BIGpedia - Multi-index notation - Encyclopedia and Dictionary Online

(Redirected from Multi-indices)

The notion of multi-indices simplifies formulae used in the multivariable calculus, partial differential equations and the theory of distributions, by generalising the concept of an integer index to an array of indices.

An n-dimensional multi-index is a vector

$\alpha = (\alpha_{1}, \alpha_{2},\ldots,\alpha_{n})$

with integers $α i$ . For multi-indices $\alpha, \beta \in \mathbb{N}^n$ and $\mathbf{x} = (x_{1}, x_{2}, \ldots, x_{n}) \in \mathbb{R}^n$ one defines:

$\alpha \pm \beta:= (\alpha_{1} \pm \beta_{1},\,\alpha_{2} \pm \beta_{2}, \ldots, \,\alpha_{n} \pm \beta_{n})$

$\alpha \le \beta \quad \Leftrightarrow \quad \alpha_{i} \le \beta_{i} \quad \forall\,i$

$| \alpha | = \alpha_{1} + \alpha_{2} + \ldots + \alpha_{n}$

$\alpha ! = \alpha_{1}! \alpha_{2}! \ldots \alpha_{n}!$

${\alpha \choose \beta} = \frac{\alpha!}{(\alpha - \beta)! \, \beta!}={\alpha_{1} \choose \beta_{1}}{\alpha_{2} \choose \beta_{2}}\ldots{\alpha_{n} \choose \beta_{n}}$

$\mathbf{x}^\alpha = x_{1}^{\alpha_{1}} x_{2}^{\alpha_{2}} \ldots x_{n}^{\alpha_{n}}$

$D^{\alpha} := D_{1}^{\alpha_{1}} D_{2}^{\alpha_{2}} \ldots D_{n}^{\alpha_{n}}$ where $D_{i}^{j}:=\partial^{j} / \partial x_{i}^{j}$

The notation allows to extend many formula from elementary calculus to the corresponding multi-variable case. Some examples of common applications of multi-index notations:

Multinomial expansion:

$\left( \sum_{i=1}^{n}{x_i}\right)^k = \sum_{|\alpha|=k}^{}{\frac{k!}{\alpha!} \, \mathbf{x}^{\alpha}}$

Leibniz formula: for smooth functions u, v

$D^{\alpha}(uv) = \sum_{\nu \le \alpha}^{}{{\alpha \choose \nu}D^{\nu}u\,D^{\alpha-\nu}v}$

Taylor series: for an analytic function f one has

$f(\mathbf{x}+\mathbf{h}) = \sum_{|\alpha| \ge 0}^{}{\frac{D^{\alpha}f(\mathbf{x})}{\alpha !}\mathbf{h}^{\alpha}}$

A formal N-th order partial differential operator in n variables is written as

$P(D) = \sum_{|\alpha| \le N}{}{a_{\alpha}(x)D^{\alpha}}$

Partial integration: for smooth functions with compact support in a bounded domain $\Omega \subset \mathbb{R}^n$ one has

$\int_{\Omega}{}{u(D^{\alpha}v)}\,dx = (-1)^{|\alpha|}\int_{\Omega}^{}{(D^{\alpha}u)v\,dx}$

This formula is used for the definition of distributions and weak derivatives.

Categories: Mathematical notation