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Weighted Jacobi endpoint kernel on the reference interval

Statement

For an integer d≥1, put wd(t)=(1−t)d−1 on [0,1] and, for n≥0, define ϕn(t):=(−1)nn!(1−t)−(d−1)dndtn(tn(1−t)n+d−1). The quotient extends to a polynomial of degree n. These polynomials are pairwise orthogonal in L2(wd dt), with ϕn(0)=(−1)n,lc⁡(ϕn)=(2n+d−1n),∫01wdϕn2 dt=12n+d. Consequently, for every p≥0 the squared norm of endpoint evaluation q↦q(0) on Pp([0,1]) with this weighted L2 norm is exactly (p+1)(p+d).

Facts & Assumptions

Given: Integers d≥1 and p≥0, the weight wd(t)=(1−t)d−1, and polynomials on [0,1].

[A1]

The factor tn(1−t)n+d−1 and its derivatives of orders 0,…,n−1 vanish at both endpoints; integration by parts therefore has no boundary terms.

Proof

1.1givenA1algebra

Apply Leibniz's rule to the nth derivative in the definition. Every term differentiates (1−t)n+d−1 at most n times, so it contains a factor (1−t)d−1. After division the result is a polynomial. The original factor has degree 2n+d−1 and leading coefficient (−1)n+d−1; differentiating n times and dividing by the leading term (−1)d−1td−1 of (1−t)d−1 shows that ϕn has degree n and leading coefficient (2n+d−1n). The coefficient of tn in tn(1−t)n+d−1 is 1, so its nth derivative at zero is n! and ϕn(0)=(−1)n.

2.1givenA1step 1.1algebra

If r has degree below n, multiply the Rodrigues formula by wdr and integrate. Integrating by parts n times is allowed by [A1] and gives ∫01wd(t)ϕn(t)r(t) dt=1n!∫01tn(1−t)n+d−1r(n)(t) dt=0, because r(n)=0. Thus ϕn is orthogonal to every lower-degree polynomial, and the degree conclusion in step 1.1 makes the family an orthogonal basis of each polynomial space.

3.1givenA1step 2.1algebra

For nonnegative integers a,b, let B(a,b)=∫01ta(1−t)b dt. The case a=0 gives B(0,b)=1/(b+1); for a≥1, integration by parts with u=ta and dv=(1−t)b dt gives B(a,b)=aB(a−1,b+1)/(b+1). Iterating yields B(a,b)=a!b!/(a+b+1)!. Applying n integrations by parts to the Rodrigues formula with r(t)=tn gives ∫01wdϕntn dt=B(n,n+d−1)=n!(n+d−1)!/(2n+d)!. Since tn=ϕn/κn+r for some r of degree below n, where κn=(2n+d−1n), orthogonality gives ∥ϕn∥L2(wd)2=κnB(n,n+d−1)=1/(2n+d).

4.1step 1.1step 2.1step 3.1algebra∎

Write q=∑n=0pcnϕn. By the endpoint and norm identities, Cauchy–Schwarz gives ∣q(0)∣2=∣∑n=0pcn(−1)n∣2≤(∑n=0p(2n+d))(∑n=0p∣cn∣22n+d)=(p+1)(p+d)∥q∥L2(wd)2. Equality is attained by the polynomial Kp(t,0)=∑n=0p(2n+d)(−1)nϕn(t): its endpoint value and squared norm both equal ∑n=0p(2n+d)=(p+1)(p+d). Hence the evaluation norm squared is exactly the stated value.

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