자코비 다항식
개요
- $\alpha, \beta$를 갖는 직교다항식 $P_{n}^{(\alpha\,\beta)}(x)$
- 다양한 직교다항식을 특수한 경우로 가짐
정의
- 초기하급수(Hypergeometric series)를 통해 정의된다\[P_n^{(\alpha,\beta)}(z)=\frac{(\alpha+1)_n}{n!} \,_2F_1\left(-n,1+\alpha+\beta+n;\alpha+1;\frac{1-z}{2}\right)\]
- 다항식표현\[P_n^{(\alpha,\beta)} (z) = \frac{\Gamma (\alpha+n+1)}{n!\Gamma (\alpha+\beta+n+1)} \sum_{m=0}^n {n\choose m} \frac{\Gamma (\alpha + \beta + n + m + 1)}{\Gamma (\alpha + m + 1)} \left(\frac{z-1}{2}\right)^m\]
특수한 경우
$$ * [[르장드르 다항식]] * [[라게르 다항식]] * [[게겐바워 다항식(ultraspherical polynomials)]] =='"`UNIQ--h-3--QINU`"'로드리게스 공식== * 다음이 성립한다 $$ (1-x)^{\alpha } (1+x)^{\beta } P_n^{(\alpha ,\beta )}(x)=\frac{(-1)^n}{2^n n!}\frac{d^n}{dx^n}\left[\left((1-x)^{\alpha +n} (1+x)^{\beta +n}\right)\right] \label{RF} $$ =='"`UNIQ--h-4--QINU`"'미분방정식== * 자코비 다항식은 다음을 만족시킨다\[(1-x^2)y'' + ( \beta-\alpha - (\alpha + \beta + 2)x )y'+ n(n+\alpha+\beta+1) y = 0\] =='"`UNIQ--h-5--QINU`"'직교성== * weight함수와 구간 \[w(x) = (1-x)^{\alpha} (1+x)^{\beta}, x\in [-1,1]\] * 다음이 성립한다 $$ \int_{-1}^1(1-x)^{\alpha} (1+x)^{\beta}\,dx=2^{\alpha+\beta+1}\frac{\Gamma(\alpha+1)\Gamma(\beta+1)}{\Gamma(\alpha+\beta+2)} $$ ;(증명) $t=(1-x)/2$로 치환하면, $$ \begin{aligned} \int_{-1}^1(1-x)^{\alpha} (1+x)^{\beta}\,dx=&\int_0^1 2^{\alpha+\beta+1}t^{\alpha}(1-t)^{\beta}\, dt \\ =&2^{\alpha+\beta+1}B(\alpha+1,\beta+1)\\ =&2^{\alpha+\beta+1}\frac{\Gamma(\alpha+1)\Gamma(\beta+1)}{\Gamma(\alpha+\beta+2)} \end{aligned} $$ 여기서 $B(x,y)$는 [[오일러 베타적분(베타함수)]] ■ ;(정리) * $m,n\in \mathbb{Z}_{\geq 0}$에 대하여, \[\int_{-1}^1 (1-x)^{\alpha} (1+x)^{\beta} P_m^{(\alpha,\beta)} (x)P_n^{(\alpha,\beta)} (x) \; dx= \frac{2^{\alpha+\beta+1}}{2n+\alpha+\beta+1} \frac{\Gamma(n+\alpha+1)\Gamma(n+\beta+1)}{\Gamma(n+\alpha+\beta+1)n!} \delta_{nm}\] ==='"`UNIQ--h-6--QINU`"'예=== * \(\alpha=1/2,\beta=1/2,m=n=2\)인 경우 \[\int_{-1}^1 (1-x)^{\frac{1}{2}} (1+x)^{\frac{1}{2}} P_2^{(\frac{1}{2},\frac{1}{2})} (x)P_2^{(\frac{1}{2},\frac{1}{2})} (x) \; dx= \frac{4}{6} \frac{\Gamma(3+\frac{1}{2})\Gamma(3+\frac{1}{2})}{\Gamma(4)2!}=\frac{4(\frac{15\sqrt{\pi}}{8})^2}{12\cdot 3!}=\frac{25\pi}{128}\] ==='"`UNIQ--h-7--QINU`"'증명=== $P_m^{\alpha,\beta}$는 $m$차 다항식이므로, 다음과 같이 쓸 수 있다 $$ P_m^{(\alpha,\beta)} (x)=\sum_{k=0}^m c_{mk}x^k $$ 이 때, $c_{mm}=$ 직교성은 \ref{RF}과 부분적분을 이용하여 증명할 수 있다. $m\leq n$이라 가정하자. $$ \begin{aligned} \int_{-1}^1 (1-x)^{\alpha} (1+x)^{\beta} P_m^{(\alpha,\beta)} (x)P_n^{(\alpha,\beta)} (x) \, dx=&\sum_{k=0}^m c_{mk}\frac{(-1)^n}{2^nn!}\int_{-1}^1x^k\frac{d^n}{dx^n}\left[(1-x)^{\alpha+n} (1+x)^{\beta+n}\right]\,dx\\ =&\sum_{k=0}^m\frac{ c_{mk}}{2^n}\int_{-1}^1\left[(1-x)^{\alpha+n} (1+x)^{\beta+n}\right]\,dx\\ =&\delta_{nm}\frac{2^{\alpha+\beta+1}}{2n+\alpha+\beta+1} \frac{\Gamma(n+\alpha+1)\Gamma(n+\beta+1)}{\Gamma(n+\alpha+\beta+1)n!} \end{aligned} $$ ■ =='"`UNIQ--h-8--QINU`"'테이블== $$ \begin{array}{c|c} n & P_n^{(\alpha ,\beta )}(x) \\ \hline 0 & 1 \\ 1 & \frac{1}{2} (\alpha -\beta +z (\alpha +\beta +2)) \\ 2 & \frac{1}{2} (\alpha +1) (\alpha +2)+\frac{1}{8} (z-1)^2 (\alpha +\beta +3) (\alpha +\beta +4)+\frac{1}{2} (\alpha +2) (z-1) (\alpha +\beta +3) \\ 3 & \frac{1}{6} (\alpha +1) (\alpha +2) (\alpha +3)+\frac{1}{48} (z-1)^3 (\alpha +\beta +4) (\alpha +\beta +5) (\alpha +\beta +6)+\frac{1}{8} (\alpha +3) (z-1)^2 (\alpha +\beta +4) (\alpha +\beta +5)+\frac{1}{4} (\alpha +2) (\alpha +3) (z-1) (\alpha +\beta +4) \end{array} $$
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사전 형태의 자료
- http://en.wikipedia.org/wiki/Jacobi_polynomials
- NIST Digital Library of Mathematical Functions Chapter 18 Orthogonal Polynomials
리뷰, 에세이, 강의노트
- S. Ole Warnaar, Beta Integrals