Tensor Hermite Polynomials

Parul Maheshwari
June 2014

Introduction and general formulae

Grads paper mentions probabilists hermite polynomial while the thesis uses
physicists polynomials. Following are first few probabilists hermite polynomials:
He(0) = 1
He(1) = xi
He(2) = xi xj ij
He(3) = xi xj xk (xi jk + xj ki + xk ij )
and so on...
General Formulae
i xj = ij
n

j xi = ij

(1)
n

(2)

()n n

He(n) =

He(n+1) = (xi i )He(n)

i He

(n)

= i He

(3)
(4)

(n1)

(5)

He(n) = (x ) .1
(n)

(6)
2

n2

n4

He = x x
+ x
Z
(n)
(n)
Hei Hej dx = n ij

where the represent the normalized weights:

1
21 x2
(x) =
N e
(2) 2

n6

+ ......

(7)
(8)

(9)

and the following hold

i = xi
1
xi
i ( ) =

(10)
(11)

The bold typeset implies a tensor and the exponent represents its order. is a
second order unit tensor i.e. the identity matrix.

2
2.1

Physicists Hermite Polynomials

The permutation operator

The permutation operator S (n,m) acts on an argument and replaces the argument by a sum of all possible permutations over n indices for tensors in mdimensional space.
For example,
S (2,3) () = ij + ji
S (3,3) (x) = xi jk + xi kj + xj ki + xj ik + xk ij + xk ji

2.2

Physicists polynomials

The first few polynomials are

H (0) = 1
H (1) = 2x
H (2) = 4xi xj 2 ij
H (3) = 8xi xj xk 4(xi jk + xj ki + xk ij )
The number of underlines give the order of the tensor.
These are analogous to the physicists scalar hermite polynomials:
H0 = 1
H1 = 2x
H2 = 4x2 2
H3 = 8x3 12x

2.3

Iterative formula

The tensorial hermite polynomials can be written iteratively as:

H (n+1) (x) =

1
S (n+1,3) [H (n) (x)H (1) (x) 2nH (n1) (x)I]
(n + 1)!

(12)

Where I is the second order unit tensor i.e. . This formula is analogous to the
iterative formula for scalar hermite polynomials:
hn+1 (x) = hn (x)h1 (x) 2nhn1 (x)

2.3.1

Proof for the iterative formula

S(n+1) [H (n) H (1) 2nH (n1) I]
= S(n+1) [H (n) H (1) ] S(n+1) [2nH (n1) I]
= [2xi1 Sn (Hn ) + 2xi2 Sn (Hn ) + 2xi3 Sn (Hn ) + . . . ]
2n[i1 i2 Sn1 (Hn1 ) + i1 i3 Sn1 (Hn1 ) + . . .
i2 i1 Sn1 (Hn1 ) + i2 i3 Sn1 (Hn1 ) + . . .
...
...

...

+ in+1 in Sn1 (Hn1 )]

Here, Sn stands for S (n,3) , the permutation operator explained in the previous
section.
Since the Hn are the same for any permutations of the indices, we have
Sn (Hn ) = n!Hn

(13)

Therefore the above expression is: (putting H1 = 2xi )

=n![2xi1 Hn + 2xi2 Hn + . . . ]
2n(n 1)![i1 i2 (Hn1 ) + i1 i3 (Hn1 ) + . . .
...
...

...

+ in+1 in (Hn1 )]

=n![2xi1 Hn + 2xi2 Hn + . . . ]
2n![i1 i2 (Hn1 ) + i1 i3 (Hn1 ) + . . .
...
...

...

+ in+1 in (Hn1 )]

=n![2xi1 Hn + 2xi2 Hn + . . . ]
2n![i1 (Hn1 ) + i2 (Hn1 ) + + in+1 (Hn1 )]
From equation (5), it can be derived that for physicists tensor hermite polynomials, i H (n) = 2i H (n1) (see section 2.3.2 on page 4) which reduces the
above to:
=n![2xi1 Hn + 2xi2 Hn + . . . ]
n![i1 Hn + i2 Hn + + in+1 Hn ]
=n![(2xi1 i1 )Hn + (2xi2 i2 )Hn +

...

+ (2xin+1 in+1 )Hn ]

For physicists polynomials, the equation (4) reduces to Hn+1 = (2xi i )Hn
which gives us:
=n![Hn+1 + Hn+1 +
=n!(n + 1)Hn+1
=(n + 1)!Hn+1
This proves equation (12).
3

...

+ Hn+1 ]

2.3.2

Case of physicists polynomials

The relation between physicists polynomial and probabilists polynomial is as

follows:

n
Hn (x) = 2 2 Hen ( 2x)
n
x
Hen (x) = 2 2 Hn ( )
2
where Hen is the probabilists hermite polynomial. Now substituting for Hen (x)
in equation (5) gives:
(n1)
n
x
x
i (2 2 Hn ( )) = i (2 2 Hn1 ( ))
2
2

We put z x2 and hence ix = iz ( 12 ). In the expressions that follow, iz

is represented by i .
n
n
1
2 2 i (Hn (z)) = i 2 2 2Hn1 (z)
2
i Hn = 2i Hn1

Similarly for equation (4), we substitute for the probabilists polynomial to get:
n
1
Hn+1 = 2 2 [ 2xi Hn i Hn ]
2
1
1
Hn+1 = [2xi i ]Hn
2
2
Hn+1 = (2xi i )Hn

(n+1)
2