Hermite's Differential Equation is defined as:

where is a real number. For is a non-negative integer, i.e., , the solutions

of Hermite's Differential Equation are often referred to as Hermite Polynomials .

Important Properties

Rodrigues' Formula: The Hermite Polynomials can be expressed by Rodrigues'

formula

where
Generating Function: The generating function of Hermite Polynomial is

Orthogonality: Hermite Polynomials , , form a complete orthogonal

set on the interval with respect to the weighting function . It can be

shown that:

By using this orthogonality, a piecewise continuous function can be expressed in terms

of Hermite Polynomials:

where

This orthogonal series expansion is also known as Fourier-Hermite Series expansion or

Generalized Fourier Series expansion.

Even/Odd Functions: Whether a Hermite Polynomial is an even or odd function depends

on its degree .

Based on ,

is an even function, when is even.

is an odd function, when is odd.

Recurrence Relation: A Hermite Polynomial at one point can be expressed by neighboring
Hermite Polynomials at the same point.