"자코비 다항식"의 두 판 사이의 차이

수학노트
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* 직교다항식
 
* 직교다항식
  
 
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==정의==
+
===정의===
  
* [[초기하급수(Hypergeometric series)]]를 통해 정의된다:<math>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)</math><br>
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* [[초기하급수(Hypergeometric series)]]를 통해 정의된다:<math>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)</math>
*  다항식표현:<math>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</math><br>
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*  다항식표현:<math>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</math>
  
 
 
  
 
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==로드리게스 공식==
 +
* 다음이 성립한다
 +
$$
 +
(1-x)^{\alpha } (1+x)^{\beta } P_n^{(\alpha ,\beta )}(x)=\frac{(-1)^n}{2^n n!}\frac{d^n}{dx^n}\left[\left((1-x)^{\alpha +n} (1+x)^{\beta +n}\right)\right] \label{RF}
 +
$$
 +
  
 
 
 
==3항 점화식==
 
 
 
 
 
 
 
 
 
 
  
 
==미분방정식==
 
==미분방정식==
  
자 코비 다항식은 다음을 만족시킨다:<math>(1-x^2)y'' + ( \beta-\alpha - (\alpha + \beta + 2)x )y'+ n(n+\alpha+\beta+1) y = 0</math><br>
+
자코비 다항식은 다음을 만족시킨다:<math>(1-x^2)y'' + ( \beta-\alpha - (\alpha + \beta + 2)x )y'+ n(n+\alpha+\beta+1) y = 0</math>
  
 
+
  
 
+
  
 
==직교성==
 
==직교성==
 +
* weight함수와 구간
 +
:<math>w(x) = (1-x)^{\alpha} (1+x)^{\beta}, x\in [-1,1]</math>
 +
* 다음이 성립한다
 +
$$
 +
\int_{-1}^1(1-x)^{\alpha} (1+x)^{\beta}\,dx=2^{\alpha+\beta+1}\frac{\Gamma(\alpha+1)\Gamma(\beta+1)}{\Gamma(\alpha+\beta+2)}
 +
$$
 +
;(정리)
 +
* $m,n\in \mathbb{Z}_{\geq 0}$에 대하여,
 +
:<math>\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}</math>
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===예===
 +
* <math>\alpha=1/2,\beta=1/2,m=n=2</math>인 경우
 +
:<math>\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}</math>
 +
===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.
 +
$$
 +
\begin{aligned}
 +
\int_{-1}^1 (1-x)^{\alpha} (1+x)^{\beta}  P_m^{(\alpha,\beta)} (x)P_n^{(\alpha,\beta)} (x) \, dx=&\sum_{k=0}^m c_{mk}\frac{(-1)^n}{2^nn!}\int_{-1}^1x^k\frac{d^n}{dx^n}\left[(1-x)^{\alpha+n} (1+x)^{\beta+n}\right]\,dx\\
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=&\sum_{k=0}^m\frac{ c_{mk}}{2^n}\int_{-1}^1\left[(1-x)^{\alpha+n} (1+x)^{\beta+n}\right]\,dx\\
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=&\delta_{nm}\frac{2^{\alpha+\beta+1}}{2n+\alpha+\beta+1} \frac{\Gamma(n+\alpha+1)\Gamma(n+\beta+1)}{\Gamma(n+\alpha+\beta+1)n!}
 +
\end{aligned}
 +
$$
 +
  
*  weight함수와 구간:<math>w(x) = (1-x)^{\alpha} (1+x)^{\beta}</math>:<math>[-1,1]</math><br>
 
* <math>m\neq n</math> 일 때:<math>\int_{-1}^1 (1-x)^{\alpha} (1+x)^{\beta}  P_m^{(\alpha,\beta)} (x)P_n^{(\alpha,\beta)} (x) \; dx= 0</math><br>
 
* <math>m=n</math> 일 때:<math>\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}</math><br> 예 <math>\alpha=2,\beta=2,m=n=2</math>:<math>\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}</math><br>
 
  
 
 
  
 
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==테이블==
 +
$$
 +
\begin{array}{c|c}
 +
n & P_n^{(\alpha ,\beta )}(x) \\
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\hline
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0 & 1 \\
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1 & \frac{1}{2} (\alpha -\beta +z (\alpha +\beta +2)) \\
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2 & \frac{1}{2} (\alpha +1) (\alpha +2)+\frac{1}{8} (z-1)^2 (\alpha +\beta +3) (\alpha +\beta +4)+\frac{1}{2} (\alpha +2) (z-1) (\alpha +\beta +3) \\
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3 & \frac{1}{6} (\alpha +1) (\alpha +2) (\alpha +3)+\frac{1}{48} (z-1)^3 (\alpha +\beta +4) (\alpha +\beta +5) (\alpha +\beta +6)+\frac{1}{8} (\alpha +3) (z-1)^2 (\alpha +\beta +4) (\alpha +\beta +5)+\frac{1}{4} (\alpha +2) (\alpha +3) (z-1) (\alpha +\beta +4)
 +
\end{array}
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$$
 +
  
==목록==
 
  
* 매쓰매티카 코드<br>
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*# Do[Print["P_",i,"(z)=",JacobiP[i,a,b,z]],{i,0,4}]
 
 
 
 
 
 
 
P_0(z)=1<br> P_1(z)=1/2 (a-b+(2+a+b) z)<br> P_2(z)=1/2 (1+a) (2+a)+1/2 (2+a) (3+a+b) (-1+z)+1/8 (3+a+b) (4+a+b) (-1+z)^2<br> P_3(z)=1/6 (1+a) (2+a) (3+a)+1/4 (2+a) (3+a) (4+a+b) (-1+z)+1/8 (3+a) (4+a+b) (5+a+b) (-1+z)^2+1/48 (4+a+b) (5+a+b) (6+a+b) (-1+z)^3<br> P_4(z)=1/24 (1+a) (2+a) (3+a) (4+a)+1/12 (2+a) (3+a) (4+a) (5+a+b) (-1+z)+1/16 (3+a) (4+a) (5+a+b) (6+a+b) (-1+z)^2+1/48 (4+a) (5+a+b) (6+a+b) (7+a+b) (-1+z)^3+1/384 (5+a+b) (6+a+b) (7+a+b) (8+a+b) (-1+z)^4
 
 
 
 
 
 
 
 
 
 
 
 
 
==역사==
 
 
 
 
 
 
 
* http://www.google.com/search?hl=en&tbs=tl:1&q=
 
* [[수학사 연표]]
 
*  
 
 
 
 
 
 
 
 
 
  
 
==메모==
 
==메모==
  
 
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+
  
 
==관련된 항목들==
 
==관련된 항목들==
  
 
+
 
 
 
 
  
 
+
==매스매티카 파일 및 계산 리소스==
 +
* https://docs.google.com/file/d/0B8XXo8Tve1cxb0FqQ2ZaRG9oVVE/edit
 +
  
==사전 형태의 자료==
+
==사전 형태의 자료==
  
 
* http://ko.wikipedia.org/wiki/
 
* http://ko.wikipedia.org/wiki/
90번째 줄: 96번째 줄:
 
* http://www.wolframalpha.com/input/?i=
 
* http://www.wolframalpha.com/input/?i=
 
* [http://dlmf.nist.gov/ NIST Digital Library of Mathematical Functions]
 
* [http://dlmf.nist.gov/ NIST Digital Library of Mathematical Functions]
* [http://www.research.att.com/%7Enjas/sequences/index.html The On-Line Encyclopedia of Integer Sequences]<br>
+
* [http://www.research.att.com/%7Enjas/sequences/index.html The On-Line Encyclopedia of Integer Sequences]
 
** http://www.research.att.com/~njas/sequences/?q=
 
** http://www.research.att.com/~njas/sequences/?q=
 
 
 
 
 
 

2014년 9월 25일 (목) 01:28 판

개요

  • 직교다항식



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\[P_n^{(\alpha,\beta)} (z) = \frac{\Gamma (\alpha+n+1)}{n!\Gamma (\alpha+\beta+n+1)} \sum_{m=0}^n {n\choose m} \frac{\Gamma (\alpha + \beta + n + m + 1)}{\Gamma (\alpha + m + 1)} \left(\frac{z-1}{2}\right)^m\]


로드리게스 공식

  • 다음이 성립한다

$$ (1-x)^{\alpha } (1+x)^{\beta } P_n^{(\alpha ,\beta )}(x)=\frac{(-1)^n}{2^n n!}\frac{d^n}{dx^n}\left[\left((1-x)^{\alpha +n} (1+x)^{\beta +n}\right)\right] \label{RF} $$


미분방정식

  • 자코비 다항식은 다음을 만족시킨다\[(1-x^2)y'' + ( \beta-\alpha - (\alpha + \beta + 2)x )y'+ n(n+\alpha+\beta+1) y = 0\]



직교성

  • weight함수와 구간

\[w(x) = (1-x)^{\alpha} (1+x)^{\beta}, x\in [-1,1]\]

  • 다음이 성립한다

$$ \int_{-1}^1(1-x)^{\alpha} (1+x)^{\beta}\,dx=2^{\alpha+\beta+1}\frac{\Gamma(\alpha+1)\Gamma(\beta+1)}{\Gamma(\alpha+\beta+2)} $$

(정리)
  • $m,n\in \mathbb{Z}_{\geq 0}$에 대하여,

\[\int_{-1}^1 (1-x)^{\alpha} (1+x)^{\beta} P_m^{(\alpha,\beta)} (x)P_n^{(\alpha,\beta)} (x) \; dx= \frac{2^{\alpha+\beta+1}}{2n+\alpha+\beta+1} \frac{\Gamma(n+\alpha+1)\Gamma(n+\beta+1)}{\Gamma(n+\alpha+\beta+1)n!} \delta_{nm}\]

  • \(\alpha=1/2,\beta=1/2,m=n=2\)인 경우

\[\int_{-1}^1 (1-x)^{\frac{1}{2}} (1+x)^{\frac{1}{2}} P_2^{(\frac{1}{2},\frac{1}{2})} (x)P_2^{(\frac{1}{2},\frac{1}{2})} (x) \; dx= \frac{4}{6} \frac{\Gamma(3+\frac{1}{2})\Gamma(3+\frac{1}{2})}{\Gamma(4)2!}=\frac{4(\frac{15\sqrt{\pi}}{8})^2}{12\cdot 3!}=\frac{25\pi}{128}\]

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. $$ \begin{aligned} \int_{-1}^1 (1-x)^{\alpha} (1+x)^{\beta} P_m^{(\alpha,\beta)} (x)P_n^{(\alpha,\beta)} (x) \, dx=&\sum_{k=0}^m c_{mk}\frac{(-1)^n}{2^nn!}\int_{-1}^1x^k\frac{d^n}{dx^n}\left[(1-x)^{\alpha+n} (1+x)^{\beta+n}\right]\,dx\\ =&\sum_{k=0}^m\frac{ c_{mk}}{2^n}\int_{-1}^1\left[(1-x)^{\alpha+n} (1+x)^{\beta+n}\right]\,dx\\ =&\delta_{nm}\frac{2^{\alpha+\beta+1}}{2n+\alpha+\beta+1} \frac{\Gamma(n+\alpha+1)\Gamma(n+\beta+1)}{\Gamma(n+\alpha+\beta+1)n!} \end{aligned} $$ ■


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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