Hermite functions

Jordan Bell
September 9, 2015

1 Locally convex spaces

If V is a vector space and {pα:αA} is a separating family of seminorms on V, then there is a unique topology with which V is a locally convex space and such that the collection of finite intersections of sets of the form

{vV:pα(v)<ϵ},αA,ϵ>0

is a local base at 0.11 1 http://individual.utoronto.ca/jordanbell/notes/holomorphic.pdf, Theorem 1 and Theorem 4. We call this the topology induced by the family of seminorms. If {pn:n0} is a separating family of seminorms, then

d(v,w)=n=02-npn(v-w)1+pn(v-w),v,wV,

is a metric on V that induces the same topology as the family of seminorms. If d is a complete metric, then V is called a Fréchet space.

2 Schwartz functions

For ϕC(,) and n0, let

pn(ϕ)=sup0knsupu(1+u2)n/2|ϕ(k)(u)|.

We define 𝒮 to be the set of those ϕC(,) such that pn(ϕ)< for all n0. 𝒮 is a complex vector space and each pn is a norm, and because each pn is a norm, a fortiori {pn:n0} is a separating family of seminorms. With the topology induced by this family of seminorms, 𝒮 is a Fréchet space.22 2 Walter Rudin, Functional Analysis, second ed., p. 184, Theorem 7.4. As well, D:𝒮𝒮 defined by

(Dϕ)(x)=ϕ(x),x

and M:𝒮𝒮 defined by

(Mϕ)(x)=xϕ(x),x

are continuous linear maps.

3 Hermite functions

Let λ be Lebesgue measure on and let

(f,g)L2=fg¯𝑑λ.

With this inner product, L2(λ) is a separable Hilbert space. We write

|f|L22=(f,f)L2=|f|2𝑑λ.

For n0, define Hn: by

Hn(x)=(-1)nex2Dne-x2,

which is a polynomial of degree n. Hn are called Hermite polynomials. It can be shown that

exp(2zx-z2)=n=01n!Hn(x)zn,z. (1)

For m,n0,

Hm(x)Hn(x)e-x2𝑑λ(x)=2nn!πδm,n.

For n0, define hn: by

hn(x)=(2nn!π)-1/2e-x2/2Hn(x)=(-1)n(2nn!π)-1/2ex2/2Dne-x2.

hn are called Hermite functions. Then for m,n0,

(hm,hn)L2=hm(x)hn(x)𝑑λ(x)=δm,n.

One proves that {hn:n0} is an orthonormal basis for (L2(λ),(,)L2).33 3 http://individual.utoronto.ca/jordanbell/notes/gaussian.pdf, Theorem 8.

We remind ourselves that for x,44 4 http://individual.utoronto.ca/jordanbell/notes/completelymonotone.pdf, Lemma 5.

e-x2=2-1π-1/2e-y2/4e-ixy𝑑y,

and by the dominated convergence theorem this yields

Dne-x2=2-1π-1/2(-iy)ne-y2/4e-ixy𝑑y,

and so

hn(x)=(2nn!π)-1/2ex2/22-1π-1/2(iy)ne-y2/4e-ixy𝑑y. (2)

4 Mehler’s formula

We now prove Mehler’s formula for the Hermite functions.55 5 Sundaram Thangavelu, An Introduction to the Uncertainty Principle: Hardy’s Theorem on Lie Groups, p. 8, Proposition 1.2.1.

Theorem 1 (Mehler’s formula).

For z with |z|<1 and for x,y,

n=0hn(x)hn(y)zn=π-1/2(1-z2)-1/2exp(-121+z21-z2(x2+y2)+2z1-z2xy).
Proof.

Using (2),

n=0hn(x)hn(y)zn=n=0π2nn!e(x2+y2)/2zn((2πiξ)ne-π2ξ2e-2πixξ𝑑ξ)((2πiζ)ne-π2ζ2e-2πiyζ𝑑ζ)=πe(x2+y2)/2e-π2ξ2-π2ζ2-2πixξ-2πiζyn=0(-2π2ξζz)nn!dξdζ=πe(x2+y2)/2e-π2ξ2-π2ζ2-2πixξ-2πiζye-2π2ξζz𝑑ξ𝑑ζ.

Now, writing a=iyπ+ξz, we calculate

e-π2ζ2-2πiζy-2π2ξζz𝑑ζ =e-π2(ζ+a)2+π2a2𝑑ζ
=1πeπ2a2
=1πexp(-y2+2πiyξz+π2ξ2z2).

Then, for α=(1-z2)π2,

n=0hn(x)hn(y)zn=e(x2+y2)/2e-π2ξ2-2πixξ-y2+2πiyξz+π2ξ2z2𝑑ξ=e(x2-y2)/2e-αξ2-2πi(x-yz)ξ𝑑ξ=e(x2-y2)/2παexp(-π2α(x-yz)2)=π-1/2e(x2-y2)/2(1-z2)-1/2exp(-(x-yz)21-z2)=π-1/2(1-z2)-1/2exp(-x21-z2+2xyz1-z2-y2z21-z2+x22-y22)=π-1/2(1-z2)-1/2exp(-121+z21-z2(x2+y2)+2z1-z2xy).

5 The Hermite operator

We define A:𝒮𝒮 by

(Aϕ)(x)=-ϕ′′(x)+(x2+1)ϕ(x),x,

i.e.,

A=-D2+M2+1,

which is a continuous linear map 𝒮𝒮, which we call the Hermite operator. 𝒮 is a dense linear subspace of the Hilbert space L2(λ), and A:𝒮𝒮 is a linear map, so A is a densely defined operator in L2(λ). For ϕ,ψ𝒮, integrating by parts,

(Aϕ,ψ)L2 =(-ϕ′′(x)+(x2+1)ϕ(x))ψ(x)¯𝑑λ(x)
=-ϕ′′(x)ψ(x)¯dλ(x)+(x2+1)ϕ(x)ψ(x)¯𝑑λ(x)
=-ϕ(x)ψ′′(x)¯dλ(x)+(x2+1)ϕ(x)ψ(x)¯𝑑λ(x)
=(ϕ,Aψ)L2,

showing that A:𝒮𝒮 is symmetric. Furthermore, also integrating by parts,

(Aϕ,ϕ)L2=(ϕ(x)ϕ(x)¯+(x2+1)ϕ(x)ϕ(x)¯)𝑑λ(x)0,

so A is a positive operator.

It is straightforward to check that each hn belongs to 𝒮. For n0, we calculate that

hn′′(x)+(2n+1-x2)hn(x)=0,

and hence

(Ahn)(x)=(2n+1-x2)hn(x)+x2hn(x)+hn(x)=(2n+2)hn(x),

i.e.

Ahn=(2n+2)hn.

Therefore, for each hn, A-1hn=12n+2hn, and it follows that there is a unique bounded linear operator T:L2(λ)L2(λ) such that66 6 http://individual.utoronto.ca/jordanbell/notes/traceclass.pdf, Theorem 11.

Thn=A-1hn=(2n+2)-1hn,n0. (3)

The operator norm of T is

T=supn012n+2=12.

The Hermite functions are an orthonormal basis for L2(λ), so for fL2(λ),

f=n=0(f,hn)L2hn.

For f,gL2(λ),

(Tf,g)L2 =(n=0(f,hn)L2Thn,n=0(g,hn)L2hn)L2
=(n=0(f,hn)L2(2n+2)-1hn,n=0(g,hn)L2hn)L2
=n=0(2n+2)-1(f,hn)L2(g,hn)L2¯,

from which it is immediate that T is self-adjoint.

For p0,

|Tphn|L22=|(2n+2)-phn|L22=(2n+2)-2p|hn|L22=(2n+2)-2p.

Therefore for p1,

n=0|Tphn|L22=n=0(2n+2)-2p=2-2pm=1m-2p=2-2pζ(2p).

This means that for p1, Tp is a Hilbert-Schmidt operator with Hilbert-Schmidt norm77 7 http://individual.utoronto.ca/jordanbell/notes/traceclass.pdf, §7.

TpHS=2-pζ(2p).

6 Creation and annihilation operators

Taking the derivative of (1) with respect to x gives

2n=01n!Hn(x)zn+1=n=01n!Hn(x)zn,

so H0=0 and for n1, 1n!Hn(x)=1(n-1)!2Hn-1(x), i.e.

Hn=2nHn-1,

and so

hn(x)=(2n)1/2hn-1(x)-xhn(x),

i.e.

Dhn=(2n)1/2hn-1-Mhn.

Furthermore, from its definition we calculate

hn(x)=xhn(x)-(2n+2)1/2hn+1(x),

i.e.

Dhn=Mhn-(2n+2)1/2hn+1.

We define B:𝒮𝒮, called the annihilation operator, by

(Bϕ)(x)=ϕ(x)+xϕ(x),x,

i.e.

B=D+M,

which is a continuous linear map 𝒮𝒮. For n1, we calculate

Bhn=(2n)1/2hn-1,

and h0(x)=π-1/4e-x2/2, so Bh0=0.

We define C:𝒮𝒮, called the creation operator, by

(Cϕ)(x)=-ϕ(x)+xϕ(x),x,

i.e.

C=-D+M,

which is a continuous linear map 𝒮𝒮. For n0, we calculate

Chn=(2n+2)1/2hn+1.

Thus,

hn=(2nn!)-1/2Cnh0=π-1/4(2nn!)-1/2Cn(e-x2/2). (4)

For ϕ𝒮,

B-C=2D.

Furthermore,

BC=-D2+M2+1=A

and

CB=-D2+M2-1=A-2.

7 The Fourier transform

Define :𝒮𝒮, for ϕ𝒮, by

(ϕ)(ξ)=ϕ^(ξ)=ϕ(x)e-iξxdx(2π)1/2,ξ.

For ξ, by the dominated convergence theorem we have

limh0ϕ^(ξ+h)-ϕ^(ξ)h=(-ix)ϕ(x)e-iξxdx(2π)1/2,,

i.e.

xϕ(x)^(ξ)=-i-1Dϕ^(ξ)=iDϕ^(ξ),

in other words,

(Mϕ)=iD(ϕ). (5)

Also, by the dominated convergence theorem we obtain

Dϕ^(ξ)=iξϕ^(ξ),

in other words,

(Dϕ)=iM(ϕ). (6)

For ϕ𝒮,

ϕ(x)=ϕ^(ξ)eixξdξ(2π)1/2,x. (7)

ϕϕ^ is an isomorphism of locally convex spaces 𝒮𝒮.88 8 Walter Rudin, Functional Analysis, second ed., p. 186, Theorem 7.7. Using (7) and the Cauchy-Schwarz inequality

ϕ (1+ξ2)1/2(1+ξ2)-1/2|ϕ^(ξ)|dξ(2π)1/2
(2π)-1/2((1+ξ2)-1𝑑ξ)1/2((1+ξ2)|ϕ^(ξ)|2𝑑ξ)1/2
=2-1/2((1+ξ2)|ϕ^(ξ)|2𝑑ξ)1/2,

and using (6) and the fact that |ϕ^|L2=|ϕ|L2,

ϕ2 2-1|ϕ^(ξ)|2𝑑ξ+2-1ξ2|ϕ^(ξ)|2𝑑ξ
=2-1|ϕ^(ξ)|2𝑑ξ+2-1|(ϕ)(ξ)|2𝑑ξ
=2-1|ϕ|L22+2-1|ϕ|L22,

and therefore

ϕ2-1/2(|ϕ|L2+|ϕ|L2). (8)

We remind ourselves that

A=-D2+M2+1,B=D+M,C=-D+M.

Using

D=iM,D=1iM,

we get

A =(-D2+M2+1)
=-(iM)D+(iD)M+
=-iM(iM)+iD(iD)+
=M2-D2+
=A,

and

B=(D+M)=iM+iD=iB

and

C=(-D+M)=-iM+iD=-iC.

We now determine the Fourier transform of the Hermite functions.

Theorem 2.

For n0,

hn=(-i)nhn.
Proof.

For n0, by induction, from C=-iC we get

Cn=(-iC)n.

From (4),

hn=π-1/4(2nn!)-1/2Cn(e-x2/2).

Writing g(x)=e-x2/2, it is a fact that

g=g,

and using this with the above yields

hn =π-1/4(2nn!)-1/2Cng
=π-1/4(2nn!)-1/2(-iC)ng
=π-1/4(2nn!)-1/2(-iC)ng
=π-1/4(2nn!)-1/2(-i)nπ1/4(2nn!)1/2hn
=(-i)nhn.

There is a unique Hilbert space isomorphism :L2(λ)L2(λ) such that f=f^ for all f𝒮.99 9 Walter Rudin, Functional Analysis, second ed., p. 188, Theorem 7.9. For fL2(λ),

f=n=0(f,hn)L2hn,

and then

f=n=0(f,hn)L2hn=n=0(f,hn)L2(-i)nhn.

8 Asymptotics

For x=0, (1) reads

n=01n!Hn(0)zn=exp(-z2)=n=0(-z2)nn!,

thus

H2n(0)=(-1)n(2n)!n!,H2n+1(0)=0.

Similarly, taking the derivative of (1) with respect to x yields

H2n(0)=0,H2n+1(0)=2(-1)n(2n+1)!n!.

For u(x)=e-x2/2Hn(x),1010 10 N. N. Lebedev, Special Functions and Their Applications, p. 66, §4.14.

u(x)=-xu+e-x2/2Hn(x),u′′(x)=-u-xu-xe-x2/2Hn(x)+e-x2/2Hn′′(x).

Using

Hn(x)=2xHn(x)-Hn+1(x),Hn(x)=2nHn-1(x)

we get

Hn′′(x)-2xHn(x)+2nHn(x)=0,

and thence

u′′=-u+x2u-2nu.

Thus, writing f(x)=x2u(x), u satisfies the initial value problem

v′′+(2n+1)v=f,v(0)=Hn(0),v(0)=Hn(0). (9)

Now, for λ>0, two linearly independent solutions of v′′+λv=0 are v1(x)=cos(λ1/2x) and v2(x)=sin(λ1/2x). The Wronskian of (v1,v2) is W=λ1/2, and using variation of parameters, if v satisfies v′′+λv=g then there are c1,c2 such that

v(x)=c1v1+c2v2+Av1+Bv2,

where

A(x)=-0x1Wv2(t)g(t)𝑑t,B(x)=0x1Wv1(t)g(t)𝑑t.

We calculate that the unique solution of the initial value problem v′′+λv=g, v(0)=a, v(0)=b, is

v(x) =av1(x)+bλ-1/2v2(x)
-λ-1/2v1(x)0xv2(t)g(t)𝑑t+λ-1/2v2(x)0xv1(t)g(t)𝑑t
=acos(λ1/2x)+bλ-1/2sin(λ1/2x)
+λ-1/20x(cos(λ1/2t)sin(λ1/2x)-sin(λ1/2t)cos(λ1/2x))g(t)𝑑t
=acos(λ1/2x)+bλ-1/2sin(λ1/2x)+λ-1/20xsin(λ1/2(x-t))g(t)𝑑t.

Therefore the unique solution of the initial value problem (9) is

v(x) =Hn(0)cos((2n+1)1/2x)+Hn(0)(2n+1)-1/2sin((2n+1)1/2x)
+(2n+1)-1/20xsin((2n+1)1/2(x-t))t2u(t)𝑑t,

where u(x)=e-x2/2Hn(x). If n=2k then

v(x) =(-1)k(2k)!k!cos((4k+1)1/2x)
+(4k+1)-1/20xsin((4k+1)1/2(x-t))t2u(t)𝑑t
=(-1)k(2k)!k!cos((4k+1)1/2x)+(4k+1)-1/2r2k(x).

We calculate

|r2k(x)|2 (0|x|t4𝑑t)(0|x||u(t)|2𝑑t)
|x|510e-t2|H2k(t)|2𝑑t
=|x|51022k(2k)!π,

i.e.

|r2k(x)|π1/4|x|5/2102k(2k)!.

By Stirling’s approximation,

2k(2k)!(2k)!k! =2kk!(2k)!2k(2πk)1/2kke-k((4πk)1/2(2k)2ke-2k)1/2=π1/4k1/4.

Thus for α2k=(2k)!k!,

|r2k(x)|α2k=O(|x|5/2k1/4k-1/2)=O(|x|5/2k-1/4).

Thangavelu states the following inequality and asymptotics without proof, and refers to Szegő and Muckenhoupt.1111 11 Sundaram Thangavelu, Lectures on Hermite and Laguerre Expansions, pp. 26–27, Lemma 1.5.1 and Lemma 1.5.2; Gábor Szegő, Orthogonal Polynomials; Benjamin Muckenhoupt, Mean convergence of Hermite and Laguerre series. II, Trans. Amer. Math. Soc. 147 (1970), 433–470, Lemma 15.

Lemma 3.

There are γ,C,ϵ>0 such that for N=2n+1,

|hn(x)| C(N1/3+|x2-N|)-1/4,x22N
Ce-γx2,x2>2N,

and

|hn(x)|N-1/8(x-N1/2)-1/4e-ϵN1/4(x-N1/2)3/2

for N1/2+N-1/6x(2N)1/2.

Lemma 4.

For N=2n+1, 0xN12-N-16, and θ=arccos(xN-12),

hn(x)=(2π)1/2(N-x2)-1/4cos(N(2θ-sinθ)-π4)+O(N1/2(N-x2)-7/4).
Theorem 5.
  1. 1.

    hnpn12p-14 for 1p<4.

  2. 2.

    hnpn-18logn for p=4.

  3. 3.

    hnpn-16p-112 for 4<p.

Rather than taking the pth power of hn, one can instead take the pth power of Hn and integrate this with respect to Gaussian measure. Writing dγ(x)=(2π)-1/2e-x2/2dx and taking Hn to be the Hermite polynomial that is monic, now write

Hnpp=|Hn|p𝑑γ.

Larsson-Cohn1212 12 Lars Larsson-Cohn, Lp-norms of Hermite polynomials and an extremal problem on Wiener chaos, Ark. Mat. 40 (2002), 134–144. proves that for 0<p<2 there is an explicit c(p) such that

Hnp=c(p)n1/4n!(1+O(n-1)),

and for 2<p< there is an explicit c(p) such that

Hnp=c(p)n1/4n!(p-1)n/2(1+O(n-1)).

This uses the asymptotic expansion of Plancherel and Rotach.1313 13 M. Plancherel and W. Rotach, Sur les valeurs asymptotiques des polynomes d’Hermite, Commentarii mathematici Helvetici 1 (1929), 227–254.