Questions pertaining to certain sets of polynomials that satisfy an orthogonality criterion with respect to some specified inner product.

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Construct orthogonal polynomials from Gram matrix decomposition

Consider some bilinear form $$ B(u(x), v(x)) = \int_a^b u(x) v(x)\omega(x) dx $$ I would like to find a set of polynomials orthogonal with respect to thr form $B$, i.e $$ B(P_n(x), P_m(x)) = C_m ...
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1answer
22 views

How to find a quadrature formula of a specific shape?

What are the steps one needs to follow to find a quadrature formula of a certain shape with maximal degree of precision. For example: Find a quadrature formula of the following shape $\int_1^2 ...
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0answers
20 views

Approximation of Hermite functions

I'm looking for an "easy" proof of the asymptotic expansion of Hermite functions ($f_n(x)=H_n(x)e^{-x^2/2}$ where $H_n$ is the Hermite polynomials). The asymptotic expansion is $$ f_n(x) \sim_{n ...
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0answers
25 views

Estimation of the Hermite Polynomials using Plancherel-Rotach asymptotics

Suppose $H_n(x)$ is a Hermite Polynomial such that $$\int_{\mathbb{R}} H_n(x) H_m(x) e^{-x^2} dx = \delta_{m,n}.$$ I want to show for $ \phi_n(x) = H_n(x)e^{-\frac{X^2}{2}}$ $$ \left( ...
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1answer
20 views

Why are quadrature points given by the zeros of orthogonal polynomials?

We know there exists unique Gaussian quadrature formula. Its quadrature points are given by the zeros of the orthogonal polynomial. Why do we use only the zeros of the orthogonal polynomials in ...
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1answer
44 views

Laguerre theorem

I'm looking for a proof of the theorem 7, page 6, of this document : http://www.nipne.ro/rjp/2013_58_9-10/1428_1435.pdf Theorem 7 (E. Laguerre) Let $f \in \mathbb{R}[x]$ be a polynomial of degree ...
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33 views

Orthogonal polynomials

I was put on hold 2 times already for this question, I don't know how to solve it (If i knew how to solve it I wouldn't be bothering you ) and I don't know why it doesn't fit the rules of this site or ...
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41 views

Integrating Associated Legendre Polynomials

As part of a derivation for the question I asked here in Physics stackexchange, I am trying to calculate the following integral, but I am not sure how to proceed: ...
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1answer
43 views

Why are the Hermite Polynomials important?

I know a lot about the properties of the polynomials, but I don't know for what purpose they were developed or why they continue to be studies. Why are Orthogonal polynomials important besides their ...
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0answers
25 views

Othonormal basis for $L^2$ space on square

Can one describe an orthonormal basis for $L^2(\gamma,ds)$ where $\gamma$ is the square with vertices at $(1,1),(-1,1),(1,-1),(-1,-1)$ and $ds$ is the arc length. To be more precise can we express ...
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1answer
32 views

A cheap error estimate and a costly doubt

Carl de Boor poses the following problem in his A Practical Guide to Splines (1978 - Chapter II, p. 38, problem 4): The calculation of $||g|| = \max\{|g(x)| : a \le x \le b\}$ is a nontrivial ...
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2answers
90 views

show that nth Chebyshev polynomial is an nth order polynomial

Define the Chebyshev polynomial $T_n(x)=\cos(n\cos^{-1}(x)), n\geq 1, T_0=1)$. Show that $T_n(x)$ is an nth order polynomial This is my attempt, however I couldn't reduce it to a polynomial. ...
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1answer
20 views

Linear span of poisson kernels dense in $L^1(\mathbb{T})$

A paper I am reading ("Schur's Algorithm, Orthogonal Polynomials, and Convergence of Wall's Continued Fractions in $L^2(\mathbb{T})$" by Sergei Khrushchev...really a great paper) repeatedly mentions ...
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0answers
10 views

orthogonality of Lagrange polynomials with any associated orthogonal polynomials

I have very similar question with this link. Orthogonality of Lagrange Polynomials in Hermite Inner Product The problem is that I can not understand how can we use the fact that the associated ...
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0answers
48 views

Chebyshev representation of polynomial

In Carl de Boor's A Practical Guide to Splines (1978) problem II.3.a demands a proof that a polynomial $P_ng$ of order $n$ which agrees with a function $g:\mathbb{R}\rightarrow\mathbb{R}$ at $\tau_1, ...
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2answers
31 views

An identity involving the Chebyshev polynomials

Let $n \in \{0, 1, 2, \dots\}$ and let $T_n$ denote the Chebyshev polynomial of degree $n$: $T_n(x) = \cos\left(n \arccos(x)\right)$. Let $t_0, t_1, \dots, t_n$ be $T_{n + 1}$'s roots: $t_i = ...
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27 views

Integral of Legendre polynomials

Is there any way of analytically simplifying the integral \begin{equation} \int_{-1}^1 (1-x^2)^{n+k+7/2} P_{2n+1}^1(x) P_{2k+1}^1(x) \, dx, \end{equation} where $P_l^m(x)$ is the associated Legendre ...
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1answer
52 views

Gram-Schmidt procedure on functions

I have been applying the Gram-Schmidt procedure with great success however i am having difficulty in the next step, applying it to polynomials. Here i what i understand If i have 2 functions, say ...
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0answers
16 views

Spectral convergence for collocation methods

Spectral methods work (simplified) as follows. Consider the problem \begin{align} \partial_t u(t,x) = \mathcal{L} u(t,x) \end{align} where $\mathcal{L}$ is some differential operator. We then try to ...
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0answers
23 views

Proof of identity with Hermite polynomials

Let's have Hermite polynomial, $H_{n} = e^{\frac{x^{2}}{2}}\frac{d^{n}}{dx^{n}}e^{-\frac{x^{2}}{2}}$. How to prove the identity $$ \tag 1 \sum_{n = 0}^{\infty}H_{n}(x)H_{n}(y)\frac{t^{n}}{n!} = (1 - ...
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1answer
28 views

Finding a vector for an orthonormal basis after using gram-schmidt.

So I started with a basis for $P_3$ (polynomial of degree less than 3). $$\{1,x,x^2\}$$ which has inner product define as $$\langle p,q \rangle=p(-1)q(-1)+p(0)q(0)+p(1)q(1)$$ For this product I found ...
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0answers
9 views

Find a realizable set of moments from a space defined by Hankel determinants

I have a question regarding the Hankel determinants. Let us consider a case where we have a set of moments. We want to see if these moments sets provides the positivity of the Hankel determinants ( ...
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0answers
36 views

q-Hermite polynomials

It is well known that the q-Hermite polynomials defined by $$H_n(\theta; q)= \sum\limits_{k=0}^n \frac{(q;q)_n}{(q;q)_k(q;q)_{n-k}}e^{i(n-2k)\theta}$$ are orthogonal in $\theta \in [0, \pi]$ with ...
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5answers
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What does orthogonality mean in function space?

The functions $x$ and $x^2 - {1\over2}$ are orthogonal with respect to their inner product on the interval [0, 1]. However, when you graph the two functions, they do not look orthogonal at all. So ...
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1answer
82 views

Orthogonality of functions related to Legendre polynomials

If $q\in P^{0}_{k}(I)$, i.e $q$ is a polynomial of degree $\leq k$ that vanishes at two end points of the interval $I=(0,1)$ and ...
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0answers
33 views

Finding general orthogonal polynomials

Many Special functions are orthogonal; for example, the sine and cosine function is an orthogonal function. Also, a couple of orthogonal polynomials are well-known. Now I'm asking the following: Given ...
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1answer
54 views

Big error in basis of tensor product space

Sorry I am currently somehow confused by the following: The Legendre polynomials $(P_l)$ form an ONB of $L^2(0,\pi)$ and the complex exponentials $(\frac{1}{\sqrt{2\pi}}e^{in \theta})_n$ form an ONB ...
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0answers
16 views

orthogonal polynomials: explicit representation

Consider a sequence of orthogonal polynomials $P_0(x) = 1$, $P_1(x) = x$, and recursively $P_{n}(x) = (a_n x + b_n) P_{n-1}(x) + c_n P_{n-2}(x)$ for some sequences of real constants $a_n$, $b_n$, ...
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Integrals of orthogonal polynomials and combinatorics

A beautiful result due to Evans and Gillis is that the function $$A(n_1,n_2,\cdots,n_r)=\int_0^\infty L_{n_1}(x)L_{n_2}(x)\cdots L_{n_r}(x)e^{-x}dx$$ counts the number of generalized derangements ...
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2answers
67 views

How to compute orthonormal polynomials from weight function?

I have a weight function $w(x)=e^{-x}$ with $x$ from $0$ (inclusive) to infinity. How would I compute the first four orthonormal polynomials with respect to this weight function?
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1answer
77 views

Explicit formula for the sum of an infinite series with Chebyshev's $U_k$ polynomials

$$\sum _{k=0}^{\infty } \frac{U_k(\cos (\text{k1}))}{k+1}=\frac{1}{2} i \csc (\text{k1}) \left(\log \left(1-e^{i \text{k1}}\right)-\log (i \sin (\text{k1})-\cos (\text{k1})+1)\right)$$ where $U_k$ is ...
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1answer
28 views

How Find all linear polynomials orthogonal to $f(t) = t$

$(f,g) = \sum_{k=0}^n f(\frac{k}{n})g(\frac{k}{n})$, where $f,g \in P_n$, the linear space of all polynomials of degree $\leq n$. If $f(t) = t$, find all linear polynomials $g$ orthogonal to $f$. I ...
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1answer
21 views

Jordan Normal Form of a Orthogonal Projection

I have the following question in my exam preparation: I have to: Find the minimal polynomial of T and the Jordan Normal Form of T. What I can't understand is ...
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0answers
79 views

Orthogonality in Space of Polynomials of Degree at Most 2

Let $E$ be the space of polynomials of degree at most $2$. On $E$ define $\langle f,g \rangle := f(-1)\overline{g(-1)}+f(0)\overline{g(0)}+f(1)\overline{g(1)}$ for $f,g \in E$. a). Show that this ...
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0answers
22 views

zeros of orthogonal polynomial satisfying $f_n (x) = (x-2n^2) f_{n-1}(x)- n^2 (n-1)^2 f_{n-2}(x)$

I am trying solving Romania TST 2014 problem #3 of day 3 http://www.artofproblemsolving.com/Forum/viewtopic.php?p=3717806&sid=523a7da94c84b9ea1123a6b2f6302d34#p3717806 After finding out the ...
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0answers
23 views

Expected value of multivariate polynomial chaos

I'm a beginner in the use of polynomial chaos. If we have a univariate polynomial chaos : $Y=\underset{i}{\sum}\alpha_{i}\psi_{i}\left(X\right)$, thus : $\mathbb{E}\left(Y\right)=\alpha_{0}$ ...
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40 views

Is there a name for functions “opposite in nature” to orthogonal functions?

Suppose a function $f_n(x)$ is orthogonal over some domain $[a,b]$, then we have $$\left|\int_a^b f_n(x)f_m(x)dx\right| \left\{\begin{array}\\>0\text{ if }n=m\\ =0\text{ if }n\neq ...
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3answers
86 views

Examples of orthogonal/orthonormal functions which are not finite degree polynomials?

I've been reading "Fourier Series & Orthogonal Polynomials" by Dunham Jackson. Great introductory read for anyone interested by the way! My question is, what are other examples of Orthogonal ...
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1answer
23 views

Polynomial Chaos: How are the pdfs calculated from the response surface?

Lets assume one has the following response surface: $y(x,\xi) = \sum^N_{i=0} c_i H_i(\xi)$. Where $\xi$ is Gaussian and $H_i$ is the $i^{th}$ Hermite polynomial. I've seen a lot of papers show the PDF ...
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1answer
31 views

Applying Gram-Schmidt process to a set of vectors to find first three polynomials orthogonal with respect to inner product

$.$ $\langle f, g \rangle = \displaystyle\int_{-1}^{1} f(x)g(x)dx$ Apply Gram-Shmidt process to the set of vectors $:$ {1, x, $x^2$, ...} to find the first three polynomials orthogonal with respect ...
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2answers
32 views

Mutually orthogonal set of vectors

Show that the standard basis: $$..$$ $\mathscr{B} = \left\{ \begin{bmatrix} 1 \\ 0 \\ 0 \\ 0 \end{bmatrix}, \begin{bmatrix} 0 \\ 1 \\ 0 \\ 0 \end{bmatrix}, \begin{bmatrix} 0 \\ 0\\ 1 \\ 0 ...
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0answers
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Give the idempotent generators of the four binary QR codes C1 , C2 , C3 , C4 , of length 7.

I'm having trouble on some homework. This is the last problem and I can't figure it out. Can anyone help or point me in the right direction? Thanks! For each code Ci , 1 ≤ i ≤ 4, from part (a), give ...
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Normalization constant hn of Hn(x)

Deduce the normalization constant $h_{n}$ of the hermite Polynomial $H_{n}(x)$ from below function. $\sum_{n=0}^{\infty}\frac{(st)^n}{(n!)^2}\int_{-\infty}^{\infty}e^{-x^2}H_{n}^2(x)dx$ Work done ...
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34 views

extension of trigonometric functions as basis functions to higher dimensions

Trigonometric functions forms an orthonormal basis functions for $L^2[a,b]$, with corresponding normalization coefficients. I want to know if this result can be extended to higher dimensions. For ...
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Complex orthogonal polynomial

If we take a complex inner product over $\mathbb{C}[Z]$ we can construct a family of orthogonal polynomial $(P_n(Z))_n$, my question is "for each n the zero of $P_n(Z)$ are simple, like the reel case ...
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1answer
26 views

Series identity of Laguerre polynomials

This came up in the computation of an ensemble average in quantum mechanics. According to Mathematica, we have the curious identity \begin{equation} \sum_{n=0}^\infty \exp(-bn)L_n(2a) = ...
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1answer
33 views

Orthogonal polynomials derive normalization factor

I have the following problem, and have literally no idea where to start! Even a hint to get me going would be apreciated. I believe the question is concerning Laguerre polynomials. Let $\alpha$ > ...
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0answers
25 views

Integral of product of Hermite functions with rescaled weights.

Let $$h_{k}(x)=c_{k}(-1)^k e^{\frac{x^2}{r^2}}\frac{d^k}{dx^k}e^{-\frac{x^2}{r^2}}$$ be the standard Hermite polynomials, rescaled with a given parameter $r>0$. The normalizing constant ...
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If I use a Hermite-Gauss function as a basis which functions can I represent?

I know that Hermite polynomials are orthogonal with eachother as follows: $$\langle H_n,H_m \rangle=\int_{-\infty}^\infty H_n(x) H_m(x) \exp(-x^2) \,\mathrm dx$$ If I define a basis function (the ...
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1answer
54 views

How to compute the inner product of a Hermite polynomial with itself

I am trying to prove the well-documented fact that if $H_{n}(x)$ is the $n$th Physicists Hermite polynomial then: $$\left\langle H_{n} \middle| H_{m} ...