The document discusses Chebyshev polynomials. It defines Chebyshev polynomials as orthogonal polynomials related to de Moivre's formula that can be defined recursively. It provides key properties of Chebyshev polynomials including that they are the extremal polynomials for many properties and important in approximation theory. The document also provides formulas for generating Chebyshev polynomials, their orthogonality properties, and their use in representing functions through orthogonal series expansions.
Introduction slide with presentation details about Polynomials.
Overview of polynomial types: Chebyshev and Hermite.
Definition of Chebyshev polynomials, their degrees, orthogonality, and role in approximation.
Presentation of the Chebyshev differential equation and its solutions.
Using hyperbolic functions to present solutions for Chebyshev polynomials.
Mathematical expressions and relationships for Chebyshev polynomials with explanations.
List of the first twelve Chebyshev polynomials.
Representation of powers of x expressed in terms of Chebyshev polynomials.
Chebyshev polynomials generating function and recurrence relations.
Special values of Chebyshev polynomials and their orthogonality properties.
Expanding functions into orthogonal series using Chebyshev polynomials.
Definite integrals useful in series expansions and orthogonal properties over discrete sets.
Identity relationships and differentiating expressions related to Chebyshev polynomials.
Definition of shifted Chebyshev polynomials and their expressions.
Method of approximating functions using Chebyshev polynomials and their properties.
Key properties of Chebyshev polynomials in minimizing error during approximation.
Table demonstrating Chebyshev approximations of power series.
Formulas for economization of power series using Chebyshev polynomials.Set of problems designed to illustrate properties and solutions of Chebyshev polynomials.
Introduction to Hermite polynomials and their applications in various fields.
Definitions and varying forms of Hermite polynomials.
List of the first eleven Hermite polynomials.
Orthogonality properties and completeness of Hermite polynomials in function spaces.
Presentation of Hermite's differential equation and its solutions.
Recursion relations and properties of Hermite polynomials.
Exponential generating functions for Hermite polynomials.
CHEBYSHEV POLYNOMIALS
In mathematicsthe Chebyshev polynomials, named after Pafnuty Chebyshev,[1] are a sequence
of orthogonal polynomials which are related to de Moivre's formula and which can be defined
recursively. One usually distinguishes between Chebyshev polynomials of the first kind which
are denoted Tn and Chebyshev polynomials of the second kind which are denoted Un. The letter
T is used because of the alternative transliterations of the name Chebyshev as T chebycheff, T
chebyshev (French) or T schebyschow (German).
The Chebyshev polynomials Tn or Un are polynomials of degree n and the sequence of
Chebyshev polynomials of either kind composes a polynomial sequence.
Chebyshev polynomials are polynomials with the largest possible leading coefficient, but
subject to the condition that their absolute value on the interval [-1,1] is bounded by 1. They
are also the extremal polynomials for many other properties.[2]
Chebyshev polynomials are important in approximation theory because the roots of the
Chebyshev polynomials of the first kind, which are also called Chebyshev nodes, are used as
nodes in polynomial interpolation. The resulting interpolation polynomial minimizes the
problem of Runge's phenomenon and provides an approximation that is close to the
polynomial of best approximation to a continuous function under the maximum norm. This
approximation leads directly to the method of Clenshaw–Curtis quadrature.
4.
CHEBYSHEV POLYNOMIALS
Differential Equationand Its Solution
The Chebyshev differential equation is written as
(1 − 𝒙 𝟐 )
𝒅 𝟐y
𝒅𝒙 𝟐 − 𝒙
𝒅𝒚
𝒅𝒙
+ 𝒏 𝟐 𝒚 = 𝟎 𝒏 = 𝟎, 𝟏, 𝟐, 𝟑 … … …
If we let x = cos t we obtain
d2 y
dt2
+ 𝒏 𝟐
y = 0
whose general solution is
y = A cos nt + B sin nt
or as
y = A cos(n 𝒄𝒐𝒔−𝟏
x) + B sin(n 𝒄𝒐𝒔−𝟏
x) |x| < 1
or equivalently
y = ATn (x) + BUn (x) |x| < 1
where Tn (x) and Un (x) are defined as Chebyshev polynomials of the
first and second kind of degree n, respectively
5.
CHEBYSHEV POLYNOMIALS
If welet x = cosh t we obtain
d2 𝑦
dt2
− 𝑛2
𝑦 = 0
whose general solution is
y = A cosh nt + B sinh nt
or as
y = A cosh(n cosh−1 x) + B sinh(n cosh−1 x) |x| > 1
or equivalently
y = ATn (x) + BUn (x) |x| > 1
The function Tn (x) is a polynomial. For |x| < 1 we have
𝑻 𝒏 (x) + i𝑼 𝒏 (x) = (cos t + i sin t) 𝒏
= ( x +i 𝟏 − 𝒙 𝟐) 𝒏
𝑻 𝒏 (x) − i𝑼 𝒏 (x) = (cos t − i sin t) 𝒏
= ( x − i 𝟏 − 𝒙 𝟐) 𝒏
6.
CHEBYSHEV POLYNOMIALS
from whichwe obtain
𝑻 𝒏 (x)=
𝟏
𝟐
[( x +i 𝟏 − 𝒙 𝟐) 𝒏
+ ( x − i 𝟏 − 𝒙 𝟐) 𝒏
]
For |x| > 1 we have
Tn (x) + Un (x) = 𝒆 𝒏𝒕
= (x± 𝟏 − 𝒙 𝟐) 𝒏
Tn (x) − Un (x) = 𝒆−𝒏𝒕
= (x± 𝟏 − 𝒙 𝟐) 𝒏
The sum of the last two relationships give the same result for Tn (x).
Chebyshev Polynomials of the First Kind of Degree n
The Chebyshev polynomials Tn (x) can be obtained by means of
Rodrigue’s formula
𝑻 𝒏 (x)=
(−𝟐) 𝒏 𝒏!
𝟐𝒏!
𝟏 − 𝒙 𝟐 𝒅 𝒏
𝒅𝒙 𝒏(1-𝒙 𝟐) 𝒏−𝟏/𝟐 n=0,1,2,3,……….
7.
CHEBYSHEV POLYNOMIALS
The firsttwelve Chebyshev polynomials are listed in Table 1 and
then as powers of x in terms of Tn (x) in Table 2.
Table 1: Chebyshev Polynomials of the First Kind
𝑇0 (x)=1
𝑇1 𝑋 = 𝑋
𝑇2 (x)=2𝑥2 − 1
𝑇3 (x)=4𝑥2
− 3𝑥
𝑇4 (x)=8𝑥4 − 8𝑥2 + 1
𝑇5 (x)=16𝑥5
− 20𝑥3
+ 5x
𝑇6 (x)=32𝑥6
− 48𝑥4
+ 18𝑥2
− 1
𝑇7 (x)=64𝑥7 − 112𝑥5 + 18𝑥3 − 7𝑥
𝑇8 (x)=128𝑥8
− 256𝑥6
+ 160𝑥4
− 32𝑥2
+ 1
𝑇9 (x)=256𝑥9
− 576𝑥7
+ 432𝑥5
− 120𝑥3
+ 9𝑥
𝑇10 (x)=512𝑥10
− 1280𝑥8
+ 1120𝑥6
− 400𝑥4
+ 50𝑥2
− 1
𝑇11 (x)=1024𝑥11
− 2816𝑥9
+ 2816 𝑥7
− 1232𝑥5
+ 220𝑥3
− 11𝑥
CHEBYSHEV POLYNOMIALS
Generating Functionfor Tn(x)
The Chebyshev polynomials of the first kind can be developed by means of the
generating function
𝑛=0
∞
𝑇𝑛 𝑥 𝑡 𝑛
=
1−𝑡𝑥
1−2𝑡𝑥+𝑥2
Recurrence Formulas for Tn(x)
When the first two Chebyshev polynomials T0 (x) and T1 (x) are known, all
other polynomials Tn (x), n ≥ 2 can be obtained by means of the recurrence
formula
𝑻 𝒏+𝟏 (x) = 2x𝑻 𝒏 (x) −n 𝑻 𝒏−𝟏(x)
The derivative of Tn (x) with respect to x can be obtained from
(1 − 𝑥2 ) 𝑇𝑛(x)=−𝑛𝑥𝑇𝑛(x)+n 𝑇𝑛−1(x)
10.
CHEBYSHEV POLYNOMIALS
Special Valuesof Tn(x)
The following special values and properties of Tn (x) are often useful:
𝑇𝑛 (−x) = (−1 ) 𝑛
𝑇𝑛 (x) 𝑇2𝑛 (0) = (−1 ) 𝑛
𝑇𝑛 (1) = 1 𝑇2𝑛+1 (0) = 0
𝑇𝑛 (−1) = (−1) 𝑛
Orthogonality Property of 𝑇𝑛 (x)
We can determine the orthogonality properties for the Chebyshev
polynomials of the first kind from our knowledge of the orthogonality of
the cosine functions, namely,
0
𝜋
cos(mθ) cos(n θ) dθ =
0 (m ≠ n)
𝜋
2 (m = n ≠ 0)
𝜋 (m = n = 0)
11.
CHEBYSHEV POLYNOMIALS
Then substituting
𝑇𝑛(x) = cos(nθ)
cos θ = x
to obtain the orthogonality properties of the Chebyshev polynomials:
−1
1 𝑇 𝑚 𝑥 𝑇 𝑛 𝑥 𝑑𝑥
1−𝑥2
=
0 (m ≠ n)
𝜋
2 (m = n ≠ 0)
𝜋 (m = n = 0)
We observe that the Chebyshev polynomials form an orthogonal set on
the interval −1 ≤ x ≤ 1 with the weighting function (1 − 𝑥2)
−1
2
12.
CHEBYSHEV POLYNOMIALS
Orthogonal Seriesof Chebyshev Polynomials
An arbitrary function f (x) which is continuous and single-valued, defined over the interval
−1 ≤ x ≤ 1, can be expanded as a series of Chebyshev polynomials
f (x) = 𝐴0 𝑇0(x) + 𝐴1 𝑇1 (x) + 𝐴2 𝑇2 (x) + . . .
= 𝑛=0
∞
𝐴 𝑛 𝑇𝑛 (x)
where the coefficients An are given by
𝐴0=
1
𝜋 −1
1 𝑓 𝑥 𝑑𝑥
1−𝑥2
𝑛 = 0
And
𝐴0=
2
𝜋 −1
1 𝑓 𝑥 𝑇𝑛(𝑥)𝑑𝑥
1−𝑥2
𝑛 = 1,2,3, … .
13.
CHEBYSHEV POLYNOMIALS
The followingdefinite integrals are often useful in the series expansion
of f (x):
−1
1 𝑑𝑥
1−𝑥2
= 𝜋 −1
1 𝑥3 𝑑𝑥
1−𝑥2
= 0
−1
1 𝑥𝑑𝑥
1−𝑥2
= 0 −1
1 𝑥4 𝑑𝑥
1−𝑥2
=
3𝜋
8
−1
1 𝑥2 𝑑𝑥
1−𝑥2
=
𝜋
2 −1
1 𝑥5 𝑑𝑥
1−𝑥2
= 0
Chebyshev Polynomials Over a Discrete Set of Points
A continuous function over a continuous interval is often replaced by a set of
discrete values of the function at discrete points. It can be shown that the Chebyshev
polynomials Tn (x) are orthogonal over the following discrete set of N + 1 points xi,
equally spaced on θ,
𝜃𝑖=0,
𝜋
𝑁
,
2𝜋
𝑁
……(N−1)
𝜋
𝑁
,𝜋 where xi = arccos θi
14.
CHEBYSHEV POLYNOMIALS
We have
TheTm(x) are also orthogonal over the following N points ti equally spaced
𝜃𝑖=0,
𝜋
2𝑁
,
3𝜋
2𝑁
.
5𝜋
2𝑁
,
(𝑁−1)𝜋
2𝑁
𝑡𝑖= arccos𝜃𝑖
𝑖=1
𝑁
𝑇 𝑚(𝑡𝑖)𝑇𝑛 𝑡𝑖 𝑑𝑥=
0 (𝑚 ≠ 𝑛)
𝑁
2 (𝑚 = 𝑛 ≠ 0)
𝑁 (𝑚 = 𝑛 = 0)
15.
CHEBYSHEV POLYNOMIALS
The setof points ti are clearly the midpoints in θ of the first case. The unequal
spacing of the points in xi(N ti) compensates for the weight factor
W(x)= (1 − 𝑥2
)
−1
2
in the continuous case.
Additional Identities of Chebyshev Polynomials
The Chebyshev polynomials are both orthogonal polynomials and the trigonometric
cos nx functions in disguise, therefore they satisfy a large number of useful
relationships.
The differentiation and integration properties are very important in analytical and
numerical work. We begin with
𝑇𝑛+1 (x) = cos[(n + 1) 𝑐𝑜𝑠−1
x]
and
𝑇𝑛−1 (x) = cos[(n - 1) 𝑐𝑜𝑠−1 x]
CHEBYSHEV POLYNOMIALS
Therefore
𝑇2 (x)=4𝑇1
𝑇1(x)=𝑇0
𝑇0 (x)=0
We have the formulas for the differentiation of Chebyshev polynomials,
therefore these formulas can be used to develop integration for the Chebyshev
polynomials
18.
CHEBYSHEV POLYNOMIALS
The ShiftedChebyshev Polynomials
For analytical and numerical work it is often convenient to use the half interval 0 ≤ x ≤ 1
instead of the full interval −1 ≤ x ≤ 1. For this purpose the shifted Chebyshev polynomials
are defined:
𝑻
∗
𝒏
(x)=𝑻 𝒏 *(2x-1)
Thus we have for the first few polynomials
𝑻
∗
𝟎
(x)=1
𝑻
∗
𝟏
𝑋 = 2𝑋 −1
𝑻
∗
𝟐
(x)=8𝑥2 − 8𝑥 + 1
𝑻
∗
𝟑
(x)=32𝑥3 − 48𝑥2 + 18𝑥 − 1
𝑻
∗
𝟒
(x)=128𝑥4
− 256𝑥3
+ 160𝑥2
− 32𝑥 + 1
19.
CHEBYSHEV POLYNOMIALS
and thefollowing powers of x as functions of 𝑻
∗
𝟎
(x);
1=𝑻
∗
𝟎
x=
1
2
(𝑻
∗
𝟎
+ 𝑻
∗
𝟎
)
𝑥2
=
1
8
(3𝑻
∗
𝟎
+ 𝟒𝑻
∗
𝟏
+𝑻
∗
𝟐
)
𝑥3
=
1
32
(10𝑻
∗
𝟎
+ 1𝟓𝑻
∗
𝟏
+𝟔𝑻
∗
𝟐
+𝑻
∗
𝟑
)
𝑥4=
1
128
(35𝑻
∗
𝟏
+ 56𝑻
∗
𝟐
+28𝑻
∗
𝟑
+𝟖𝑻
∗
𝟒
+𝑻
∗
𝟒
)
The recurrence relationship for the shifted polynomials is:
Or
where
20.
CHEBYSHEV POLYNOMIALS
Expansion of𝑥 𝑛
in a Series of 𝑇𝑛 (x)
A method of expanding 𝑥 𝑛
in a series of Chebyshev polynomials employes the
recurrence relation written as
x 𝑇0 (x) = 𝑇1 (x)
To illustrate the method, consider 𝑥4
This result is consistent with the expansion of x4 given in Table 2
21.
CHEBYSHEV POLYNOMIALS
Approximation ofFunctions by Chebyshev Polynomials
Sometimes when a function f (x) is to be approximated by a polynomial of the form
where |𝑬 𝒏 (x)| does not exceed an allowed limit, it is possible to reduce the degree of the
polynomial by a process called economization of power series. The procedure is to
convert the polynomial to a linear combination of Chebyshev polynomials:
It may be possible to drop some of the last terms without permitting the error to
exceed the prescribed limit. Since |Tn (x)| ≤ 1, the number of terms which can be
omitted is determined by the magnitude of the coefficient b.
22.
CHEBYSHEV POLYNOMIALS
The Chebyshevpolynomials are useful in numerical work for the interval −1
≤ x ≤ 1 because
1. |Tn (x)] ≤ 1 within −1 ≤ x ≤ 1
2. The maxima and minima are of comparable value
3. The maxima and minima are spread reasonably uniformly over the interval −1
≤ x ≤ 1
4. All Chebyshev polynomials satisfy a three term recurrence relation
5. They are easy to compute and to convert to and from a power series form.
These properties together produce an approximating polynomial which
minimizes error in its application. This is different from the least squares
approximation where the sum of the squares of the errors is minimized; the
maximum error itself can be quite large. In the Chebyshev approximation,
the average error can be large but the maximum error is minimized.
Chebyshev approximations of a function are sometimes said to be mini-max
approximations of the function.
23.
CHEBYSHEV POLYNOMIALS
The followingtable gives the Chebyshev polynomial approximation of several
power series.
Table 3: Power Series and its Chebyshev Approximation
CHEBYSHEV POLYNOMIALS
For easyreference the formulas for economization of power series in
terms of Chebyshev are given in Table 4.
Assigned Problems
Problem Set for Chebyshev Polynomials
1-Obtain the first three Chebyshev polynomials 𝑇0 (x), 𝑇1 (x) and 𝑇2 (x)
by means of the Rodrigue’s formula
2. Show that the Chebyshev polynomial 𝑇3 (x) is a solution of
Chebyshev’s equation of order 3.
3. By means of the recurrence formula obtain Chebyshev polynomials
𝑇2 (x) and 𝑇3 (x) given 𝑇0 (x) and 𝑇1 (x).
4. Show that 𝑇𝑛(1) = 1 and 𝑇𝑛 (−1) = (−1) 𝑛
5. Show that 𝑇𝑛 (0) = 0 if n is odd and (−1)
𝑛
2 if n is even.
6. Setting x = cos θ show that
27.
CHEBYSHEV POLYNOMIALS
Where i=−1
7. Find the general solution of Chebyshev’s equation for n = 0
8. Obtain a series expansion for f (x) = 𝑥2
in terms of Chebyshev
polynomials 𝑇𝑛 (x),
9. Express x4 as a sum of Chebyshev polynomials of the first kind
28.
HERMITE POLYNOMIALS
In mathematics,the Hermite polynomials are a classical orthogonal polynomial
sequence that arise in probability, such as the Edgeworth series; in combinatorics, as an
example of an Appell sequence, obeying the umbral calculus; and in physics, where
they give rise to the eigenstates of the quantum harmonic oscillator. They are named in
honor of Charles Hermite.
Definition
The Hermite polynomials are defined either by
(the "probabilists' Hermite polynomials"), or sometimes by
29.
HERMITE POLYNOMIALS
(the "physicists'Hermite polynomials"). These two definitions are not exactly equivalent; either is a
rescaling of the other, to wit
These are Hermite polynomial sequences of different variances; see the material on variances below.
Below, we usually follow the first convention. That convention is often preferred by probabilists
because
1
2𝜋
𝑒−𝑥2/2
is the probability density function for the normal distribution with expected value 0 and
standard deviation
1.
HERMITE POLYNOMIALS
Properties
Hn isa polynomial of degree n. The probabilists' version has leading coefficient
1, while the physicists' version has leading coefficient 2n.
Orthogonality
Hn(x) is an nth-degree polynomial for n = 0, 1, 2, 3, .... These polynomials are respect to
Orthogonality with the weight function (measuer)
W(x)= 𝒆−𝒙 𝟐/𝟐
(probabilist)
or
W(x)= 𝒆−𝒙 𝟐
(physicist)
i.e., we have
−∞
∞
𝐻 𝑀(𝑥)𝐻 𝑁(x) 𝒆−𝒙 𝟐/𝟐
dx=n! 2𝜋 (probabilist)
35.
HERMITE POLYNOMIALS
OR
−∞
∞
𝐻 𝑀(𝑥)𝐻𝑁(x) 𝒆−𝒙 𝟐/𝟐
dx=n! 𝜋 (physicist)
The probabilist polynomials are thus orthogonal with respect to the standard
normal probability density function.
Completeness
The Hermite polynomials (probabilist or physicist) form an orthogonal basis of the Hilbert
space of functions satisfying
−∞
∞
|𝒇(𝒙)| 𝟐
w(x) dx< ∞
in which the inner product is given by the integral including the Gaussian weight function
w(x) defined in the preceding section,
𝑓(𝑔) = −∞
∞
𝑓 𝑥 𝑤 𝑥 𝑔 𝑥 𝑑𝑥
An orthogonal basis for L2(R, w(x) dx) is a complete orthogonal system. For an orthogonal
system, completeness is equivalent to the fact that the 0 function is the only function ƒ ∈ L2(R,
w(x) dx) orthogonal to all functions in the system. Since the linear span of Hermite polynomials
is the space of all polynomials, one has to show (in physicist case) that if ƒ satisfies
36.
HERMITE POLYNOMIALS
−∞
∞
𝑓(𝑥)𝑥 𝑛
𝑒−𝑥2
dx=0
for every n ≥ 0, then ƒ = 0. One possible way to do it is to see that the entire function
F(z) = −∞
∞
𝑓 𝑥 𝑒 𝑧𝑥−𝑥2
𝑑𝑥 = 𝑛=0
∞ 𝑧 𝑛
𝑛!
𝑓(𝑥)𝑥 𝑛 𝑒−𝑥2
dx =0
vanishes identically. The fact that F(it) = 0 for every t real means that the Fourier transform of ƒ(x)
exp(−x2) is 0, hence ƒ is 0 almost everywhere. Variants of the above completeness proof apply to
other weights with exponential decay. In the Hermite case, it is also possible to prove an explicit
identity that implies completeness (see "Completeness relation" below).
An equivalent formulation of the fact that Hermite polynomials are an orthogonal basis for L2(R,
w(x) dx) consists in introducing Hermite functions (see below), and in saying that the Hermite
functions are an orthonormal basis for L2(R).
Hermite's differential equation
The probabilists' Hermite polynomials are solutions of the differential equation
(𝒆−𝒙 𝟐/𝟐
ù)`+λ 𝒆−𝒙 𝟐/𝟐
u=0
where λ is a constant, with the boundary conditions that u should be polynomially bounded at
infinity. With these boundary conditions, the equation has solutions only if λ is a positive
integer, and up to an overall scaling, the solution is uniquely given by u(x) = Hλ(x). Rewriting
the differential equation as an eigenvalue problem
37.
HERMITE POLYNOMIALS
L(u)=Ű−Ú𝑥 =−λ𝑈
solutions are the eigenfunctions of the differential operator L. This eigenvalue problem is
called the Hermite equation, although the term is also used for the closely related equation
Ű−2Ú𝑥 = −2λ𝑈
whose solutions are the physicists' Hermite polynomials.
With more general boundary conditions, the Hermite polynomials can be generalized to
obtain more general analytic functions Hλ(z) for λ a complex index. An explicit formula can
be given in terms of a contour integral (Courant & Hilbert 1953).
Recursion relation
The sequence of Hermite polynomials also satisfies the recursion
𝐻 𝑛+1(x)=x𝐻 𝑛(x)−𝐻′ 𝑛 (x). (probabilist)
𝐻 𝑛+1(x)=2x𝐻 𝑛(x)−𝐻′ 𝑛 (x). (physicist)
38.
HERMITE POLYNOMIALS
The Hermitepolynomials constitute an Appell sequence, i.e., they are a
polynomial sequence satisfying the identity
𝐻′ 𝑛 (x)=n𝐻 𝑛−1(x) (probabilist)
𝐻′ 𝑛 (x)=2n𝐻 𝑛−1(x) (physicist)
or equivalently
𝐻 𝑛(x+y)= 𝑘=0
𝑛 𝑛
𝑘
𝑥 𝑘
𝐻 𝑛−𝑘(y) (probabilist)
𝐻 𝑛(x+y)= 𝑘=0
𝑛 𝑛
𝑘
𝑥 𝑘 𝐻 𝑛−𝑘(2y)(𝑛−𝑘) (physicist)
Generating function
The Hermite polynomials are given by the exponential generating
function
(probabilist)
39.
HERMITE POLYNOMIALS
(physicist)
This equalityis valid for all x, t complex, and can be obtained by writing the Taylor expansion
at x of the entire function z → exp(−z2) (in physicist's case). One can also derive the
(physicist's) generating function by using Cauchy's Integral Formula to write the Hermite
polynomials as
Using this in the sum , one can evaluate the remaining integral
using the calculus of residues and arrive at the desired generating function
Expected value
(probabilist)