382 Chapter 13Second-order differential equations. Some special functions
The Hermite polynomials satisfy the recurrence relation
H
n+ 1(x) 1 − 12 xH
n(x) 1 + 12 nH
n− 1(x) 1 = 10 (13.33)
so that, givenH
01 = 11 andH
11 = 12 x, all higher polynomials can be derived.
EXAMPLE 13.10
(i) Use the series expansion (13.31) to findH
4(x).
(ii) Verify by substitution in (13.30) thatH
4(x)is a solution of the Hermite equation.
H
4′(x) 1 = 164 x
31 − 196 x, H
4′′(x) 1 = 1192 x
21 − 196
Therefore, forn 1 = 14 , the Hermite equation is
(iii) Use the recurrence relation (13.33) to findH
5(x).
H
51 = 12 xH
41 − 18 H
31 = 12 x[16x
41 − 148 x
21 + 1 12] 1 − 1 8[8x
31 − 112 x] 1 = 132 x
51 − 1160 x
31 + 1120 x
0 Exercise 21
Hermite functions
A differential equation that is related to the Hermite equation is
y′′ 1 + 1 (1 1 − 1 x
21 + 12 n)y 1 = 10 (13.34)
and this is solved by making the substitution
y(x) 1 = 1 e
−x222u(x) (13.35)
with second derivative
y′′ 1 = 1 e
−x222[u′′ 1 − 12 xu′ 1 − 1 (1 1 − 1 x
2)u]
Substitution of yand its second derivative in (13.34) gives
e
−x222[u′′ 1 − 12 xu′ 1 + 12 nu] 1 = 10
′′− ′+= −
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