Jacobi polynomials

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Short description: Polynomial sequence
Plot of the Jacobi polynomial function P n^(a,b) with n=10 and a=2 and b=2 in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D
Plot of the Jacobi polynomial function Pn(α,β) with n=10 and α=2 and β=2 in the complex plane from 22i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D

In mathematics, Jacobi polynomials (occasionally called hypergeometric polynomials) Pn(α,β)(x) are a class of classical orthogonal polynomials. They are orthogonal with respect to the weight (1x)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

Via the hypergeometric function

The Jacobi polynomials are defined via the hypergeometric function as follows:[2][1]Template:Pg

Pn(α,β)(z)=(α+1)nn!2F1(n,1+α+β+n;α+1;12(1z)),

where (α+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:

Pn(α,β)(z)=Γ(α+n+1)n!Γ(α+β+n+1)m=0n(nm)Γ(α+β+n+m+1)Γ(α+m+1)(z12)m.

Rodrigues' formula

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

Pn(α,β)(z)=(1)n2nn!(1z)α(1+z)βdndzn{(1z)α(1+z)β(1z2)n}.

If α=β=0, then it reduces to the Legendre polynomials:

Pn(z)=12nn!dndzn(z21)n.

Differential equation

The Jacobi polynomials Pn(α,β) is, up to scaling, the unique polynomial solution of the Sturm–Liouville problem[1]Template:Pg

(1x2)y+(βα(α+β+2)x)y=λy

where λ=n(n+α+β+1). The other solution involves the logarithm function. Bochner's theorem states that the Jacobi polynomials are uniquely characterized as polynomial solutions to Sturm–Liouville problems with polynomial coefficients.

Alternate expression for real argument

For real x the Jacobi polynomial can alternatively be written as

Pn(α,β)(x)=s=0n(n+αns)(n+βs)(x12)s(x+12)ns

and for integer n

(zn)={Γ(z+1)Γ(n+1)Γ(zn+1)n00n<0

where Γ(z) is the gamma function.

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

Pn(α,β)(x)=(n+α)!(n+β)!s=0n1s!(n+αs)!(β+s)!(ns)!(x12)ns(x+12)s.

 

 

 

 

(1)

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

Special cases

P0(α,β)(z)=1,
P1(α,β)(z)=(α+1)+(α+β+2)z12,
P2(α,β)(z)=(α+1)(α+2)2+(α+2)(α+β+3)z12+(α+β+3)(α+β+4)2(z12)2.

Pn(α,β)(z)=Γ(1+2n+α+β)Γ(1+n)Γ(1+n+α+β)(z2)n+ lower-degree terms Thus, the leading coefficient is Γ(1+2n+α+β)2nn!Γ(1+n+α+β).

Basic properties

Orthogonality

The Jacobi polynomials satisfy the orthogonality condition

11(1x)α(1+x)βPm(α,β)(x)Pn(α,β)(x)dx=2α+β+12n+α+β+1Γ(n+α+1)Γ(n+β+1)Γ(n+α+β+1)n!δnm,α, β>1.

As defined, they do not have unit norm with respect to the weight. This can be corrected by dividing by the square root of the right hand side of the equation above, when n=m.

Although it does not yield an orthonormal basis, an alternative normalization is sometimes preferred due to its simplicity:

Pn(α,β)(1)=(n+αn).

Symmetry relation

The polynomials have the symmetry relation

Pn(α,β)(z)=(1)nPn(β,α)(z);

thus the other terminal value is

Pn(α,β)(1)=(1)n(n+βn).

Derivatives

The kth derivative of the explicit expression leads to

dkdzkPn(α,β)(z)=Γ(α+β+n+1+k)2kΓ(α+β+n+1)Pnk(α+k,β+k)(z).

Recurrence relations

The 3-term recurrence relation for the Jacobi polynomials of fixed α, β is:[1]Template:Pg

2n(n+α+β)(2n+α+β2)Pn(α,β)(z)=(2n+α+β1){(2n+α+β)(2n+α+β2)z+α2β2}Pn1(α,β)(z)2(n+α1)(n+β1)(2n+α+β)Pn2(α,β)(z),

for n=2,3,. Writing for brevity a:=n+α, b:=n+β and c:=a+b=2n+α+β, this becomes in terms of a,b,c

2n(cn)(c2)Pn(α,β)(z)=(c1){c(c2)z+(ab)(c2n)}Pn1(α,β)(z)2(a1)(b1)cPn2(α,β)(z).

Since the Jacobi polynomials can be described in terms of the hypergeometric function, recurrences of the hypergeometric function give equivalent recurrences of the Jacobi polynomials. In particular, Gauss' contiguous relations correspond to the identities[4]Template:Pg

(z1)ddzPn(α,β)(z)=12(z1)(1+α+β+n)Pn1(α+1,β+1)=nPn(α,β)(α+n)Pn1(α,β+1)=(1+α+β+n)(Pn(α,β+1)Pn(α,β))=(α+n)Pn(α1,β+1)αPn(α,β)=2(n+1)Pn+1(α,β1)(z(1+α+β+n)+α+1+nβ)Pn(α,β)1+z=(2β+n+nz)Pn(α,β)2(β+n)Pn(α,β1)1+z=1z1+z(βPn(α,β)(β+n)Pn(α+1,β1)).

Generating function

The generating function of the Jacobi polynomials is given by

n=0Pn(α,β)(z)tn=2α+βR1(1t+R)α(1+t+R)β,

where

R=R(z,t)=(12zt+t2)12,

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

Other polynomials

The Jacobi polynomials reduce to other classical polynomials.[5]

Ultraspherical:Cn(λ)(x)=(2λ)n(λ+12)nPn(λ12,λ12)(x),Pn(α,α)(x)=(α+1)n(2α+1)nCn(α+12)(x).Legendre:Pn(x)=Cn(12)(x)=Pn(0,0)(x)Chebyshev:Tn(x)=Pn(12,12)(x)/Pn(12,12)(1),Un(x)=Cn(1)(x)=(n+1)Pn(12,12)(x)/Pn(12,12)(1),Vn(x)=Pn(12,12)(x)/Pn(12,12)(1),Wn(x)=(2n+1)Pn(12,12)(x)/Pn(12,12)(1).Tn*(x)=Tn(2x1),Un*(x)=Un(2x1).Laguerre:limβPn(α,β)(1(2x/β))=Ln(α)(x).limαPn(α,β)((2x/α)1)=(1)nLn(β)(x).Hermite:limαα12nPn(α,α)(α12x)=Hn(x)2nn!

Stochastic process

The Jacobi polynomials appear as the eigenfunctions of the Markov process on [1,+1]=(1x2)22x+(px+q)xdefined up to the time it hits the boundary. For p=(β+α+2),q=βα, we havePn(α,β)=n(n+α+β+1)Pn(α,β)Thus this process is named the Jacobi process.[6][7]

Heat kernel

Let

  • J(α,β):=(1x2)d2dx2[βα(α+β+2)x]ddx
  • Tt(α,β):=etJ(α,β)
  • hn(α,β)=11[Pn(α,β)(x)]2(1x)α(1+x)βdx=2α+β+1Γ(n+α+1)Γ(n+β+1)(2n+α+β+1)Γ(n+α+β+1)Γ(n+1)
  • Gt(α,β)(x,y)=n=0exp(tn(n+α+β+1))Pn(α,β)(x)Pn(α,β)(y)hn(α,β),x,y[1,1],t>0,
  • dρ(α,β)(x)=(1x)α(1+x)βdx

Then, for any fL1(dρ(α,β)),[8]Tt(α,β)f(x)=11Gt(α,β)(x,y)f(y)dϱ(α,β)(y)Thus, Gt(α,β) is called the Jacobi heat kernel.

Other properties

The discriminant is[9]Disc(Pn(α,β))=2n(n1)j=1njj2n+2(j+α)j1(j+β)j1(n+j+α+β)njBailey’s formula:[8][10]n=0Pn(α,β)(cosθ)Pn(α,β)(cosφ)hn(α,β)rn=Γ(α+β+2)2α+β+1Γ(α+1)Γ(β+1)1r(1+r)α+β+2×F4(α+β+22,α+β+32;α+1,β+1;(2sinθ2sinφ2r1/2+r1/2)2,(2cosθ2cosφ2r1/2+r1/2)2)where |r|<1,α,β>1, and F4 is Appel's hypergeometric function of two variables. This is an analog of the Mehler kernel for Hermite polynomials, and the Hardy–Hille formula for Laguerre polynomials.

Laplace-type integral representation:[11]Pn(α,β)(12t2)=(1)n22nπ(2n)!Γ(n+α+1)Γ(n+β+1)Γ(α+12)Γ(β+12).1111(tu±i1t2v)2n(1u2)α12(1v2)β12dudv.

Zeroes

If α,β>1, then Pn(α,β) has n real roots. Thus in this section we assume α,β>1 by default. This section is based on.[12][13]

Define:

  • jα,m are the positive zero of the Bessel function of the first kind Jα, ordered such that 0<jα,1<jα,2<.
  • θn,m=θn,m(α,β) are the zeroes of Pn(α,β)(cosθ), ordered such that 0<θn,1<θn,2<<θn,n<π.
  • ρ=n+12(α+β+1)
  • ϕm=jα,m/ρ

Inequalities

θn,m is strictly monotonically increasing with α and strictly monotonically decreasing with β.[12]

If α=β, and m<n/2, then θn,m is strictly monotonically increasing with α.[12]

When α,β[1/2,+1/2],[12]

  • θn,m(12,12)=(m12)πn+12θn,m(α,β)mπn+12=θn,m(12,12)
  • θn,m(12,12)=(m12)πnθn,m(α,α)mπn+1=θn,m(12,12) for mn/2
  • (m+12(α+β1))πρ<θn,m<mπρ except when α2=β2=14
  • θn,m(α,α)>(m+12α14)πn+α+12 for mn/2, except when α2=14
  • θn,mjα,m(ρ2+112(1α23β2))12
  • θn,mjα,m(ρ2+1412(α2+β2)π2(14α2))12 for mn/2

Asymptotics

Fix α>1/2,β1α. Fix c(0,1).

θn,m=ϕm+((α214)1ϕmcotϕm2ϕm14(α2β2)tan(12ϕm))1ρ2+ϕm2O(1ρ3)

uniformly for m=1,2,,cn.

Electrostatics

The zeroes satisfy the Stieltjes relations:[14][15] 1jn,ij1xixj=12(α+11xiβ+11+xi)1jn11xj=n(n+α+β+1)2(α+1)1jn11+xj=n(n+α+β+1)2(β+1)1jnxj=n(βα)2n+α+βThe first relation can be interpreted physically. Fix an electric particle at +1 with charge 1+α2, and another particle at -1 with charge 1+β2. Then, place n electric particles with charge +1. The first relation states that the zeroes of Pn(α,β) are the equilibrium positions of the particles. This equilibrium is stable and unique.[15]

Other relations, such as 1jn,ij1(xixj)2,1jn,ij1(xixj)3, are known in closed form.[14]

As the zeroes specify the polynomial up to scaling, this provides an alternative way to uniquely characterize the Jacobi polynomials.

The electrostatic interpretation allows many relations to be intuitively seen. For example:

  • the symmetry relation between Pn(α,β) and Pn(β,α);
  • the roots monotonically decrease when α increases;

Since the Stieltjes relation also exists for the Hermite polynomials and the Laguerre polynomials, by taking an appropriate limit of α,β, the limit relations are derived. For example, for the Hermite polynomials, the zeros satisfyxi+1jn,ij1xixj=0Thus, by taking α=β limit, all the electric particles are forced into an infinitesimal neighborhood of the origin, where the field strength is linear. Then after scaling up the line, we obtain the same electrostatic configuration for the zeroes of Hermite polynomials.

Asymptotics

Darboux formula

For x in the interior of [1,1], the asymptotics of Pn(α,β) for large n is given by the Darboux formula[1]Template:Pg

Pn(α,β)(cosθ)=n12k(θ)cos(Nθ+γ)+O(n32),

where

k(θ)=π12sinα12θ2cosβ12θ2,N=n+12(α+β+1),γ=π2(α+12),0<θ<π

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

For higher orders, define:[12]

  • B is the Euler beta function
  • ()m is the falling factorial.
  • fm(θ)==0mCm,(α,β)!(m)!cosθn,m,(sin12θ)(cos12θ)m
  • Cm,(α,β)=(12+α)(12α)(12+β)m(12β)m
  • θn,m,=12(2n+α+β+m+1)θ12(α++12)π

Fix real α,β, fix M=1,2,, fix δ(0,π/2). As n,(sin12θ)α+12(cos12θ)β+12Pn(α,β)(cosθ)=π122n+α+β+1B(n+α+1,n+β+1)(m=0M1fm(θ)2m(2n+α+β+2)m+O(nM))uniformly for all θ[δ,πδ].

The M=1 case is the above Darboux formula.

Hilb's type formula

Define:[12]

  • Jν is the Bessel function
  • ρ=n+12(α+β+1)
  • g(θ)=(14α2)(cot(12θ)(12θ)1)(14β2)tan(12θ)

Fix real α,β, fix M=0,1,2,. As n, we have the Hilb's type formula:[16](sin12θ)α+12(cos12θ)β+12Pn(α,β)(cosθ)=Γ(n+α+1)212ραn!(θ12Jα(ρθ)m=0MAm(θ)ρ2m+θ32Jα+1(ρθ)m=0M1Bm(θ)ρ2m+1+εM(ρ,θ))where Am,Bm are functions of θ. The first few entries are:A0(θ)=1θB0(θ)=14g(θ)A1(θ)=18g(θ)1+2α8g(θ)θ132(g(θ))2

For any fixed arbitrary constant c>0, the error term satisfiesεM(ρ,θ)={θO(ρ2M(3/2)),cρ1θπδ,θα+(5/2)O(ρ2M+α),0θcρ1,

Mehler–Heine formula

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

limnnαPn(α,β)(cos(zn))=(z2)αJα(z)limnnβPn(α,β)(cos(πzn))=(z2)βJβ(z)

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

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

Applications

Wigner d-matrix

The expression (1) allows the expression of the Wigner d-matrix dm,mj(ϕ) (for 0ϕ4π) in terms of Jacobi polynomials:[17]

dmmj(ϕ)=(1)mm|mm|2[(j+M)!(jM)!(j+N)!(jN)!]12(sinϕ2)|mm|(cosϕ2)|m+m|PjM(|mm|,|m+m|)(cosϕ),

where M=max(|m|,|m|),N=min(|m|,|m|).

See also

References

  1. 1.0 1.1 1.2 1.3 1.4 1.5 1.6 (Szegő 1975)
  2. Abramowitz, Milton; Stegun, Irene Ann, eds (1983). "Chapter 22". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. pp. 561. LCCN 65-12253. ISBN 978-0-486-61272-0. http://www.math.sfu.ca/~cbm/aands/page_561.htm. 
  3. Hazewinkel, Michiel, ed. (2001), "Jacobi polynomials", Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4, https://www.encyclopediaofmath.org/index.php?title=Main_Page 
  4. Creasey, P. E.. "A Unitary BRDF for Surfaces with Gaussian Deviations". https://github.com/pec27/urdf. 
  5. "DLMF: §18.7 Interrelations and Limit Relations ‣ Classical Orthogonal Polynomials ‣ Chapter 18 Orthogonal Polynomials". https://dlmf.nist.gov/18.7. 
  6. Wong, E. (1964). "The construction of a class of stationary Markoff processes". in Bellman, R.. Providence, RI: American Mathematical Society. pp. 264–276. https://people.eecs.berkeley.edu/~wong/wong_pubs/wong10.pdf. 
  7. Demni, N.; Zani, M. (2009-02-01). "Large deviations for statistics of the Jacobi process". Stochastic Processes and Their Applications 119 (2): 518–533. doi:10.1016/j.spa.2008.02.015. ISSN 0304-4149. https://www.sciencedirect.com/science/article/pii/S0304414908000458. 
  8. 8.0 8.1 Nowak, Adam; Sjögren, Peter (2011). "Sharp estimates of the Jacobi heat kernel". arXiv:1111.3145 [math.CA].
  9. "DLMF: §18.16 Zeros ‣ Classical Orthogonal Polynomials ‣ Chapter 18 Orthogonal Polynomials". https://dlmf.nist.gov/18.16. 
  10. Bailey, W. N. (1938). "The Generating Function of Jacobi Polynomials" (in en). Journal of the London Mathematical Society s1-13 (1): 8–12. doi:10.1112/jlms/s1-13.1.8. ISSN 1469-7750. https://onlinelibrary.wiley.com/doi/abs/10.1112/jlms/s1-13.1.8. 
  11. Dijksma, A.; Koornwinder, T. H. (1971-01-01). "Spherical harmonics and the product of two Jacobi polynomials". Indagationes Mathematicae (Proceedings) 74: 191–196. doi:10.1016/S1385-7258(71)80026-4. ISSN 1385-7258. https://www.sciencedirect.com/science/article/pii/S1385725871800264. 
  12. 12.0 12.1 12.2 12.3 12.4 12.5 "DLMF: §18.15 Asymptotic Approximations ‣ Classical Orthogonal Polynomials ‣ Chapter 18 Orthogonal Polynomials". https://dlmf.nist.gov/18.15. 
  13. (Szegő 1975)
  14. 14.0 14.1 Marcellán, F.; Martínez-Finkelshtein, A.; Martínez-González, P. (2007-10-15). "Electrostatic models for zeros of polynomials: Old, new, and some open problems". Journal of Computational and Applied Mathematics. Proceedings of The Conference in Honour of Dr. Nico Temme on the Occasion of his 65th birthday 207 (2): 258–272. doi:10.1016/j.cam.2006.10.020. ISSN 0377-0427. https://www.sciencedirect.com/science/article/pii/S037704270600611X. 
  15. 15.0 15.1 (Szegő 1975)
  16. (Szegő 1975)
  17. Biedenharn, L.C.; Louck, J.D. (1981). Angular Momentum in Quantum Physics. Reading: Addison-Wesley. 
  • Szegő, Gábor (1975). Orthogonal Polynomials. Colloquium Publications. 23 (4th ed.). American Mathematical Society. ISBN 978-0-8218-1023-1. 

Further reading