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Zentrum Mathematik
Vollstndiger Abdruck der von der Fakultt fr Mathematik der Technischen Universitt
Mnchen zur Erlangung des akademischen Grades eines
Doktors der Naturwissenschaften (Dr. rer. nat.)
genehmigten Dissertation.
Vorsitzende:
Prfer der Dissertation:
Die Dissertation wurde am 9.11.2009 bei der Technischen Universitt Mnchen eingereicht und durch die Fakultt fr Mathematik am 5.3.2010 angenommen.
Abstract
In this thesis, the Heisenberg-Pauli-Weyl uncertainty principle on the real line and the
Breitenberger uncertainty on the unit circle are generalized to Riemannian manifolds.
The proof of these generalized uncertainty principles is based on an operator theoretic
approach involving the commutator of two operators on a Hilbert space. As a momentum
operator, a special differential-difference operator is constructed which plays the role of a
generalized root of the radial part of the Laplace-Beltrami operator. Further, it is shown
that the resulting uncertainty inequalities are sharp. In the final part of the thesis, these
uncertainty principles are used to analyze the space-frequency behavior of polynomial
kernels on compact symmetric spaces and to construct polynomials that are optimally
localized in space with respect to the position variance of the uncertainty principle.
Zusammenfassung
In dieser Arbeit wird die Heisenberg-Pauli-Weylsche Unschrferelation und das Unschrfeprinzip von Breitenberger auf abstrakte Riemannsche Mannigfaltigkeiten verallgemeinert. Der Beweis dieses Unschrfeprinzips beruht auf einem operatortheoretischen Ansatz,
in dem der Kommutator von zwei Operatoren auf einem Hilbertraum verwendet wird.
Als Impulsoperator wird dabei ein spezieller Differential-Differenzenoperator konstruiert,
der sich als verallgemeinerte Wurzel des radialen Teils des Laplace-Beltrami-Operators
herausstellt. Ferner wird gezeigt, dass die resultierenden Ungleichungen scharf sind. Im
letzten Teil der Arbeit werden die abgeleiteten Unschrfeprinzipien dazu benutzt um das
Zeit-Frequenz-Verhalten von polynomiellen Kernen auf kompakten symmetrischen Rumen zu analysieren und Polynome zu konstruieren, die bezglich der Ortsvarianz des
Unschrfeprodukts optimal lokalisiert sind.
Contents
Introduction
1. Uncertainty principles - An overview
1.1. Uncertainty inequalities in Hilbert spaces . . . . . . . .
1.2. The Heisenberg-Pauli-Weyl uncertainty principle . . . .
1.3. The Breitenberger uncertainty principle . . . . . . . . .
1.4. Uncertainty principles for weighted L2 -spaces . . . . . .
1.4.1. The compact case . . . . . . . . . . . . . . . . .
1.4.2. The compact case with zero boundary condition
1.4.3. The non-compact case . . . . . . . . . . . . . .
1.5. Uncertainty principles for orthogonal expansions . . . .
1.5.1. Uncertainty principles for Jacobi expansions . .
1.5.2. Uncertainty principles for Laguerre expansions .
1.6. Remarks and References . . . . . . . . . . . . . . . . .
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93
94
101
"Aber an der scharfen Formulierung des Kausalgesetzes: Wenn wir die Gegenwart genau kennen, knnen
wir die Zukunft berechnen, ist nicht der Nachsatz,
sondern die Voraussetzung falsch. Wir knnen die
Gegenwart in allen Bestimmungsstcken prinzipiell
nicht kennenlernen. Deshalb ist alles Wahrnehmen
eine Auswahl aus einer Flle von Mglichkeiten und
eine Beschrnkung des zuknftig Mglichen."
Introduction
In his famous work "ber den anschaulichen Inhalt der quantentheoretischen Kinematik
und Mechanik" (1927, [33]), Heisenberg revealed one of the fundamental principles of
quantum mechanics, the uncertainty principle. This principle states that the values of
two conjugate observables such as the position and the momentum of a quantum state f
can not both be precisely determined at the same time. In particular, the more precisely
one of the two properties is known, the less accurate the other variable can be measured.
The most common way to describe the uncertainty principle mathematically is due to the
following classical inequality, referred to as Heisenberg-Pauli-Weyl inequality (cf. [20]):
If f L2 (R) and kf k = 1, then
Z
(t t0 ) |f (t)| dt
1
|f 0 (t) 2i0 f (t)|2 dt ,
4
R
t0 , 0 R.
(I.1)
|f (t)|
Z
dt
2
(t)f (t)dt dt
Introduction
and introduces a mean value (f ) by
(f ) =
then it is possible to prove (cf. [6], [63], [68]) the following uncertainty principle:
1
(1 |(f )|2 ) varF (f ) |(f )|2 .
4
(I.2)
Introduction
The proofs of the uncertainty principles are based on the following three ideas: First, one
uses the exponential map and geodesic polar coordinates on the Riemannian manifold M
to get an isometric isomorphism between the Hilbert space L2 (M ) and a weighted L2 space on a cylindrical domain. Then, a symmetric extension of this weighted L2 -space is
constructed and, thereon, an appropriate Dunkl operator is defined. Finally, this Dunkl
operator together with a properly defined position operator and the commutator of these
two operators is used to derive the uncertainty inequality. If M is diffeomorphic to the
Euclidean space, then this proof leads to sharp uncertainty inequalities, where equality
is attained for Gaussian-type functions on M . On the other side, if M is compact, then
the obtained uncertainty inequality is asymptotically sharp (see Proposition 2.58).
Beside the uncertainty inequalities derived in this thesis, there exist a lot of uncertainty
principles that are based on different approaches. In particular, we want to mention
the articles [11, 72] of Ricci et al. and the article [56] of Martini in which uncertainty
principles for general measure spaces have been worked out and that can be used also for
Riemannian manifolds. As excellent summaries for a variety of well-known uncertainty
principles, we refer also to the survey article [20] and the book [32] of Havin and Jricke.
The main advantages of the utilized operator theoretic approach in this thesis are the
sharpness of the resulting uncertainty principle and the availability of explicit expressions varS (f ) and varF (f ) for the position variance and the frequency variance of the
function f . This turns the uncertainty principles developed in Chapter 1 and Chapter 2
into interesting auxiliary tools for space-frequency analysis. The variances varS (f ) and
varF (f ) provide a good measure on how well a function f is localized in the space and the
frequency domain and give substantial information on the space-frequency properties of
possible wavelets and frames. For the classical case M = Rd , there exists a broad theory
on this subject and we refer to the monograph [29] as a fine introduction. Also on the
unit circle, the Breitenberger uncertainty principle (I.2) provides a remarkable tool to
study the space-frequency localization of trigonometric wavelets (cf. [63], [69] and [78])
or to construct optimally space localized trigonometric polynomials (see the article [71]
of Rauhut). Similarly, a related formula for the position variance on the unit sphere Sd
can be used to determine space optimal spherical harmonics (see the work [48] of Lan
Fernndez).
The objective of the last chapter in this thesis is to make use of the above mentioned
advantages and to utilize the uncertainty principles developed in Chapter 1 and 2 for
space-frequency analysis. We will present a few scenarios in which these uncertainty
principles can be used to analyze the space-frequency behavior of particular polynomial
kernels and to construct polynomials that are optimally localized in space with respect to
the position variance. In particular, the theory of optimally space localized polynomials
on the unit circle and on the unit sphere is extended to the more general setting of Jacobi
expansions and compact two-point homogeneous spaces. These results are also related
to the works of Filbir, Mhaskar and Prestin [17] and Petrushev and Xu [66] in which
exponentially and sub-exponentially localized polynomials are constructed. Further, we
Introduction
will discuss the space-frequency behavior of the Christoffel-Darboux kernel which plays
an important role in the theory of polynomial approximation, in particular on compact
two-point homogeneous spaces (see the article [53] of Levesley and Ragozin). Finally, we
will consider the de La Valle Poussin kernel as an example of a polynomial kernel for
which the uncertainty product tends to the optimal lower bound.
Introduction
Pauli-Weyl inequality. As an example, we will treat the hyperbolic space (Section
2.6.4).
In the third case, an important statement of Theorem 2.54 is the sharpness of the resulting uncertainty inequality. The proof that the uncertainty principle for compact
Riemannian manifolds and the uncertainty principle for compact star-shaped domains
are also asymptotically sharp, can be found in Section 2.5. Finally, in Section 2.7, we
will investigate how information on the curvature of the Riemannian manifold M can
be used to simplify the derived uncertainty inequalities. In particular, depending on
the curvature, we will find easier to handle lower estimates of the original uncertainty
inequalities. The main part of Chapter 2 is already published and can be found in the
article [15].
In Chapter 3, we will use the uncertainty principle for Jacobi expansions on [0, ] and
the related uncertainty principle for compact two-point homogeneous spaces, i.e., the
uncertainty principle for the spheres and the projective spaces developed in Section 2.6.1
and 2.6.2, to construct optimally space localized polynomials. In particular, we will determine those elements of a finite-dimensional polynomial subspace that minimize the
position variance of the respective uncertainty principle.
In Section 3.1, we will develop a simple theory to determine the optimally space localized polynomials for Jacobi expansions on [0, ] (Theorem 3.6). Using a generalized
Christoffel-Darboux formula, we can state these optimal polynomials explicitly (Corollary 3.10). Further, we will compare the space-frequency localization of the optimally
space localized polynomials with the space-frequency behavior of other well known polynomial kernels like the Christoffel-Darboux kernel and the de La Valle Poussin kernel. It
turns out that the uncertainty product of the Christoffel-Darboux kernel tends linearly to
infinity as the order n of the polynomial kernel tends to infinity (Theorem 3.15), whereas
the uncertainty product of the de La Valle Poussin kernel tends to the optimal lower
bound of the uncertainty principle (Theorem 3.16).
Section 3.2 contains some intermediate results to describe the behavior of the extremal
zeros of associated Jacobi polynomials if one of the involved parameters is changing. In
the final Section 3.3, these intermediate results are used to determine optimally space
localized polynomials on compact two-point homogeneous spaces.
In Chapter A of the appendix, we give a short introduction into the general theory of Riemannian manifolds including the concepts of geodesics, the exponential map, curvature
and integration on manifolds. In the second appendix Chapter B, there is a recapitulation of some basic facts concerning function spaces, the Stone-Weierstrass Theorem and
operators in Hilbert spaces.
Introduction
Acknowledgements
First of all, I sincerely thank to my advisors Prof. Rupert Lasser and Frank Filbir for
their excellent support and backing during my studies in Munich. In his lectures on
functional analysis and operator theory, Prof. Lasser taught me most of the basics I
needed for this thesis. Many discussions with Frank on time-frequency analysis and
polynomial approximation had a strong influence on main parts of this thesis. Moreover,
the collaboration with Frank led to the joint article [16].
Many thanks go also to Ferenc Tokos with whom I developed the results of Section
3.2 and to Josef Obermaier who helped me in a lot of questions concerning orthogonal
polynomials.
Further, I am very grateful to all colleagues and friends at the Institute of Biomathematics
and Biometry at the Helmholtz Center Munich and at the Centre for Mathematical
Sciences at the Munich University of Technology (TUM). In particular, I would like to
thank all members of the Graduate Program Applied Algorithmic Mathematics.
Finally, my special thanks go to Thomas Mrz, Eva Perreiter and Andreas Weinmann.
Introduction
UP for Jacobi
expansions
Corollary 1.34
Breitenberger
UP
Theorem 1.7
UP in
Hilbert
spaces
Theorem 1.2
Theorem 1.4
UP for spheres
Corollary 2.60
UP for compact
Riemannian
manifolds
UP for
L2 ([0, ], w)
UP for
L2 (Zd , W )
Theorem 1.19
Theorem 2.10
UP for
L2 ([0, ], w) and
zero boundary
UP for
L2 (Zd , W ) and
zero boundary
UP for compact
star-shaped
domains
Theorem 1.24
Theorem 2.14
Theorem 2.51
UP for
2
L ([0, ), w)
UP for
2
d ,W)
L (Z
Theorem 1.32
Theorem 2.21
UP for manifolds
diffeomorphic
to Rd
Theorem 2.41
Theorem 2.54
HeisenbergPauli-Weyl UP
UP for Laguerre
expansions
Theorem 1.5
Corollary 1.37
Corollary 2.63
Figure 1: The main Theorems of Chapter 1 and 2. The parts highlighted in red are new
in this thesis. UP = uncertainty principle.
"The uncertainty principle "protects" quantum mechanics. Heisenberg recognized that if it were possible to measure the momentum
and the position simultaneously with a greater accuracy, the quantum mechanics would collapse. So he proposed that it must be
impossible. Then people sat down and tried to figure out ways
of doing it, and nobody could figure out a way to measure the
position and the momentum of anything - a screen, an electron, a
billiard ball, anything - with any greater accuracy."
R.P. Feynman, R.B. Leighton and M. Sands, The Feynman
Lectures on Physics III: Quantum Mechanics, Addison Wesley
Publishing Company, 1965, p. 1-11
(1.1)
(1.2)
(1.3)
for all unit vectors v D([A, B]) and a, b R. Equality holds if and only if (A a)v
and (B b)v are purely imaginary scalar multiplies of one another.
It is not always the case that the considered operators A and B are self-adjoint, for
instance, when it is not possible to find a self-adjoint extension of a symmetric operator.
Analyzing the proof of Theorem 1.34 in [19], one can see that the symmetry of the
operators A and B suffices to prove the uncertainty principle. So, we get the following
generalization (cf. [79, Theorem 3.3]):
Theorem 1.2.
If A and B are symmetric operators on H, then
1
k(A a)vk k(B b)vk |h[A, B]v, vi|
2
(1.4)
for all unit vectors v D([A, B]) and a, b R. Equality holds if and only if (A a)v
and (B b)v are purely imaginary scalar multiplies of one another.
Proof. For a, b R and v D([A, B]), we have
[(A a), (B b)]v = ABv BAv = [A, B]v.
Now, the symmetry of the operators A and B implies
h[A, B]v, vi = h(A a)(B b)v (B b)(A a)v, vi
= h(B b)v, (A a)vi h(A a)v, (B b)vi
= 2i Im(h(B b)v, (A a)vi).
10
Remark 1.3. The proof of inequality (1.4) is quite simple, but there are some subtleties
hidden in the statement of Theorem 1.2. In fact, there are examples where the domain
D([A, B]) of the commutator gets very small or consists only of the zero vector. Moreover,
the commutator [A, B] is in general not closed and one can show that inequality (1.4)
does usually not hold for vectors v D([A, B]), where [A, B] denotes the closure of the
operator [A, B]. For the detailed investigation of these counterexamples, we refer to [20].
Altogether, we can conclude that, when using this kind of uncertainty inequality, one has
to keep a close watch at the domain D([A, B]) of the commutator.
Now, one may ask for which choices of a and b the left hand sides of inequalities (1.3) and
(1.4) are minimized. The answer is given by the Hilbert Projection Theorem. Namely,
for Av H the point v0 span{v} with minimal distance to Av is exactly the orthogonal
projection of Av on the one-dimensional linear subspace spanned by v, i.e. v0 = hAv, viv.
Therefore, if we take the variances
varA (v) = k(A A (v))vk2 = min k(A a)vk2 ,
(1.5)
(1.6)
aR
bR
(1.7)
Another interesting situation emerges when one of the two operators A or B is normal
on H, but not necessarily symmetric or self-adjoint. Also in this case, it is possible to
formulate an uncertainty principle like (1.4) (cf. [79, Theorem 5.1]).
Theorem 1.4.
If B is symmetric and A is a normal operator on the Hilbert space H, then
1
k(A a)vk k(B b)vk |h[A, B]v, vi|
2
(1.8)
for all unit vectors v D([A, B]) and a C, b R. Equality holds if and only if
a
(B b)v = (A a)v = (A
)v
for a complex scalar C.
11
|h(B b)v, (A a
)vi| + |h(A a)v, (B b)vi|
()
(B b)v = 1 (A a)v,
1 , 2 C.
tf (t)g(t)dt =
ZR
f (t)tg(t)dt f, g D(A),
RZ
if 0 (t)g(t)dt =
12
F(f )() :=
f (t)e2it dt,
F 1 (g)(t) :=
g()e2it d,
0 :=
|F(f )()|2 d.
Then,
1
ktf k2 |htf, f i|2 kf 0 k2 |hf 0 , f i|2 ,
4
(1.9)
or equivalently
Z
(t t0 )2 |f (t)|2 dt
( 0 )2 |F(f )()|2 d
1
.
16 2
(1.10)
Equality is attained if and only if f (t) = Ce2i0 t e(tt0 ) for C C and > 0.
Proof. We adopt Theorem 1.2 to the Hilbert space L2 (R), the unit vector v = f and
the position and momentum operators A and B defined above. The domain of the
commutator D([A, B]) consists precisely of the functions f ACloc (R) with tf, f 0 , tf 0
L2 (R). Moreover, for the values a and b, we take
a = A (f ) =
b = B (f ) = i
t|f (t)|2 dt = t0 ,
R
Z
f 0 (t)f (t)dt.
Since [A, B]f = if , inequality (1.9) follows directly from inequality (1.4). Further, due
to F(if 0 )() = 2F(f )() and the Parseval identity, we get
B (f ) = i
Z
R
f 0 (t)f (t)dt = 2
|F(f )()|2 d = 20
and hence
varB (f ) = kif 0 B (f )f k2 = 4 2
( 0 )2 |F(f )|2 d.
13
f (t)g(t)dt
(1.11)
(1.12)
(1.13)
The set AC2 denotes the space of all absolutely continuous 2-periodic functions on
[, ]. For the details on absolutely continuous functions, we refer again to Section B.1.
If we consider f as a L2 -density distribution on the complex unit circle, the operator A
determines the angular position of the density f . In particular, the expectation value of
the operator A,
Z
(f ) := A (f ) =
eit |f (t)|2 dt,
(1.14)
can be interpreted as the center of mass (or mean value) of f in the complex plane.
Further, the operator A is a unitary operator on L2 ([, ]). On the other hand, the
operator B gives the angular momentum of the density f . For two absolutely continuous
functions f, g AC2 , integration by parts yields
Z
14
if (t)g(t)dt =
f (t)ig 0 (t)dt.
d it
(e f ) = eit f = Af,
dt
where f D([A, B]) = D(B). Now, it is possible to prove the following uncertainty
principle (cf. [6], [63], [68]):
Theorem 1.6.
Let f AC2 L2 ([, ]) with f 0 L2 ([, ]) and kf k = 1, then
1
(1 |(f )|2 ) kf 0 k2 |hf 0 , f i|2 |(f )|2 .
4
(1.15)
1 ,
2
is a normalized
Proof. We adopt Theorem 1.4 to the Hilbert space L2 ([, ]) with the unitary operator
A and the symmetric operator B as defined in (1.12) and (1.13). For A (f ) = (f ) and
B (f ) = hif 0 , f i, we get
varA (f ) = k(A A (f ))f k2 = 1 |(f )|2 ,
varB (f ) = k(B B (f ))f k2 = kf 0 k2 |hf 0 , f i|2 .
The commutator of A and B is given by [A, B]f = ieit f 0 i dtd (eit f ). Hence,
n
it (f ) (f
) = 2f (t) Re(eit ) Re((f )) = 0.
f (t) eit + e
This condition can only be satisfied if f = 0 or if = 0. In the latter case, we get
the equation if 0 B (f )f = 0. The solutions of this differential equation in D(B) are
precisely the monomials f (t) = Ceikt , where |C| = 12 and B (f ) = k, k Z.
2
Motivated by Theorem 1.6, one defines
varS (f ) :=
1 |(f )|2
|(f )|2
(1.16)
15
(f )
1|(f )|2
|(f )|2
|(f )|
1 |(f )|2
1
Re
Figure 2: Geometric interpretation of the angular variance varS (f ) on the complex unit
circle T. The function f is chosen such that (f ) = 56 i and varS (f ) = 11
.
25
(1.17)
as the angular momentum (or frequency) variance of f . Clearly, the definition of varS (f )
makes only sense if (f ) 6= 0. If (f ) = 0, we call the function f nowhere localized and set
varS (f ) = . Examples of nowhere localized 2-periodic functions are the monomials
1 eikt , k Z. Now, by Theorem 1.6, we get
2
Corollary 1.7 (Breitenberger uncertainty principle).
If f AC2 L2 ([, ]) such that f 0 L2 ([, ]), kf k = 1 and (f ) 6= 0, then
1 |(f )|2
1
(kf 0 k2 |hf 0 , f i|2 ) > .
2
|(f )|
4
(1.18)
Remark 1.8. In [68], Prestin and Quak showed that the constant 41 on the right hand
side of inequality (1.18) is optimal. An alternative proof for this optimality that works
in a more general setting will be given in Proposition 2.58.
16
(i)
(ii)
(iii)
(1.19)
(1.20)
(1.21)
The symbol AC([0, ]) denotes the space of absolutely continuous functions f on the
interval [0, ]. For a short introduction into the notion of absolute continuity, we refer
again to Section B.1 of the appendix. Further, the condition (1.20) ensures that w is
0
strictly positive in the interior (0, ) and property (1.21) guarantees that the fraction ww
is not decreasing too rapidly at the possible singularity points at t = 0 and t = .
Example 1.10. Consider on [0, ] the weight function w (t) = sin2+1 t, 1/2.
Then, the properties (1.19) and (1.20) are evidently satisfied. Further,
t(
w0 (t)
cos t
t) = t( t)(2 + 1)
(2 + 1).
w (t)
sin t
Therefore, also (1.21) is satisfied. The measure w (t)dt corresponds to the orthogonality
(,)
(cos t) on [0, ] (see Section 1.5.1).
measure of the ultraspherical polynomials Pl
Definition 1.11. For an admissible weight function w on [0, ], we denote by L2 ([0, ], w)
the Hilbert space of weighted square integrable functions on [0, ] with the inner product
hf, giw :=
f (t)g(t)w(t)dt
(1.22)
Z
0
f (t)g (t)w(t)dt +
f (t)g(t)w0 (t)dt.
17
hf, giw :=
f (t)g(t)w(t)dt.
(1.24)
for a.e. t [, ].
L2e ([, ], w)
:= g L2 ([, ], w)
: g = g .
(1.25)
The notion "for a.e. t [, ]" in Definition 1.13 means that the statement holds for all
t [, ] except a set of Lebesgue measure zero. On L2 ([0, ], w) and L2 ([, ], w),
we can introduce the even extension operator e and the restriction operator r as
e : L2 ([0, ], w) L2 ([, ], w),
2
2
r : L ([, ], w)
L ([0, ], w),
(1.26)
(1.27)
Then, the operators e and r constitute isometric isomorphisms between L2 ([0, ], w) and
the space of even functions L2e ([, ], w).
Since w AC([0, ]), its symmetrically extended function w AC2 is absolutely continuous and 2-periodic. In particular, its Radon-Nikodym derivative, denoted as
w 0 =
is an element of L1 ([, ]).
18
dw
,
dt
(1.28)
Further, we have
Z 0
w
(t) P(t) P(t) 2
w(t)dt
2
w(t)
n
Z
w 0 (t) 2 X
cl cl sin(lt) 2
t( 2 t2 )
=
w(t)dt
w(t)
l=1
2
t( 2 t2 )
2
t(
n
sin(lt)
2
w0
2 X
.
t)
|cl cl |
w l=1
t( t)
w
w
0 PP
w
2
sin(lt)
t(t)
L2 ([0, ], w), we
L2 ([, ], w).
Whereas the differential operator dtd is in general not symmetric on L2 ([0, ], w), we
can now show that the Dunkl operator iT is symmetric on the extended Hilbert space
L2 ([, ], w).
Precisely this Dunkl operator will be used afterwards to determine an
uncertainty principle for functions in L2 ([0, ], w).
Lemma 1.16.
The operator iT is symmetric and densely defined on L2 ([, ], w).
Moreover, if w is
strictly positive on the whole interval [, ], then iT is self-adjoint.
Proof. By the Stone-Weierstrass Theorem B.1, the trigonometric polynomials form a
dense subspace of C2 , and thus also a dense subspace of L2 ([, ], w).
Hence, by
2
Remark 1.15, also D(T ) is a dense subset of L ([, ], w).
To prove the symmetry of iT , we follow in principle the proof of [73, Lemma 3.1]. For
two absolutely continuous functions, integration by parts is well defined (see equation
(B.4) in the appendix). So, for f, g D(T ), we get
Z
Z
d
0
=
f (t)
g(t)w(t)
dt
f (t)g(t)w(t)dt
dt
!
Z
0
w
(t)
=
f (t) g 0 (t) + g(t)
w(t)dt.
w(t)
19
(iT f )(t)g(t)w(t)dt
=i
+i
=i
=i
w 0 (t)
0
f (t)g (t) + f (t)g(t)
w(t)dt
w(t)
f (t) f (t)
w 0 (t)
g(t)
w(t)dt
2
w(t)
!
f (t) + f (t)
w 0 (t)
0
f (t)g (t) +
g(t)
w(t)dt
2
w(t)
f (t)(iT g)(t)w(t)dt.
Z t
f ( ) f ( )
1 Z t f ( ) + f ( )
w(
)d +
d.
w(t)
2
2
(1.31)
Since f L2 ([, ], w)
L1 ([, ]), F is well defined and absolutely continuous on
[, ] by the fundamental theorem of calculus for the Lebesgue integral. Moreover, we
get for a.e. t [, ]
f (t) + f (t)
w 0 (t) Z t f ( ) + f ( )
w(
)d
T F (t) =
2
w(t)
2
2
w 0 (t) Z t f ( ) + f ( )
f (t) f (t)
+
w(
)d +
= f (t),
2
w(t)
2
2
and for F ()
1 Z f ( ) + f ( )
1
f + f
F () =
w(
)d =
,1
w()
2
w()
T g + T g
1
g + g
1
=
,1 =
, T 1 = 0.
w()
2
w()
2
w
Hence, F is 2-periodic and, in particular, an element of D(T ). Now, using the symmetry
of the operator T , we get for all D(T )
hT , giw = h, T giw = h, f iw = h, T F iw = hT , F iw .
20
(1.32)
Example 1.17. Consider the weight function w(t) = t4 on [0, ]. Then, the Dunkl operator
on L2 ([, ], w)
attains the form
T g(t) =
g(t) g(t)
dg
(t) + 2
.
dt
t
!
Z
2
dg
3
+ (g(t) g(t)) |t| dt
dt
t
Z
Z
2
(g(t)
+
2g(t))
sign(t)|t|
dt
|g(t)||t|2 dt 6kgkw .
Hence, the functional hT g, hiw is continuous on D(T ). This implies that h is an element
of D(T ) and that D(T ) ( D(T ). So, if the weight function w is not strictly positive on
the whole interval [0, ], the operator iT is in general not self-adjoint.
Using Theorem 1.4 and the Dunkl operator T , we can deduce an uncertainty principle
for functions in the extended Hilbert space L2 ([, ], w).
We fix a function h D(T )
) by
and define two operators A and B on L2 (X d , W
Ag = hg,
Bg = iT g,
D(B) = D(T ).
(1.33)
(1.34)
|hhg, giw |2
kgkw
1
kg 0 k2w |hg T h, giw |.
4
(1.35)
Proof. We consider the operators A and B defined in (1.33) and (1.34). For an even
function g D(T ), the derivative T g = g 0 is odd. Thus, hBg, giw = hig 0 , giw = 0 and
21
(1.36)
Inequality (1.35) now follows from inequality (1.8) with a = hhg, giw , b = hBg, giw = 0
and formula (1.36) for the commutator.
2
Theorem 1.18 gives a natural way to formulate an uncertainty principle for the initial
Hilbert space L2 ([0, ], w). Namely, if f L2 ([0, ], w), we can take the even extension
e(f ) L2e ([, ], w)
and then use inequality (1.35). A common choice for the multiplier
h in the definition (1.33) of the operator A is the 2-periodic function h(t) = eit (see [27,
(2.13)], [73, Theorem 2.2] and [79, Theorem 9.2.]). With this particular choice for the
multiplier h, we get
Theorem 1.19.
Assume that the weight function w satisfies Assumption 1.9. Let f L2 ([0, ], w)
AC([0, ]) with f 0 L2 ([0, ], w) and normalized such that kf kw = 1. Then, the following
uncertainty principle holds:
1
Z
2 !
1 Z
4 0
kf 0 k2w
0
2
dt .
(1.37)
it
Z
iT h(t) =
22
w 0 (t)
e
sin t ,
w(t)
it
2
ke(f )0 kw = kf 0 kw ,
for a.e. t [, ].
w
0
w
Z
eit
Z
w 0 (t)
sin t |e(f )(t)|2 w(t)dt
w(t)
Hence, inequality (1.37) holds. Due to Theorem 1.8, equality in (1.35) is attained if and
only if (note that a = heit e(f ), e(f )iw and b = 0)
it a
ie(f )0 = (eit a)f = (e
)f,
C.
it a
a = 2f (t) Re(eit ) Re(a) = 0,
f (t) e + e
it
t [, ].
(1.38)
Moreover, we denote the integral term on the right hand side of (1.37) as
(f ) := h(iT eit )e(f ), e(f )iw =
Z
(1.39)
(1.40)
(1.41)
The values varS (f ) and varF (f ) are called the position and the frequency variance of f ,
respectively.
Corollary 1.21.
Let w satisfy Assumption 1.9 and let f L2 ([0, ], w) AC([0, ]) with f 0 L2 ([0, ], w),
kf kw = 1 and (f ) 6= 0. Then, the following uncertainty principle holds:
1
varS (f ) varF (f ) > .
4
(1.42)
23
(f ) = |C|
Hence, there exists no function f with f L2 ([0, ], w) AC([0, ]), f 0 L2 ([0, ], w),
kf kw = 1 and (f ) 6= 0 for which equality holds in (1.42).
2
1.4.2. The compact case with zero boundary condition
In Theorem 1.18, the multiplier h has to be an element of the domain D(T ) in order
that the commutator [A, B] is well defined for functions in D(T ). This is certainly the
case if h is given by h(t) = eit , but not if we choose, for instance, h(t) = t, t [, ].
However, the option h(t) = t is possible, if we restrict the domain of the Dunkl operator
T to functions g AC([, ]) satisfying the boundary condition g() = g() = 0.
Definition 1.22. Consider the Hilbert space L2 ([0, ], w) and the extension
L2 ([, ], w)
as in Definition 1.12. Then, we restrict the Dunkl operator T defined
0
g
to the smaller domain
in (1.29) by T g = g 0 + ww g
2
D0 (T ) := g AC2 : g() = 0,
dg w 0 g g w 0
,
, t g L2 ([, ], w)
.
dt w 2
w
(1.43)
M := h AC([, ]) L2 ([, ], w)
:
( 2 t2 )
dh
L2 ([, ], w),
dt
w 0 h h
L2 ([, ], w)
.
w 2
(1.44)
Note that the functions h M are not supposed to fulfill the periodicity condition
0
w
0 hh
2
in the domain D(T ). Now, similar to Theorem 1.18,
condition w 2 L ([, ], w)
we get the following result for even functions in D0 (T ):
24
|hhg, giw |2
kgkw
kg 0 k2w
1
|hhT g T (hg), giw | .
4
(1.45)
g
2
g + g w 0 g g h + h
2
w
0 h h
h
=
+
2
w 2
2
w 2
2
w
w
g + g
2
w 0 g g
2
2
w 0 h h
2
+
khk
( t + |t|)
w 2
2
w
w 2
w
0
2
0
2
2
w
w
0 h h
g g
2
2 w
kgk +
t g
khk +
khk .
( t )
w 2
w
w w
w 2
w
kf 0 k2w
Z
2
1
tw0 (t)|f (t)|2 dt .
> 1 +
4
0
(1.46)
Proof. We proceed as in the proof of Theorem 1.19. If f AC([0, ]) with f 0 L2 ([0, ]),
0
zero boundary condition f () = 0 and t ww f L2 ([0, ], w), then e(f ) D0 (T ). Now,
inserting g = e(f ) and h(t) = t in inequality (1.45), we get
khe(f )k2w = kte(f )k2w = ktf k2w ,
hhe(f ), e(f )iw = hte(f ), e(f )iw = 0,
ke(f )0 kw = kf 0 kw ,
(T (he(f )) hT e(f )) (t) = e(f )(t) +
w 0 (t)
te(f )(t),
w(t)
for a.e. t [, ].
25
w
0
w
Z
=1+
w 0 (t)
1+
t |e(f )(t)|2 w(t)dt
w(t)
t [, ], R,
t2
t ww
[a,b]
L ([a, b]),
(1.47)
(1.48)
for all [a, b] [0, ).
(1.49)
Assumption 1.25 resembles Assumption 1.9 on the interval [0, ]. The conditions (1.47)
and (1.48) guarantee that w is strictly positive on (0, ) and locally absolutely contin0
uous. The property (1.49) ensures that the fraction t ww is essentially bounded on every
interval [a, b] [0, ). Further, there areR no integrability restrictions on the weight
function w and, in particular, the integral 0 w(t)dt is not supposed to be finite. This
is, for instance, the case in the Heisenberg-Pauli-Weyl principle (Theorem 1.5), where
w(t) = 1.
Example 1.26. Consider the weight function w (t) = t et , 0, on [0, ). The
conditions (1.47) and (1.48) are evidently satisfied. Further,
0
w (t)
t
w (t)
= t
1 = | t|.
Hence, also condition (1.49) is satisfied. The weight function w determines the orthogonality measure of the Laguerre polynomials (see Section 1.5.2).
26
and norm
kf k2w
:= hf, f iw .
Similar as in Definition 1.12, we can also define a symmetric extended weight function w
on the real axis R.
Definition 1.28. On R, we define the symmetric extended weight function w by
1
w(t)
:= w(|t|),
2
t R.
(1.51)
(1.52)
R
and norm
kf k2w
:= hf, f iw .
2
2
r : L (R, w)
L ([0, ), w),
(1.53)
(1.54)
The operators e and r define isometric isomorphisms between L2 ([0, ), w) and the space
of even functions
n
o
L2e (R, w)
:= g L2 (R, w)
: g = g .
Hereby, g is defined as in the compact case by g(t) = g(t) for a.e. t R.
Since w ACloc ([0, )), the even function w ACloc (R) is locally absolutely continuous
on R. Its Radon-Nikodym derivative, denoted as w 0 = ddtw , is locally integrable, i.e.,
w 0 |[a,b] L1 ([a, b]) for all intervals [a, b] R.
Definition 1.29. For a weight function w satisfying Assumption 1.25, we define on
L2 (R, w)
the Dunkl operator T by
T g :=
dg w 0 g g
+
dt
w 2
(1.55)
(1.56)
27
we can show that the C -functions with compact support in R, denoted as Cc (R), are
included in D(T ). Clearly, if g Cc (R), then g is locally absolutely continuous on R
Further, if supp(g) [K, K], K > 0, we have
and g 0 Cc (R) L2 (R, w).
Z 0
w
(t) g(t) g(t) 2
w(t)dt
2
R w(t)
Z K 0
w
(t) 2 g(t) g(t) 2
=
t
w(t)dt
w(t)
2t
w
2
g
g
t
0
2
w
t
L ([0,K])
g
2
.
2t
w
L2 (R, w),
we conclude that also
Now, as in the compact case (see Lemma 1.31), we can show that the Dunkl operator iT
is symmetric.
Lemma 1.31.
The operator iT is symmetric and densely defined on L2 (R, w).
By
Proof. The space Cc (R) of compactly supported C -functions is dense in L2 (R, w).
2
Remark 1.30, Cc (R) is a subset of D(T ). Thus, also D(T ) is a dense subset of L (R, w).
Finally, for f, g D(T ), we just have to follow the lines of the proof of Lemma 1.16 to
get the symmetry of iT .
2
On the Hilbert space L2 (R, w),
we can now define the operators A and B as
Ag(t) = tg(t),
D(A) = g L2 (R, w)
: tg L2 (R, w)
,
D(B) = D(T ).
Bg = iT g,
(1.57)
(1.58)
tf (t)g(t)w(t)dt
f (t)tg(t)w(t)dt
= hf, Agiw .
Therefore, also A is symmetric. Even more, it is possible to show (cf. [85], Example
(b), p. 318) that the operator A is self-adjoint. Now, adopting Theorem 1.2, we get the
following uncertainty principle (cf. [27, (2.20)]):
Theorem 1.32.
Suppose that w satisfies Assumption 1.25. Let f L2 ([0, ), w) ACloc ([0, )) such
0
that f 0 , tf, tf 0 , t ww f L2 ([0, ), w). Further, let f be normalized such that kf kw = 1.
Then, the following uncertainty principle holds:
ktf k2w
28
kf 0 k2w
Z
2
1
1 +
tw0 (t)|f (t)|2 dt .
4
0
(1.59)
Equality holds if and only if f = Cet , with a complex scalar C and a real constant
R such that f fulfills the requirements of the theorem.
Proof. We consider the operators A and B defined in (1.57) and (1.58) on the Hilbert
space L2 (R, w).
The commutator of A and B is given by
[A, B]g(t) = ig(t) i
w 0 (t)
tg(t),
w(t)
for a.e. t R,
),
for all functions g D(AB) D(BA). If we consider only even functions g L2e (Y d , W
we get
w 0 (t)
[A, B]g(t) = ig(t) 1 + t
, for a.e. t R.
w(t)
Next, if f ACloc ([0, )) with f 0 , tf , tf 0 and t ww f in L2 ([0, ), w), then the even
extension e(f ) lies in the domain D([A, B]) = D(AB) D(BA) of the commutator.
Hence, if we apply the symmetric operators A and B to the function e(f ), we get in
inequality (1.7):
kAe(f )k2w = kte(f )k2w = ktf k2w ,
a = hAe(f ), e(f )iw = hte(f ), e(f )iw = 0,
kBe(f )kw = ke(f )0 kw = kf 0 kw ,
b = hBe(f ), e(f )iw = hie(f )0 , e(f )iw = 0,
w 0 (t)
[A, B]e(f )(t) = ie(f )(t) 1 + t
, for a.e. t R.
w(t)
Z
w 0 (t)
2
1+
t |e(f )(t)| w(t)dt
w(t)
Z
1 +
tw0 (t)|f (t)|2 dt.
0
Due to Theorem 1.2, equality in (1.59) holds if and only if ie(f )0 = i2te(f ), where
is a real constant. The solution of this differential equation is exactly the Gaussian
2
function e(f )(t) = Cet with a complex scalar C. Restricted to the nonnegative real
half axis, this yields the assertion.
2
Remark 1.33. Theorem 1.24 in Section 1.4.2 can be considered as an intermediate result
related to Theorem 1.18 in Section 1.4.1 and also to Theorem 1.32 above. Moreover,
it is possible to prove Theorem 1.24 in two different ways. The first way, presented in
Section 1.4.2, is by restricting the domain of the Dunkl operator T to functions with
zero boundary condition. Alternatively, Theorem 1.24 can be proven by restricting the
uncertainty inequality (1.59) above to functions that have compact support in the interval
[0, ].
29
t
t
cos2+1
.
2
2
(1.60)
w (t)dt = 2++1
( + 1)( + 1)
.
( + + 2)
(1.61)
(1.62)
Pn(,) (x)
j
(1.63)
Using the coordinate change [0, ] [1, 1] : t cos t = x, we consider the polynomials
Pn(,) on the interval [0, ]. Then, the Jacobi polynomials Pn(,) satisfy the following
orthogonality relation (cf. [42, Theorem 4.1.1])
Z
0
30
m,n ,
Pm(,) (cos t)Pn(,) (cos t)w (t)dt = h(,)
n
(1.64)
1
(,) 2
kw
kPn
2++1 ( + n + 1)( + n + 1)
.
n!( + + n + 1)( + + 2n + 1)
(1.65)
(1.66)
d2
( + + 1) cos t + d
.
+
2
dt
sin t
dt
(1.67)
By Definition 1.14, the Dunkl operator T on the symmetrically extended Hilbert space
L2 ([, ], w ) is given by
T g(t) = g 0 (t) +
g D(T ).
(1.68)
(1.69)
Therefore, the operator iT can be seen as a generalized root of the second-order differential operator L and the frequency variance var
F (f ) of f can be written as
0 2
2
var
F (f ) = kf kw = kiT e(f )kw
= hL, f, f iw .
(1.70)
Z
0
(1.71)
we can deduce from Corollary 1.42 an uncertainty principle for functions in L2 ([0, ], w )
(see also [54, Corollary 2] for an alternative formulation).
Corollary 1.34 (Uncertainty principle for Jacobi expansions).
Let f AC([0, ]) L2 ([0, ], w ) with f 0 L2 ([0, ], w ), kf kw = 1 and
( ) + ( + + 2) (f ) 6= 0.
Then, the following uncertainty principle holds:
1 (f )2
( + + 2)2
0 2
kf
k
>
.
w
4
+ (f ))|2
| ++2
(1.72)
31
0
cos t w (t) + sin t w
(t) |f (t)|2 dt
Z
0
= ( ) + ( + + 2) (f ).
(1.73)
Remark 1.36. In the articles [54, Lemma 8] and [73, Proposition 3.3], it is shown that the
2
constant (++2)
on the right hand side of inequality (1.72) is optimal. An alternative
4
proof of this optimality will be given in Theorem 3.16 where we will show that for a
family Vn of polynomial kernels of order n the uncertainty product in (1.72) tends to the
optimal constant as n .
()
t
L()
m (t)Ln (t)t e dt =
( + n + 1)
m,n .
n!
(1.75)
Hence, the Laguerre polynomials are orthogonal on [0, ) with respect to the weight
function w (t) = t et . It is well-known that they form a complete orthogonal set in
the Hilbert space L2 ([0, ), w ) and satisfy the second-order differential equation [42,
(4.6.15)]
()
L L()
(1.76)
n = nLn ,
32
0
w
,
w
d2
d
+ (1 + t) .
2
dt
dt
(1.77)
= 1,
w (t)
t
t (0, ).
g(t) g(t)
sign t
,
t
2
for a.e. t R,
g D(T ).
(1.78)
Also this time, the Dunkl operator T is related to the second order differential operator
L . For functions f C 2 ([0, ) with f 0 (0) = 0, we have
h
L f = r (T |t| T )e(f ) .
(1.79)
So, in the case of the Laguerre polynomials, the operator L can be decomposed with
help of the Dunkl operator T and the multiplication operator f |t|f . Finally, as a
consequence of Theorem 1.32, we get the following uncertainty principle for functions in
L2 ([0, ), w ):
Corollary 1.37.
For 0, let f L2 ([0, ), w ) ACloc ([0, )) such that f 0 , tf, tf 0 L2 ([0, ), w ).
Further, let f be normalized such that kf kw = 1. Then, the following uncertainty
inequality holds:
ktf k2w
kf 0 k2w
Z
2
1
t|f (t)|2 w (t)dt .
1 +
4
0
(1.80)
Equality holds if and only if f (t) = Cet with a complex scalar C and a nonnegative
real value 0.
33
34
35
2
Uncertainty principles on
Riemannian manifolds
This chapter includes the main statements of this thesis. We will combine the theory
of uncertainty principles in Chapter 1 with the geometric structure of a Riemannian
manifold. First, we will extend the theory of Section 1.4 to weighted L2 -spaces on a
multi-dimensional cylindrical domain Zd . Then, this extended theory is used to develop
an uncertainty principle for square-integrable functions on arbitrary compact Riemannian
manifolds M . The main tools in this step are the exponential map expp on the tangential
space Tp M and an isometric isomorphism from L2 (M ) onto a weighted L2 -space on the
cylindrical domain Zd . In a similar way, we will prove uncertainty principles for compact
star-shaped domains M with Lipschitz continuous boundary and for manifolds which
are diffeomorphic to the Euclidean space Rd . Finally, we will show that the developed
uncertainty principles are asymptotically sharp in the case that the underlying manifold
is compact, and sharp if M is diffeomorphic to Rd .
37
(2.1)
(2.3)
(i)
(ii)
W (t, ) > 0,
W0
L (Zd ).
t( t)
W
(iii)
(2.4)
(2.5)
(2.6)
Assumption 2.1 can be seen as an extension of Assumption 1.9 onto the d-dimensional
cylinder Zd . The symbol C(Zd ) denotes the space of all continuous functions on the
compact manifold Zd . Then, the first condition (2.4) says that the weight function W is
absolutely continuous with respect to the variable t for -a.e. fixed unit vector Sd1 ,
and that the Radon-Nikodym derivative W 0 of W with respect to the variable t is an
integrable function on Zd . Hereby, the notion "for -a.e. Sd1 " means that the
statement holds for all unit vectors on Sd1 except a subset of -measure zero, where
is the standard Riemannian measure on Sd1 . The second condition (2.5) ensures that the
weight function W is strictly positive on the interior Zd \ {L Zd , R Zd } of the cylinder
0
Zd . Finally, the condition (2.6) guarantees that the fraction t( t) W
is essentially
W
d
bounded on Z . Especially the last property (2.6) will play an important role in the
upcoming definition of the Dunkl operator.
Example 2.2. Consider the weight function W : Zd R, W (t, ) := sin2+1 t, 12 .
The conditions (2.4) and (2.5) are obviously satisfied. Moreover,
t(
W0 (t, )
t)
= |(2 + 1)t( t) cot t| (2 + 1).
W (t, )
Hence, also condition (2.6) is satisfied. In Section 2.6.1, we will see that for =
weight function W is related to the exponential map on the unit sphere Sd .
38
d2
2
the
Z
S d1
(2.7)
The space L2 (Zd , W ) is well defined and complete in the topology induced by the norm
k k2W := h, iW . This follows from the general theory of Lp -spaces on measure spaces
(see Section B.1 of the appendix).
(2.8)
by
we define the extended weight function W
(t, ) := 1 W (|t|, ),
W
2
(t, ) X d .
(2.9)
Z
Sd
(t, )dtd().
f (t, )g(t, )W
(2.10)
As the cylinder Zd , also the doubled cylinder X d can be considered as a compact Riemannian manifold with boundary
L X d := {(, ) : Sd1 },
d
d1
R X := {(, ) : S
(2.11)
}.
(2.12)
) := g L2 (X d , W
) : g = g .
L2e (X d , W
(2.13)
39
(2.14)
r(g) := g|[0,]Sd1 .
(2.15)
Then, the operators e and r constitute isometric isomorphisms between the Hilbert space
) of even functions.
L2 (Zd , W ) and the subspace L2e (X d , W
By assumption (2.4), the weight function W is continuous on Zd , W (, ) is absolutely
continuous for -a.e. Sd1 and the Radon-Nikodym derivative W 0 is integrable
is continuous on X d and
on Zd . Thus, also the symmetrically extended function W
(, ) AC2 is absolutely continuous for -a.e. Sd1 . Moreover, its RadonW
0 := W , is integrable on
Nikodym derivative with respect to the variable t, denoted as W
t
the doubled cylinder X d .
Similar as in Definition 1.14, we can now introduce a differential-difference operator on
), referred to as Dunkl operator.
L2 (X d , W
Definition 2.6. For a weight function W satisfying Assumption 2.15, we define the
) by
Dunkl operator T X on the Hilbert space L2 (X d , W
0 g g
g W
+
T g :=
,
t
W 2
X
(2.16)
where C(Sd1 ) denotes a strictly positive and continuous scaling function depending
on the variable Sd1 . As a domain of T X , we define
) : g(, ) AC2
D(T ) := g L2 (X d , W
X
0 g g
g W
2
d
,
L (X , W ) .
t W
2
The function in (2.16) is an additional scaling function that allows to regulate the
dependency on the variable Sd1 in the Dunkl operator. In particular, such a scaling
function will appear later on when we deal with uncertainty principles on compact
Riemannian manifolds. The definition (2.17) of the domain D(T X ) is very similar to the
definition (1.30) in the one-dimensional case. In principle, the domain D(T X ) consists
of all functions g that are absolutely continuous for -a.e. fixed Sd1 such that the
0 g
g
2
d
Radon-Nikodym derivative g
and the fraction W
2 are elements of L (X , W ).
t
W
40
1,t
(X d )
C2
g
g
g
:= g C(X ) :
C(X d ), g(, ) = g(, ),
(, ) =
(, )
t
t
t
(2.18)
d
1,t
and show that C2
(X d ) is a subset of D(T X ). Hereby, the t in the exponent indicates that
we consider functions that are continuously differentiable with respect to the variable t.
1,t
Obviously, if g C2
(X d ), then g(, ) is absolutely continuous for all Sd1 and, since
). It remains to check that W 0 gg L2 (X d , W
). Since
X d is compact, g
L2 (X d , W
t
W 2
g
g
g
d
d1
C(X ) and g(, ) = g(, ) for all S , the function 2t(2 t2 ) is continuous
t
on X d . Thus, we get
Z
Sd1
2
Z 0
W (t, ) g(t, ) g(t, )
W (t, )dtd()
(t, )
2
W
2
2
Z
Z
0
2
2 W (t, ) g(t, ) g(t, )
=
t( t )
(t, ) 2t( 2 t2 ) W (t, )dtd()
Sd1
W
2
0
2
W
g
t( 2 t2 )
.
2
2
W d 2t( t )
L (Z )
Since the weight function W satisfies property (2.6), we conclude that the fraction
).
is in L2 (X d , W
0 g
g
W
2
W
Similar as in Lemma 1.16 for the one-dimensional setting, we can now show that the
).
Dunkl operator T X is symmetric on L2 (X d , W
Lemma 2.8.
).
The operator iT X with domain D(T X ) is symmetric and densely defined on L2 (X d , W
Proof. The set
C2 (X d ) := {g C(X d ) : g(, ) = g(, )}
) (follows, for instance, from [38, Theorem 13.21]). Hence, for
is dense in L2 (X d , W
) and > 0 there exists a gc C2 (X d ) such that kg gc k <
every g L2 (X d , W
W
1,t
Further, the space C2
(X d ) defined in (2.18) is a subalgebra of C2 (X d ) that contains
the constant functions, separates the points on X d \ L X d and is closed under complex
1,t
conjugation. To see that C2
(X d ) separates the points on X d \ L X d , we define for
sin(tt1 )
p = (t1 , 1 ), q = (t2 , 2 ) X d \ L X d , t1 t2 6= {0, }, the function s1 (t, ) = sin(t
.
2 t1 )
1,t
Then, s1 C2 (X d ) and s1 (p) = 0, s1 (q) = 1. If t1 t2 = , we define s2 (t, ) =
1,t
cos(tt1 )+1
. Then, also s2 C2
(X d ) and s2 (p) = 0, s2 (q) = 1. If t1 = t2 , 1 6= 2 , we
2
41
The answer to the ultimate question of life, the universe, and everything is ...
take as separating function s3 (t, ) = r(), where r is a continuous function on Sd1 with
r(1 ) = 0 and r(2 ) = 1.
1,t
Hence, by the Stone-Weierstrass Theorem B.1, C2
(X d ) is dense in C2 (X d ) and for
1,t
d
d
every gc C2 (X ) there exists a g1 C2 (X ) such that kgc g1 k < . Moreover, by
Remark 2.7, the function g1 is an element of D(T X ). In total, we get
kg g1 kW kg gc kW + kgc g1 kW
< + kgc g1 k
Z
S d1
).
Thus, D(T X ) is a dense subset of L2 (X d , W
X
To check the symmetry of iT , we essentially follow the lines of the proof of Lemma
1.16. For f, g D(T X ), using integration by parts with respect to the variable t, we get
the identity
Z
Z
Sd1
Z
Z
f
(t, ) dtd()
(t, )g(t, )W (t, )dtd() =
f (t, )
g(t, )W
d1
t
t
S
Z
Z
0 (t, )
g
W
(t, )dtd().
f (t, )
=
(t, ) + g(t, )
W
t
Sd1
W (t, )
Z
Sd1
(t, )dtd()
(iT X f )(t, )g(t, )W
0 (t, )
W
g
(t, )dtd()
() f (t, ) (t, ) + f (t, )g(t, )
= i
W
t
Sd1
W (t, )
Z
Z
0 (t, )
f (t, ) f (t, )
W
(t, )dtd()
()
W
+i
g(t, )
2
Sd1
W (t, )
Z
Z
0 (t, )
f (t, ) + f (t, )
g
W
(t, )dtd()
() f (t, ) (t, ) +
= i
g(t, )
W
t
2
Sd1
W (t, )
Z
Z
0 (t, )
g
g(t, ) g(t, ) W
Z
Sd1
(t, )dtd().
f (t, )(iT X g)(t, )W
) by
Now, we fix a multiplier h D(T X ) and define two operators A and B on L2 (X d , W
Ag := hg,
X
Bg := iT g,
),
D(A) = L2 (X d , W
X
D(B) = D(T ).
(2.19)
(2.20)
). The
The multiplication operator A is a normal and bounded operator on L2 (X d , W
differential-difference operator B is symmetric due to Lemma 1.16. For these two operators, Theorem 1.4 implies
42
khgk2W
1
|hhg, giW |2
g
2
X
2
| .
|hg T h, giW
kgkW
t W
4
(2.21)
) D(T X ), we have
Proof. For an even function g L2e (X d , W
g
(t, ) for a.e. (t, ) X d .
t
X
In particular, the function T g satisfies T X g(t, ) = T X g(t, ) for a.e. (t, ) X d ,
implying that hBg, giW = hiT X g, giW = 0.
The commutator [A, B] of A and B acting on functions g D(AB) D(BA) = D(T X )
is given by
T X g(t, ) = ()
(2.22)
Now, inserting the values a = hhg, giW , b = hiT X g, giW = 0 and identity (2.22) for the
commutator [A, B] in inequality (1.8), we get inequality (2.21).
2
An inequality for the initial Hilbert space L2 (Zd , W ) can now be formulated by extending
) and using Theorem 2.9. In
functions symmetrically onto the Hilbert space L2 (X d , W
particular, for the subset
D( t
; Zd )
(2.23)
we get
Theorem 2.10.
Suppose that C(Sd1 ) is a strictly positive scaling function on Sd1 and that the weight
Z
Sd1
cos t |f (t, )|
2 !
f
2
W (t, )dtd()
(2.24)
Z
2
1 Z
0
2
.
()
cos
t
W
(t,
)
+
sin
t
W
(t,
)
|f
(t,
)|
dtd()
4 Sd1 0
43
Proof. If f D( t
; Zd ), then e(f )(, ) AC2 for -a.e. Sd1 , k e(f
kW = k f
k
t
t W
X
and e(f ) = e(f ). Hence, the even extension e(f ) D(T ) is an element of the domain of
the Dunkl operator T X . Now, we adopt inequality (2.21) to prove (2.24). As a multiplier
function h in the definition (2.19) of the operator A, we choose
h(t, ) = eit ,
(t, ) X d .
e(f )
t
W
Z
Sd1
2
,
t W
0 (t, )
W
X
it
iT h(t, ) = () e
sin t
for a.e. (t, ) X d .
W (t, )
Further, since sin t and
X
0
W
Sd1
0 (t, )
W
(t, )dtd()
() e
sin t |e(f )(t, )|2 W
W (t, )
Z
Z
Sd1
it
e(f )
it a
= (eit a)e(f ) = (e
)e(f ),
t
C.
it a
a = 2e(f )(t, ) Re(eit ) Re(a) = 0
e(f )(t, ) eit + e
for -a.e. Sd1 . This condition can only be satisfied if e(f ) = 0 or if = 0. In
)
the latter case we get i e(f
= 0 for -a.e. Sd1 . Hence, e(f )(t, ) = C for -a.e.
t
Sd1 and, in particular, the function f does not depend on the variable t.
2
Inequality (2.24) can evidently be seen as a multi-dimensional version of the uncertainty
principle (1.37) originally shown by Goh and Goodman in [27]. In both cases, the theory
and the techniques are conceptually the same. The difference lies in the fact that in
the higher-dimensional case above the weight function W and the Dunkl operator T X
additionally depend on a variable Sd1 .
44
T X g(t, ) =
Z
Sd1
(1 + )2
Z
Sd1
2 !
f
2
W (t, )dtd()
Z
0
2
0 g
g
X
X
restrict the Dunkl operator T defined in (2.16) by T g = ( g
+W
2 ) to the smaller
t
W
domain
g
,
t
0 g g W
0
W
2
d
2 , tW
g L (X , W ) .
W
(2.25)
Since D0 (T X ) D(T X ), Lemma 2.8 implies that the operator iT X is also symmetric
on the smaller domain D0 (T X ). Put in another way, the operator iT X on D(T X ) is a
symmetric extension of iT X |D0 (T X ) .
), we consider now the operator A defined by Ag = hg and the operator
On L2 (X d , W
X
B = iT defined on the restricted domain D0 (T X ). In the following, we will show that
the commutator [A, B] is well defined for functions in D0 (T X ) if the multiplier function
h is an element of
0
h
2
d
2
2 W hh
2
d
L (X , W ), ( t )
, L (X , W ) .
t
W 2
(2.26)
45
0 hh
) is weaker than the condition W 0 gg L2 (X d , W
)
condition ( 2 t2 ) W
L2 (X d , W
2
W
W 2
in the domain D(T ). Similar to Theorem 2.9, we get the following result for even functions
in the restricted domain D0 (T X ).
Theorem 2.13.
) D0 (T X ) and a fixed multiplier h MX the
For an even function g L2e (X d , W
following inequality holds:
khgk2W
|hhg, giW |2
g
2
1
(2.27)
(t,
)
holds
for
a.e.
(t,
)
Xd
for a.e. (t, ) X d . Further, the fact that g
t
t
implies that hBg, giW = 0.
For the product hg of g D0 (T X ) and h MX , we have hg(, ) AC2 , hg(, ) =
). Further,
L2 (X d , W
hg(, ) = 0 for -a.e. Sd1 and hg
t
0
W hg
0
2
g
2
g + g W
0 g g h + h
W h h
h
=
+
2
2
2
W
W 2
W 2
W
0
g + g
2
0hh
2
W g g
W
2
2
( t + |t|)
+
khk
2
W
W
2
W
W 2
0
2
0
2
0hh
W
W g g
W
2
kgk +
t
khk +
( 2 t2 )
khk .
g
W 2
W
W W
W 2
W
Thus, hg D0 (T X ) and the commutator [A, B]g = hiT X g iT X (hg) is well defined
for functions g D0 (T X ). Inequality (2.27) now follows from inequality (1.8) with
a = hhg, giW and b = hiT X g, giW = 0.
2
Since MX D(T X ), we are more flexible in the choice of the multiplier h in Theorem
2.13 than in Theorem 2.9. In particular, functions h of the type h(t, ) = ()t, where
is a nonnegative and continuous scaling function on Sd1 are admissible multipliers in
Theorem 2.13. Now, for functions f in
D0 ( t
; Zd ) := f L2 (Zd , W ) : f (, ) AC([0, ]), f (, ) = 0 for -a.e. Sd1 ,
f W 0
, t f L2 (Zd , w) L2 (Zd , W ),
t W
46
(2.28)
f
2
Z
2
1 Z
>
()()(W (t, ) + tW 0 (t, ))|f (t, )|2 dtd() (2.29)
4 Sd1 0
There is no function f D0 ( t
; Zd ), kf kW = 1, for which equality is attained in (2.29).
f
,
t
W
e(f )
, e(f )
t
= 0,
0
W
T X (he(f )) hT X (e(f ))) = 1 + t e(f ).
W
0
W
0
W
= 1 + t e(f ), e(f )
W
Z
Z W
()() (W (t, ) + tW 0 (t, )) |f (t, )|2 dtd().
=
Sd1
e(f )
(t, ) = i()t e(f )(t, ),
t
R,
() 2
holds for a.e. (t, ) X d , i.e., if and only if f (t, ) = Ce () t for -a.e. Sd1 . Since
f has to fulfill the boundary condition f (, ) = 0 for -a.e. Sd1 , there exists no
function f D0 ( t
; Zd ), kf kW = 1, for which equality is attained in (2.29).
2
47
(2.30)
d
is a Riemannian submanifold of Rd+1 with
Similar as Zd , also the non-compact set Z
boundary
n
o
d
L Z
:= (0, ) : Sd1 .
(2.31)
d
is given by the product measure dtd().
The canonical measure on Z
d
Assumption 2.15. As admissible weight functions on Z
, we consider positive functions
W satisfying the properties
(i)
d
):
W C(Z
d
W 0 |K L1 (K) for all compact K Z
,
(ii)
(iii)
(2.32)
(2.33)
(2.34)
Assumption 2.15 can be considered as an adaption of Assumption 2.1 onto the nond
. The first condition (2.32) says that the weight function W is absolutely
compact tube Z
continuous with respect to the variable t for -a.e. fixed unit vector Sd1 , and that
the Radon-Nikodym derivative W 0 = W
of W with respect to the variable t is a locally
t
d
integrable function on Z . The second property (2.33) implies that all the zeros of W are
d
d
at the boundary L Z
of Z
. The third condition (2.34) guarantees that the fraction
0
W
d
. Further, we remark that
t W is essentially bounded on every compact subset of Z
there
are no integrability restrictions on the weight function W . In fact, the integral
R
R
Sd1 0 W (t, )d()dt is not necessarily finite. This is, for instance, the case in the
Heisenberg-Pauli-Weyl principle for Rd where the weight function W can be determined
as W (t, ) = td1 (see the upcoming Section 2.4).
d
Example 2.16. Consider the weight function W,r : Z
R, W,r (t, ) = sinh (rt),
0, r > 0. The conditions (2.32) and (2.33) are obviously satisfied. Moreover,
0
W,r
(t, )
t
W,r (t, )
= |rt coth(rt)| =
X
1 +
2r2 t2
2
1+
.
2
2
2 2
3
k=1 k ( + r t )
Hence, also condition (2.34) is satisfied. In Section 2.6.4, we will see that for = d 1
the weight function W,r is related to the hyperbolic space Hdr .
d
d
Definition 2.17. For an admissible weight function W on Z
, we denote by L2 (Z
,W)
d
the Hilbert space of weighted square integrable functions on Z with the inner product
hf, giW :=
48
Z
S d1
Z
0
(2.35)
(2.36)
by
we define the extended weight function W
(t, ) := 1 W (|t|, ),
W
2
(t, ) Y d .
(2.37)
Z
Sd
(t, )dtd().
f (t, )g(t, )W
(2.38)
The set Y d Rd+1 is a non-compact Riemannian manifold without boundary. The link
d
) is given by the operators e and r:
between the spaces L2 (Z
, W ) and L2 (Y d , W
d
),
e : L2 (Z
, W ) L2 (Y d , W
) L2 (Z d , W ),
r : L2 (Y d , W
(2.39)
r(g) := g|[0,)Sd1 .
(2.40)
If we define
)
L2e (Y d , W
(2.41)
Definition 2.19. For a weight function W satisfying Assumption 2.15, we define the
) as
Dunkl operator T Y on L2 (Y d , W
T Y g :=
0 g g
g W
+
,
t
W 2
(2.42)
g
,
t
0 g g
W
2
d
2 L (Y , W ) ,
W
(2.43)
49
Cc (Y d ) of the space
Proof. We consider the subset Cc1,t (Y d ) := g Cc (Y d ) : g
t
Cc (Y d ) of compactly supported and continuous functions on Y d . Cc1,t (Y d ) is a subalgebra
of C0 (Y d ) that separates the points on Y d , vanishes nowhere and is closed under complex
conjugation (i.e. g Cc1,t (Y d ) if g Cc1,t (Y d )). Then, by a variant of the StoneWeierstrass Theorem (see Theorem B.2), every function gc Cc (Y d ) C0 (Y d ) can be
approximated uniformly by a function from Cc1,t (Y d ). Further, Cc1,t (Y d ) is a subset of
D(T Y ) if W satisfies Assumption 2.15 (this follows in the same way as in Remark 2.7).
) (see, for instance, [38, Theorem
Therefore, since the space Cc (Y d ) is dense in L2 (Y d , W
Y
2
).
13.21]), we can conclude that D(T ) is dense in L (Y d , W
Y
For two functions f, g on D(T ), integration by parts with respect to the variable t is
well defined (see equation (B.7)) and yields
Z
Z
f
(t, )dtd() =
(t, ) dtd().
f (t, )
(t, )g(t, )W
g(t, )W
t
Sd1
Sd1 t
Now, following step by step the lines of the proof of Lemma 2.8 in which we proved the
symmetry of the operator iT X , we obtain the symmetry of iT Y .
2
Z
) by
We define now the operators A and B on the Hilbert space L2 (Y d , W
n
) : tg L2 (Y d , W
) ,
D(A) = g L2 (Y d , W
Ag(t, ) := t g(t, ),
Bg(t, ) := iT Y g(t, ),
D(B) = D(T Y ).
(2.44)
(2.45)
d1
ZS
ZR
Sd1
(t, )dtd()
tf (t, )g(t, )W
(t, )dtd() = hf, Agi .
f (t, )tg(t, )W
W
d
D( t
, t, t t
; Z
)
d
:= f L2 (Z
, W ) : f (, ) ACloc ([0, )) for -a.e. Sd1 ,
f f W 0
d
tf,
, t , t f L2 (Z
,W) ,
t t W
we get now the following inequality:
(2.46)
Theorem 2.21.
d
Suppose that the weight function W satisfies Assumption 2.15. Let f L2 (Z
,W)
d
D( t , t, t t ; Z ) such that kf kW = 1. Then, the following inequality holds:
ktf k2W
50
f
2
Z
Z
2
1
1 +
tW 0 (t, )|f (t, )|2 dtd() .
4
Sd1 0
(2.47)
Equality in (2.47) is attained if and only if f (t, ) = C()et , with a complex valued
function C : Sd1 C and a real constant R which have to be chosen such that f
satisfies the requirements of the theorem.
Proof. We consider the operators A and B defined in (2.44) and (2.45) on the Hilbert
). The commutator of A and B is given by
space L2 (Y d , W
[A, B]g = it
0 g g
0 g + g
g
W
g
W
+ it
it ig(t, ) it
,
t
t
W 2
W 2
(2.48)
),
for all functions g D(AB) D(BA). If we consider only even functions g L2e (Y d , W
we get
0
W
[A, B]g = ig 1 + t .
W
d
d
)
, t, t t
; Z
), then the even extension e(f ) L2 (Y d , W
Next, if f L2 (Z
, W ) D( t
is an element of the domain D([A, B]) = D(AB) D(BA). Hence, if we apply the
symmetric operators A and B to the even function e(f ), we obtain in inequality (1.4):
= kiT
e(f )k2W
e(f )
2
f
2
e(f )
, e(f )iW = 0,
t
0
W
[A, B]e(f ) = ie(f ) 1 + t .
W
0
W
1+t
e(f
),
e(f
)
W
W
Z
Z
0
2
1 +
tW (t, )|f (t, )| dt.
d1
S
e(f )
= i2te(f ),
t
where denotes a real constant. The solution of this differential equation corresponds
2
to a function e(f ) of the form e(f )(t, ) = C()et . Restricted to the nonnegative
d
half-part Z
of the tube Y d , this yields the assertion.
2
51
g
g(t, ) g(t, )
(t, ) + r coth(rt)
,
t
2
f
2
W,r
Z
Z
2
1
1 + r
t|f (t, )|2 cosh1 (rt)dtd() .
4
Sd1 0
(2.49)
L (M ) := f : M C : f Borel measurable,
52
Z
M
(2.50)
Z
M
f (q)g(q)dM (q),
f, g L2 (M ),
(2.51)
and the norm kf kM := hf, f iM , with the usual understanding that two functions
f, g L2 (M ) are identified with each other if f (q) = g(q) for M -a.e. q M , i.e., for all
q M except a set of M -measure zero.
The proof that the Hilbert space L2 (M ) is well-defined and complete in the topology
induced by the norm k kM is standard. For further details, we refer to Section B.1 of
the appendix.
Definition 2.24. A distance metric d(p, q) between two points p and q on the manifold
M is defined by
Z
b
d(p, q) := inf
| 0 (t)|dt,
(2.52)
where ranges over all piecewise differentiable paths : [a, b] M satisfying (a) = p
and (b) = q. For p M and > 0, we introduce on M the open balls and spheres with
center p as
B(p, ) := {q M, d(q, p) < },
S(p, ) := {q M, d(q, p) = }.
(2.53)
(2.54)
(2.55)
(2.56)
(2.57)
(2.58)
Since M is compact and, hence, topologically complete, the Theorem of Hopf and Rinow
(Theorem A.2) ensures that the geodesic can be defined on the whole real line R.
Thus, also the exponential map is well-defined on the whole tangent space Tp M . The
53
f (q)dM (q) =
f (expp ())()d,
Dp
(2.60)
where () := det((d expp ) ) denotes the Jacobian determinant of the exponential map
expp and Dp = Dp Cp .
Example 2.26. For the unit sphere S2 = {q R3 : |q|2 = 1}, the tangent space Tp S2
of a point p S2 can be identified with the orthogonal complement p of the linear
vector space Rp in R3 . The cut locus Cp of p consists of the antipodal point {p} and
Dp = S2 \ {p}. The geodesics through the point p correspond to the great circles
passing through p. Further, Dp = B(p, ), Cp = S(p, ) and the Jacobian determinant
() can be computed as (cf. [3, p. 57])
() =
sin(||)
.
||
f (q)dS2 (q) =
(2.61)
B(p,)
54
Tp S2
p
y
expp ()
S2
Cp
Figure 3: The exponential map expp on the unit sphere S2 .
d
= [0, ) Sd1 , we define the polar
Definition 2.27. On the tubes [0, ) Sp and Z
transform P by
P : [0, ) Sp Tp M :
d
P : Z
Rd :
P(t, ) = t,
P(t, ) = t,
(2.62)
(2.63)
1
),
P1 () = (||, ||
1
).
P1 () = (||, ||
(2.64)
(2.65)
Now, using the polar transform P, we want to describe the set Dp Tp M in terms of
the coordinates (t, ) [0, ) Sp . To this end, we define
R() := sup {t Dp },
Sp ,
(2.66)
t>0
(2.67)
(2.68)
R ZRd
(2.69)
:= {(R(), ) : Sp }.
55
f (expp ())()d =
Z R()
Z
Sp
(2.70)
where denotes the standard Riemannian measure on the unit sphere Sp and the term
td1 corresponds to the Jacobian determinant of P.
To simplify the notation, we introduce the following pull backs of a function f on M :
Definition 2.29. For a function f : M C, we define the pull back functions
expp f : Dp C,
(2.71)
(2.72)
The original function f and the pull backs f and expp f are related by the following
commutative diagram:
M
Tp M
expp
Dp
expp f
ZRd
C
Figure 4: The relation between the functions f , f and expp f .
On ZRd , we introduce the weight function by
(t, ) := td1 (t).
(2.73)
56
expp f ()()d =
Z
Sp
Z R()
0
(2.74)
f (q)dS2 (q) =
Z 2 Z
f (t, ) sin t dt d.
(2.75)
Up to now, we have built a coordinate transformation expp P that maps the set ZRd onto
M . To get the desired map from the cylinder Zd onto M , we have to introduce a third
coordinate transform form Zd onto ZRd .
Definition 2.31. On Zd , we define the coordinate transform LR as
LR : Zd ZRd ,
(, ) ( R()
, ).
(2.76)
The mapping Sd1 Sp , , in (2.76) is well defined in the sense that there
exists a canonical identification between a unit vector Sd1 Rd and an element
Sp Tp M . Since the function R() is strictly positive and Lipschitz continuous
1
is strictly positive and Lipschitz continuous on
on Sp , also the inverse function R()
Sp (for the definition of Lipschitz continuous, see Section B.1). Hence, the mapping LR
defines a lipeomorphism (or a bi-Lipschitzian mapping) from Zd onto ZRd . Moreover, the
points (, ) Zd form a new coordinate system for the compact manifold M .
For the integral of a function over a domain, a lipeomorphism yields a similar transformation formula as a diffeomorphism (see [88, Section 2.2]). In our case, the lipeomorphism
LR induces a change of variables that yields the following identity:
Z
Sp
Z R()
Z
Sd1
Z
0
f ( R()
, ) R()
( R()
, )d d(),
(2.77)
almost everywhere.
Definition 2.32. For a function f on ZRd , we define the pull back by the lipeomorphism
LR as
LR f : Zd C, LR f (, ) := f ( R()
, ), (, ) Zd ,
(2.78)
( R()
, ),
R()
(, ) [0, ] Sd1 .
(2.79)
Example 2.33. Let M be the two-dimensional quadratic flat torus T2 = R2 /(2Z)2 with
side length 2. For any point p T2 , the set Dp in the tangent space Tp T2 consists of
the points in the open square
= {(1 , 2 ) Tp T2 : < 1 , 2 < }
57
R2
Tp T2
PLR P1
B(0, )
1
Dp
Cp
(2.60)
ZM
hf, giM =
Dp
(2.74)
(2.77)
f (q)g(q)dM (q)
f (expp ())g(expp ()()d
Z R()
Sp
(2.78)
(2.79)
Sd1
Z
Sd1
Z
Z0
0
f ( R()
, )g ( R()
, ) R()
( R()
, )d d()
(2.7)
= hLR f , LR g iWM,p .
58
Remark 2.35. In the proof of Proposition 2.34 is implicitly stated that the Hilbert spaces
L2 (M ) and L2 (Zd , WM,p ) are also isometrically isomorphic to the Hilbert space L2 (Dp , )
with inner product
Z
1 ()2 ()()d
h1 , 2 i :=
Dp
Z
Sp
Z R()
0
A summary for the links between the different Hilbert spaces is given in Figure 6.
M
expp
Dp
ZRd
L2 (ZRd , )
LR
Zd
Tp M
L2 (M )
expp
L2 (Dp , )
LR
L2 (Zd , WM,p )
Figure 6: The mappings expp , P and LR and the respective pull backs.
(t, ) [0, ) Sp ,
is a positive and continuously differentiable function on Dp and the zeros of , called the
conjugate points of p, lie at the boundary Cp of Dp (see [12, XII, Proposition 2.2] and
[8, Theorem II.5.5]). Since the distance function R is Lipschitz continuous on Sp (cf.
Theorem A.3 (c)) the weight function WM,p given by
WM,p (, ) =
R()d2 d1
( R()
)
d2
59
0
and its derivative WM,p
= M,p with respect to the variable are continuous functions
on Zd . Hence, conditions (2.4) and (2.5) are satisfied.
By construction, the zeros of WM,p lie at the boundary L Zd and R Zd of the cylinder
0
Zd . Therefore, to validate property (2.6) we have to check that the function ( ) W
W
is bounded at the boundary of Zd . Due to [49, Chapter X, Corollary 3.3], (t) has the
following Taylor expansion at t = 0:
(t) = 1
Ric(, ) 2
t + O(t3 ).
6
(2.80)
Therefore, the weight function WM,p (, ) has the following Taylor expansion at = 0:
WM,p (, ) =
+ O( d+2 ).
d2
d
Thus,
0
WM,p
(, )
= (d 1) + O( 2 )
WM,p (, )
0
and ( )WM,p
/WM,p is bounded in a small neighborhood at = 0. Similarly, a Taylor
expansion of (t) at t = R() (using Jacobi vector fields, see [49], Propositions IX.5.1,
IX.5.3 and Proposition X.3.1) can be computed as
0
WM,p
(, )
= k + O( ),
WM,p (, )
is also bounded at the right hand boundary R Zd of Zd . In total, we can conclude that
0
WM,p
(,)
( ) WM,p
is uniformly bounded on Zd and, hence, that property (2.6) is satisfied.
(,)
2
In principal, Theorem 2.10 can now be adopted to determine an uncertainty principle
for functions on a compact Riemannian manifold. Beforehand, however, we will discuss
the mapping expp PLR : Zd M and the relation between continuous functions on M
and Zd in more detail. Further, we will investigate how the Dunkl operator on the space
M,p ) is related to a differential operator on M .
L2 (X d , W
The composition expp PLR is a continuous mapping from Zd onto M . Moreover, expp PLR
maps the left hand boundary L Zd of the cylinder Zd onto the point p and the right
hand boundary R Zd onto the cut locus Cp of p. Hence, the image LR f of a continuous
function f on M is also continuous on the cylinder Zd , but not every function g C(Zd )
60
(2.81)
(2.82)
(2.83)
The condition (2.81) implies that g is constant at the left hand boundary L Zd of Zd .
Further, if the function g on Zd is topologically consistent with f C(M ), then the
constant value at L Zd corresponds exactly with the value f (p). The second condition
(2.82) ensures the topological consistency of the function g with the function f at the
points of the cut locus Cp of p, i.e., if expp PLR maps two different points (, 1 ), (, 2 )
Zd onto the same point q Cp , then g(, 1 ) = g(, 2 ) = f (q). Moreover, the operator
LR P expp defines an isometric isomorphism from the space C(M ) onto the space C M (Zd )
in the uniform norm.
In the following, whenever we consider functions on Zd that are supposed to reflect the
topological structure of the Riemannian manifold M we will ensure that the conditions
(2.81) and (2.82) are satisfied. In particular, these conditions will be added in the upcoming definition of the domain of the radial differential operator.
Next, we want to introduce a radial frequency variance on the compact Riemannian
manifold M and relate it to a Dunkl operator T X . First of all, we introduce a new
notation for operators that enables us to switch easily between operators described in
geodesic polar coordinates (t, ) ZRd and operators on L2 (M ).
Definition 2.38. For an operator A on the Hilbert space L2 (ZRd , ), we define its counterpart A on L2 (M ) by
A : L2 (M ) L2 (M ) :
(A f ) := Af .
(2.84)
61
f
t
with respect to p M by
f
(t, ) for a.e. (t, ) ZRd ,
(t, ) :=
t
(2.85)
D( t
; M ) = f L2 (M ) : LR f (, ) AC([0, ]), LR f satisfies
d1
D( t
; M ) L2 (M )
P expp
L2 (M )
(2.86)
,
f L2 (M ) .
t
D( t
; ZRd ) := D( t
; M )
P expp
L2 (ZRd , )
on M .
f (, ) are absolutely continuous on [0, R()] for -a.e. Sp and that the derivative
in L2 (M ) and describes precisely the derivative of f with respect to the geodesic distance
t to the point p. Therefore, the denomination radial differential operator for the operator
is justified.
t
domain D( t
; M ), it follows from the Stone-Weierstrass Theorem B.1 that D( t
; M ) is
a dense subspace of L2 (M ). We can now define the following radial frequency variance
for a function f on the manifold M .
62
D( t ; M ) as
varM
F,p (f )
2
:=
f .
t
M
(2.87)
f
t
f,
t
we get
= LR
f =
L f .
t
R R
varM
F,p (f ) =
X
as in Definition 2.4. Then, we define the Dunkl operator TM,p
on the Hilbert space
M,p ) as
L2 (X d , W
!
0
M,p
g W
g g
X
+
,
(2.88)
TM,p g :=
R
WM,p 2
with the domain
X
M,p ) : g(, ) AC2
D(TM,p
) := g L2 (X d , W
(2.89)
0
g WM,p
g g
2
d
,
L (X , WM,p ) .
WM,p 2
X
corresponds to the definition (2.16) of
The definition (2.88) of the Dunkl operator TM,p
X
=W
M,p . The
the Dunkl operator T with scaling function = R and weight function W
X
X
domain D(TM,p ) corresponds to the domain D(T ) defined in (2.17). We get now, as a
main result of this chapter, an uncertainty inequality for compact Riemannian manifolds.
Theorem 2.41.
Let M be a simply connected, compact Riemannian manifold without boundary and p
principle holds:
1
Z
Sp
Z R()
0
1 Z Z R()
4 Sp 0
2 !
t
cos( R()
)|f (t, )|2 (t, )dtd()
R()
t
cos( R()
)
t 0 (t,)
sin( R()
) (t,)
2
f
t
M
(2.90)
2
dtd() .
63
Z
Sd1
1 Z
cos
Sd1
R()
2 !
LR f 2
R()
WM,p
0
cos WM,p (, ) + sin WM,p
(, ) |LR f (, )|2 dtd() .
Moreover, for the pull back operator LR , we have = LR ( t
), R
LR f = LR ( t
f ),
R
R
0
satisfies the consistency condition (2.81) for -a.e. Sp , we have C = C and f has
to be constant M -a.e. on M in order to obtain equality in (2.90).
2
Similar to the Breitenberger uncertainty principle (1.18) and to the uncertainty principle
(1.38) for weighted L2 -spaces on the interval, we can introduce a generalized mean value
p (f ) for a function f L2 (M ) by
p (f ) := hei e(LR f ), e(LR f )iW M,p
=
Z
Sp
Z R()
0
(2.91)
t
cos( R()
)|f (t, )|2 (t, )dtd().
Moreover, we denote the integral term on the right hand side of (2.90) as
X
p (f ) := h(iTM,p
ei )e(LR f ), e(LR f )iW M,p
Z
Sp
Z R()
0
R()
(2.92)
0
t
t (t,)
cos( R()
) + sin( R()
) (t,) |f (t, )|2 (t, )dtd().
1 p (f )2
.
p (f )2
(2.93)
Let p M and f L2 (M ) D( t
; M ) with kf kM = 1 and p (f ) 6= 0. Then,
M
varM
S,p (f ) varF,p (f ) >
64
d2
.
4
(2.94)
Z R()
Z
Sp
Z
Sd1
R()
t
t
cos( R()
)(t, ) + sin( R()
)0 (t, ) dtd()
0
( ))d d() = 0.
(cos WM,p ( ) + sin WM,p
Remark 2.44. Although inequality (2.94) is strict, we will show in Proposition 2.58 that
2
the constant d4 on the right hand side of (2.94) is optimal.
(2.95)
pM
(M F ) (t, ) =
0 (t, ) d
d2
F
(t)
+
F (t).
dt2
(t, ) dt
65
2
0 (t, )
f (t, ).
f
(t,
)
+
t2
(t, ) t
(2.96)
For radial functions centered at the point p, the operator p,t corresponds locally with
the Laplace-Beltrami operator M . Therefore, the operator p,t is referred to as radial
Laplace-Beltrami operator. Adopting the lipeomorphism LR , we get for (, ) Zd the
formula
LR (p,t f ) (, )
2
0
(, )
WM,p
2
L f (, ) .
=
L f (, ) +
R()2 2 R
WM,p (, ) R
(2.97)
e(L f )
X
X
So, if f D(p,t ), then iTM,p
(e(LR f )) = i R R D(TM,p
), and we get the following
X
relation between the radial Laplace-Beltrami-operator p,t and the Dunkl operator iTM,p
visualized in Figure 8:
X 2
e (LR (p,t f ) ) = (iTM,p
) e(LR f ).
L2 (M ) D(p,t )
P expp
L2 (ZRd , )
LR
L2 (Zd , WM,p )
(2.98)
e
M,p )
L2 (X d , W
X
iTM,p
M,p )
L2 (X d , W
p,t
X
iTM,p
L2 (M )
P expp
L2 (ZRd , )
LR
L2 (Zd , WM,p )
M,p )
L2 (X d , W
varM
F,p (f )
2
f
t
M
D
X
=
iTM,p
e(LR f )
WM,p
X 2
= (iTM,p
) e(LR f ), e(LR f )
66
M,p
W
= hp,t f, f iM .
(2.99)
67
f (q)dM (q) =
Sp
Z Q()
(2.101)
Z Q()
Z
Sd1
Z
0
f ( Q()
, ) Q()
( Q()
, )d d(). (2.102)
almost everywhere on Zd .
( Q()
, ),
Q()
(, ) [0, ] Sd1 .
(2.104)
(2.100)
(2.101)
f (q)g(q)dM (q)
Z
Sp
68
Z Q()
0
(2.103)
(2.104)
Z
Sd1
Z
Sd1
Z
0
f ( Q()
, )g ( Q()
, ) Q()
( Q()
, )d d()
(2.7)
= hLQ f , LQ g iW,p .
L ()
expp P
P expp
ZQd
2
(ZQd , )
LQ
LQ
Zd
L2 (Zd , W,p )
on M as
radial differential operator t
D0 ( t
; )
0
W,p
LQ f ,
LQ f L2 (Zd , W,p ) . (2.105)
W,p
By Proposition 2.47, the condition
LQ f L2 (Zd , W,p ) is equivalent to the property
69
varF,p (f ) :=
f
.
t
(2.106)
(2.107)
2
=
.
L f
Q Q
W,p
the scaling function as () = Q() . Related to this scaling function is the following
Dunkl operator:
,p ) be the extension of the Hilbert space L2 (Z d , W,p )
Definition 2.50. Let L2 (X d , W
X
,p ) as
as in Definition 2.4. Then, we define the Dunkl operator T,p
on L2 (X d , W
X
T,p
g :=
Q
0 g g !
g W
+ ,p
,
W,p 2
(2.108)
X
,p ) : g(, ) AC2 , g(, ) = 0 for -a.e. Sd1 ,
D0 (T,p
) := g L2 (X d , W
0
0
g g W,p
g W,p
2
d
g L (X , W,p ) .
,
,
W,p 2
W,p
(2.109)
X
The definition (2.108) of the Dunkl operator T,p
corresponds to the definition (2.16) of
X
=W
,p . The domain
T with the scaling function () = Q() and the weight function W
X
D0 (T,p
) corresponds to the restricted domain D0 (T X ) defined in (2.25). By Lemma 2.8,
X
,p ). Hence, we get the following uncertainty
is symmetric on L2 (X d , W
we know that iT,p
principle for compact star-shaped domains:
Theorem 2.51.
Let M be a Riemannian manifold and M be a compact star-shaped domain with
kt f k2
Z Z Q()
2
2
1
f
> 1 +
t0 (t, ))|f (t, )|2 dtd() .
t 4
Sp 0
(2.110)
Proof. If f L2 () D0 ( t
; ), then, by Proposition 2.47, LQ f L2 (Zd , W,p )
70
Q()
2
LQ f
W,p
L f
2
Q
Q()
>
W,p
Z
2
1 Z
0
(W,p (, ) + W,p
(, ))|LQ f (, )|2 d d() .
d1
4 S
0
0
and W,p = LQ ( ). This implies inequality (2.110).
L f
Q Q
= LQ ( t
f )
2
Example 2.52. As an example of a compact star-shaped domain we consider the unit ball
B d in Rd centered at p = 0. In this case, the distance function Q is given by Q() = 1
for all Sp and the weight function on ZQd is given by (t, ) = td1 . Hence
0 (t, ) = (d 1)td2 and Theorem 2.51 implies the inequality
kt f k2B d
d2
2
f
>
t B d
4
(2.111)
Sp
where the weight function is given as in (2.73). To keep the notation simple, we identify
d
the tangent space Tp E with the Euclidean space Rd and use the symbol Z
instead of
[0, ) Sp . However, to indicate that we are working in the tangent space Tp E, we will
still use the symbol Sp for the unit sphere.
The Hilbert space L2 (E) with inner product
hf, giE :=
Z
E
f (q)g(q)dE (q)
(2.113)
d
is isometrically isomorphic to the Hilbert space L2 (Z
, ) with scalar product
hf , g i :=
Z
Sp
(2.114)
71
0 (t)
0 (t, )
= (d 1) + t
(t, )
(t)
d
, also (2.34) is satisfied.
is bounded for every compact subset of Z
From Theorem 2.21, we can now derive the following uncertainty principle for Riemannian
manifolds diffeomorphic to the Euclidean space.
Theorem 2.54.
Let E be a Riemannian manifold diffeomorphic to Rd and p E. Let f L2 (E),
d
kf kE = 1, such that f D( t
) (see (2.46)) and such that the consistency
, t, t t
; Z
Z Z
2
2
1
t0 (t, )|f (t, )|2 dtd() .
f
1 +
t E
4
Sp 0
(2.115)
Equality holds if and only if f (t, ) = Cet , with a complex scalar C and a real constant
R such that f satisfies the requirements of the theorem.
Proof. By Lemma 2.53, the weight function satisfies Assumption 2.15 and kf k =
kf kE = 1. Thus, the statement follows from Theorem 2.21. Hereby, the consistency
condition f (0, 1 ) = f (0, 2 ) for -a.e. 1 , 2 Sp makes sure that the complex constant
2
C in the optimal function f (t, ) = Cet does not depend on the variable Sp . 2
Definition 2.55. In the non-compact case, we define the position and frequency variance
of a function f at the point p E as
2
varE
S,p (f ) := kt f kE =
varE
F,p (f )
72
Z
Sp
Z Z
f
2
2
(t, )dtd().
:=
f
=
(t,
)
t E
t
Sp 0
(2.116)
(2.117)
2
.
(f
)
(f
)
var
1
+
t
(t,
)|f
(t,
)|
dtd()
varE
F,p
S,p
4
Sp 0
(2.118)
2
d2
f
.
t Rd
4
(2.119)
2
Equality in (2.119) is attained if and only if f (q) = Ce|q| for a constant > 0 and a
complex constant C. This inequality is the d-dimensional analog of the one-dimensional
Heisenberg-Pauli-Weyl inequality (1.9).
Similar as in the case of a compact manifold M , there exists a relation between the Dunkl
by
operator T Y given on L2 (Y d , )
TY g =
0 g g
g
+
t
2
and the radial part of the Laplace-Beltrami operator E . As in (2.96), we introduce the
radial Laplace-Beltrami operator p,t in geodesic polar coordinates (t, ) as
(p,t f ) (t, ) :=
2
0 (t, )
f
(t,
)
+
f (t, ),
t2
(t, ) t
d
(t, ) Z
,
(2.120)
on the domain
D(p,t ) := f C (E) L (E) :
f (0, ) = 0, Sp .
t
(2.121)
to get the
Now, for f D(p,t ), we can use the even extension e(f ) L2e (Y d , )
following decomposition of the radial Laplace-Beltrami operator p,t , also shown in the
commutative diagram in Figure 10.
e((p,t f ) ) = (iT Y )2 e(f ).
(2.122)
Hence, as in the compact setting, the operator iT Y can be seen as a generalized symmetric
root of p,t . Further, since
varE
S,p (f ) =
2
2
f
=
iT Y e(f )
= hp,t f, f iE ,
t E
(2.123)
73
P expp
d
L2 (Z
, )
L2 (Y d , )
iT Y
L2 (Y d , ))
p,t
iT Y
L2 (E)
P expp
d
L2 (Z
, )
L2 (Y d , )
Figure 10: Commutative diagram for the decomposition of p,t for Riemannian manifolds E diffeomorphic to Rd .
Z
2
(2k)! 2k+1
2k t 2
dt =
,
(2.124)
t e
2 4k k!
0
Z
t2
k!
t2k+1 e 2 dt = 2k+2 .
(2.125)
2
0
On [0, ), we introduce for d N, d 1 and > 0 the Gaussians Gd, as
Gd, (t) :=
r
2
k
t2
2 4 k! k+1/2
2
e
(2k)!
q
t2
2 1
e 22
k! k+1
if d = 2k + 1,
if d = 2k + 2.
Then, the moment formulas (2.124) and (2.125) imply that Gd, is a normalized function
in the Hilbert space L2d := L2 ([0, ), td1 ) with kGd, kL2d = 1. Moreover, the following
properties hold:
Lemma 2.57.
Consider Gd, as an element of the Hilbert space L2d . Then,
d
ktGd, k2L2 = 2 ,
d
2
d 1
0
2
.
kGd, kL2 =
d
2 2
74
(2.126)
(2.127)
Z
0
Z
0
ktGd, k2L2 =
d
Z
0
!2
2 4k k! 1
d t22
e 2
t2k dt
2k+1
(2k)!
dt
k
2 4 k! 1 t22 2k+2
1 k! (2k + 2)! 1
d 1
e t
dt =
=
.
2k+5
2
(2k)!
4 (2k)! (k + 1)!
2 2
2 4k k! 1 t22 2k+2
d
dt = 2 .
e t
2k+1
(2k)!
2
Z
0
Z
0
ktGd, k2L2 =
d2
,
2
we have
!2
2 1
d t22
t2k dt
e 2
k! 2k+2 dt
2 1 t22 2k+2
(k + 1)! 1
d 1
dt =
e t
=
.
2k+6
2
k!
k!
2 2
d
2 1 t22 2k+2
dt = 2 .
e t
2k+2
k!
2
2
H
kM .
kH
(2.128)
(2.129)
Because of the cut-off function , the functions H are compactly supported in B(p, )
proposition:
Proposition 2.58.
Let |Sp | denote the volume of the unit sphere Sp , then
1 p (H )2
d Z
=
0
2
2|Sp | Sp
lim
d(),
R()
(2.130)
75
d Z
lim
=
H
d(),
0
t
M
2|Sp | Sp R()
d Z
lim p (H ) =
d().
R()
0
|Sp | Sp
(2.131)
(2.132)
(2.133)
(2.134)
above and below by positive constants, there exists for > 0 and > 0 a , such that
for all < , and Sp we have
Z
/2
(2.135)
k2M = lim
lim kH
0 Sp
= lim
0 Sp
0 Sp
lim
where |Sp | denotes the volume of the (d 1)-dimensional unit sphere Sp in the tangent
space Tp M . Using property (2.135), we get for an arbitrary > 0 and < ,
k2M =
kH
Z
Sp
Z
Sp
Z
0
= (1 )|Sp | + O(2 ).
Therefore,
k2 = |Sp |.
lim kH
M
76
(2.136)
1 p (H ) =
Z Z
1
t)
Gd,c (t)2 (t)2 (t, )dtd()
1
cos(
R()
k2M Sp 0
kH
Z Z
1
2 t2
G
(t)2 (t)2 (t, )dtd()
R()2 2 d,c
2
kH kM Sp 0
Z Z
1
2 t2
2 d1
d+1
G
(t)
t
+
O(t
)
dtd()
d,c
k2M Sp 0 R() 2
kH
Z
d 2 1
2
d() + O(4 ).
R()
4 kH
k M Sp
lim
0
0
2
2
2|Sp | Sp
d().
R()
(2.137)
Next, we turn to equation (2.131). For the following estimate, we use the Taylor expansion (2.133) and equation (2.127) of Lemma 2.57.
2
Z Z
2
1
H
= 2
Gd,c (t) (t) (t, )dtd()
t
M
kH kM Sp 0 t
Z Z
1
|G0d,c (t)|2 + 2|G0d,c (t)|k0 k +
2
kH kM Sp 0
+
Z
d 1
1
=
k2M Sp
2 2 k H
|Gd,c (t)|k0 k2
d()
R()
1
.
+O
Thus, we get
2
d Z
H
lim
0
t
2|Sp | Sp
M
d().
R()
(2.138)
Finally, we take a look at equation (2.132). Due to (2.133) and (2.134), the function
0 (t,)
sin( R()
t) has for small t the Taylor expansion
(t,)
0 (t, )
sin( R()
t) = (d 1)
+ O(t2 ).
(t, )
R()
(2.139)
77
Z
Z
Sp
R()
cos( R()
t) +
(t,)0
(t,)
sin( R()
t) |H (t, )|2 (t, )dtd()
Z Z
1
= 2
cos( R()
t) +
kH kM Sp 0 R()
(t,)0
(t,)
sin( R()
t)
2
G
(t)
(t)
= 2
t
+
O(t
)
dtd()
d,c
kH kM Sp R() 0
Z
d
2
d()(1 ) + O(2 ).
kH kM Sp R()
Thus, we conclude
d Z
lim p (H )
0
|Sp | Sp
d().
R()
(2.140)
(2.90), we get the same value on both sides, namely 4|Sd p |2 ( Sp R()
d())2 . Thus, inequalities (2.137), (2.138) and (2.140) are in fact equalities and the proposition is proven. 2
Similarly, if is a compact star-shaped subset of M , it is possible to prove that the
uncertainty principle (2.110) is asymptotically sharp. As above, we choose > 0 small
enough such that B(p, ) and use as a cut-off-function. Similar as in (2.128), we
by
define for (0, ) a Gaussian-type family of functions H
(t, ) := Gd, (t) (t)
H
and the normalized functions by
H :=
kH k
D0 ( t
; ). Moreover, we get the following asymptotic result:
Proposition 2.59.
kt H k2
d
= ,
2
0
2
2
d
lim 2
H
= ,
0
t
2
lim
lim 1 +
Z
Sp
Z Q()
0
78
(2.141)
(2.142)
(2.143)
asymptotic formula
k2 = |Sp |.
lim kH
(2.144)
0
Next, we turn to equation (2.141). Using the Taylor expansion (2.133) of the weight
function and property (2.126), we get the upper bound
kt H k2
Z Z
1
= 2
t2 Gd, (t)2 (t)2 (t, )dtd()
kH k Sp 0
Z Z
1
2
Gd, (t)2 td+1 + O(td+3 ) dtd()
kH k Sp 0
|Sp |
d
= 2 2 + O(4 ).
2 kH k
2
lim
(2.145)
Next, we consider equation (2.142). Proceeding in the same way as in the proof of
inequality (2.138), we get the estimate
d
2
H
.
lim
0
t
2
(2.146)
Finally, we turn to equation (2.143). Due to (2.134) and property (2.135), we derive for
an arbitrary > 0 and for < ,
Z
Sp
Z Q()
0
2
1 Z Z 0
= 2
t (t, )) Gd, (t) (t) dtd()
kH k Sp 0
Z
2
d1 Z
d1
d+1
2
Gd, (t) (t) t
+ O(t ) dt d()
kH k Sp 0
(d 1)|Sp |
2
k2 (1 ) + O( ).
kH
lim 1 +
Z
Sp
Z Q()
0
(2.147)
Using the inequalities (2.145), (2.146) and (2.147) in the uncertainty inequality (2.110),
2
we get on both sides the value d4 . Thus, we have shown that the inequalities (2.145),
(2.146) and (2.147) are in fact equalities.
2
79
2.6. Examples
2.6.1. The spheres
As a first example of a compact Riemannian manifold, we start with the d-dimensional
sphere
2
= r2 }
Sdr = {q Rd+1 : q12 + . . . + qd+1
with radius r > 0. The sphere Sdr is a submanifold of Rd+1 and the canonical Riemannian
structure on Sdr is defined by the restriction of the standard Euclidean metric in Rd+1 to
the submanifold Sdr . If p Sdr , we identify the tangent space Tp Sdr with the orthogonal
complement p of the linear vector space Rp in Rd+1 . An arbitrary point q Sdr can
then be represented as
q = q(t, ) = r cos( rt )p + r sin( rt ),
where t [0, r] and Sp is a unit vector in the hyperplane p . For fixed , the
functions (t) = q(t, ) describe the geodesics on Sdr starting at (0) = p (see [9, Section
II.3]), and the coordinates (t, ) correspond to the geodesic polar coordinates at p. The
cut locus Cp consists of the single point {p} lying at the antipodal end of the sphere.
Further, the distance value R() is, independently from the directional variable , equal
to r. The weight function can be determined as (cf. [3, p. 57])
(t, ) = rd1 sind1 ( rt ),
(2.148)
and the Laplace-Beltrami operator on Sdr as (cf. [8, II.5, equation (29)])
(Sdr f ) (t, ) =
Sp (f (t, )|Sp )
2
d1
f (t, ) +
cot( rt ) f (t, ) +
,
t
r
t
r2 sin2 ( rt )
(2.149)
2
d1
f (t, ) +
cot( rt ) f (t, ).
t
r
t
(2.150)
80
d2
4
is optimal.
21
p (f )2
2
d2
f
>
.
p (f )2
t Sdr
4
(2.151)
2.6. Examples
Proof. If we apply Theorem 2.41 to the sphere Sdr and use the respective weight function
(2.148), the only thing that remains to validate is the right hand side of inequality (2.90).
This is done by the following simple calculation.
p (f ) =
Z
Sp
Z r
0
1
r
cos( rt )
0 (t,)
(t,)
sin( rt )
d
1
d 1 Z Z r
= p (f ) +
cot( rt ) sin( rt )|f (t, )|2 sind1 ( rt )dtd() = p (f ).
r
r
r
Sp 0
The optimality of the constant
d2
4
1p (f )2
p (f )2
r 1 p (f )2
rp (f )
r
0
S2r
S2
r
Figure 11: Geometric interpretation of the position variance varS,p
(f ) on the sphere S2r
with radius r > 0.
If we consider only the radial functions on the unit sphere Sd = Sd1 , inequality (2.151)
corresponds exactly with the uncertainty principle (1.73) proven in [73] for functions hav( d1 )
81
(t, ) [0, r] Sp .
(2.152)
The cut locus Cp on RPdr corresponds to the set of points lying on the equator of Sd2r with
respect to the pole p. Since the antipodal points are also identified with each other on
the equator, the cut locus Cp is isometric to the real projective space RPd1
r . Due to our
special construction, the distance R() from p to the cut locus is, independently of the
direction , equal to r. Further, the Laplace-Beltrami operator on RPdr can be deduced
from (2.149) as
(RPdr f ) (t, ) =
Sp (f (t, )|Sp )
2f
(d 1) 1 + cos( rt ) f
(t,
)
+
(t,
)
+
.
t2
2r
sin( rt ) t
4r2 sin2 ( 2rt )
(2.153)
Next, we take a look at the complex projective space CPdr , d = 2, 4, 6, . . .. We identify the
d
complex space C 2 +1 with the real Euclidean space Rd+2 and consider the sphere Sd+1
2r as
d
+1
d
2
a Riemannian submanifold of C . Then, the complex projective space CPr is defined
d
as the quotient of Sd+1
C 2 +1 under the group of complex scalars of absolute value
2r
d
1 acting on Sd+1
C 2 +1 . The projection Sd+1
CPdr is a fibration (in particular a
2r
2r
submersion, see [3, Chapter 1, E5] and Section A.1 of the Appendix) known as the Hopf
fibration, and CPdr can therefore be endowed with a unique Riemannian structure. If we
introduce geodesic polar coordinates (t, ) [0, r] Sp at a point p CPdr , then the
weight function (t, ) assumes, independently of the directional variable , the value
(cf. [3, Chapter 2, F42], [35, p. 171])
(t, ) = (2r)d1 sind1 ( 2rt ) cos( 2rt ),
(2.154)
and the geodesic distance R() from p to the cut locus Cp ' CPd2
is equal to r. So,
r
the radial Laplacian p,t reads as
(p,t f ) (t, ) =
d 2 + d cos( rt ) f
2f
(t,
)
+
(t, ).
t2
2r sin( rt )
t
(2.155)
Similarly, one obtains the quaternionic projective space HPdr , d = 4, 8, 12, . . ., by starting
d
+1
with the unit sphere Sd+3
.
2r as a Riemannian submanifold of the quaternionic space H 4
Then HPdr is defined as the quotient of Sd+3
under
the
group
of
unit
quaternions
acting
2r
d
+1
4
on Sd+3
H
.
Again,
the
projection
Sd+3
HPdr is a fibration and HPdr can be
2r
2r
endowed with a unique Riemannian structure. In geodesic polar coordinates at a point
82
2.6. Examples
p, the weight function for the quaternionic complex space can be computed as (see [3,
Chapter 2, F46], [35, p. 171])
(t, ) = (2r)d1 sind1 ( 2rt ) cos3 ( 2rt ),
(2.156)
d 4 + (d + 2) cos( rt ) f
2f
(t, ).
(t,
)
+
t2
2r sin( rt )
t
(2.157)
Beside the projective spaces RPdr , CPdr and HPdr , there exists a further projective space
constructed upon the octonions, the so called Cayley plane Car . As a 16-dimensional
homogeneous space, it can be defined as the quotient of the exceptional Lie group F4,(52)
and the spin group SO(9) (see [4, Chapter 3 G]). The weight function (t, ) for the
Cayley plane can be written as (see [3, p. 113], [35, p. 171])
(t, ) = (2r)15 sin15 ( 2rt ) cos7 ( 2rt ),
(2.158)
where (t, ) [0, r] Sp . The cut locus Cp at t = R() = r is isometric to the sphere
S8r . The radial Laplacian p,t on Car reads as
4 + 11 cos( rt )
2
f
(t,
)
+
f (t, ).
t2
r sin( rt ) t
p,t f (t, ) =
(2.159)
(2.160)
(M
p,t f ) (t, ) =
d 2 2M + (d + 2M ) cos( rt )
2
f
(t,
)
+
f (t, ).
t2
2r sin( rt )
t
(2.161)
So, an uncertainty principle for the projective spaces can be formulated as follows.
Corollary 2.61.
Let M be one of the projective spaces M = RPdr , CPdr , HPdr and Car . Let p M and
d 2 2M
d + 2 + 2M
+
p (f ) 6= 0.
2r
2r
Then, the following uncertainty principle holds:
p (f ) =
r2
The constant
d2
4
2
d2
f
>
.
2
M
d+2+2M
t
4
+
p (f )
2d
1 p (f )2
d22M
2d
(2.162)
83
Z
Sp
Z r
0
1
r
cos( rt )
0M (t,)
M (t,)
sin( rt )
Z Z r
d 2 2M + (d + 2M ) cos( rt )
1
= p (f ) +
|f (t, )|2 M (t, )dtd()
r
2r
Sp 0
d + 2 + 2M
d 2 2M
+
p (f ).
=
2r
2r
2r
1p (f )2
(1+3p (f ))2
r 1 p (f )2
rp (f )
r
3
G
2r
3
RP2r
S2r
2r
RP2
Figure 12: Geometric interpretation of the position variance varS,pr (f ) for the real projective space RP2r with diameter r > 0. The point G denotes the center of
gravity of RP2r R3 .
It is well-known (see [24], [35]) that the radial square integrable functions on the projective
( d2 ,
space at a point p have an expansion in terms of the Jacobi polynomials Pl 2 M (cos( rt )).
Moreover, if r = 1, the radial Laplacian M
p,t in (3.49) corresponds exactly to the second( d2 ,
84
2.6. Examples
2.6.3. The flat tori
The flat tori Tdr are defined as the quotients of the Euclidean space Rd under the action
of the free abelian groups (2rZ)d , r > 0. In this way, the flat tori Tdr are compact
Riemannian manifolds with curvature K = 0. If p Tdr , the cut locus Cp in the tangent
space Tp Tdr corresponds to the surface of the d-dimensional cuboid [r, r]d with center 0
and edge length 2r (see also Example 2.33). Since Tdr is a flat Riemannian manifold, the
weight function reads as
(t, ) = td1
(2.163)
and the Laplace-Beltrami operator Tdr corresponds locally to the Laplacian in Rd . If
q [r, r]d , we set the Euclidean norm as |q|2 = t2 = q12 + + qd2 and the maximum
norm as |q| = maxi=1,...,d |qi |. The distance function R can then be expressed in terms
q
1
of q 6= 0 as R( |q|
) = r |q||q| . The inverse coordinate transform P L1
, which maps the
R P
1
cuboid [r, r]d \ {0} onto the ball Bd \ {0}, can be written as P L1
:q
R P
An uncertainty principle on Tdr can now be formulated as follows.
|q|
q.
r |q|
Corollary 2.62.
[r,r]d
|q|
rd |q|
The constant
d2
4
Z
[r,r]d
cos( r |q| ) +
d1
d|q|
2
!2
2
d2
f
> . (2.164)
t Tdr
4
is optimal.
Proof. We adopt Theorem 2.41, to derive an uncertainty principle for the flat torus Tdr .
Clearly, the conditions of Theorem 2.41 are fulfilled. The value p (f ) can be written as
p (f ) =
Z R()
Sp
cos( R()
t)|f (t, )|2 td1 dtd()
Z
[r,r]d
q
Moreover, since R( |q|
) = r |q||q| and |q| = t, we get on the right hand side of (2.90)
p (f ) =
=
Z
Sp
Z R()
0
Z
[r,r]d
R()
|q|
r |q|
cos( R()
t) +
cos( r |q| ) +
0 (t,)
(t,)
d1
|q|
sin( R()
t) |f (t, )|2 (t, )dtd()
Thus, by Theorem 2.41, we get inequality (2.164) and the optimality of the constant d4
follows from Proposition 2.58.
2
85
(t, ) = (d 1)r
d2
(t, ) [0, ) Sp ,
cosh( rt ) sinhd2 ( rt ).
(2.165)
(2.166)
Now, using Theorem 2.54, we get the following uncertainty principle for the hyperbolic
space:
Corollary 2.63.
d
, t, t t
; Z
) and the conLet p Hdr and f L2 (Hdr ), kf kHdr = 1, such that f D( t
q
2 2
1
2
f
1 + (d 1)
rt coth( rt ) f
d .
Hr
t Hdr
4
(2.167)
Equality in (2.167) is obtained if and only if f (t, ) = Cet for a nonnegative constant
> 0 and a complex scalar C.
Z t
2
t1
(t)|dt
= |t1 t2 |
and the length of the whole curve is 2r. Now, for the formulation of the uncertainty
principle, we adopt the notation of the previous sections. Without loss of generality
we can assume that the point p at which the geodesic polar coordinates are introduced
corresponds to (0). Then the cut locus corresponds to the point (r) and the weight
86
X Z r
f d =
f ((t))dt
{1}
Corollary 2.64.
If f (()) AC([r, r]), f ((r)) = f ((r)),
following inequality holds:
d
f
dt
r2 1 p (f )2
d
2
1
>
,
f
2 p (f )2
dt 4
where
p (f ) =
The constant
1
4
Z r
r
(2.168)
We remark that this result can also be shown in a different way. Since a smooth Jordan
curve with length 2r is isometric to the circle with radius r , the uncertainty for can
directly be deduced from the Breitenberger uncertainty principle (1.7). Moreover, this
relation also shows that inequality (2.168) is optimal (see [68] for the optimality on the
unit circle).
0 (t, )
(d 1) cot( t),
(t, )
(t, ) (0, ) Sp ,
(2.169)
87
=0:
<0:
0 (t, )
1
(d 1) , (t, ) (0, ) Sp ,
(t, )
t
0
(t, )
(d 1) coth( t), (t, ) (0, ) Sp ,
(t, )
(2.170)
(2.171)
and
(t, )
=0:
(t, ) td1 ,
<0:
sin( t)d1 ,
d1
2
>0:
(t, ) (0, ) Sp ,
(t, ) (0, ) Sp ,
d1
(t, ) () 2 sinh( t)d1 , (t, ) (0, ) Sp .
(2.172)
(2.173)
(2.174)
Equality in (2.169), (2.170), (2.171) and (2.172), (2.173), (2.174) holds if and only if,
for all permissible t, the ball B(p, t) M is isometric to a ball of radius t in the ddimensional space M of constant curvature (M = Sd1/ , M0 = Rd and M = Hd1/
if > 0, = 0 and < 0, respectively).
We consider first the case when M is a compact Riemannian manifold. We assume that
the Ricci curvature on M satisfies
Ric(t, t) 1 (d 1)t2
for a constant 1 > 0, t 0 and all unit tangent vectors in the tangent bundle T M .
Then, the Bonnet-Myers Theorem [9, Theorem II.6.1] states that the distance R() is
bounded from above by 1 . Further, if we assume that all sectional curvatures on M are
less than or equal to a given constant 2 , 2 1 , then Bishops comparison Theorem
(see equation (2.169)) states that
(t, )0
(d 1) 2 cot( 2 t)
(t, )
(2.175)
for all Sp and 0 < t < 2 . Moreover, the Morse-Schnberg Theorem [9, Theorem
II.6.3] ensures that the distance R() is bounded from below by 2 . Combining (2.175)
and 1 R()
2 , we get the estimate
R()
cos( R()
t) + (t,)
sin( R()
t)
(t,)
.
2 2
So, if we introduce
p 2 (f )
Z
Sp
Z
0
2 2
88
p 2 (f )2
2
d2 2 2
1 p (f ) .
f
t
M
4
(2.176)
1 p (f )
d2
2
f
p (f )2 .
t Sd
4
Thus, the point of Corollary 2.66 is that if M is a "sphere-like" manifold where the
curvature is varying only slightly around a constant , then the resulting uncertainty
principle is also very similar to the uncertainty principle of a d-dimensional sphere with
curvature .
Next, if is a star-shaped subdomain of a Riemannian manifold M , then Bishops
comparison Theorem 2.65 implies the following modified version of Theorem 2.51.
Corollary 2.67.
Let M , d 2, be a Riemannian manifold all of whose sectional curvatures are less than
or equal to a constant and M be a compact star-shaped domain with respect to the
interior point p. If > 0, let Q() 2 for all Sp . Further, assume that f L2 ()
fulfills the conditions of Theorem 2.51. Then, the following inequalities hold:
>0:
kt f k2
=0:
kt f k2
< 0 : kt f k2
2
f
t
2
f
t
2
f
q
2 2
1
> 1 + (d 1)
t cot( t) f
,
4
2
d
> ,
4
q
2 2
1
> 1 + (d 1)
t coth( t) f
.
(2.177)
(2.178)
(2.179)
Finally, if E is a Riemannian manifold diffeomorphic to Rd , we can combine the uncertainty principle (2.115) with Bishops comparison Theorem 2.65 and get the following
result.
89
(2.180)
q
2 2
2
1
f
1 + (d 1)
t coth( t) f
E
t E
4
(2.181)
holds. The inequalities (2.180) and (2.181) do not differ from the uncertainty inequality
(2.115) if and only if E is isometric to the Euclidean space Rd or to the hyperbolic space
Hd1/ with constant negative curvature , respectively.
+
+
k(M ) 2 f kM
.
kf kM C, kt f kM
This inequality is a special case of a more general theory treating uncertainty principles
on abstract measure spaces (see also [11] and [72]). The proof of this inequality is mainly
based on the spectral theorem and on estimates involving the heat semigroup generated
90
91
92
3
Optimally space localized
polynomials
In this final chapter, we are going to study how the uncertainty principles of the previous
chapters can be used to find well-localized polynomials and to analyze the space-frequency
behavior of certain families of polynomials. In principle, we will consider two particular
settings: Jacobi expansions on the interval [0, ] and spherical polynomials on compact
two-point homogeneous spaces.
In the first section, we will study the uncertainty inequality (1.72) for Jacobi expansions
with regard to polynomial subspaces of L2 ([0, ], w ). In particular, in Theorem 3.6
and in Corollary 3.10, we will give representations of those polynomials Pn(,) that are
optimally localized at the left hand boundary of the interval [0, ] with respect to the
mean value . We will show (Proposition 3.7) that the position variance var
S of the
(,)
uncertainty principle gets minimal for the polynomials Pn . Moreover, in Theorem 3.14,
(,)
(,)
we will prove that the uncertainty product var
) var
) of the optimally
S (Pn
F (Pn
(,)
space localized polynomials Pn
is uniformly bounded but does in general not tend to
the optimal constant as n . Finally, we will analyze the space-frequency behavior
of two further well-known families of polynomials, the Christoffel-Darboux kernels and
the de La Valle Poussin kernels. As a consequence of Theorem 3.15, we will see that the
(,) tends linearly to infinity
uncertainty product for the Christoffel-Darboux kernel K
n
as n , whereas the uncertainty product of the de La Valle Poussin kernel Vn in
Theorem 3.16 tends to the optimal constant of the uncertainty principle.
The second section includes an intermediate result on the monotonicity of extremal zeros
of Jacobi and associated Jacobi polynomials when certain parameters are altered. This
93
w (t) = 2
sin
t
t
cos2+1
2
2
2+1
(,)
denotes for , > 1 the Jacobi weight on the interval [0, ] and Pl
polynomial of order l. Further, we define by
(,)
(,)
pl
(cos t) :=
Pl
(cos t)
(3.1)
(,)
kw
kPl
(,)
n
:= P : P (t) =
n
X
, l n:
(,)
cl pl (cos t),
c 0 , . . . , cn C .
(3.2)
l=0
(,)
(,)
m,n
:= P : P (t) =
n
X
, m l n:
(,)
cl pl (cos t),
c m , . . . , cn C .
(3.3)
l=m
m1
X
l=0
94
(,)
e l pl
(cos t) of degree
, m + 1 l n:
n
X
(,)
cl p l
l=m+1
(cos t), cm , . . . , cn C .
(3.4)
(,)
S(,)
:= P (,)
: kP kw = 1 ,
n
n
(,)
S(,)
m,n := P m,n : kP kw = 1 ,
(,)
(,)
SR,n := P R,n : kP kw = 1 .
(,)
(,)
Remark 3.2. Clearly, (,)
and R,n (,)
. In the literature, the spaces
m,n n
n
(,)
m,n are sometimes called wavelet spaces and considered in a more general theory on
polynomial wavelets and polynomial frames, see for instance [58] and the references
therein. The standardization em = 1 for the highest expansion coefficient of the polynomial R causes no loss of generality and is a useful convention for the upcoming cal(,)
culations. The polynomials in the spaces R,n play an important role in the theory of
polynomial approximation. Hereby, a usual choice for the polynomial R is the Christoffel(,)
(t) of order m given by
Darboux kernel Km
(,)
Km
(t) :=
m
X
(,)
pl
(,)
(1)pl
(cos t).
l=0
as defined in (1.71). If kf kw = 1, then 1 < (f ) < 1, and the more the mass of
the L2 -density f is concentrated at the boundary point t = 0, the closer the value (f )
gets to 1. Therefore, the value (f ) can be interpreted as a measure on how well the
function f is localized at the left hand boundary of the interval [0, ]. We say that f is
localized at t = 0 if the value (f ) approaches 1.
(,)
Now, our aim is to find those elements of the polynomial spaces (,)
, (,)
n
m,n and R,n
that are optimally localized at the boundary point t = 0. In particular, we want to solve
95
(3.6)
(,)
= arg max (P ),
Pm,n
(3.7)
(,)
P Sn
(,)
P Sm,n
(,)
(3.8)
(,)
P SR,n
(,)
, (,)
Since the linear spaces (,)
m,n and R,n are finite-dimensional, the unit spheres
n
(,)
S(,)
, S(,)
n
m,n and SR,n are compact subsets and the functional is bounded and continuous on the respective polynomial space. Hence, it is guaranteed that solutions of the
optimization problems (3.6), (3.7) and (3.8) exist.
(,)
(,)
Remark 3.3. Instead of searching for the polynomials Pn(,) , Pm,n
and PR,n that are
optimally localized at t = 0 and that maximize the mean value , we could also search
for the polynomials that are optimally localized at the right hand boundary of the interval
[0, ] and that minimize the mean value . Since the weight function w and the Jacobi
polynomial p(,)
satisfy w (t) = w ( t) and p(,)
(cos t) = (1)n p(,)
(cos( t)),
n
n
n
(,)
(,)
(,)
minimizing (P ) with respect to polynomials in Sn , Sm,n and SR,n yields the same
(,)
, S(,)
as maximizing (P ) with respect to polynomials in S(,)
m,n and SR,n . Because
n
of this symmetric relation, it is entirely sufficient to consider only the maximization
problems (3.6), (3.7) and (3.8).
In order to describe the optimal polynomials, we need the notion of associated and of
scaled co-recursive associated polynomials. First of all, we know that the orthonormal
(,)
satisfy the three-term recurrence relation (see [25, Table 1.1])
Jacobi polynomials pl
(,)
(,)
p1 (x) = 0,
(,)
(x) bl pl
1
(,)
p0 (x) = ,
b0
(x),
l = 0, 1, 2, 3, . . .
(3.9)
2 2
,
(2l + + )(2l + + + 2)
(3.10)
b0 =
l = 0, 1, 2, . . .
1
w dt
++1 (
= 2
+ 1)( + 1)
( + + 2)
!1
l = 1, 2, 3, . . .
(3.11)
!1
2
Then, the associated and the scaled co-recursive associated Jacobi polynomials are defined as follows:
96
(,)
(,)
p1 (x, c) = 0,
p0
(,)
l = 0, 1, 2, . . . ,
(3.12)
(x, c) = 1.
Further, for R and 0, we define the scaled co-recursive associated Jacobi poly(,)
nomials pl (x, c, , ) on [1, 1] by the three-term recurrence relation
(,)
(,)
(,)
(3.13)
am bm+1
0
Jm
n
0
..
.
0
0
0
0
bn2
0
0
..
...
.
..
.
0
an1 bn1
bn1 an
(3.14)
pl
(x, m) = det(x1l Jm
m+l1 ),
and
(,)
pl (x, m, , )
= det x
0
0 1l1
Jm
m+l1
(3.15)
0
0 0l1
!!
(3.16)
where 1l1 denotes the (l1)-dimensional identity matrix and 0l1 the (l1)-dimensional
zero matrix.
Next, we give a characterization of the mean value (P ) in terms of the expansion
P
(,)
coefficients cl of the polynomial P = m
.
l=n cl pl
97
n
X
(,)
cl p l
l=0
(P ) = cH Jn c,
if P (,)
,
n
,
(P ) = cH Jm
nc
if P (,)
m,n ,
+ ( (R) am )|cm |2 ,
(P ) = cH Jm
nc
if P R,n ,
(,)
Z
0
n
X
cos t
Z X
n
0
(,)
cl p l
l=0
(cos t) w (t)dt
(,)
cl cos t pl
X
n
(cos t)
l=0
Z X
n
0
(,)
cl p l
(cos t) w (t)dt
l=0
(,)
cl bl+1 pl+1 (cos t)
(,)
al pl (cos t)
(,)
bl pl1 (cos t)
l=0
X
n
(,)
cl p l
(cos t) w (t)dt
l=0
n
X
al |cl |2 +
n1
X
l=0
l=0
p(,)
(cos t)
m
m1
X
(,)
el pl (cos t)
l=0
n
X
(,)
cl p l
(cos t),
l=m+1
(,)
n
X
(,)
pl
l=0
98
(,)
(n+1 ) pl
(cos t),
(3.17)
(,)
Pm,n
(t) = 2
n
X
(,)
(,)
plm (m
nm+1 , m) pl
(cos t),
(3.18)
l=m
(,)
n
X
(,)
(,)
plm (R
nm+1 , m, R , R )pl
(cos t) ,
(3.19)
l=m+1
(,)
(,)
where pl (x, m) and pl (x, m, R , R ) denote the associated and the scaled corecursive associated Jacobi polynomials as given in Definition 3.4 with the shift term
R := (R) am and the scaling factor R := kRk2w .
(,)
R
The values n+1 , m
nm+1 and nm+1 denote the largest zero of the polynomials pn+1 (x),
(,)
(,)
pnm+1 (x, m) and pnm+1 (x, m, R , R ) in the interval [1, 1], respectively. The constants
1 , 2 and 3 are chosen such that the optimal polynomials lie in the respective unit sphere
and are uniquely determined up to multiplication with a complex scalar of absolute value
one. The maximal value of in the respective polynomial space is given by
P Sn
(,)
Mm,n
:= max (P ) = m
nm+1 ,
(,)
P Sm,n
(,)
MR,n := max (P ) = R
nm+1 .
(,)
P SR,n
(,)
for the optimization
Proof. We start out by determining the optimal solution Pm,n
(,)
follows then as a
problem (3.7). The formula for the the optimal polynomial Pn
special case if we set m = 0. First of all, Lemma 3.5 states that the mean value (P )
P
(,)
with the
of a polynomial P (t) = nl=m cl pl (cos t) can be written as (P ) = cH Jm
nc
T
coefficient vector c = (cm , , cn ) . Thus, maximizing (P ) with respect to a normed
H Jm
subject
polynomial P S(,)
m,n is equivalent to maximize the quadratic functional c
nc
to |c|2 = c2m + c2m+1 + + c2n = 1. If m
denotes
the
largest
eigenvalue
of the
nm+1
m
symmetric Jacobi matrix Jn , we have
m
cH Jm
c|2
nc
nm+1 |
(3.20)
cl = plm (m
nm+1 , m),
l = m, . . . n.
99
(,)
largest zero of pnm+1 (x, m) is simple (see [10, Theorem 5.3]). The formula for Mm,n
follows directly from the estimate in (3.20).
(,)
We consider now the third polynomial space R,n . Lemma 3.5 states that in this case the
P
(,)
mean value (P ) of P (t) = cm R(t) + nl=m+1 cl pl (cos t) can be written as (P ) =
+ ( (R) am )|cm |2 , with the coefficient vector c = (cm , , cn )T . Maximizing
cH Jm
nc
(,)
(P ) with respect to a polynomial P SR,n is therefore equivalent to maximize the
+ ( (R) am )|cm |2 subject to (kRk2w 1)|cm |2 + |c|2 = 1.
quadratic functional cH Jm
nc
Using a Lagrange multiplier and differentiating the Lagrange function, we obtain the
identity
T
T
Jm
c
+
(c
,
0,
,
0)
=
c
,
c
,
,
c
R m
R m m+1
n
n
as a necessary condition for the maximum, where R = (R)am and R = kRk2w . By
the equation (3.16), this system of equations is related to the three-term recursion formula
(,)
(3.13) of the scaled co-recursive associated polynomials pl (x, m, R , R ). In particular,
(,)
the value corresponds to a root of pnm+1 (x, m, R , R ). Moreover, the maximum of
(,)
+ R |cm |2 is attained for the largest root = R
cH Jm
nc
nm+1 of pnm+1 (x, m, R , R ) and
the corresponding eigenvector
(,)
(,) R
c = 3 1, p1 (R
nm+1 , m, R , R ), . . . , pnm (nm+1 , m, R , R )
T
where the constant 3 is chosen such that the condition (R 1)|cm |2 + |c|2 = 1 is
(,)
satisfied. The uniqueness of the polynomial PR,n (up to a complex scalar of absolute
value one) follows from the simplicity of the largest root R
nm+1 of the polynomials
(,)
pl (x, m, R , R ) (see [10, Theorem 5.3]). From the above argumentation it is also
(,)
2
clear that the maximal value MR,n is precisely the largest eigenvalue R
nm+1 .
In Corollary 1.34, the uncertainty principle for functions f L2 ([0, ], w ) was formulated in terms of the following position variance:
var
S (f ) =
1 (f )2
++2
+ (f )
2 .
(3.21)
(,)
100
, the
Proposition 3.7.
R
If the sets Ln , Lm
n and Ln are nonempty, then
(,)
arg min var
,
S (P ) = arg max (P ) = Pn
(,)
(,)
P Ln
P Ln
(,)
arg min var
S (P ) = arg max (P ) = Pm,n ,
(,)
(,)
P Lm,n
P Lm,n
(,)
(,)
P LR,n
1 2
,
( 1 )2
2( 1 ) 2(1 2 )
2(1 1 )
d var
S
() =
=
.
3
d
( 1 )
( 1 )3
d
var
Therefore, the derivative d
S is strictly decaying on the open interval (1 , 1) and
(,)
, L(,)
strictly increasing on (1, 1 ). So, for P L(,)
m,n , LR,n , maximizing (P ) yields
n
the same result as minimizing var
2
S (P ).
(,)
Remark 3.8. Whereas it can not be guaranteed that the sets L(,)
m,n and LR,n are
(,)
nonempty, the non-emptiness of the sets Ln , n 1, is a consequence of the interlacing
property of the zeros of the Jacobi polynomials (cf. [83, Theorem 3.3.2], [10, Theorem
5.3]). Namely, this interlacing property implies that (Pn(,) ) = n+1 > n > . . . > 1 .
3.1.1. Explicit expression for the optimally space localized polynomials
(,)
and
Our next goal is to find explicit expressions for the optimal polynomials Pn(,) , Pm,n
(,)
PR,n derived in Theorem 3.6. To this end, we need a Christoffel-Darboux type formula
(,)
(,)
for the associated Jacobi polynomials pl (x, m) and pl (x, m, , ).
Lemma 3.9.
(,)
(,)
Let pl (x, m) and pl (x, m, , ) be the associated and the scaled co-recursive associated Jacobi polynomials as defined in (3.12) and (3.13). Then, the following ChristoffelDarboux type formulas hold:
n
X
(,)
pk
(,)
(x)pkm (y, m)
(3.22)
k=m
(,)
(,)
(,)
(,)
p
(x)pnm (y, m) pnm+1 (y, m)p(,)
(x)
p
(x)
n
= bn+1 n+1
+ bm m1
,
xy
xy
101
pk
(,)
(x)pkm (y, m, , )
(3.23)
k=m
(,)
(,)
= bn+1
(,)
(x)
pn+1 (x)pnm (y, m, , ) pnm+1 (y, m, , )p(,)
n
xy
(,)
(x)
p(,) (x)(( 1)y )
p
+ m
+ bm m1
.
xy
xy
Proof. We follow the lines of the proof of the original Christoffel-Darboux formula (see
[10, Theorem 4.5]). By (3.9) and (3.12), we have for k m the identities
(,)
xpk
(,)
(x)pkm (y, m)
(,)
(,)
(,)
ypk
(,)
(,)
(,)
(,)
(x)pkm (y, m)
(,)
= bk+1 pk
(,)
(,)
(x)pkm+1 (y, m) + ak pk
(,)
(,)
(x)pkm (y, m) + bk pk
(,)
(x y)pk
(,)
(x)pkm (y, m)
(,)
(,)
(,)
(,)
(,)
(,)
(,)
(,)
(,)
(,)
p
(x)pkm (y, m) pk
Fk (x, y) = bk+1 k+1
xy
Then, the last equation can be rewritten as
pk
(,)
(x)pkm+1 (y, m)
(,)
(x)pkm+1 (y, m)
(,)
k m,
(,)
where Fm1 (x, y) = bm pm1 (x). Summing the latter from m to n, we obtain (3.22).
Analogously, we get for the scaled co-recursive associated polynomials
(,)
pk
(,)
(,)
(x)p0 (y, m, , )
p(,)
m
k m + 1,
p(,)
(x),
m
where
(,)
Gk (x, y) = bk+1
(,)
(,)
(,)
(x)pkm+1 (y, m, , )
(,)
Gm (x, y) =
102
k m + 1.
(,)
pk
n
X
(,)
(x)pkm (y, m, , ) =
k=m
=Gn (x, y)
=Gn (x, y) +
k=m+1
(,)
(x)(y
bm+1 pm+1 (x) + p(,)
m
am )
xy
p(,)
(x)(x y)
m
xy
(,)
p(,)
(x)((
m
1)y )
p
(x)
+ bm m1
.
xy
xy
2
Pn(,) (t)
p
(cos t)pn(,) (n+1 )
= 1 bn+1 n+1
,
cos t n+1
(,)
Pm,n
(t)
(,)
PR,n (t)
(,)
bn+1 pn+1
3
(,)
(,)
(,)
(,)
(cos t)pnm (R
nm+1 , m, R , R )
R
cos t nm+1
(,)
1 ,
tn (cos t) =
cos(nt),
n 1.
The largest zero of the Chebyshev polynomials tn+1 is given by n+1 = cos( 2n+2
) (see
[83, (6.3.5)]). The normalized associated polynomials tn (x, m), m 1, correspond to the
Chebyshev polynomials un of the second kind given by (see [25, p. 28-29])
un (cos t) =
2 sin((n + 1)t)
,
sin t
n 0.
103
The largest zero of the polynomials un+1 is given by n+1 = cos( n+2
). So, in the case of
(- 1 ,- 12 )
the Chebyshev polynomials, we get for the optimally space localized polynomials Pn 2
(- 12 ,- 12 )
, n 1, the formulas
and Pm,n
(- 1 ,- 1 )
Pn 2 2 (t)
(- 12 ,- 21 )
(t)
Pm,n
n
n
X
)
1
k
1 cos((n + 1)t) cos( 2n+2
=
1+2
cos
cos(kt) =
.
2n + 2
22
=
)
sin( nm+2
(- 1 ,- 12 )
The polynomials Pn 2
as
n
X
(k m + 1)
sin
cos(kt) ,
nm+2
k=m
m 1.
k
Rn (t) = 1 + 2
cos
cos(kt),
2n + 1
k=1
t [0, ].
For more details on the Rogosinski kernel and the relation to the optimal polynomials
(- 1 ,- 1 )
Pn 2 2 , we refer to [50, p. 112-114], [70, Section 5.2] and [71].
(- 21 ,- 12 )
P6
(- 1 ,- 12 )
2
P6,12
(- 1 ,- 12 )
(t).
P122
(t).
2
P6,18
(- 1 ,- 12 )
(- 1 ,- 21 )
(t).
P242
(t).
2
P6,30
(- 1 ,- 21 )
(t).
(t).
Figure 13: Optimally space localized polynomials and wavelets for Chebyshev expansions
on [0, ] ( = = 12 )
104
(t).
P12
(0.42,0.42)
(t).
P6,18
P6
P6,12
(0.42,0.42)
(t).
P24
(0.42,0.42)
(t).
(0.42,0.42)
(t).
P6,30
(0.42,0.42)
(t).
Figure 14: Optimally space localized polynomials and wavelets for Jacobi expansions on
[0, ] with = = 0.42
3.1.2. Space-frequency localization of the optimally space localized
polynomials
(,)
In this section, we will compute the frequency variance var
) of the optimally
F (Pn
(,)
space localized polynomials Pn . This will enable us to determine the space-frequency
localization of the polynomials Pn(,) and, in particular, to determine the asymptotic
(,)
(,)
behavior of the uncertainty product var
) var
) as the degree n of the
S (Pn
F (Pn
(,)
polynomial Pn
tends to infinity. Again, we need a Christoffel-Darboux type formula,
(,)0
(,)00
d (,)
d2 (,)
but this time for the derivatives pk
(x) := dx
pk (x), pk
(x) := dx
(x) of the
2 pk
(,)
Jacobi polynomial pk .
Lemma 3.12.
The following Christoffel-Darboux type formulas hold:
n
X
(,)0
pk
k=1
(,)0
(x)pk
(y)
(,)
(,)0
(,)0
(,)
n
X
pk (x)pk
(y) pk
(x)pk (y)
xy
k=1
(,)0
(,)0
(3.24)
105
pl
l=1
n
X
(,)00
pk
(,)
(x)pl
(,)
(x)pk
k=1
n
X
(,)0
pk
k=1
1
(,)
(,)00
(,)00
(x)
,
(x)
p
(x)p
(x) = bn+1 pn+1 (x)p(,)
n+1
n
n
2
(3.25)
1
000
(,)
(,)000
(x) = bn+1 pn+1 (x)p(,)
(x) ,
(x) pn+1 (x)p(,)
n
n
3
(3.26)
1
000
00
(,)
(,)0
(x)2 = bn+1 pn+1 (x)p(,)
(x) 3pn+1 (x)pn(,) (x)
n
6
(,)00
(,)000
+ 3pn+1 (x)p(,)
(x) pn+1 (x)p(,)
(x) .
n
n
(3.27)
Proof. In principle, we follow again the lines of the proof of Theorem 4.5 in [10]. By the
three-term recurrence relation of the orthonormal Jacobi polynomials (3.9), we have the
identities
(,)0
xpk
(,)0
(x)pk
(,) 0
(,)
) (x) pk
(y) = (xpk
(,)0
(,)0
ypk
(,)0
(x)pk
(y)
(,)0
(x) pk
(y)
(,)0
(y) + ak pk
(,)0
(x)pk
(y)
(,)0
(,)0
(,)0
(,)
(y),
+ bk pk1 (x)pk
(y) pk (x)pk
(,)
(,)0
(,) 0
= pk
(x) (ypk ) (y) pk (y)
(,)0
= bk+1 pk
(,)0
+ bk p k
(,)0
(,)0
(x)pk+1 (y) + ak pk
(,)0
(,)0
(x)pk1 (y) pk
(,)0
(x)pk
(,)
(y)
(x)pk
(y).
(,)0
(,)0
(x y)pk
(,)0
(x)pk
(,)0
(,)0
(,)0
bk p k
(,)
pk
(y) pk
(,)0
(,)0
(,)0
(x)pk
(,)0
(y) pk
(x)pk+1 (y)
(,)
(x)pk
(y)
(y) .
n
X
(,)0
pk
k=1
(x)2
n
X
(,)00
pk
(,)
(x)pk
(x)
k=1
(,)00
(,)0
00
(3.28)
Further, we have the well known Christoffel-Darboux formula [10, Theorem 4.6]
n
X
(,)
pl
l=0
106
(,)0
(,)
(3.29)
n
X
(,)0
pl
(,)
(x)pl
(,)00
(,)000
00
(,)
(x)pn+1 (x)
(x) p(,)
(x) = bn+1 pn+1 (x)p(,)
n
n
l=1
n
X
(,)00
pl
(,)
(x)pl
(,)0
(x) + pl
000
(,)
l=1
(,)00
00
(,)0
+ pn+1 (x)p(,)
(x) pn(,) (x)pn+1 (x) .
n
Then, the first equation above gives (3.25) and the second equation in combination with
formula (3.28) implies the equations (3.26) and (3.27).
2
With the help of the Christoffel-Darboux type formulas in Lemma 3.12, it is possible
to compute the frequency variance of the optimally space localized polynomials Pn(,)
explicitly. To this end, we need also the second-order differential operator L and
the respective differential equation of the Jacobi polynomials (see equations (1.66) and
(1.67)), i.e.,
L p(,)
= n(n + + + 1)p(,)
,
(3.30)
n
n
where the differential operator L is given in the variable x = cos t as
L
d2
d
= (1 x ) 2 + ( ( + + 2)x) .
dx
dx
2
(3.31)
Proposition 3.13.
(,)
has the explicit form
The frequency variance var
F of the optimal polynomial Pn
(,)
var
)=
F (Pn
(3.32)
Proof. By Corollary 3.10 and Theorem 3.6, the optimal polynomial Pn(,) has the representations
(,)
Pn(,) (t)
n
X
p
(cos t)p(,)
(n+1 )
(,)
(,)
n
= 1 bn+1 n+1
= 1
pl (n+1 )pl (cos t).
cos t n+1
l=0
Without loss of generality we can assume that Pn(,) (0) > 0. Then, the constant 1 is
given by
1 =
1
kPn(,) kw
X
n
(,)
pl (n+1 )2
1
l=0
By formula (1.70) and the equations (3.31) and (3.30), we get for the frequency variance
107
(,)
) = hL, Pn(,) , Pn(,) iw
var
F (Pn
(3.30)
= 21
n
X
(,)
l(l + + + 1)pl
(n+1 )2
l=0
(3.30)
= 21
n
X
(,)
(L pl
(,)
)(n+1 )pl
(n+1 )
l=0
(3.31)
= (1 (n+1 ) )
Pn
l=0
(,)00
pl
(,)
(n+1 )pl
(n+1 )
(,)
(n+1 )2
l=0 pl
Pn
(,)0
(,)
(n+1 )pl (n+1 )
l=0 pl
+ 2))
.
Pn
(,)
(n+1 )2
l=0 pl
Pn
+ ( + n+1 ( +
(,)
Now, using Lemma 3.12 and the fact that n+1 is the largest zero of pn+1 , we get
(,)000
(,)
)
var
F (Pn
(,)00
The derivative Pn+1 is related to the Jacobi polynomial Pn(+1,+1) by (cf. [83, (4.21.7)])
(,)0
Pn+1 (x) =
n + + + 1 (+1,+1)
Pn
(x).
2
(3.33)
Hence, using (3.33) and the formula (3.31) for the operator L , we get for the frequency
variance
00
(,)
var
)=
F (Pn
(,)
(,)
Finally, we can show that the uncertainty product var
) var
) for the
S (Pn
F (Pn
optimal polynomials Pn(,) is uniformly bounded for all n N. In the case that || =
|| = 21 , we even get explicit results.
108
( + + 2)2 ( 2 + 22 2)
.
12( + 1)2
1
9
,
( , )
,
( , )
2.7899 > ,
lim varS2 2 (Pn2 2 ) varF2 2 (Pn2 2 ) =
n
3
2
4
2
1 1
1 1
1 1
1 1
4
1
(
(
,,)
,,)
lim varS2 2 (Pn2 2 ) varF2 2 (Pn2 2 ) =
1.2399 > 1,
n
9 3
2
2
(- 21 , 12 )
(- 12 , 21 )
- 21 , 12
- 12 , 12
(P
(P
2 1, 2899 > 1.
lim
var
)
var
)
=
n
n
S
F
n
3
- 1 ,- 21
lim varS2
(- 1 ,- 21 )
(Pn 2
- 1 ,- 12
) varF2
(- 1 ,- 21 )
(Pn 2
)=
Proof. By [83, Theorem 8.9.1], there exists a constant c > , independent of n, such
that
+ c
n+1 cos
.
n+1
Then, we get by Proposition 3.13
(,)
(,)
var
) var
)
S (Pn
F (Pn
2
1 (n+1 )
n(n + + + 3) ( + n+1 ( + ))2 4(n+1 )2
=
+
2
3
6(1 (n+1 )2 )
+ n+1
++2
( + c )2
++2
Both terms on the right hand side of the above inequality can be bounded uniformly
(,)
(,)
by a constant independent of n. Hence also the product var
) var
) is
S (Pn
F (Pn
uniformly bounded by a constant C .
(,)
If 12 < , < 12 , then by [83, Theorem 6.3.2], the largest zero of pn+1 (x) is bounded by
2
.
> cos
2n + + + 3
n+1
109
= n
lim
lim
n
=
1 (n+1 )2
++2
+ n+1
2
4 2
+ n+1
++2
2
2
2
n(n + + + 3)
( + + 2)2 ( + n+1 ( + 2))
+
3(2n + + + 3)2
6( + n+1 ( + + 2))
( + + 2) ( + 22 2)
.
12( + 1)2
n+1 = cos
,
2n + 2
2
n+1 = cos
,
2n + 1
respectively. Therefore, we get
= cos
,
n+1
= cos
,
2n + 1
n+1
n+1
2 1
1 (n+1 )2 n(n + 4) 1
=
,
n
(n+1 )2
3
2
3
2
2
2
1
1 (n+1 ) n(n + 2) 1
- 1 ,- 1
(- 1 ,- 1 )
- 1 ,- 1
(- 1 ,- 1 )
lim varS2 2 (Pn 2 2 ) varF2 2 (Pn 2 2 ) = lim
,
n
n
(n+1 )2
3
2
12 2
2n+1 + 1
1 (n+1 )2 n(n + 3)
- 21 , 12
(- 21 , 12 )
- 21 , 21
(- 12 , 21 )
=
2,
3
1 1
1 1
1 (n+1 )2 n(n + 3) 2(1 2n+1 ))
,( 1 ,- 1 )
,( 1 ,- 1 )
lim varS2 2 (Pn2 2 ) varF2 2 (Pn2 2 ) = lim 1
+
2
n
n ( +
3
3(1 + 2n+1 ))
)
n+1
2
2
1
4
.
=
9 3
2
1 1
( 1 , 21 )
1 1
( 1 , 21 )
) varF2 2 (Pn2
) = lim
2
3.1.3. Space-frequency localization of the Christoffel-Darboux kernel
We are now going to compare the space-frequency localization of the space optimal
polynomials Pn(,) with the space-frequency behavior of other well-known families of
polynomials. As a first example, we consider the Christoffel-Darboux kernels Kn(,) of
degree n which are defined on [0, ] as
Kn(,) (t) :=
n
X
(,)
pl
l=0
110
(,)
(1)pl
(cos t),
(3.34)
(n + + + 2)
P (+1,) (cos t).
( + 1)(n + + 1) n
(3.35)
In the case that = = 21 , i.e., for the Chebyshev polynomials of first kind, the
Christoffel-Darboux kernel corresponds to the Dirichlet kernel Dn given by
Dn (t) :=
( 1 , 1 )
Kn 2 2 (t)
t)
1 sin( 2n+1
2
=
.
t
sin( 2 )
For the Dirichlet kernel it is known that the uncertainty product is far from being optimal.
n :=
More precisely, in [68] it was shown that for the normalized Dirichlet kernel D
Dn /kDn k the following formula holds:
n ) varF (D
n ) = (4n + 1)(n + 1) .
varS (D
12n
So, the uncertainty product tends linearly to infinity as the degree n of the Dirichlet kernel
n tends to infinity. A similar result can be shown also for the normalized ChristoffelD
(,) defined by
Darboux kernel K
n
(,)
(+1,)
(cos t)
(,) (cos t) := Kn (cos t) = Pn
K
.
n
(,)
(+1,)
kw
kKn kw
kPn
Theorem 3.15.
(,) , the following formulas hold:
For the normalized Christoffel-Darboux kernel K
n
2( + 1)
,
2n + + + 2
+1
(,)
var
K
n(n + + + 2),
=
F
n
+2
( + + 2)2 (2n + + 1)(n + + + 2)
(,)
(,)
var
K
.
var
K
=
S
F
n
n
+2
4n
(,) = 1
K
n
Proof. For the norm kPn(+1,) kw+1, , we know from formula (1.64) that
kPn(+1,) k2w+1,
Z
0
2++2 ( + n + 2)( + n + 1)
.
n!( + + n + 2)( + + 2n + 2)
To compute the norm kPn(+1,) kw, , we use first of all the coordinate transform x = cos t.
Then, kPn(+1,) k2w, reads as
kPn(+1,) k2w, =
Z 1
1
111
Pn(+1,) (x)
j
(3.36)
and the orthogonality relation (1.64) of the Jacobi polynomials, we can derive
kPn(+1,) k2w,
(n + + 2) Z 1 (+1,)
=
P
(x)(1 x) (1 + x) dx.
n!( + 2) 1 n
Next, applying the Rodriguez formula (see [83, 4.3.1]) of the Jacobi polynomial
Pn(+1,) (x) and integrating by parts n times, yields the equation
!(n)
kPn(+1,) k2w,
=
=
=
=
h
i 1
(1)n (n + + 2) Z 1 d
n++1
+n
(1
x)
(1
+
x)
dx
(n!)2 2n ( + 2) 1 dx
1x
(n + + 2) Z 1
(1 x) (1 + x)+n dx
n
n!2 ( + 2) 1
(n + + 2) ++1 ( + 1)( + n + 1)
2
n!( + 2)
( + + n + 2)
++1
2
(n + + 2)( + n + 1)
,
(3.37)
+1
( + + n + 2)n!
where in the penultimate equality we used the integral formula (1.61). In total, we get
for the mean value of the normalized Christoffel-Darboux kernel:
Z
(+1,)
)
n(,) = 1 (Pn
K
=
(+1,) 2
kPn
kw
kPn(+1,) k2w+1,
(+1,) 2
kPn
kw
kPn
2( + 1)
.
2n + + + 2
(+2,+1)
(+2,+1)
(1 + x)Pn1
(x)Pn(+1,) (x)(1 x) (1 + x) dx
(n + + 2) Z 1
=
(1 + x)Pn(+1,) (x)(1 x) (1 + x) dx
(n 1)!( + 3) 1
(n + + 2) Z 1 (+1,)
=2
P
(x)(1 x) (1 + x) dx.
(n 1)!( + 3) 1 n
112
(+2,+1)
(1 + x)Pn1
(x)Pn(+1,) (x)(1 x) (1 + x) dx
(n + + 2) ++2 ( + 1)( + n + 1)
2
(n 1)!( + 3)
( + + n + 2)
++2
2
( + n + 2)( + n + 1)
=
.
(n 1)! ( + 2)( + 1)( + + n + 2)
=
(3.38)
Using the formula (3.31) for the operator L and formula (3.33) for the derivative of
the Jacobi polynomials, we get for the frequency variance of the normalized ChristoffelDarboux kernel:
var
F
hL Pn(+1,) , Pn(+1,) iw
(,)
Kn
=
(+1,) 2
kPn
kw
0
=
=
kPn
kPn
(+2,+1)
, Pn(+1,) iw
n + + + 2 h(1 + cos t)Pn1
.
(+1,) 2
2
kPn
kw
n(,) = n(n + + + 2)
var
K
F
=
1
n(n + + + 2)
+2
+1
n(n + + + 2).
+2
(,) var
(,) =
var
K
K
S
F
n
n
(,)
1 K
n
2
n(,) 2
++2 + K
(,)
K
var
F
n
Theorem 3.15 states that also in the more general Jacobi setting the uncertainty product
(,) tends linearly to infinity as n .
of the normalized Christoffel-Darboux kernel K
n
The Christoffel-Darboux kernel has therefore a much worse space-frequency behavior
than the space optimal polynomial Pn(,) (see Theorem 3.14).
113
12 (t).
D
24 (t).
D
6(0.42,0.42) (t).
K
(0.42,0.42)
12
(t).
K
(0.42,0.42)
24
(t).
K
Figure 15: Dirichlet kernel and Christoffel-Darboux kernel for Jacobi expansions with
parameters = = 0.42 on [0, ].
3.1.4. Space-frequency localization of the de La Valle Poussin kernel
As a second example, we consider a family of polynomial functions Vn for which the
uncertainty product of position and frequency variance tends to the optimal constant
(++2)2
as n . In this way, we get also an alternative proof for the asymptotic
4
sharpness of the uncertainty principle (1.72) for Jacobi expansions.
The trigonometric polynomial Vn of degree n, known as de La Valle Poussin kernel (cf.
[31, p. 88]), is defined as
Vn (t) := (1 + cos t)n ,
n N.
(3.39)
As in the last section, we denote by Vn the normalized variant of the de La Valle Poussin
kernel, i.e., Vn (t) = Vn (t)/kVn kw . The following Theorem is a slight generalization of
[27, Theorem 2.2] proven by Goh and Goodman for ultraspherical expansions.
Theorem 3.16.
For the normalized de La Valle Poussin kernel Vn , the following identities hold:
(Vn ) = 1
114
2 + 2
,
2n + + + 2
,
var
(
V
)
=
k
V
k
=
n
F
n w
2n +
1 (Vn )2
( + + 2)2
1
var
(
V
)
=
1
+
.
n
F
4
2n +
+ (Vn )|2
| ++2
kVn k2w
2n+++1
=2
Z
0
( + 1)(2n + + 1)
= 22n+++1
,
( + + 2n + 2)
kVn0 k2w = 22n+++1 n2
= 22n+++1 n2
kVn k2w (Vn ) = 22n+++2
= 22n+++2
Z
0
( + 2)(2n + )
,
( + + 2n + 2)
Z
0
( + 2)(2n + + 1)
.
( + + 2n + 3)
4
2n +
| ++2
+ (Vn )|2
Hence, although the polynomial Vn is not localized in space as well as the space optimal
polynomial Pn(,) , the de La Valle Poussin kernel Vn shows a better space-frequency
behavior as n tends to infinity. In particular, the frequency variance of Vn increases only
(,)
linearly in n, whereas var
) increases quadratically.
F (Pn
115
V12 (t).
V24 (t).
Figure 16: The de La Valle Poussin kernel normalized in the Chebyshev norm k kw ,
where = = 21 .
n 0,
(3.40)
116
X Qk (, )
Q2k (, ) d( ) n1
=
a0k ( )Qk (, ) + b0k ( )Qk1 (, )
k
k
k=0
k=0
(3.41)
where a0k and b0k denote differentiation with respect to and k = ki=1 bi ( ). Since
Q
the polynomials Qk (x, ) are monic, we have Qk (x, ) = ki=1 (x xi ( )), where xki ( ),
i = 1, . . . , k denote the k distinct real zeros of Qk (x, ) in (a, b). Hence, Qk (b, ) >
0. Moreover, since ( ) is the largest zero of Qn (x, ), we have due to the interlacing
property of the polynomials Qk (x, ) (see [83, Theorem 3.3.2])) that Qk (, ) > 0 for
k = 0, . . . , n 1. Therefore, if ak ( ) and bk ( ) are decreasing (increasing) functions of
the parameter , then the right hand side of equation (3.41) is negative (positive) and
the first statement of the Theorem is shown. A similar argumentation for the smallest
zero (keeping in mind that sign(Qk (a, )) = (1)k ) implies the second statement. The
statement for the strict monotonicity follows directly from formula (3.41).
2
Q
Now, we will use Theorem 3.17 to prove that the largest zero of the associated Jacobi
and ultraspherical polynomials is decreasing if certain parameters are increased.
Corollary 3.18.
Let c 0 (if c > 0, assume that 2c + + > 0), 0, 1/2 and max{ 21 , 2} .
Then, the largest zero () of the associated Jacobi polynomial p(,)
(x, c) is a decreasing
n
function of the parameter .
(,)
xQ(,)
(x, c) = Qn+1 (x, c) + an+c ()Q(,)
(x, c) + b2n+c ()Qn1 (x, c),
n
n
(,)
Q1 (x, c)
= 0,
(,)
Q0 (x, c)
n 0, (3.42)
= 1,
where the coefficients an+c () and b2n+c () are given by (see Table 1.1 in [25] for the
coefficients of the Jacobi polynomials)
2 2
, n 0,
(2n + 2c + + ) (2n + 2c + 2 + + )
4(n + c) (n + c + ) (n + c + ) (n + c + + )
b2n+c () =
,
(2n + 2c + + )2 (2n + 2c + + + 1) (2n + 2c + + 1)
an+c () =
n 1.
Now, we have to check that the assumptions of Theorem 3.17 hold. In particular, we
show that an+c () and b2n+c () are decreasing functions of the variable .
117
a0n+c () =
2 2
(2n+2c++)
2 2
(2n+2c+2++)
(2n + 2c + + ) (2n + 2c + 2 + + )
= 2
(2n + 2c + + )2 (2n + 2c + 2 + + )2
Since we assumed that 0 and 1/2, the term on the right hand side is always
negative. It remains to check the case n = 0, c = 0. In this case, we get
a00 () =
2(1 + )
< 0.
( + + 2)2
(b2n+c )0 () = b2n+c ()
1
2
1
+
n + c + n + c + + 2n + 2c + +
!
1
1
.
2n + 2c + + + 1 2n + 2c + + 1
1
2
(b2n+c )0 ()
1
1
4
n + c + n + c + + 2n + 2c + +
2(n + c) + ( + )( 2)
= b2n+c ()
0.
(n + c + )(n + c + + )(2n + 2c + + )
b2n+c ()
118
1
2
(b2n+c )0 () = b2n+c ()
)
2
(n + c + +
2
4n+4c+4+2
2
2
2n + 2c + + (2n + 2c + + )
= b2n+c ()
1
2n+2c++
)
2
(n + c + +
2
4n+4c+4+2
2
2n + 2c + +
1
4n+4c+2+2
1
4n+4c+2+2
2
2n + 2c + +
1
4n+4c+2+2
2
b2n+c ()
n+c++ 2
2
4n+4c+4+2
n+c+
+2
1
4n+4c+2+2
1
8n+8c+4+4
1
Since (n + c + + 2 ) (n + c + 2 + 2 ) and 4n+4c+4+2
8n+8c+4+4
, we can see that
0
2
also in this case the derivative (bn+c ) () 0 is negative.
In total, we can conclude that (b2n+c )0 () 0 and that b2n+c () is a monotone decaying function of the parameter if n 1, c 0, 0 and 21 max{ 12 , 2}.
By Theorem 3.17, the largest zero () of Q(,)
(x, c) is therefore a decreasing funcn
tion of the parameter . Since the polynomials p(,)
(x, c) are given by p(,)
(x, c) =
n
n
(,)
b1+c bn+c Qn (x, c) (compare the recurrence relations (3.42) and (3.12)), the same
(x, c).
2
statement holds also for the polynomials p(,)
n
Corollary 3.19.
If 0, then the largest zero () of the associated ultraspherical polynomials p(,)
(x, c),
n
c 0, is a decreasing function of the parameter .
(,)
xQ(,)
(x, c) = Qn+1 (x, c) + b2n+c ()Qn1 (x, c),
n
(,)
Q1 (x, c) = 0,
(,)
Q0
n 0,
(x, c) = 1,
n 0,
(n + c)(n + c + 2)
4 n+c++
1
2
n+c+
1
2
,
n 1.
119
b2n+c ()
= b2n+c ()
2
1
n + c + 2 n + c + +
1
2
n+c+
!
1
2
2(n + c 1) 2( + 12 )2
0.
(n + c + 2)(n + c + + 12 )(n + c + 21 )
2 2 + 2 ( )
, n 0,
(2n + 2c + + ) (2n + 2c + 2 + + )
4(n + c ) (n + c + ) (n + c + ) (n + c + + + )
b2n ( ) =
,
(2n + 2c + + )2 (2n + 2c + + + 1) (2n + 2c + + 1)
an ( ) =
(3.43)
n 1.
(3.44)
0 if + 0.
n+c+++
n+c
a0n ( ) =
(3.45)
(3.46)
Further, inequality (3.46) is strict if > 0. Thus, by Theorem 3.17, the largest zero
)
of Q(+,+
(x, c ), and therefore also the largest zero of the normalized polynomial
n
(+,+ )
pn
(x, c ), is a strictly decreasing function of the parameter 0 c.
Now, we consider the monic associated polynomials Q(+2,)
(x, c ) depending on the
n
120
an () =
n 1.
+
(bn ) () = bn ()
n+c n+c++ n+c+ n+c+++
!
+ 2
+ 2
2
= bn ()
+
.
(n + c )(n + c + + ) (n + c + + + )(n + c + )
a0n () =
Both, a0n () and (b2n )0 () are negative if 0 and strictly negative if > 0. Thus,
(x, c ) and of the normalized polynomial
the largest zero of the polynomial Q(+2,)
n
(+2,)
pn
(x, c ) is a strictly decreasing function of the parameter 0 c.
2
If = 0 and < 0, it is not possible to use Corollary 3.20 to prove that the largest
)
zero ( ) of the polynomial p(,+
(x, c ) is a decreasing function of the parameter .
n
Nevertheless, we can show the following result.
Theorem 3.21.
Let 0, 1 < 0, || and 2c + + > 0. Then all the zeros of the associ(x, c) are larger than the respective zeros of the polynomial
ated Jacobi polynomial p(,)
n
(,)
(x, c + + ).
pn
Proof. As in Corollary 3.20, we consider the associated Jacobi polynomials Pn+1 ( )(x) =
(+,+ )
pn+1
(x, c ) with the Jacobi matrix
0
..
..
.
b2 ( ) a2 ( ) b3 ( )
.
..
..
..
..
.
.
.
.
0
0
bn2 ( ) an1 ( ) bn1 ( )
0
bn1 ( ) an ( )
a0 ( ) b1 ( )
0
b1 ( ) a1 ( ) b2 ( )
Jn ( ) =
0
..
.
0
0
(,)
pn+1 (x, c)
0
0
(,)
pn+1 (x, c + + ).
Then,
121
2 2
,
(2k + 2c + + )(2k + 2c + + + 2)
the eigenvalues of Jn (0) are larger than the eigenvalues of Jn ( ). Thus, the same
(,)
(,)
holds for the zeros of the polynomials pn+1 (x, c) and pn+1 (x, c + + ).
2
122
HlM .
l=0
d
2
+ M )f },
(3.47)
dim HlM
Sdr
RPdr
CPdr
d
2
HPdr
Car
1)!
123
(3.48)
(M
p,t f ) (t, )
d 2 2M + (d + 2M ) cos( rt )
2
= 2 f (t, ) +
f (t, ).
t
2r sin( rt )
t
(3.49)
Moreover, each subspace HlM contains only one radial function PlM that depends solely
on the distance t = d(q, p) to the point p and that is normalized such that kPlM kM = 1,
PlM (p) > 0. In terms of Jacobi polynomials, the radial functions PlM can be written as
(see [1, p. 131-132], [24, p. 178] and [37, V, Theorem 4.5])
PlM (t) =
1
1
2
|Sp | 2
( d2
,M )
2
d22M
4
p
d l
r2
(cos( rt )),
t [0, r],
(3.50)
Hk p with span
1 eikt , 1 eikt
2
2
+k)
( d2 +k, d2
2
r
(t, ) = r 2 sink ( rt )plk2
Pl,k,j
0 k l,
RPdr
Sd
is given by
( d2 +k, d2
+k)
2
2
2r
Pl,k,jr (t, ) = 2P2l,k,j
(t, ) = 2(2r) 2 sink ( 2rt )p2lk
d+2k+1
4
d+2k+3
4
0 k 2l,
124
( d2 +k, 12 )
(3.51)
1 j N (d 1, k).
d1
(cos( rt )) Yk,j
(),
d1
(cos( 2rt )) Yk,j
(),
d1
(cos( rt )) Yk,j
(),
( d2
+k, 12 )
2
k+1
l 2
0 j N (d 1, k).
k even,
d1
(cos( rt )) Yk,j
(), k odd,
(3.52)
d+2+2M +4k
4
( d2 +2k,M )
0 k l,
d1
(cos( rt )) Yk,j
(),
(3.53)
0 j N (d 1, k).
Proof. We will give no explicit proofs at this place, but refer to the literature. The
d1
Sd
proof that the spherical harmonics Pl,k,j
(t, ) and Yk,j
() form an orthonormal basis of
Sp
Sd
Hl and Hk , respectively, can be found in the books [60] and [14]. The assertion for
an arbitrary sphere Sdr follows by scaling with r. The assertion for the real projective
space is an immediate consequence of the fact that RPdr is the quotient of Sd2r under the
Sd
RPd
antipodal map A : x x and that Hl r can be identified with H2l2r . The second
identity in (3.52) follows from [83, Theorem 4.1]. The proof for the remaining projective
spaces can be found in [80]. Hereby, the formula in (3.53) follows from [80, Theorem
4.22] with the coordinate change t sin( 2rt )2 . A related proof can also be found in the
article [46].
2
M
correspond to the radial functions PlM defined
In Proposition 3.22, the functions Pl,0,1
in (3.50). Now, as in (2.91), we introduce the generalized mean value of a function
f L2 (M ) at a point p M by
M
p (f ) =
Z
Sp
Z r
0
(3.54)
Then, by Corollary 2.60 and Corollary 2.61, we know that the following uncertainty
2M +2d
:
2M +2+d
d2
M
,
(3.55)
varM
(f
)
var
(f
)
>
S,p
F,p
4
where
2
1 M
p (f )
2
varM
(f
)
=
r
(3.56)
2 ,
S,p
d22M
d+2+2M M
+
(f
)
p
2d
2d
varM
F,p (f ) =
2
f
.
t M
d2
4
(3.57)
125
n X
l N (d1,k)
X
X
P : P (t, ) =
l=0 k=0
M
cl,k,j Pl,k,j
(t, ), cl,k,j C .
(3.58)
j=1
P : P (t, ) =
n X
l N (d1,k)
X
X
l=m k=0
M
cl,k,j Pl,k,j
(t, ), cl,k,j C .
(3.59)
j=1
M
(3) The space spanned by a radial function R given by R (t) = Pm1
(t) +
m1
X
el PlM (t)
l=0
M
R,n := P : P (t, ) = cm1 R (t) +
n X
l N (d1,k)
X
X
l=m k=0
j=1
M
cl,k,j Pl,k,j
(t, ), cl,k,j , C .
(3.60)
The functions in the space M
n are referred to as spherical polynomials of degree less
than n and the functions in M
m,n as spherical wavelets. The unit spheres in the spaces
M
M
are
defined
as
and
M
R,n
m,n
n
n
M
SM
n := P n : kP kM = 1 ,
M
SM
m,n := P m,n : kP kM = 1 ,
M
SM
R,n := P R,n : kP kM = 1 .
M
LM,m
:= P SM
n
m,n : p (P ) > 1 ,
M
LM,R
:= P SM
n
R,n : p (P ) > 1 ,
where 1 =
2M d+2
2M +d+2
( d2
,M )
2
(x).
126
(3.61)
M
Pm,n
:= arg max
M
p (P ),
M
(3.62)
M
PR,n
:= arg max
M
p (P ).
M
(3.63)
P Sn
P Sm,n
P SR,n
M
Pm,n
M
PR,n
P Ln
= arg max
M,m
M
p (P )
= arg min
varM
S,p (P ),
M,m
= arg max
M,R
M
p (P )
= arg min
varM
S,p (P ).
M,R
P Ln
P Ln
P Ln
P Ln
Proof. The proof of Proposition 3.24 is identical to the proof of Proposition 3.7 with
M
M
2
and var
S replaced by p and varS,p .
Hence, by Proposition 3.24, minimizing the position variance varM
S,p (P ) with respect to
M
M,m
M,R
a polynomial P Ln (or P Ln , Ln , respectively) is equivalent to maximize the
M,m
mean value M
p (P ). Similar as in Proposition 3.24, the non-emptiness of the sets Ln
can not be guaranteed in general. Since the radial functions on M have an
and LM,R
n
( d2 ,
127
M
p (P ) =
m N (d1,k)
X
X
cH
0,1
cH
k,j J
N (d1,k)
n
X
X
+ 2k, M
cH
k,j J
m1
d2
,
M
2
n
m N (d1,k)
X
X
d2
2
cH
k,j
N (d1,k)
n
X
X
mk
ck,j
nk
+ 2k, M
ck,j ,
nk
if
P M
m,n ,
2
c0,1 + (M
p (R) am1 )|cm1 |
d2
2
+ 2k, M
d2
2
mk
nk
+ 2k, M
ck,j
j=1
k=m+1
cH
k,j
if P M
n ,
ck,j ,
nk
j=1
k=1
d2
2
j=1
k=m+1
M
p (P )
+ 2k, M
j=1
k=0
d2
2
j=1
k=0
M
p (P ) =
cH
k,j J
nk
if P M
R,n ,
ck,j ,
0 k m,
m + 1 k n,
(x, m).
P (t, ) =
n X
l N (d1,k)
X
X
l=m k=0
M
cl,k,j Pl,k,j
(t, ).
j=1
M
Taking the definition (3.53) of the spherical polynomials Pl,k,j
, we get for the value M
p (P ):
M
p (P )
Z
Sp
Z
Sp
Z r
0
Z r
0
cos( rt )|P (t, )|2 (2r)d1 sind1 ( 2rt ) cos2M +1 ( 2rt )dtd()
n X
l N (d1,k)
X
X
l=m k=0
+2k,M )
( d2
2
d1
(cos( rt ))Yk,j
()
j=1
n X
l N (d1,k)
X
X
l=m k=0
j=1
d
128
( d2 +2k,M )
d1
cl,k,j 2k sin2k ( 2rt )plk2
(cos( rt ))Yk,j
()
M
p (P )
m N (d1,k)
X
X Z r
n
X
j=1
k=0
( d2 +2k,M )
cl,k,j plk2
(cos( rt ))
n
X
n
X
j=1
k=m+1
( d2 +2k,M )
cl,k,j cos( rt )plk2
(cos( rt ))
l=m
l=m
N (d1,k) Z r
X
n
X
n
X
( d2 +2k,M )
cl,k,j cos( rt )plk2
(cos( rt ))
l=k
( d2 +2k,M )
cl,k,j plk2
(cos( rt ))
l=k
Finally, using the three-term recurrence relation (3.9) and the orthonormality of the
( d2
+2k,M )
2
Jacobi polynomials pl
M
p (P )
n
m N (d1,k)
X
X Z r X
0
j=1
k=0
, we conclude
( d2 +2k,M )
2
cl,k,j blk plk1
( d2 +2k,M )
(cos( rt )) + al plk2
(cos( rt ))
l=m
( d2 +2k,M )
2
+ blk+1 plk+1
X
n
( d2 +2k,M )
(cos( rt ))
cl,k,j plk2
(cos( rt ))
l=m
2k+ d2 +M
2
+
N (d1,k) Z r
X
n
X
k=m+1
1
r
X
n
j=1
( d2 +2k,M )
2
cl,k,j blk plk1
( d2 +2k,M )
(cos( rt )) + al plk2
(cos( rt ))
l=k
( d2 +2k,M )
2
+ blk+1 plk+1
X
n
(cos( rt ))
( d2 +2k,M )
cl,k,j plk2
(cos( rt ))
l=k
2k+ d2 +M
2
=
m N (d1,k)
X
X
k=0
cH
k,j
1
r
d2
2
+ 2k, M
j=1
N (d1,k)
n
X
X
k=m+1
cH
k,j
d2
2
mk
nk
ck,j
+ 2k, M
j=1
nk
ck,j .
if l m,
if l < m, k 6= 0,
if l < m, k = 0,
2
129
n N (d1,k)
X
X
m N (d1,k)
X
X
k=m+1
cH
0,1
+
N (d1,k)
n
X
X
+
p (P ) =
cH
k,j
+ k,
d2
2
+ k,
d2
2
+k
d2
2
+k
k=1
cH
k,j
d2
2
+ k,
m1
d2 d2
,
2
2
n
mk
d2
2
+k
N (d1,k)
n
X
X
r ,
if P Sm,n
ck,j ,
nk
d2
2
+ k, d2
+k
2
mk
j=1
k=m+1
ck,j
nk
cH
k,j J
if P Snr ,
ck,j ,
nk
j=1
m N (d1,k)
X
X
d2
2
j=1
k=0
Sdr
j=1
k=0
d
Spr (P )
cH
k,j
cH
k,j J
d2
2
ck,j
nk
+ k, d2
+k
2
nk
j=1
Sd
r
if P R,n
,
ck,j ,
0 k m,
m + 1 k n,
(x, m).
Proof. Up to an adaption of the underlying basis, the proof of Lemma 3.26 is the same
as the proof of Lemma 3.25. The details are therefore omitted.
2
Lemma 3.27.
If M = RPdr is the real projective space and P is a spherical polynomial on RPdr defined
P
P
PN (d1,k)
RPd
by P (t, ) = nl=0 lk=0 j=1
cl,k,j Pl,k,jr (t, ), we get
d
r
RP
p (P )
n N (d1,k)
X
X
k=0
d
r
RP
p (P )
cH
k,j
d2
2
d2
2
N (d1,k)
n
X
X
j=1
cH
k,j
+
+
k mk
k, (1)
2
nk
k
k, (1)
2
nk
j=1
k=m+1
130
j=1
m N (d1,k)
X
X
k=0
cH
k,j
d2
2
ck,j ,
if
r
P RP
n ,
ck,j
k
k, (1)
2
nk
ck,j ,
r
if P RP
m,n ,
r
H
RP
p (P ) = c
0,1 J
m1
d2
1
,
2
2 n
m N (d1,k)
X
X
cH
k,j
c0,1 + m1 |cm1 |2
d2
2
j=1
k=1
N (d1,k)
n
X
X
cH
k,j
k mk
k, (1)
2
nk
d2
2
j=1
k=m+1
ck,j
k
k, (1)
2
nk
ck,j ,
RPd
if P R,nr ,
with the coefficient vectors c0,1 and ck,j as defined in Lemma 3.26 and the matrices
k
m
J( d2
+ k, (1)
)m
n corresponding to the Jacobi matrices Jn of the associated Jacobi
2
2
( d2
+k,
2
polynomials pl
(1)k
2
(x, m).
Proof. Using the orthonormal spherical polynomials (3.52) of the real projective space
RPdr instead of the orthonormal spherical polynomials in Lemma 3.25, the proof of Lemma
3.27 is up to a minor change in the notion the same as the proof of Lemma 3.25. So, the
details are omitted also at this place.
2
Now, for the optimization problems (3.61), (3.62) and (3.63), we can conclude:
Theorem 3.28.
M
M
M
Let P SM
n , Sm,n , SR,n , respectively. Then, the maximum of p (P ) is attained for the
radial spherical polynomials
PnM (t) = 1
PnM,m (t) = 2
n
X
(,)
pl
l=0
n
X
(3.64)
(,)
M
plm (m
nm+1 , m) Pl (t),
(3.65)
l=m
PnM,R (t)
= 3 R(t) +
n
X
(,)
plm+1 (R
nm+2 , m
1, R , R )PlM (t)
(3.66)
l=m
R
where the values n+1 , m
nm+1 and nm+2 denote the largest zero of the polynomials
( d2 ,
( d2 ,
( d2 ,
M
M
M
2
2
2
pn+1
(x), pnm+1
(x, m) and pnm+2
(x, m 1, R , R ) in [1, 1], respectively. The
(,)
parameters of the scaled co-recursive associated polynomials plm+1 (x, m 1, R , R ) are
2
given as R = M
p (R) am1 and R = kRkM . The constants 1 , 2 and 3 are norM
M
malization factors which ensure that kPnM kM = kPm,n
kM = kPR,n
kM = 1 is satisfied.
The constants 1 , 2 and 3 are uniquely determined up to multiplication with a complex
scalar of absolute value one. Finally, the maximum values of (P ) are given as
MnM := max
M (P ) = n+1 ,
M p
P Sn
M
Mm,n
m
:= max
M
p (P ) = nm+1 ,
M
M
MR,n
R
:= max
M
p (P ) = nm+2 .
M
P Sm,n
P SR,n
131
m N (d1,k)
X
X
cH
k,j
d2
2
+ 2k, M
j=1
k=0
N (d1,k)
n
X
X
cH
k,j
d2
2
ck,j
nk
+ 2k, M
j=1
k=m+1
mk
nk
ck,j ,
(3.67)
0 k m,
m + 1 k n,
+ 2k, M )mk
and the matrices J( d2
nk corresponding to the Jacobi matrices of the asso2
( d2
+2k,M )
2
(x, m k).
M
Now, maximizing M
p (P ) with respect to P Sm,n is equivalent to maximize the quadratic
Pn PN (d1,k)
functional (3.67) subject to k=0 j=1
|ck,j |2 = 1. Hence, we get
m N (d1,k)
X
X
k=0
cH
k,j
d2
2
+ k,
d2
2
+k
mk
j=1
N (d1,k)
n
X
X
k=m+1
cH
k,j
d2
2
+ k,
j=1
d2
2
nk
+k
ck,j
(3.68)
nk
ck,j max
n N (d1,k)
X
X
k=0
|ck,j |22 ,
j=1
where max corresponds to the largest eigenvalue taken over all the symmetric matri
mk
d2
ces J d2
+
2k,
and
J
+
2k,
M
2
J( d2
+ 2k, M )nk correspond to the roots of the Jacobi polynomials pnk+1
(x)
2
mk
d2
and the eigenvalues of the matrices J( 2 + 2k, M )nk to the zeros of the associated
( d2 +2k,M )
2
polynomials pnm+1
(x, m k).
Now, the results of Section 3.2 on the monotonicity of the largest zero of associated
Jacobi polynomials come into play. Due to the interlacing property of the zeros of the
Jacobi polynomials (see [83, Theorem 3.3.2]) and Corollary 3.18 (alternatively, one could
also use the results in [13] and [44]), the matrix J( d2
+ 2k, M )nk , m k n, with
2
d2
the largest eigenvalue is precisely the matrix J( 2 + 2m, M )nm . Further, by Corollary 3.20, the matrix J( d2
+ 2k, M )mk
nk , 0 k m, with the largest eigenvalue is
2
d2
m
the matrix J( 2 , M )n which appears only one time as a submatrix in (3.67). Hence,
the unique overall submatrix in (3.67) with the largest eigenvalue is precisely the mam
, M )m
trix J( d2
n and max = n+m+1 corresponds to the largest zero of the associated
2
132
M
2
Jacobi polynomial pnm+1
(x, m). Due to the three-term recurrence relation (3.12) of
( d2 ,
M
2
(x, m), the coefficients of the corresponding eigenvector can be
the polynomial pnm+1
determined as
( d2 ,
M
2
cl,0,1 = plm
if m l n,
(m
nm+1 , m),
cl,k,j = 0, if 0 l m 1 or k =
6 0.
( d2 ,
M
2
2
Next, we have to normalize the coefficients cl,k,j such that nl=m |plm
(m
nm+1 , m)| =
1. This is done by an appropriately defined constant 2 . The uniqueness (up to a complex
M
scalar with absolute value 1) of the optimal polynomial Pm,n
follows from the fact that
( d2 ,
M
2
the largest zero of pnm+1
(x, m) is simple and that the largest eigenvalue of the matrix
d2
m
J( 2 , M )n is strictly larger than the largest eigenvalues of all other submatrices in
M
(3.67) (see Corollary 3.20). The formula for Mm,n
follows directly from the estimate
(3.68). Moreover, if we set m = 0, we get the formula for PnM as a special case.
M
. Lemma 3.25 states that the mean value M
Next, we will show the formula for PR,n
p (P ) of
PN (d1,k)
Pn Pl
M
M
(t, )
cl,k,j Pl,k,j
a polynomial P R,n given by P (t, ) = cm1 R(t)+ l=m k=0 j=1
can be written as
M
p (P )
cH
0,1
+
m1
d2
,
M
2
n
m N (d1,k)
X
X
k=1
cH
k,j J
2
c0,1 + (M
p (R) am1 )|cm1 |
d2
2
+ 2k, M
j=1
N (d1,k)
n
X
X
k=m+1
cH
k,j J
d2
2
(3.69)
mk
nk
+ 2k, M
j=1
ck,j
nk
ck,j ,
1 k m,
m + 1 k n,
m1
d2
,
M
2
n
d2
2
d2
2
+ 2k, M
+ 2k, M
mk
ck,j = ck,j ,
1 k m, 1 j N (d 1, k),
ck,j = ck,j ,
m + 1 k n, 1 j N (d 1, k),
nk
nk
T
(3.70)
133
d2 , M )m1
J(
c0,1 = c0,1 ,
n
2
(3.71)
d2 , M )m1
J(
=
n
2
am1 +R
bm
..
bm
R
, M )m
J( d2
n
2
0
and the coefficient vector
c0,1 =
q
T
From the argumentation after equation (3.67) we know that from the matrices
d2
J( d2
+ 2k, M )mk
nk , k = 0, . . . , m, and J( 2 + 2k, M )nk , k = m + 1, . . . , n, the matrix
2
, M )m
with the largest eigenvalue is J( d2
n . Moreover, because of the eigenvalue interlac2
ing theorem for bordered matrices (see [39, Theorem 4.3.8]), the largest eigenvalue of the
d2 , M )m1
is strictly larger than the largest eigenvalue of J( d2
matrix J(
, M )m
n
n . Since
2
2
the eigenvalue equation (3.71) is equivalent to the first system of equations in (3.70), the
d2 , M )m1
eigenvalues of J(
correspond to the zeros of the co-recursive associated Jacobi
n
2
( d2 ,
M
2
(x, m 1, R , R ) (cf. the three-term recursion formula (3.13)).
polynomials pnm+2
In total, the largest eigenvalue of all matrices in (3.70) corresponds precisely to the largest
( d2 ,
M
2
zero R
nm+2 of the polynomial pnm+2 (x, m 1, R , R ). The corresponding eigenvector
can be computed from the three-term recurrence relation (3.13) as
cm1 = 1,
( d2 ,
M
2
(R
cl,0,1 = plm+1
nm+2 , m 1, R , R ),
cl,k,j = 0, if m l n, k 6= 0.
for m l n,
The coefficients are normalized by the constant 3 and the uniqueness (up to multiplication with a complex scalar of absolute value 1) follows from the fact that the largest
( d2 ,
M
2
(x, m1, R , R ) is simple and the fact
eigenvalue of the orthogonal polynomials pnm+2
d2
If M is the sphere Sdr or the real projective space RPdr , the proof of Theorem 3.28 is
almost identical to the preceding proof. The only difference lies in the fact that in the
M
formulas for the basis polynomials Pl,k,j
(see (3.51) and (3.52)) and in the formulas for
134
pansion in terms of the Jacobi polynomials pl 2 M , we can use Corollary 3.10 to get
explicit formulas for the optimally space localized polynomials on M .
Corollary 3.29.
M
M
The optimally space localized spherical polynomials PnM , Pm,n
and PR,n
of Theorem 3.28
have the explicit representation
( d2 ,
( d2 ,
P M (t)pn 2 M (n+1 )
,
PnM (t) = 1 bn+1 n+1
cos( rt ) n+1
M
M
M
2
(t)pnm
bn+1 Pn+1
(m
nm+1 , m) + bm Pm1 (t)
M,m
,
Pn
(t) = 2
cos( rt ) m
nm+1
PnM,R (t) =
( d2
,M )
2
(R
nm+2 , m 1, R , R )
cos( r ) R
nm+2
t
M
P M (t)((R 1)R
nm+2 R ) + bm1 Pm2 (cos( r ))
+ m1
,
cos( rt ) R
nm+2
R
where the constants 1 , 2 , 3 and the roots n+1 , m
nm+1 , nm+2 are given as in
Theorem 3.28.
Remark 3.30. The Christoffel-Darboux kernel and the de La Valle Poussin kernel introduced in Section 3.1.3 and Section 3.1.4 for the Jacobi polynomials can be considered
also as radial spherical polynomials on the compact two-point homogeneous spaces. For
this, we define the kernels Knm and VnM on M by
1
( d2
,M ) t
2
KnM (t) :=
K
( r ),
n
d22
1
d
M
|Sp | 2 2 4 r 2
VnM (t) := Vn ( rt ).
In particular, the Christoffel-Darboux kernel KnM plays an important role in the theory
of polynomial approximation on M . One of its remarkable properties is the so called
M
reproducing property for spherical polynomials P M
n , i.e., the kernel Kn satisfies
(see [57])
Z
P (q) =
q M, P M
n .
135
136
137
S
(q).
P24
S
K24
(q).
V24S (q).
S
(q).
P12
S
K12
(q).
V12S (q).
S
(q).
P48
S
K48
(q).
V48S (q).
Figure 17: The kernels PnS , KnS and VnS on the unit sphere S2 centered at the north
2
S2
S2
pole p and normalized such that PnS (p) = Pm,n
(p) = PR,n
(p) = 1.
138
A
A brief introduction to Riemannian
manifolds
In this short appendix, we summarize some basic facts about Riemannian manifolds and
introduce the necessary notation for Chapter 2. The details can be found among other
standard references in [2], [3], [5], [9], [12], [23], [30] and [36].
xi (Ui ) = M .
(2) For any pair i, j with xi (Ui ) xj (Uj ) = W 6= , the sets xi1 (W ) and xj1 (W ) are
open sets in Rd and xj1 xi C .
(3) The family {(Ui , xi )} is maximal with respect to (1) and (2).
The pair (Ui , xi ) with p xi (Ui ) is called a parametrization (or a system of coordinates)
of the manifold M at p, the set xi (Ui ) is called a coordinate neighborhood at the point
p. A family {(Ui , xi )} satisfying (1) and (2) is called a differentiable structure on M .
139
q = (x1 , ..., xd ) U,
and
x1 (t) = (x1 (t), . . . , xd (t)),
respectively. So, restricting f to the curve , we obtain
0
(0)f =
d
X
k=1
where
xk
x0k (0)
f
xk
=
xk =0
d
X
x0k (0)
k=1
f,
xk
(A.1)
Equation (A.1) shows that the tangent vector to the curve at p depends only on the
derivative of in a coordinate system and
Tp M of all tangent vectors forms
that the set
a d-dimensional vector space with basis
, . . . , x d
x1
dp () = ( )0 (0)
(A.2)
is a linear mapping that does not depend on the choice of (see [12], Chapter 0, Proposition 1.2.7). The linear mapping dp is called the differential of at p. If U M and
V N are open subsets of the differentiable manifolds M and N , respectively, a mapping : U V is called a diffeomorphism if it is differentiable, bijective, and its inverse
1 is also differentiable. The Inverse Function Theorem implies that if the differential
dp is an isomorphism from Tp M to T(p) N , then is a diffeomorphism from an open
neighborhood of p onto an open neighborhood of (p).
A vector field X on a differentiable manifold M is a mapping of M into the tangent
bundle T M such that, for any p M , X(p) Tp M . The field is called differentiable if
140
(q),
(q)
xj
xk
d
(A.3)
q j,k=1
j,k
d
= g (x1 , . . . , xd )
(A.4)
j,k=1
for all p M, 1 , 2 Tp M.
(A.5)
141
D
(V
dt
(2)
D
(f V
dt
+ W) =
D
V
dt
D
W
dt
D
) = f 0 V + f dt
V for a differentiable function f ,
D
V
dt
= 0 Y .
D
V
dt
is called the covariant derivative of V along the curve . A vector field V along a
D
curve : I M is called parallel if dt
V = 0, for all t I.
On a general differentiable manifold, there exists no connection with distinguished properties. However, if M is a Riemannian manifold with Riemannian metric h, ip , then
there exists a unique connection on M (cf. [12, Theorem 3.6]) satisfying the following
conditions:
(a) is symmetric, i.e. X Y Y X = [X, Y ] for all vector fields X, Y (T M ).
(b) is compatible with the Riemannian metric, i.e. for any smooth curve and any
pair of parallel vector fields V and W along , we have hV, W ic(t) = constant.
142
d
X
Xi
i=1
,
xi
Y =
Yi
i=1
xi
d X
d
X
i=1
d
X
Yj
+
ij,k Xj Yk
,
xj j,k=1
xi
Xj
j=1
xj
(A.6)
xk
Pd
i=1
ij,k x i .
Further, we have
ij,k
1X
g il
gkl +
glj
gjk .
=
2 l=1
xj
xk
xl
(A.7)
(x(t))
+
= 0,
j,k
dt2
dt
dt
j,k=1
1 i d,
(A.8)
where x(t) = (x1 (t), . . . , xd (t)). If (t) is a geodesic with initial conditions (0) = p
and 0 (0) = , then there exists a neighborhood U around p in which (t) is uniquely
determined and depends smoothly on the parameters t and (see [23, Corollary 2.85]).
If I is the maximal interval on which (t) is defined, then for any R \ {0}, we have
I =
1
I ,
(t) = (t).
(A.9)
143
expp () := (1).
(A.10)
| 0 (t)|dt.
(A.11)
Thus, the length of the tangent vector 0 is constant. If the geodesic is starting at
(0) = p, the length of from p to (t) is given by
l() =
Z t
| 0 (t)|dt = ct,
Z b
| 0 (t)|dt,
(A.12)
where ranges over all piecewise differentiable paths : [a, b] M satisfying (a) = p
and (b) = q. For p M and > 0, the open ball and the sphere with center p on M
are defined as
B(p, ) := {x M, d(x, p) < },
S(p, ) := {x M, d(x, p) = }.
(A.13)
(A.14)
144
(A.15)
(A.16)
(A.17)
n=1
Kn =
145
(A.18)
t>0
In other words, R() is the maximal distance in direction for which the exponential map
expp is isometric. The point (R()) is called the cut point of p along the geodesic (t).
The geodesic (t) minimizes the distance between p and expp (t) for all t [0, R()),
and fails to minimize the distance for all t > R(). Indeed, if there exists a t [0, R())
such that d(p, expp (t)) < t , then the triangle inequality implies
d(p, R()) d(p, expp (t)) + d(expp (t), R()) < t + (R() t) = R(),
a contradiction. If t < R(), then is the only minimal geodesic between p and (t).
Moreover, if R() is finite and R() Tp M , then minimizes also the distance between
p and expp (R()).
We consider now R as a function on the unit sphere Sp . The following theorem collects
some information on the smoothness of R.
Theorem A.3.
For p M , the function R : Sp (0, ] has the following properties:
(a) R is upper semicontinuous on Sp [9, Theorem III.2.1].
(b) If M is geodesically complete, then R is continuous on Sp [9, Theorem III.2.1].
(c) If M is a compact real analytic Riemannian manifold of dimension d, then the
surface Sp R() is a (d 1)-dimensional simplicial complex [7].
(d) If M is compact, then the distance function R is a Lipschitz continuous function
on Sp [43].
For p M , we define the tangential cut locus Cp in the tangent space Tp M by
Cp := {R() : R() < , Sp } Tp M,
(A.19)
(A.20)
Dp := {t : 0 t < R(), Sp } ,
(A.21)
Dp := expp Dp .
(A.22)
Moreover, we set
and
146
(A.24)
(A.25)
Sp
xi : Ui Rd M, i I
The measure M is positive and well-defined (cf. [77, Chapter IV, Theorem 17]), i.e.
independent of the choice of atlas and the subordinate partition of unity. Further, a
function f is measurable with respect to dM if and only if f xi is measurable on Ui
for any chart xi : Ui Rd M . The measure M is called the canonical measure or the
Riemannian measure on M .
Now, we consider the measure on M induced by the exponential map. Let therefore
p M and V and U be open neighborhoods of 0 Tp M and of p in M , respectively,
147
(A.27)
f (q)dM (q) =
Z
V
f (expp ())()d.
(A.29)
From Theorem A.4, we know that Dp is the largest open subset of M for which the
exponential map is a diffeomorphism. If M is a complete Riemannian manifold, then the
cut locus Cp = M \ Dp is a set of Riemannian measure zero [9, Proposition III.3.1], and
we can deduce the formula
Z
M
f (q)dM (q) =
Z
Dp
f (expp ())()d
(A.30)
A.6. Curvature
The curvature R of a Riemannian manifold M is a correspondence that associates to
every pair X, Y (T M ) of vector fields a mapping R(X, Y ) : (T M ) (T M ) given
by
R(X, Y )Z := Y X Z X Y Z + [X,Y ] Z, Z (T M ),
(A.31)
where is the usual Levi-Civita-connection on M . The curvature tensor R has the
following properties (cf. [12], Chapter 4, Proposition 2.2 and 2.4)
(i) R is bilinear in (T M ) (T M ), i.e.,
R(f X1 + gX2 , Y1 ) = f R(X1 , Y1 ) + gR(X2 , Y1 ),
R(X1 , f Y1 + gY2 ) = f R(X1 , Y1 ) + gR(X1 , Y2 ),
f, g C (M ), X1 , X2 , Y1 , Y2 (T M ).
(ii) For X, Y (T M ), the curvature operator R(X, Y ) : (T M ) (T M ) is linear,
i.e.,
R(X, Y )(Z + W ) = R(X, Y )Z + R(X, Y )W,
R(X, Y )(f Z) = f R(X, Y )Z, f C (M ), Z, W (T M ).
148
hR(1 , 2 )1 , 2 ip
|1 |2 |2 |2 h1 , 2 ip
(A.32)
d
X
hR(1 , ei )2 , ei ip ,
(A.33)
i=1
d
X
hR(ei , ej )ei , ej ip .
(A.34)
i,j=1,i6=j
The Ricci and the scalar curvature are independent of the particular choice of the orthonormal basis.
for all p M, Tp M.
(A.35)
149
Pd
i=1
d
X
i=1
xj
(A.38)
Further, for a differentiable function f and differentiable vector fields X and Y , the
following properties hold:
div(X + Y ) = div X + div Y,
div(f X)(p) = f (p) div X(p) + hgrad f, Xip .
For a C 2 -function f on M , we define the Laplacian of f by
M f := div grad f.
(A.39)
M f = q
det GU,x
d
X
j,k=1 xj
(f x)
det GU,x g jk
.
xk
150
(A.40)
B
Basics on function spaces and
operators on Hilbert spaces
B.1. Function spaces
First of all, we summarize some basic facts about general Lp -spaces. A detailed elaboration of this topic can be found in the classical monograph [38, Section 13].
Let 1 p and (X, A, ) be an arbitrary measure space. Then, we define the spaces
Lp (X) := f : X C : f A-measurable,
1 p < ,
Z
1
|f (x)| d(x)
1 p < ,
For f Lp (X), the function f kf kp satisfies all axioms of a norm except for the
positivity condition, i.e. kf kp > 0 if f 6= 0. Therefore, let
N := {f Lp (X) : f = 0 -a.e.}.
151
1 p .
(B.1)
Now it is straightforward to show that Lp (X) with the norm k kp is a linear normed
vector spaces, where f = g means that f (x) = g(x) for -a.e. x X,i.e., for all x X
except a set of -measure zero. Moreover, Lp (X) with the metric d(f, g) = kf gkp is a
complete metric space and, hence, a Banach space.
The special case p = 2 is particularly interesting. In this case, one can define the inner
product
Z
2
2
(B.2)
h, i : L (X) L (X) C, hf, gi =
f (x)g(x)d(x),
X
2
that turns
q L (X) into a Hilbert space. Further, the norm on L (X) can be expressed as
kf k2 = hf, f i.
If the measure space (X, A, ) consists of a Riemannian manifold M endowed with the
Borel -algebra and the Riemannian measure M , we denote the Lp -spaces in (B.1) as
Lp (M ) and the scalar product in (B.2) as h, iM .
Next, we consider absolutely continuous functions on an interval [a, b] and on the real
line R. For a detailed introduction, we refer to [38, Section 18]. A function f : [a, b] C
is called absolutely continuous if f admits the representation
f (x) f (a) =
Z x
a
f0 (t)dt
(B.3)
for a function f0 L1 ([a, b]). The function f0 is called the Radon-Nikodym derivative of
f . An absolutely continuous function f is uniformly continuous on [a, b] and differentiable
for almost all t (a, b). Further, for the pointwise derivative f 0 we have f 0 (t) = f0 (t) for
a.e. t [a, b]. Hence, f 0 = f0 in L1 ([a, b]) and we can from now on use the symbol f 0
also for the Radon-Nikodym derivative of f .
The space of all absolutely continuous functions on [a, b] is denoted by AC([a, b]). If
f, g AC([a, b]), then also f g is absolutely continuous and for the Radon-Nikodym
derivative the usual product formula holds, i.e.
(f g)0 (t) = f 0 (t)g(t) + g 0 (t)f (t)
for a.e. t [a, b]. Moreover, integration by parts for two functions f, g AC([a, b]) reads
as follows (cf. [38, Corollary 18.20]):
Z b
Z b
f (t)g 0 (t)dt.
(B.4)
If the underlying set is the real line R, we define the space of locally absolutely continuous
functions ACloc (R) as
n
152
(B.5)
(B.6)
So,
every absolutely continuous function f AC(R) can be written as f (x) =
Rx
1
0
f
0 (t)dt, where f0 L (R) and f (t) = f0 (t) for a.e. t R. Further, if f, g AC(R),
then the following formula holds (cf. [38, Corollary 18.21]):
Z
f (t)g(t)dt +
(B.7)
Let (X, dX ) and (Y, dY ) be two metric spaces with metric dX and dY , respectively. Then,
a function f : X Y is called Lipschitz continuous on X if there exists a constant
K 0 such that for all x1 , x2 X the following inequality holds:
dY (f (x1 ), f (x2 )) KdX (x1 , x2 ).
Finally, we list some classical function spaces that are used within the text.
C([a, b]) := {f
C2 := {f
AC2 := {f
1
C ([a, b]) := {f
(B.8)
(B.9)
(B.10)
(B.11)
o
(B.12)
f C(X),
(B.13)
xX
the space C(X) is a Banach space. Further, if we define an involution operator on C(X)
by f(x) := f (x), the space C(X) with addition and multiplication defined pointwise, and
endowed with the involution is a commutative C -algebra.
We say that a subset A C(X) is a separating family of functions on X if for every
x, y X, x 6= y, there exists a function f A such that f (x) 6= f (y). We say that A is
closed under complex conjugation if for every f A, also the involution f A. Then,
the following result holds (cf. [38, Theorem 7.34]):
153
v D(A).
154
155
Nomenclature
Chapter 1
ACloc (R)
AC2
L2 ([0, ], w)
w
2
Le ([, ], w)
e
r
T
(f )
(f )
varS (f )
varF (f )
w
Pn(,)
L
(f )
Zd
Sd1
C(Zd )
2
L (Zd , W )
Xd
2
)
Le (X d , W
TX
1,t
C2 (X d )
d
Z
Yd
M
157
Nomenclature
Tp M
M
2
L (M )
d(p, q)
B(p, )
S(p, )
B(p, )
S(p, )
Sp
expp
Dp
Cp
Dp
Cp
()
P
R()
ZRd
expp f
f
(t, )
LR
LR f
WM,p (, )
t
varM
F,p (f )
X
TM,p
p (f )
p (f )
varM
S,p (f )
M
p,t
Q()
E
Sdr
RPdr
CPdr
HPdr
Card
Tdr
158
Nomenclature
Hdr
K(1 , 2 )
Ric
p(,)
n
(,)
(,)
,
(,)
m,n , R,n
n
(,)
S(,)
, S(,)
n
m,n , SR,n
(,)
(,)
Pn(,) , Pm,n
, PR,n
al , bl
(,)
pn (, c)
(,)
pn (, c, , )
Jm
n
R
Ln , Lm
n , Ln
Kn(,)
Vn
Q(,)
(x, c)
n
M
Pl
M
Pl,k,j
M
M
M
n , m,n , R,n
M
M
SM
n , Sm,n , SR,n
M,m
M
Ln , Ln , LM,R
n
M
M
PnM , Pm,n
, PR,n
159
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