SPECIAL FUNCTIONS and POLYNOMIALS

Gerard t Hooft
Stefan Nobbenhuis
Institute for Theoretical Physics
Utrecht University, Leuvenlaan 4
3584 CC Utrecht, the Netherlands
and
Spinoza Institute
Postbox 80.195
3508 TD Utrecht, the Netherlands

Many of the special functions and polynomials are constructed along standard
procedures In this short survey we list the most essential ones.

April 8, 2013
1

Legendre Polynomials P`(x) .

Differential Equation:
(1 x2 ) P` 00 (x) 2x P` 0 (x) + `(` + 1) P` (x)

0,

or
d
d
(1 x2 ) P` (x) + `(` + 1) P` (x)
dx
dx

0.

(1.1)

Generating function:

P` (x)t` = (1 2xt + t2 ) 2

for |t| < 1, |x| 1.

(1.2)

2
``0 ,
2` + 1

(1.3)

`=0

Orthonormality:
Z

1
P` (x) P` 0 (x) dx =

-1

P` (x)P` (x0 )(2` + 1) = 2(x x0 ) .

(1.4)

`=0

Expressions forP` (x) :

X (1) (2` 2)!
1 [`/2]
P` (x) = `
x`2
2 =0 ! (` )! (` 2)!
1  d ` 2
=
(x 1)` ,
`! 2Z` dx

1
(x + x2 1 cos )` d .
=
0

(1.5)
(1.6)
(1.7)

Recurrence relations:
` P`1 (2` + 1) x P` + (` + 1) P`+1 = 0 ;
x2 1 0
P` = x P`1 +
P `1 ;
`
xP 0` ` P` = P 0`1 ;
xP 0` + (` + 1) P` = P
d
[P`+1 P`1 ] = (2` + 1) P` .
dx

0
`+1

;
(1.8)

Examples:
P0 = 1 ,

P1 = x ,

P2 = 12 (3x2 1) ,

P3 = 12 x(5x2 3) .

(1.9)

Associated Legendre Functions P`m(x) .

Differential equation:


(1 x2 ) P`m (x) 00 2x P`m (x) 0 + `(` + 1)

m2  m
P (x) = 0 .
1 x2 `

(2.1)

Generating function:
X
`
X
`=0 m=0

Orthogonality:
Z 1
-1

P`m (x) P`m0 (x) dx =

(2` + 1)

`=m

h


i 1

P`m (x) z m y `
= 1 2y x + z 1 x2 + y 2 2 .
m!

2 (` + m)!
``0 ,
2` + 1 (` m)!

(` m)! m
P` (x) P`m (x0 ) = 2(x x0 ) ,
(` + m)!

( `, ` 0 m ) .

( |x| < 1 and |x0 | < 1 ) .

(2.2)

(2.3)

(2.4)

Expressions for P`m (x) 1 :

P`m (x)
P`m (x) =

= (1 x )

1
m
2

d
dx

!m

P` (x) .

Z 
`

(` + m)!
x + x2 1 cos cos m d .
(1)m/2
`!
0

(2.5)

(2.6)

Recurrence relations:
2mx
P`m+1
P`m + {`(` + 1) m(m 1)}P`m1 = 0
1 x2

1 x2 P`m+1 (x) = (1 x2 ) P`m (x) 0 + mx P`m (x) ,

m
m
(2` + 1)x P`m = (` + m) P`1
+ (` + 1 m) P`+1
,

(2.7)

(2.8)

m
(` + 1 m) 1 x2 P`m1 ,
x P`m = P`1

m
m
P`+1
P`1
= (2` + 1) P`m1 1 x2 ,

(2.9)

and various others.

Examples:

P11 = 1 x2 ,

P21 = 3x 1 x2 ,

P22 = 3(1 x2 ) ,
P32 = 15 x(1 x2 ) .

(2.10)

Note that some authors define P`m (x) with a factor (1)m , giving P`m (x) = (1)m (1


d m
x2 )
P` (x) . Obviously this minus sign propagates to the generating function, the recurrence
dx
relations and the explicit examples, when m is odd.
1
2m

Bessel Jn(x) and Hankel Hn(x) functions.

Differential equation (for both Jn and Hn ):

x2 Jn00 (x) + x Jn0 (x) + (x2 n2 ) Jn (x) = 0 .

(3.1)

Generating function (if n integer):

 n

Jn (x)

n=

= e 2 (s

2
)
s

(3.2)

1
(|| ||) .

(3.3)

a2
{Jn+1 (a)}2 .
2

(3.4)

Jn = (1)n Jn .
Orthogonality:
Z
0

Z a
0

Jn () Jn () d =

Jn () Jn () d =

if in the 2nd relation , are roots of the equation Jn () = 0.

Expressions for Jn (x) (for n integer):

(1)k  x n+2k
=
2
k=0 k! (k + n)!
1Z
cos (n x sin ) d .
Jn (x) =
0
Jn (x) =

1  x n I n1
2
t
dt e tx /4t .
2i 2

(3.5)
(3.6)

Recurrence relations (for both Jn and Hn ):

J 0n (x)

d n
{x Jn (x)} = xn Jn1 (x) ;
dx
2n
Jn1 (x) + Jn+1 (x) =
Jn (x) ;
x
n
n
Jn1 (x) Jn (x) =
Jn (x) Jn+1 (x) = 21 (Jn1 (x) Jn+1 (x)) . (3.7)
x
x

Relations between Hankel and Bessel functions:

i
sin n
i
(2)
Hn (x) =
sin n
Hn(1) (x) =

eni Jn (x) Jn (x) ;

eni Jn (x) Jn (x) ,

(3.8)

so that


Jn (x) =

1
2

Hn(1) (x) + Hn(2) (x) ;

Jn (x) =

1
2

eni Hn(1) (x) + eni Hn(2) (x) .

(3.9)

Spherical Bessel Functions j`(x).

Differential equation:


(xj` )00 + x

`(` + 1) 
j` = 0 .
x

(4.1)

Generating Function:

X
j` (x) t`

`!

`=0

= j0

x2 2xt .

(4.2)

Orthogonality:
Z
0

x2 j` (x) j` (x) dx =

j` (x) j`0 (x) dx =

( ) .
2

``0 .
2` + 1

(4.3)

(4.4)

Expressions for j` :
r

j` (x) =

j` (x) =

x`
2`+1

Z 1

d
J`+ 1 (x) = (1)` x`
2
2x
xdx

!`

sin x
,
x

(4.5)

eixs (1 s2 )` ds

`! 1


 x 2
 x 4
2 `!
1
1
`
=
x 1
+
. . . . (4.6)
(2` + 1)!
1! (` + 32 ) 2
2!(` + 32 )(` + 52 ) 2
`

Recurrence relations:
j`+1 =

`
2` + 1
j` j`0 =
j` j`1 .
x
x

(4.7)

Examples:
sin x
;
x
sin x cos x
j1 (x) =

;
x2
x
3 sin x 3 cos x sin x
j2 (x) =

.
x3
x2
x
j0 (x) =

(4.8)

Hermite Polynomials Hn(x).

Differential equation:
Hn00 (x) 2x Hn0 (x) + 2n Hn (x) = 0 ,
or

1 2
d2 
12 x2
H
(x)
e
+ (2n x2 + 1) Hn (x) e 2 x = 0 .
n
2
dx
Generating function:

Hn (x) sn /n! = es

2 +2sx

(5.1)

(5.2)

n=0

Orthogonality:
Z

2
Hn (x) Hm (x) ex dx = 2n n! nm

Hn (x) Hn (y)/(2n n!) =

(5.3)

(x y) ex .

(5.4)

n=0

More general:

Hn (x) Hn (y) sn /(2n n!) =

n=0

 s2 (x2 + y 2 ) + 2sxy 
1
.
exp
1 s2
1 s2

(5.5)

Expressions for Hn :
Hn (x) = (1)n Hn (x);
 d n

1 2
d  n 1 x2
2
2
Hn (x) = (1)n ex
ex = e 2 x x
e 2 ;
dx
dx
n/2
X
(2x)2k
,
if n even,
Hn (x) = (1)n/2 n! (1)k
(2k)! ( 12 n k)!
k=0
n1

Hn (x) = ( 1)

n1
2

n!

2
X

k=0

(1)k

(2x)2k+1
(2k + 1)!

n1
2

k !

if n odd.

(5.6)
(5.7)

(5.8)

Recurrence relations:
dm Hn (x)
2m n!
=
Hnm (x) ,
dxm
(n m)!
x Hn (x) = 21 Hn+1 (x) + n Hn1 (x) ,


d
Hn1 (x) .
Hn (x) = 2x
dx

(5.9)
(5.10)
(5.11)

Examples:
H0 (x) = 1 ,

H1 (x) = 2x ,

H2 (x) = 4x2 2 .

(5.12)

Laguerre Polynomials Ln(x).

Differential equation:
x L00n (x) + (1 x) L0n (x) + n Ln (x) = 0 .

(6.1)

Generating function:2

X
n=0

Ln (x) z n =

xz
1
e 1z .
1z

(6.2)

Orthogonality:
Z
0

Ln (x) Lm (x) ex dx = nm .

(6.3)

Expressions for Ln :
ex  d n n x
(x e )
n! dx

(1)n  n n2 n1 n2 (n 1)2 n2
=
x
x
+
x
. . . + (1)n n! .
n!
1!
2!

Ln (x) =

(6.4)

Recurrence relation:
(1 + 2n x) Ln n Ln1 (n + 1)Ln+1 = 0 ;
x L0n (x) = n Ln (x) n Ln1 (x) .

(6.5)

Examples:
L0 (x) = 1 ;
L1 (x) = 1 x ;
1 2
(x 4x + 2).
L2 (x) =
2!
2

(6.6)

Its important to note that sometimes different definitions are used for the Laguerre and Associated
xz
P
1
n
1z . In
Laguerre polynomials, where the Generating Function has the form:
n=0 Ln (x) z /n! = 1z e
this case the Expressions given for Ln should be multiplied by n! .

Associated Laguerre Polynomials Lkn(x) .

Differential equation:
00

x Lkn + (k + 1 x) Lkn + n Lkn = 0 .

(7.1)

Generating function:

Lkn (x) z n =

n=0

xz
1
1z .
e
(1 z)k+1

X
k=0

 xz + u 
1
Lkn (x) z n uk
=
exp
.
k!
1z
1z
n=k

(7.2)

(7.3)

Orthogonality:
Z
0

Lkn (x) Lkm (x) xk ex dx =

(n + k)!
nm .
n!

(7.4)

Expressions for Lkn :

Lkn (x) = (1)k

Lkn (x) =

d k
Ln+k (x) .
dx

ex xk  d n n+k x
(x
e ).
n! dx

(7.5)

(7.6)

Recurrence relation:
Lkn1 (x) + Lnk1 (x) = Lkn (x) ;
0

x Lkn (x) = n Lkn (x) (n + k)Lkn1 (x) .

(7.7)

Examples:
Lk0 (x) = 1 ;
Lk1 (x) = x + k + 1 ;
i
1h 2
x 2(k + 2)x + (k + 1)(k + 2) ;
Lk2 (x) =
2
i
1h 3
x + 3(k + 3)x2 3(k + 2)(k + 3)x + (k + 1)(k + 2)(k + 3) . (7.8)
Lk3 (x) =
6

Tschebyscheff3 Polynomials Tn(x).

Differential equation:
(1 x2 )

d2
d
Tn (x) x Tn (x) + n2 Tn (x) = 0 .
2
dx
dx

(8.1)

Generating function:

Tn (x) y n =

n=0

1 xy
.
1 2xy + y 2

(8.2)

Symmetry relation:
Tn (x) = Tn (x).

(8.3)

Orthogonality:
Z 1
1

Tm (x)Tn (x)

dx =
1 x2

nm m, n 6= 0

m=n=0
1
2

(8.4)

Expression for Tn :
Tn (x) = cos(n cos1 x)
on n
on i

x + i 1 x2 + x i 1 x 2
.

(8.5)

hn

(8.6)

Tn+1 2x Tn (x) + Tn1 = 0

(8.7)

(1 x2 )Tn0 (x) = nx Tn (x) + n Tn1 (x).

(8.8)

Tn (x) =

1
2

Recurrence relation:

Examples:
T0 (x)
T1 (x)
T2 (x)
T3 (x)

=
=
=
=

1;
x;
2x2 1 ;
4x3 3x.

Transliterations Chebyshev and Tchebicheff also occur.

(8.9)

Remark.

All of the functions discussed here are special cases of hypergeometric functions
m Fn (a1 , a2 , . . . am ; b1 , b2 , . . . bn ; z) defined by:

(a1 )r (a2 )r . . . (am )r z r

,
r=p (b1 )r (b2 )r . . . (bn )r r!

m Fn (a1 , a2 , . . . am ; b1 , b2 , . . . bn ; z) =

(9.1)

where
(a)r

(a + r)
;
(a)

r a positive integer.

(9.2)

d
d 2
1 F1 + (b z)
1 F1 a 1 F1 = 0 .
dz
dz

(9.3)

Differential equations:
m = n = 1:
z

m = 2, n = 1:


z(1 z)


 d
d 2
F
+
c

(a
+
b
+
1)z
2 1
2 F1 ab 2 F1 = 0 .
dz
dz

(9.4)

We have:
1x
`, ` + 1; 1;
2

P` (x) =

2 F1

;
(9.5)

2 m/2

P`m (x) =

(` + m)! (1 x )
(` m)! 2m m!


2 F1

m `, m + ` + 1; m + 1;

1x
2

;
(9.6)

ix

Jn (x) =

e
n!

 n
x

1 F1 (n

+ 12 ; 2n + 1; 2ix) ;
(9.7)

H2n (x) = (1)n

(2n)!
2
1
1 F1 (n; 2 ; x ) ;
n!
(9.8)

H2n+1 (x) = (1)n

2(2n + 1)!
x1 F1 (n; 32 ; x2 ) ;
n!
(9.9)

Ln (x) =

1 F1 (n; 1; x)

;
(9.10)

Lkn (x) =

(n + k + 1)
1 F1 (n; k + 1; x) ;
n!(k + 1)
(9.11)
1x
n, n; 12 ;
2

Tn (x) =

2 F1

(9.12)

References
[1] H. Margenau and G.M. Murphy, The Mathematics of Physics and Chemistry, D. van
Nostrand Comp. Inc., 1943, 1956.
[2] I.S. Gradshteyn and I.W. Ryzhik, Tables of Integrals, Series and Products, Acad.
Press, New York, San Francisco, London, 1965.
[3] W.W. Bell, Special Functions for Scientists and Engineers, D. van Nostrand Comp.
Ltd., 1968.

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