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
0
1 = 11 andH
1
1 = 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
3
1 − 196 x, H
4
′′(x) 1 = 1192 x
2
1 − 196
Therefore, forn 1 = 14 , the Hermite equation is
(iii) Use the recurrence relation (13.33) to findH
5
(x).
H
5
1 = 12 xH
4
1 − 18 H
3
1 = 12 x[16x
4
1 − 148 x
2
1 + 1 12] 1 − 1 8[8x
3
1 − 112 x] 1 = 132 x
5
1 − 1160 x
3
1 + 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
2
1 + 12 n)y 1 = 10 (13.34)
and this is solved by making the substitution
y(x) 1 = 1 e
−x
2
22
u(x) (13.35)
with second derivative
y′′ 1 = 1 e
−x
2
22
[u′′ 1 − 12 xu′ 1 − 1 (1 1 − 1 x
2
)u]
Substitution of yand its second derivative in (13.34) gives
e
−x
2
22
[u′′ 1 − 12 xu′ 1 + 12 nu] 1 = 10
′′− ′+= −
−−
yxyy x 2 8 192 96 2 64 96xx x
23
++−+
816 48 12 0=
42
xx
Hx x x x x
4
42 04
2
43
1
2
432
2
()()=−() () 21648
!
!
=−
×××
xx
2
- 12