Jacobi polynomials

For Jacobi polynomials of several variables, see Heckman–Opdam polynomials.

In mathematics, Jacobi polynomials (occasionally called hypergeometric polynomials) ${\displaystyle P_{n}^{(\alpha ,\beta )}(x)}$ are a class of classical orthogonal polynomials. They are orthogonal with respect to the weight ${\displaystyle (1-x)^{\alpha }(1+x)^{\beta }}$ on the interval ${\displaystyle [-1,1]}$. The Gegenbauer polynomials, and thus also the Legendre, Zernike and Chebyshev polynomials, are special cases of the Jacobi polynomials.^[1]

Plot of the Jacobi polynomial function ${\displaystyle P_{n}^{(\alpha ,\beta )}}$ with ${\displaystyle n=10}$ and ${\displaystyle \alpha =2}$ and ${\displaystyle \beta =2}$ in the complex plane from ${\displaystyle -2-2i}$ to ${\displaystyle 2+2i}$ with colors created with Mathematica 13.1 function ComplexPlot3D

The Jacobi polynomials were introduced by Carl Gustav Jacob Jacobi.

Definitions

Via the hypergeometric function

The Jacobi polynomials are defined via the hypergeometric function as follows:^{[2][1]: IV.1}

${\displaystyle P_{n}^{(\alpha ,\beta )}(z)={\frac {(\alpha +1)_{n}}{n!}}\,{}_{2}F_{1}\left(-n,1+\alpha +\beta +n;\alpha +1;{\tfrac {1}{2}}(1-z)\right),}$ 

where ${\displaystyle (\alpha +1)_{n}}$  is Pochhammer's symbol (for the rising factorial). In this case, the series for the hypergeometric function is finite, therefore one obtains the following equivalent expression:

${\displaystyle P_{n}^{(\alpha ,\beta )}(z)={\frac {\Gamma (\alpha +n+1)}{n!\,\Gamma (\alpha +\beta +n+1)}}\sum _{m=0}^{n}{n \choose m}{\frac {\Gamma (\alpha +\beta +n+m+1)}{\Gamma (\alpha +m+1)}}\left({\frac {z-1}{2}}\right)^{m}.}$ 

Rodrigues' formula

An equivalent definition is given by Rodrigues' formula:^{[1]: IV.3 [3]}

${\displaystyle P_{n}^{(\alpha ,\beta )}(z)={\frac {(-1)^{n}}{2^{n}n!}}(1-z)^{-\alpha }(1+z)^{-\beta }{\frac {d^{n}}{dz^{n}}}\left\{(1-z)^{\alpha }(1+z)^{\beta }\left(1-z^{2}\right)^{n}\right\}.}$ 

If ${\displaystyle \alpha =\beta =0}$ , then it reduces to the Legendre polynomials:

${\displaystyle P_{n}(z)={\frac {1}{2^{n}n!}}{\frac {d^{n}}{dz^{n}}}(z^{2}-1)^{n}\;.}$ 

Differential equation

The Jacobi polynomials ${\displaystyle P_{n}^{(\alpha ,\beta )}}$  is, up to scaling, the unique polynomial solution of the Sturm–Liouville problem^[1]: IV.2

${\displaystyle \left(1-x^{2}\right)y''+(\beta -\alpha -(\alpha +\beta +2)x)y'=\lambda y}$ 

where ${\displaystyle \lambda =-n(n+\alpha +\beta +1)}$ . The other solution involves the logarithm function. Bochner's theorem states that the Jacobi polynomials are uniquely characterized as polynomial solutions to Sturm–Liouville problems with polynomial coefficients.

Alternate expression for real argument

For real ${\displaystyle x}$  the Jacobi polynomial can alternatively be written as

${\displaystyle P_{n}^{(\alpha ,\beta )}(x)=\sum _{s=0}^{n}{n+\alpha \choose n-s}{n+\beta \choose s}\left({\frac {x-1}{2}}\right)^{s}\left({\frac {x+1}{2}}\right)^{n-s}}$ 

and for integer ${\displaystyle n}$ 

${\displaystyle {z \choose n}={\begin{cases}{\frac {\Gamma (z+1)}{\Gamma (n+1)\Gamma (z-n+1)}}&n\geq 0\\0&n<0\end{cases}}}$ 

where ${\displaystyle \Gamma (z)}$  is the gamma function.

In the special case that the four quantities ${\displaystyle n}$ , ${\displaystyle n+\alpha }$ , ${\displaystyle n+\beta }$ , ${\displaystyle n+\alpha +\beta }$  are nonnegative integers, the Jacobi polynomial can be written as

${\displaystyle P_{n}^{(\alpha ,\beta )}(x)=(n+\alpha )!(n+\beta )!\sum _{s=0}^{n}{\frac {1}{s!(n+\alpha -s)!(\beta +s)!(n-s)!}}\left({\frac {x-1}{2}}\right)^{n-s}\left({\frac {x+1}{2}}\right)^{s}.}$

1

The sum extends over all integer values of ${\displaystyle s}$  for which the arguments of the factorials are nonnegative.

Special cases

${\displaystyle P_{0}^{(\alpha ,\beta )}(z)=1,}$ 

${\displaystyle P_{1}^{(\alpha ,\beta )}(z)=(\alpha +1)+(\alpha +\beta +2){\frac {z-1}{2}},}$ 

${\displaystyle P_{2}^{(\alpha ,\beta )}(z)={\frac {(\alpha +1)(\alpha +2)}{2}}+(\alpha +2)(\alpha +\beta +3){\frac {z-1}{2}}+{\frac {(\alpha +\beta +3)(\alpha +\beta +4)}{2}}\left({\frac {z-1}{2}}\right)^{2}.}$ 

$${\displaystyle P_{n}^{(\alpha ,\beta )}(z)={\frac {\Gamma (1+2n+\alpha +\beta )}{\Gamma (1+n)\Gamma (1+n+\alpha +\beta )}}\left({\frac {z}{2}}\right)^{n}+{\text{ lower-degree terms }}}$$ Thus, the leading coefficient is ${\displaystyle {\frac {\Gamma (1+2n+\alpha +\beta )}{2^{n}n!\Gamma (1+n+\alpha +\beta )}}}$ .

Basic properties

Orthogonality

The Jacobi polynomials satisfy the orthogonality condition

${\displaystyle \int _{-1}^{1}(1-x)^{\alpha }(1+x)^{\beta }P_{m}^{(\alpha ,\beta )}(x)P_{n}^{(\alpha ,\beta )}(x)\,dx={\frac {2^{\alpha +\beta +1}}{2n+\alpha +\beta +1}}{\frac {\Gamma (n+\alpha +1)\Gamma (n+\beta +1)}{\Gamma (n+\alpha +\beta +1)n!}}\delta _{nm},\qquad \alpha ,\ \beta >-1.}$ 

As defined, they do not have unit norm with respect to the weight. This can be corrected by dividing by the square root of the right hand side of the equation above, when ${\displaystyle n=m}$ .

Although it does not yield an orthonormal basis, an alternative normalization is sometimes preferred due to its simplicity:

${\displaystyle P_{n}^{(\alpha ,\beta )}(1)={n+\alpha \choose n}.}$ 

Symmetry relation

The polynomials have the symmetry relation

${\displaystyle P_{n}^{(\alpha ,\beta )}(-z)=(-1)^{n}P_{n}^{(\beta ,\alpha )}(z);}$ 

thus the other terminal value is

${\displaystyle P_{n}^{(\alpha ,\beta )}(-1)=(-1)^{n}{n+\beta \choose n}.}$ 

Derivatives

The ${\displaystyle k}$ th derivative of the explicit expression leads to

${\displaystyle {\frac {d^{k}}{dz^{k}}}P_{n}^{(\alpha ,\beta )}(z)={\frac {\Gamma (\alpha +\beta +n+1+k)}{2^{k}\Gamma (\alpha +\beta +n+1)}}P_{n-k}^{(\alpha +k,\beta +k)}(z).}$ 

Recurrence relations

The 3-term recurrence relation for the Jacobi polynomials of fixed ${\displaystyle \alpha }$ , ${\displaystyle \beta }$  is:^[1]: IV.5

${\displaystyle {\begin{aligned}&2n(n+\alpha +\beta )(2n+\alpha +\beta -2)P_{n}^{(\alpha ,\beta )}(z)\\&\qquad =(2n+\alpha +\beta -1){\Big \{}(2n+\alpha +\beta )(2n+\alpha +\beta -2)z+\alpha ^{2}-\beta ^{2}{\Big \}}P_{n-1}^{(\alpha ,\beta )}(z)-2(n+\alpha -1)(n+\beta -1)(2n+\alpha +\beta )P_{n-2}^{(\alpha ,\beta )}(z),\end{aligned}}}$ 

for ${\displaystyle n=2,3,\ldots }$ . Writing for brevity ${\displaystyle a:=n+\alpha }$ , ${\displaystyle b:=n+\beta }$  and ${\displaystyle c:=a+b=2n+\alpha +\beta }$ , this becomes in terms of ${\displaystyle a,b,c}$ 

${\displaystyle 2n(c-n)(c-2)P_{n}^{(\alpha ,\beta )}(z)=(c-1){\Big \{}c(c-2)z+(a-b)(c-2n){\Big \}}P_{n-1}^{(\alpha ,\beta )}(z)-2(a-1)(b-1)c\;P_{n-2}^{(\alpha ,\beta )}(z).}$ 

Since the Jacobi polynomials can be described in terms of the hypergeometric function, recurrences of the hypergeometric function give equivalent recurrences of the Jacobi polynomials. In particular, Gauss' contiguous relations correspond to the identities^{[4]: Appx.B}

${\displaystyle {\begin{aligned}(z-1){\frac {d}{dz}}P_{n}^{(\alpha ,\beta )}(z)&={\frac {1}{2}}(z-1)(1+\alpha +\beta +n)P_{n-1}^{(\alpha +1,\beta +1)}\\&=nP_{n}^{(\alpha ,\beta )}-(\alpha +n)P_{n-1}^{(\alpha ,\beta +1)}\\&=(1+\alpha +\beta +n)\left(P_{n}^{(\alpha ,\beta +1)}-P_{n}^{(\alpha ,\beta )}\right)\\&=(\alpha +n)P_{n}^{(\alpha -1,\beta +1)}-\alpha P_{n}^{(\alpha ,\beta )}\\&={\frac {2(n+1)P_{n+1}^{(\alpha ,\beta -1)}-\left(z(1+\alpha +\beta +n)+\alpha +1+n-\beta \right)P_{n}^{(\alpha ,\beta )}}{1+z}}\\&={\frac {(2\beta +n+nz)P_{n}^{(\alpha ,\beta )}-2(\beta +n)P_{n}^{(\alpha ,\beta -1)}}{1+z}}\\&={\frac {1-z}{1+z}}\left(\beta P_{n}^{(\alpha ,\beta )}-(\beta +n)P_{n}^{(\alpha +1,\beta -1)}\right)\,.\end{aligned}}}$ 

Generating function

The generating function of the Jacobi polynomials is given by

${\displaystyle \sum _{n=0}^{\infty }P_{n}^{(\alpha ,\beta )}(z)t^{n}=2^{\alpha +\beta }R^{-1}(1-t+R)^{-\alpha }(1+t+R)^{-\beta },}$ 

where

${\displaystyle R=R(z,t)=\left(1-2zt+t^{2}\right)^{\frac {1}{2}}~,}$ 

and the branch of square root is chosen so that ${\displaystyle R(z,0)=1}$ .^[1]: IV.4

Other polynomials

The Jacobi polynomials reduce to other classical polynomials.^[5]

Ultraspherical:$${\displaystyle {\begin{aligned}C_{n}^{(\lambda )}(x)&={\frac {(2\lambda )_{n}}{\left(\lambda +{\frac {1}{2}}\right)_{n}}}P_{n}^{\left(\lambda -{\frac {1}{2}},\lambda -{\frac {1}{2}}\right)}(x),\\P_{n}^{(\alpha ,\alpha )}(x)&={\frac {(\alpha +1)_{n}}{(2\alpha +1)_{n}}}C_{n}^{\left(\alpha +{\frac {1}{2}}\right)}(x).\end{aligned}}}$$ Legendre:$${\displaystyle P_{n}(x)=C_{n}^{\left({\frac {1}{2}}\right)}(x)=P_{n}^{(0,0)}(x)}$$ Chebyshev:$${\displaystyle {\begin{aligned}T_{n}(x)&=P_{n}^{\left(-{\frac {1}{2}},-{\frac {1}{2}}\right)}(x)/P_{n}^{\left(-{\frac {1}{2}},-{\frac {1}{2}}\right)}(1),\\U_{n}(x)&=C_{n}^{(1)}(x)=(n+1)P_{n}^{\left({\frac {1}{2}},{\frac {1}{2}}\right)}(x)/P_{n}^{\left({\frac {1}{2}},{\frac {1}{2}}\right)}(1),\\V_{n}(x)&=P_{n}^{\left(-{\frac {1}{2}},{\frac {1}{2}}\right)}(x)/P_{n}^{\left(-{\frac {1}{2}},{\frac {1}{2}}\right)}(1),\\W_{n}(x)&=(2n+1)P_{n}^{\left({\frac {1}{2}},-{\frac {1}{2}}\right)}(x)/P_{n}^{\left({\frac {1}{2}},-{\frac {1}{2}}\right)}(1).\\T_{n}^{*}(x)&=T_{n}(2x-1),\\U_{n}^{*}(x)&=U_{n}(2x-1).\end{aligned}}}$$ Laguerre:$${\displaystyle {\begin{aligned}\lim _{\beta \rightarrow \infty }P_{n}^{(\alpha ,\beta )}(1-(2x/\beta ))&=L_{n}^{(\alpha )}(x).\\\lim _{\alpha \rightarrow \infty }P_{n}^{(\alpha ,\beta )}((2x/\alpha )-1)&=(-1)^{n}L_{n}^{(\beta )}(x).\end{aligned}}}$$ Hermite:$${\displaystyle \lim _{\alpha \rightarrow \infty }\alpha ^{-{\frac {1}{2}}n}P_{n}^{(\alpha ,\alpha )}\left(\alpha ^{-{\frac {1}{2}}}x\right)={\frac {H_{n}(x)}{2^{n}n!}}}$$ 

Stochastic process

The Jacobi polynomials appear as the eigenfunctions of the Markov process on ${\displaystyle [-1,+1]}$ $${\displaystyle {\mathcal {L}}=\left(1-x^{2}\right){\frac {\partial ^{2}}{\partial ^{2}x}}+(px+q){\frac {\partial }{\partial x}}}$$ defined up to the time it hits the boundary. For ${\displaystyle p=-(\beta +\alpha +2),q=\beta -\alpha }$ , we have$${\displaystyle {\mathcal {L}}P_{n}^{(\alpha ,\beta )}=-n(n+\alpha +\beta +1)P_{n}^{(\alpha ,\beta )}}$$ Thus this process is named the Jacobi process.^[6][7]

Heat kernel

Let

• ${\displaystyle J^{(\alpha ,\beta )}:=-\left(1-x^{2}\right){\frac {d^{2}}{dx^{2}}}-[\beta -\alpha -(\alpha +\beta +2)x]{\frac {d}{dx}}}$ 
• ${\displaystyle T_{t}^{(\alpha ,\beta )}:=e^{-tJ^{(\alpha ,\beta )}}}$ 
• ${\displaystyle h_{n}^{(\alpha ,\beta )}=\int _{-1}^{1}\left[P_{n}^{(\alpha ,\beta )}(x)\right]^{2}(1-x)^{\alpha }(1+x)^{\beta }dx={\frac {2^{\alpha +\beta +1}\Gamma (n+\alpha +1)\Gamma (n+\beta +1)}{(2n+\alpha +\beta +1)\Gamma (n+\alpha +\beta +1)\Gamma (n+1)}}}$ 
• ${\displaystyle G_{t}^{(\alpha ,\beta )}(x,y)=\sum _{n=0}^{\infty }\exp(-tn(n+\alpha +\beta +1)){\frac {P_{n}^{(\alpha ,\beta )}(x)P_{n}^{(\alpha ,\beta )}(y)}{h_{n}^{(\alpha ,\beta )}}},\quad x,y\in [-1,1],\quad t>0,}$ 
• ${\displaystyle d\rho _{(\alpha ,\beta )}(x)=(1-x)^{\alpha }(1+x)^{\beta }dx}$ 

Then, for any ${\displaystyle f\in L^{1}\left(d\rho _{(\alpha ,\beta )}\right)}$ ,^[8]$${\displaystyle T_{t}^{(\alpha ,\beta )}f(x)=\int _{-1}^{1}G_{t}^{(\alpha ,\beta )}(x,y)f(y)d\varrho _{(\alpha ,\beta )}(y)}$$ Thus, ${\displaystyle G_{t}^{(\alpha ,\beta )}}$  is called the Jacobi heat kernel.

Other properties

The discriminant is^[9]$${\displaystyle \operatorname {Disc} \left(P_{n}^{(\alpha ,\beta )}\right)=2^{-n(n-1)}\prod _{j=1}^{n}j^{j-2n+2}(j+\alpha )^{j-1}(j+\beta )^{j-1}(n+j+\alpha +\beta )^{n-j}}$$ Bailey’s formula:^[8][10]$${\displaystyle {\begin{aligned}&\sum _{n=0}^{\infty }{\frac {P_{n}^{(\alpha ,\beta )}(\cos \theta )P_{n}^{(\alpha ,\beta )}(\cos \varphi )}{h_{n}^{(\alpha ,\beta )}}}r^{n}={\frac {\Gamma (\alpha +\beta +2)}{2^{\alpha +\beta +1}\Gamma (\alpha +1)\Gamma (\beta +1)}}{\frac {1-r}{(1+r)^{\alpha +\beta +2}}}\\&\quad \times F_{4}\left({\frac {\alpha +\beta +2}{2}},{\frac {\alpha +\beta +3}{2}};\alpha +1,\beta +1;\left({\frac {2\sin {\frac {\theta }{2}}\sin {\frac {\varphi }{2}}}{r^{1/2}+r^{-1/2}}}\right)^{2},\left({\frac {2\cos {\frac {\theta }{2}}\cos {\frac {\varphi }{2}}}{r^{1/2}+r^{-1/2}}}\right)^{2}\right)\end{aligned}}}$$ where ${\displaystyle |r|<1,\alpha ,\beta >-1}$ , and ${\displaystyle F_{4}}$  is Appel's hypergeometric function of two variables. This is an analog of the Mehler kernel for Hermite polynomials, and the Hardy–Hille formula for Laguerre polynomials.

Laplace-type integral representation:^[11]$${\displaystyle {\begin{aligned}P_{n}^{\left(\alpha ,\beta \right)}\left(1-2t^{2}\right)=&{\frac {(-1)^{n}2^{2n}}{\pi (2n)!}}{\frac {\Gamma (n+\alpha +1)\Gamma (n+\beta +1)}{\Gamma \left(\alpha +{\frac {1}{2}}\right)\Gamma \left(\beta +{\frac {1}{2}}\right)}}.\\&\int _{-1}^{1}\int _{-1}^{1}\left(tu\pm i{\sqrt {1-t^{2}}}v\right)^{2n}\left(1-u^{2}\right)^{\alpha -{\frac {1}{2}}}\left(1-v^{2}\right)^{\beta -{\frac {1}{2}}}dudv.\end{aligned}}}$$ 

Zeroes

If ${\displaystyle \alpha ,\beta >-1}$ , then ${\displaystyle P_{n}^{(\alpha ,\beta )}}$  has ${\displaystyle n}$  real roots. Thus in this section we assume ${\displaystyle \alpha ,\beta >-1}$  by default. This section is based on.^[12][13]

Define:

• ${\displaystyle j_{\alpha ,m}}$  are the positive zero of the Bessel function of the first kind ${\displaystyle J_{\alpha }}$ , ordered such that ${\displaystyle 0<j_{\alpha ,1}<j_{\alpha ,2}<\cdots }$ .
• ${\displaystyle \theta _{n,m}=\theta _{n,m}^{(\alpha ,\beta )}}$  are the zeroes of ${\displaystyle P_{n}^{(\alpha ,\beta )}\left(\cos \theta \right)}$ , ordered such that ${\displaystyle 0<\theta _{n,1}<\theta _{n,2}<\cdots <\theta _{n,n}<\pi }$ .
• ${\displaystyle \rho =n+{\frac {1}{2}}(\alpha +\beta +1)}$ 
• ${\displaystyle \phi _{m}=j_{\alpha ,m}/\rho }$ 

Inequalities

${\displaystyle \theta _{n,m}}$  is strictly monotonically increasing with ${\displaystyle \alpha }$  and strictly monotonically decreasing with ${\displaystyle \beta }$ .^[12]

If ${\displaystyle \alpha =\beta }$ , and ${\displaystyle m<n/2}$ , then ${\displaystyle \theta _{n,m}}$  is strictly monotonically increasing with ${\displaystyle \alpha }$ .^[12]

When ${\displaystyle \alpha ,\beta \in [-1/2,+1/2]}$ ,^[12]

• ${\displaystyle \theta _{n,m}^{(-{\frac {1}{2}},{\frac {1}{2}})}={\frac {(m-{\tfrac {1}{2}})\pi }{n+{\tfrac {1}{2}}}}\leq \theta _{n,m}^{(\alpha ,\beta )}\leq {\frac {m\pi }{n+{\tfrac {1}{2}}}}=\theta _{n,m}^{({\frac {1}{2}},-{\frac {1}{2}})}}$ 
• ${\displaystyle \theta _{n,m}^{(-{\frac {1}{2}},-{\frac {1}{2}})}={\frac {(m-{\tfrac {1}{2}})\pi }{n}}\leq \theta _{n,m}^{(\alpha ,\alpha )}\leq {\frac {m\pi }{n+1}}=\theta _{n,m}^{({\frac {1}{2}},{\frac {1}{2}})}}$  for ${\displaystyle m\leq n/2}$ 
• ${\displaystyle {{\frac {\left(m+{\tfrac {1}{2}}(\alpha +\beta -1)\right)\pi }{\rho }}<\theta _{n,m}<{\frac {m\pi }{\rho }}}}$  except when ${\displaystyle \alpha ^{2}=\beta ^{2}={\tfrac {1}{4}}}$ 
• ${\displaystyle \theta _{n,m}^{(\alpha ,\alpha )}>{\frac {\left(m+{\tfrac {1}{2}}\alpha -{\tfrac {1}{4}}\right){\pi }}{n+\alpha +{\tfrac {1}{2}}}}}$  for ${\displaystyle m\leq n/2}$ , except when ${\displaystyle \alpha ^{2}={\tfrac {1}{4}}}$ 
• ${\displaystyle \displaystyle \theta _{n,m}\displaystyle \leq {\frac {j_{\alpha ,m}}{\left(\rho ^{2}+{\tfrac {1}{12}}\left(1-\alpha ^{2}-3\beta ^{2}\right)\right)^{\frac {1}{2}}}}}$ 
• ${\displaystyle \displaystyle \theta _{n,m}\displaystyle \geq {\frac {j_{\alpha ,m}}{\left(\rho ^{2}+{\tfrac {1}{4}}-{\tfrac {1}{2}}(\alpha ^{2}+\beta ^{2})-{\pi }^{-2}(1-4\alpha ^{2})\right)^{\frac {1}{2}}}}}$  for ${\displaystyle m\leq n/2}$ 

Asymptotics

Fix ${\displaystyle \alpha >-1/2,\beta \geq -1-\alpha }$ . Fix ${\displaystyle c\in (0,1)}$ .

$${\displaystyle \theta _{n,m}=\phi _{m}+\left(\left(\alpha ^{2}-{\tfrac {1}{4}}\right){\frac {1-\phi _{m}\cot \phi _{m}}{2\phi _{m}}}-{\tfrac {1}{4}}(\alpha ^{2}-\beta ^{2})\tan \left({\tfrac {1}{2}}\phi _{m}\right)\right){\frac {1}{\rho ^{2}}}+\phi _{m}^{2}O\left({\frac {1}{\rho ^{3}}}\right)}$$ 

uniformly for ${\displaystyle m=1,2,\dots ,\left\lfloor cn\right\rfloor }$ .

Electrostatics

The zeroes satisfy the Stieltjes relations:^[14][15] $${\displaystyle {\begin{aligned}\sum _{1\leq j\leq n,i\neq j}{\frac {1}{x_{i}-x_{j}}}&={\frac {1}{2}}\left({\frac {\alpha +1}{1-x_{i}}}-{\frac {\beta +1}{1+x_{i}}}\right)\\\sum _{1\leq j\leq n}{\frac {1}{1-x_{j}}}&={\frac {n(n+\alpha +\beta +1)}{2(\alpha +1)}}\\\sum _{1\leq j\leq n}{\frac {1}{1+x_{j}}}&={\frac {n(n+\alpha +\beta +1)}{2(\beta +1)}}\\\sum _{1\leq j\leq n}x_{j}&={\frac {n(\beta -\alpha )}{2n+\alpha +\beta }}\end{aligned}}}$$ The first relation can be interpreted physically. Fix an electric particle at +1 with charge ${\displaystyle {\frac {1+\alpha }{2}}}$ , and another particle at -1 with charge ${\displaystyle {\frac {1+\beta }{2}}}$ . Then, place ${\displaystyle n}$  electric particles with charge ${\displaystyle +1}$ . The first relation states that the zeroes of ${\displaystyle P_{n}^{(\alpha ,\beta )}}$  are the equilibrium positions of the particles. This equilibrium is stable and unique.^[15]

Other relations, such as ${\displaystyle \sum _{1\leq j\leq n,i\neq j}{\frac {1}{(x_{i}-x_{j})^{2}}},\sum _{1\leq j\leq n,i\neq j}{\frac {1}{(x_{i}-x_{j})^{3}}}}$ , are known in closed form.^[14]

As the zeroes specify the polynomial up to scaling, this provides an alternative way to uniquely characterize the Jacobi polynomials.

The electrostatic interpretation allows many relations to be intuitively seen. For example:

• the symmetry relation between ${\displaystyle P_{n}^{(\alpha ,\beta )}}$  and ${\displaystyle P_{n}^{(\beta ,\alpha )}}$ ;
• the roots monotonically decrease when ${\displaystyle \alpha }$  increases;

Since the Stieltjes relation also exists for the Hermite polynomials and the Laguerre polynomials, by taking an appropriate limit of ${\displaystyle \alpha ,\beta }$ , the limit relations are derived. For example, for the Hermite polynomials, the zeros satisfy$${\displaystyle -x_{i}+\sum _{1\leq j\leq n,i\neq j}{\frac {1}{x_{i}-x_{j}}}=0}$$ Thus, by taking ${\displaystyle \alpha =\beta \to \infty }$  limit, all the electric particles are forced into an infinitesimal neighborhood of the origin, where the field strength is linear. Then after scaling up the line, we obtain the same electrostatic configuration for the zeroes of Hermite polynomials.

Asymptotics

Darboux formula

For ${\displaystyle x}$  in the interior of ${\displaystyle [-1,1]}$ , the asymptotics of ${\displaystyle P_{n}^{(\alpha ,\beta )}}$  for large ${\displaystyle n}$  is given by the Darboux formula^{[1]: VIII.2}

${\displaystyle P_{n}^{(\alpha ,\beta )}(\cos \theta )=n^{-{\frac {1}{2}}}k(\theta )\cos(N\theta +\gamma )+O\left(n^{-{\frac {3}{2}}}\right),}$ 

where

${\displaystyle {\begin{aligned}k(\theta )&=\pi ^{-{\frac {1}{2}}}\sin ^{-\alpha -{\frac {1}{2}}}{\tfrac {\theta }{2}}\cos ^{-\beta -{\frac {1}{2}}}{\tfrac {\theta }{2}},\\N&=n+{\tfrac {1}{2}}(\alpha +\beta +1),\\\gamma &=-{\tfrac {\pi }{2}}\left(\alpha +{\tfrac {1}{2}}\right),\\0<\theta &<\pi \end{aligned}}}$ 

and the "${\displaystyle O}$ " term is uniform on the interval ${\displaystyle [\varepsilon ,\pi -\varepsilon ]}$  for every ${\displaystyle \varepsilon >0}$ .

For higher orders, define:^[12]

• ${\displaystyle \mathrm {B} }$  is the Euler beta function
• ${\displaystyle (\cdot )_{m}}$  is the falling factorial.
• ${\displaystyle f_{m}(\theta )=\sum _{\ell =0}^{m}{\frac {C_{m,\ell }(\alpha ,\beta )}{\ell !(m-\ell )!}}{\frac {\cos \theta _{n,m,\ell }}{\left(\sin {\frac {1}{2}}\theta \right)^{\ell }\left(\cos {\frac {1}{2}}\theta \right)^{m-\ell }}}}$ 
• ${\displaystyle C_{m,\ell }(\alpha ,\beta )={\left({\tfrac {1}{2}}+\alpha \right)_{\ell }}{\left({\tfrac {1}{2}}-\alpha \right)_{\ell }}{\left({\tfrac {1}{2}}+\beta \right)_{m-\ell }}{\left({\tfrac {1}{2}}-\beta \right)_{m-\ell }}}$ 
• ${\displaystyle \theta _{n,m,\ell }={\tfrac {1}{2}}(2n+\alpha +\beta +m+1)\theta -{\tfrac {1}{2}}(\alpha +\ell +{\tfrac {1}{2}})\pi }$ 

Fix real ${\displaystyle \alpha ,\beta }$ , fix ${\displaystyle M=1,2,\dots }$ , fix ${\displaystyle \delta \in (0,\pi /2)}$ . As ${\displaystyle n\to \infty }$ ,$${\displaystyle \left(\sin {\tfrac {1}{2}}\theta \right)^{\alpha +{\frac {1}{2}}}\left(\cos {\tfrac {1}{2}}\theta \right)^{\beta +{\frac {1}{2}}}P_{n}^{(\alpha ,\beta )}\left(\cos \theta \right)={\pi }^{-1}2^{2n+\alpha +\beta +1}\mathrm {B} \left(n+\alpha +1,n+\beta +1\right)\left(\sum _{m=0}^{M-1}{\frac {f_{m}(\theta )}{2^{m}{\left(2n+\alpha +\beta +2\right)_{m}}}}+O\left(n^{-M}\right)\right)}$$ uniformly for all ${\displaystyle \theta \in [\delta ,\pi -\delta ]}$ .

The ${\displaystyle M=1}$  case is the above Darboux formula.

Hilb's type formula

Define:^[12]

• ${\displaystyle J_{\nu }}$  is the Bessel function
• ${\displaystyle \rho =n+{\tfrac {1}{2}}(\alpha +\beta +1)}$ 
• ${\displaystyle g(\theta )=\left({\tfrac {1}{4}}-\alpha ^{2}\right)\left(\cot \left({\tfrac {1}{2}}\theta \right)-\left({\tfrac {1}{2}}\theta \right)^{-1}\right)-\left({\tfrac {1}{4}}-\beta ^{2}\right)\tan \left({\tfrac {1}{2}}\theta \right)}$ 

Fix real ${\displaystyle \alpha ,\beta }$ , fix ${\displaystyle M=0,1,2,\dots }$ . As ${\displaystyle n\to \infty }$ , we have the Hilb's type formula:^[16]$${\displaystyle (\sin {\tfrac {1}{2}}\theta )^{\alpha +{\frac {1}{2}}}(\cos {\tfrac {1}{2}}\theta )^{\beta +{\frac {1}{2}}}P_{n}^{(\alpha ,\beta )}\left(\cos \theta \right)={\frac {\Gamma \left(n+\alpha +1\right)}{2^{\frac {1}{2}}\rho ^{\alpha }n!}}\left(\theta ^{\frac {1}{2}}J_{\alpha }\left(\rho \theta \right)\sum _{m=0}^{M}{\dfrac {A_{m}(\theta )}{\rho ^{2m}}}+\theta ^{\frac {3}{2}}J_{\alpha +1}\left(\rho \theta \right)\sum _{m=0}^{M-1}{\dfrac {B_{m}(\theta )}{\rho ^{2m+1}}}+\varepsilon _{M}(\rho ,\theta )\right)}$$ where ${\displaystyle A_{m},B_{m}}$  are functions of ${\displaystyle \theta }$ . The first few entries are:$${\displaystyle {\begin{aligned}A_{0}(\theta )&=1\\\theta B_{0}(\theta )&={\frac {1}{4}}g(\theta )\\A_{1}(\theta )&={\frac {1}{8}}g^{\prime }(\theta )-{\frac {1+2\alpha }{8}}{\frac {g(\theta )}{\theta }}-{\frac {1}{32}}(g(\theta ))^{2}\end{aligned}}}$$ 

For any fixed arbitrary constant ${\displaystyle c>0}$ , the error term satisfies$${\displaystyle \varepsilon _{M}(\rho ,\theta )={\begin{cases}\theta O\left(\rho ^{-2M-(3/2)}\right),&c\rho ^{-1}\leq \theta \leq \pi -\delta ,\\\theta ^{\alpha +(5/2)}O\left(\rho ^{-2M+\alpha }\right),&0\leq \theta \leq c\rho ^{-1},\end{cases}}}$$ 

Mehler–Heine formula

The asymptotics of the Jacobi polynomials near the points ${\displaystyle \pm 1}$  is given by the Mehler–Heine formula

${\displaystyle {\begin{aligned}\lim _{n\to \infty }n^{-\alpha }P_{n}^{(\alpha ,\beta )}\left(\cos \left({\tfrac {z}{n}}\right)\right)&=\left({\tfrac {z}{2}}\right)^{-\alpha }J_{\alpha }(z)\\\lim _{n\to \infty }n^{-\beta }P_{n}^{(\alpha ,\beta )}\left(\cos \left(\pi -{\tfrac {z}{n}}\right)\right)&=\left({\tfrac {z}{2}}\right)^{-\beta }J_{\beta }(z)\end{aligned}}}$ 

where the limits are uniform for ${\displaystyle z}$  in a bounded ___domain.

The asymptotics outside ${\displaystyle [-1,1]}$  is less explicit.

Applications

Wigner d-matrix

The expression (1) allows the expression of the Wigner d-matrix ${\displaystyle d_{m',m}^{j}(\phi )}$  (for ${\displaystyle 0\leq \phi \leq 4\pi }$ ) in terms of Jacobi polynomials:^[17]

${\displaystyle d_{m'm}^{j}(\phi )=(-1)^{\frac {m-m'-|m-m'|}{2}}\left[{\frac {(j+M)!(j-M)!}{(j+N)!(j-N)!}}\right]^{\frac {1}{2}}\left(\sin {\tfrac {\phi }{2}}\right)^{|m-m'|}\left(\cos {\tfrac {\phi }{2}}\right)^{|m+m'|}P_{j-M}^{(|m-m'|,|m+m'|)}(\cos \phi ),}$ 

where ${\displaystyle M=\max(|m|,|m'|),N=\min(|m|,|m'|)}$ .

See also

• Askey–Gasper inequality
• Big q-Jacobi polynomials
• Continuous q-Jacobi polynomials
• Little q-Jacobi polynomials
• Pseudo Jacobi polynomials
• Gegenbauer polynomials
• Romanovski polynomials

References

1. (Szegő 1975, 4. Jacobi polynomials)
2. Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 22". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. Vol. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. p. 561. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253.
3. P.K. Suetin (2001) [1994], "Jacobi polynomials", Encyclopedia of Mathematics, EMS Press
4. Creasey, P. E. "A Unitary BRDF for Surfaces with Gaussian Deviations". GitHub.
5. "DLMF: §18.7 Interrelations and Limit Relations ‣ Classical Orthogonal Polynomials ‣ Chapter 18 Orthogonal Polynomials". dlmf.nist.gov.
6. Wong, E. (1964). "The construction of a class of stationary Markoff processes" (PDF). In Bellman, R. (ed.). Stochastic Processes in Mathematical Physics and Engineering. Providence, RI: American Mathematical Society. pp. 264–276.
7. Demni, N.; Zani, M. (2009-02-01). "Large deviations for statistics of the Jacobi process". Stochastic Processes and Their Applications. 119 (2): 518–533. doi:10.1016/j.spa.2008.02.015. ISSN 0304-4149.
8. Nowak, Adam; Sjögren, Peter (2011). "Sharp estimates of the Jacobi heat kernel". arXiv:1111.3145 [math.CA].
9. "DLMF: §18.16 Zeros ‣ Classical Orthogonal Polynomials ‣ Chapter 18 Orthogonal Polynomials". dlmf.nist.gov.
10. Bailey, W. N. (1938). "The Generating Function of Jacobi Polynomials". Journal of the London Mathematical Society. s1-13 (1): 8–12. doi:10.1112/jlms/s1-13.1.8. ISSN 1469-7750.
11. Dijksma, A.; Koornwinder, T. H. (1971-01-01). "Spherical harmonics and the product of two Jacobi polynomials". Indagationes Mathematicae (Proceedings). 74: 191–196. doi:10.1016/S1385-7258(71)80026-4. ISSN 1385-7258.
12. "DLMF: §18.15 Asymptotic Approximations ‣ Classical Orthogonal Polynomials ‣ Chapter 18 Orthogonal Polynomials". dlmf.nist.gov.
13. (Szegő 1975, Section 6.21. Inequalities for the zeros of the classical polynomials)
14. Marcellán, F.; Martínez-Finkelshtein, A.; Martínez-González, P. (2007-10-15). "Electrostatic models for zeros of polynomials: Old, new, and some open problems". Journal of Computational and Applied Mathematics. Proceedings of The Conference in Honour of Dr. Nico Temme on the Occasion of his 65th birthday. 207 (2): 258–272. doi:10.1016/j.cam.2006.10.020. hdl:10016/5921. ISSN 0377-0427.
15. (Szegő 1975, Section 6.7. Electrostatic interpretation of the zeros of the classical polynomials)
16. (Szegő 1975, 8.21. Asymptotic formulas for Legendre and Jacobi polynomials)
17. Biedenharn, L.C.; Louck, J.D. (1981). Angular Momentum in Quantum Physics. Reading: Addison-Wesley.

• Szegő, Gábor (1975) [1939]. Orthogonal Polynomials. Colloquium Publications. Vol. 23 (4th ed.). American Mathematical Society. ISBN 978-0-8218-1023-1.

Further reading

• Andrews, George E.; Askey, Richard; Roy, Ranjan (1999), Special functions, Encyclopedia of Mathematics and its Applications, vol. 71, Cambridge University Press, ISBN 978-0-521-62321-6, MR 1688958, ISBN 978-0-521-78988-2
• Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, René F. (2010), "Orthogonal Polynomials", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248.

External links

• Weisstein, Eric W. "Jacobi Polynomial". MathWorld.