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Suppose I have a multivariate function $f$ from $\mathbb{C}^d$ to $\mathbb{C}$ that accepts a Taylor expension of the form

$$f(\mathbf x) = \sum\limits_{\mathbf k \in \mathbb N^d} a_{\mathbf k} \mathbf x^\mathbf k.$$

I do have a closed form expression for this function (which is a little complex to expose), allowing me to extract some information: e.g. I know that $f$ is $\mathcal{C}^{\infty}$, but I could extract more info if needed.

I want to bound the remainder of the approximation, by showing that $f$ belongs to some smooth functional ball like:

$$B_1(s,L) = \left\{ f: \sum\limits_{\mathbf k \in \mathbb N^d} a_{\mathbf k}^2 \mathbf k^s \le L\right\} \text{for positive $s,L$}$$

or:

$$B_2(r,L) = \left\{ f: \sum\limits_{\mathbf k \in \mathbb N^d} a_{\mathbf k}^2 e^{<\mathbf r,\mathbf k>} \le L\right\} \text{for positive $r,L$}$$

Question 1: Have these balls names? Are they known things, and is there some theory about them?

Question 2: What would it mean for $f$ to belong to one of these balls? What property of $f$ is necessary? Sufficient? Both?

Question 3: More directly, the quantity I really need to bound is, for a given $p \in \mathbb{N}^d$, the error $E_{\mathbf p} = \sum\limits_{\mathbf k \ge \mathbf p} a_{\mathbf k}^2$. Is there a way to bound this quantity from information about $f$ ?

[Please retag if not tagged correctly]

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1 Answer 1

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You can relate $B_2$ balls to the domain of analyticity of your function $f$. For instance, if $d=1$, $f\in B_2(r,L)$ implies that $f$ is analytic on $\{z : \vert z\vert < \sqrt{e^r}\}$ and reciprocally, if $f$ is analytic on $\{z : \vert z\vert < \sqrt{e^\rho}\}$ then $f\in B_2(r,L)$ for all $r<\rho$.

To put it differently, if you can say something about the domain of analyticity of your function $f$ you can then use Cauchy's formula to control the decay of the coefficients $a_k$, and therefore you could directly get an answer to your Question 3.

You should have similar relations in higher dimension. Indeed, the only thing you really needs is Cauchy integral formula, which can be generalized in higher dimension (see e.g. Hörmander's book "An Introduction to Complex Analysis in Several Variables"). From that formula, if you assume that $f$ is analytic on $\mathcal{B}_\rho := \{ z\in \mathbb{C}^d : \vert z_i \vert < \rho_i,\ i=1,\ldots,d \}$, then for any $s=(s_1,\ldots,s_d)$ s.t. $0<s_i<\rho_i$ for all $i$, you get something like $$ \vert a_k \vert = \left\vert \frac{\partial_k f (0)}{k!} \right\vert \leq \frac{\sup_{\mathcal{B}}\vert f\vert}{(2\pi)^d} \frac{1}{s^k}. $$ As soon as you can take each $s_i>1$, then you get a control on the decay of your coefficients, and you can say that $f$ belongs to some of your $B_2$ balls, or directly try and answer your question 3.

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  • $\begingroup$ I might be able to say something about the domain of analyticity of the function, yes. I am able to compute all it's singularities for example. Complex analysis is not my domain, and therefore it's a little hard for me. Everything i read on the topic treat of univariate functions only, and very few references deals with the multivairate case. Could you provide some good refs about the multivariate case ? $\endgroup$
    – lrnv
    Commented Dec 16, 2020 at 13:08
  • $\begingroup$ [Coment too long] To put it differently : Consider that $f$ is analytic on the cartesian product of discs with radii $r_1,...,r_d$. Then how should the cauchy formula be used to control the decay of the coefficients, as my Question 3 asked ? Does it require that all $r_i$ are greater than one ? $\endgroup$
    – lrnv
    Commented Dec 16, 2020 at 13:09
  • $\begingroup$ Last but not least: Is the following the right multivariate extension to your equivalence: $f \in B_2(r,L) \iff f$ is analytic on $\left\{z \in \mathbb C^d:\; \sum_{i=1}^n \lvert z_i\rvert < \prod\limits_{i=1}^n \sqrt{e^{\rho_i}}\right\}$ ? $\endgroup$
    – lrnv
    Commented Dec 16, 2020 at 13:16
  • $\begingroup$ I'm also not very familiar with multivariate complex analysis, but I think what you need is rather elementary, so it should be fine (I added some details and a reference in the main answer). Regarding your last comment, I think in $\mathbb{C}^d$ it might be easier to work with products of 1-d disks, or if you wish $\vert \cdot\vert_\infty$ balls, rather than $\vert \cdot\vert_1$ balls as you suggested (see my answer and the way the cauchy formula is formulated in the multivariate case). $\endgroup$
    – Maxime
    Commented Dec 17, 2020 at 10:29
  • $\begingroup$ This is a lot clearer for me now. Sadly, as i understood recently, the dominant singularity of my function is exactly at $(0...0,1,0,...,0)$, which means that exponential decay is not possible. But at least you provided me the right reference and guided me through it. Thanks a lot ! $\endgroup$
    – lrnv
    Commented Dec 17, 2020 at 11:43

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