l∈LynYof respec- tively the bialgebras ( QhXi, conc , 1
X∗, ∆
⊔⊔, ǫ) and ( Q hY i , conc , 1
Y∗, ∆ , ǫ) [6, 33, 34, 43],
3. The noncommutative generating series in their factorized forms, i.e.
L := Y
l∈LynX
exp(Li
SlP
l) and H := Y
l∈LynY
exp(H
ΣlΠ
l),
Z
⊔⊔:= Y
l∈LynX\X
exp(ζ(S
l)P
l) and Z := Y
l∈LynY\{y1}
exp(ζ(Σ
l)Π
l),
we established an Abel like theorem [32, 33, 34], i.e.
z→1
lim exp
y
1log 1 1 − z
π
YL(z) = lim
N→∞
exp
X
k≥1
H
yk(N ) (−y
1)
kk
H(N ) = π
YZ
⊔⊔. (4) leading to discover a bridge equation for these two algebraic structures
5exp
X
k≥2
ζ(k) (−y
1)
kk
ցY
l∈LynY\{y1}
exp(ζ(Σ
l)Π
l) = π
Y ցY
l∈LynX\X
exp(ζ(S
l)P
l). (5)
5
By definition, in Z
⊔⊔and Z , only convergent polyzetas arise and and we do not need any
regularization process, studied earlier in [9, 27, 28] and constructed in [33, 34] (see also other
processes developped in [5, 35]).
Extracting the coefficients in the generating series allows to explicit counter-terms which eliminate the divergence of {Li
w}
w∈x1X∗and {H
w}
w∈y1Y∗. Identifying lo- cal coordinates in (5), allows to calculate the finite parts associated to divergent polyzetas and to describe the graded core of the kernel of ζ by algebraic generators
6. As in previous works, to study combinatorial aspects of harmonic sums and polylogarithms
7at non-positive multi-indices, we associate (s
1, . . . , s
r) ∈ N
rto y
s1. . . y
sr∈ Y
0∗, where Y
0= {y
k}
k≥0, and index them by words (see Section 3) :
1. For H
−ys1...ysr
:= H
−s1,...,−sr, we will extend (Theorem 1) a form of Faulhaber’s formula which expresses H
−p, for p ≥ 0, as a polynomial of degree p + 1 with coefficients involving the Bernoulli numbers using the exponential generating series P
n>0
( P
nk=1
k
p)z
n/n! = (1 − e
pz)/(e
−z− 1) [36].
2. For Li
−ys1...ysr
:= Li
−s1,...,−sr, we will base ourselves (Theorem 2) on the Eu- lerian polynomials, A
n(z) = P
n−1k=0
A
n,kz
kand the coefficients A
n,k’s are the Eulerian numbers defined as A
n,k= P
kj=0
(−1)
j n+1j(k + 1 − j)
n[11, 21].
Afterwards, for their global renormalisation, we will consider their noncom- mutative generating series and will establish an Abel like theorem (Theorem 3) analogous to (4). Finally, in Section 4, to determine their algebraic structures (Theorems 4, 5 and 6), we will construct a new law, denoted ⊤, on Q hY
0i, and will prove that the following morphisms of algebras, mapping w to H
−wand Li
−w, respectively, are surjective and will completely describe their kernels
H
−•: ( Q hY
0i, ) −→ ( Q {H
−w}
w∈Y0∗, .), (6) Li
−•: ( Q hY
0i, ⊤) −→ ( Q {Li
−w}
w∈Y0∗, .). (7) 2. Background
2.1. Combinatorial background of the quasi-shuffle Hopf algebras
Let Y
0be totally ordered by y
0> y
1> . . .. We denote also Y
0+= Y
0Y
0∗and Y
+= Y Y
∗, the free semigroups of non-empty words. The weight and length of w = y
s1. . . y
sr, are respectively the numbers (w) := s
1+ . . . + s
rand |w| := r.
Let K hY
0i be the vector space
8freely generated by Y
0∗, i.e. K
(Y0∗), equipped by
6
The graded core of a subspace W is the largest graded subspace contained in W . It is conjectured that this core is all the kernel. One of us proposed a tentative demonstration of this statement in [33, 34]. If this holds, then this kernel would be generated by homogenous polynomials and the quotient be automatically N -graded.
7
From now on, without contrary mention, it will be supposed that the indices of harmonic sums and polylogarithms are taken as non-positive multi-indices.
8
or module, K is currently a ring.
1. The concatenation (or by its associated coproduct, ∆
conc).
2. The shuffle product, i.e. the commutative product defined, for any x, y ∈ Y
0and u, v, w ∈ Y
0∗, by
w
⊔⊔1
Y0∗= 1
Y0∗⊔⊔w = w and xu
⊔⊔yv = x(u
⊔⊔yv) + y(xu
⊔⊔v), or by its associated
9dual coproduct, ∆
⊔⊔, defined, on the letters y
k∈ Y
0, by
∆
⊔⊔(y
k) = y
k⊗ 1
Y0∗+ 1
Y0∗⊗ y
kand extended by morphism. It satisfies, for any u, v, w ∈ Y
0∗, h∆
⊔⊔(w) | u ⊗ vi = hw | u
⊔⊔vi.
3. The quasi-shuffle (or stuffle
10, or sticky shuffle) product, i.e. the commuta- tive product defined by, for any y
i, y
j∈ Y
0and u, v, w ∈ Y
0∗, by
w 1
Y0∗= 1
Y0∗w = w,
y
iu y
jv = y
j(y
iu v) + y
i(u y
jv) + y
i+j(u v),
or by its associated dual coproduct, ∆ , defined on the letters y
k∈ Y
0by
∆ (y
k) = y
k⊗ 1
Y0∗+ 1
Y0∗⊗ y
k+ X
i+j=n
y
i⊗ y
jand extended by morphism. In fact, this is the adjoint of the law as it satisfies, for all u, v, w ∈ Y
0∗, h∆ (w) | u ⊗ vi = hw | u vi.
4. With the counit defined, for any P ∈ K hY
0i, by ǫ(P ) = hP | 1
Y0∗i, one gets
11H
⊔⊔= ( K hY
0i , conc , 1
Y0∗, ∆
⊔⊔, ǫ) and H
⊔⊔∨= ( K hY
0i ,
⊔⊔, 1
Y0∗, ∆
conc, ǫ), H = ( K hY
0i , conc , 1
Y0∗, ∆ , ǫ) and H
∨= ( K hY
0i , , 1
Y0∗, ∆
conc, ǫ).
2.2. Integro-differential operators
Let C = C[z, z
−1, (1 − z)
−1] and 1
C: C − (] − ∞, 0] ∪ [1, +∞[) → C maps z to 1. Let us consider the following differential and integration operators acting on C{Li
w}
w∈X∗[33] :
∂
z= d/dz, θ
0= z∂
z, θ
1= (1 − z)∂
z,
∀f ∈ C , ι
0(f) = Z
zz0
f(s)ds
s and ι
1(f) = Z
zz0
f(s)ds 1 − s .
9
in fact, this is the adjoint of the law.
10
This word was introduced by Borwein and al.. The sticky shuffle product Hopf algebras were introduced independently by physicists due to their rôle in stochastic analysis.
11
Out of these four bialgebras, only the third one does not admit an antipode due to the
presence of the group-like element g = (1 + y
0) which admits no inverse.
In here, z
0= 0 if ι
0f (resp. ι
1f) exists
12and else z
0= 1. One can check easily that θ
0+ θ
1= ∂
zand θ
0ι
0= θ
1ι
1= Id [12].
For any u = y
t1. . . y
tr∈ Y
0∗, one can also rephrase the construction of polylog- arithms as Li
u= (ι
t01−1ι
1. . . ι
t0r−1ι
1)1
Ω, Li
−u= (θ
t01+1ι
1. . . θ
0tr+1ι
1)1
Ωand [12]
θ
0Li
x0πXu= Li
πXu; θ
1Li
x1πXu= Li
πXu; ι
0Li
πXu= Li
x0πXu; ι
1Li
u= Li
x1πXu. (8) The subspace C{Li
w}
w∈X∗(which is, in fact, a subalgebra) is then closed under the action of {θ
0, θ
1, ι
0, ι
1} and the operators θ
0ι
1and θ
1ι
0admit respectively λ (see (3)) and 1/λ as eigenvalues (C{Li
w}
w∈X∗is their eigenspace) [12] :
∀f ∈ C{Li
w}
w∈X∗, (θ
0ι
1)f = λf and (θ
1ι
0)f = f /λ, (9)
∀w ∈ X
∗, (θ
0ι
1) Li
w= λ Li
wand (θ
1ι
0) Li
w= Li
w/λ. (10) 2.3. Eulerian polynomials and Stirling numbers
It is well-known that [11, 21] for any n ∈ N
+, Li
−yn(z) = zA
n(z)
(1 − z)
n+1=
n
X
k=0
n−1X
j=k−1
A
n,jj + 1 k
(−1)
k1
(1 − z)
n+1−k(11)
=
n+1
X
t=1
(t − 1)!(−1)
t+n+1S
2(n + 1, t)
(1 − z)
t. (12)
Using the notations given in Section 2.2, one also has If k > 0 then θ
k0λ(z) = 1
1 − z
k
X
j=1
S
2(k, j)j !λ
j(z) else λ(z). (13) Let T be the invertible matrix (t
i,j)
j≥0i≥1∈ Mat
∞(Q
≥0) defined by
If i > j then t
i,j= S
1(i, j + 1)
(i − 1)! else 0. (14)
3. Combinatorial aspects of harmonic sums and polylogarithms 3.1. Combinatorial aspects of harmonic sums at non-positive multi-indices
Definition 1 (Extended Bernoulli polynomials). Let {B
w}
w∈Y0∗, {β
w}
w∈Y∗be two families of polynomials defined, for any r ≥ 1, z ∈ C , y
n1. . . y
nr∈ Y
0∗by B
ys1...ysr(z + 1) = B
ys1...ysr(z) + s
1z
s1−1B
ys2...ysr(z)
12
This can be made precise, remarking that C{Li
w}
w∈X∗= C ⊗
CC{Li
w}
w∈X∗and then study
the integral on the basis
(1−z)zk l⊗ Li
w.
and, for any y
n1. . . y
nr∈ Y
∗we set β
w(z) := B
w(z) − B
w(0).
One defines also, for any w = y
n1. . . y
nr∈ Y
0∗(with b
w:= B
w(0)) and b
′ynk:= b
ynkand b
′ynk...ynr:= b
ynk...ynr−
r−1−k
X
j=0
b
nyk+j+1...ynrb
′ynk...ynk+j.
Note that, for any s
16= 1, one has B
ys1...ysr(0) = B
ys1...ysr(1) = b
ys1...ysrand the polynomials {B
w}
w∈Y0∗depend on the (arbitrary) choice of {b
w}
w∈Y0∗. In here, by (1), we put b
ys1= b
s1then B
ys1(z) = B
s1(z) is the s
th1− Bernoulli polynomial [31].
Now, let M = m
i,j i≥0j≥1
∈ Mat
∞( Q ) be the invertible matrix
13defined by
m
i,j=
0, if i < j − 1, b
i, if j = 1, i 6= 1 1/2, if j = i = 1 im
i−1,j−1/j, if i > j − 1 > 0.
(15)
Let us consider also the following invertible matrix D ∈ Mat
r( N )
d
i,j=
0, if 1 ≤ i < j ≤ r, n
1. . . n
i, if 1 ≤ i = j ≤ r, n
1. . . n
jb
ynj+1...yni, if 1 ≤ j < i ≤ r, Then its inverse, D
−1= (v
i,j), can be also described as follows
v
i,j=
0, if 1 ≤ i < j ≤ r, 1/(n
1. . . n
i), if 1 ≤ i = j ≤ r,
−b
′ynj+1...yni
/(n
1. . . n
i), if 1 ≤ j < i ≤ r.
Proposition 1 ([11]). For any N > 0 and y
n1. . . y
nr∈ Y
∗, one has β
yn1...ynr(N + 1) =
r
X
k=1
(
k
Y
i=1
n
i)b
ynk+1...ynrH
−yn1−1...ynk−1
(N ).
Proof – Successively B
yn1...ynr(N + 1) − B
yn1...ynr(N) = n
1N
n1−1B
yn2...ynr(N ), . . . , B
yn1...ynr(2) − b
yn1...ynr= n
11
n1−1B
yn2...ynr(1). It follows the expected result:
β
yn1...ynr(N + 1) = n
1 NX
k1=1
k
1n1−1B
yn2...ynr(k
1)
13
In this paper, M
−1and M
tdenote as usual the inverse and transpose of the matrix M .
= n
1 NX
k1=1
k
1n1−1β
yn2...ynr(k
1) + n
1 NX
k1=1
k
n11−1b
yn2...ynr...
=
r
X
k=1
(
k
Y
i=1
n
i)b
ynk+1...ynrH
−yn1−1...ynk−1
(N ).
Theorem 1. 1. For any w ∈ Y
0∗, H
−wis a polynomial function , in N , of degree (w) + |w|.
2. If w ∈ Y
∗, there exists a polynomial G
−w, of degree (w)−1, such that H
−w(N ) = (N + 1)N (N − 1) . . . (N − |w| + 1)G
−w(N ). Conversely, for any N, k ∈ N
+, one has N
k= P
k−1j=0
(−1)
j+k−1 kjH
−yj(N ).
3. We get (for r = 1, this corresponds to Faulhaber’s formula [18, 36]) :
H
−yn1...ynr
(N ) = β
yn1+1...ynr+1(N + 1) − P
r−1k=1
b
′ynk+1+1...ynr+1β
yn1+1...ynk+1(N + 1) Q
ri=1
(n
i+ 1) .
Proof – For any y
n∈ Y and w = y
ny
m∈ Y
∗, putting p = (w) + |w|, we have H
−yn(N ) = 1
n + 1
n
X
k=0
n + 1 k
b
k(N + 1)
n+1−k,
H
−ynym(N ) =
m
X
k=0 p−1−k
X
l=0 p−k−l
X
q=0
b
kb
l(m + 1)(p − k)
m + 1 k
p − k l
p − k − l q
N
q.
1. As above, H
−yn, H
−ynymare polynomials of respective degrees n + 1, n + m + 2.
Since, for any s ∈ N , w ∈ Y
0∗, N ∈ N
+, H
−ysw(N + 1) − H
−ysw(N ) = N
sH
−w(N ) then H
−yswsatisfies the difference equation f(N + 1) − f (N ) = N
sH
−w(N ) (see Lemma 3 below). For |w| = k > 2, suppose H
−wis a polynomial and deg(H
−w) = (w) + |w|. Now, let y
s∈ Y
0. Then H
−yswis not constant. Indeed, H
−ysw(N ) = P
Nn=1
n
sH
−w(n − 1). Moreover, H
−ysw(N + 1) − H
−ysw(N ) = (N + 1)
sH
−w(N ). Thus, by Lemma 3, deg(H
−ysw) = deg(H
−w) + s + 1 = (y
sw) + |y
sw|.
By the definition, for any w = y
s1. . . y
sr∈ Y
∗, {0, . . . , r − 1} are solutions of the equation H
−w≡ 0. There exists then a polynomial G
wsuch that H
−ys1...ysr
(N ) = N(N − 1) . . . (N − r + 1)G
w(N ). Now, for any s ≥ 1 and
w ∈ Y
∗, we have H
−ysw(N + 1) − H
−ysw(N ) = (N + 1)
sH
−w(N ). So −1 is also
solution of the equation H
−w≡ 0. Then the second result follows.
2. By Faulhaber’s formula [18, 36], one has H
−yi(N )
ti≥0
= M N
jtj≥1
. Thus, by inversion matrix, the third result follows.
3. Let H
−:=
H
−yn1−1
. . . H
−yn1−1...ynr−1
tand β := β
yn1. . . β
yn1...ynr t. Hence, H
−(N ) = D
−1β(N + 1) and the last result follows.
Example 1. • For r = 1,
H
−y0(N ) = N,
H
−y1(N ) = N (N + 1)/2,
H
−y2(N ) = N (N + 1)(2N + 1)/6, H
−y3(N ) = N
2(N + 1)
2/4.
• For r = 2, H
−y20
(N ) = N (N − 1)/2, H
−y21
(N ) = N (N − 1)(3N + 2)(N + 1)/24,
H
−y1y2(N ) = N (N − 1)(N + 1)(8N
2+ 5N − 2)/120, H
−y2y1(N ) = N (N − 1)(N + 1)(12N
2+ 15N + 2)/120.
• For r = 3, H
−y30
(N ) = N (N − 1)(N − 2)/6, H
−y31
(N ) = N
2(N − 1)(N − 2)(N + 1)
2/48, H
−y21y2
(N ) = N (N − 1)(N − 2)(N + 1)(48N
3+ 19N
2− 61N − 24)/5040, H
−y21y3
(N ) = N (N − 1)(N − 2)(N + 1)(7N
2+ 3N − 2)(5N
2− 3N − 12)/6720.
3.2. Combinatorial aspects of polylogarithms at non-positive multi-indices
Definition 2 (Extended Eulerian polynomials). For any w = y
s1. . . y
sr∈ Y
+, the polynomial A
−w, of degree (w), is defined as follows
If r = 1, A
−w= A
s1else A
−w=
s1
X
i=0
s
1i
A
−yiA
−ys1+s2−iys3...ysr
where, for any n ∈ N , A
ndenotes the n-th classical Eulerian polynomial.
Note that the coefficients of the polyomials {A
−w}
w∈Y0∗are integers.
Theorem 2. 1. If r > 1 then Li
−ys1...ysr
= P
s1 t=0s1 t
Li
−ytLi
−ys1+s2−tys3...ysr
. 2. For any w ∈ Y
0∗, Li
−w(z) = λ
|w|(z)A
−w(z)(1 − z)
−(w)∈ Z [(1 − z)
−1] is a
polynomial function of degree
14(w)+ | w | on (1 − z)
−1. Conversely, we get (1 − z)
−k= (1 − z)
−1+ P
kj=2
S
1(k, j) Li
−yj−1(z)/(k − 1)!.
3. We have Li
−ys1...ysr
(z) = λ(z)
|w|P
s1+...+sri=r
P
s1...+sr−1j=0
l
i,jz
i−1−j(1 − z)
−i, where l
i,j= X
1≤kt≤st k1+...+kr=i
r
Y
n=1
(k
n!S
2(s
n, k
n))
t1+...+tr−1=j
X
0≤tm≤km 1≤m≤r−1
r−1
Y
p=1
k
r+ . . . + k
r−p+1+ p − t
r−p+1− . . . − t
r−1t
r−pk
r−p+ t
r−p+1+ . . . t
r−1k
r−p− t
r−p. Proof – For w = y
s1. . . y
sr∈ Y
0∗, Li
−w= (θ
s01+1ι
1) . . . (θ
s0r−1+1ι
1) Li
−ysr[12]. Hence,
1. The actions of θ
i, ι
iyield immediately the expected result. Next, using θ
i, ι
i, one has Li
−w(z) = λ
|w|(z)A
−w(z)(1 − z)
−(w)and Li
−w∈ Z [(1 − z)
−1]. Hence, Li
−wis a polynomial of degree (w) + |w| (w)+ | w | on (1 − z)
−1.
2. Since (1 − z)
−jtj≥1
= T (1 − z)
−1(Li
−yi(z))
i≥1 tthen, by matrix inver- sion, the expected result follows immediately.
3. The expected result follows by using (13) in the following expressions
Li
−ys1...ysr
=
s1
X
k1=0
s1+s2−k1
X
k2=0
. . .
(s1+...+sr)−
(k1+...+kr−1)
X
kr=0
s
1k
1s
1+ s
2− k
1k
2. . . s
1+ . . . + s
r− k
1− . . . − k
r−1k
r(θ
0krλ)(θ
0k2λ) . . . (θ
k0rλ).
Example 2. Since Li
−ymyn= (θ
0m+1ι
1) Li
−yn= θ
m0(θ
0ι
1) Li
−ynand (θ
0ι
1) Li
−yn= Li
0Li
−yn, one has Li
−ymyn= θ
m0[Li
0Li
−yn] = P
ml=0 m
l
Li
−ylLi
−ym+n−l. For example, Li
−y21
(z) = Li
y0(z) Li
−y2(z) + (Li
−y1(z))
2= −(1 − z)
−1+ 5(1 − z)
−2− 7(1 − z)
−3+ 3(1 − z)
−4, Li
−y2y1(z) = Li
y0(z) Li
−y3(z) + 3 Li
−y1(z) Li
−y2(z)
= (1 − z)
−1− 11(1 − z)
−2+ 31(1 − z)
−3− 33(1 − z)
−4+ 12(1 − z)
−5, Li
−y1y2(z) = Li
y0(z) Li
−y3(z) + Li
−y1(z) Li
−y2(z)
= (1 − z)
−1− 9(1 − z)
−2+ 23(1 − z)
−3− 23(1 − z)
−4+ 8(1 − z)
−5.
14
Putting K
w(1/z) := A
−w(z)/z
(w), one gets Li
ww(z) = λ
(w)+|w|(z)K
w(1/z).
3.3. Asymptotics of harmonic sums and singular expansion of polylogarithms Proposition 2 ([11]). Let w ∈ Y
0∗. There are non-zero constants C
w−and B
w−such that
15H
−w(N )
N^→∞N
(w)+|w|C
w−and Li
−w(z)
z→1]B
w−(1 − z)
−((w)+|w|).
Moreover, C
1−Y∗ 0
= B
1−Y∗ 0
= 1 and, for any w ∈ Y
0+, C
w−= Y
w=uv,v6=1Y∗
((v) + |v|)
−1∈ Q and B
−w= ((w)+ | w |)!C
w−∈ N
+.
Proof – By Theorem 1, H
−wis a polynomial function of degree (w)+ | w | then such C
w−exists. By induction, it is immediate that C
1−Y∗ 0
= 1 and C
y−s= (s + 1)
−1, i.e. the result holds for |w| ≤ 1. Suppose that it holds up to |w| = k and for the next, let y
s∈ Y
0and w ∈ Y
0∗such that |w| = k. Since H
−yswis solution of f (N + 1) − f(N ) = (N + 1)
sH
−w(N), with initial condition H
−w(0) = 0, then we get the leading term of H
−w. Remark that (N + 1)
sH
−w(N) 6≡ 0 is polynomial with C
w−N
s+(w)+|w|as leading term. Hence, by Lemma 3, the leading term of H
−yswis C
w−N
(ysw)+|ysw|/((y
sw) + |y
sw|). It follows from this the expression of C
w−. The second result is immediate by Theorem 2.
Example 3 (of C
w−and B
w−).
w C
w−B
w−w C
w−B
w−y
01 1 y
1y
2 115
8
y
1 12
1 y
2y
3 128
180
y
2 13
2 y
3y
4 149
8064
y
n 1n+1
n! y
my
n 1(n+1)(m+n+2)
(m+n+1)!
(n+1)
y
02 121 y
2y
2y
3 1280
12960
y
n0 n!11 y
2y
10y
12 216019686476800 y
12 183 y
22y
4y
3y
11 12612736
4167611825465088000000
Definition 3. Let us define the two following non commutative generating series
16
C
−:= X
w∈Y0∗
C
w−w and Θ(t) := X
w∈Y0∗
t
|w|+(w)w =
X
y∈Y0
t
(y)+1y
∗, B
−:= X
w∈Y0∗
B
w−w and Λ(t) := X
w∈Y0∗
(|w| + (w))!t
|w|+(w)w.
15
This means lim
N→+∞N
−((w)+|w|)H
−w(N ) = C
w−and lim
z→+1(1 − z)
(w)+|w|Li
−w(z) = B
−w.
16
using the Kleene star of series without constant term S
∗= (1 − S)
−1.
By Theorems 1, 2 and, for any w ∈ Y
0∗, denoting p = (w) + |w|, one also has Θ(N ) = 1
Y0∗+ X
w∈Y0+
p−1X
j=0
(−1)
p+j−1p
j
H
−yj(N )
w, Λ((1 − z)
−1) = 1
Y0∗+ (Li
−y0(z) − 1)y
0+ X
w∈Y0+\{y0}
(−1)
p+1(Li
−y0(z) − 1) +
p
X
j=2
(−1)
p+jS
1(p, j)
(p − 1)! Li
−yj−1(z)
w.
By Definition 3 and Proposition 2, we get
Theorem 3. Let us consider now the following noncommutative generating series H
−:= X
w∈Y0∗
H
−ww and L
−:= X
w∈Y0∗
Li
−ww.
Then
17lim
N→+∞Θ
⊙−1(N ) ⊙ H
−(N) = lim
z→1Λ
⊙−1((1 − z)
−1) ⊙ L
−(z) = C
−. Definition 4. Let P ∈ Q hY
0i such that H
−P6≡ 0. Let B
P−, C
P−∈ Q and n(P ) ∈ N be defined respectively by Li
−P(z)
z→1](1 − z)
−n(P)B
P−and H
−P(N )
N^→∞N
n(P)C
P−.
It is immediate that
180 ≤ n(P ) ≤ max
u∈suppP{(u)+ | u |}.
Let p
max:= max
u∈suppP{(u) + |u|} < +∞. We are extending
19C
•−over Q hY
0i :
• Step 1: Compute C
0= P
(w)+|w|=pmax
hP | wiC
w−. If C
06= 0 then C
P−= C
0else go to next step.
Example 4. For P = 6y
4y
2+ 12y
32− 9y
5, (y
4y
2)+ | y
4y
2|= (y
23)+ | y
32|= 8 >
6 = (y
5)+|y
5|. Then p
max= 8, C
0= 6C
y−4y2+12C
y−23
=
58and C
P−= C
0= 5/8.
• Step 2: Let p := p
max− 1 and J
1:= {v ∈ suppP |(v)+ | v |= p}. Compute C
1= P
c∈J1
α
cC
c−hH
−Pc∈Jαcc
| N
pi. If C
16= 0 then C
0:= C
1else go on with p − 1.
17
i.e., H
−(N )
N→+∞^C
−⊙ Θ(N ) and L
−(z)
z→1]C
−⊙ Λ((1 − z)
−1) where Θ
⊙−1and Λ
⊙−1denote the inverses for Hadamard product of Θ and Λ respectively (to be compared with (4)).
The equivalences are understood term by term.
18
The support of P = P
u∈Y0∗
x
uu ∈ Q hY
0i is defined by suppP = {w ∈ Y
0∗|hP | wi 6= 0} and the scalar product, on Q hY
0i, is defined by hP | wi = x
w.
19
This process, over Q hY
0i, ends after a finite number of steps.
Example 5. P = 12y
2y
41− y
2y
32− 9y
42, (y
14y
2)+ | y
41y
2|= (y
2y
23)+ | y
2y
32|=
11 > 10 = (y
42)+ | y
24|. Thus, p
max= 11, C
0= 12C
y−2y41
− C
y−2y23
= 0. Next step. One has
H
−y2y41
(N ) = 1
4224 N
11− 181
134400 N
10+ 31
80640 N
9+ 43
5376 N
8− 1 168 N
7− 1087
57600 N
6+ 47
3840 N
5+ 323
16128 N
4− 1
126 N
3− 787
100800 N
2+ 19 18480 N, H
−y2y23
(N ) = 1
352 N
11− 9
2240 N
10− 95
4032 N
9+ 11
448 N
8+ 13
168 N
7− 149 2880 N
6− 37
320 N
5+ 173
4032 N
4+ 71
1008 N
3− 59
5040 N
2− 53 4620 N.
Hence, C
1= − 2172
134400 + 9
2240 − 9C
y−24
= − 269
1400 6= 0 and then C
P−= − 269 1400 .
• Suppose, in the r
th− step, that the linear combination of coefficients of N
pmax−r+1in H
−wwith w ∈ {u ∈ suppP |(u)+ | u |≥ p
max− r + 1} is zero, namely C
r−1= 0, then in (r + 1)
th− step to compute the linear combination of coefficients of N
pmax−rin H
−wwith w ∈ {u ∈ suppP |(u)+|u| ≥ p
max−r+1}, and the linear combination of C
w−with w ∈ {u ∈ suppP |(u)+ | u |= p
max−r}.
If the sum of above results is not 0 then it is C
P−else one jumps to next step.
For P = P
w∈Y∗
c
ww, the similar algorithm can be used to compute B
P−:
• Step 1: Let J := {v ∈ suppP |(v)+ | v |= p
max}. Compute B
0= P
c∈J
α
cB
c−. If B
06= 0, then B
P−= B
0else go to next step.
• Step 2: Let J
1= {v ∈ suppP |(v )+ | v |= p
max− 1}. Find the coefficient of (1 − z)
−pmax+1in Li
−Pc∈Jαcc
, namely b
pmax−1, and compute B
1= b
pmax−1+ P
c∈J1
α
cB
c−. If B
16= 0 then B
P−= B
1else continue with smaller orders.
4. Structure of harmonic sums and polylogarithms 4.1. Structure of harmonic sums at non-positive multi-indices Proposition 3. Let w
1, w
2∈ Y
0∗. Then H
−w1H
−w2= H
−w1 w2.
Proof – Associating (s
1, . . . , s
k) to w, the quasi-symmetric monomial function on the commuting variables t = {t
i}
i≥1is defined by
M
1Y∗(t) = 1 and M
w(t) = X
n1>...>nk>0
t
sn11. . . t
snkk.
For any u, v ∈ Y
0∗, since M
uM
v= M
u vthen H
−s1,...,skis obtained by specializing, in M
w, t = {t
i}
i≥1at t
i= i if 1 ≤ i ≤ N and else at t
i= 0 for i ≥ N + 1 for i ≥ N + 1.
By the -extended Friedrichs criterion [33, 34], we get
Theorem 4. 1. The generating series H
−is group-like and log H
−is primitive.
2. ker H
−•is a prime ideal of ( Q hY
0i , ), i.e. QhY
0i \ ker H
−•is closed by . Definition 5. For any n ∈ N
+, let P
n:= span
R+{w ∈ Y
0∗|(w) + |w| = n} \ {0} ⊂ R
+hY
0i be the blunt convex cone (i.e. without zero or see Appendix A.) generated by the set {w ∈ Y
0∗|(w) + |w| = n}.
By definition, C
•−is linear on the set P
n. For any u, v ∈ Y
0∗, one has u v = u
⊔⊔v + P
(w)+|w|<(u)+|u|+|v|+(v)
x
ww and the x
w’s are positive. Moreover, for any w which belongs to the support of P
(w)+|w|<(u)+|u|+|v|+(v)
x
ww, one has (w) + |w| <
(u) + (v) + |u| + |v|. Thus, by the definition of C
•−, one obtains Corollary 1. 1. Let w, v ∈ Y
0∗. Then C
w−C
v−= C
w−⊔⊔v= C
w− v.
2. For any P, Q / ∈ ker H
−•, C
P−C
Q−= C
P− Qand Q hY
0i \ ker H
−•is a − multiplicative monoid containing Y
0∗.
Let us prove C
•−can be extended as a character C
−, for
⊔⊔or equivalently, by the Freidrichs’ criterion [43], C
−is group-like and then log C
−is primitive, for ∆
⊔⊔. Lemma 1. Let A is a R -associative algebra with unit and f : ⊔
n≥0P
n−→ A (see Definition 5) such that
1. For any u, v ∈ Y
0∗, f (u
⊔⊔v) = f (u)f(v) and f (1
Y0∗) = 1
A. 2. For any finite set I, one has f ( P
i∈I
α
iw
i) = P
i∈I
α
if (w
i) where P
i∈I
α
iw
i∈ P
n( finite non-trivial positive linear combination).
Then f can be uniquely extended as a character i.e. S
f= P
w∈Y0∗
f(w)w is group- like for ∆
⊔⊔.
Proof – The linear span of P
nis the space of homogeneous polynomials of degree n, (i.e., P
n−P
n= R
nhY
0i), P
nbeing convex (and non-void), f extends uniquely, as a linear map, to R
nhY
0i and then, as a linear map, on ⊕
n≥0R
nhY
0i = RhY
0i. This linear extension is a morphism for the shuffle product as it is so on the (linear) generators Y
0∗.
By definition of f and S
f, it is immediate hS
f| 1
Y0∗i = 1
A. One can check easily that ∆
⊔⊔(S
f) = S
f⊗ S
f. Hence, S
fis group-like, for ∆
⊔⊔.
Corollary 2. The noncommutative generating series C
−is group-like, for ∆
⊔⊔.
Proof – It is a consequence of Lemma 1 and Corollary 1.
Example 6 (of C
u−⊔⊔vand C
u− v).
u C
u−v C
v−u
⊔⊔v C
u−⊔⊔vy
01 y
01 2y
021
y
20 12y
1 12
y
2 13
y
1y
2+ y
2y
1 16
y
1y
2 115
y
2y
1 110
y
m 1m+1
y
n 1n+1
y
my
n+ y
ny
m 1(m+1)(n+1)
y
my
n (n+1)−1(n+m+2)
y
ny
m (m+1)−1 (m+n+2)y
1 12
y
2y
5 154
y
1y
2y
5+ y
2y
1y
5+ y
2y
5y
1 1 108y
1y
2y
5 1594
y
2y
1y
5 1 528y
2y
5y
1 1 176y
0y
1 16
y
2y
3 128
y
0y
1y
2y
3+ y
0y
2y
1y
3 1+y
0y
2y
3y
1+ y
2y
3y
0y
1 168+y
2y
0y
1y
3+ y
2y
0y
3y
1y
0y
1y
2y
3 12520
y
0y
2y
1y
3 1 2160y
0y
2y
3y
1 11080
y
2y
3y
0y
1 1y
2y
0y
1y
3 1 4201680
y
2y
0y
3y
1 1 840y
ay
b (b+1)−1(a+b+2)
y
cy
d (d+1)−1(c+d+2)
y
ay
by
cy
d+ y
ay
cy
by
d (b+1)−1(d+1)−1 (a+b+2)(c+d+2)+y
ay
cy
dy
b+ y
cy
dy
ay
b+y
cy
ay
by
d+ y
cy
ay
dy
bu C
u−v C
v−u v C
u− vy
01 y
01 2y
20+ y
01
y
1 12
y
2 13
y
1y
2+ y
2y
1+ y
3 16
y
m 1m+1
y
n 1n+1
y
my
n+ y
ny
m+ y
n+m 1(m+1)(n+1)
y
1 12y
2y
5 541y
1y
2y
5+ y
2y
1y
5+ y
2y
5y
1 1081+y
3y
5+ y
2y
6y
0y
1 16y
2y
3 281y
0y
1y
2y
3+ y
0y
2y
1y
3 1681+y
0y
2y
3y
1+ y
2y
3y
0y
1+y
2y
0y
1y
3+ y
2y
0y
3y
1+ y
0y
2y
4+y
0y
32+ y
2y
3y
1+ y
2y
1y
3+y
2y
0y
4+ y
2y
3y
1+ y
2y
4y
ay
b (b+1)−1(a+b+2)
y
cy
d (d+1)−1(c+d+2)