Math 118, Handout 4: Hermite functions and the Fourier transform. n! where D = d/dx, are a basis of eigenfunctions for the Fourier transform

Size: px
Start display at page:

Download "Math 118, Handout 4: Hermite functions and the Fourier transform. n! where D = d/dx, are a basis of eigenfunctions for the Fourier transform"

Transcription

1 The Hermite functions defined by h n (x) = ( )n e x2 /2 D n e x2 where D = d/dx, are a basis of eigenfunctions for the Fourier transform f(k) = f(x)e ikx dx on L 2 (R). Since h 0 (x) = e x2 /2 h (x) = 2xe x2 /2 h 2 (x) = 2 (4x2 2)e x2 /2 h 3 (x) = 6 (8x3 24x)e x2 /2 we see that h n (x) = H n(x)e x2 /2 where H n (x) is the classical Hermite polynomial of degree n Theorem Proof: By the product rule, h n(x) = ( )n Theorem 2 H n (x) = ( ) n e x2 D n e x2 h n(x) = xh n (x) (n + )h n+ (x) xe x2 /2 D n e x2 + ( )n e x2 /2 D n+ e x2 = xh n (x) (n+)h n+ (x) h n(x) = xh n (x) + 2h n (x) Proof: First observe that D n satisfies a commutation relation xd n f(x) D n (xf(x)) = nd n f(x)

2 because of Leibniz Rule for the nth derivative of a product fg. Hence h n(x) = xh n (x) + ( )n e x2 /2 D n ( 2xe x2 ) = xh n (x) + 2h n (x). (Subtraction gives (n + )h n+ = 2xh n 2h n.) These two recurrence relations are called ladder relations in quantum mechanics, and constitute a factorization of the operator since Thus we have proved Theorem 3: D 2 x 2 + I = (D x)(d + x) (D x)(d + x)h n (x) = 2(D x)h n = 2nh n (x). h n(x) x 2 h n (x) = (2n + )h n (x). Exercise H4.: Show that K = D 2 x 2 is a symmetric operator on L 2 (R): for nice smooth functions f, g L 2 (R) we have f(x)kg(x) dx =< f, Kg >=< Kf, g >. Hence h n are eigenfunctions of the symmetric operator K with distinct eigenvalues (2n + ). As a standard consequence, they are orthogonal: (2n + ) < h n, h m >=< Kh n, h m >= (2m + ) < h n, h m > so < h n, h m >= 0 for n m. We will show that they are eigenfunctions of the Fourier transform as well in Theorem 4 ĥ n (k) = h n (k). Proof: For n = 0, this says the Fourier transform of e x2 /2 is e k2 /2 which we proved by direct calculation. For n =, we have h (x) = 2h 0(x). Since the 2

3 Fourier transform of f is ik ˆf(k), we have ĥ(k) = 2ikĥ0(k) = 2ikh 0 (k) = ih (k). For n >, we compute by differentiating under the integral that ĥ n(k) = and by integration by parts that Thus addition gives and kĥn(k) = ( ixh n (x))e ikx dx ( ih n(x))e ikx dx ĥ n(k) + kĥn(k) = 2iĥn (k) ĥ n(k) kĥn(k) = i(n + )ĥn+(k) Subtracting to eliminate the derivatives and solving for ĥn+, i n+ (n + )ĥn+(k) = 2xi n ĥ n (k) 2i n ĥ n (k) so that i n ĥ n (k) satisfies the same two-term recurrence relation as h n (x). Since the initial values also match, the theorem is proved by induction. Thus h n are eigenfunctions of the Fourier transform. They span L 2 (R) by Theorem 5: Any smooth function f L 2 (R) which is orthogonal to h n for every n must be 0. Proof: If < f, h n >= 0 for every n then y n < f, h n >= 0 for all y R. The Taylor series for e (x y)2 is so ( y) n e (x y)2 = D n e x2 = e x2 /2 y n h n (x), 0 = y n < f, h n >= e x2 /2 e (x y)2 f(x)dx = e y2 h 0 f(2y). 3

4 Hence h 0 f = 0 and taking Fourier transforms gives ĥ0(k) ˆf(k) = h 0 (k) ˆf(k) = 0. Since h 0 never vanishes we must have ˆf = 0 and by Parseval s identity we must have f = 0. Thus we have a basis of eigenfunctions for the Fourier transform. Once we evaluate their norms h n, we can define and compute the Fourier transform by the standard eigen-expansions and f(x) = ˆf(k) = h n < f, h 2 n > h n (x) = h n < f, h 2 n > h n (k) = At least formally we thus have e ikx = h n 2 h n(k)h n (x). h n 2 h n(x)h n (y)f(y)dy h n 2 h n(k)h n (x)f()dx Exercise H4.2: Show that (Hint: Square the expansion h n 2 = π 2n. y n h n (x) = e x2 /2 e (x y)2 and integrate.) Exercise H4.3: them to compute Exercise H3.4: Calculate the first three Hermite polynomials and use (a) Show that x 2 e x2 dx. < Kf, f >= f (x) 2 + x 2 f(x) 2 dx = (2n + ) < f, h n > 2 h n 2 4

5 for real-valued f L 2 (R). (b) Prove the weak Heisenberg inequality for such f. f (x) 2 + x 2 f(x) 2 dx f(x) 2 dx Exercise H3.5: Show that e 2its = e t2 (Hint: Seek an expansion of the form and use orthogonality of the H n s.) (it) n H n (s) e 2its = f n (t)h n (s) Exercise H3.6: Use Cramer s inequality H n (s).09 2 n/2 e s2 /2 and Stirling s approximation to show that the error in N terms of the approximation in H3.5 is bounded by e 2its N f n (t)h n (s) 0 ( ) 2e N/2 N for N > 0, t, and s 2. How many terms are required to get 0-digit accuracy? 5

Solutions: Problem Set 3 Math 201B, Winter 2007

Solutions: Problem Set 3 Math 201B, Winter 2007 Solutions: Problem Set 3 Math 201B, Winter 2007 Problem 1. Prove that an infinite-dimensional Hilbert space is a separable metric space if and only if it has a countable orthonormal basis. Solution. If

More information

Math 5588 Final Exam Solutions

Math 5588 Final Exam Solutions Math 5588 Final Exam Solutions Prof. Jeff Calder May 9, 2017 1. Find the function u : [0, 1] R that minimizes I(u) = subject to u(0) = 0 and u(1) = 1. 1 0 e u(x) u (x) + u (x) 2 dx, Solution. Since the

More information

Exercise 11. Isao Sasano

Exercise 11. Isao Sasano Exercise Isao Sasano Exercise Calculate the value of the following series by using the Parseval s equality for the Fourier series of f(x) x on the range [, π] following the steps ()-(5). () Calculate the

More information

Real Variables # 10 : Hilbert Spaces II

Real Variables # 10 : Hilbert Spaces II randon ehring Real Variables # 0 : Hilbert Spaces II Exercise 20 For any sequence {f n } in H with f n = for all n, there exists f H and a subsequence {f nk } such that for all g H, one has lim (f n k,

More information

MATH 6337 Second Midterm April 1, 2014

MATH 6337 Second Midterm April 1, 2014 You can use your book and notes. No laptop or wireless devices allowed. Write clearly and try to make your arguments as linear and simple as possible. The complete solution of one exercise will be considered

More information

Quantum mechanics. Chapter The quantum mechanical formalism

Quantum mechanics. Chapter The quantum mechanical formalism Chapter 5 Quantum mechanics 5.1 The quantum mechanical formalism The realisation, by Heisenberg, that the position and momentum of a quantum mechanical particle cannot be measured simultaneously renders

More information

Topics in Fourier analysis - Lecture 2.

Topics in Fourier analysis - Lecture 2. Topics in Fourier analysis - Lecture 2. Akos Magyar 1 Infinite Fourier series. In this section we develop the basic theory of Fourier series of periodic functions of one variable, but only to the extent

More information

An operator is a transformation that takes a function as an input and produces another function (usually).

An operator is a transformation that takes a function as an input and produces another function (usually). Formalism of Quantum Mechanics Operators Engel 3.2 An operator is a transformation that takes a function as an input and produces another function (usually). Example: In QM, most operators are linear:

More information

Hilbert Space Problems

Hilbert Space Problems Hilbert Space Problems Prescribed books for problems. ) Hilbert Spaces, Wavelets, Generalized Functions and Modern Quantum Mechanics by Willi-Hans Steeb Kluwer Academic Publishers, 998 ISBN -7923-523-9

More information

Hilbert Spaces. Hilbert space is a vector space with some extra structure. We start with formal (axiomatic) definition of a vector space.

Hilbert Spaces. Hilbert space is a vector space with some extra structure. We start with formal (axiomatic) definition of a vector space. Hilbert Spaces Hilbert space is a vector space with some extra structure. We start with formal (axiomatic) definition of a vector space. Vector Space. Vector space, ν, over the field of complex numbers,

More information

1 Assignment 1: Nonlinear dynamics (due September

1 Assignment 1: Nonlinear dynamics (due September Assignment : Nonlinear dynamics (due September 4, 28). Consider the ordinary differential equation du/dt = cos(u). Sketch the equilibria and indicate by arrows the increase or decrease of the solutions.

More information

Degree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m.

Degree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m. Degree Master of Science in Mathematical Modelling and Scientific Computing Mathematical Methods I Thursday, 12th January 2012, 9:30 a.m.- 11:30 a.m. Candidates should submit answers to a maximum of four

More information

Math 489AB A Very Brief Intro to Fourier Series Fall 2008

Math 489AB A Very Brief Intro to Fourier Series Fall 2008 Math 489AB A Very Brief Intro to Fourier Series Fall 8 Contents Fourier Series. The coefficients........................................ Convergence......................................... 4.3 Convergence

More information

Recall that any inner product space V has an associated norm defined by

Recall that any inner product space V has an associated norm defined by Hilbert Spaces Recall that any inner product space V has an associated norm defined by v = v v. Thus an inner product space can be viewed as a special kind of normed vector space. In particular every inner

More information

Finite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product

Finite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product Chapter 4 Hilbert Spaces 4.1 Inner Product Spaces Inner Product Space. A complex vector space E is called an inner product space (or a pre-hilbert space, or a unitary space) if there is a mapping (, )

More information

Indeed, the family is still orthogonal if we consider a complex valued inner product ( or an inner product on complex vector space)

Indeed, the family is still orthogonal if we consider a complex valued inner product ( or an inner product on complex vector space) Fourier series of complex valued functions Suppose now f is a piecewise continuous complex valued function on [, π], that is f(x) = u(x)+iv(x) such that both u and v are real valued piecewise continuous

More information

Postulates and Theorems of Quantum Mechanics

Postulates and Theorems of Quantum Mechanics Postulates and Theorems of Quantum Mechanics Literally, a postulate is something taen as self-evident or assumed without proof as a basis for reasoning. It is simply is Postulate 1: State of a physical

More information

MATH 5640: Fourier Series

MATH 5640: Fourier Series MATH 564: Fourier Series Hung Phan, UMass Lowell September, 8 Power Series A power series in the variable x is a series of the form a + a x + a x + = where the coefficients a, a,... are real or complex

More information

Math 115 ( ) Yum-Tong Siu 1. Derivation of the Poisson Kernel by Fourier Series and Convolution

Math 115 ( ) Yum-Tong Siu 1. Derivation of the Poisson Kernel by Fourier Series and Convolution Math 5 (006-007 Yum-Tong Siu. Derivation of the Poisson Kernel by Fourier Series and Convolution We are going to give a second derivation of the Poisson kernel by using Fourier series and convolution.

More information

Problem Set 5: Solutions Math 201A: Fall 2016

Problem Set 5: Solutions Math 201A: Fall 2016 Problem Set 5: s Math 21A: Fall 216 Problem 1. Define f : [1, ) [1, ) by f(x) = x + 1/x. Show that f(x) f(y) < x y for all x, y [1, ) with x y, but f has no fixed point. Why doesn t this example contradict

More information

Section Taylor and Maclaurin Series

Section Taylor and Maclaurin Series Section.0 Taylor and Maclaurin Series Ruipeng Shen Feb 5 Taylor and Maclaurin Series Main Goal: How to find a power series representation for a smooth function us assume that a smooth function has a power

More information

FOURIER ANALYSIS & METHODS

FOURIER ANALYSIS & METHODS FOUIE ANALYSIS & METHODS JULIE OWLETT Abstract. Caveat Emptor! These are just informal lecture notes. Errors are inevitable! ead at your own risk! Also, this is by no means a substitute for the textbook,

More information

n f(k) k=1 means to evaluate the function f(k) at k = 1, 2,..., n and add up the results. In other words: n f(k) = f(1) + f(2) f(n). 1 = 2n 2.

n f(k) k=1 means to evaluate the function f(k) at k = 1, 2,..., n and add up the results. In other words: n f(k) = f(1) + f(2) f(n). 1 = 2n 2. Handout on induction and written assignment 1. MA113 Calculus I Spring 2007 Why study mathematical induction? For many students, mathematical induction is an unfamiliar topic. Nonetheless, this is an important

More information

TOOLS FROM HARMONIC ANALYSIS

TOOLS FROM HARMONIC ANALYSIS TOOLS FROM HARMONIC ANALYSIS BRADLY STADIE Abstract. The Fourier transform can be thought of as a map that decomposes a function into oscillatory functions. In this paper, we will apply this decomposition

More information

3 Orthogonality and Fourier series

3 Orthogonality and Fourier series 3 Orthogonality and Fourier series We now turn to the concept of orthogonality which is a key concept in inner product spaces and Hilbert spaces. We start with some basic definitions. Definition 3.1. Let

More information

1 Infinite-Dimensional Vector Spaces

1 Infinite-Dimensional Vector Spaces Theoretical Physics Notes 4: Linear Operators In this installment of the notes, we move from linear operators in a finitedimensional vector space (which can be represented as matrices) to linear operators

More information

Final Exam May 4, 2016

Final Exam May 4, 2016 1 Math 425 / AMCS 525 Dr. DeTurck Final Exam May 4, 2016 You may use your book and notes on this exam. Show your work in the exam book. Work only the problems that correspond to the section that you prepared.

More information

Let R be the line parameterized by x. Let f be a complex function on R that is integrable. The Fourier transform ˆf = F f is. e ikx f(x) dx. (1.

Let R be the line parameterized by x. Let f be a complex function on R that is integrable. The Fourier transform ˆf = F f is. e ikx f(x) dx. (1. Chapter 1 Fourier transforms 1.1 Introduction Let R be the line parameterized by x. Let f be a complex function on R that is integrable. The Fourier transform ˆf = F f is ˆf(k) = e ikx f(x) dx. (1.1) It

More information

2.9 Dirac Notation Vectors ji that are orthonormal hk ji = k,j span a vector space and express the identity operator I of the space as (1.

2.9 Dirac Notation Vectors ji that are orthonormal hk ji = k,j span a vector space and express the identity operator I of the space as (1. 14 Fourier Series 2.9 Dirac Notation Vectors ji that are orthonormal hk ji k,j san a vector sace and exress the identity oerator I of the sace as (1.132) I NX jihj. (2.99) Multilying from the right by

More information

PY 351 Modern Physics - Lecture notes, 3

PY 351 Modern Physics - Lecture notes, 3 PY 351 Modern Physics - Lecture notes, 3 Copyright by Claudio Rebbi, Boston University, October 2016. These notes cannot be duplicated and distributed without explicit permission of the author. Time dependence

More information

Vector Spaces. Vector space, ν, over the field of complex numbers, C, is a set of elements a, b,..., satisfying the following axioms.

Vector Spaces. Vector space, ν, over the field of complex numbers, C, is a set of elements a, b,..., satisfying the following axioms. Vector Spaces Vector space, ν, over the field of complex numbers, C, is a set of elements a, b,..., satisfying the following axioms. For each two vectors a, b ν there exists a summation procedure: a +

More information

GAUSS-LAGUERRE AND GAUSS-HERMITE QUADRATURE ON 64, 96 AND 128 NODES

GAUSS-LAGUERRE AND GAUSS-HERMITE QUADRATURE ON 64, 96 AND 128 NODES GAUSS-LAGUERRE AND GAUSS-HERMITE QUADRATURE ON 64, 96 AND 128 NODES RICHARD J. MATHAR Abstract. The manuscript provides tables of abscissae and weights for Gauss- Laguerre integration on 64, 96 and 128

More information

Vectors in Function Spaces

Vectors in Function Spaces Jim Lambers MAT 66 Spring Semester 15-16 Lecture 18 Notes These notes correspond to Section 6.3 in the text. Vectors in Function Spaces We begin with some necessary terminology. A vector space V, also

More information

1 Distributions (due January 22, 2009)

1 Distributions (due January 22, 2009) Distributions (due January 22, 29). The distribution derivative of the locally integrable function ln( x ) is the principal value distribution /x. We know that, φ = lim φ(x) dx. x ɛ x Show that x, φ =

More information

FINITE DIFFERENCES. Lecture 1: (a) Operators (b) Forward Differences and their calculations. (c) Backward Differences and their calculations.

FINITE DIFFERENCES. Lecture 1: (a) Operators (b) Forward Differences and their calculations. (c) Backward Differences and their calculations. FINITE DIFFERENCES Lecture 1: (a) Operators (b) Forward Differences and their calculations. (c) Backward Differences and their calculations. 1. Introduction When a function is known explicitly, it is easy

More information

REAL ANALYSIS II HOMEWORK 3. Conway, Page 49

REAL ANALYSIS II HOMEWORK 3. Conway, Page 49 REAL ANALYSIS II HOMEWORK 3 CİHAN BAHRAN Conway, Page 49 3. Let K and k be as in Proposition 4.7 and suppose that k(x, y) k(y, x). Show that K is self-adjoint and if {µ n } are the eigenvalues of K, each

More information

Completion Date: Monday February 11, 2008

Completion Date: Monday February 11, 2008 MATH 4 (R) Winter 8 Intermediate Calculus I Solutions to Problem Set #4 Completion Date: Monday February, 8 Department of Mathematical and Statistical Sciences University of Alberta Question. [Sec..9,

More information

d n dt n ( Laplace transform of Definition of the Laplace transform

d n dt n ( Laplace transform of Definition of the Laplace transform e t t m) Objectives. Recall the definition and some basic properties of the Laplace transform. Calculate the the following function (n < m): ( e t t ). m dt n Requirements. Integration by parts, change

More information

Math 205b Homework 2 Solutions

Math 205b Homework 2 Solutions Math 5b Homework Solutions January 5, 5 Problem (R-S, II.) () For the R case, we just expand the right hand side and use the symmetry of the inner product: ( x y x y ) = = ((x, x) (y, y) (x, y) (y, x)

More information

Chem 3502/4502 Physical Chemistry II (Quantum Mechanics) 3 Credits Spring Semester 2006 Christopher J. Cramer. Lecture 7, February 1, 2006

Chem 3502/4502 Physical Chemistry II (Quantum Mechanics) 3 Credits Spring Semester 2006 Christopher J. Cramer. Lecture 7, February 1, 2006 Chem 350/450 Physical Chemistry II (Quantum Mechanics) 3 Credits Spring Semester 006 Christopher J. Cramer ecture 7, February 1, 006 Solved Homework We are given that A is a Hermitian operator such that

More information

Discrete Orthogonal Harmonic Transforms

Discrete Orthogonal Harmonic Transforms Discrete Orthogonal Harmonic Transforms Speaker: Chun-Lin Liu, Advisor: Soo-Chang Pei Ph. D Image Processing Laboratory, EEII 530, Graduate Institute of Communication Engineering, National Taiwan University.

More information

Fourier Series. 1. Review of Linear Algebra

Fourier Series. 1. Review of Linear Algebra Fourier Series In this section we give a short introduction to Fourier Analysis. If you are interested in Fourier analysis and would like to know more detail, I highly recommend the following book: Fourier

More information

Lecture 3 Dynamics 29

Lecture 3 Dynamics 29 Lecture 3 Dynamics 29 30 LECTURE 3. DYNAMICS 3.1 Introduction Having described the states and the observables of a quantum system, we shall now introduce the rules that determine their time evolution.

More information

Polynomial encryption

Polynomial encryption Polynomial encryption Yeray Cachón Santana May 0, 018 This paper proposes a new method to encrypt and decrypt a message by special functions formed by Hermite, Laguerre, Tchebychev and Bessel The idea

More information

Math 172 Problem Set 8 Solutions

Math 172 Problem Set 8 Solutions Math 72 Problem Set 8 Solutions Problem. (i We have (Fχ [ a,a] (ξ = χ [ a,a] e ixξ dx = a a e ixξ dx = iξ (e iax e iax = 2 sin aξ. ξ (ii We have (Fχ [, e ax (ξ = e ax e ixξ dx = e x(a+iξ dx = a + iξ where

More information

This ODE arises in many physical systems that we shall investigate. + ( + 1)u = 0. (λ + s)x λ + s + ( + 1) a λ. (s + 1)(s + 2) a 0

This ODE arises in many physical systems that we shall investigate. + ( + 1)u = 0. (λ + s)x λ + s + ( + 1) a λ. (s + 1)(s + 2) a 0 Legendre equation This ODE arises in many physical systems that we shall investigate We choose We then have Substitution gives ( x 2 ) d 2 u du 2x 2 dx dx + ( + )u u x s a λ x λ a du dx λ a λ (λ + s)x

More information

The Schwartz Space: Tools for Quantum Mechanics and Infinite Dimensional Analysis

The Schwartz Space: Tools for Quantum Mechanics and Infinite Dimensional Analysis Mathematics 2015, 3, 527-562; doi:10.3390/math3020527 Article OPEN ACCESS mathematics ISSN 2227-7390 www.mdpi.com/journal/mathematics The Schwartz Space: Tools for Quantum Mechanics and Infinite Dimensional

More information

Chapter 5. Basics of Euclidean Geometry

Chapter 5. Basics of Euclidean Geometry Chapter 5 Basics of Euclidean Geometry 5.1 Inner Products, Euclidean Spaces In Affine geometry, it is possible to deal with ratios of vectors and barycenters of points, but there is no way to express the

More information

CHARACTERS OF FINITE ABELIAN GROUPS (SHORT VERSION)

CHARACTERS OF FINITE ABELIAN GROUPS (SHORT VERSION) CHARACTERS OF FINITE ABELIAN GROUPS (SHORT VERSION) KEITH CONRAD 1. Introduction The theme we will study is an analogue on finite abelian groups of Fourier analysis on R. A Fourier series on the real line

More information

f(x)e ikx dx. (19.1) ˆf(k)e ikx dk. (19.2)

f(x)e ikx dx. (19.1) ˆf(k)e ikx dk. (19.2) 9 Fourier transform 9 A first look at the Fourier transform In Math 66 you all studied the Laplace transform, which was used to turn an ordinary differential equation into an algebraic one There are a

More information

3. Fourier decomposition of functions

3. Fourier decomposition of functions 22 C. MOUHOT 3.1. The Fourier transform. 3. Fourier decomposition of functions Definition 3.1 (Fourier Transform on L 1 (R d )). Given f 2 L 1 (R d ) define its Fourier transform F(f)( ) := R d e 2i x

More information

Ma 530 Power Series II

Ma 530 Power Series II Ma 530 Power Series II Please note that there is material on power series at Visual Calculus. Some of this material was used as part of the presentation of the topics that follow. Operations on Power Series

More information

INTRODUCTION TO REAL ANALYSIS II MATH 4332 BLECHER NOTES

INTRODUCTION TO REAL ANALYSIS II MATH 4332 BLECHER NOTES INTRODUCTION TO REAL ANALYSIS II MATH 433 BLECHER NOTES. As in earlier classnotes. As in earlier classnotes (Fourier series) 3. Fourier series (continued) (NOTE: UNDERGRADS IN THE CLASS ARE NOT RESPONSIBLE

More information

DIFFERENTIATION RULES

DIFFERENTIATION RULES 3 DIFFERENTIATION RULES DIFFERENTIATION RULES We have: Seen how to interpret derivatives as slopes and rates of change Seen how to estimate derivatives of functions given by tables of values Learned how

More information

Power Series Solutions to the Legendre Equation

Power Series Solutions to the Legendre Equation Power Series Solutions to the Legendre Equation Department of Mathematics IIT Guwahati The Legendre equation The equation (1 x 2 )y 2xy + α(α + 1)y = 0, (1) where α is any real constant, is called Legendre

More information

Chapter 6: Fast Fourier Transform and Applications

Chapter 6: Fast Fourier Transform and Applications Chapter 6: Fast Fourier Transform and Applications Michael Hanke Mathematical Models, Analysis and Simulation, Part I Read: Strang, Ch. 4. Fourier Sine Series In the following, every function f : [,π]

More information

TAYLOR AND MACLAURIN SERIES

TAYLOR AND MACLAURIN SERIES TAYLOR AND MACLAURIN SERIES. Introduction Last time, we were able to represent a certain restricted class of functions as power series. This leads us to the question: can we represent more general functions

More information

Lecture 16: Bessel s Inequality, Parseval s Theorem, Energy convergence

Lecture 16: Bessel s Inequality, Parseval s Theorem, Energy convergence Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. ot to be copied, used, or revised without explicit written permission from the copyright owner. ecture 6: Bessel s Inequality,

More information

The heat equation for the Hermite operator on the Heisenberg group

The heat equation for the Hermite operator on the Heisenberg group Hokkaido Mathematical Journal Vol. 34 (2005) p. 393 404 The heat equation for the Hermite operator on the Heisenberg group M. W. Wong (Received August 5, 2003) Abstract. We give a formula for the one-parameter

More information

Math 113 (Calculus 2) Exam 4

Math 113 (Calculus 2) Exam 4 Math 3 (Calculus ) Exam 4 November 0 November, 009 Sections 0, 3 7 Name Student ID Section Instructor In some cases a series may be seen to converge or diverge for more than one reason. For such problems

More information

PHY 396 K. Problem set #7. Due October 25, 2012 (Thursday).

PHY 396 K. Problem set #7. Due October 25, 2012 (Thursday). PHY 396 K. Problem set #7. Due October 25, 2012 (Thursday. 1. Quantum mechanics of a fixed number of relativistic particles does not work (except as an approximation because of problems with relativistic

More information

Solutions Final Exam May. 14, 2014

Solutions Final Exam May. 14, 2014 Solutions Final Exam May. 14, 2014 1. Determine whether the following statements are true or false. Justify your answer (i.e., prove the claim, derive a contradiction or give a counter-example). (a) (10

More information

Solutions to Homework 2

Solutions to Homework 2 Solutions to Homewor Due Tuesday, July 6,. Chapter. Problem solution. If the series for ln+z and ln z both converge, +z then we can find the series for ln z by term-by-term subtraction of the two series:

More information

LECTURE 7. k=1 (, v k)u k. Moreover r

LECTURE 7. k=1 (, v k)u k. Moreover r LECTURE 7 Finite rank operators Definition. T is said to be of rank r (r < ) if dim T(H) = r. The class of operators of rank r is denoted by K r and K := r K r. Theorem 1. T K r iff T K r. Proof. Let T

More information

EXAMPLES OF PROOFS BY INDUCTION

EXAMPLES OF PROOFS BY INDUCTION EXAMPLES OF PROOFS BY INDUCTION KEITH CONRAD 1. Introduction In this handout we illustrate proofs by induction from several areas of mathematics: linear algebra, polynomial algebra, and calculus. Becoming

More information

Bessel s and legendre s equations

Bessel s and legendre s equations Chapter 12 Bessel s and legendre s equations 12.1 Introduction Many linear differential equations having variable coefficients cannot be solved by usual methods and we need to employ series solution method

More information

Lecture 4.6: Some special orthogonal functions

Lecture 4.6: Some special orthogonal functions Lecture 4.6: Some special orthogonal functions Matthew Macauley Department of Mathematical Sciences Clemson University http://www.math.clemson.edu/~macaule/ Math 4340, Advanced Engineering Mathematics

More information

Chapter III Beyond L 2 : Fourier transform of distributions

Chapter III Beyond L 2 : Fourier transform of distributions Chapter III Beyond L 2 : Fourier transform of distributions 113 1 Basic definitions and first examples In this section we generalize the theory of the Fourier transform developed in Section 1 to distributions.

More information

Chapter 7: Bounded Operators in Hilbert Spaces

Chapter 7: Bounded Operators in Hilbert Spaces Chapter 7: Bounded Operators in Hilbert Spaces I-Liang Chern Department of Applied Mathematics National Chiao Tung University and Department of Mathematics National Taiwan University Fall, 2013 1 / 84

More information

Lectures on Elliptic Partial Differential Equations. Programme

Lectures on Elliptic Partial Differential Equations. Programme Lectures on Elliptic Partial Differential Equations (Method of Pseudodifferential Operators) Wien, October-December 2006 A.I.Komech 1 Faculty of Mathematics, Vienna University Nordbergstrasse 15, Vienna

More information

In this worksheet we will use the eigenfunction expansion to solve nonhomogeneous equation.

In this worksheet we will use the eigenfunction expansion to solve nonhomogeneous equation. Eigen Function Expansion and Applications. In this worksheet we will use the eigenfunction expansion to solve nonhomogeneous equation. a/ The theory. b/ Example: Solving the Euler equation in two ways.

More information

Physics 137A Quantum Mechanics Fall 2012 Midterm II - Solutions

Physics 137A Quantum Mechanics Fall 2012 Midterm II - Solutions Physics 37A Quantum Mechanics Fall 0 Midterm II - Solutions These are the solutions to the exam given to Lecture Problem [5 points] Consider a particle with mass m charge q in a simple harmonic oscillator

More information

TD 1: Hilbert Spaces and Applications

TD 1: Hilbert Spaces and Applications Université Paris-Dauphine Functional Analysis and PDEs Master MMD-MA 2017/2018 Generalities TD 1: Hilbert Spaces and Applications Exercise 1 (Generalized Parallelogram law). Let (H,, ) be a Hilbert space.

More information

Simple one-dimensional potentials

Simple one-dimensional potentials Simple one-dimensional potentials Sourendu Gupta TIFR, Mumbai, India Quantum Mechanics 1 Ninth lecture Outline 1 Outline 2 Energy bands in periodic potentials 3 The harmonic oscillator 4 A charged particle

More information

International Competition in Mathematics for Universtiy Students in Plovdiv, Bulgaria 1994

International Competition in Mathematics for Universtiy Students in Plovdiv, Bulgaria 1994 International Competition in Mathematics for Universtiy Students in Plovdiv, Bulgaria 1994 1 PROBLEMS AND SOLUTIONS First day July 29, 1994 Problem 1. 13 points a Let A be a n n, n 2, symmetric, invertible

More information

Taylor and Maclaurin Series

Taylor and Maclaurin Series Taylor and Maclaurin Series MATH 211, Calculus II J. Robert Buchanan Department of Mathematics Spring 2018 Background We have seen that some power series converge. When they do, we can think of them as

More information

Exercises : Questions

Exercises : Questions Exercises 18.05.2017: Questions Problem 1 where Calculate the following commutators: a) [ Ĥ, ˆp ], b) [ Ĥ, ˆr ], Ĥ = 1 2m ˆp2 + V ˆr), 1) ˆp 2 = ˆp 2 x + ˆp 2 y + ˆp 2 z and V ˆr) = V ˆx, ŷ, ẑ) is an arbitrary

More information

be the set of complex valued 2π-periodic functions f on R such that

be the set of complex valued 2π-periodic functions f on R such that . Fourier series. Definition.. Given a real number P, we say a complex valued function f on R is P -periodic if f(x + P ) f(x) for all x R. We let be the set of complex valued -periodic functions f on

More information

Quantum Physics Notes-7 Operators, Observables, Understanding QM. Notes 6 Quantum Physics F2005 1

Quantum Physics Notes-7 Operators, Observables, Understanding QM. Notes 6 Quantum Physics F2005 1 Quantum Physics 2005 Notes-7 Operators, Observables, Understanding QM Notes 6 Quantum Physics F2005 A summary of this section This section of notes is a brief overview of the ideas in chapters 0-2 of Morrison.

More information

7: FOURIER SERIES STEVEN HEILMAN

7: FOURIER SERIES STEVEN HEILMAN 7: FOURIER SERIES STEVE HEILMA Contents 1. Review 1 2. Introduction 1 3. Periodic Functions 2 4. Inner Products on Periodic Functions 3 5. Trigonometric Polynomials 5 6. Periodic Convolutions 7 7. Fourier

More information

Intro to harmonic analysis on groups Risi Kondor

Intro to harmonic analysis on groups Risi Kondor Risi Kondor Any (sufficiently smooth) function f on the unit circle (equivalently, any 2π periodic f ) can be decomposed into a sum of sinusoidal waves f(x) = k= c n e ikx c n = 1 2π f(x) e ikx dx 2π 0

More information

Measurable functions are approximately nice, even if look terrible.

Measurable functions are approximately nice, even if look terrible. Tel Aviv University, 2015 Functions of real variables 74 7 Approximation 7a A terrible integrable function........... 74 7b Approximation of sets................ 76 7c Approximation of functions............

More information

Kernel Method: Data Analysis with Positive Definite Kernels

Kernel Method: Data Analysis with Positive Definite Kernels Kernel Method: Data Analysis with Positive Definite Kernels 2. Positive Definite Kernel and Reproducing Kernel Hilbert Space Kenji Fukumizu The Institute of Statistical Mathematics. Graduate University

More information

Advanced Calculus I Chapter 2 & 3 Homework Solutions October 30, Prove that f has a limit at 2 and x + 2 find it. f(x) = 2x2 + 3x 2 x + 2

Advanced Calculus I Chapter 2 & 3 Homework Solutions October 30, Prove that f has a limit at 2 and x + 2 find it. f(x) = 2x2 + 3x 2 x + 2 Advanced Calculus I Chapter 2 & 3 Homework Solutions October 30, 2009 2. Define f : ( 2, 0) R by f(x) = 2x2 + 3x 2. Prove that f has a limit at 2 and x + 2 find it. Note that when x 2 we have f(x) = 2x2

More information

PART IV Spectral Methods

PART IV Spectral Methods PART IV Spectral Methods Additional References: R. Peyret, Spectral methods for incompressible viscous flow, Springer (2002), B. Mercier, An introduction to the numerical analysis of spectral methods,

More information

96 CHAPTER 4. HILBERT SPACES. Spaces of square integrable functions. Take a Cauchy sequence f n in L 2 so that. f n f m 1 (b a) f n f m 2.

96 CHAPTER 4. HILBERT SPACES. Spaces of square integrable functions. Take a Cauchy sequence f n in L 2 so that. f n f m 1 (b a) f n f m 2. 96 CHAPTER 4. HILBERT SPACES 4.2 Hilbert Spaces Hilbert Space. An inner product space is called a Hilbert space if it is complete as a normed space. Examples. Spaces of sequences The space l 2 of square

More information

Digital Signal Processing Lecture 3 - Discrete-Time Systems

Digital Signal Processing Lecture 3 - Discrete-Time Systems Digital Signal Processing - Discrete-Time Systems Electrical Engineering and Computer Science University of Tennessee, Knoxville August 25, 2015 Overview 1 2 3 4 5 6 7 8 Introduction Three components of

More information

df(x) = h(x) dx Chemistry 4531 Mathematical Preliminaries Spring 2009 I. A Primer on Differential Equations Order of differential equation

df(x) = h(x) dx Chemistry 4531 Mathematical Preliminaries Spring 2009 I. A Primer on Differential Equations Order of differential equation Chemistry 4531 Mathematical Preliminaries Spring 009 I. A Primer on Differential Equations Order of differential equation Linearity of differential equation Partial vs. Ordinary Differential Equations

More information

Consequences of Orthogonality

Consequences of Orthogonality Consequences of Orthogonality Philippe B. Laval KSU Today Philippe B. Laval (KSU) Consequences of Orthogonality Today 1 / 23 Introduction The three kind of examples we did above involved Dirichlet, Neumann

More information

Lecture 8. 1 Uncovering momentum space 1. 2 Expectation Values of Operators 4. 3 Time dependence of expectation values 6

Lecture 8. 1 Uncovering momentum space 1. 2 Expectation Values of Operators 4. 3 Time dependence of expectation values 6 Lecture 8 B. Zwiebach February 29, 206 Contents Uncovering momentum space 2 Expectation Values of Operators 4 Time dependence of expectation values 6 Uncovering momentum space We now begin a series of

More information

5.1 Classical Harmonic Oscillator

5.1 Classical Harmonic Oscillator Chapter 5 Harmonic Oscillator 5.1 Classical Harmonic Oscillator m l o l Hooke s Law give the force exerting on the mass as: f = k(l l o ) where l o is the equilibrium length of the spring and k is the

More information

Preliminary Examination, Numerical Analysis, August 2016

Preliminary Examination, Numerical Analysis, August 2016 Preliminary Examination, Numerical Analysis, August 2016 Instructions: This exam is closed books and notes. The time allowed is three hours and you need to work on any three out of questions 1-4 and any

More information

Asymptotics of Hermite polynomials

Asymptotics of Hermite polynomials Asymptotics of Hermite polynomials Michael Lindsey We motivate the study of the asymptotics of Hermite polynomials via their appearance in the analysis of the Gaussian Unitary Ensemble (GUE). Following

More information

LEGENDRE POLYNOMIALS AND APPLICATIONS. We construct Legendre polynomials and apply them to solve Dirichlet problems in spherical coordinates.

LEGENDRE POLYNOMIALS AND APPLICATIONS. We construct Legendre polynomials and apply them to solve Dirichlet problems in spherical coordinates. LEGENDRE POLYNOMIALS AND APPLICATIONS We construct Legendre polynomials and apply them to solve Dirichlet problems in spherical coordinates.. Legendre equation: series solutions The Legendre equation is

More information

PHY 396 K. Solutions for problems 1 and 2 of set #5.

PHY 396 K. Solutions for problems 1 and 2 of set #5. PHY 396 K. Solutions for problems 1 and of set #5. Problem 1a: The conjugacy relations  k,  k,, Ê k, Ê k, follow from hermiticity of the Âx and Êx quantum fields and from the third eq. 6 for the polarization

More information

Fourth Order RK-Method

Fourth Order RK-Method Fourth Order RK-Method The most commonly used method is Runge-Kutta fourth order method. The fourth order RK-method is y i+1 = y i + 1 6 (k 1 + 2k 2 + 2k 3 + k 4 ), Ordinary Differential Equations (ODE)

More information

FOURIER TRANSFORMS. 1. Fourier series 1.1. The trigonometric system. The sequence of functions

FOURIER TRANSFORMS. 1. Fourier series 1.1. The trigonometric system. The sequence of functions FOURIER TRANSFORMS. Fourier series.. The trigonometric system. The sequence of functions, cos x, sin x,..., cos nx, sin nx,... is called the trigonometric system. These functions have period π. The trigonometric

More information

Data Analysis-I. Interpolation. Soon-Hyung Yook. December 4, Soon-Hyung Yook Data Analysis-I December 4, / 1

Data Analysis-I. Interpolation. Soon-Hyung Yook. December 4, Soon-Hyung Yook Data Analysis-I December 4, / 1 Data Analysis-I Interpolation Soon-Hyung Yook December 4, 2015 Soon-Hyung Yook Data Analysis-I December 4, 2015 1 / 1 Table of Contents Soon-Hyung Yook Data Analysis-I December 4, 2015 2 / 1 Introduction

More information

17 The functional equation

17 The functional equation 18.785 Number theory I Fall 16 Lecture #17 11/8/16 17 The functional equation In the previous lecture we proved that the iemann zeta function ζ(s) has an Euler product and an analytic continuation to the

More information

Section 9 Variational Method. Page 492

Section 9 Variational Method. Page 492 Section 9 Variational Method Page 492 Page 493 Lecture 27: The Variational Method Date Given: 2008/12/03 Date Revised: 2008/12/03 Derivation Section 9.1 Variational Method: Derivation Page 494 Motivation

More information