Field : Physics Semester : 3 (L5) 2.

The equation
Course : PHYS352 - Mathematical physics 2 Year : 1438 - 16/17
y ′′ − 2xy ′ + 8y = 0
Problems Sheet 4 : Hermite polynomials [Solutions]
is of the form of a Hermite differential equation with 2n = 8. i.e, n = 4.
The general solution is simply
1. To compute Hermite polynomials we may use either the series formula
y(x) = H4 (x) = 16x4 − 48x2 + 12.
n n−1
, 2
∑
2
(−1)s n!
Hn (x) = (2x)n−2s , (1)
(n − 2s)!s!
s=0
3. The function e−t
2 +2xt
is a generating function of the Hermite polynomials
or Rodrigues’ formula
means that
dn ( )
e−x . ∞ n
2 2
Hn (x) = (−1)n ex (2) ∑ t
e−t
2 +2xt
dxn = Hn (x).
n!
n=0
We have
Let us start with the Taylor expansion, about t = 0, of the exponential
H0 (x) = 1 function
H1 (x) = 2x
e−t = e−t · e2xt
2 +2xt 2

H2 (x) = 4x2 − 1
∞
∑ ∞
(−t2 )s ∑ (2xt)ℓ
H3 (x) = 8x3 − 12x = ·
s! ℓ!
′ s=0 ℓ=0
H4 (x) = 16x4 − 48x2 + 12 ∞ ∑
∞
∑ (−1)s t2s+ℓ (2x)ℓ
H5 (x) = 32x5 − 160x3 + 120x = ·
s! ℓ!
s=0 ℓ=0

The above Hermite polynomials are plotted below.

Let 2s + ℓ = n, i.e, ℓ = n − 2s. The maximum of s is n/2(ℓ = 0) if n is
Hn HxL Hn HxL even and (n − 1)/2(ℓ = 1) if n is odd. Thus
100
H4 n n−1
, 2
∞
10 H2
∑ ∑
2
tn (−1)s (2x)(n−2s)
−t2 +2xt
·
50
H3 e =
5 H1 x
s! (n − 2s)!
-2 -1 1 2 s=0 n=0
n n−1
H0 ∞ , 2
x
-50
∑ ∑ tn n! (−1)s (2x)(n−2s)
2
-2 -1 1 2
=
-100 H5
n! s!(n − 2s)!
n=0 s=0

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 Noticing that Hermite polynomial is given as in eq. (1) we immediately de-
duce that indeed the exponential function e−t
2 +2xt
is a generating function
of Hermite polynomials.

4. Most properties of Hermite polynomials are derived using the generating

function. So starting from the relation
∞
∑ tn
e−t
2 +2xt
= Hn (x),
n!
n=0

we differentiate both sides with respect to t :

∞
∑ n tn−1
(−2t + 2x) e−t
2 +2xt
= Hn (x)
n!
n=0
∞
∑ ∑∞
tn tn−1
(−2t + 2x) Hn (x) = Hn (x)
n! (n − 1)!
n=0 n=0
∞
∑ ∑∞ ∑∞
tn+1 tn tn−1
−2 Hn (x) + 2x Hn (x) = Hn (x)
n! n! (n − 1)!
n=0 n=0 n=0
∞
∑ ∑∞ ∑∞
tn tn tn
−2 H( n − 1)(x) + 2x Hn (x) = Hn+1 (x)
(n − 1)! n! (n + 1)!
n=0 n=0 n=0

Therefore

−2Hn−1 (x) Hn (x) Hn+1 (x)

+ 2x =
(n − 1)! n! n!

giving

2xHn (x) = Hn+1 (x) + 2nHn−1 (x).

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