Simple Derivative plus tricky algebraic expression to simplify?
$begingroup$
I need to find the maximum of:
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
apply quotient rule to the fraction term
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))}{(lambda tau)^2}+e^{-lambda tau}tau$$
give common denominator
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2}{(lambda tau)^2}$$
Is this derivative correct?
I now need to set this equal to zero and solve for lambda!
$$(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2=0$$
Can this be solved analytically?
Is so could I please have a hint as to how to approach the problem?
Baz
calculus linear-algebra
$endgroup$
|
show 2 more comments
$begingroup$
I need to find the maximum of:
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
apply quotient rule to the fraction term
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))}{(lambda tau)^2}+e^{-lambda tau}tau$$
give common denominator
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2}{(lambda tau)^2}$$
Is this derivative correct?
I now need to set this equal to zero and solve for lambda!
$$(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2=0$$
Can this be solved analytically?
Is so could I please have a hint as to how to approach the problem?
Baz
calculus linear-algebra
$endgroup$
1
$begingroup$
Differentiating it with Mathematica yields (taking it as a function of $lambda$): $$frac{e^{-lambda tau } left(lambda ^2 tau ^2+lambda tau -e^{lambda tau }+1right)}{lambda ^2 tau }$$
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:40
1
$begingroup$
I've compared both functions, and it seems okay. Here.
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:44
$begingroup$
Thanks your expression does seem simpler. As we are equating it to zero only the expression in the brackets remains (right?) I'm still not sure how to solve this as lambda is function of both quadratic and exponential terms?
$endgroup$
– Bazman
Aug 9 '15 at 19:48
$begingroup$
Why only the expression in the brackets remain?
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:51
$begingroup$
Because to find the maximum you must equate it to zero?
$endgroup$
– Bazman
Aug 9 '15 at 20:08
|
show 2 more comments
$begingroup$
I need to find the maximum of:
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
apply quotient rule to the fraction term
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))}{(lambda tau)^2}+e^{-lambda tau}tau$$
give common denominator
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2}{(lambda tau)^2}$$
Is this derivative correct?
I now need to set this equal to zero and solve for lambda!
$$(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2=0$$
Can this be solved analytically?
Is so could I please have a hint as to how to approach the problem?
Baz
calculus linear-algebra
$endgroup$
I need to find the maximum of:
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
apply quotient rule to the fraction term
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))}{(lambda tau)^2}+e^{-lambda tau}tau$$
give common denominator
$$frac{(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2}{(lambda tau)^2}$$
Is this derivative correct?
I now need to set this equal to zero and solve for lambda!
$$(e^{-lambda tau}lambda tau-tau(1-e^{-lambda tau}))+e^{-lambda tau}tau^3lambda^2=0$$
Can this be solved analytically?
Is so could I please have a hint as to how to approach the problem?
Baz
calculus linear-algebra
calculus linear-algebra
edited Aug 9 '15 at 19:33
Billy Rubina
10.5k1460138
10.5k1460138
asked Aug 9 '15 at 19:04
BazmanBazman
406413
406413
1
$begingroup$
Differentiating it with Mathematica yields (taking it as a function of $lambda$): $$frac{e^{-lambda tau } left(lambda ^2 tau ^2+lambda tau -e^{lambda tau }+1right)}{lambda ^2 tau }$$
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:40
1
$begingroup$
I've compared both functions, and it seems okay. Here.
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:44
$begingroup$
Thanks your expression does seem simpler. As we are equating it to zero only the expression in the brackets remains (right?) I'm still not sure how to solve this as lambda is function of both quadratic and exponential terms?
$endgroup$
– Bazman
Aug 9 '15 at 19:48
$begingroup$
Why only the expression in the brackets remain?
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:51
$begingroup$
Because to find the maximum you must equate it to zero?
$endgroup$
– Bazman
Aug 9 '15 at 20:08
|
show 2 more comments
1
$begingroup$
Differentiating it with Mathematica yields (taking it as a function of $lambda$): $$frac{e^{-lambda tau } left(lambda ^2 tau ^2+lambda tau -e^{lambda tau }+1right)}{lambda ^2 tau }$$
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:40
1
$begingroup$
I've compared both functions, and it seems okay. Here.
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:44
$begingroup$
Thanks your expression does seem simpler. As we are equating it to zero only the expression in the brackets remains (right?) I'm still not sure how to solve this as lambda is function of both quadratic and exponential terms?
$endgroup$
– Bazman
Aug 9 '15 at 19:48
$begingroup$
Why only the expression in the brackets remain?
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:51
$begingroup$
Because to find the maximum you must equate it to zero?
$endgroup$
– Bazman
Aug 9 '15 at 20:08
1
1
$begingroup$
Differentiating it with Mathematica yields (taking it as a function of $lambda$): $$frac{e^{-lambda tau } left(lambda ^2 tau ^2+lambda tau -e^{lambda tau }+1right)}{lambda ^2 tau }$$
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:40
$begingroup$
Differentiating it with Mathematica yields (taking it as a function of $lambda$): $$frac{e^{-lambda tau } left(lambda ^2 tau ^2+lambda tau -e^{lambda tau }+1right)}{lambda ^2 tau }$$
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:40
1
1
$begingroup$
I've compared both functions, and it seems okay. Here.
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:44
$begingroup$
I've compared both functions, and it seems okay. Here.
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:44
$begingroup$
Thanks your expression does seem simpler. As we are equating it to zero only the expression in the brackets remains (right?) I'm still not sure how to solve this as lambda is function of both quadratic and exponential terms?
$endgroup$
– Bazman
Aug 9 '15 at 19:48
$begingroup$
Thanks your expression does seem simpler. As we are equating it to zero only the expression in the brackets remains (right?) I'm still not sure how to solve this as lambda is function of both quadratic and exponential terms?
$endgroup$
– Bazman
Aug 9 '15 at 19:48
$begingroup$
Why only the expression in the brackets remain?
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:51
$begingroup$
Why only the expression in the brackets remain?
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:51
$begingroup$
Because to find the maximum you must equate it to zero?
$endgroup$
– Bazman
Aug 9 '15 at 20:08
$begingroup$
Because to find the maximum you must equate it to zero?
$endgroup$
– Bazman
Aug 9 '15 at 20:08
|
show 2 more comments
2 Answers
2
active
oldest
votes
$begingroup$
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
We see, the function depends on $lambdatau$. Set $lambdatau=x$ therefore.
$$frac{(1-e^{-x})}{x}-e^{-x}$$
Calculating the extrema:
$$frac{d}{dx}frac{(1-e^{-x})}{x}-e^{-x}stackrel{!}{=}0$$
$$frac{x^2e^{-x}+xe^{-x}+e^{-x}-1}{x^2}stackrel{!}{=}0$$
$$curvearrowright xneq0$$
We see, the function in the equation depends on $x$ and $e^{-x}$. Both are algebraically independent of each other. Unfortunately, the equation cannot have a solution that is an elementary function (see Wikipedia: Elementary function for the definition of the elementary functions).
A known special function for inverting functions of $x$ and $e^x$ is the Lambert W function. It is the inverse of $xe^x$. But the function in the equation cannot be represented in the form of equation (1) of my answer at Algebraic solution to natural logarithm equations like 1−x+xln(−x)=0. Unfortunately, the equation cannot be solved with help of Lambert W therefore.
If a function in dependence of a variable in polynomials and in exponential functions cannot be solved with Lambert W, some generalizations of Lambert W function are available. See the references in Wikipedia: Lambert W function - Generalizations as an entry. Ask if you need further literature references.
The numerical solution for the maximum is
$$lambdatau=1.793282132900..., f(lambdatau)=0.2984256075256...$$
$$lambda=tau=1.339134844928..., f(lambdatau)=0.2984256075256...$$
$endgroup$
add a comment |
$begingroup$
As said in comments and answers, using $lambdatau=x$, you want to maximize
$$f(x)=frac{(1-e^{-x})}{x}-e^{-x}$$ As already said, the derivative is
$$f'(x)=frac{e^{-x} left(x^2+x+1-e^xright)}{x^2}$$ and you then need to find the zero of function
$$g(x)=x^2+x+1-e^x$$
May be, this could be done using the generalization of the Lambert function with complex coeddicients but I am afraid that this could be a nightmare.
However, we can easily obtain rather good approximations.
The derivative
$$g'(x)=2x+1-e^x$$ cancels for
$$x_*=-frac{1}{2}-W_{-1}left(-frac{1}{2 sqrt{e}}right)$$ where appears the second branch of Lambert function. At this point (where the first derivative is zero, we can build a Taylor series and get
$$g(x)=g(x_*)+frac 12 g''(x_*)(x-x_*)^2+Oleft((x-x_*)^3right)$$ Neglecting the higher order terms, the solutions are then
$$x_pm=x_*pm sqrt{-frac{2g(x_*)}{g''(x_*)}}$$ In the considered problem, we need to consider the largest solution which is $x_-$.
For more simplicity in notations, let $t=W_{-1}left(-frac{1}{2 sqrt{e}}right) approx-1.75643$ and then
$$x_-=-frac{2 t^2+3 t+1+sqrt{-4 t^3-12 t^2-11 t-3}}{2 (t+1)}approx 1.90907$$ making $f(x_-)approx 0.297958$ which is not too bad when compared to the exact solution @IV_ gave in his/her answer.
Could we do better ? Graphing $f(x)$ we can notice that the maximum is "around" $x=2$. So, using the simplest Padé approximant,w ehave
$$g(x)simeq frac{7-e^2+frac{left(-36+11 e^2-e^4right) }{2
left(e^2-5right)}(x-2)}{1+frac{left(2-e^2right) }{2
left(e^2-5right)}(x-2)}$$ which cancel at
$$x=frac{2+2 e^2}{36-11 e^2+e^4} approx 1.80051 implies f(x) approx 0.298424$$ which is better.
We could continue that way builing around $x=2$ the $[1,n]$ Padé approximants which will write
$$g(x)=frac{7-e^2+a_1^{(n)}(x-2)}{1+sum_{k=1}^n b_k (x-2)^n}implies x_{(n)}=2+frac{e^2-7}{ a_1^{(n)}}$$
and get the following results
$$left(
begin{array}{cccc}
n & x_{(n)} & x_{(n)} approx & f(x_{(n)}) \
0 & frac{-3+e^2}{-5+e^2} & 1.8371507 & 0.29835622 \
1 & frac{2+2 e^2}{36-11 e^2+e^4} & 1.8005100 & 0.29842369 \
2 & frac{192-98 e^2+28 e^4-2 e^6}{-660+290 e^2-40 e^4+2 e^6} & 1.7943170 &
0.29842557 \
3 & frac{-12528+8412 e^2-1860 e^4+228 e^6-12 e^8}{21456-11934 e^2+2490 e^4-210
e^6+6 e^8} & 1.7934191 & 0.29842561
end{array}
right)$$
$endgroup$
add a comment |
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2 Answers
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$begingroup$
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
We see, the function depends on $lambdatau$. Set $lambdatau=x$ therefore.
$$frac{(1-e^{-x})}{x}-e^{-x}$$
Calculating the extrema:
$$frac{d}{dx}frac{(1-e^{-x})}{x}-e^{-x}stackrel{!}{=}0$$
$$frac{x^2e^{-x}+xe^{-x}+e^{-x}-1}{x^2}stackrel{!}{=}0$$
$$curvearrowright xneq0$$
We see, the function in the equation depends on $x$ and $e^{-x}$. Both are algebraically independent of each other. Unfortunately, the equation cannot have a solution that is an elementary function (see Wikipedia: Elementary function for the definition of the elementary functions).
A known special function for inverting functions of $x$ and $e^x$ is the Lambert W function. It is the inverse of $xe^x$. But the function in the equation cannot be represented in the form of equation (1) of my answer at Algebraic solution to natural logarithm equations like 1−x+xln(−x)=0. Unfortunately, the equation cannot be solved with help of Lambert W therefore.
If a function in dependence of a variable in polynomials and in exponential functions cannot be solved with Lambert W, some generalizations of Lambert W function are available. See the references in Wikipedia: Lambert W function - Generalizations as an entry. Ask if you need further literature references.
The numerical solution for the maximum is
$$lambdatau=1.793282132900..., f(lambdatau)=0.2984256075256...$$
$$lambda=tau=1.339134844928..., f(lambdatau)=0.2984256075256...$$
$endgroup$
add a comment |
$begingroup$
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
We see, the function depends on $lambdatau$. Set $lambdatau=x$ therefore.
$$frac{(1-e^{-x})}{x}-e^{-x}$$
Calculating the extrema:
$$frac{d}{dx}frac{(1-e^{-x})}{x}-e^{-x}stackrel{!}{=}0$$
$$frac{x^2e^{-x}+xe^{-x}+e^{-x}-1}{x^2}stackrel{!}{=}0$$
$$curvearrowright xneq0$$
We see, the function in the equation depends on $x$ and $e^{-x}$. Both are algebraically independent of each other. Unfortunately, the equation cannot have a solution that is an elementary function (see Wikipedia: Elementary function for the definition of the elementary functions).
A known special function for inverting functions of $x$ and $e^x$ is the Lambert W function. It is the inverse of $xe^x$. But the function in the equation cannot be represented in the form of equation (1) of my answer at Algebraic solution to natural logarithm equations like 1−x+xln(−x)=0. Unfortunately, the equation cannot be solved with help of Lambert W therefore.
If a function in dependence of a variable in polynomials and in exponential functions cannot be solved with Lambert W, some generalizations of Lambert W function are available. See the references in Wikipedia: Lambert W function - Generalizations as an entry. Ask if you need further literature references.
The numerical solution for the maximum is
$$lambdatau=1.793282132900..., f(lambdatau)=0.2984256075256...$$
$$lambda=tau=1.339134844928..., f(lambdatau)=0.2984256075256...$$
$endgroup$
add a comment |
$begingroup$
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
We see, the function depends on $lambdatau$. Set $lambdatau=x$ therefore.
$$frac{(1-e^{-x})}{x}-e^{-x}$$
Calculating the extrema:
$$frac{d}{dx}frac{(1-e^{-x})}{x}-e^{-x}stackrel{!}{=}0$$
$$frac{x^2e^{-x}+xe^{-x}+e^{-x}-1}{x^2}stackrel{!}{=}0$$
$$curvearrowright xneq0$$
We see, the function in the equation depends on $x$ and $e^{-x}$. Both are algebraically independent of each other. Unfortunately, the equation cannot have a solution that is an elementary function (see Wikipedia: Elementary function for the definition of the elementary functions).
A known special function for inverting functions of $x$ and $e^x$ is the Lambert W function. It is the inverse of $xe^x$. But the function in the equation cannot be represented in the form of equation (1) of my answer at Algebraic solution to natural logarithm equations like 1−x+xln(−x)=0. Unfortunately, the equation cannot be solved with help of Lambert W therefore.
If a function in dependence of a variable in polynomials and in exponential functions cannot be solved with Lambert W, some generalizations of Lambert W function are available. See the references in Wikipedia: Lambert W function - Generalizations as an entry. Ask if you need further literature references.
The numerical solution for the maximum is
$$lambdatau=1.793282132900..., f(lambdatau)=0.2984256075256...$$
$$lambda=tau=1.339134844928..., f(lambdatau)=0.2984256075256...$$
$endgroup$
$$frac{(1-e^{-lambda tau})}{lambda tau}-e^{-lambda tau}$$
We see, the function depends on $lambdatau$. Set $lambdatau=x$ therefore.
$$frac{(1-e^{-x})}{x}-e^{-x}$$
Calculating the extrema:
$$frac{d}{dx}frac{(1-e^{-x})}{x}-e^{-x}stackrel{!}{=}0$$
$$frac{x^2e^{-x}+xe^{-x}+e^{-x}-1}{x^2}stackrel{!}{=}0$$
$$curvearrowright xneq0$$
We see, the function in the equation depends on $x$ and $e^{-x}$. Both are algebraically independent of each other. Unfortunately, the equation cannot have a solution that is an elementary function (see Wikipedia: Elementary function for the definition of the elementary functions).
A known special function for inverting functions of $x$ and $e^x$ is the Lambert W function. It is the inverse of $xe^x$. But the function in the equation cannot be represented in the form of equation (1) of my answer at Algebraic solution to natural logarithm equations like 1−x+xln(−x)=0. Unfortunately, the equation cannot be solved with help of Lambert W therefore.
If a function in dependence of a variable in polynomials and in exponential functions cannot be solved with Lambert W, some generalizations of Lambert W function are available. See the references in Wikipedia: Lambert W function - Generalizations as an entry. Ask if you need further literature references.
The numerical solution for the maximum is
$$lambdatau=1.793282132900..., f(lambdatau)=0.2984256075256...$$
$$lambda=tau=1.339134844928..., f(lambdatau)=0.2984256075256...$$
edited Dec 27 '18 at 20:07
answered Dec 27 '18 at 19:57
IV_IV_
1,556525
1,556525
add a comment |
add a comment |
$begingroup$
As said in comments and answers, using $lambdatau=x$, you want to maximize
$$f(x)=frac{(1-e^{-x})}{x}-e^{-x}$$ As already said, the derivative is
$$f'(x)=frac{e^{-x} left(x^2+x+1-e^xright)}{x^2}$$ and you then need to find the zero of function
$$g(x)=x^2+x+1-e^x$$
May be, this could be done using the generalization of the Lambert function with complex coeddicients but I am afraid that this could be a nightmare.
However, we can easily obtain rather good approximations.
The derivative
$$g'(x)=2x+1-e^x$$ cancels for
$$x_*=-frac{1}{2}-W_{-1}left(-frac{1}{2 sqrt{e}}right)$$ where appears the second branch of Lambert function. At this point (where the first derivative is zero, we can build a Taylor series and get
$$g(x)=g(x_*)+frac 12 g''(x_*)(x-x_*)^2+Oleft((x-x_*)^3right)$$ Neglecting the higher order terms, the solutions are then
$$x_pm=x_*pm sqrt{-frac{2g(x_*)}{g''(x_*)}}$$ In the considered problem, we need to consider the largest solution which is $x_-$.
For more simplicity in notations, let $t=W_{-1}left(-frac{1}{2 sqrt{e}}right) approx-1.75643$ and then
$$x_-=-frac{2 t^2+3 t+1+sqrt{-4 t^3-12 t^2-11 t-3}}{2 (t+1)}approx 1.90907$$ making $f(x_-)approx 0.297958$ which is not too bad when compared to the exact solution @IV_ gave in his/her answer.
Could we do better ? Graphing $f(x)$ we can notice that the maximum is "around" $x=2$. So, using the simplest Padé approximant,w ehave
$$g(x)simeq frac{7-e^2+frac{left(-36+11 e^2-e^4right) }{2
left(e^2-5right)}(x-2)}{1+frac{left(2-e^2right) }{2
left(e^2-5right)}(x-2)}$$ which cancel at
$$x=frac{2+2 e^2}{36-11 e^2+e^4} approx 1.80051 implies f(x) approx 0.298424$$ which is better.
We could continue that way builing around $x=2$ the $[1,n]$ Padé approximants which will write
$$g(x)=frac{7-e^2+a_1^{(n)}(x-2)}{1+sum_{k=1}^n b_k (x-2)^n}implies x_{(n)}=2+frac{e^2-7}{ a_1^{(n)}}$$
and get the following results
$$left(
begin{array}{cccc}
n & x_{(n)} & x_{(n)} approx & f(x_{(n)}) \
0 & frac{-3+e^2}{-5+e^2} & 1.8371507 & 0.29835622 \
1 & frac{2+2 e^2}{36-11 e^2+e^4} & 1.8005100 & 0.29842369 \
2 & frac{192-98 e^2+28 e^4-2 e^6}{-660+290 e^2-40 e^4+2 e^6} & 1.7943170 &
0.29842557 \
3 & frac{-12528+8412 e^2-1860 e^4+228 e^6-12 e^8}{21456-11934 e^2+2490 e^4-210
e^6+6 e^8} & 1.7934191 & 0.29842561
end{array}
right)$$
$endgroup$
add a comment |
$begingroup$
As said in comments and answers, using $lambdatau=x$, you want to maximize
$$f(x)=frac{(1-e^{-x})}{x}-e^{-x}$$ As already said, the derivative is
$$f'(x)=frac{e^{-x} left(x^2+x+1-e^xright)}{x^2}$$ and you then need to find the zero of function
$$g(x)=x^2+x+1-e^x$$
May be, this could be done using the generalization of the Lambert function with complex coeddicients but I am afraid that this could be a nightmare.
However, we can easily obtain rather good approximations.
The derivative
$$g'(x)=2x+1-e^x$$ cancels for
$$x_*=-frac{1}{2}-W_{-1}left(-frac{1}{2 sqrt{e}}right)$$ where appears the second branch of Lambert function. At this point (where the first derivative is zero, we can build a Taylor series and get
$$g(x)=g(x_*)+frac 12 g''(x_*)(x-x_*)^2+Oleft((x-x_*)^3right)$$ Neglecting the higher order terms, the solutions are then
$$x_pm=x_*pm sqrt{-frac{2g(x_*)}{g''(x_*)}}$$ In the considered problem, we need to consider the largest solution which is $x_-$.
For more simplicity in notations, let $t=W_{-1}left(-frac{1}{2 sqrt{e}}right) approx-1.75643$ and then
$$x_-=-frac{2 t^2+3 t+1+sqrt{-4 t^3-12 t^2-11 t-3}}{2 (t+1)}approx 1.90907$$ making $f(x_-)approx 0.297958$ which is not too bad when compared to the exact solution @IV_ gave in his/her answer.
Could we do better ? Graphing $f(x)$ we can notice that the maximum is "around" $x=2$. So, using the simplest Padé approximant,w ehave
$$g(x)simeq frac{7-e^2+frac{left(-36+11 e^2-e^4right) }{2
left(e^2-5right)}(x-2)}{1+frac{left(2-e^2right) }{2
left(e^2-5right)}(x-2)}$$ which cancel at
$$x=frac{2+2 e^2}{36-11 e^2+e^4} approx 1.80051 implies f(x) approx 0.298424$$ which is better.
We could continue that way builing around $x=2$ the $[1,n]$ Padé approximants which will write
$$g(x)=frac{7-e^2+a_1^{(n)}(x-2)}{1+sum_{k=1}^n b_k (x-2)^n}implies x_{(n)}=2+frac{e^2-7}{ a_1^{(n)}}$$
and get the following results
$$left(
begin{array}{cccc}
n & x_{(n)} & x_{(n)} approx & f(x_{(n)}) \
0 & frac{-3+e^2}{-5+e^2} & 1.8371507 & 0.29835622 \
1 & frac{2+2 e^2}{36-11 e^2+e^4} & 1.8005100 & 0.29842369 \
2 & frac{192-98 e^2+28 e^4-2 e^6}{-660+290 e^2-40 e^4+2 e^6} & 1.7943170 &
0.29842557 \
3 & frac{-12528+8412 e^2-1860 e^4+228 e^6-12 e^8}{21456-11934 e^2+2490 e^4-210
e^6+6 e^8} & 1.7934191 & 0.29842561
end{array}
right)$$
$endgroup$
add a comment |
$begingroup$
As said in comments and answers, using $lambdatau=x$, you want to maximize
$$f(x)=frac{(1-e^{-x})}{x}-e^{-x}$$ As already said, the derivative is
$$f'(x)=frac{e^{-x} left(x^2+x+1-e^xright)}{x^2}$$ and you then need to find the zero of function
$$g(x)=x^2+x+1-e^x$$
May be, this could be done using the generalization of the Lambert function with complex coeddicients but I am afraid that this could be a nightmare.
However, we can easily obtain rather good approximations.
The derivative
$$g'(x)=2x+1-e^x$$ cancels for
$$x_*=-frac{1}{2}-W_{-1}left(-frac{1}{2 sqrt{e}}right)$$ where appears the second branch of Lambert function. At this point (where the first derivative is zero, we can build a Taylor series and get
$$g(x)=g(x_*)+frac 12 g''(x_*)(x-x_*)^2+Oleft((x-x_*)^3right)$$ Neglecting the higher order terms, the solutions are then
$$x_pm=x_*pm sqrt{-frac{2g(x_*)}{g''(x_*)}}$$ In the considered problem, we need to consider the largest solution which is $x_-$.
For more simplicity in notations, let $t=W_{-1}left(-frac{1}{2 sqrt{e}}right) approx-1.75643$ and then
$$x_-=-frac{2 t^2+3 t+1+sqrt{-4 t^3-12 t^2-11 t-3}}{2 (t+1)}approx 1.90907$$ making $f(x_-)approx 0.297958$ which is not too bad when compared to the exact solution @IV_ gave in his/her answer.
Could we do better ? Graphing $f(x)$ we can notice that the maximum is "around" $x=2$. So, using the simplest Padé approximant,w ehave
$$g(x)simeq frac{7-e^2+frac{left(-36+11 e^2-e^4right) }{2
left(e^2-5right)}(x-2)}{1+frac{left(2-e^2right) }{2
left(e^2-5right)}(x-2)}$$ which cancel at
$$x=frac{2+2 e^2}{36-11 e^2+e^4} approx 1.80051 implies f(x) approx 0.298424$$ which is better.
We could continue that way builing around $x=2$ the $[1,n]$ Padé approximants which will write
$$g(x)=frac{7-e^2+a_1^{(n)}(x-2)}{1+sum_{k=1}^n b_k (x-2)^n}implies x_{(n)}=2+frac{e^2-7}{ a_1^{(n)}}$$
and get the following results
$$left(
begin{array}{cccc}
n & x_{(n)} & x_{(n)} approx & f(x_{(n)}) \
0 & frac{-3+e^2}{-5+e^2} & 1.8371507 & 0.29835622 \
1 & frac{2+2 e^2}{36-11 e^2+e^4} & 1.8005100 & 0.29842369 \
2 & frac{192-98 e^2+28 e^4-2 e^6}{-660+290 e^2-40 e^4+2 e^6} & 1.7943170 &
0.29842557 \
3 & frac{-12528+8412 e^2-1860 e^4+228 e^6-12 e^8}{21456-11934 e^2+2490 e^4-210
e^6+6 e^8} & 1.7934191 & 0.29842561
end{array}
right)$$
$endgroup$
As said in comments and answers, using $lambdatau=x$, you want to maximize
$$f(x)=frac{(1-e^{-x})}{x}-e^{-x}$$ As already said, the derivative is
$$f'(x)=frac{e^{-x} left(x^2+x+1-e^xright)}{x^2}$$ and you then need to find the zero of function
$$g(x)=x^2+x+1-e^x$$
May be, this could be done using the generalization of the Lambert function with complex coeddicients but I am afraid that this could be a nightmare.
However, we can easily obtain rather good approximations.
The derivative
$$g'(x)=2x+1-e^x$$ cancels for
$$x_*=-frac{1}{2}-W_{-1}left(-frac{1}{2 sqrt{e}}right)$$ where appears the second branch of Lambert function. At this point (where the first derivative is zero, we can build a Taylor series and get
$$g(x)=g(x_*)+frac 12 g''(x_*)(x-x_*)^2+Oleft((x-x_*)^3right)$$ Neglecting the higher order terms, the solutions are then
$$x_pm=x_*pm sqrt{-frac{2g(x_*)}{g''(x_*)}}$$ In the considered problem, we need to consider the largest solution which is $x_-$.
For more simplicity in notations, let $t=W_{-1}left(-frac{1}{2 sqrt{e}}right) approx-1.75643$ and then
$$x_-=-frac{2 t^2+3 t+1+sqrt{-4 t^3-12 t^2-11 t-3}}{2 (t+1)}approx 1.90907$$ making $f(x_-)approx 0.297958$ which is not too bad when compared to the exact solution @IV_ gave in his/her answer.
Could we do better ? Graphing $f(x)$ we can notice that the maximum is "around" $x=2$. So, using the simplest Padé approximant,w ehave
$$g(x)simeq frac{7-e^2+frac{left(-36+11 e^2-e^4right) }{2
left(e^2-5right)}(x-2)}{1+frac{left(2-e^2right) }{2
left(e^2-5right)}(x-2)}$$ which cancel at
$$x=frac{2+2 e^2}{36-11 e^2+e^4} approx 1.80051 implies f(x) approx 0.298424$$ which is better.
We could continue that way builing around $x=2$ the $[1,n]$ Padé approximants which will write
$$g(x)=frac{7-e^2+a_1^{(n)}(x-2)}{1+sum_{k=1}^n b_k (x-2)^n}implies x_{(n)}=2+frac{e^2-7}{ a_1^{(n)}}$$
and get the following results
$$left(
begin{array}{cccc}
n & x_{(n)} & x_{(n)} approx & f(x_{(n)}) \
0 & frac{-3+e^2}{-5+e^2} & 1.8371507 & 0.29835622 \
1 & frac{2+2 e^2}{36-11 e^2+e^4} & 1.8005100 & 0.29842369 \
2 & frac{192-98 e^2+28 e^4-2 e^6}{-660+290 e^2-40 e^4+2 e^6} & 1.7943170 &
0.29842557 \
3 & frac{-12528+8412 e^2-1860 e^4+228 e^6-12 e^8}{21456-11934 e^2+2490 e^4-210
e^6+6 e^8} & 1.7934191 & 0.29842561
end{array}
right)$$
edited Dec 29 '18 at 7:14
answered Dec 28 '18 at 8:10
Claude LeiboviciClaude Leibovici
125k1158135
125k1158135
add a comment |
add a comment |
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1
$begingroup$
Differentiating it with Mathematica yields (taking it as a function of $lambda$): $$frac{e^{-lambda tau } left(lambda ^2 tau ^2+lambda tau -e^{lambda tau }+1right)}{lambda ^2 tau }$$
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:40
1
$begingroup$
I've compared both functions, and it seems okay. Here.
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:44
$begingroup$
Thanks your expression does seem simpler. As we are equating it to zero only the expression in the brackets remains (right?) I'm still not sure how to solve this as lambda is function of both quadratic and exponential terms?
$endgroup$
– Bazman
Aug 9 '15 at 19:48
$begingroup$
Why only the expression in the brackets remain?
$endgroup$
– Billy Rubina
Aug 9 '15 at 19:51
$begingroup$
Because to find the maximum you must equate it to zero?
$endgroup$
– Bazman
Aug 9 '15 at 20:08