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Classical Orthogonal Polynomials
In mathematics, the classical orthogonal polynomials are the most widely used orthogonal polynomials: the Hermite polynomials, Laguerre polynomials, Jacobi polynomials (including as a special case the Gegenbauer polynomials, Chebyshev polynomials, and Legendre polynomials). They have many important applications in such areas as mathematical physics (in particular, the theory of random matrices), approximation theory, numerical analysis, and many others. Classical orthogonal polynomials appeared in the early 19th century in the works of Adrien-Marie Legendre, who introduced the Legendre polynomials. In the late 19th century, the study of continued fractions to solve the moment problem by Pafnuty Chebyshev, P. L. Chebyshev and then Andrey Markov, A.A. Markov and Thomas Joannes Stieltjes, T.J. Stieltjes led to the general notion of orthogonal polynomials. For given polynomials Q, L: \R \to \R and \forall\,n \in \N_0 the classical orthogonal polynomials f_n:\R \to \R are characteriz ...
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Orthogonal Polynomials
In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal In mathematics, orthogonality (mathematics), orthogonality is the generalization of the geometric notion of ''perpendicularity''. Although many authors use the two terms ''perpendicular'' and ''orthogonal'' interchangeably, the term ''perpendic ... to each other under some inner product. The most widely used orthogonal polynomials are the classical orthogonal polynomials, consisting of the Hermite polynomials, the Laguerre polynomials and the Jacobi polynomials. The Gegenbauer polynomials form the most important class of Jacobi polynomials; they include the Chebyshev polynomials, and the Legendre polynomials as special cases. These are frequently given by the Rodrigues' formula. The field of orthogonal polynomials developed in the late 19th century from a study of continued fractions by Pafnuty Chebyshev, P. L. Chebyshev and wa ...
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Rodrigues' Formula
In mathematics, Rodrigues' formula (formerly called the Ivory–Jacobi formula) generates the Legendre polynomials. It was independently introduced by , and . The name "Rodrigues formula" was introduced by Heine in 1878, after Hermite pointed out in 1865 that Rodrigues was the first to discover it. The term is also used to describe similar formulas for other orthogonal polynomials. describes the history of the Rodrigues formula in detail. Statement Let (P_n(x))_^\infty be a sequence of orthogonal polynomials on the interval , b/math> with respect to weight function w(x). That is, they have degrees deg(P_n) = n, satisfy the orthogonality condition \int_a^b P_m(x) P_n(x) w(x) \, dx = K_n \delta_ where K_n are nonzero constants depending on n, and \delta_ is the Kronecker delta. The interval , b/math> may be infinite in one or both ends. More abstractly, this can be viewed through Sturm–Liouville theory. Define an operator Lf := - \frac (Wf')', then the differential eq ...
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Binomial Type
In mathematics, a polynomial sequence, i.e., a sequence of polynomials indexed by non-negative integers \left\ in which the index of each polynomial equals its degree, is said to be of binomial type if it satisfies the sequence of identities :p_n(x+y)=\sum_^n\, p_k(x)\, p_(y). Many such sequences exist. The set of all such sequences forms a Lie group under the operation of umbral composition, explained below. Every sequence of binomial type may be expressed in terms of the Bell polynomials. Every sequence of binomial type is a Sheffer sequence (but most Sheffer sequences are not of binomial type). Polynomial sequences put on firm footing the vague 19th century notions of umbral calculus. Examples * In consequence of this definition the binomial theorem can be stated by saying that the sequence \ is of binomial type. * The sequence of " lower factorials" is defined by(x)_n=x(x-1)(x-2)\cdot\cdots\cdot(x-n+1).(In the theory of special functions, this same notation denotes ...
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Appell Sequence
In mathematics, an Appell sequence, named after Paul Émile Appell, is any polynomial sequence \_ satisfying the identity :\frac p_n(x) = np_(x), and in which p_0(x) is a non-zero constant. Among the most notable Appell sequences besides the trivial example \ are the Hermite polynomials, the Bernoulli polynomials, and the Euler polynomials. Every Appell sequence is a Sheffer sequence, but most Sheffer sequences are not Appell sequences. Appell sequences have a probabilistic interpretation as systems of moments. Equivalent characterizations of Appell sequences The following conditions on polynomial sequences can easily be seen to be equivalent: * For n = 1, 2, 3,\ldots, ::\frac p_n(x) = n p_(x) :and p_0(x) is a non-zero constant; * For some sequence \_^ of scalars with c_0 \neq 0, ::p_n(x) = \sum_^n \binom c_k x^; * For the same sequence of scalars, ::p_n(x) = \left(\sum_^\infty \frac D^k\right) x^n, :where ::D = \frac; * For n=0,1,2,\ldots, ::p_n(x+y) = \sum_^n \ ...
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Rodrigues Formula
In mathematics, Rodrigues' formula (formerly called the Ivory–Jacobi formula) generates the Legendre polynomials. It was independently introduced by , and . The name "Rodrigues formula" was introduced by Heine in 1878, after Hermite pointed out in 1865 that Rodrigues was the first to discover it. The term is also used to describe similar formulas for other orthogonal polynomials. describes the history of the Rodrigues formula in detail. Statement Let (P_n(x))_^\infty be a sequence of orthogonal polynomials on the interval , b/math> with respect to weight function w(x). That is, they have degrees deg(P_n) = n, satisfy the orthogonality condition \int_a^b P_m(x) P_n(x) w(x) \, dx = K_n \delta_ where K_n are nonzero constants depending on n, and \delta_ is the Kronecker delta. The interval , b/math> may be infinite in one or both ends. More abstractly, this can be viewed through Sturm–Liouville theory. Define an operator Lf := - \frac (Wf')', then the differential equa ...
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Continuous Fourier Transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function (mathematics), function as input then outputs another function that describes the extent to which various Frequency, frequencies are present in the original function. The output of the transform is a complex number, complex-valued function of frequency. The term ''Fourier transform'' refers to both this complex-valued function and the Operation (mathematics), mathematical operation. When a distinction needs to be made, the output of the operation is sometimes called the frequency domain representation of the original function. The Fourier transform is analogous to decomposing the sound of a musical Chord (music), chord into the sound intensity, intensities of its constituent Pitch (music), pitches. Functions that are localized in the time domain have Fourier transforms that are spread out across the frequency domain and vice versa, a phenomenon known as the #Uncertainty principle, uncerta ...
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Schrödinger Equation
The Schrödinger equation is a partial differential equation that governs the wave function of a non-relativistic quantum-mechanical system. Its discovery was a significant landmark in the development of quantum mechanics. It is named after Erwin Schrödinger, an Austrian physicist, who postulated the equation in 1925 and published it in 1926, forming the basis for the work that resulted in his Nobel Prize in Physics in 1933. Conceptually, the Schrödinger equation is the quantum counterpart of Newton's second law in classical mechanics. Given a set of known initial conditions, Newton's second law makes a mathematical prediction as to what path a given physical system will take over time. The Schrödinger equation gives the evolution over time of the wave function, the quantum-mechanical characterization of an isolated physical system. The equation was postulated by Schrödinger based on a postulate of Louis de Broglie that all matter has an associated matter wave. The equati ...
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Chebyshev Equation
Chebyshev's equation is the second order linear Ordinary differential equation, differential equation : (1-x^2) - x + p^2 y = 0 where p is a real (or complex) constant. The equation is named after Russian mathematician Pafnuty Chebyshev. The solutions can be obtained by power series: :y = \sum_^\infty a_nx^n where the coefficients obey the recurrence relation : a_ = a_n. The series converges for , x, <1 (note, ''x'' may be complex), as may be seen by applying the ratio test to the recurrence. The recurrence may be started with arbitrary values of ''a''0 and ''a''1, leading to the two-dimensional space of solutions that arises from second order differential equations. The standard choices are: :''a''0 = 1 ; ''a''1 = 0, leading to the solution :F(x) = 1 - \fracx^2 + \fracx^4 - \fracx^6 + \cdots and :''a''0 = 0 ; ''a''1 = 1, leading to the solution :G(x) = x - \fracx^3 + \fracx^ ...
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Associated Legendre Polynomials
In mathematics, the associated Legendre polynomials are the canonical solutions of the general Legendre equation \left(1 - x^2\right) \frac P_\ell^m(x) - 2 x \frac P_\ell^m(x) + \left \ell (\ell + 1) - \frac \rightP_\ell^m(x) = 0, or equivalently \frac \left \left(1 - x^2\right) \frac P_\ell^m(x) \right+ \left \ell (\ell + 1) - \frac \rightP_\ell^m(x) = 0, where the indices ''ℓ'' and ''m'' (which are integers) are referred to as the degree and order of the associated Legendre polynomial respectively. This equation has nonzero solutions that are nonsingular on only if ''ℓ'' and ''m'' are integers with 0 ≤ ''m'' ≤ ''ℓ'', or with trivially equivalent negative values. When in addition ''m'' is even, the function is a polynomial. When ''m'' is zero and ''ℓ'' integer, these functions are identical to the Legendre polynomials. In general, when ''ℓ'' and ''m'' are integers, the regular solutions are sometimes called "associated Legendre polynomials", even though they are ...
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Recurrence Relation
In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter k that is independent of n; this number k is called the ''order'' of the relation. If the values of the first k numbers in the sequence have been given, the rest of the sequence can be calculated by repeatedly applying the equation. In ''linear recurrences'', the th term is equated to a linear function of the k previous terms. A famous example is the recurrence for the Fibonacci numbers, F_n=F_+F_ where the order k is two and the linear function merely adds the two previous terms. This example is a linear recurrence with constant coefficients, because the coefficients of the linear function (1 and 1) are constants that do not depend on n. For these recurrences, one can express the general term of the sequence as a closed-form expression o ...
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Olinde Rodrigues
Benjamin Olinde Rodrigues (6 October 1795 – 17 December 1851), more commonly known as Olinde Rodrigues, was a French banker, mathematician, and social reformer. In mathematics Rodrigues is remembered for Rodrigues' rotation formula for vectors, the Rodrigues formula for the Legendre polynomials, and the Euler–Rodrigues parameters. Biography Rodrigues was born into a well-to-do Sephardi Jewish family in Bordeaux. His family was of Portuguese-Jewish descent. He was awarded a doctorate in mathematics on 28 June 1815 by the University of Paris. His dissertation contains the result now called Rodrigues' formula. After graduation, Rodrigues became a banker. A close associate of the Comte de Saint-Simon, Rodrigues continued, after Saint-Simon's death in 1825, to champion the older man's socialist ideals, a school of thought that came to be known as Saint-Simonianism. During this period, Rodrigues published writings on politics, social reform, and banking. Rodrigues' 1840 pa ...
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Differential Operator
In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and returns another function (in the style of a higher-order function in computer science). This article considers mainly linear differential operators, which are the most common type. However, non-linear differential operators also exist, such as the Schwarzian derivative. Definition Given a nonnegative integer ''m'', an order-m linear differential operator is a map P from a function space \mathcal_1 on \mathbb^n to another function space \mathcal_2 that can be written as: P = \sum_a_\alpha(x) D^\alpha\ , where \alpha = (\alpha_1,\alpha_2,\cdots,\alpha_n) is a multi-index of non-negative integers, , \alpha, = \alpha_1 + \alpha_2 + \cdots + \alpha_n, and for each \alpha, a_\alpha(x) is a function on some open domain in ''n''-dimensional space ...
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