Tensor Hermite Polynomials
Tensor Hermite Polynomials
Tensor Hermite Polynomials
Parul Maheshwari
June 2014
Grads paper mentions probabilists hermite polynomial while the thesis uses
physicists polynomials. Following are first few probabilists hermite polynomials:
He(0) = 1
He(1) = xi
He(2) = xi xj ij
He(3) = xi xj xk (xi jk + xj ki + xk ij )
and so on...
General Formulae
i xj = ij
n
j xi = ij
(1)
n
(2)
()n n
He(n) =
(n)
= i He
(3)
(4)
(n1)
(5)
He(n) = (x ) .1
(n)
(6)
2
n2
n4
He = x x
+ x
Z
(n)
(n)
Hei Hej dx = n ij
n6
+ ......
(7)
(8)
(9)
(10)
(11)
The bold typeset implies a tensor and the exponent represents its order. is a
second order unit tensor i.e. the identity matrix.
2
2.1
The permutation operator S (n,m) acts on an argument and replaces the argument by a sum of all possible permutations over n indices for tensors in mdimensional space.
For example,
S (2,3) () = ij + ji
S (3,3) (x) = xi jk + xi kj + xj ki + xj ik + xk ij + xk ji
2.2
Physicists polynomials
2.3
Iterative formula
1
S (n+1,3) [H (n) (x)H (1) (x) 2nH (n1) (x)I]
(n + 1)!
(12)
Where I is the second order unit tensor i.e. . This formula is analogous to the
iterative formula for scalar hermite polynomials:
hn+1 (x) = hn (x)h1 (x) 2nhn1 (x)
2.3.1
...
Here, Sn stands for S (n,3) , the permutation operator explained in the previous
section.
Since the Hn are the same for any permutations of the indices, we have
Sn (Hn ) = n!Hn
(13)
...
+ in+1 in (Hn1 )]
=n![2xi1 Hn + 2xi2 Hn + . . . ]
2n![i1 i2 (Hn1 ) + i1 i3 (Hn1 ) + . . .
...
...
...
+ in+1 in (Hn1 )]
=n![2xi1 Hn + 2xi2 Hn + . . . ]
2n![i1 (Hn1 ) + i2 (Hn1 ) + + in+1 (Hn1 )]
From equation (5), it can be derived that for physicists tensor hermite polynomials, i H (n) = 2i H (n1) (see section 2.3.2 on page 4) which reduces the
above to:
=n![2xi1 Hn + 2xi2 Hn + . . . ]
n![i1 Hn + i2 Hn + + in+1 Hn ]
=n![(2xi1 i1 )Hn + (2xi2 i2 )Hn +
...
For physicists polynomials, the equation (4) reduces to Hn+1 = (2xi i )Hn
which gives us:
=n![Hn+1 + Hn+1 +
=n!(n + 1)Hn+1
=(n + 1)!Hn+1
This proves equation (12).
3
...
+ Hn+1 ]
2.3.2
n
Hn (x) = 2 2 Hen ( 2x)
n
x
Hen (x) = 2 2 Hn ( )
2
where Hen is the probabilists hermite polynomial. Now substituting for Hen (x)
in equation (5) gives:
(n1)
n
x
x
i (2 2 Hn ( )) = i (2 2 Hn1 ( ))
2
2
Similarly for equation (4), we substitute for the probabilists polynomial to get:
n
1
Hn+1 = 2 2 [ 2xi Hn i Hn ]
2
1
1
Hn+1 = [2xi i ]Hn
2
2
Hn+1 = (2xi i )Hn
(n+1)
2