Orthogonal Polynomials and Legendre Polynomials with Weight Function w(x) = -ln(x), Assignments of Mathematical Methods for Numerical Analysis and Optimization

The homework assignment for math 471 from september 25, 2008. The assignment includes instructions to construct orthogonal polynomials of degrees 0, 1, and 2 on the interval (0, 1) with the weight function w(x) = -ln(x). The document also includes exercises on showing the orthogonality of these polynomials through induction and integration-by-parts, as well as defining and analyzing the legendre polynomials.

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Uploaded on 08/31/2009

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Homework 6, Math 471
25 September, 2008
Name:
ID:
1. Construct orthogonal polynomials of degrees 0, 1, and 2 on the interval (0,1) with
the weight function w(x) = ln(x).
2. (a) Show by induction that for 0 kn
dk
dxkh1x2ni=1x2nkqk(x),
where qkis a polynomial of degree k.
(b) Deduce that all of the derivatives of the function (1 x2)nof order less than n
vanish at x=±1.
(c) Define the Legendre polynomial of order jas
Pn(x) = dn
dxnh1x2ni.
Show by repeated integration-by-parts that
hPk, Pji=Z1
1
Pk(x)Pj(x)dx = 0,
for 0 k < j .
3. (a) Show by induction that for 0 kj
dk
dxkhxjexi=xjkqk(x)ex,
where qkis a polynomial of degree k.
(b) Define the function φj, for j0, via
φj(x) = exdj
dxjhxjexi.
Show that, for each j0, φjis a polynomial of degree j.
1
pf2

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Homework 6, Math 471

25 September, 2008

Name:

ID:

  1. Construct orthogonal polynomials of degrees 0, 1, and 2 on the interval (0, 1) with the weight function w(x) = − ln(x).
  2. (a) Show by induction that for 0 ≤ k ≤ n dk dxk

[( 1 − x^2

)n]

( 1 − x^2

)n−k qk(x),

where qk is a polynomial of degree k. (b) Deduce that all of the derivatives of the function (1 − x^2 )n^ of order less than n vanish at x = ±1. (c) Define the Legendre polynomial of order j as

Pn(x) = d

n dxn

[( 1 − x^2

)n] .

Show by repeated integration-by-parts that

〈Pk, Pj 〉 =

∫ (^1) − 1 Pk(x)Pj^ (x)dx^ = 0, for 0 ≤ k < j.

  1. (a) Show by induction that for 0 ≤ k ≤ j dk dxk

[ xj^ e−x

] = xj−kqk(x)e−x,

where qk is a polynomial of degree k. (b) Define the function φj , for j ≥ 0, via

φj (x) = ex^ d

j dxj

[ xj^ e−x

] .

Show that, for each j ≥ 0, φj is a polynomial of degree j.

(c) Show that 〈φk, φj 〉 =

∫ (^) ∞ 0 e

−xφk(x)φj (x)dx = 0,

for k 6 = j. Thus the set {φj | j = 0, 1 , 2 ,.. .} is orthogonal on the interval (0, ∞) with respect to the weight function w(x) = e−x.