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