Stirling's approximation: Difference between revisions

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| N || N! (exact) || N! (Stirling)  || Error (%)
| N || N! (exact) || N! (Stirling)  || Error (%)
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|1 ||  1  || 0.92213700 ||  8.44
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|2 ||  2  || 1.91900435 ||  4.22
|2 ||  2  || 1.91900435 ||  4.22

Revision as of 21:21, 5 November 2008

Stirling's approximation is named after the Scottish mathematician James Stirling (1692-1770).

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 \left.\ln N!\right. = \ln 1 + \ln 2 + \ln 3 + ... + \ln N = \sum_{k=1}^N \ln k .}

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 (apparently Stirling's contribution was the prefactor of 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 \sqrt{2 \pi}} )

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 (%)
1 1 0.92213700 8.44
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 (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\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%.

Applications in statistical mechanics

References

  1. J. Stirling "Methodus differentialis, sive tractatus de summation et interpolation serierum infinitarium", London (1730). English translation by J. Holliday "The Differential Method: A Treatise of the Summation and Interpolation of Infinite Series" (1749)