Legendre - orthogonality related proof
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How can I proceed to prove that there are constants $α_0, α_1, ..., α_n$ such that
$x^n = α_0P_0(x) + α_1P_1(x) + ... + α_nP_n(x)$ where $P_n$ is legendre polynomial.
I guess that this has to do with orthogonality property and the fact that $P_n$'s are linearly independent, but I have no clue where to start. Can anybody help?
legendre-polynomials
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add a comment |
$begingroup$
How can I proceed to prove that there are constants $α_0, α_1, ..., α_n$ such that
$x^n = α_0P_0(x) + α_1P_1(x) + ... + α_nP_n(x)$ where $P_n$ is legendre polynomial.
I guess that this has to do with orthogonality property and the fact that $P_n$'s are linearly independent, but I have no clue where to start. Can anybody help?
legendre-polynomials
$endgroup$
$begingroup$
for every $x$ ? that I don't know but if $|x| leq 1$ then the Legendre polynomials is an orthogonal basis of the space $L^2([-1,1])$ which is a Hilbert space and it just happens that $x^n in L^2([-1,1]) $ therefore it can be written as a Legendre polynomials series
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– rapidracim
Jan 18 at 13:59
add a comment |
$begingroup$
How can I proceed to prove that there are constants $α_0, α_1, ..., α_n$ such that
$x^n = α_0P_0(x) + α_1P_1(x) + ... + α_nP_n(x)$ where $P_n$ is legendre polynomial.
I guess that this has to do with orthogonality property and the fact that $P_n$'s are linearly independent, but I have no clue where to start. Can anybody help?
legendre-polynomials
$endgroup$
How can I proceed to prove that there are constants $α_0, α_1, ..., α_n$ such that
$x^n = α_0P_0(x) + α_1P_1(x) + ... + α_nP_n(x)$ where $P_n$ is legendre polynomial.
I guess that this has to do with orthogonality property and the fact that $P_n$'s are linearly independent, but I have no clue where to start. Can anybody help?
legendre-polynomials
legendre-polynomials
edited Jan 18 at 13:51
idriskameni
749321
749321
asked Jan 18 at 12:48
user635977user635977
63
63
$begingroup$
for every $x$ ? that I don't know but if $|x| leq 1$ then the Legendre polynomials is an orthogonal basis of the space $L^2([-1,1])$ which is a Hilbert space and it just happens that $x^n in L^2([-1,1]) $ therefore it can be written as a Legendre polynomials series
$endgroup$
– rapidracim
Jan 18 at 13:59
add a comment |
$begingroup$
for every $x$ ? that I don't know but if $|x| leq 1$ then the Legendre polynomials is an orthogonal basis of the space $L^2([-1,1])$ which is a Hilbert space and it just happens that $x^n in L^2([-1,1]) $ therefore it can be written as a Legendre polynomials series
$endgroup$
– rapidracim
Jan 18 at 13:59
$begingroup$
for every $x$ ? that I don't know but if $|x| leq 1$ then the Legendre polynomials is an orthogonal basis of the space $L^2([-1,1])$ which is a Hilbert space and it just happens that $x^n in L^2([-1,1]) $ therefore it can be written as a Legendre polynomials series
$endgroup$
– rapidracim
Jan 18 at 13:59
$begingroup$
for every $x$ ? that I don't know but if $|x| leq 1$ then the Legendre polynomials is an orthogonal basis of the space $L^2([-1,1])$ which is a Hilbert space and it just happens that $x^n in L^2([-1,1]) $ therefore it can be written as a Legendre polynomials series
$endgroup$
– rapidracim
Jan 18 at 13:59
add a comment |
2 Answers
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Any function on $[-1,1]$ whether continuous or not can be expanded in a series of Legendre polynomials. That is the same as saying that ${P_n}$ form a basis for this kind of expansions. Now ${P_n}$ is also an orthogonal basis, meaning that $int_{-1}^{1} P_n(x)P_m(x)dx = 0$ if $n neq m$.
This helps us determining the values $alpha_j$: suppose $f(x) = sum_{j=0}^{infty} alpha_j P_j(x)$, then
$$int_{-1}^{1} P_n(x)f(x)dx = int_{-1}^{1} P_n(x)sum_{j=0}^{infty} alpha_j P_j(x) dx = sum_{j=0}^{infty} alpha_j int_{-1}^{1} P_n(x)P_j(x)dx = \alpha_n int_{-1}^{1} P_n^2(x)dx = frac{2alpha_n}{2n+1}$$
Hence
$$alpha_j = frac{2j+1}{2} int_{-1}^{1} P_j(x)f(x)dx$$
Now plug in $x^n$ for $f(x)$ and evaluate the integrals - I leave that part to you. You also need to show that $alpha_j = 0$ for $j > n$.
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add a comment |
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While Maestro’s answer works, he doesn’t show that you produce $x^n$, only that you approximate arbitrarily closely it by orthogonal polynomials. Rather, notice that the first n legendre polynomials are linearly independent and contained in the sub space of n degree polynomials. Since the dimensions are equal, the legendre polynomials span the subpace of up-to-n dimensional polynomials, of which $x^n$ is. Orthogonality doesn’t actually matter, only linear independence.
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2 Answers
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$begingroup$
Any function on $[-1,1]$ whether continuous or not can be expanded in a series of Legendre polynomials. That is the same as saying that ${P_n}$ form a basis for this kind of expansions. Now ${P_n}$ is also an orthogonal basis, meaning that $int_{-1}^{1} P_n(x)P_m(x)dx = 0$ if $n neq m$.
This helps us determining the values $alpha_j$: suppose $f(x) = sum_{j=0}^{infty} alpha_j P_j(x)$, then
$$int_{-1}^{1} P_n(x)f(x)dx = int_{-1}^{1} P_n(x)sum_{j=0}^{infty} alpha_j P_j(x) dx = sum_{j=0}^{infty} alpha_j int_{-1}^{1} P_n(x)P_j(x)dx = \alpha_n int_{-1}^{1} P_n^2(x)dx = frac{2alpha_n}{2n+1}$$
Hence
$$alpha_j = frac{2j+1}{2} int_{-1}^{1} P_j(x)f(x)dx$$
Now plug in $x^n$ for $f(x)$ and evaluate the integrals - I leave that part to you. You also need to show that $alpha_j = 0$ for $j > n$.
$endgroup$
add a comment |
$begingroup$
Any function on $[-1,1]$ whether continuous or not can be expanded in a series of Legendre polynomials. That is the same as saying that ${P_n}$ form a basis for this kind of expansions. Now ${P_n}$ is also an orthogonal basis, meaning that $int_{-1}^{1} P_n(x)P_m(x)dx = 0$ if $n neq m$.
This helps us determining the values $alpha_j$: suppose $f(x) = sum_{j=0}^{infty} alpha_j P_j(x)$, then
$$int_{-1}^{1} P_n(x)f(x)dx = int_{-1}^{1} P_n(x)sum_{j=0}^{infty} alpha_j P_j(x) dx = sum_{j=0}^{infty} alpha_j int_{-1}^{1} P_n(x)P_j(x)dx = \alpha_n int_{-1}^{1} P_n^2(x)dx = frac{2alpha_n}{2n+1}$$
Hence
$$alpha_j = frac{2j+1}{2} int_{-1}^{1} P_j(x)f(x)dx$$
Now plug in $x^n$ for $f(x)$ and evaluate the integrals - I leave that part to you. You also need to show that $alpha_j = 0$ for $j > n$.
$endgroup$
add a comment |
$begingroup$
Any function on $[-1,1]$ whether continuous or not can be expanded in a series of Legendre polynomials. That is the same as saying that ${P_n}$ form a basis for this kind of expansions. Now ${P_n}$ is also an orthogonal basis, meaning that $int_{-1}^{1} P_n(x)P_m(x)dx = 0$ if $n neq m$.
This helps us determining the values $alpha_j$: suppose $f(x) = sum_{j=0}^{infty} alpha_j P_j(x)$, then
$$int_{-1}^{1} P_n(x)f(x)dx = int_{-1}^{1} P_n(x)sum_{j=0}^{infty} alpha_j P_j(x) dx = sum_{j=0}^{infty} alpha_j int_{-1}^{1} P_n(x)P_j(x)dx = \alpha_n int_{-1}^{1} P_n^2(x)dx = frac{2alpha_n}{2n+1}$$
Hence
$$alpha_j = frac{2j+1}{2} int_{-1}^{1} P_j(x)f(x)dx$$
Now plug in $x^n$ for $f(x)$ and evaluate the integrals - I leave that part to you. You also need to show that $alpha_j = 0$ for $j > n$.
$endgroup$
Any function on $[-1,1]$ whether continuous or not can be expanded in a series of Legendre polynomials. That is the same as saying that ${P_n}$ form a basis for this kind of expansions. Now ${P_n}$ is also an orthogonal basis, meaning that $int_{-1}^{1} P_n(x)P_m(x)dx = 0$ if $n neq m$.
This helps us determining the values $alpha_j$: suppose $f(x) = sum_{j=0}^{infty} alpha_j P_j(x)$, then
$$int_{-1}^{1} P_n(x)f(x)dx = int_{-1}^{1} P_n(x)sum_{j=0}^{infty} alpha_j P_j(x) dx = sum_{j=0}^{infty} alpha_j int_{-1}^{1} P_n(x)P_j(x)dx = \alpha_n int_{-1}^{1} P_n^2(x)dx = frac{2alpha_n}{2n+1}$$
Hence
$$alpha_j = frac{2j+1}{2} int_{-1}^{1} P_j(x)f(x)dx$$
Now plug in $x^n$ for $f(x)$ and evaluate the integrals - I leave that part to you. You also need to show that $alpha_j = 0$ for $j > n$.
edited Jan 18 at 20:26
answered Jan 18 at 20:15
Maestro13Maestro13
1,106724
1,106724
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$begingroup$
While Maestro’s answer works, he doesn’t show that you produce $x^n$, only that you approximate arbitrarily closely it by orthogonal polynomials. Rather, notice that the first n legendre polynomials are linearly independent and contained in the sub space of n degree polynomials. Since the dimensions are equal, the legendre polynomials span the subpace of up-to-n dimensional polynomials, of which $x^n$ is. Orthogonality doesn’t actually matter, only linear independence.
$endgroup$
add a comment |
$begingroup$
While Maestro’s answer works, he doesn’t show that you produce $x^n$, only that you approximate arbitrarily closely it by orthogonal polynomials. Rather, notice that the first n legendre polynomials are linearly independent and contained in the sub space of n degree polynomials. Since the dimensions are equal, the legendre polynomials span the subpace of up-to-n dimensional polynomials, of which $x^n$ is. Orthogonality doesn’t actually matter, only linear independence.
$endgroup$
add a comment |
$begingroup$
While Maestro’s answer works, he doesn’t show that you produce $x^n$, only that you approximate arbitrarily closely it by orthogonal polynomials. Rather, notice that the first n legendre polynomials are linearly independent and contained in the sub space of n degree polynomials. Since the dimensions are equal, the legendre polynomials span the subpace of up-to-n dimensional polynomials, of which $x^n$ is. Orthogonality doesn’t actually matter, only linear independence.
$endgroup$
While Maestro’s answer works, he doesn’t show that you produce $x^n$, only that you approximate arbitrarily closely it by orthogonal polynomials. Rather, notice that the first n legendre polynomials are linearly independent and contained in the sub space of n degree polynomials. Since the dimensions are equal, the legendre polynomials span the subpace of up-to-n dimensional polynomials, of which $x^n$ is. Orthogonality doesn’t actually matter, only linear independence.
answered Jan 18 at 22:40
AlexAlex
17713
17713
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$begingroup$
for every $x$ ? that I don't know but if $|x| leq 1$ then the Legendre polynomials is an orthogonal basis of the space $L^2([-1,1])$ which is a Hilbert space and it just happens that $x^n in L^2([-1,1]) $ therefore it can be written as a Legendre polynomials series
$endgroup$
– rapidracim
Jan 18 at 13:59