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multi-index notation (Definition)

Multi-indices form a powerful notational device for keeping track of multiple derivatives or multiple powers. In many respects these resemble natural numbers. For example, one can define the factorial, binomial coefficients, and derivatives for multi-indices. Using these one can state traditional results such as the multinomial theorem, Leibniz' rule, Taylor's formula, etc. very concisely. In fact, the multi-dimensional results are more or less obtained simply by replacing usual indices in $ \mathbb{N}$ with multi-indices. See below for examples.

Definition A multi-index is an $ n$-tuple $ \alpha=(\alpha_1,\ldots, \alpha_n)$ of non-negative integers $ \alpha_1,\ldots, \alpha_n$. In other words, $ \alpha \in \mathbb{N}^n$. Usually, $ n$ is the dimension of the underlying space. Therefore, when dealing with multi-indices, $ n$ is usually assumed clear from the context.

Operations on multi-indices

For a multi-index $ \alpha$, we define the length (or order) as
$\displaystyle \vert\alpha\vert = \alpha_1+\cdots + \alpha_n, $
and the factorial as
$\displaystyle \alpha! = \prod_{k=1}^n \alpha_k!. $
If $ \alpha=(\alpha_1,\ldots, \alpha_n)$ and $ \beta=(\beta_1,\ldots, \beta_n)$ are two multi-indices, their sum and difference is defined component-wise as
$\displaystyle \alpha+\beta$ $\displaystyle =$ $\displaystyle (\alpha_1+\beta_1, \ldots, \alpha_n+\beta_n),$  
$\displaystyle \alpha-\beta$ $\displaystyle =$ $\displaystyle (\alpha_1-\beta_1, \ldots, \alpha_n-\beta_n).$  

Thus $ \vert\alpha\pm \beta\vert = \vert\alpha\vert\pm \vert\beta\vert$. Also, if $ \beta_k\le \alpha_k$ for all $ k=1,\ldots, n$, then we write $ \beta\le \alpha$. For multi-indices $ \alpha,\beta$, with $ \beta\le \alpha$, we define
$\displaystyle {\alpha\choose \beta} = \frac{\alpha!}{(\alpha-\beta)! \beta!}. $
For a point $ x=(x_1,\ldots, x_n)$ in $ \mathbb{R}^n$ (with standard coordinates) we define
$\displaystyle x^\alpha= \prod_{k=1}^n x_k^{\alpha_k}. $
Also, if $ f\colon \mathbb{R}^n \to \mathbb{R}$ is a smooth function, and $ \alpha=(\alpha_1,\ldots, \alpha_n)$ is a multi-index, we define
$\displaystyle \partial^\alpha f = \frac{\partial^{\vert\alpha\vert}}{\partial^{\alpha_1}e_1 \cdots \partial^{\alpha_n}e_n} f, $
where $ e_1,\ldots, e_n$ are the standard unit vectors of $ \mathbb{R}^n$. Since $ f$ is sufficiently smooth, the order in which the derivations are performed is irrelevant. For multi-indices $ \alpha$ and $ \beta$, we thus have
$\displaystyle \partial^\alpha \partial^\beta = \partial^{\alpha+\beta} = \partial^{\beta+\alpha} = \partial^\beta \partial^\alpha. $

Examples

  1. If $ n$ is a positive integer, and $ x_1,\ldots, x_k$ are complex numbers, the multinomial expansion states that
    $\displaystyle (x_1+\cdots + x_k)^n = n! \sum_{\vert\alpha\vert=n} \frac{x^\alpha}{\alpha!}, $
    where $ x=(x_1,\ldots, x_k)$ and $ \alpha$ is a multi-index. (proof)
  2. Leibniz' rule: If $ f,g\colon\mathbb{R}^n \to \mathbb{R}$ are smooth functions, and $ \beta$ is a multi-index, then
    $\displaystyle \partial^\beta(fg) = \sum_{\alpha\le \beta} {\beta \choose \alpha} \partial^\alpha(f)\, \partial^{\beta-\alpha}(g),$
    where $ \alpha$ is a multi-index.

Bibliography

1
M. Reed, B. Simon, Methods of Mathematical Physics, I - Functional Analysis, Academic Press, 1980.



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Also defines:  multi-index, multi-indices

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multi-index derivative of a power (Theorem) by matte
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Cross-references: multinomial, complex numbers, positive, derivations, smooth, unit vectors, smooth function, coordinates, point, difference, sum, order, length, clear, dimension, integers, indices, Leibniz rule, multinomial theorem, binomial coefficients, factorial, natural numbers, powers, derivatives, multiple
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This is version 12 of multi-index notation, born on 2003-06-16, modified 2006-01-16.
Object id is 4366, canonical name is MultiIndexNotation.
Accessed 9155 times total.

Classification:
AMS MSC05-00 (Combinatorics :: General reference works )

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