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An ordinary derivative controls the Legendre tail with a factorial ratio

Statement

Assume the Axiom of Choice for the k≥1 branch. Let Pn be the real Legendre polynomial normalized by Pn(1)=1, and let ΠN be the L2(−1,1;R) orthogonal projection onto PN(−1,1). For every integer k≥1, every integer N≥k−1, and every real-valued f∈Hk(−1,1),

∥f−ΠNf∥L2(−1,1)≤((N+1−k)!(N+1+k)!)1/2∥f(k)∥L2(−1,1).

For k=0, every integer N≥0, and f∈L2(−1,1), ∥f−ΠNf∥2≤∥f∥2. For n,m≥k the repeated derivative orthogonality identity is

∫−11(1−x2)kPn(k)(x)Pm(k)(x) dx=22n+1(n+k)!(n−k)! δnm.

Facts & Assumptions

Given: The Axiom of Choice; integers k,N in the stated ranges; and a real-valued Sobolev class f∈Hk(−1,1).

[A1]

The Axiom of Choice is assumed only for the k≥1 branch. (The Axiom of Choice)

[F1]

The Rodrigues Legendre polynomials are mutually orthogonal in L2(−1,1), have norm squared 2/(2n+1), and have degree n with nonzero leading coefficient. (Legendre polynomials have explicit norms and weighted derivative orthogonality)

[F2]

Polynomials are uniformly dense in the continuous real functions on [−1,1] (Polynomials are uniformly dense in C([a,b],R) for every closed interval), and smooth compactly supported functions are dense in L2(−1,1) (Smooth compactly supported functions of an open set are dense in L2). Thus polynomials are dense in L2(−1,1).

[F3]

Every one-dimensional W1,2 class on a bounded interval has an absolutely continuous representative satisfying v(y)−v(x)=∫xyDv; this theorem assumes Full Choice. Apply it to f,f′,…,f(k−1). (One-dimensional W1,p functions have unique absolutely continuous representatives)

[F4]

Cauchy–Schwarz makes each displayed polynomial pairing finite. Expanding the norm after subtracting a finite orthogonal projection gives Bessel's inequality without any infinite-dimensional projection theorem. (Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs)

Proof

1.1F1givenalgebra

Fix k≥1 and put wk(x)=(1−x2)k. For n≥k, the polynomial Qn,k:=Dk(wkDkPn) has degree n. Integrating by parts k times moves the outer derivative block onto a polynomial q and gives ∫Qn,kq=(−1)k∫wkDkPnDkq=∫PnDk(wkDkq); all boundary terms vanish because derivatives of wk of orders below k vanish at both endpoints. The final polynomial paired with Pn has degree at most deg⁡q<n, so [F1] makes the integral zero. The leading coefficient of Qn,k is (−1)k(n+k)!/(n−k)! times the leading coefficient of Pn. Orthogonality and the degree statement in [F1] therefore give Qn,k=(−1)kλn,kPn, where λn,k=(n+k)!/(n−k)!.

2.1F1step 1.1algebra

For n,m≥k, integrate by parts k times and use step 1.1 to obtain ∫−11wkPn(k)Pm(k)=(−1)k∫−11PnDk(wkPm(k))=λm,k∫−11PnPm. The first identity in [F1] makes this zero for n≠m and equal to λn,k2/(2n+1) for n=m, proving the repeated derivative orthogonality formula.

3.1A1F3F4step 1.1step 2.1algebra

Write cn=(f,Pn)L2/∥Pn∥22. The absolutely continuous representatives in [F3] justify k integrations by parts; all boundary terms vanish because wk has endpoint zeros of order k. Step 1.1 then gives ∫−11wkf(k)Pn(k)=λn,kcn∥Pn∥22(n≥k). The functions wk1/2Pn(k) are mutually orthogonal by step 2.1 and have squared norms λn,k∥Pn∥22. Applying finite Bessel inequalities to wk1/2f(k) and then increasing the finite index set yields ∑n≥kλn,k∣cn∣2∥Pn∥22≤∫−11wk∣f(k)∣2≤∥f(k)∥22.

4.1F1F2step 3.1algebra∎

Density [F2] and the best-approximation property of finite orthogonal projections imply ΠMf→f in L2: first approximate f by a polynomial and then take M at least its degree. Orthogonality [F1] and Pythagoras give ∥f−ΠNf∥22=∑n>N∣cn∣2∥Pn∥22. Since λn,k increases for n≥k, step 3.1 bounds this tail by λN+1,k−1∥f(k)∥22, which is the stated factorial estimate. When k=0, the same finite Pythagoras identity directly gives contraction.

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