15.2 Orthogonal expansions 419
Therefore
and this is in agreement with the coefficient ofP
0shown in (15.6).
0 Exercises 1, 2
The general case
Letg
n(x),n 1 = 1 1, 2, 3, =, be a set of functions, possibly complex, that are orthogonal
in the intervala 1 ≤ 1 x 1 ≤ 1 bwith respect to the weight functionw(x):
(15.10)
(g*
m1 = 1 g
mfor real functions). Letf(x)be an arbitrary function, defined in the interval
a 1 ≤ 1 x 1 ≤ 1 b, that can be expanded in the set{g
n(x)},
(15.11)
Then, multiplication byg*
m(x)and integration with respect to weight functionw(x)
in the interval ato bgives
so that (replacing mby n),
(15.12)
The denominator in this expression is the normalization integral of the function
g
n(x); it is the square of the norm
(15.13)
g
gxgx xdx
nabnn= Z
*() () ()w
c
gxfx xdx
gxgx xdx
nabnabnn=
Z
Z
*
() () ()*() () ()
w
w
=cgxgxxdx
mabmmZ
*
() () ()wZZ
abmnnabmngxfx xdx c gxgx
*
()() ()*
ww= () () (=∑
0∞xxdx)
fx cg x
nnn()= ()
=∑
0∞Z
abmngxgx xdx*() () ()w =≠0ifmn
ca
aaa a
l
ll0024602357 21
=++++=
=∑
∞