Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Chebyshev polynomials
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
==As a basis set== [[Image:ChebyshevExpansion.png|thumb|right|240px|The non-smooth function (top) {{math|1=''y'' = −''x''<sup>3</sup>''H''(−''x'')}}, where {{mvar|H}} is the [[Heaviside step function]], and (bottom) the 5th partial sum of its Chebyshev expansion. The 7th sum is indistinguishable from the original function at the resolution of the graph.]] In the appropriate [[Sobolev space]], the set of Chebyshev polynomials form an [[Hilbert space#Orthonormal bases|orthonormal basis]], so that a function in the same space can, on {{math|−1 ≤ ''x'' ≤ 1}}, be expressed via the expansion:<ref name=boyd>{{cite book|title = Chebyshev and Fourier Spectral Methods|first = John P.|last = Boyd|isbn = 0-486-41183-4|edition = second|year = 2001|publisher = Dover|url = http://www-personal.umich.edu/~jpboyd/aaabook_9500may00.pdf|access-date = 2009-03-19|archive-url = https://web.archive.org/web/20100331183829/http://www-personal.umich.edu/~jpboyd/aaabook_9500may00.pdf|archive-date = 2010-03-31|url-status = dead}}</ref> <math display="block">f(x) = \sum_{n = 0}^\infty a_n T_n(x).</math> Furthermore, as mentioned previously, the Chebyshev polynomials form an [[orthogonal]] basis which (among other things) implies that the coefficients {{math|''a''<sub>''n''</sub>}} can be determined easily through the application of an [[inner product]]. This sum is called a '''Chebyshev series''' or a '''Chebyshev expansion'''. Since a Chebyshev series is related to a [[Fourier cosine series]] through a change of variables, all of the theorems, identities, etc. that apply to [[Fourier series]] have a Chebyshev counterpart.<ref name=boyd/> These attributes include: * The Chebyshev polynomials form a [[Complete metric space|complete]] orthogonal system. * The Chebyshev series converges to {{math|''f''(''x'')}} if the function is [[piecewise]] [[Smooth function|smooth]] and [[Continuous function|continuous]]. The smoothness requirement can be relaxed in most cases{{snd}} as long as there are a finite number of discontinuities in {{math|''f''(''x'')}} and its derivatives. * At a discontinuity, the series will converge to the average of the right and left limits. The abundance of the theorems and identities inherited from [[Fourier series]] make the Chebyshev polynomials important tools in [[numeric analysis]]; for example they are the most popular general purpose basis functions used in the [[spectral method]],<ref name=boyd/> often in favor of trigonometric series due to generally faster convergence for continuous functions ([[Gibbs' phenomenon]] is still a problem). The [[Chebfun]] software package supports function manipulation based on their expansion in the Chebysev basis. ===Example 1=== Consider the Chebyshev expansion of {{math|log(1 + ''x'')}}. One can express: <math display="block"> \log(1+x) = \sum_{n = 0}^\infty a_n T_n(x)~. </math> One can find the coefficients {{math|''a<sub>n</sub>''}} either through the application of an inner product or by the discrete orthogonality condition. For the inner product: <math display="block">\int_{-1}^{+1}\,\frac{T_m(x)\,\log(1 + x)}{\sqrt{1-x^2}}\,\mathrm{d}x = \sum_{n=0}^{\infty}a_n\int_{-1}^{+1}\frac{T_m(x)\,T_n(x)}{\sqrt{1-x^2}}\,\mathrm{d}x,</math> which gives: <math display="block">a_n = \begin{cases} -\log 2 & \text{ for }~ n = 0, \\ \frac{-2(-1)^n}{n} & \text{ for }~ n > 0. \end{cases}</math> Alternatively, when the inner product of the function being approximated cannot be evaluated, the discrete orthogonality condition gives an often useful result for ''approximate'' coefficients: <math display="block">a_n \approx \frac{\,2-\delta_{0n}\,}{N}\,\sum_{k=0}^{N-1}T_n(x_k)\,\log(1+x_k),</math> where {{mvar|δ<sub>ij</sub>}} is the [[Kronecker delta]] function and the {{mvar|x<sub>k</sub>}} are the {{mvar|N}} Gauss–Chebyshev zeros of {{math|''T''<sub>''N'' </sub>(''x'')}}: <math display="block"> x_k = \cos\left(\frac{\pi\left(k+\tfrac{1}{2}\right)}{N}\right) .</math> For any {{mvar|N}}, these approximate coefficients provide an exact approximation to the function at {{mvar|x<sub>k</sub>}} with a controlled error between those points. The exact coefficients are obtained with {{math|1=''N'' = ∞}}, thus representing the function exactly at all points in {{closed-closed|−1,1}}. The rate of convergence depends on the function and its smoothness. This allows us to compute the approximate coefficients {{mvar|a<sub>n</sub>}} very efficiently through the [[discrete cosine transform]]: <math display="block">a_n \approx \frac{2-\delta_{0n}}{N}\sum_{k=0}^{N-1}\cos\left(\frac{n\pi\left(\,k+\tfrac{1}{2}\right)}{N}\right)\log(1+x_k).</math> ===Example 2=== To provide another example: <math display="block">\begin{align} \left(1-x^2\right)^\alpha &= -\frac{1}{\sqrt{\pi}} \, \frac{\Gamma\left(\tfrac{1}{2} + \alpha\right)}{\Gamma(\alpha+1)} + 2^{1-2\alpha}\,\sum_{n=0} \left(-1\right)^n \, {2 \alpha \choose \alpha-n}\,T_{2n}(x) \\[1ex] &= 2^{-2\alpha}\,\sum_{n=0} \left(-1\right)^n \, {2\alpha+1 \choose \alpha-n}\,U_{2n}(x). \end{align}</math> ===Partial sums=== The partial sums of: <math display="block">f(x) = \sum_{n = 0}^\infty a_n T_n(x)</math> are very useful in the [[approximation theory|approximation]] of various functions and in the solution of [[differential equation]]s (see [[spectral method]]). Two common methods for determining the coefficients {{mvar|a<sub>n</sub>}} are through the use of the [[inner product]] as in [[Galerkin's method]] and through the use of [[collocation method|collocation]] which is related to [[interpolation]]. As an interpolant, the {{mvar|N}} coefficients of the {{math|(''N'' − 1)}}st partial sum are usually obtained on the Chebyshev–Gauss–Lobatto<ref>{{Cite web |url=http://www.scottsarra.org/chebyApprox/chebyshevApprox.html |title=Chebyshev Interpolation: An Interactive Tour |access-date=2016-06-02 |archive-url=https://web.archive.org/web/20170318214311/http://www.scottsarra.org/chebyApprox/chebyshevApprox.html |archive-date=2017-03-18 |url-status=dead }}</ref> points (or Lobatto grid), which results in minimum error and avoids [[Runge's phenomenon]] associated with a uniform grid. This collection of points corresponds to the extrema of the highest order polynomial in the sum, plus the endpoints and is given by: <math display="block">x_k = -\cos\left(\frac{k \pi}{N - 1}\right); \qquad k = 0, 1, \dots, N - 1.</math> ===Polynomial in Chebyshev form=== An arbitrary polynomial of degree {{mvar|N}} can be written in terms of the Chebyshev polynomials of the first kind.{{sfn|Mason|Handscomb|2002}} Such a polynomial {{math|''p''(''x'')}} is of the form: <math display="block">p(x) = \sum_{n=0}^N a_n T_n(x).</math> Polynomials in Chebyshev form can be evaluated using the [[Clenshaw algorithm]].
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)