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37 views29 pagesOde Chapter 15,16
Chapter 15,16
Wajeeha Shahbaz
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0% found this document useful (0 votes)
37 views29 pagesOde Chapter 15,16
Chapter 15,16
Wajeeha Shahbaz
Uploaded by
wajeehashahbaz071Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
/ 29
_ CHAPTER 15
HERMITE POLYNOMIALS
INTRODUCTION
* another very important differential equation that gives rise to the special functions is the
reite’s differential equation . The solutions of this equation called the Hermite polynomials ute used in
gory branches of mathematics and physics , and also in connection with numerical integration
jg2 HERMITE’S DIFFERENTIAL EQUATION
A second order linear homogeneous differential equation
y'-2xy +2ny =0
id
here n is real, is known as the Hermite's differential equation riamed after the French mathematician
es Hermite (1822 ~ 1901). If nm = 0,1, 2,3, vss them the solutions of this equation are
te polynomials .
ION OF HERMITE’S DIFFINRENTIAL EQUATION
solve Hermite's differential equation
yranye0, n= 0,1,2 a)
special case in which the parameteir n is zero or a positive integer , To obtain the general
method of Frobenius . Assume ¢, solution of the form
P(aotarxtarx'4+, @
fork =-1,-2,-3,
mn , omitting the summation index Kk, we have
+B) ayx®*P-! and y” =D (k+B)(k+B-1) ayx
k+B-2
and y” in equation (1) , we get
- +B- ce
B-1)ayxX*P-2_2x Sy (k+P)ayx**P'42n Dag Beo
+ ke
1) aypxttP-2-S) 2(k+ By agxktP + By 2nayx Boo
(2(k+B)-2n}ayxt*? 20
in the second sumrr ation , we get
ayx* th?) [4k B-2)-20] a, axktP-2 29 lermite Poy
or [ck+B) (e+ B41) ay- ( 2(k + P-2)-2) agg ]x*PP-? wo
The coefficient of the lowest degree term x"? is obtained by putting k = 0 in this equation
ie [B(B-1)a9-(2(B-2)-2n} ay] x9? = 0
s
¢ x? #0, the coefficient of x°* must be zero , therefore
B(B-1)ao-( 2(B-2)-2n}a.,=0
But a., = 0, We get the indicial equation as
B(B-1)ao=0
Now ao # 0, therefore the indicial equation is
B(B-1)=0 ie, B=0, Bot
are the indicial roots which are unequal and differ by an integer
Now there are two cases, given by B = 0 and B = 1
CASE (1); When B = 0
In this case , we obtain the recurrence relation from equation (3)
k(k-1)ay-[2(k-2)-2nJay_, =0
2)-2n
k-1) 2k-2
2(k
or ary
We see that when k = 0, 1, the coefficients Ao and a, are indeterminate of the form (0/9
2 and a_, are zero. Hence we can take the coefficients @o and a, as arbitrary constants
Ik =2, then a, = -2%a,
Ik = 3, then a; = 2=22 oa
mas) () nlaeiamearor At
2(n-2
If k = 4, then 4) (
2(n-3
Ifk = 5, then ag = 28a, = -
- 2
Wk =6, then ag = TAtay = - [ a ao]= a
( 2 (a=1 fa-3),,] =F ua n-3)(n-5
W-2n __2(n-5
ee M6 =~" HO
+ them ay = ‘i 5
and so we obtain from equation (2)
Y= aotayxtarx + asx? tagxteasxed on...
ames Deana
woofs Ber P aay Pa Died, ]
=1) 2 (n= = *(n=1)(n- -5),
BS x-2U=1,9,2 na1)(a=3),5_2*(0 B=31(0-5).0, ]
oy FM1Y, ° ee aaa 8
6!
2 a1)» vn ate =)),5 n=1)(n~3)(n=
3 71
when B = 1
inthis case , We ‘obtain the recurrence relation from equation (3)
2(k-1)-20
a= k(k+1) *E-?
that if k = 0, the coefficient ao is indeterminate of the form (0/0)
an take the coefficients ao as arbitrary constant .
, since a-2 is zero.
a_; = 0 since a., is zero
-2n
1, then a= HQ
(2-20 - 2n—t
Be) Petar fe
2 fe ant)
Bike 210° Sea as @a@ Or?
a Bas 2(n-1 J 2?(n-1)(n-3
aye st ah 3 -
0
fk = 2, then a2
q
°
“37 °]
n=1)(n=3)(n=5)
1 38
FayxtarXx posse’ asxitagxe+
Hatin 3), poses 23 )¢a Z|
Thus we need not a case (2).
slution given by equation is 4
1 integer, the solutions obtained by
principle that when the indicial roots differ by a
linearly dependent
jtive integer , the coefficient of all power of x beyond x
minates and becomes a polynomial of degree n in x .
first series ter
Jeger, the second series terminates andl reduces tc a polynomial of degree n.
ive integral values , we obtain for
” in the first series of 756
le
Moi,
Positive integral values , wp, rea =
ereas
9
(X) reduces to an even polynomial as n_ takes even
remains an infinite series .
AS n takes odd positive integral values , we obtain for
Realy oy (X) = x
n=3, ¥2(x) = F(3x-4x3)
B= 5, ys(x) = 3(5x-20x3416x5)
Hence y (x) reduces to an odd polyno
TE Temains an infinite series .
! Hermite polynomials,
las n_ takes odd positive integral values
+ Whereas. y
These polynomials give rise to an important class of
0x
Polynomials alleg
154 HERMITE POLYNOMIALS
To obtain the standard form of the Hermite polynomials , we use ‘equation (4)
‘ 2(k-2)~2
We see that if k = n+2
v then any2 =O andthis @n4¢ =O, apap = Oy ...,,,
From the above equation, we can write
k(k=-1
Skea" Tko dyin hk
letting k = nyjn-2,n--4,
oy WE get
-1
Seas Taye
(n=2)(n-3) (m=2)(n=3
2(n-4)=2n 8-2 = <(9)(4) An-2
= (@=2)(n-3) a(n-1) _ n(n=1)(n=2)(n-3)
© =(Q2)(4) a
=(2)(2)4n = 22.
ang =
ve expresses all the non ~ vanishing coefficients in terms of the coefficients ay of th highest
of the polynomial . ‘The coefficient a is then arbitrary. This leads us tothe polynomial solution
[x"-6aa),o-2,a¢n=1)(n-2)(n-3 xen
27.2.4
soy DO Da Nualaitel) , e]
Is denoted by H,(x) are defined by choosing the arbitrary constant ay as
=0,1,2,3
momials are defined by kn(n-1)(n- 2a Bast eat ]
eC)
s{ERNATIVE FORM OF HERMITE POLYNOMIALS
ition (6) in summation notation can be written as
(0/2)
(2 yk nt(ax)"7
ee) -2ty ”
a
" -{ n/2 if nis even
ee (721 " | (n-1y/2 if misodd ©
or ksn/2,
that in the denominator of equation (7), n-2k 2 0
pIRST FEW HERMITE POLYNOMIALS
= 0, 1,2,3, sin equation (7), we get
a1)" or(2x)-™ (= "01 2x)"
010!
0
Note’
KI (= 2k )t
yk (2x _ Din)
ane = 2k)! 1!
=1)*21 (2x = 1921 ( 2x)? (<1) '21 2x)"
= axte
Ki(2-2k)! O12! TOL
(1) B31¢ax)2> = = 2x)? =Uisiaa
C3 =k! = 8x3— 12x
KI (4—2k)!
2x)* _euiaian?, eo z
112!
res yy'st@axy* CL 351( 2x)!
113! ni!
120x 758
185 GENERATING FUNCTION FOR HERMITE POLYNOMIALS
THEOREM (18.1); Prove that 24°"
PROOF: We have
LHS. = ¢
a
Let r+2k =n 2k. So fora fixed value of k , the coefficient of ¢" is given by
(
@
Now r > 0 implies that n—2k 20 or m2 2k or k $ m/2 which gives all values of & for yy
Which
(2) is the coefficient of t". Here note that k is to be an integer . Therefore, if n iseven, j ¢
sksan
shows that k varies from 0 to n/2. Again, if n isodd, k $ n/2 shows that k varies from 9 ,
a
(n-1)/2. Combining these results we see that k varies from 0 to [n/2], where
n/2 if nis even
wi ={
(n-1)/2 ifn isodd
Hence the total coefficient of t" in the expansion (1) is
(12) nak, (nl2)
ka(axy®-* 4
k
(2x)
(n=2k y= nt n(x)
ki (n= 2k)! al
K
5 Halse”
hovRHS/ =) >)
a=0
1
Here the coefficient of t” is also 77H (x)
as the required result is proved .
RODRIGUE’S FORMULA
(15.2): Prove that H,(x) = i) het ate
We know that the generating function is
Bom aC)
= ;
a 0) 2 Ho xan Hq u
| LO ln sop BAT Hye yt
sens sides n times Partially wart, 4 i aa a
a [xt(t-x)7) (
a n(X)+H i
a n+1(X) (4 (tens involving ? and higher powers of t)
he limit of beth sides as t40, we get
a =(t-x)?
Eo syele TY)
1 Ha(x) @
wot Bet] = -2t-ay etn!
Beal De te te aay
a Slee itth dice
sisal 140 907 Mis Varo
a, Los [on'-#)"7 0 (2 1)8 be Shey = ene
sen from equation a) re
og ees (008) = Hy ¢x)
rer Bley
ey axe"*) = Bx? 12x
$160 x? +120 : ’
Te
From the above relations , we have
1
1 = Ho(x), ae et 2
15
i = Hs(x) 45x? -9*
= 7g Ha(x) 43x? 3, x
15.7 RECURRENCE FORMULAS
THEOREM (15.3): Prove that
i © Hy (x) = 2nHy_4(x)
| (i) Hy41(x) = 2xHy(x)-2nHy_,(x)
(iii) Hy (x)-2xH,(x)+Hy41(x) = 0
(iv) Hy (x)-2xH4 (x) +2nHy(x) = 0
PROOF: We know that the generating function is
ait? Ay (x)t®
Chere x, nt ay
ne
() Differentiating both sides of equation (1) wart. x, we get
ett E Baa)
nso
oo t
2t ot HiGa)t >> Haa)t
2Hy(x)t S Ha(x)t"
oy a ae
n=0 = :
Equating the coefficients of " on both sides
2Hy-1(x) Hy (x)
(n-1)! ~ nt
Hy (x) = 2nHy_|(x) @
Differentiating both sides of equation (1) wart. t, we get
at? Gxt"
ee by atkic! -5 er
me eee 5 Be Ess)
n=0 ns0
efficients of t" on bot sides , we have
De, H n=1(%) | Hyg i (4)
nt (n-i)! a!
(x) = 2xHy(x)-2nHy_(x) 3) From equation (1) Hy = hw
ting in equation (3)
Haei(¥) = 2H (x)-H/(,)
He(7)~22H9 (XH (xy 2g
‘i Since H, (x) isthe Solution Of Hermite’ 8 differentia) equation y/
4 Hy (x)-2xH! n(X)+2nH n(x) a9
158 ORTHOGONALITY op HE!
n-2xy 42a 9am
RMITE POLYNoMa,
THEOREM (15.4): Prove that is
5
ait
® fe Hm ()Hy(x) dx 20 it man
Ese
J e Lay ix]? x= 2" nya
The Hermite's differential equation is
2xy +2ny = 0
and H
n(X) Satisfy Hermite’s equation , therefore
n equation (2) by e~“” H., and subtracting , w
CHgHp-Hy Hy) -2x67" (Hy Hyg H,) =
a Hin~H Hq) = 2(n-m)e~
HaHa
een, Hy-H,, H,)-2xe7" (Hy H.-H H,) = 2(n-m)e"" HH
aH H;) = 2(n-m)e™ Hy Hy
© (Hy Ha-Ha AOI 162
a) Wotave oft, Ss ae
n=O
meg
Multiplying these equations , we get
guetenet. fF Hatta!
Pitta yes min!
Multiplying both sides by e~** and integrating wars. x from =e to o
ae m=0n=0™™ 2,
ett f ee
af edu (with x-s-t=u)
ee ea
Va [1s2ers 2g" sur, ae ]
aman
oS a iS,
somes,
e Xt nl J oe [Ha (x)]’ dx
m= eo
on both sides , we get
of eM Et ooT? ax
Him) Ha(x) dx
a E
fot mT dae a2
ae ln
*
{ eo HOO) dx = 2 aye
o td
yoo
*
i eM Hy (XH (x) dx = 2" nt Bn
“0
sults of this theorem can be combined as
called the kronecker delta is defined as 8,,= 0 9 ™*"
Ul if men
os. ton
9 SERIES OF HERMITE POLYNOMIALS
REM (15.5): Let f(x) be defined over the interval (~ 2, ). Then prove that the
‘Heo Hermite series expansion of (x) is
£(x) = AHo(x) +A, Hi(x)+ArHa(x) +e. = DY Ay Hy (x)
K=0
j 7? t(x) Hy (x) dx
where Ay =
Multiplying both sides of the series by &
|, We have on using the orthogonal property
Ber ax- DA J MAACO
k=0 0 764
15.10 SPECIAL RESULTS
THEOREM (15.6): Proye that
/ © Ay (=x) = (1) "Hy Ox)
.
| j Hyg (0) = GY—Gat
Gi) Hayy (0) = 0
* (i) We know that
(n/2) k n-2k
al) i nt(2x
Biv & K(n=2kyT oy
®
= (-1)"2 TDS vne (Qmety
PROOF;
} Tae} ee
s . ai *nt(-2x
ii eemes*)c 2, KI(n=2k)!
(n/2)}
cy CDE a oh
Keo Ki(n-2k)t
(n/2)
fea Co) *nt(axy?72*
Koo (-1)?¥kt(n=2k)!
= (-1)"Ha(x) [since (-1)?* = 1]
From equation (1)
alr kr ai. 2n-2k
Hy x) iS) (1) * (20)! (2x)
(26 KI(2n-2k)!
Hyn(0) = 040+....,.¢ 12m
= Dn) 20-1) (20-2) (20-3) 0 6.5.4.3.2.1
i A(M=1)(0=2) eed. 201
Ba). 2561.3, 5,0eie 1)
2n41 in equation (1)
E aS (1) ¥ans 1 yicany28tto2k
oH Ki(2n+1-2k)
= 0 (since all the terms in the summation contain x ) yest SOLVED PROBLEMS
xo LEM ( ‘Use the generating function forthe Hermite polynomials to find
Ho (x), Hi (x), Ha (x), and Hy(x)
SOLUTION: ‘We have
entre z HyGo
at
n=0
= Ho(x) 4H (x)te Aad, Had, i)
22 2)3 x
Pass os Ve (aie?) GRRE Gurr,
Ae
= Le(axyte (axes (SEE) oy @)
Comparing the two series (1) and 2), we get
Ho(x) = 1, Hy(x) = 2x, Ha(x) = 4x7-2, Hy(x) = 8x"- 12x?
Q): Prove that J xe EH (x) dx = VR 2"at(n43)
From the recurrence relation , we know that
) = 2xH,(x)-2nH,_,(x)
= Hg (8) 43H ge (x) a
XH y1(X)45%Hy 4 (X) @
—1 and n+1 successively in equation (1) , we have
X) = (n=1) Hy (x) 45H g(x) QB)
(941) Hy (x) #9 Ha62 (3) ®
d (4) in equation (2) , we get
1
= 1)Hy-2(X)+$Hq(X) J49[ (m4 1) Hy (ADB Haas
1
1)Hy2 (00 +4Hy 0200+ (045) BOD 6)
(5) by e7* Hy (x) and then integrating w.rs. ‘x’ from —~ =
tie J a(n=1)e7" Ha (x)Hy_2(x) ax Perce
=i J err macartanace deo(or$) aly 255
u
Py
1 . ! :
4 o+0+(n+5) VR 2 al Cusing the orthogonality lao
j = (n+3 fr 2" nt
PROBLEM (3): Show that
nat
if xe" Hy, (x) Hy (x) dx = Vn2 atBm art VR2"(n4 1315,
m1
SOLUTION: From the recurrence relation , we have
Hai (x) = 2xH,(x)-2nHy_4 (x)
1
or Hy (4) = Hy) (x) 45H yo (X) i)
Mauluplying both sides of equation (1) by e~*” Hy, (x) and then integrating wr. “x" from
we have
xe"™ Hy (x)Hy(x) dx
ay 1 ox?
© Ha (X)Hys(x) dx+a Joe” Ha (x) Hy, ) (x) dx @
ss
PH (x) Hy (x) dx = VR 2" nl 8aqq. therefore equation (2) becomes
eH (x) Hy (x) dx =aVn2"-'(n-1)18
1 ne .
mi nsitgR2"* (ns ibn,
= Vm 2" at 8g +VR 2° (04115
Hn (x) = e-’/?H, (x), where H, (x) is a Hermite polynomial of
der n, then prove that
(0) oa(4) dx = 2" ntVE5 ny
Yon(x) dx = 2" ntyz 8, 2° (n+1)VR Bm.n4 Te sti n(x) = e°*/2H (x), therefore
0 J mtsreats axe fens aye Hc dx
J xt ,
ra eH (x) Hq (x) dx
= 2" nV Bing (ising the orthogonal property )
-
gy See nC) = O77 HA Cx), therefore
n(x) = ot xen eH (x)
rom the recurrence relations , we have
a)
1 .
xHy(x) = 0Hy_| (8) +941 (x) and Hi (x)= 2nHy_1(x)
‘Thus equation (1) becomes
f07 =n2/2
= AnH (x)-€ aH (x) ge Ha g(x)
x2
le-;
ea Hyy (x)-Ze Hag (x)
X) q(x) dx
J og o[ oF ay id Fe7F Hy) ] ax
n J oo Hy (X) Hy a1 (x) dx-$ J Ha (x) Hai (x) dx
= 029" (0-1 IVR Bm ni Z28 (0+ IVR Bn net
tata Bn.n-1- 2" (M+ LINES mnt
2™nl Hy g(x)
(n-m)!
a”
thatit men, J om[Hy(x)] =
that
atx-t? 166, He Pb
Differentiating both sides of equation (1) wart. ‘x’, we get )
x £0.00] . AG (et) e aymete!
ne0
eS Haat"
22m SHAG sing equation (1 |
ned
@ ott
naa x nm! @)
1s
‘Equating the coefficients of t" on both sides of equation (2), we get for m x)y'+ny=0 for ne is 2s, et
{general Solution we use the method of Frobenius
fn Mm
Assume a solution of the form
‘ + +B
ae Eine) atx
Q)
, omitting the summation index k » we have
- k+pu2
BD CktB yay x"! ang y =X (k+B)(keB-tyaye
Ye¥» and y” in equation (1), we get
: kep-
Be CEBY (K+ 8-1) ax! P-25 (12) D (ka Byagxt eB!
a
+n Dayxt*P og m2
Shifting the index k by k= 1 in
LD ces pytagettPe! [cee p-ty-n Jagat Po! eg
or S[(k+py*)ay-((k+f-1)-n} ag ]e**P-! 2 0 ;
)
‘The coefficient of the lowest degree term x°~' is obtained by putting k = 0 in this equation
ie (Bao {(B-1)-n}a..]xP'=0
Since x°*! #0, the coefficient of xP! must be zero , therefore
B*ao-{ (B-1)-n Ja, =0
But a, = 0, we get the indicial equation as
2a) =0
Now ao # 0, therefore the indicial equation is
B?=0 or B=0, BHO
"are the indicial roots which are equal
When 8 = 0, we obtain the recurrence relation from equation (3)
Kay-[(k-1)-n Jay.) = 0
ax & ket 4
that when k = 0, the coefficients ao is indeterminate of the form (0/0), since a,
can take the coefficient ao as arbitrary constant
Ifk = 1, then a; =—nao
Ik = 2, then a; = 45a, = GSU (nay) = aed),
k = 3, then ay = te, « [O22] [a=]. 0 a= Died i:
If k= 4, then ay = 54a, = [ftp] [tend j
ise
GH) ff
n(n=1)(n~2)(n-3
ce (ay “
from equation (2)
| 6)
Gi A(n=1) 9) n(n=1) (n= a1) (n=2) (n=
yen
(6)
e second linearly independent solution , we write the recursive relation from equation (3)
k+B-1)-n
ee (kepy? Ok-t
qe
B-n
k=, then ai = Ey yha0
Bel-n _ (B=n)(B+i-n)
Wk = 2, then a2 = ya y7M “Uetgene
B+2-n (B-n)(B+1-n)(P+2-n)
BESS ssi pag yet (PHI paay(pesye ee
and so we obtain from equation (2)
B B-n (B-n)(B+i-n) , (B-n)(B+1-n)(BP+2-n) ,
= 7 TAa1)2(Aaadye. ~TAal)ytiAe2)t(Aeadae |
dd [agen XV (Ba ly(ptay* * (Bei) (Pe2) (Bray * *
from this equation , we have
: Bn (B-n)(B+1-n) , (B-n)(P+1-n)(P+2-n) ,
1+ eiyitt 2 ]
0
(B+1)?(B+2)" * *” (BI) (P42) (B43) * *
(B+ 1)?-2(B-n)(B+1)
x
(B+1)
= aylax[ tans Ba1),2 a(n=1)(n=2) 05, ]
(21)* cn? ut
Le oh
+ao[ 142m ya- BSH KP un ] )
f of Laguerre's differential equation is the superposition of solutions (6) and (7)
Ay, (x) +By,(x) (8)
At POLYNOMIALS
the standard form for Laguerre polynomials of degree n , we yo back to equation (4)
1
Fy then yy) = 0 and thus ayy y= Oy Magy #0,
ve Integer, the cvetictens of all powers of beyond x" inthe series (6) are
4 and becomes a polynomial of degree Min x 74
‘Thus the Laguerre polynomials are defined by the expression
L =2 a n=3,
tof tenn Mitatyr B= 9=2) 9, Bn tii
(-1prnlastiia=220-3 suislokt Ly
Using a summation notation the above expression can be written as
eG ~ - =k)!
to Spy MEAN) 1-3) een) (NH
K=0
(KE)"(n= Kk)!
n k
«wh aula
k=0 s
(kt)"(n-k
‘The Laguerre polynomials denoted by Lg (x) are defined by choosing the arbitrary Constant ay a j
1 k
(=1)'a!_ ok
Thus Ly (x) “z= C7(n—e* (19)
ALTERNATIVE FORM OF LAGUERRE POLYNOMIALS
To obtain an alternative form of Laguerre polynomials we rewrite equation (9)
as
k-1 = (ko)on ok
Jeting k = n,n-1,n-2,
anes
iil
(n-T)=n4n =~
4 (n=1)? (a (
© (n=2)=n n= =D
eee n= 2)? (n-2)?
n-3 = a
(n=3)—nAa-2 = —
ao
nl an
-1)"a!)? ;
= cue", = (-1)"nla,
Expressed all the non ~ vanishing coefficients in terms of the coefficient a, of te highest
Polynomial. The coefficient a, is then arbitrary . This leads to the polynomial solutions
2 2 2 2 2 2
Bre iat SOS) A aoa n2(n—1)%(n-2)? 4
petals reins) Fi 3 4;
ials denoted by Ly (x) are defi
+ coe nytat]
ined by choosing the arbitrary constant ay ae Distal ations
ie w"[a" ro a
etoice 18 made in order yyy l
ever il have the value When,
ny
ot > GENERATING FUNCTIoy
The following theorem ig Rive,
Ven with,
_tynomal’s * —
: fener,
ent(104)
sHBOREM (16.1): “WN
SPECIAL VALUE
Prove that L4(0) = y
To prove, we know that yee
n=0
pu x = 0 inthe above equat
iON , we get
= La(00" =
m= (1p. merry
Be oetticient of «on both sides
|
me or L.(0)=5 |
RIGUE’S FORMULA
1162): Prove that ba(x) = eo ne-n,
dx"
We know that the gener
function is
x0)
Both sides ni times partially wrt. t
‘a
BE(i=ty ten")
Ly(x)+L
+ (terms inv
tof both sides ast) 0, we gct
es
eit <-)] 1,0. Now Bta-o * (+t) Tap ]eerin
a [-abaeabp ewe
dexst at] -n/(i-t)
iS [i |: ae
and ty Pla ery te 9] = (1-x)e* = hie’)
2 :
Similarly Lt alan te -9] = trae)
In general , we have
a" ane nope
be Shea te 0-9] - Soe
™
Thus from equation (1)
2
ot Sacxe*) = La(x)
ee
Ly(x) = e's a(xe ~)
FIRST FEW LAGUERRE POLYNOMIALS
From the Rodrigues formula
a" :
La (x) = 6° a(x"), wehave
Lo(x) = e*(x%e™*) = 1
Li(x) = ee xe™*) weX(nxo *4en*) mexdl
2
Lax) = oh dia(xte™*) = 08 (nto Xa dxo"842) © xtn4 x42
3
Ly(x) @ eh aa(x2e8) we OX (ane Fa Onto Fo 1207846074)
; = aK ONT 18K +6
). ota xton*)
mw oX(xte* = 16x 84 72K2 0-96 x0 4 240°")
x= 16x94 72x79 96424
nei CX) (ANAL K Ly (Km Ly. (x)
ne (X) MT yey (XL G(X)
nO) by OX n yey (X) uations
00" know that
eae) at
os: 2 ee rm
6 Differentiating ie as want. ty) we get
Sen (ls) sate fel
_ ke £ maa)
of a-0 a=
AE, arte wind, oe -z Pry ies
fet ont)? 5 os;
I Erste oe ited y bya tet?
n= n=
of t” on Fe sides , we get
Lozi(x) 2ba(X) | Lani)
= a (net eee
1 aw
Day 1(s) = bper(x)-20bg (x) 4m (nat) Ege ()
Qn+1—x)La(x)-mLy-1(*) L, ,
or bya (x) = SBD
a = Lani (x)
ALg (x) = mL, (x)-Li (x)
(it) From part (iy
basi (X) = (2n41-x)Ly(x)=n rey
Differentiating this equation w.. "x, we get
Lass (x) = (2n41—x)L, (x)-Ly(x)-n7 Li
n-1 (8) Q
From part (ii), we have
La) = alty.()-L,_,0)] 8)
Replacing n by n+ 1 in equation (3), we get
Ener) = (nt ELA (x)=Ly(x)] (4)
Again from equation (3) , we have
ALp-1(X) = La(x)+nby_)(x) ()
Substituting equations (4) and (5) in equation (2) , we get
n+1)[Li(x)-L,(x)] = (2n41-x)L9(x)-Lg(x)=n[ Li (x) +07,
n~1(x)]
1)-(2n41-x)+n)L5(x) = [(n41)-1] Lg (x)onL
n-1(K)
(OX) = nL (x)-n? Ly) (x)
THOGONALITY OF LAGUERRE POLYNOMIALS
6.4): Prove that
eae cx) cet yat ca ifmen
0
fief.) dx = (nt)?
o
‘The Laguerre's differential equation is
ny=0
satisfy Laguerre’s equation , therefore
a)
(a
quation (2) by L, and subtracting , we get
=x)[Lalin-~LmLy) = (n-m)L aly ordinary Differential Equations 728
4 ' oe r , c 13
o Selb aln-bnbal+S3[Ly LAL abt] ay (etity be 3)
Multiplying by the integrating factor
UR = fA) dx ICU tT dx nna
ipeabove equation (3) becomes
aids
ra ' : 7 : '
Tei aL UabnalaLpiaCiex)e * [Ly Lobe eater
dha 7 ;
of ag lee*(Lalm-LmLy)] = (n-m)e“*L
Integrating w.r.t. x from —e to ©, we get
Orem) | L(x) Lg (x) dx = lxe™*(LyLy-Ly ba) lo = 0
0
‘Then since m # n, we have
fee vcotgis axe 0 if men
0
m=n, Wfec* Tug() ase) eaten ix
0 0
me [(-1)"x" Ly (x) ax
m of degree n in L(x) is (~1)"x". Also, the products of L(x) with other terms
BLL a(x)]? ax = (-1)" f ext qyrexte™*) dx
0
serge leategeesy as
0
= (-1)" Jet [c-1)"ate"*J dx
0
=a! f x"e* ax
0
= (m!)(nt) = (at)? (— J x"e “dx =a! forimeger n
0 168 SERIES OF LAGUERRE POLYNOMIALS
THEOREM (16.8); Let (x) be defined over the interval (0,0), Then prove that th Lagu
series expansion of f(x) Is tte
°
f(x) = Ag Lg (x) #Ar Ly (x) + Ag La (X) +n © 2 Aubin)
=0
where Ay = an | e*f(x) Ly(x) dx,
PROOF: Multiplying both sides of the series by €~"L q(x) and integrating wet. y po
m
0 to ©, we have on using the orthogonality property
l © aay =
i Jey cotta) ax= Ay [ eMLm (x) Ly (x) dx
| 0 k=0 0
it = Am | o*[ba(x)]? dx
Wy a
= Ag (m!)?
eT * L(x) F(x) dx
e* L(x) f(x) dx
.GUERRE’S ASSOCIATED DIFFERENTIAL EQUATION
‘second order linear homogeneous differential equation
y +(m+1-x)y +(n-m)y =0
dn. are real is called Laguerre’s associated differential equation
0,.1,2,3, .... the solution of this equation are called associated Laguerre polynomials
als denoted by L', (x ) are given by the following formula
[rns Bom) amor n-1) nam)tnom=1) om-2, ]
polynomials are also given by
m
Lyx)
n L3(x) = Ly(x) where Ly (x) are the Laguerre polynomials
m>n. pBctAL ASSOCIATED LAGUERRE POLYNOMIALS
pect @ Ltn) = 2e-4
any 22 3x) = 3x24 18x18
0 pix) = 6x4 18 L3(x) = =6
Bien 2 Ax 48x74 1446x=96 8) 2x) = 12x? 9604 144
Man) = 24x- 96 (10) Li(x) = 24
GENERATING FUNCTION FOR L(x)
rin SLE
aes SS Be dyn
d-) n=m
RECURRENCE FORMULAS OF ASSOCIATED LAGUERRE POLYNOMIALS
7 a= SMELL (x) + (xt m- Qn-1)LE(x)+n?L M(x) = 0
fsx) = bax)
mat g-tpmt
le XL (x)] = (m-a-1)x™ eX L E(x)
Bis)] = (x-mt (x) + (m=n-1) L(x)
OGONALITY OF ASSOCIATED LAGUERRE POLYNOMIALS
Meek a (x)Ly(x)dx=0 pen
en a? (at)?
*[ LT (x)]' dx = ant
‘SERIES OF ASSOCIATED LAGUERRE POLYNOMIALS
BM Ang (Lacuht bMA wer benea (x) deuce where
Ly (x) f(x) dx
ic (am), amt ane 1) nm)n=m=1)a-me2
it PROBLEM (1):
PROBLEM (2):
PROBLEM (3):
PROBLEM (4):
PROBLEM (5):
tn
16.10 EXERCISE
Prove that Ls (x) = ~x°+25x‘-200x?+ 600 x?~600x+ 129
Expand f(x) = x°-3x7+2x inaseries of the form) Abli(a
k=0 4
Provethat nby(x) = XL (x) #7L g(x)
x
Lepai (x)
Show that frsc Che Le
0
° 0 ifm
