数值分析:Hermite多项式
2015-10-23 20:54
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http://blog.csdn.net/pipisorry/article/details/49366047
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/da48657adb64d75607b11dcea8c59ab3.gif)
The Hermite polynomials
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/c8d9fcf0cc53cf662719f91cc6f34ef7.gif)
are set of orthogonal polynomials over the domain
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/d8e6b572f1c65dc7e98726a79388872e.gif)
with weighting function
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/6944c11a29fedb017d40cb7a71d1fb04.gif)
, illustrated above for
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/3c2b4c54fa2e5cdb1a44ac668d28d40c.gif)
,
2, 3, and 4. Hermite polynomials are implemented in the Wolfram Language asHermiteH[n,x].
The Hermite polynomial
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/44b823b4656471d611da55666966902c.gif)
can be defined by the contour integral
where the contour encloses the origin and is traversed in a counterclockwise direction (Arfken 1985, p. 416).
Hermite多项式,其正交域为(-∞, +∞),其一维形式是
![](http://img.blog.csdn.net/20151023211159935?watermark/2/text/aHR0cDovL2Jsb2cuY3Nkbi5uZXQv/font/5a6L5L2T/fontsize/400/fill/I0JBQkFCMA==/dissolve/70/gravity/Center)
其中,Hk(x)前面的乘式为正交归一化因子,为计算简便可省略。
1
H_1(x) =
2x
H_2(x) =
4x^2-2
H_3(x) =
8x^3-12x
H_4(x) =
16x^4-48x^2+12
H_5(x) =
32x^5-160x^3+120x
H_6(x) =
64x^6-480x^4+720x^2-120
H_7(x) =
128x^7-1344x^5+3360x^3-1680x
H_8(x) =
256x^8-3584x^6+13440x^4-13440x^2+1680
H_9(x) =
512x^9-9216x^7+48384x^5-80640x^3+30240x
H_(10)(x) =
1024x^(10)-23040x^8+161280x^6-403200x^4+302400x^2-30240
The values
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/0775578fec016406b424166ad5cf2435.gif)
may be called Hermite numbers.When ordered from smallest to largest powers, the triangle
of nonzero coefficientsis 1; 2; -2, 4; -12, 8; 12, -48, 16; 120, -160, 32; ... (OEISA059343).
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/f64477dff04333c4d3846970b88ceb4e.png)
(概率论)
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/7fad353f1c93c313f6e7662d68c68150.png)
(物理学)
也就是说,当m ≠ n 时:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/da93185a272baf9520e0c4f5185e34a0.png)
除此之外,还有:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/5464e60cfef9be96190f0a3b384fea8f.png)
(概率论)
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/dbe444c2549582e8436e5a93a71d3c27.png)
(物理学)
其中
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/84179d7912e249b4ff0063933e18a393.png)
是克罗内克函数。
从上式可以看到,概率论中的埃尔米特多项式与标准正态分布正交。
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/03760dda8151f2eb777565f66c9feae4.png)
的函数所构成的完备空间中,埃尔米特多项式序列构成一组基。其中的内积定义如下:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/65d71dbdd8e97e6e4e0f873b51c9fd9d.png)
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/ec7a02391c9eeefdd8253948d31f0722.png)
方程的的边界条件为:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/257f0ed1a506cf9c83fc1ff55b4b0def.png)
应在无穷远处有界。
其中
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
是这个方程的本征值,是一个常数。要满足上述边界条件,应取
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
∈
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/8cbc7d68fa64b4dde5c86d58438a8000.png)
。对于一个特定的本征值
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
,对应着一个特定的本征函数解,即
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/d47f3f917666481683779a85b48ea742.png)
。
而物理学中的埃尔米特多项式则是以下微分方程的解:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/1306d36ce4137be49a509b1f1078adea.png)
其本征值同样为
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
∈
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/8cbc7d68fa64b4dde5c86d58438a8000.png)
,对应的本征函数解为
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/c68d8d30fa15503c17a20397ccfb1f74.png)
。
以上两个微分方程都称为埃尔米特方程。
from:http://blog.csdn.net/pipisorry/article/details/49366047
ref:mathworld
Hermite Polynomial
wikipedia
埃尔米特多项式
Hermite埃尔米特多项式
在数学中,埃尔米特多项式是一种经典的正交多项式族,得名于法国数学家夏尔·埃尔米特。概率论里的埃奇沃斯级数的表达式中就要用到埃尔米特多项式。在组合数学中,埃尔米特多项式是阿佩尔方程的解。物理学中,埃尔米特多项式给出了量子谐振子的本征态。前4个(概率论中的)埃尔米特多项式的图像
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/da48657adb64d75607b11dcea8c59ab3.gif)
The Hermite polynomials
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/c8d9fcf0cc53cf662719f91cc6f34ef7.gif)
are set of orthogonal polynomials over the domain
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/d8e6b572f1c65dc7e98726a79388872e.gif)
with weighting function
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/6944c11a29fedb017d40cb7a71d1fb04.gif)
, illustrated above for
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/3c2b4c54fa2e5cdb1a44ac668d28d40c.gif)
,
2, 3, and 4. Hermite polynomials are implemented in the Wolfram Language asHermiteH[n,x].
The Hermite polynomial
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/44b823b4656471d611da55666966902c.gif)
can be defined by the contour integral
![]() | (1) |
Hermite多项式,其正交域为(-∞, +∞),其一维形式是
其中,Hk(x)前面的乘式为正交归一化因子,为计算简便可省略。
前10个Hermite多项式
H_0(x) =1
H_1(x) =
2x
H_2(x) =
4x^2-2
H_3(x) =
8x^3-12x
H_4(x) =
16x^4-48x^2+12
H_5(x) =
32x^5-160x^3+120x
H_6(x) =
64x^6-480x^4+720x^2-120
H_7(x) =
128x^7-1344x^5+3360x^3-1680x
H_8(x) =
256x^8-3584x^6+13440x^4-13440x^2+1680
H_9(x) =
512x^9-9216x^7+48384x^5-80640x^3+30240x
H_(10)(x) =
1024x^(10)-23040x^8+161280x^6-403200x^4+302400x^2-30240
The values
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/0775578fec016406b424166ad5cf2435.gif)
may be called Hermite numbers.When ordered from smallest to largest powers, the triangle
of nonzero coefficientsis 1; 2; -2, 4; -12, 8; 12, -48, 16; 120, -160, 32; ... (OEISA059343).
Hermite多项式的性质
多项式Hn 是一个n次的多项式。概率论的埃尔米特多项式是首一多项式(最高次项系数等于1),而物理学的埃尔米特多项式的最高次项系数等于2n。正交性
多项式Hn 的次数与序号n 相同,所以不同的埃尔米特多项式的次数不一样。对于给定的权函数w,埃尔米特多项式的序列将会是正交序列。![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/f64477dff04333c4d3846970b88ceb4e.png)
(概率论)
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/7fad353f1c93c313f6e7662d68c68150.png)
(物理学)
也就是说,当m ≠ n 时:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/da93185a272baf9520e0c4f5185e34a0.png)
除此之外,还有:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/5464e60cfef9be96190f0a3b384fea8f.png)
(概率论)
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/dbe444c2549582e8436e5a93a71d3c27.png)
(物理学)
其中
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/84179d7912e249b4ff0063933e18a393.png)
是克罗内克函数。
从上式可以看到,概率论中的埃尔米特多项式与标准正态分布正交。
完备性
在所有满足![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/03760dda8151f2eb777565f66c9feae4.png)
的函数所构成的完备空间中,埃尔米特多项式序列构成一组基。其中的内积定义如下:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/65d71dbdd8e97e6e4e0f873b51c9fd9d.png)
埃尔米特微分方程
概率论中的埃尔米特多项式是以下微分方程的解:![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/ec7a02391c9eeefdd8253948d31f0722.png)
方程的的边界条件为:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/257f0ed1a506cf9c83fc1ff55b4b0def.png)
应在无穷远处有界。
其中
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
是这个方程的本征值,是一个常数。要满足上述边界条件,应取
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
∈
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/8cbc7d68fa64b4dde5c86d58438a8000.png)
。对于一个特定的本征值
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
,对应着一个特定的本征函数解,即
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/d47f3f917666481683779a85b48ea742.png)
。
而物理学中的埃尔米特多项式则是以下微分方程的解:
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/1306d36ce4137be49a509b1f1078adea.png)
其本征值同样为
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/cdfa4cf3a5d04bce0b663eab7892952e.png)
∈
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/8cbc7d68fa64b4dde5c86d58438a8000.png)
,对应的本征函数解为
![](https://oscdn.geek-share.com/Uploads/Images/Content/202009/26/c68d8d30fa15503c17a20397ccfb1f74.png)
。
以上两个微分方程都称为埃尔米特方程。
from:http://blog.csdn.net/pipisorry/article/details/49366047
ref:mathworld
Hermite Polynomial
wikipedia
埃尔米特多项式
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