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Multi-index notation is a mathematical notation that simplifies formulas used in multivariable calculus, partial differential equations and the theory of distributions, by generalising the concept of an integer index to an ordered tuple of indices.
Definition and basic properties
An n-dimensional multi-index is an -tuple
of non-negative integers (i.e. an element of the -dimensional set of natural numbers, denoted ).
For multi-indices and , one defines:
- Componentwise sum and difference
- Partial order
- Sum of components (absolute value)
- Factorial
- Binomial coefficient
- Multinomial coefficient
- where .
- Power
- .
- Higher-order partial derivative
- where (see also 4-gradient). Sometimes the notation is also used.[1]
Some applications
The multi-index notation allows the extension of many formulae from elementary calculus to the corresponding multi-variable case. Below are some examples. In all the following, (or ), , and (or ).
- Multinomial theorem
- Multi-binomial theorem
- Note that, since x + y is a vector and α is a multi-index, the expression on the left is short for (x1 + y1)α1⋯(xn + yn)αn.
- Leibniz formula
- For smooth functions and ,
- Taylor series
- For an analytic function in variables one has In fact, for a smooth enough function, we have the similar Taylor expansionwhere the last term (the remainder) depends on the exact version of Taylor's formula. For instance, for the Cauchy formula (with integral remainder), one gets
- General linear partial differential operator
- A formal linear -th order partial differential operator in variables is written as
- Integration by parts
- For smooth functions with compact support in a bounded domain one has This formula is used for the definition of distributions and weak derivatives.
An example theorem
If are multi-indices and , then
Proof
The proof follows from the power rule for the ordinary derivative; if α and β are in , then
|
(1) |
Suppose , , and . Then we have that
For each in , the function only depends on . In the above, each partial differentiation therefore reduces to the corresponding ordinary differentiation . Hence, from equation (1), it follows that vanishes if for at least one in . If this is not the case, i.e., if as multi-indices, then
for each and the theorem follows. Q.E.D.
See also
References
- Saint Raymond, Xavier (1991). Elementary Introduction to the Theory of Pseudodifferential Operators. Chap 1.1 . CRC Press. ISBN 0-8493-7158-9
This article incorporates material from multi-index derivative of a power on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.