Inverse problem for Orthogonal POlynomials

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Discussion Overview

The discussion revolves around the inverse problem related to orthogonal polynomials, specifically examining whether a known function derived from the polynomials can be used to recover the associated measure. The focus is on the theoretical implications and mathematical reasoning behind this recovery process.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant presents the idea that if the limit of the ratio of the orthogonal polynomial to its value at zero approaches a known function f(x), it may be possible to recover the measure associated with the polynomials.
  • Another participant raises the concern that different measures could lead to the same function f(x), suggesting that the limiting process does not uniquely determine the measure.
  • A further contribution illustrates that scaling the measure results in a corresponding scaling of the polynomials, which does not affect the function f(x), indicating a limitation in recovering the measure.
  • One participant proposes that if the limit of the even polynomials is known, it allows for the identification of the coefficients of the polynomial series, potentially leading to a differential equation that could reveal the orthogonality condition and the measure, albeit with the caveat of scaling issues.
  • There is a request for feedback on the proposed procedure, questioning whether there are any obvious flaws in the reasoning presented.

Areas of Agreement / Disagreement

Participants express differing views on the feasibility of recovering the measure from the function f(x). While some suggest that it may be possible under certain conditions, others argue that the presence of scaling and multiple measures complicates the issue, leaving the discussion unresolved.

Contextual Notes

The discussion highlights limitations related to the uniqueness of the measure, the dependence on scaling factors, and the challenges in deriving a differential equation from the identified polynomials.

zetafunction
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given a set of orthogonal polynomials

[tex]\int_{-\infty}^{\infty}dx P_{m} (x) P_{n} (x) w(x) = \delta _{m,n}[/tex]

the measure is EVEN and positive, so all the polynomials will be even or odd

my question is if we suppose that for n-->oo

[tex]\frac{ P_{2n} (x)}{P_{2n}(0)}= f(x)[/tex]

for a known function f(x) can we recover the measure ??
 
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We must consider the possibility of different measures leading to the same f(x), as the limiting process for P_2n(x) doesn't involve the measure.
 
For example if you quadruple w(x), this results in each polynomial being halved. But halving P(x) and P(0) has no effect on f(x). So right off the bat you're stuck to getting a scaled measure at best.
 
If you know

[tex]\lim_{n \rightarrow \infty} \frac{P_{2n}(x)}{P_{2n}(0)} = f(x),[/tex]
then do you not know the even polynomials themselves, up to scaling? Let [itex]P_{2n}(0) = 1[/itex] for simplicity. Then,

[tex]P_{2n}(x) = \sum_{k = 0}^n a_{2k} x^{2k},[/tex]
so if we take the limit as n goes to infinity we have

[tex]\lim_{n \rightarrow \infty} P_{2n}(x) = \sum_{k=0}^\infty a_{2k} x^{2k} = f(x),[/tex]
which basically is just a Taylor series for f(x). Hence we can identify

[tex]a_{2k} = \frac{1}{(2k)!} \left.\frac{d^{2k}}{dx^{2k}} f(x) \right|_{x = 0}.[/tex]
Thus, since we know f(x), we know [itex]P_{2n}(x)[/itex], at least in principle. (Finding a pattern for the derivatives may be difficult).

Since we know the even polynomials, we can in principle discover a differential equation which they solve. This will presumably turn out to be a Sturm-Liouville equation, which one can then use to find out the orthogonality condition, and hence the function w(x) (up to an overall scaling factor set by the choice of [itex]P_{2n}(0)[/itex].

Anything obviously wrong with this procedure, in principle?
 
Last edited:

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