Stirling's approximation: Difference between revisions
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James Stirling (1692-1770 | '''Stirling's approximation''' was invented by the Scottish mathematician James Stirling (1692-1770). | ||
:<math>\left.\ln N!\right. = \ln 1 + \ln 2 + \ln 3 + ... + \ln N = \sum_{k=1}^N \ln k .</math> | :<math>\left.\ln N!\right. = \ln 1 + \ln 2 + \ln 3 + ... + \ln N = \sum_{k=1}^N \ln k .</math> | ||
using [http://en.wikipedia.org/wiki/Euler-Maclaurin_formula Euler-MacLaurin formula] one has | |||
:<math>\sum_{k=1}^N \ln k=\int_1^N \ln x\,dx+\sum_{k=1}^p\frac{B_{2k}}{2k(2k-1)}\left(\frac{1}{n^{2k-1}}-1\right)+R ,</math> | :<math>\sum_{k=1}^N \ln k=\int_1^N \ln x\,dx+\sum_{k=1}^p\frac{B_{2k}}{2k(2k-1)}\left(\frac{1}{n^{2k-1}}-1\right)+R ,</math> | ||
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|- | |- | ||
| N || N! (exact) || N! (Stirling) || Error (%) | | N || N! (exact) || N! (Stirling) || Error (%) | ||
|- | |||
|2 || 2 || 1.91900435 || 4.22 | |||
|- | |- | ||
|3 || 6 || 5.83620959 || 2.81 | |3 || 6 || 5.83620959 || 2.81 | ||
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|} | |} | ||
When one is dealing with numbers of the order of the [[Avogadro constant ]](<math>10^{23}</math>) this formula is essentially exact. | |||
In [[Computer simulation techniques | computer simulations]] the number of atoms or molecules (N) is invariably greater than 100 | In [[Computer simulation techniques | computer simulations]] the number of atoms or molecules (N) is invariably greater than 100; for N=100 the | ||
percentage error is | percentage error is approximately 0.083%. | ||
==Applications in statistical mechanics== | ==Applications in statistical mechanics== | ||
*[[Ideal gas Helmholtz energy function]] | *[[Ideal gas Helmholtz energy function]] | ||
[[Category: Mathematics]] | [[Category: Mathematics]] | ||
Revision as of 14:16, 5 November 2008
Stirling's approximation was invented by the Scottish mathematician James Stirling (1692-1770).
using Euler-MacLaurin formula one has
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{k=1}^N \ln k=\int_1^N \ln x\,dx+\sum_{k=1}^p\frac{B_{2k}}{2k(2k-1)}\left(\frac{1}{n^{2k-1}}-1\right)+R ,}
where B1 = −1/2, B2 = 1/6, B3 = 0, B4 = −1/30, B5 = 0, B6 = 1/42, B7 = 0, B8 = −1/30, ... are the Bernoulli numbers, and R is an error term which is normally small for suitable values of p.
Then, for large N,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \ln N! \sim \int_1^N \ln x\,dx \sim N \ln N -N .}
after some further manipulation one arrives at
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N! = \sqrt{2 \pi N} \; N^{N} e^{-N} e^{\lambda_N}}
where
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{12N+1} < \lambda_N < \frac{1}{12N}.}
For example:
| N | N! (exact) | N! (Stirling) | Error (%) |
| 2 | 2 | 1.91900435 | 4.22 |
| 3 | 6 | 5.83620959 | 2.81 |
| 4 | 24 | 23.5061751 | 2.10 |
| 5 | 120 | 118.019168 | 1.67 |
| 6 | 720 | 710.078185 | 1.40 |
| 7 | 5040 | 4980.39583 | 1.20 |
| 8 | 40320 | 39902.3955 | 1.05 |
| 9 | 362880 | 359536.873 | 0.93 |
| 10 | 3628800 | 3598695.62 | 0.84 |
When one is dealing with numbers of the order of the Avogadro constant (Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 10^{23}} ) this formula is essentially exact. In computer simulations the number of atoms or molecules (N) is invariably greater than 100; for N=100 the percentage error is approximately 0.083%.