Merge branch 'AndreasFMueller:master' into master

6 files changed, 384 insertions, 0 deletions

diff --git a/vorlesungen/slides/hermite/Makefile.inc b/vorlesungen/slides/hermite/Makefile.inc
index 5c55467..58c21f2 100644
--- a/vorlesungen/slides/hermite/Makefile.inc
+++ b/vorlesungen/slides/hermite/Makefile.inc
@@ -4,4 +4,9 @@
 # (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
 #
 chapterhermite =							\
+	../slides/hermite/normalintegrale.tex				\
+	../slides/hermite/normalhermite.tex				\
+	../slides/hermite/hermiteentwicklung.tex			\
+	../slides/hermite/loesung.tex					\
+	../slides/hermite/skalarprodukt.tex				\
 	../slides/hermite/test.tex
diff --git a/vorlesungen/slides/hermite/hermiteentwicklung.tex b/vorlesungen/slides/hermite/hermiteentwicklung.tex
new file mode 100644
index 0000000..5f6e1c9
--- /dev/null
+++ b/vorlesungen/slides/hermite/hermiteentwicklung.tex
@@ -0,0 +1,72 @@
+%
+% hermiteentwicklung.tex -- slide template
+%
+% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
+%
+\bgroup
+\begin{frame}[t]
+\setlength{\abovedisplayskip}{5pt}
+\setlength{\belowdisplayskip}{5pt}
+\frametitle{Beliebige Polynome}
+\vspace{-20pt}
+\begin{columns}[t,onlytextwidth]
+\begin{column}{0.48\textwidth}
+\begin{block}{Polynom}
+\[
+P(x)
+=
+p_0 + p_1x + p_2x^2 + \dots + p_nx^n
+\]
+\uncover<2->{%
+als Linearkombination von Hermite-Polynome schreiben:
+\begin{align*}
+P(x)
+&=
+a_0H_0(x)% + a_1H_1(x)
++ \dots + a_nH_n(x)
+\\
+&=
+a_0\cdot 1
+\\
+&\quad + a_1\cdot 2x
+\\
+&\quad + a_2\cdot(4x^2-2) 
+\\
+&\quad + a_3\cdot(8x^3-12x)
+\\
+&\quad + a_4\cdot(16x^4-48x^2+12)
+\\
+&\quad\;\;\vdots
+\\
+&\quad + a_n(2^nx^n + \dots)
+\end{align*}}
+\end{block}
+\end{column}
+\begin{column}{0.48\textwidth}
+\uncover<3->{%
+\begin{block}{Koeffizientenvergleich}
+führt auf ein Gleichungssystem
+\begin{center}
+\begin{tabular}{|>{$}r<{$}>{$}r<{$}>{$}r<{$}>{$}r<{$}>{$}r<{$}>{$}c<{$}|>{$}c<{$}|}
+\hline
+a_0&a_1&a_2&a_3&a_4&\dots&\\
+\hline
+ 1&  0&  0&  0&  0&\dots&p_0\\
+ 0&  2&  0&  0&  0&\dots&p_1\\
+-2&  0&  4&  0&  0&\dots&p_2\\
+ 0&-12&  0&  8&  0&\dots&p_3\\
+12&  0&-48&  0& 16&\dots&p_4\\
+\vdots&\vdots&\vdots&\vdots&\vdots&\ddots&\vdots\\
+\hline
+\end{tabular}
+\end{center}
+\uncover<4->{%
+Dreiecksmatrix}\uncover<5->{, Diagonalelement
+$\ne 0$}
+\uncover<6->{$\Rightarrow$ 
+$\exists$ eindeutige Lösung}
+\end{block}}
+\end{column}
+\end{columns}
+\end{frame}
+\egroup
diff --git a/vorlesungen/slides/hermite/loesung.tex b/vorlesungen/slides/hermite/loesung.tex
new file mode 100644
index 0000000..68ee32e
--- /dev/null
+++ b/vorlesungen/slides/hermite/loesung.tex
@@ -0,0 +1,65 @@
+%
+% loesung.tex -- slide template
+%
+% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
+%
+\bgroup
+\begin{frame}[t]
+\setlength{\abovedisplayskip}{5pt}
+\setlength{\belowdisplayskip}{5pt}
+\frametitle{Lösung}
+\vspace{-20pt}
+\begin{columns}[t,onlytextwidth]
+\begin{column}{0.48\textwidth}
+\begin{block}{Frage}
+Für welche Polynome $P(t)$ kann man eine Stammfunktion
+\[
+\int
+P(t)e^{-\frac{t^2}2}
+\,dt
+\]
+in geschlossener Form angeben?
+\end{block}
+\uncover<2->{%
+\begin{block}{``Hermite-Antwort''}
+\[
+\int H_n(x)e^{-x^2}\,dx
+\]
+kann genau für $n>0$ in geschlossener Form angegeben werden.
+\end{block}}
+\end{column}
+\begin{column}{0.48\textwidth}
+\uncover<3->{%
+\begin{block}{Allgemein}
+\begin{align*}
+\int P(x)e^{-x^2}\,dx
+&\uncover<4->{=
+\int \sum_{k=0}^n a_kH_k(x)e^{-x^2}\,dx}
+\\
+\uncover<5->{
+&=
+\sum_{k=0}^n
+a_k
+\int
+H_k(x)e^{-x^2}\,dx
+}
+\\
+\uncover<6->{
+&=
+a_0\operatorname{erf}(x) + C
+}
+\\
+\uncover<6->{
+&\hspace*{2mm} + \sum_{k=1}^n a_k\int H_k(x)e^{-x^2}\,dx
+}
+\end{align*}
+\end{block}}
+\uncover<7->{%
+\begin{theorem}
+Das Integral von $P(x)e^{-x^2}$ ist genau dann elementar darstellbar, wenn
+$a_0=0$
+\end{theorem}}
+\end{column}
+\end{columns}
+\end{frame}
+\egroup
diff --git a/vorlesungen/slides/hermite/normalhermite.tex b/vorlesungen/slides/hermite/normalhermite.tex
new file mode 100644
index 0000000..98721dc
--- /dev/null
+++ b/vorlesungen/slides/hermite/normalhermite.tex
@@ -0,0 +1,103 @@
+%
+% normalhermite.tex -- integrability of hermite polynomials
+%
+% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
+%
+\bgroup
+\begin{frame}[t]
+\setlength{\abovedisplayskip}{5pt}
+\setlength{\belowdisplayskip}{5pt}
+\frametitle{Hermite-Polynome}
+\vspace{-20pt}
+\begin{columns}[t,onlytextwidth]
+\begin{column}{0.48\textwidth}
+\begin{block}{Definition (Rodrigues-Formel)}
+\[
+H_n(x)
+=
+(-1)^n e^{x^2} \frac{d^n}{dx^n} e^{-x^2}
+\]
+\end{block}
+\vspace{-10pt}
+\uncover<2->{%
+\begin{block}{Orthogonalität}
+$H_n(x)$ sind orthogonale Polynome bezüglich $w(x)=e^{-x^2}$, d.~h.
+\begin{align*}
+\langle H_n,H_m\rangle_w
+&=
+\int H_n(x)H_m(x)e^{-x^2}\,dx
+\\
+&=
+\biggl\{
+\renewcommand{\arraycolsep}{1pt}
+\begin{array}{l@{\quad}l}
+1&\text{falls $n=m$}\\
+0&\text{sonst}
+\end{array}
+\biggr\}
+=
+\delta_{mn}
+\end{align*}
+\end{block}}
+\vspace{-10pt}
+\uncover<3->{%
+\begin{block}{Rekursion: Auf-/Absteigeoperatoren}
+Rekursionsformel:
+\[
+H_n(x)
+=
+2x\cdot H_{n-1}(x) - H_{n-1}'(x)
+\]
+\end{block}}
+\end{column}
+\begin{column}{0.48\textwidth}
+\uncover<4->{%
+\begin{block}{Stammfunktion}
+\begin{align*}
+\uncover<4->{
+\int H_n(x) e^{-x^2}\,dx}
+&\uncover<5->{=
+\int \bigl({\color{red}2x}H_{n-1}(x)}
+\\
+\uncover<5->{
+&\qquad -H_{n-1}'(x)\bigr) e^{-x^2}\,dx
+}
+\\
+\uncover<6->{
+{\color{gray}((e^{-x^2})'=-2x)}
+&=
+{\color{red}-}\int {\color{red}(e^{-x^2})'} H_{n-1}(x)\,dx
+}
+\\
+\uncover<6->{
+&\qquad
+-
+\int H_{n-1}'(x) e^{-x^2}\,dx
+}
+\\
+\uncover<7->{
+\text{\color{gray}(Produktregel)}
+&=
+\int (e^{-x^2}H_{n-1}(x))'\,dx
+}
+\\
+\uncover<8->{
+\text{\color{gray}(Ableitung)}
+&=
+e^{-x^2}H_{n-1}(x)
+}
+\end{align*}
+\uncover<9->{%
+ausser für $n=0$:
+\[
+\int
+H_0(x)e^{-x^2}\,dx
+=
+\int
+e^{-x^2}\,dx
+\]}
+\end{block}}
+\end{column}
+\end{columns}
+\end{frame}
+\egroup
diff --git a/vorlesungen/slides/hermite/normalintegrale.tex b/vorlesungen/slides/hermite/normalintegrale.tex
new file mode 100644
index 0000000..32333cd
--- /dev/null
+++ b/vorlesungen/slides/hermite/normalintegrale.tex
@@ -0,0 +1,57 @@
+%
+% normalintegrale.tex -- 
+%
+% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
+%
+\bgroup
+\begin{frame}[t]
+\setlength{\abovedisplayskip}{5pt}
+\setlength{\belowdisplayskip}{5pt}
+\frametitle{Integranden $P(t)e^{-t^2}$}
+\vspace{-20pt}
+\begin{columns}[t,onlytextwidth]
+\begin{column}{0.48\textwidth}
+\begin{block}{Frage}
+Für welche Polynome $P(t)$ kann man eine Stammfunktion
+\[
+\int
+P(t)e^{-t^2}
+\,dt
+\]
+in geschlossener Form angeben?
+\end{block}
+\uncover<4->{%
+\begin{block}{Allgemeine Antwort}
+Satz von Liouville und
+Risch- Algorithmus können entscheiden, ob es eine elementare Stammfunktion gibt
+\end{block}}
+\end{column}
+\begin{column}{0.48\textwidth}
+\uncover<2->{%
+\begin{block}{Negativbeispiel}
+$P(t) = 1$, das Normalverteilungsintegral
+\[
+F(x)
+=
+\frac{1}{\sqrt{2\pi}} \int_{-\infty}^x e^{-t^2}\,dt
+\]
+ist nicht elementar darstellbar.
+\end{block}}
+\uncover<3->{%
+\begin{block}{Positivbeispiel}
+$P(t)=t$. Wegen
+\begin{align*}
+\frac{d}{dx}e^{-x^2}
+&=
+-xe^{-x^2}
+\intertext{ist}
+\int te^{-t^2}\,dt
+&=
+-e^{-x^2}+C
+\end{align*}
+elementar darstellbar.
+\end{block}}
+\end{column}
+\end{columns}
+\end{frame}
+\egroup
diff --git a/vorlesungen/slides/hermite/skalarprodukt.tex b/vorlesungen/slides/hermite/skalarprodukt.tex
new file mode 100644
index 0000000..a51e9f6
--- /dev/null
+++ b/vorlesungen/slides/hermite/skalarprodukt.tex
@@ -0,0 +1,82 @@
+%
+% skalarprodukt.tex -- slide template
+%
+% (c) 2021 Prof Dr Andreas Müller, OST Ostschweizer Fachhochschule
+%
+\bgroup
+\begin{frame}[t]
+\setlength{\abovedisplayskip}{5pt}
+\setlength{\belowdisplayskip}{5pt}
+\frametitle{Skalarprodukt}
+\vspace{-20pt}
+\begin{columns}[t,onlytextwidth]
+\begin{column}{0.48\textwidth}
+\begin{block}{Orthogonale Zerlegung}
+Orthogonale $H_k$ normalisieren:
+\[
+\tilde{H}_k(x) = \frac{1}{\|H_k\|_w} H_k(x)
+\]
+mit Gewichtsfunktion $w(x)=e^{-x^2}$
+\end{block}
+\uncover<2->{%
+\begin{block}{``Hermite''-Analyse}
+\begin{align*}
+P(x)
+&=
+\sum_{k=1}^\infty a_k H_k(x)
+=
+\sum_{k=1}^\infty \tilde{a}_k \tilde{H}_k(x)
+\\
+\uncover<3->{
+\tilde{a}_k
+&=
+\| H_k\|_w\, a_k
+}
+\\
+\uncover<4->{
+a_k
+&=
+\frac{1}{\|H_k\|}
+\langle \tilde{H}_k, P\rangle_w
+}\uncover<5->{=
+\frac{1}{\|H_k\|^2}
+\langle H_k, P\rangle_w
+}
+\end{align*}
+\end{block}}
+\end{column}
+\begin{column}{0.48\textwidth}
+\uncover<6->{%
+\begin{block}{Integrationsproblem}
+Bedingung:
+\begin{align*}
+a_0=0
+\uncover<7->{%
+\qquad\Leftrightarrow\qquad
+\langle H_0,P\rangle_w
+&=
+0}
+\\
+\uncover<8->{%
+\int_{-\infty}^\infty
+P(t) w(t)  \,dt
+}\uncover<9->{%
+=
+\int_{-\infty}^\infty
+P(t) e^{-t^2}  \,dt
+&=
+0}
+\end{align*}
+\end{block}}
+\uncover<10->{%
+\begin{theorem}
+Das Integral von $P(t)e^{-t^2}$ ist in geschlossener Form darstellbar
+genau dann, wenn
+\[
+\int_{-\infty}^\infty P(t)e^{-t^2}\,dt = 0
+\]
+\end{theorem}}
+\end{column}
+\end{columns}
+\end{frame}
+\egroup