Legendre polynomialsIn mathematics, Legendre polynomials, named after Adrien-Marie Legendre (1782), are a system of complete and orthogonal polynomials with a vast number of mathematical properties and numerous applications. They can be defined in many ways, and the various definitions highlight different aspects as well as suggest generalizations and connections to different mathematical structures and physical and numerical applications. Closely related to the Legendre polynomials are associated Legendre polynomials, Legendre functions, Legendre functions of the second kind, and associated Legendre functions.
Numerical integrationIn analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals.
Orthogonal polynomialsIn mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal to each other under some inner product. The most widely used orthogonal polynomials are the classical orthogonal polynomials, consisting of the Hermite polynomials, the Laguerre polynomials and the Jacobi polynomials. The Gegenbauer polynomials form the most important class of Jacobi polynomials; they include the Chebyshev polynomials, and the Legendre polynomials as special cases.
Classical orthogonal polynomialsIn mathematics, the classical orthogonal polynomials are the most widely used orthogonal polynomials: the Hermite polynomials, Laguerre polynomials, Jacobi polynomials (including as a special case the Gegenbauer polynomials, Chebyshev polynomials, and Legendre polynomials). They have many important applications in such areas as mathematical physics (in particular, the theory of random matrices), approximation theory, numerical analysis, and many others.
Associated Legendre polynomialsIn mathematics, the associated Legendre polynomials are the canonical solutions of the general Legendre equation or equivalently where the indices l and m (which are integers) are referred to as the degree and order of the associated Legendre polynomial respectively. This equation has nonzero solutions that are nonsingular on only if l and m are integers with 0 ≤ m ≤ l, or with trivially equivalent negative values. When in addition m is even, the function is a polynomial.
Gaussian quadratureIn numerical analysis, a quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration. (See numerical integration for more on quadrature rules.) An n-point Gaussian quadrature rule, named after Carl Friedrich Gauss, is a quadrature rule constructed to yield an exact result for polynomials of degree 2n − 1 or less by a suitable choice of the nodes x_i and weights w_i for i = 1, ..., n.
Gegenbauer polynomialsIn mathematics, Gegenbauer polynomials or ultraspherical polynomials C(x) are orthogonal polynomials on the interval [−1,1] with respect to the weight function (1 − x2)α–1/2. They generalize Legendre polynomials and Chebyshev polynomials, and are special cases of Jacobi polynomials. They are named after Leopold Gegenbauer. File:Plot of the Gegenbauer polynomial C n^(m)(x) with n=10 and m=1 in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D.
Chebyshev polynomialsThe Chebyshev polynomials are two sequences of polynomials related to the cosine and sine functions, notated as and . They can be defined in several equivalent ways, one of which starts with trigonometric functions: The Chebyshev polynomials of the first kind are defined by Similarly, the Chebyshev polynomials of the second kind are defined by That these expressions define polynomials in may not be obvious at first sight, but follows by rewriting and using de Moivre's formula or by using the angle sum formulas for and repeatedly.
Numerical analysisNumerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.
Numerical methods for partial differential equationsNumerical methods for partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs). In principle, specialized methods for hyperbolic, parabolic or elliptic partial differential equations exist. Finite difference method In this method, functions are represented by their values at certain grid points and derivatives are approximated through differences in these values.
Numerical methods for ordinary differential equationsNumerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
Bachelor's degreeA bachelor's degree (from Middle Latin baccalaureus) or baccalaureate (from Modern Latin baccalaureatus) is an undergraduate academic degree awarded by colleges and universities upon completion of a course of study lasting three to six years (depending on institution and academic discipline). The two most common bachelor's degrees are the Bachelor of Arts (BA) and the Bachelor of Science (BS or BSc).
Academic degreeAn academic degree is a qualification awarded to a student upon successful completion of a course of study in higher education, usually at a college or university. These institutions often offer degrees at various levels, usually divided into undergraduate and postgraduate degrees. The most common undergraduate degree is the bachelor's degree, although some educational systems offer lower level undergraduate degrees such as associate and foundation degrees. Common postgraduate degrees include master's degrees and doctorates.
Master's degreeA master's degree (from Latin magister) is a postgraduate academic degree awarded by universities or colleges upon completion of a course of study demonstrating mastery or a high-order overview of a specific field of study or area of professional practice. A master's degree normally requires previous study at the bachelor's level, either as a separate degree or as part of an integrated course.
Verlet integrationVerlet integration (vɛʁˈlɛ) is a numerical method used to integrate Newton's equations of motion. It is frequently used to calculate trajectories of particles in molecular dynamics simulations and computer graphics. The algorithm was first used in 1791 by Jean Baptiste Delambre and has been rediscovered many times since then, most recently by Loup Verlet in the 1960s for use in molecular dynamics. It was also used by P. H. Cowell and A. C. C.
Romanovski polynomialsIn mathematics, the Romanovski polynomials are one of three finite subsets of real orthogonal polynomials discovered by Vsevolod Romanovsky (Romanovski in French transcription) within the context of probability distribution functions in statistics. They form an orthogonal subset of a more general family of little-known Routh polynomials introduced by Edward John Routh in 1884. The term Romanovski polynomials was put forward by Raposo, with reference to the so-called 'pseudo-Jacobi polynomials in Lesky's classification scheme.
Jacobi polynomialsIn mathematics, Jacobi polynomials (occasionally called hypergeometric polynomials) are a class of classical orthogonal polynomials. They are orthogonal with respect to the weight on the interval . The Gegenbauer polynomials, and thus also the Legendre, Zernike and Chebyshev polynomials, are special cases of the Jacobi polynomials. The Jacobi polynomials were introduced by Carl Gustav Jacob Jacobi. The Jacobi polynomials are defined via the hypergeometric function as follows: where is Pochhammer's symbol (for the rising factorial).
Associate degreeAn associate degree or associate's degree is an undergraduate degree awarded after a course of post-secondary study lasting two to three years. It is a level of academic qualification above a high school diploma and below a bachelor's degree. The first associate degrees were awarded in the UK (where they are no longer awarded) in 1873 before spreading to the US in 1898. In the United States, the associate degree may allow transfer into the third year of a bachelor's degree.
Honorary degreeAn honorary degree is an academic degree for which a university (or other degree-awarding institution) has waived all of the usual requirements. It is also known by the Latin phrases honoris causa ("for the sake of the honour") or ad honorem ("to the honour"). The degree is typically a doctorate or, less commonly, a master's degree, and may be awarded to someone who has no prior connection with the academic institution or no previous postsecondary education.
Numerical methods for linear least squaresNumerical methods for linear least squares entails the numerical analysis of linear least squares problems. A general approach to the least squares problem can be described as follows. Suppose that we can find an n by m matrix S such that XS is an orthogonal projection onto the image of X. Then a solution to our minimization problem is given by simply because is exactly a sought for orthogonal projection of onto an image of X (see the picture below and note that as explained in the next section the image of X is just a subspace generated by column vectors of X).
