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    of 7

    Kewal M

    November 13th, 2024

    Chebyshev Differential Equation:

    2 d2y dy
    (1 − x ) 2 − x + n2y = 0
    dx dx

    let, t = 12 (1 − x)

    dy dy
    Then, dx = − 12 dx

    d2 y 1 d2 y
    dx2
    = 4 dt2

    DE transforms to:

    d2y
     
    1 dy
    t(1 − t) 2 + −t + n2y = 0
    dt 2 dt

     
    1 1
    ∴ y =2 F1 n, −n, , (1 − x)
    2 2

    where 2F1 is the Hypergeometric function

    1
    let, x = cosθ f or, |x| ≤ 1
       
    Then, dx = −cosecθ dy
    dy
    dθ

    h  i
    d2 y d dy
    dx2
    = dx −cosecθ dθ

    h  i
    d2 y d
    −cosecθ dy dθ
    
    ∴ dx2
    = dθ dθ dx

    this transforms the given DE into:

    d2y 2
    + n y=0
    dθ2

    let, x = cosh t f or, |x| ≥ 1


    Similarly, we get:

    d2y 2
    2
    − n y=0
    dt
    Solutions of the DE

    we can solve the DE in terms of θ and then trasnform to x


    let, y(θ) = emθ
    On solving we get
    m2 + n2 = 0
    m = ±in
    y(θ) = Aeinθ + Be−inθ
    ∴ y(θ) = A cos (nθ) + B sin (nθ)
    2
    y(x) = A cos (n cos−1 x) + B sin (n cos−1 x) for |x| ≤ 1

    we define these 2 solutions as Tn(x) and U(x)

    similarly we can solve for |x| ≥ 1 but we are interested in the latter.

    y = ATn(x) + BUn(x) f or, |x| ≤ 1


    y = A cosh nt + B sinh nt f or, |x| ≥ 1

    Where,

    Tn(x) = cos(n cos−1 x) Un(x) = sin(n cos−1 x)

    1 1
    cosh nt = (ent + e−nt) sinh nt = (ent − e−nt)
    2 2

    Tn(x) and Un(x) are ”CHEBYSHEV POLYNOMIALS” of 1st and 2nd


    kind

    More about them

    1 h p in h p in
    Tn(x) = x + i( 1 − x2) + x − i( 1 − x2)
    2

    −i h p
    2
    in h p
    2
    in 
    Un(x) = x + i( 1 − x ) − x − i( 1 − x )
    2
    1 −nθ 1 −nθ
    nθ
     nθ
    
    NOTE: write cos (nθ) = 2 e + e and sin (nθ) = 2i e − e to

    3
    get these results
    ⌊ n2 ⌋
    X n!
    Tn(x) = (−1)k (1 − x2)k xn−2k
    0
    (2k)!(n − 2k)!

    ⌊ n−1
    2 ⌋
    X n! 1
    Un(x) = (−1)k (1 − x2)k+ 2 xn−2k−1
    0
    (2k + 1)!(n − 2k − 1)!

    Recurrence relation

    Tn(x) = cos(n cos−1 x)


    Tn(cos θ) = cos nθ

    Also,

    cos nθ = cos [(n − 1)θ + θ]

    cos nθ = cos [(n − 1)θ] cos θ + sin [(n − 1)θ] sin θ -(I)

    cos (n − 2)θ = cos [(n − 1)θ − θ]

    cos (n − 2)θ = cos [(n − 1)θ] cos θ − sin [(n − 1)θ] sin θ -(II)
    cos nθ + cos (n − 2)θ = 2 cos θ cos (n − 1)θ [(I)+(II)]
    Using, Tn(cos θ) = cos nθ and cos θ = x

    ∴ Tn(x) + Tn−2(x) = 2xTn−1(x)

    4
    Some important properties

    1)
    Tn(1) = 1 Tn(−1) = (−1)n

    2)
    Tn′ (1) = n2 Tn′ (−1) = (−1)nn2

    3)
    T0(x) = 1
    T1(x) = x
    T2(x) = 2x2 − 1
    T3(x) = 4x3 − 3x
    T4(x) = 8x4 − 8x2 + 1

    PROOF:

    1)Tn(1) = cos(n cos−1 1) = cos 0 = 1


    Similarly, Tn(−1) = (−1)n

    2)Tn(x) satisfies DE

    ∴ (1 − x2)T ”n(x) − xTn′ (x) + n2Tn(x) = 0


    at, x=1

    5
    −Tn′ (1) + n2Tn(1) = 0
    ∴ Tn′ (1) = n2
    similarly, Tn′ (−1) = (−1)nn2

    3) T0(x) = cos 0 = 1
    T1(x) = cos(cos−1 x) = x
    Then use Recurrence relation to find out other terms.

    Orthogonality


    1
    Z
    Tn(x)Tm(x)  0 n ̸= m
    I= √ dx = π n = m = 0
    1−x 2 π
    −1
    2 n = m ̸= 0

    let, x = cos θ
    dx = − sin θ dθ
    we know that, Tn(cos θ) = cos (nθ)
    R 0  cos (mθ) cos (nθ) 
    ∴I= π sin θ (− sin θ) dθ
    Rπ
    I= 0 cos (mθ) cos (nθ)

    1
    Rπ
    I= 2 0 (cos((m + n)θ) + cos((m − n)θ))

    Solve this trivial integral and find the results.

    NOTE: limn−>m sin((m−n)θ)


    m−n =θ

    6
    Chebyshev Series

    Any function can be aprroximated as a chebyshev series in the manner:


    ∞
    X
    f (x) = anTn(x)
    n=0
    where,

    Z 1
    2 f (x)Tn(x)
    an = √ dx
    π −1 1−x 2

    Minimax Property

    Among all polynomials P(x) of degree n > 0 with leading coefficient 1,


    2(1−n)Tn(x) deviates least from zero in the interval 1 ≤ x ≤ 1:

    max |P (x)| ≤ max |2(1−n)Tn(x)| = 2(1−n)


    −1≤x≤1 −1≤x≤1

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