An. S t. Univ.

Ovidius Constant a

Vol. 16(2), 2008, 109116

Rodrigues-type formulae for Hermite and Laguerre polynomials

Vicent iu RADULESCU
Abstract In this paper we give new proofs of some elementary properties of the Hermite and Laguerre orthogonal polynomials. We establish Rodriguestype formulae and other properties of these special functions, using suitable operators dened on the Lie algebra of endomorphisms to the vector space of innitely many dierentiable functions.

Introduction and preliminary results

Special orthogonal polynomials began appearing in mathematics before the signicance of such a concept became clear. For instance, Laplace used Hermite polynomials in his studies in probability while Legendre and Laplace utilized Legendre polynomials in celestial mechanics. We devote this paper to the study of some elementary properties of Hermite and Laguerre polynomials because these are the most extensively studied and have the longest history. We also point out that the properties we establish in the present paper can be extended to other special functions. We refer to [1, 2, 3, 4] for related properties. The classical orthogonal polynomials of Hermite and Laguerre satisfy linear dierential equations of the form a(x)y + b(x)y + c(x)y = 0 . (1)

In both cases, the factor c(x) is actually independent of x (resp, c(x) = 2n for Hermites polynomials, and c(x) = n for Laguerres polynomials) and depends
Key Words: Rodrigues formula; Hermite polynomials; Laguerre polynomials; Lie algebra. Mathematics Subject Classication: Primary: 33C45. Secondary: 22E60; 42C05. Received: July, 2008 Accepted: October, 2008

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only on the integer parameter n, which turns out to be also the exact degree of the polynomial solution of (1). In the study of special functions, solutions to dierential equations in the form of Rodrigues formulae are of considerable interest. More precisely, for each of the classical families of orthogonal polynomials (Hermite, Laguerre, and Jacobi) there is a generalized Rodrigues formula through which the nth member of the family is given (except for a normalization factor) by the relation 1 (w(x)f n (x))(n) . Pn (x) = w A particular family of polynomials is characterized by the choice of functions 2 w and f , For the Hermite polynomials we have w(x) = ex and f (x) = 1, for the Laguerre polynomials w(x) = ex and f (x) = x; and, for the Jacobi polynomials, w(x) = (1 x) (1 + x) and f (x) = 1 x2 . The method we develop in this paper relies on the study of suitable linear operators dened on the Lie algebra of endomorphisms of a vector space. We start with a simple spectral property of these operators. Let End V be the Lie algebra of endomorphisms of the vector space V , endowed with the Lie bracket [ , ] dened by [A, B ] = AB BA, for every A, B End V. We denote by I the identity operator of V . Theorem 1 Let A, B End V be such that [A, B ] = I. We dene the sequence (yn )n V as follows: Ay0 = 0 and yn = Byn1 , for every n 1. Then yn is an eigenvector of eigenvalue n for BA, for every n 1. Proof. We rst show that Ayn = nyn1 , for every n 1. For n = 1 this equality is evident, because (AB BA)y0 = y0 , Ay0 = 0 and y1 = By0 . We suppose that Ayn = nyn1 . We may write, equivalently: [A, B ]yn = yn AByn BAyn = yn Ayn+1 nByn1 = yn Ayn+1 = (n + 1)yn It follows that BAyn = nByn1 , that is, BAyn = nyn , which completes our proof.

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Hermite polynomials

Throughout this paper we assume that V = C (R). We dene the operators A, B End V by (Af )x = (1/2)f (x), (Bf )x = f (x) + 2xf (x), for every x R. We prove that these operators satisfy the commutation relation [A, B ] = I . Indeed, A(Bf )xB ((Af )x) = (1/2)f (x)+xf (x)+f (x)+(1/2)f (x)xf (x) = f (x). Next, we prove that (B n f )x = (1)n ex (f (x)ex )(n) . From the denition of B , the above equality holds for n = 1. Inductively, taking into account B n+1 f = B (B n f ), it follows that (B n+1 f )x = (1)n (ex (f (x)ex )(n) ) + 2x(1)n ex (f (x)ex )(n) = (1)n+1 ex (f (x)ex )(n+1) , which ends our proof. The Hermite equation y 2xy + 2ny = 0, where n is a positive integer, may be written y + 2xy = 2ny, or By = 2ny, that is, BAy = ny. By Theorem 1, it follows that yn is a solution of the Hermite equation. Setting y0 = 1, we obtain yn = B n (1). Therefore, dening H n (x) = yn , we deduce the Rodrigues-type formula Hn (x) = (1)n ex (ex )(n) , for every n positive integer. The Hermite polynomials Hn are orthogonal with respect to the weight 2 function w(x) = ex , in the sense that
+
2 2 2 2 2 2 2 2 2 2

ex Hm (x)Hn (x)dx =

0 2 n n!

if m = n if m = n.

A straightforward computation shows that

[n/2]

Hn (x) =
j =0

(1)j (2x)n2j

n! . j !(n 2j )!

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We also point out that it follows that the functions of the parabolic cylinder are closely related (see [5]) with the Hermite polynomials by the relation un = 2 e x Hn . We deduce in what follows additional properties of the Hermite polynomials. Proposition 1 The Hermite functions satisfy the following recurrence relations: i)Hn (x) = 2nHn1 (x), n N. ii)Hn+1 (x) 2xHn (x) + 2nHn1 (x) = 0, n N. Proof. i) Since Hn (x) = yn = B n (1), we can use the equality Ayn = nyn1 , which was proved in Theorem 1. From the denition of the operator A, it follows that (1/2yn ) = nyn1 , that is, Hn (x) = 2nHn1 (x). ii) By the denition of B , one has Byn + yn 2xyn = 0. But yn = 2nyn1 . Thus, Byn 2xyn + 2nyn1 = 0, or yn+1 2xyn + 2nyn1 = 0, that is, Hn+1 (x) 2xHn (x) + 2nHn1 (x) = 0.

Theorem 2 Let A, B End V be such that [A, B ] = I. Dene S = (AI )BA, Tn = (A I )n B n , for every n 1. Then: i) [(A I )n , B ] = n(A I )n1 . ii) Tn+1 = (T1 + nI )Tn . iii) S (T1 + nI ) = (T1 + nI )S + (S + nI ) (T1 + nI ). iv) If y0 V is an eigenvector of S with eigenvalue 0, then yn is an eigenvector of eigenvalue n for S , where yn = Tn y0 , for every n 1. v) If yn V is an eigenvector of eigenvalue n for S , then wn = (T1 + nI )yn is an eigenvector for S , with eigenvalue (n + 1).

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Proof. i) For n = 1, the equality follows from the commutation relation [A, B ] = I. Inductively, lets suppose that [(A I )n B ] = n(A I )n1 . It follows that B (A I )n+1 = A(I )n B (A I ) n(A I )n = (A I )n (BA B nI ) = (A I )n (AB I B nI ) = (A I )n+1 B (n + 1)(A I )n , that is, [(A I )n+1 B0 = (n + 1)(A I )n . (A I )((A I )n B B (A I )n )B n = n(A I )n B n (A I )n+1 B n+1 = (A I )B (A I )n B n + n(A I )n B n Tn+1 = (T1 + nI )Tn . iii) The equality we have to prove is equivalent to [S, T1 ] = S T1 . But [S, T1 ] = (A I )BA(A I )B (A I )B (A I )BA = (A I )B (A2 B AB ABA + BA) = (A I )B (A[A, B ] [A, B ]) = (A I )B (A I ) = (A I )BA (A I )B = S T1 . iv) Well prove our assertion by recurrence. For n = 0, it is obvious. We suppose that Syn = nyn , that is, STn y0 = nTn y0 . From ii) and iii), it follows that STn+1 y0 = (T1 + nI )STn y0 (S + nI )Tn y0 (T1 + nI )Tn y0 = (T1 + nI )(n Tn y0 ) Tn+1 y0 = nTn+1 y0 Tn+1 y0 = (n + 1)Tn+1 y0 . v) From iii), it follows that Swn = (T1 + nI )Syn + (S + nI )yn wn . But (S + nI )yn = 0. Therefore, Swn = n(T1 + nI )yn wn = (n + 1)wn .

ii) From the equality proved at i), it follows that

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Laguerre polynomials

Dene the operators A, B End V by (Af )x = f (x) and (Bf )x = x f (x), for every x R and f C (R),

A and B satisfy [A, B ] = I . Indeed, ([A, B ]f )x = A((Bf )x) B ((Af )x) = (x f (x)) x f (x) = f (x). We consider now the Laguerre equation xy + (1 x)y + ny = 0, n N.

But (A I )BAy = xy + (1 x)y . Thus, the Laguerre equation becomes Sy = ny. By Theorem 2, we conclude that if y0 C (R) and Sy0 = 0, then yn = Tn y0 is a solution of the Laguerre equation. We choose y0 = 1. It is clear that Sy0 = 0. We prove in what follows that ((A I )n f )x = ex (f (x)ex )(n) , for every n N.
x x

(2)

For n = 1, this equality becomes f (x) f (x) = e (f (x)e ) , which is trivial. Inductively, we suppose that relation (2) is true. Therefore, ((AI )n+1 f )x = ((A I )(A I )n f )x = ex (((A I )n f )xex ) = ex (ex (f (x)ex )(n) ex ) = ex (f (x)ex )(n+1) which proves the validity of relation (2). Since B n (1) = xn , it follows that yn = Tn y0 = (A I )n B n (1) = ex (xn ex )(n) . Thus the Laguerre polynomial Ln (x) = ex (xn ex )(n) is a solution of the Laguerre equation. The Laguerre polynomials Ln are orthogonal with respect to the weight function w(x) = ex , in the sense that
+ 0

ex Lm (x)Ln (x)dx =

0 1

if m = n if m = n.

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Proposition 2 The Laguerre functions satisfy the following recurrence relations: i)Ln+1 (x) (n + 1)Ln (x) + (n + 1)Ln (x) = 0 ii)Ln+1 (x) + (x 2n 1)Ln (x) + n2 Ln1 (x) = 0, for every n N. Proof. becomes i) Using the denition of A and Ln (x) = Tn (1), our relation ATn+1 (1) (n + 1)ATn (1) + (n + 1)Tn (1) = 0. From ii) of the Theorem 2, the above equality becomes AT1 Tn (1) ATn (1) + (n + 1)Tn (1) = 0, or (AT1 A + I )yn = nyn , because Tn (1) = yn , by Theorem 2 iv). Thus, by the same theorem, it suces to prove that AT1 A + I = S. Indeed, AT1 A + I S = = = = = A(A I )B A + I (A I )BA A2 B AB A + I (A I )BA A2 B A ABA A[A, B ] A 0.

ii) By the denition of B , we have to prove that Tn+1 (1) + BTn (1) (2n + 1)Tn (1) + n2 Tn+1 (1) = 0 or equivalently, (T1 + nI )Tn (1) + BTn (1) (2n + 1)Tn (1) + n2 Tn1 (1) = 0. (T1 + B (n + 1)I )Tn (1) + n2 Tn1 (1) = 0. But T1 + B (n + 1)I = BA nI . Relation (3) becomes (BA nI )(T1 + (n 1)I )yn1 = n2 yn1 (BAT1 nT1 + (n 1)BA + nI )yn1 = 0 (3)

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B (AT1 A + I )yn1 = (n 1)Byn1 BSyn1 = (n 1)Byn1 , which is true because yn1 is an eigenvector for S of eigenvalue (n 1). Acknowledgments. The author has been partially supported by Grants CNCSIS PNII79/2007 Degenerate and Singular Nonlinear Processes and GAR18/315/2008.

References
[1] G. Andrews, R. Askey, and R. Roy, Special Functions, Encyclopedia of Mathematics and its Applications, Vol. 71, Cambridge University Press, Cambridge, 1999. [2] L.R. Bragg, A Rodrigues formula for the Laguerre polynomials, Amer. Math. Monthly, 73(1966), 749-751. [3] E. Feldheim, On Laguerre and Hermite polynomials, Quart. J. Math., 11(1940), 18-29. [4] A.M. Mathai, A Handbook of Generalized Special Functions for Statistical and Physical Sciences, Oxford University Press, New York, 1993. [5] E.T. Whittaker, On the functions associated with the parabolic cylinder in harmonic analysis, Proc. London Math. Soc., 35(1903), 417-427.

Institute of Mathematics Simion Stoilow of the Romanian Academy, P.O. Box 1-764, 014700, Bucharest, Romania Department of Mathematics, University of Craiova, 200585 Craiova, Romania e-mail: vicentiu.radulescu@imar.ro