# Series Approximation¶

The basic idea of series approximation is to express the delta quantity $$\Delta_n$$ in form of an infinite series that can be used to quickly approximate $$\Delta_n$$ by evaluating a limited number of initial terms. If the approximation turns out to be sufficiently accurate for large $$n$$, a considerable speed up can be achieved, because it is then no longer necessary to compute $$\Delta_n$$ by iteration.

In the example of K. I. Martin the series is composed out of three initial terms and a residual term. Writing $$\delta$$ for $$\Delta_0$$ Martin’s equation looks like this:

\begin{align*} \Delta_n = A_n \delta + B_n \delta^2 + C_n \delta^3 + \text{o}(\delta^4) \end{align*}

In generalized terms, this series can be written down like so:

\begin{align*} \Delta_n = a_{1,n} \delta + a_{2,n} \delta^2 + a_{3,n} \delta^3 + \ldots + a_{k,n} \delta^k + \text{o}(\delta^{k+1}) \tag{1} \end{align*}

If the residual term $$\text{o}(\delta^{k+1})$$ is sufficiently small, this formula can be utilized to approximate $$\Delta_n$$:

\begin{align*} \Delta_n \approx a_{1,n} \delta + a_{2,n} \delta^2 + a_{3,n} \delta^3 + \ldots + a_{k,n} \delta^k \tag{2} \end{align*}

In practice, this approach works very well in many cases: The residual term often remains small for substantial time until it exceeds a given error threshold. In such a case, we can speed up the computation of a delta orbit by skipping a large initial segment. This means that instead of computing

\begin{align*} \Delta_0, \Delta_1, \Delta_2, \ldots \end{align*}

the series

\begin{align*} \Delta_m, \Delta_{m+1}, \Delta_{m+2}, \ldots \tag{3} \end{align*}

is computed where $$m$$ denotes the largest value of $$n$$ for which $$(2)$$ is sufficiently accurate. In many cases, a large enough initial piece can be skipped that only a small fraction of the iterations need be performed that would have been necessary without series approximation.

For applying series approximation in practice, we need determine up to which value equation ($$2$$) is sufficiently accurate. The common solution is to use a certain set of probe points. For each of these points, the delta orbit is generated by iteration and compared to the values obtained by series approximation. If the relative error exceeds a certain threshold, calculation is aborted. The test point which exceeds the error threshold first, defines the value of $$m$$ in equation $$(3)$$.

We are missing one last piece of the puzzle. So far, we have dealt with $$(1)$$ as an abstract formula, assuming that the coefficients $$a_{1,n}, a_{2,n}, a_{3,n} \ldots$$ have already been calculated. We still need to find a way to calculate these coefficients. $$n = 0$$ is the easy case. Substituting $$n$$ by $$0$$ in $$(1)$$ reveals:

\begin{align*} a_{1,n} &= 1 \nonumber \\ a_{j,n} &= 0 \;\;\text{for}\;\; j \geq 2 \nonumber \end{align*}

For $$n \geq 1$$ we find the answer by applying the delta iteration scheme to:

\begin{align*} \Delta_n = \sum_{j = 1}^{k} a_{j,n} \delta^j \end{align*}

This result in:

\begin{align*} \sum_{j = 1}^{k} a_{j,n+1} \delta^j &= \Delta_{n+1} \\ &= 2 x_n \Delta_n + \Delta_n^2 + \Delta_0 \\ &= 2 x_n \Bigl(\; \sum_{j = 1}^{k} a_{j,n} \delta^j\; \Bigr) + \Bigl(\; \sum_{j = 1}^{k} a_{j,n} \delta^j \; \Bigr)^2 + \delta \\ &= \sum_{j = 1}^{k} 2 x_n a_{j,n} \delta^j + \sum_{i = 1}^{k}\sum_{j = 1}^{k} a_{i,n} a_{j,n} \delta^{i+j} + \delta \end{align*}

Comparing of coefficients reveals the relationships we are looking for:

\begin{align*} a_{1,n+1} &= 2 x_n a_{1,n} + 1 \nonumber \\ a_{j,n+1} &= 2 x_n a_{j,n} + \sum_{i = 1}^{k} a_{i,n} a_{k - i,n} \;\;\text{for}\;\; j \geq 2 \nonumber \end{align*}