6 Orthogonality of derivatives

Auto-orthogonality can be extended to the more general case, where we require orthogonality between a function and one of its derivatives. We do not have a general prescription for their structure, but three example cases are given below.

6.1 Orthogonality of second order derivatives

Consider a fourth order problem satisfying y(±1) = y′′(±1) = 0, where we attempt to construct a basis set whose second derivatives are orthogonal [3],

∫ 1   2        2
    -d--Ψ (x)-d--Ψ  (x)dx = δ  .
  -1dx2  n   dx2  m          nm

This may be motived by considering

∫ 1 d4
   ---4Ψn (x )Ψm  (x )dx
 -1dx

and integrating by parts twice. We find that the basis functions may be written

        ∑3
Ψn (x) =    ckP(0,0)  (x),
         i=1    n+5-2i
(29)

where, up to a normalization,

c[1] = 1-
2n(n + 1)(2n + 1),
c[2] = -(2n + 3)(n2 + 3n + 5),
c[3] = 1
--
2(n + 2)(n + 3)(2n + 5).

Because of the symmetry of the original problem, each basis function is either even or odd and clearly

∫ 1  d2       d2
    --2Ψ2n (x)--2Ψ2m+1 (x)dx = 0
 -1 dx        dx

for any integer n and m, so that orthogonality between any such functions is automatic. Within each symmetry class, the matrices defined by

      ∫ 1  d      d
Aij =     ---Ψi(x)--Ψj (x)dx
       - 1dx      dx
(30)

and

      ∫ 1
Bij =     Ψi(x)Ψj(x)dx
       -1
(31)

have much structure. The matrix A is tri-diagonal and the matrix B is penta-diagonal.

Additionally, note that the coefficients ci are proportional to [1,-2,1] in the limit n →∞. By applying both (5) and (6) (twice) to Pn(α,β)(x) we find that

P(α,β)(x) ~ P(α+2,β+2 )(x) - 2P(α+2,β+2 )(x) + P(α+2,β+2 )(x).
 n          n               n-2            n-4

Thus

Ψ (x) ~ P (- 2,-2)(x )
 n       n+3

as n →∞. Note that Jacobi polynomials are undefined with α,β taking non-positive integer values, since not only does their orthogonality relation break down but the 3-term recurrence relation fails as well. There is no contradiction here, since the equivalence is only true asymptotically and on the bulk of the interval and not within boundary layers.

6.2 Orthogonality with respect to Cartesian Laplacian

In the domain [-1,1], a basis set that satisfies

∫
   1      d2--
  -1Ψn (x)dx2Ψm (x)dx = δnm

and the two boundary conditions

μf(1) + f(1) = 0,
νf(-1) + f(-1) = 0,
is simply written
         ∑3
Ψn (x) =    ciP(n0+,02)-i(x)    n ≥ 1                 (32)
         i=1
for coefficients ci(n), which take the (unnormalized) form

c[1] = μνn4 - 2n2μ - n2μν + 2n2ν - 4
c[2] = 2(ν + μ)(2n + 1)
c[3] = -2ν + 2μ + 4 - 2nμν + 4- 4- 5n2μν + 2n2μ - 2n2ν - 4n3μν - μνn4

Expressions for all quantities involved are provided below.

 
c[1]:=mu*nu*n^4-2*n^2*mu-n^2*mu*nu+2*n^2*nu-4;  
 
c[2]:=2*(nu+mu)*(2*n+1);  
 
c[3]:=-2*nu+2*mu+4-2*n*mu*nu+4*n*mu-4*n*nu-5*n^2*mu*nu+2*n^2*mu-2*n^2*nu-4*n^3*mu*nu-mu*nu*n^4;  
 

It is noteworthy that this sum of three Legendre polynomials is of the same form as that of the previous example.

For this basis set, it is also of interest to look at the structure of the matrices defined by

     ∫  1
Aij =    Ψi(x)-d-Ψj(x)dx
       -1     dx
(33)

and

      ∫ 1
Bij =    Ψi(x)Ψj (x)dx.
       -1
(34)

The matrix B turns out to be penta-diagonal, and A is upper triangular with a non-zero subdiagonal.

Additionally, note that the coefficients ci are proportional to [1,0,-1] in the limit n →∞. By applying both (5) and (6) to Pn(α,β)(x) we find that

P(α,β)(x) ~ P(α+1,β+1 )(x) - P(α+1,β+1 )(x).
 n          n              n-2

Thus

Ψn(x) ~ Pn(-+11,-1)(x )

as n →∞. Note that Jacobi polynomials with α = β = -1 are formally undefined (see comment above).

6.3 Orthogonality with respect to polar Laplacian

In spherical polar coordinates, a common spectral method is to expand in terms of spherical harmonics in solid angle. The Laplacian operator, 2 = ∂22
∂x + ∂22-
∂y + -∂22
∂z, then becomes

  2  m       m        2 m     m
∇ (Y l (θ,ϕ )fl (r)) = ∇ lfl (r)Y l (θ,ϕ )

where

  2   ∂2--  2-∂-   l(l +-1)
∇ l = ∂r2 + r∂r -    r2  .

Additionally, regularity of a scalar implies that flm must behave as rl as r 0 (see the introduction on regularity regarding this point). It is of interest to look for a regular basis set on the domain [0,1] that obeys the orthogonality condition

∫
   1       2       2
  0 Ψn (r)∇ lΨm (r)rdr = δnm

and a single first order boundary condition

  ′
μf (1)+ f(1) = 0.

The choice of the weight function r2 in the orthogonality relation is forced upon us. A basis set is

        (
        {  rl(- μl - 2μ - 1 + r2μl + r2)                                                                            n = 1
Ψn (r) =    rl(6μl2 + 27μl + 27μ + 2l + 3 - 12r2l2μ - 4r2l - 58r2μl - 10r2 - 70r2μ + 6r4l2μ+ 2r4l + 31r4μl + 35r4μ + 7r4) n = 2 (35)
        (   l∑4      (2,l+1∕2)   2
           r   i=1 ciP n+1-i  (2r - 1)    n ≥ 3

where, up to a normalization,

c[1] = (2l - 3 + 4n)(2l + 5 + 2n)(2l - 1 + 4n)(2nμl - μl + 1 + 2n2μ - μ - )(2l + 3 + 2n)
c[2] = -(2l - 3 + 4n)(2l + 3 + 2n)(2l + 3 + 4n)(2l + 1 + 2n)(-μl + 6nμl + 3 + + 6n2μ + 2μ)
c[3] = (2l - 1 + 4n)(2l + 5 + 4n)(2l + 1 + 2n)(-1 + 2l + 2n)(6nμl + μl + 5+ 3 + 3μ + 6n2μ)
c[4] = -(2l - 3 + 2n)(2l + 5 + 4n)(2l + 3 + 4n)(-1 + 2l + 2n)(2nμl + μl + 3+ 2n2μ + 1)

Expressions for all quantities involved are provided below.

 
Psi_1:=r^l*(-mu*l-2*mu-1+r^2*mu*l+r^2);  
 
Psi_2:=r^l*(6*mu*l^2+27*mu*l+27*mu+2*l+3-12*r^2*l^2*mu-4*r^2*l-58*r^2*mu*l-10*r^2-70*r^2*mu+6*r^4*l^2*mu+2*r^4*l+31*r^4*mu*l+35*r^4*mu+7*r^4);  
 
c[1]:=(2*l-3+4*n)*(2*l+5+2*n)*(2*l-1+4*n)*(2*n*mu*l-mu*l+1+2*n^2*mu-mu-n*mu)*(2*l+3+2*n);  
 
c[2]:=-(2*l-3+4*n)*(2*l+3+2*n)*(2*l+3+4*n)*(2*l+1+2*n)*(-mu*l+6*n*mu*l+3+n*mu+6*n^2*mu+2*mu);  
 
c[3]:=(2*l-1+4*n)*(2*l+5+4*n)*(2*l+1+2*n)*(-1+2*l+2*n)*(6*n*mu*l+mu*l+5*n*mu+3+3*mu+6*n^2*mu);  
 
c[4]:=-(2*l-3+2*n)*(2*l+5+4*n)*(2*l+3+4*n)*(-1+2*l+2*n)*(2*n*mu*l+mu*l+3*n*mu+2*n^2*mu+1);  

For this basis set, it is also of note that the matrix defined by

     ∫ 1
Bij =    Ψi(r)Ψj(r)r2dr
       0
(36)

is tri-diagonal.

Additionally, note that the coefficients ci are proportional to [1,-3,3,-1] in the limit n →∞. By applying (5) to Pn(α,β)(x) we find that

                           (α+3,β)        (α+3,β)      (α+3,β)
Pn(α,β)(x) ~ Pn(α+3,β)(x )- 3Pn- 1   (x )+ 3Pn- 2  (x) - Pn-3   (x)

Thus

Ψn (r) ~ rlP(n-1,l+1∕2)(x)

as n →∞. Note that Jacobi polynomials with α = -1 are formally undefined. However, in this case (since β is a postive half integer) the 3-term recurrence relation still holds and they appear perfectly innocuous functions.

For the case of nonslip boundary conditions, the (unnormalised) basis is

      l+1∑4     (2,l+1∕2)  2
Ψn = r      ciPn+1- i (2r  - 1)
         i=1

with

c1 = (2l + 41)(2l + 27)(2l + 43)(2l + 25)
c2 = -3(2l + 41)(2l + 25)(2l + 47)(2l + 23)
c3 = 3(2l + 43)(2l + 49)(2l + 23)(21 + 2l)
c4 = -(2l + 19)(2l + 49)(2l + 47)(21 + 2l)
and Ψ1 = rl+1(r2 - 1), χ2 = rl+1(r2 - 1)(2lr2 + 7r2 - 2l - 3) for which the coefficients behave asymptotically as [1,-3,3,-1], so that
       (-1,l+1∕2)  2
Ψn ~  Pn       (2r  - 1).

6.4 Poloidal orthogonality with respect to polar Laplacian

We now consider the orthogonality relation

∫ 1           2            2
    l(l +-1)Ψi-∇lΨj-+ dΨid-∇lΨj-dr = δij
 0        r2         dr    dr

where l2 =   2
∂∂r2 -l(l+1)
-r2--, which is motivated by rendering diagonal the matrix

       ∫      2
Mij =    ui ⋅∇ ujdV

and expanding each mode ui in toroidal-poloidal decomposition and then in spherical harmonics.

An orthogonal basis, satisfying Ψ(1) = Ψ(1) = 0 is found to be

      l+1∑3     (0,l+1∕2)  2
Ψn = r      ciPn+2- i (2r  - 1)
         i=1

with

c1 = 2l + 4n + 1
c2 = -2(2l + 4n + 3)
c3 = (2l + 4n + 5)
for which the coefficients behave asymptotically as [1,-2,1] so that
       (-2,l+1∕2)
Ψn ~  Pn+1     (2r2 - 1).


PIC

Figure 11: The first 5 basis functions that satisfy Ψ(1) = Ψ(1) = 0.