Closed-form expression
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In mathematics, a closed-form expression is a mathematical expression expressed
using a finite number of standard operations. It may contain constants, variables, certain
"well-known" operations (e.g., + − × ÷), and functions (e.g., nth
root, exponent, logarithm, trigonometric functions, and inverse hyperbolic functions), but
usually no limit, differentiation or integration. The set of operations and functions
admitted in a closed-form expression may vary with author and context.
Contents
1Example: roots of polynomials
2Alternative definitions
3Analytic expression
4Comparison of different classes of expressions
5Dealing with non-closed-form expressions
o 5.1Transformation into closed-form expressions
o 5.2Differential Galois theory
o 5.3Mathematical modelling and computer simulation
6Closed-form number
7Numerical computations
8Conversion from numerical forms
9See also
10References
11Further reading
12External links
Example: roots of polynomials[edit]
The solutions of any quadratic equation with complex coefficients can be expressed in
closed form in terms of addition, subtraction, multiplication, division, and square
root extraction, each of which is an elementary function. For example, the quadratic
equation
is tractable since its solutions can be expressed as a closed-form expression, i.e. in
terms of elementary functions:
Similarly solutions of cubic and quartic (third and fourth degree) equations can
be expressed using arithmetic, square roots, and cube roots, or alternatively
using arithmetic and trigonometric functions. However, there are quintic
equations without closed-form solutions using elementary functions, such
as x5 − x + 1 = 0.
An area of study in mathematics referred to broadly as Galois theory involves
proving that no closed-form expression exists in certain contexts, based on the
central example of closed-form solutions to polynomials.
Alternative definitions[edit]
Changing the definition of "well known" to include additional functions can
change the set of equations with closed-form solutions. Many cumulative
distribution functions cannot be expressed in closed form, unless one
considers special functions such as the error function or gamma function to be
well known. It is possible to solve the quintic equation if general hypergeometric
functions are included, although the solution is far too complicated algebraically
to be useful. For many practical computer applications, it is entirely reasonable
to assume that the gamma function and other special functions are well known
since numerical implementations are widely available.
Analytic expression[edit]
An analytic expression (or expression in analytic form) is a mathematical
expression constructed using well-known operations that lend themselves
readily to calculation. Similar to closed-form expressions, the set of well-known
functions allowed can vary according to context but always includes the basic
arithmetic operations (addition, subtraction, multiplication, and division),
exponentiation to a real exponent (which includes extraction of the nth root),
logarithms, and trigonometric functions.
However, the class of expressions considered to be analytic expressions tends
to be wider than that for closed-form expressions. In particular, special
functions such as the Bessel functions and the gamma function are usually
allowed, and often so are infinite series and continued fractions. On the other
hand, limits in general, and integrals in particular, are typically excluded.[citation needed]
If an analytic expression involves only the algebraic operations (addition,
subtraction, multiplication, division, and exponentiation to a rational exponent)
and rational constants then it is more specifically referred to as an algebraic
expression.
Comparison of different classes of expressions[edit]
Closed-form expressions are an important sub-class of analytic expressions,
which contain a bounded[citation needed] or an unbounded number of applications of well-
known functions. Unlike the broader analytic expressions, the closed-form
expressions do not include infinite series or continued fractions; neither
includes integrals or limits. Indeed, by the Stone–Weierstrass theorem,
any continuous function on the unit interval can be expressed as a limit of
polynomials, so any class of functions containing the polynomials and closed
under limits will necessarily include all continuous functions.
Similarly, an equation or system of equations is said to have a closed-form
solution if, and only if, at least one solution can be expressed as a closed-form
expression; and it is said to have an analytic solution if and only if at least one
solution can be expressed as an analytic expression. There is a subtle
distinction between a "closed-form function" and a "closed-form number" in the
discussion of a "closed-form solution", discussed in (Chow 1999) and below. A
closed-form or analytic solution is sometimes referred to as an explicit solution.
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v
t Arithmetic expressions Polynomial expressions Alg
e
Constant Yes Yes
Elementary arithmetic operation Yes Addition, subtraction, and multiplication only
Finite sum Yes Yes
Finite product Yes Yes
Finite continued fraction Yes No
Variable No Yes
Integer exponent No Yes
Integer nth root No No
Rational exponent No No
Integer factorial No No
Irrational exponent No No
Logarithm No No
Trigonometric function No No
Inverse trigonometric function No No
Hyperbolic function No No
Inverse hyperbolic function No No
Non-algebraic root of a polynomial No No
Gamma function and factorial of a non-integer No No
Bessel function No No
Special function No No
Infinite sum (series) (including power series) No No
Infinite product No No
Infinite continued fraction No No
Limit No No
Derivative No No
Integral No No
Dealing with non-closed-form expressions[edit]
Transformation into closed-form expressions[edit]
The expression:
is not in closed form because the summation entails an infinite number of
elementary operations. However, by summing a geometric series this
expression can be expressed in the closed form: [1]
Differential Galois theory[edit]
Main article: Differential Galois theory
The integral of a closed-form expression may or may not itself be
expressible as a closed-form expression. This study is referred to
as differential Galois theory, by analogy with algebraic Galois theory.
The basic theorem of differential Galois theory is due to Joseph
Liouville in the 1830s and 1840s and hence referred to as Liouville's
theorem.
A standard example of an elementary function whose antiderivative does
not have a closed-form expression is:
whose antiderivative is (up to constants) the error function:
Mathematical modelling and computer
simulation[edit]
Equations or systems too complex for closed-form or analytic
solutions can often be analysed by mathematical
modelling and computer simulation.
Closed-form number[edit]
See also: Transcendental number theory
Three subfields of the complex numbers C have been suggested
as encoding the notion of a "closed-form number"; in increasing
order of generality, these are the Liouville numbers (not to be
confused with Liouville numbers in the sense of rational
approximation), EL numbers and elementary numbers.
The Liouville numbers, denoted L, form the
smallest algebraically closed subfield of C closed under
exponentiation and logarithm (formally, intersection of all such
subfields)—that is, numbers which involve explicit exponentiation
and logarithms, but allow explicit and implicit polynomials (roots of
polynomials); this is defined in (Ritt 1948, p. 60). L was originally
referred to as elementary numbers, but this term is now used
more broadly to refer to numbers defined explicitly or implicitly in
terms of algebraic operations, exponentials, and logarithms. A
narrower definition proposed in (Chow 1999, pp. 441–442),
denoted E, and referred to as EL numbers, is the smallest
subfield of C closed under exponentiation and logarithm—this
need not be algebraically closed, and correspond
to explicit algebraic, exponential, and logarithmic operations. "EL"
stands both for "Exponential-Logarithmic" and as an abbreviation
for "elementary".
Whether a number is a closed-form number is related to whether
a number is transcendental. Formally, Liouville numbers and
elementary numbers contain the algebraic numbers, and they
include some but not all transcendental numbers. In contrast, EL
numbers do not contain all algebraic numbers, but do include
some transcendental numbers. Closed-form numbers can be
studied via transcendental number theory, in which a major result
is the Gelfond–Schneider theorem, and a major open question
is Schanuel's conjecture.
Numerical computations[edit]
For purposes of numeric computations, being in closed form is not
in general necessary, as many limits and integrals can be
efficiently computed.
Conversion from numerical forms[edit]
There is software that attempts to find closed-form expressions for
numerical values, including RIES,
identify in Maple[3] and SymPy,[4] Plouffe's Inverter,[5] and
[2]
the Inverse Symbolic Calculator.[6]
See also[edit]
Algebraic solution
Finitary operation
Numerical solution
Computer simulation
Symbolic regression
Term (logic)
Liouvillian function
Elementary function
References[edit]
1. ^ Holton, Glyn. "Numerical Solution, Closed-Form Solution". Archived
from the original on 4 February 2012. Retrieved 31 December 2012.
2. ^ Munafo, Robert. "RIES - Find Algebraic Equations, Given Their
Solution". Retrieved 30 April 2012.
3. ^ "identify". Maple Online Help. Maplesoft. Retrieved 30 April 2012.
4. ^ "Number identification". SymPy documentation.
5. ^ "Plouffe's Inverter". Archived from the original on 19 April 2012.
Retrieved 30 April 2012.
6. ^ "Inverse Symbolic Calculator". Archived from the original on 29 March
2012. Retrieved 30 April 2012.
Further reading[edit]
Ritt, J. F. (1948), Integration in finite terms
Chow, Timothy Y. (May 1999), "What is a Closed-Form
Number?", American Mathematical Monthly, 106 (5): 440–
448, arXiv:math/9805045, doi:10.2307/2589148, JSTOR 258
9148
Jonathan M. Borwein and Richard E. Crandall (January 2013),
"Closed Forms: What They Are and Why We Care", Notices
of the American Mathematical Society, 60 (1): 50–
65, doi:10.1090/noti936
External links[edit]
Weisstein, Eric W. "Closed-Form Solution". MathWorld.