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Let H_n(x) be the Hermite Polynomials defined as in http://en.wikipedia.org/wiki/Hermite_polynomials The Hermite Polynomials form an orthonormal basis of the space of the rapidly decreasing functions. Define the function $f(t,x):=\sum _{n=0}^{\infty }c_{{n}}{{\rm e}^{-nt}}H_{n}(x)$ with $c_{{n}} = (g,H_{n})$ which denotes the scalar product. I'm able to show that f converges uniformly in $L^2$. I'm trying to show that f is in the space of the arbitrarily often differentiable functions and that for a fixed t, say $t_0$, $f(t_0,x)$ is in the space of the rapidly decreasing functions for all $t_0 > 0$. Any ideas? I'm not too familiar with functional-analysis.

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    $\begingroup$ Note that $H_n$ are orthonormal in the weighted $L^2$ with the weight $e^{-{x^2}}$, so the scalar products in the definition of $c_n$ should be taken with respect to that weight. I interpret your question as "If $g$ is in the Schwartz class, does it follow that $f(t,\cdot)$ is in the Schwartz class for $t>0$?" Is that what you meant? $\endgroup$
    – fedja
    Commented Jan 25, 2010 at 0:26
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    $\begingroup$ Overlapping slightly with fedja's comment: the Hermite polynomials are most certainly not rapidly decreasing. Presumably, you are thinking of a Hermite polynomial multiplied by a Gaussian weight? If so, I suggest rechecking your calculations, or editing your post, or both. $\endgroup$
    – Yemon Choi
    Commented Jan 25, 2010 at 3:32
  • $\begingroup$ Isn't he talking about the schwartz functions? $\endgroup$ Commented Jan 25, 2010 at 6:56
  • $\begingroup$ Hello. I'm sorry for the confusion. Here: img204.imageshack.us/img204/3081/function.png you can find a proper description of my problem. I'm looking forward to responses. $\endgroup$
    – user3517
    Commented Jan 25, 2010 at 8:54
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    $\begingroup$ Your claim on line 4 of your PNG seems to be wrong. The formula use seems to show that each H_n is a polynomial (as befits the name) but then there is no way that any H_n can be square integrable. Try $n=1$, or $n=0$ even. I am therefore not enthusiastic about trying to further understand the question, until this is fixed. $\endgroup$
    – Yemon Choi
    Commented Jan 25, 2010 at 10:13

4 Answers 4

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I have the feeling this question follows me whereever I go ;-)

Just this morning I found a proof, which is essentially the same that was hinted by Scott Carnahan. I you understand german (or want to guess the proof just by the formulas) you can find it here at www.matheplanet.com. Maybe that question there is even your own or from someone who works on the same PDE-problem?

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It's (still) not completely clear what space you are working in since you haven't clarified the confusions from Yemon Choi and fedja's comments. But it may help to note an analogous problem that is well-defined and where there is a clear strategy. That strategy may adapt to your situation (whatever that is).

This analogous situation is of periodic functions using the usual basis of periodic exponentials, $e^{2\pi i n x}$. The key here is:

$g$ is $C^\infty$ if and only if the Fourier coefficients $c_n(g) = \int_0^1 g(x) e^{-2\pi i n x} d x$ are rapidly decreasing.

Then for $g$ in $L^2$, $c_n(g)$ is square summable and so $c_n(g) e^{-n t}$ for $t > 0$ is rapidly decreasing (that is, $\lim_{n \to \infty} n^k c_n(g) e^{-n t} = 0$ for each $k$) since exponentials beat polynomials.

So I would try to find out a characterisation of the Schwartz space of rapidly decreasing functions in terms of the coefficients of their expansions with respect to the Hermite polynomials (suitably weighted). I would expect such a characterisation to be well-known, but I don't know it off the top of my head.

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  • $\begingroup$ @Andrew: The only interpretation I can find of the original question seems to be very easily answered. I really think the OP needs to clarify the definitions in the question at hand, either for him or herself or for us, before we start messing about with characterizing Schwartz space in terms of L^2-coefficients wrt the FT eigenfunctions $\endgroup$
    – Yemon Choi
    Commented Jan 25, 2010 at 10:10
  • $\begingroup$ @Yemon: yes, I considered it borderline on whether to post anything or not. In the end, I decided to do so for two reasons: 1. I had this lying around as I used it in a recent exam on Fourier analysis (so it was quick) and 2. by seeing how the OP (what does that stand for, btw?) reacted to this, it would be easier to judge whether or not this was a salvageable question or not. $\endgroup$ Commented Jan 25, 2010 at 10:14
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    $\begingroup$ @Andrew OP=Original Poster, at least in my head. Also OP=Old Peculier, which is what I need a pint of when faced with questions like this... $\endgroup$
    – Yemon Choi
    Commented Jan 25, 2010 at 10:21
  • $\begingroup$ Ah, that explains it. Though I prefer "Black Sheep" from their nearby rivals. I think that someone should organise a conference in Masham. How about a European MO conference there? $\endgroup$ Commented Jan 25, 2010 at 11:19
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My initial interpretation is that your inner product comes with a Gaussian weight. If $g=H\_0$, then $c_n = \delta\_{n,0}$, and for any fixed $t\_0$, the sum is a nonzero constant function, which is smooth, but does not decrease rapidly.

Alternatively, I might assume you meant to multiply each Hermite polynomial by a suitable Gaussian factor, i.e., we replace each $H\_n(x)$ in your question with the Hermite function $\psi\_n(x)$. Assuming this interpretation holds, and that $g$ is Schwartz, you get the result you wanted, because the weighted coefficients $c\_n e^{-nt\_0}$ decay exponentially in $n$, while the derivatives of $\psi\_n(x)$ are dominated by polynomials in $n$.

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    $\begingroup$ No, you cannot take $g=H_0$. It is not Schwartz. The question as I understand it is the following. Let $g\in S$. Take the Hermite polynomial expansion $g\asymp \sum_n c_nH_n$ in $L^2(e^{-x^2})$ and multiply the $n$-th coefficient by $e^{-nt}$. Will the resulting function be Shwartz again? This question makes sense and is not immediately obvious to me. Still, I prefer to think of other things before unknown(yahoo) confirms that it is what he meant (or denies it) $\endgroup$
    – fedja
    Commented Jan 25, 2010 at 14:20
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$$ f(t,x)=e^{t/2}\sum_{n\ge 0} e^{-(n+\frac12)t}\langle{g},{H_{n}}\rangle H_{n}(x) $$ The function $F(t,x)=e^{-t/2}f(t,x)$ is the solution of $$ \frac{\partial F}{\partial t}+\bigl(-\frac{d^2}{dx^2}+\frac{x^2}4\bigr) F=0,\quad F(0,x)=g(x). $$ since the projection on the eigenvector $H_{n}$ of the harmonic oscillator $-\frac{d^2}{dx^2}+\frac{x^2}4$ gives $$ \frac{dF_{n}}{d t}+(n+\frac12)F_{n}=0,\quad F_{n}(0)=\langle{g},{H_{n}}\rangle. $$ As a result, with $\mathcal H=-\frac{d^2}{dx^2}+\frac{x^2}4$ $$ e^{-t/2}f(t,x)=F(t,x)=(e^{-t\mathcal H} g)(x). $$ This implies in particular that for all $N\ge 0$ and $t>0$ $$ \mathcal H^N F=t^{-N}e^{-t\mathcal H} (t\mathcal H)^Ng\Longrightarrow \Vert\mathcal H^N F(t,\cdot)\Vert_{L^2(\mathbf R_{x})}\le t^{-N}N! \Vert g\Vert_{L^2(\mathbf R_{x})} $$ and $f(t,\cdot)$ in the Schwartz class for any $t>0$, provided the initial datum $g$ is in $L^2$.

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