[Math] Adjoint of derivative operator on polynomial space

linear algebra

I was working on a problem when I made the following reasoning.

I know that every linear operator $T:V \longrightarrow V$ on a Hilbert space $(V,\langle.,.\rangle)$ such that $\dim(V)<\infty$ has one (unique) adjoint operator $T^*:V \longrightarrow V$ (that is, $\langle T u,v\rangle = \langle u, T^* v \rangle$ $\forall u,v \in V$).

So if $V:=P_n$ is the space of all polynomials with degree less than or equal to $n \in \mathbb{N}$ (which gives $\dim(V)=n+1<\infty$) and $\langle f,g \rangle := \int_0^1f(t)g(t) \, dt$, what is the adjoint of the derivative operator $T=\dfrac{d}{dt}$?

I've tried to solve that, but still to no avail. I wonder if that is a silly question, but I haven't had any success searching for the answer either, so I apologize in advance if that's the case.

Best Answer

In this business, to find the (formal) adjoint of a differential operator, integrate by parts. If $T = \frac{d}{dt}$, then

\begin{align*} \langle Tf, g\rangle &= \int_0^1 f'(t)g(t)dt \\ &= f(t)g(t)\bigg|_0^1 - \int_0^1 f(t)g'(t)dt \\ &= f(t)g(t)\bigg|_0^1 - \langle f,Tg\rangle \\ &= \bigg( f(1)g(1) - f(0)g(0)\bigg) - \langle f,Tg\rangle \end{align*}

This is easier if you restrict to the space of polynomials which have $f(0) = f(1)$ (often, both zero); then, $T^* = -T$. Otherwise, as Daniel Fischer points out, you need an operator $B$ which has $\langle f, Bg \rangle = f(1)g(1) - f(0)g(0).$

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