Sobolev orthogonal polynomials

ID: sobolev-orthogonal-polynomials

Sobolev orthogonal polynomials are a generalization of classical orthogonal polynomials that arise in the context of Sobolev spaces. In classical approximation theory, orthogonal polynomials, such as Legendre, Hermite, and Laguerre polynomials, are orthogonal with respect to a weight function over a given interval or domain. Sobolev orthogonal polynomials extend this concept by introducing a notion of orthogonality that involves both a weight function and derivatives.

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