Jacobi polynomials

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For Jacobi polynomials of several variables, see Heckman–Opdam polynomials.

In mathematics, Jacobi polynomials (occasionally called hypergeometric polynomials) P(α, β)
n
(x)
are a class of classical orthogonal polynomials. They are orthogonal with respect to the weight (1 − x)α(1 + x)β on the interval [−1, 1]. The Gegenbauer polynomials, and thus also the Legendre, Zernike and Chebyshev polynomials, are special cases of the Jacobi polynomials.[1]

The Jacobi polynomials were introduced by Carl Gustav Jacob Jacobi.

Definitions[edit]

Via the hypergeometric function[edit]

The Jacobi polynomials are defined via the hypergeometric function as follows:[2]

P_n^{(\alpha,\beta)}(z)=\frac{(\alpha+1)_n}{n!}\,{}_2F_1\left(-n,1+\alpha+\beta+n;\alpha+1;\tfrac{1}{2}(1-z)\right),

where (\alpha+1)_n is Pochhammer's symbol (for the rising factorial). In this case, the series for the hypergeometric function is finite, therefore one obtains the following equivalent expression:

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.

Rodrigues' formula[edit]

An equivalent definition is given by Rodrigues' formula:[1][3]

P_n^{(\alpha,\beta)}(z) = \frac{(-1)^n}{2^n n!} (1-z)^{-\alpha} (1+z)^{-\beta} \frac{d^n}{dz^n} \left\{ (1-z)^\alpha (1+z)^\beta \left (1 - z^2 \right )^n \right\}.

Alternate expression for real argument[edit]

For real x the Jacobi polynomial can alternatively be written as

P_n^{(\alpha,\beta)}(x)= \sum_s {n+\alpha\choose s}{n+\beta \choose n-s} \left(\frac{x-1}{2}\right)^{n-s} \left(\frac{x+1}{2}\right)^{s}, \qquad n \geq s \geq 0.

and for integer n

{z \choose n} = \begin{cases} \frac{\Gamma(z+1)}{\Gamma(n+1)\Gamma(z-n+1)} & n \geq 0 \\ 0 & n < 0 \end{cases}

where Γ(z) is the Gamma function.

In the special case that the four quantities n, n + α, n + β, and n + α + β are nonnegative integers, the Jacobi polynomial can be written as

P_n^{(\alpha,\beta)}(x)=(n+\alpha)! (n+\beta)! \sum_s \frac{1}{s! (n+\alpha-s)!(\beta+s)!(n-s)!} \left(\frac{x-1}{2}\right)^{n-s} \left(\frac{x+1}{2}\right)^{s}.

 

 

 

 

(1)

The sum extends over all integer values of s for which the arguments of the factorials are nonnegative.

Basic properties[edit]

Orthogonality[edit]

The Jacobi polynomials satisfy the orthogonality condition

\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}, \qquad \alpha, \beta > -1.

As defined, they are not orthonormal, the normalization being

P_n^{(\alpha, \beta)} (1) = {n+\alpha\choose n}.

Symmetry relation[edit]

The polynomials have the symmetry relation

P_n^{(\alpha, \beta)} (-z) = (-1)^n P_n^{(\beta, \alpha)} (z);

thus the other terminal value is

P_n^{(\alpha, \beta)} (-1) = (-1)^n { n+\beta\choose n}.

Derivatives[edit]

The kth derivative of the explicit expression leads to

\frac{\mathrm d^k}{\mathrm d z^k} P_n^{(\alpha,\beta)} (z) = \frac{\Gamma (\alpha+\beta+n+1+k)}{2^k \Gamma (\alpha+\beta+n+1)} P_{n-k}^{(\alpha+k, \beta+k)} (z).

Differential equation[edit]

The Jacobi polynomial P(α, β)
n
is a solution of the second order linear homogeneous differential equation[1]

 \left (1-x^2 \right )y'' + ( \beta-\alpha - (\alpha + \beta + 2)x )y' + n(n+\alpha+\beta+1) y = 0.

Recurrence relation[edit]

The recurrence relation for the Jacobi polynomials is:[1]

\begin{align}
&2n (n + \alpha + \beta) (2n + \alpha + \beta - 2) P_n^{(\alpha,\beta)}(z) = \\
&\qquad= (2n+\alpha + \beta-1) \Big\{ (2n+\alpha + \beta)(2n+\alpha+\beta-2) z +  \alpha^2 - \beta^2 \Big\} P_{n-1}^{(\alpha,\beta)}(z) - 2 (n+\alpha - 1) (n + \beta-1) (2n+\alpha + \beta) P_{n-2}^{(\alpha, \beta)}(z),
\end{align}

for n = 2, 3, ....

Generating function[edit]

The generating function of the Jacobi polynomials is given by

 \sum_{n=0}^\infty P_n^{(\alpha,\beta)}(z) w^n = 2^{\alpha + \beta} R^{-1} (1 - w + R)^{-\alpha} (1 + w + R)^{-\beta},

where

 R = R(z, w) = \left(1 - 2zw + w^2\right)^{\frac{1}{2}}~,

and the branch of square root is chosen so that R(z, 0) = 1.[1]

Asymptotics of Jacobi polynomials[edit]

For x in the interior of [−1, 1], the asymptotics of P(α, β)
n
for large n is given by the Darboux formula[1]

P_n^{(\alpha,\beta)}(\cos \theta) = n^{-\frac{1}{2}}k(\theta)\cos (N\theta + \gamma) + O \left (n^{-\frac{3}{2}} \right ),

where

\begin{align}
k(\theta) &= \pi^{-\frac{1}{2}} \sin^{-\alpha-\frac{1}{2}} \tfrac{\theta}{2} \cos^{-\beta-\frac{1}{2}} \tfrac{\theta}{2},\\
N &= n + \tfrac{1}{2} (\alpha+\beta+1),\\
\gamma &= - \tfrac{\pi}{2} \left (\alpha + \tfrac{1}{2} \right ),
\end{align}

and the "O" term is uniform on the interval [ε, π-ε] for every ε > 0.

The asymptotics of the Jacobi polynomials near the points ±1 is given by the Mehler–Heine formula

\begin{align}
\lim_{n \to \infty} n^{-\alpha}P_n^{(\alpha,\beta)}\left(\cos \left ( \tfrac{z}{n} \right ) \right) &= \left(\tfrac{z}{2}\right)^{-\alpha} J_\alpha(z)\\ 
\lim_{n \to \infty} n^{-\beta}P_n^{(\alpha,\beta)}\left(\cos \left (\pi - \tfrac{z}{n} \right) \right) &= \left(\tfrac{z}{2}\right)^{-\beta} J_\beta(z)
\end{align}

where the limits are uniform for z in a bounded domain.

The asymptotics outside [−1, 1] is less explicit.

Applications[edit]

Wigner d-matrix[edit]

The expression (1) allows the expression of the Wigner d-matrix djm’,m(φ) (for 0 ≤ φ ≤ 4π) in terms of Jacobi polynomials:[4]

d^j_{m'm}(\phi) =\left[ \frac{(j+m)!(j-m)!}{(j+m')!(j-m')!}\right]^{\frac{1}{2}} \left(\sin\tfrac{\phi}{2}\right)^{m-m'} \left(\cos\tfrac{\phi}{2}\right)^{m+m'} P_{j-m}^{(m-m',m+m')}(\cos \phi).

See also[edit]

Notes[edit]

  1. ^ a b c d e f Szegő, Gábor (1939). "IV. Jacobi polynomials.". Orthogonal Polynomials. Colloquium Publications. XXIII. American Mathematical Society. ISBN 978-0-8218-1023-1. MR 0372517.  The definition is in IV.1; the differential equation – in IV.2; Rodrigues' formula is in IV.3; the generating function is in IV.4; the recurrent relation is in IV.5.
  2. ^ Abramowitz, Milton; Stegun, Irene A., eds. (1965), "Chapter 22", Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, New York: Dover, p. 561, ISBN 978-0486612720, MR 0167642 .
  3. ^ P.K. Suetin (2001), "Jacobi_polynomials", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4 
  4. ^ Biedenharn, L.C.; Louck, J.D. (1981). Angular Momentum in Quantum Physics. Reading: Addison-Wesley. 

Further reading[edit]

External links[edit]