I nternat. J. Math. & Math. Si. Vol. 3 No. 4 (1980) 773- 787 773 EXPANSIONS OF DISTRIBUTIONS IN TERM OF GENERALIZED HEAT POLYNOMIALS AND THEIR APPELL TRANSFORMS R. S. PATHAK Department of Mathematics, Banaras Hindu University Varanasi, India and LOKENATH DEBNATH Mathematical Institute, University of Oxford Oxford, England (Received November 13, 1978 and in revised form July 15, 1980) ABSTRACT. This paper is concerned with expansions of distributions in terms of the generalized heat polynomials and of their Appell transforms. Two different techniques are used to prove theorems concerning expansions of distributions. A theorem which provides an orthogonal series expansion of generalized functions is also established. It is shown that this theorem gives an inversion formula for a certain generalized integral transformation. KEY WORDS AND PHRASES. Epansion of distributions (or generalized func,ons ), Generalized heat polynomials and their Appell tra forms, Orthogonal Si expansion of generalized functions and generalized integral transformations. 1980 MATHEMATICS SUBJECT CLASSIFICATION CODES. i. 46F12, 46F10, 44A05. INTRODUCTION. Zemanian [i] has developed a procedure for expanding certain Schwartz distri- butions (or generalized functions) in a series of the Fourier type. He has also shown that every distribution of polynomial growth (or tempered distribution) ca6 be expanded in a series of Hermite functions. Some general results concerning the orthogonal series expansion of generalized functions are also available in recent literature including reference listed by Zemanian [i]. In a paper, Korevaar [2] has developed a general theory of Fourier transforms 774 R.S. PATHAK AND L. DEBNATH and pansions based upon the ideas different from those of the Schwartz-Sobolev approach [3], and from those of Ehrenpreis [4]. This theory did not include the notion of convergence for pansions as there exists such notions for distributions. In fact, the theory is essentially in algebraic in nature. It is also shown that distributions which are finite order derivatives of certain functions growing no faster than exp (ex 2) < i are uniquely determined by their Hermite series. However, no topology was introduced there, and hence there is no way of expressing the generalized function as a functional in terms of the Hermite coefficients. In two papers [5-6], Haimo studied the expansion of functions in terms of heat This work is an extension of some results polynomials and their Appell transforms. of Rosenbloom and Widder [7] on expansions in terms of heat polynomials and associDespite these works, no attention is given to the expansions of ated functions. distributions in terms of heat polynomials and their Appell transforms. This paper is devoted to the study of expansions of distributions in terms of A theorem which pro- the generalized heat polynomials and their Appell transforms. vides an orthogonal series expansion of generalized functions is also proved. It is shown that this theorem gives an inversion formula for a certain generalized integral transformation. 2. PRELIMINARY RESULTS ON THE GENERALIZED HEAT POLYNOMIALS. For real values of x and t, the generalized heat polynomials, Appell transform, nW-, (x Pn (x,t) and t) are defined by n 22r () Pn,v (x,t) i F( + ) F( + 1 x + n 2(n-r) t r (2.1) r) r=0 Wn,v(x,t) where n 0,1,2,... 9 t -2n Pn, (x,-t), t > 0, is a fixed positive number and G(x,t) When G(x,t) (2t) -( + 1/2) G(x,t) (2.2) is given by 2 exp(- ) (2.3) 0, it follows from (2.1) that P P no no (x,t) (x ,-i) V2n(X, t), H2n(), (2.4) (2.5) its EXPANSIONS OF DISTRIBUTIONS IN HEAT POLYNOMIALS where V2n(X,t 775 is the ordinary heat polynomial of even order defined by Rosenbloom and Widder [7, p. 222], and is the Hermite polynomial of even order given in H2n Erdelyi’s book [8]. - It can readily be verified that for < x, t < generalized heat equation A where the operator A It is noted that =---22 X x X Wn,(x,t) x satifies the U u(x t) 2v + (--) , Pn, (x,t) (2 6) with some fixed positive number Frther, (2.6). is also a solution of nW,v(x’t) satifies the following operator formulas W n, 22n (x,t) A n x G(x,t), (2.7) with A k W (x t) x n,9 -2k 2 (x t). Wn+k, (2 8) With the help of the following results reported by Erdelyi P n, (x,-t) (-I) n 22n ILn(X) where L(x) n in1’2. [ n( (e)n L (-1/2) n n (t) t > 0, exp(), n, F (n+) F() (e+l)n > -i and 0] > -+/-,.(+l)n n (2.9) (2.10) is the Laguerre polynomial of degree n and order A with < A n. t [8] 2 -i < e < (2.11ab) it can easily be shown that for t > 0 IP n, (x -t) (x t) < < n’ 22n--1/2 22n A n,9-1/2 n’. A n, -1/2 t n exp x 2 () t-(n+v) exp(- (2.12) x 2 St’" (2.13) The differential d(x) is defined in a paper of Haimo [6] as d(x) 2 (1/2-) It is interesting to observe that P 0 < x < =. Indeed, n, i -i [F( + ) x2dx. (x,t) form a biorthogonal system (2.14) in R.S. PATHAK AND L. DEBNATH 776 0 Wn__ (x,t) Pro, v (x,-t) nm d(x) b (2.15) t > 0, n where b n i F(v + )/[ 24n n.’ I r(v + n + )] (2.16) An important consequence of (2.15)-(2.16) is the bilinear generating function for the biorthogonal set P and W n,9 n,9 G(x,y; s + t)= as Z Pn b W (y,s) (x,t). n n,9 ,9 n=o The source solution of (2.6) is given by G(x,t) in the for (2t) -() exp[-(x 2 + G(x,y;t) (x) 2 9-1/2 F(9 y2)/4t] (2.17) (2t), (2.18) x1/2- 19_1/2 (x), 1 + y) (2 19) and I (x) is the modified Bessel function of imaginary argument of order r; and r S(x,t). G(x,0;t) THE TEST FUNCTION SPACE U 3. We denote the open interval (0,) by I. A complex valued infinitely differentiable function (x) defined over I belongs to the space U 2 - yk() A_ sup O<x< lexp(’’) A k (x) x (I) if (3.1) <" for any fixed k, where k assumes the values 0,i,2,...; c is a positive real number, > 1 and A x is the differential operator involved in section 2. The topology in the space U {y k }k== Since dicated by Zemania k--0 if for each k, _r(X) r,s / is a norm, the collection of seminorms is separating as in- 7o yk(r belonging to is induced by the collection of seminorms [i, p8] A sequence ) tends Uc,v(1) {r- }I "is" said to zero as r / (R). to converge to {r} r--I A sequence is a Cauchy sequence in U (I) if yk(r__ independently of each other for every fixed k, where k is noted here that U (I) in U c’ with each _s / 0 as 0,1,2, It (I) is a locally convex, sequentially complete, Hausdorff topological linear space. Its dual space U’ functions under consideration. (I) is the space of generalized 777 EXPANSIONS OF DISTRIBUTION IN HEAT POLYNOMIALS From the estimate (2.10), it follows that for x > 0, s > c and U (x) P n, (x)- s) seen that W (x,t) , (I). Using results (2.4) (2 5) and (2.8) (I) for x > 0 and 0 < t < U > -,1 it can also be . In order to make this paper self-contalned to some extent, we now llst a few properties of the above spaces: (1) (I) denotes the space of infinitely dlfferentiable functions defined over I The dual space with a compact support. [9] on I. D’ (I) is the space of Schwartz distributions It can easily be shown that D(1) is a subspace of the space U that the topology of (I) is stronger than that induced on it by U (ii) The space U (I) and (I). (I) is a dense subspace of g(1) which is the space of all The topology of U complex-valued smooth functions on I. by 8(I). topology induced on U is stronger than the So 8’ (I) can be identified with a subspace of (ill) The space S’ of tempered distributions is a subspace of U’ o’)) i for u >- 2 [Pandey, i0]. (iv) For each f U’ there exists a non-negatlve integer r and a positive constant C such that < f, >I for every (v) ( U yk() (3.2) [8,p19]. If f(x) is a locally integrable for x > 0 such that f(x) exp(- x 2 ) function f E U’ =, then f(x) is generates a regular generalized defined by the integral < (vi) max 0<k<r where r and C depend on f but not on o’)) absolutely integrable on 0 < x < where < C (x) U I f’*> f(x) 0(x) dx (3.3) 0 (I) Let f(x) be a locally integrable function defined for x > 0 such that O(xp) f(x) O(e Then, clearly f U’ Let A x2 p + i > 0, x/0+ 0 < 6 < i/(4), x / denote Zemanlan’s test function space ([I], p252). R.S. PATHAK AND L. DEBNATH 778 e-X/2 Ln () (x) 1/2 (x) Then x E A. f(x) (x) dx does not exist. But satisfying (2 4) does not belong to A’([I] p258) Since D(1) is contained in both the spaces U spaces U’ 4. A’ and and A, A’ it follows that the A’. U’ over-lap but U’O, Therefore Hence, f(x) EXPANSION OF DISTRIBUTIONS. , The expansion of f E Appell transforms W n, U’ in terms of heat polynomials P (x,-t) and their (x,t) is given in the following theorem: Let f6U’ THEOREM 4.1. n, i f(x), (x) where Then, for 0 < o/2 < t < o, N > where > i and o > 0. a K lim s/t- N-> n=o n lim knan(t) <(X)Pn (x’-s)’ (t) A If(y) r(v+ n i W n, -) / [2 4n - (x) (y,t)>, n. F( + i >, (4.1) (4.2) + n)]. (4.3) We shall need the following lammas for the proof of this theorem. For f 6 U’ LEMMA 4.1. a Then for n > 0 and o > where (t) A If(y) W n , (y,t)> 0, we define 0,1,2 (4.4) + 2(n+r)’.], (4.5) n 0 < t < o, n <_ C(4/t) [( + lan(t) i )n+r where C and r are independent of n. PROOF. By the boundedness property of generalized functions there exist a positive constant C and a non-negative integer r such that lan (f(y) <_ C W max 0<k<r n, (y,t)> Yk (Wn (y’ t) 2 C max 0<k<r sup 0<y< 12-2k ey / (4) Wn+k ’ (y, t) We arrive at the desired estimate using result (2.11). LEMMA 4 2 Let (x) E U exp(y2/40) IA kY , Then, for 0 < 0/2 < s < t < (y,t)P k W n n n, 0 n=N as N- uniformly for all y > O. , (x-s) (x) d(x) , - 0 EXPANSIONS OF DISTRIBUTIONS IN HEAT POLYNOMIALS PROOF. 779 Using the estimates (2.10) and (2.11) we can write IJl-- exp(y2/4o) IA ky Pn , (x-s) k W (y,t) n n, (x) d(x) 0 n=N exp(y2/4o) < k n 0 2 exp[- < 1 n=N ) 4( ) 1 + F ) l,(x)[ d(x) I F( + i IWn+k,(y,t) IP n ’) (x -s) I F (v-I- (n+k) + An+k,_1/2 An,_1/2 n 2 2k--1/2 X n=N Xt Since -2k--1/2 (s/t) n (x) U exp(x2/8s) l(x) d(x) there exists a positive constant C such that IJl <_ C E F( + i + k + n) (n + I) n=N <_ C 1 n (s/t)n +k-1/2 (s/t) n n=N where C N 1 Clearly the last term tends to zero as is another positive constant. for s < t. / For 0 < o/2 < s < t < LEMMA 4.3. (2.14) and let (x) 6 U Al(n) such that for y > exp(y 2/4) A 0 PROOF. , let G(x,y;t-s) be the function defined by Then there exist e > 0 and a large positive constant Al(n), k {G(x,y,t-s)} y (x) d(x)] < 0,1,2, k Proceeding as in the proof of Lemma 4.2, we write I Aky exp(y2/4) <_ C 2 exp[-y 2 {G(x,y,t-s)) (x) d(x) i /4(-ci) F( n=o c3 exp[-y2/4( !)]( for appropriate constants C Hence for t < , 2 and C + + k + n) r(n + ) s ) 3. the last expression tends to zero as y . R.S. 780 . Let A I, LEMMA 4.4. let i > PATHK AND L. DEBNATH , G(x,y,t-s) and (x) be the same as in Lemma 4.3 and Then for t-s < (n,), exp(y2/4) {G(x, Y, t-s)} (x) d(x) k(y) < 0 kY k (y) where PROOF. (0,AI). (y), uniformly for all y If (x). then proceeding as in [i0, p846], it follows that U i >2 for (k)(x) 0(e-CX), (k) (0+) A x G(x,y,t) by A y x / exist finitely, Using these orders of 0,1,2, for each k c > 0, (k) (x) and the identity G(x,y,t) and integrating by parts, we obtain G(x,y,t-s) A x (x) d(x). {G(x,y,t-s)} (x) d(x) Consequently A k Y {G(x,y,t-s)} G(x,y,t-s)[k(X) d(x)-k(y)= k(y)] du(x), where we have made use of the fact that d(x) i. We next use the standard technique [I0] and remember that (x) is not an element of 9(1) although it does belong to U exp(y2/4) to show G(x,y,t-s) uniformly for all y satisfying 0 < y <_ A {k(X) k(y) d(x) < e I We are now prepared to prove the main expansion theorem 4.1. PROOF OF THEOREM 4.1. Let t be a fixed number such that 0 < Then using the estimates (2.10) and (4.5), we obtain < s < t < o EXPANSIONS OF DISTRIBUTIONS IN HEAT POLYNOMIALS 781 Knlan]l((x) en, (x,-s), (x) >I n--o (v + F( + n=o F( ++n’ 1/2)n+r + r + n) 1 + 2(n + r)’. n n, 9 -1/2 r) n n <n +n. r)’. + 2C i ( > n--o n=o <__C I where C I is a certain positive constant. This proves the existence of the limit N+, when s < t. Using the llnearlty of U N n--o and an kn <(x) Pn,(x’-s)’ N n=o < n=o U’ we can write (x)> f(Y)’ Wn,9(y’t) > kn Pn,9(x’-s)’ #(x) > f(Y)’ Wn’(y’t) > < (x) kn pn,(x’-s)’ (x) > (x) >> N (x) N E (x) n--o f(Y) < f(y), < p(x) Pn ,9 (x -s) (x) > > (y,t) k W n n,9 GN(X,y,t,s), N GN(X,y,t where s)-- k n--o n W n,9 (y,t) en ,9 The corresponding infinite series equals G(x,y,t-s). (x) G(x,y,t-s) E function of y, U’G,9 < (x) and (x) G(x,y,t-s), GN(X,y,t,s), (x)> E U’G, (x-s) We observe that for s > is an element of U we know that in U Hence To complete the proof we have to show that Furthermore, as a From Lemma 4.2, R.S. PATHAK AND L. DEBNATH 782 <(x) G(x,y,t-s), (x) lim s-t- (y) in U In other words, we need to show that for all k and e, there exists (n,e) such 6(n,e), < that, for 0< t-s exp(y2/4o) (y), Since U A k Y {G(x,y,t-s)} (x) d(x) we have for y > k(y) < e A(n), exp(y2/4o) 0 k(y) < From Lemma 4.3 we know that there exists A I > A such that for y > A l(n) and t < t o (Al(n) independent of t), exp(y2/4) ]0 Y {g(x,y,t-s)} (x) d(x) < e 2 An application of Lemma 4.4 completes the proof of the theorem. 5. (I) AND ITS DUAL. THE TEST FUNCTION SPACE V x,t Suppose denotes the differential operator given by x, t x 2 16t dx 2 + (-i) (5.1) x (0,) and t is a fixed real number. I x where - 2 d 4t[-2 A complex-valued smooth function (x) belong to the space V i ak 8k(0) =A (x)] 2 dx] 2 < (I) if , (5.2) 0 where 0,1,2, k and for each n,k (k,n) (,kn), Then V (I) over V (I) is a subspace of is a linear space, and L2(1) {Bk}’=0K L2(1). The dual space of V The space V L2(1). The topology Also convergence in V (I) is complete and therefore (I) is denoted by V’ is sequentially complete. is a multinorm on V when we identify each function in V the corresponding equivalence class in convergence in (5.3) (I). (I) with (I) implies is Frechet It can also be shown that V’ (I) 783 EXPANSIONS OF DISTRIBUTIONS IN HEAT POLYNOMIALS We note that (5.4) x,t n(X’t) =-%n n(x,t) where 4n with n(X,t), x[G(x,t)]2 Pn,9(x’-t) (5.5) + 2 + (5.6) {F(v)}2 n(X,t) Therefore i i 21/2_ i (I) for fixed t. as a function of x, is a member of V Following are important properties of these spaces: (i) for fixed t, nature of the operator operator x,t on x,t V’ f(x) for fixed t, where f 6 (I) (x)) A (f(x) V’ g(I) (I), and the convergence V’ in D(1) implies convergence (I) to D(1) is in ’(I). (I) implies convergence in D’ (I). g (I) and since D(I) is dense in g(I), V (I) Furthermore if {qb }oo m .,1 . converges in V converges in g(I) to the some limit (iv) We imbed (5.7) (x)) Consequently, restriction of any f 6 Moreover, convergence in V’ (iii) V x,t 6 V and is a subspace of V (I). in V [see (5.1)] we define the generalized differential by (x,t (ii) In view of the self adjoint (I) into itself. continuous linear mapping of V L2(I) is a x,t (and therefore defining the number that f, (: L2(I) (f,,) (I) to the limit q assigns to any qb A__ i0 then (I) c_ V (I) as L2(I into V’ also (I). (I) by (5.8) f(x) ,(x) dx. This imbedding of Then f is linear and continuous on V {m } V’ The space g’ (I) is a subspace of (I) since V V (I) is also dense in L2(1) into V’ (I) is one to one. (v) If f(x) kx,t g(x) for fixed t and g Instead of working with the number . L2(1) (f,)that and some k f 6 V’ then f assigns to , (I). V’ 6 V it is more convenient to work with the number that f assigns to the complex conjugate of We write R.S. PATHAK AND L. DEBNATH 784 (f,) This is consistent with the inkier i f,> (5.9) proguct notaticm of L 2 (I). The multiplication by a complex number a is given by f,a) <af,) (af,) (5.10) a(f,). The following two lemmas are useful in the subsequent analysis LEMMA 5.1. If $(x) 6 V (I) then for o < t < o, ((x), (x) (5.11) n(X,t)) n(X,t) n--o (I). where the series converges in V PROOF. by [5 By (5 2) fkx,t o(x) is in L 2(I) for each nonnegative Integer k. pp. 470-471] we may expand n(X’t)" kx,t Thus for fixed t, o< t < x, t (x), n(X’t) n(x’t) ( (x) fkx, t n (x’ t)) n (x, t) ((x), (-%n)k n(X,t)) ((x), n(X’t))(-Xn )k n(X,t) n Z n=o a series of orthonormal functions , t nmo En O(x) into Hence (,n) flkx,t by n (5.12) Consequently, for each k, N k[(x)- (, n n / 0 as N (5.3) / n--o This proves the lemma. Using (5.3), (5.12) and the fact that the inner product is continuous with and repect to each of its arguments, for any two members (x,t (x)’ X(x)) Therefore the operator fl LEMMA 5.2. converges in V Let a xt ((x), fix,t of V we obtain (5.14) X(x)) is a self adjoint operator. denote complex numbers. Then converges for every non- (I) if and only if n=o negative integer k. PROOF The proof is similar to that of Zemaniar ,, p 255] and hence it is omitted. 785 EXPANSIONS OF DISTRIBUTIONS IN HEAT POLYNOMIALS ORTHOGONAL SERIES EXPANSION OF GENERALIZED FUNCTIONS. 6. The following theorem provides an orthonormal series expansion of V’ functions belonging to enerallzed which in turn yields an inversion formula for a certain generalized integral transformation. Let F(n) be the generalized integral transformation of f THEOREM 6.1. V’ defined for fixed t by F(n) __A Sn(X,t)) (f(x), (6.1) =-T[f] Then F(n) f(x) n=o V’ where the series converges in (6.2) n(X,t), (I). PROOF. By Lemma 5.1, for any (x), (f,) (f, (I), we obtain V E((x), n(X,t)) n(X,t)) E n (f, n (f’ n)(n ’) n--’o n=o (#, n=o Fn(n(X,t) (x,t)). This proves that the series on the right of (6.1) converges in THEOREM 6.2 (UNIQUENESS). Let f and g be elements of V’ transforms F(n) and G(n) satisfy F(n) (f- CHARACTERIZATION THEOREMS. g’ n)n g in the sense f6 V’ p 261 in [i] and it is omitted. THEOREM 7.1. heRce Let b n n (g’ n )] n 0. Its proof being similar to that of Theorem 9.6-1, denote complex numbers. b n n(X converges in V’ [(f’ The following theorem gives a characterization of the transform F(n) of the series and let their We have f- g 7. (I). V’ of equallty in PROOF. G(n) for all n, then f V’ t) Then for fixed, t, o < t < o; (7.1) (I) if and only if there exists a nonnegative integer q such that 786 R,S. PATHAK AND L. DEBNATH l%n l-2q Ibn 12 V’,v Furthermore, if f denotes the sum in converges. of (7.1) then n )" (f’ bn The next theorem is analogous to that of Theorem 9.6-2, p 262 [I] and gives a V’ characterization of elements of A necessary and sufficient condition for f to be a member of THEOREM 7.2. V’ (I). (I) is that there be some nonnegative integer q and a fixed t, q f (x) where c which X 8. are certain complex n g(x) + x,t . E n n(X,t), constantsLa-d % O; these are finite n in number. g L2(1) o < t such that for (7.2) <_ denotes a summation on those n for n=o AN OPERATIONAL CALCULUS. Since x,t is a continuous linear mapping of , V’ for every f V’ o,v we can write kx,t f(x) k x,t n (x’t) (f(x) n(X (f(x), n(X,t))(-Xn)k n(X,t) t)) n=o (8.1) n--o Using this fact we can solve the differential equation P(x,t (8.2) g(x) u(x) where P is a polynomial and the given g and unknown u are required to be in V’ Applying the transformation T defined by (6.1) we obtain P(% n If P(Xn) # 0 for every n, U(n) G(n), U-- T u we can divide P(X u =o P(n n G T g. and apply T -1 to obtain n (8.3) , By Theorems 6.2 and 7.1, this solution exists, and is unique in V’ for some % n say, for % only if G(% n 0 for k (k , l,...,m), then a solution exists in V’ k 1,2 ,m. k=l nk n if and In this case solution (8.3) is no longer unique and we may add to it any complementary solution m a where a are arbitrary constants, k k Uc If P(% (8.4) 0 EXPANSIONS OF DISTRIBUTIONS IN HEAT POLYNOMIALS 787 REFERENCES i. ZEMANIAN, A.H. (1968). 2. KOREVAAR, J. 3. GELFAND, I.M. and SILOV, G.E. 4. EHRENPREIS, L. Analytic Functions and the Fourier Transform of Distributions I, Ann. Math. Vol. 63 (1956) pp. 129-159. 5. HAIMO, D.T. 6. HAIMO, D.T. 7. ROSENBLOOM, P.C. & WIDDER, D.V. 8. ERDELYI, A. (1953). 9. SCHWARTZ, L. i0. PANDEY, J.N. ii. PANDEY, J.N. Generalized Integral Transformation, Interscience, New York Pansions and the Theory of Fourier Transforms, Trans. Amer. Math. Soc. 91 (1959), 53-101. Fourier Transforms of Rapidly Increasing Functions and Questions of Uniqueness of the Solution of Cauchy’s Problem, Uspehi. Mat. Nauk. (N.S.) Vol. 8 (58) (1963) pp. 3-54. 2 L expansions in Terms of Generalized Heat Polynomials and of their Appell Transforms, Pacific J. Math. 15 (1965), pp. 865-875. Expansions in Terms of Generalized Heat Polynomials and of their Appell Transforms, J. Math. Mech. 15 (1966), 735-758. Expansions in Terms of Heat Polynomials and Associated Functions, Trans. Amer. Math. Soc. 92 (1959), 220-266. Higher Transcendental Functions, Vol. II, McGraw-Hill, New York Theorie des Distributions, Tomes I, II, Hermann Paris 1950, 1951. Complex Inversion for the Generalized Hankel Convolution Transformation, SlAM J. Appl. Math. 17 (5) (1969), pp. 835-848. The Generalized Weierstrass Hankel Convolution Transform, SlAM J. Appl. Math. 20 (I) (1971), pp. 110-123.