Closed-form expression

(Redirected from Closed form solution)

In mathematics, an expression is said to be a closed-form expression if it can be expressed analytically in terms of a finite number of certain "well-known" functions. Typically, these well-known functions are defined to be elementary functions—constants, one variable x, elementary operations of arithmetic (+ − × ÷), nth roots, exponent and logarithm (which thus also include trigonometric functions and inverse trigonometric functions). Often problems are said to be tractable if they can be solved in terms of a closed-form expression.

Closed–form expressions are an important sub-class of analytic expressions, which contain a bounded or 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.

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.

Equations or systems too complex for closed-form or analytical solutions can often be analysed by mathematical modelling and computer simulation.

Examples

Roots of polynomials

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:

$ax^2+bx+c=0,\,$

is closed-form since its solutions can be expressed in terms of elementary functions:

$x={-b\pm\sqrt{b^2-4ac} \over 2a}$

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; see Galois theory.

Non-closed-form expressions with closed-form solutions

The expression:

$f(x) = \sum_{i=0}^\infty {x \over 2^i}$

is not 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]

$f(x) = 2x$

Integrals

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:

$e^{-x^2}$

whose antiderivative is (up to constants) the error function:

$\operatorname{erf}(x) = \frac{2}{\sqrt{\pi}}\int_{0}^x e^{-t^2}\,\mathrm dt.$

Alternative definitions

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.

Closed-form number

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 EL numbers, Liouville numbers, and elementary numbers. The Liouville numbers, denoted L (not to be confused with Liouville numbers in the sense of rational approximation), 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 in 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 transcendence theory, in which a major result is the Gelfond–Schneider theorem, and a major open question is Schanuel's conjecture.

Numerical computations

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

There is software that attempts to find closed-form expressions for numerical values, including RIES,[2] identify in Maple,[3] Plouffe's Inverter,[4] and the Inverse Symbolic Calculator.[5]