Page 219 - DMTH504_DIFFERENTIAL_AND_INTEGRAL_EQUATION
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Differential and Integral Equation




                    Notes                                                     n  1
                                                                           x
                                                                                                     ( 1) n  H m ( )  d  n  1  e  x 2 dx
                                                                            dx

                                                                                   d n  1  x 2
                                                                                x
                                                                 =  ( 1) 2mH m  1 ( )  n  1  e  dx
                                                                                  dx
                                                                                    [since  e  x 2   and all its derivatives
                                                                                 vanish for infinite x and H = 2n H  ]
                                                                                                      n     n 1
                                                                                    d  n  1  2
                                                                 = ( 1) n  1 2m  H m  1 ( )  1  e  x  dx  n  m
                                                                                 x
                                                                                   dx n
                                  proceeding similarly again and again
                                                                                    d n m  x 2
                                                                      n m m
                                                                 = ( 1)  2 m !  H 0 ( )  e  dx  n  m
                                                                                  x
                                                                                    dx  n m
                                                                                d  n m  x  2
                                                                          m
                                                                      n m
                                                                                                         x
                                                                 =  ( 1)  2 m !  n m  e  dx         [  H  ( ) 1]
                                                                               dx                       0
                                                                                 d n m  1  2
                                                                          m
                                                                 = ( 1) n m  2 m !    e  x
                                                                                dx n m  1
                                                                 = 0


                                                                        x
                                  Now                 H  2 ( )e  x 2 dx =  H  ( )  d n  e  x  2 dx  integrating as above n times
                                                         x
                                                       n               n    n
                                                                          dx
                                                                               2
                                                                    n
                                                                              x
                                                                           x
                                                                 = 2 n  H 0 ( )e  dx
                                                                    n
                                                                 = 2 n !  e  x 2 dx

                                                                           2
                                                                           x
                                                                    n
                                                                 = 2 n !2 e  dx
                                                                        0
                                                                    n
                                                                 = 2 n !  .
                                  The functions of the orthogonal system are
                                                                   H  n ( )e  x 2  2
                                                                      x
                                                             (x) =           , (n  0,1,2,...)
                                                            n          n
                                                                      2 n !
                                  (d) Orthogonality of Laguerre Polynomials

                                  The Laguerre Polynomials L (x) given by
                                                          n
                                                                    x d n  n  x
                                                           L (x) = e    (x e  )
                                                            n          n
                                                                     dx


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