ORTHOGONAL FUNCTIONS: THE LEGENDRE,

LAGUERRE, AND HERMITE POLYNOMIALS

THOMAS COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR,

AND TYLER OTTO

Abstract. The Legendre, Laguerre, and Hermite equations are

all homogeneous second order Sturm-Liouville equations. Using
the Sturm-Liouville Theory we will be able to show that polynomial
solutions to these equations are orthogonal. In a more general
context, finding that these solutions are orthogonal allows us to
write a function as a Fourier series with respect to these solutions.

1. Introduction
The Legendre, Laguerre, and Hermite equations have many real
world practical uses which we will not discuss here. We will only focus
on the methods of solution and use in a mathematical sense. In solving
these equations explicit solutions cannot be found. That is solutions
in in terms of elementary functions cannot be found. In many cases it
is easier to find a numerical or series solution.
There is a generalized Fourier series theory which allows one to write
a function f (x) as a linear combination of an orthogonal system of
functions φ1 (x),φ2 (x),...,φn (x),... on [a, b]. The series produced is called
the Fourier series with respect to the orthogonal system.R While the
b
f (x)φn (x)dx
coefficients ,which can be determined by the formula cn = a
Rb
2
,
a φn (x)dx
are called the Fourier coefficients with respect to the orthogonal system.
We are concerned only with showing that the Legendre, Laguerre, and
Hermite polynomial solutions are orthogonal and can thus be used to
form a Fourier series. In order to proceed we must define an inner
product and define what it means for a linear operator to be self-
adjoint.
Rb
Definition 1. We define an inner product hy1 |y2 i = a y1 (x)y2 (x)dx
where y1 , y2 ∈ C 2 [a, b] and two functions aresaid to be orthogonal if
Rb
(y1 |y2 ) = a y1 (x)y2 (x) = 0.
Definition 2. A linear operator L is self-adjoint if hLy1 |y2 i = hy1 |Ly2 i
for all y1 ,y2 .
1
T
2 HOMAS COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

2. The Sturm-Liouville Theory

A Sturm-Liouville equation is a homogeneous second order differen-
tial equation of the form
(2.1) [p(x)y 0 ]0 + q(x)y + λr(x)y = 0
where p(x), r(x) > 0 on the interval [a, b] and where the function q(x)
is real-valued. In order to make the problem simpler to solve we assume
p(x), p0 (x), r(x), q(x) ∈ C[a, b]. We rewrite the equation in the form
of an eigenvalue equation by defining a linear operator L on C 2 [a, b] as
(2.2) Ly = [p(x)y 0 ]0 + q(x)y.
Once Ly is defined, the Sturm-Liouville equation can be written in the
form
(2.3) Ly + λr(x)y = 0
Now we impose boundary conditions such that y ∈ C 2 [a, b] so that
L will be self-adjoint with respect to the inner product defined above
which allows us to rewrite differential equations of the same form to
show that its solutions y1 , y2 ∈ C 2 [a, b] form an orthogonal basis. It
is also necessary to note that if y 6= 0 and y ∈ BC 2 [a, b] is a solution
to Ly + λry = 0 then y is an eigenfunction and λ is an eigenvalue.
Therefore (y, λ) is an eigenpair.
Remark. We want to know the boundary conditions necessary for L to
be self adjoint. We want hLy1 |y2 i − hy1 |Ly2 i = 0. Note that
h[p(x)y10 ]0 + q(x)y1 |y2 i − hy1 |[p(x)y20 ]0 + q(x)y2 i
Z b
= (p0 y10 y2 + py100 y2 + qy1 y2 − y1 p0 y20 − y1 py200 − y1 q1 y2 )dx
a
Z b
= (p0 y10 y2 + py100 y2 − y1 p0 y20 − y1 py200 )dx
a
Z b
= [p(y10 y2 − y20 y1 )]0 dx
a
= p(b)(y10 (b)y2 (b) − y20 (b)y1 (b)) − p(a)(y1 (a)y2 (a) − y20 (a)y1 (a))
In order for the equality to hold we wish to impose the boundary con-
ditions y(a) = y(b) = 0 y 0 (a) = y 0 (b) = 0. With these conditions we
say that y ∈ BC 2 [a, b].
Lemma 2.1. The eigenvalues of a Sturm-Liouville problem are real.
ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
3

Proof. Suppose y 6= 0, y ∈ BC 2 [a, b] is a solution and satisfies Ly +

λry = 0 and compute hLy|yi = hy|Lyi.

Ly = −λry
h−λry|yi = hy| − λryi
−hλry|yi = −hy|λryi
hλry|yi = hy|λryi
λhry|yi = λhy|ryi
Z b Z b
λ yyr(x)dx = λ yyr(x)dx
a a
Z b Z b
2
λ |y(x)| r(x)dx = λ |y(x)|2 r(x)dx
a a
λ=λ
∴λ∈R

With this equality, we have a new inner product called the weighted
inner product

Z b
(2.4) hy1 |y2 ir = y1 (x)y2 (x)r(x)dx
a

where y1 , y2 ∈ C 2 [a, b] and (y|y) > 0 when y 6= 0.

Lemma 2.2. If (y1 , λ1 ), (y2 , λ2 ) are eigenpairs where λ1 6= λ2 then y1

and y2 are orthogonal.
T
4 HOMAS COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

Proof. We know that L is self-adjoint becasue y ∈ BC 2 [a, b], Ly =

−λry, and λ ∈ R.
hLy1 |y2 i = hy1 |Ly2 i
h−λ1 ry1 |y2 i = hy1 | − λ2 ry2 i
−hλ1 ry1 |y2 i = −hy1 |λ2 ry2 i
hλ1 ry1 |y2 i = hy1 |λ2 ry2 i
λ1 hry|yi = λ2 hy1 |ry2 i
Z b Z b
λ1 y1 y2 r(x)dx = λ2 y1 y2 r(x)dx
a a
λ1 hy1 |y2 ir = λ2 hy1 |y2 ir
(λ1 − λ2 )hy1 |y2 ir = 0
hy1 , y2 ir = 0


Therefore y1 and y2 are orthogonal.

3. The Legendre Polynomials

The Legendre Differential Equation is
(3.1) (1 − x2 )y 00 − 2xy 0 + n(n + 1)y = 0, n ∈ R, x ∈ (−1, 1)
We know that x = 0 is an ordinary point of equation (3.1). We see that
when we divide by the coefficient (1 − x2 ) that x ∈ (−1, 1). We will see
later that the property of orthogonality falls out on the interval [−1, 1]
by the Sturm-Liouville Theory. In order to find the series solution to
this differential equation we will use the power series method.
∞
X
Let y(x) = ak x k
k=0
X∞
y 0 (x) = ak kxk−1
k=1
X∞
y 00 (x) = ak k(k − 1)xk−2
k=2

Insert these terms into the original equation (3.1) to obtain

ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
5

∞
X ∞
X ∞
X
(1 − x2 ) ak k(k − 1)xk−2 − 2x ak kxk−1 + n(n + 1) ak xk = 0.
k=2 k=1 k=0

which gives

∞
X ∞
X ∞
X
k−2 k
ak k(k − 1)x − ak k(k − 1)x − 2 ak kxk
k=2 k=2 k=1
∞
X
+ n(n + 1) ak x k = 0
k=0

making powers and indicies equal

∞
X ∞
X ∞
X
ak+2 (k + 2)(k + 1)xk − ak k(k − 1)xk − 2 ak (k)xk
k=0 k=0 k=0
∞
X
+ n(n + 1)ak xk = 0
k=0

simplify

∞
X
[(k + 2)(k + 1)ak+2 − (k)(k − 1)ak − 2kak + n(n + 1)ak ]xk = 0
k=0

equating coefficients

(k + 2)(k + 1)ak+2 − (k)(k − 1)ak − 2kak + n(n + 1)ak = 0

solving for ak+2 gives us a recurrence relation

k(k + 1) − n(n + 1)
(3.2) ak+2 = ak .
(k + 2)(k + 1)
T
6 HOMAS COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

Remark. We are looking for polynomial solutions. If we assume our

solution has degree L then

L
X
ak xk = a0 + a1 x + a2 x2 + · · · + aL + 0xL+1 + 0xL+2 + · · ·
k=0

Where all the terms following aL will be zero, while aL 6= 0. So we

know,

L(L + 1) − n(n − 1)
aL+2 = aL =0
(L + 2)(L + 1)
L(L + 1) − n(n − 1)
=0
(L + 2)(L + 1)
L(L + 1) − n(n + 1) = 0
L(L + 1) = n(n + 1)
L = n or L = −(n + 1)

So L = n is our solution because all terms after n+1 are zero. Therefore
the degree of our polynomial solution is n where n is an integer.

We get two linearly independent series solutions from the recurrence

relation (3.2). The first solutions comes from the even values of k.
While the second solution comes from the odds values of k. We assume
a0 6= 0 and a1 6= 0.

n(n + 1) 2 (n − 2)n(n + 1)(n + 3) 4

y1 (x) = a0 [1 − x + x
2 4!
(n − 4)(n − 2)n(n + 1)(n + 3)(n + 5) 6
− x + ···]
6!

(n − 1)(n + 2) 3 (n − 3)(n − 1)(n + 2)(n + 4) 5

y2 (x) = a1 [x− x + x +· · · ]
3! 5!

Where both solutions are valid for x ∈ (−1, 1). Finding the Le-
gendre polynomials can be very long and difficult. There are many
methods including Rodrigue’s Formula that are useful in finding these
ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
7

polynomials. The first five Legendre Polynomials turn out to be

P0 (x) = 1
P1 (x) = x
1
P2 (x) = (3x2 − 1)
2
1
P3 (x) = x(5x2 − 3)
2
1
P4 (x) = (35x4 − 30x2 + 3)
8
·
·
·

By rewriting the Legendre Polynomial as a Sturm-Liouville problem,

we can prove its orthgonality. We find that the operator can be written
as
Ly = [(1 − x2 )y 0 ]0 .

where f, g ∈ C[−1, 1]. After imposing the conditions that any f, g ∈

BC 2 [−1, 1] whenever f, g meet the conditions. We want hLf |gi =
hf |Lgi. That is we want L to be self-adjoint.

hLf |gi − hf |Lgi = 0

Z 1
Lf (x)g(x) − f (x)Lg(x)dx
−1
Z 1
= ((1 − x2 )f 0 )0 g(x) − f (x)((1 − x2 )g 0 )0 dx
−1
Z 1
= (−2xf 0 + (1 − x2 )f 00 )g − f (−2xg 0 − (1 − x2 )g 00 )dx
−1
Z 1
= (1 − x2 )f 00 g − 2xf 0 g + 2xf g 0 − (1 − x2 )f g 00 dx
−1
Z 1
= [(1 − x2 )(f 0 g − g 0 f )]0 dx
−1
= [(1 − x2 )(f 0 g − g 0 f )]1−1
= 0.
Therefore L is self-adjoint with no imposed conditions.
T
8 HOMAS COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

Let yn and ym ,where n 6= m, be polynomial solutions to the differ-

ential equation, Lyn = −n(n + 1)y.
− n(n + 1)hyn |ym i
= hLyn |ym i
= hyn |Lym i
= hyn | − m(m + 1)ym i
= −m(m + 1)hyn |ym i
So, −n(n + 1)hyn |ym i = −m(m + 1)hyn |ym i, since n 6= m, hyn |ym i = 0.
We could have also used Lemma (2.2) to say that the Legendre polyno-
mials are orthogonal due to the Sturm-Liouville theory. The Legendre
polynomaials are orthogonal on the interval [−1, 1] with respect to the
the weight function r(x) = 1.

4. The Laguerre Polynomials

The Laguerre differential equation is

(4.1) xy 00 + (1 − x)y 0 + ny = 0, n ∈ R, x ∈ [0, ∞).

We know that x = 0 is a regular singular point of equation (4.1). In

order to find the series solution to this differential equation we must
use the Frobenius method which is useful for solving equations of the
form

(4.2) x2 y 00 + xp(x)y 0 + q(x)y = 0.

We will use the Frobenius method to find a series solution to equation

(4.1) of the form

∞
X
r
(4.3) y1 (x) = x ak xk , a0 6= 0
k=0

where r is the root of the indicial equation

(4.4) r(r − 1) + p0 r + q0 .
We compare the Laguerre equation(4.1) to our standard form equation
(4.2). We multiply (4.1) by x to obtain the equation
ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
9

(4.5) x2 + (1 − x)xy 0 + nxy

We see that

p(x) = (1 − x) and q(x) = nx

p(0) = 1 and q(0) = 0.

Hence our indicial equation is

r(r − 1) + r = 0

or
r2 = 0.
Thus the roots of the indcial equation are r1 = r2 = 0. Both roots are
equal so we will have a second linearly independent equation, which we
will not use, of the the form

∞
X
r1
(4.6) y2 (x) = y1 (x) ln x + x bk x k .
k=0

We will now find the recurrence realtion for the coefficients for y1 (x)
by direct substitution of y1 (x) into equation (4.1).

∞
X ∞
X
r k
y(x) = x ak x = ak x(k+r)
k=0 k=0
∞
X
y 0 (x) = (k + r)ak x(k+r−1)
k=1
X∞
y 00 (x) = (k + r)(k + r − 1)ak x(k+r−2)
k=2

Plug above equations into (4.1) to get

THOMAS
10 COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

∞
X ∞
X
(k+r−2)
x (k + r)(k + r − 1)ak x + (1 − x) (k + r)ak x(k+r−1)
k=2 k=1
∞
X
+n ak x(k+r) = 0
k=0

which gives us

∞
X ∞
X
(k + r)(k + r − 1)ak x(k+r−1) + (k + r)ak x(k+r−1)
k=2 k=1
∞
X
− (k + r)ak x(k+r)
k=1
∞
X
+ nak x(k+r) = 0
k=0

making all powers equal

∞
X ∞
X
(k+r)
(k + r + 1)(k + r)ak+1 x + (k + r + 1)ak+1 x(k+r)
k=1 k=0
X∞
− (k + r)ak x(k+r)
k=1
X∞
+ nak x(k+r) = 0
k=0

set r=0 to get

ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
11

∞
X ∞
X
(k + 1)(k)ak+1 xk + (k + 1)ak+1 xk
k=1 k=0
∞
X
− kak xk
k=1
∞
X
+ nak xk = 0.
k=0

for the terms with k = 1 we see that the k = 0 terms add nothing so

∞
X
[(k + 1)(k)ak+1 + (k + 1)ak+1 − kak + nak ]xk = 0.
k=0

Due to the uniqueness of a power series we set the coefficients equal to

zero and solve for the recurrence relation.

[(k + 1)(k)ak+1 + (k + 1)ak+1 − kak + nak ] = 0

[(k + 1)(k) + (k + 1)]ak+1 + (−k + n)ak = 0
(k − n)ak
ak+1 =
[(k + 1)(k) + (k + 1)]
THOMAS
12 COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

The coefficients are

a1 = −na0
(1 − n)a1 n(n − 1)a0
a2 = =
4 22
(2 − n)a2 −n(n − 1)(n − 2)a0
a3 = =
9 22 · 32
(3 − n)a3 n(n − 1)(n − 2)(n − 3)a0
a4 = =
16 22 · 32 · 42
.
.
.
[(k − 1) − n]ak−1 (−1)k n(n − 1)(n − 2)...(n − k + 1)
ak = =
k2 22 · 32 · 42 · · · k 2
k
(−1) n!a0
=
(k!)2 (n − k)!

Therefore by substituting these coefficients into equation (4.3) we ob-

tain the series solution for equation (4.1).

n(n − 1) 2 n(n − 1)(n − 2) 3

(4.7) yn (x) = a0 (1 − nx + x − x
22 22 · 32
n(n − 1)(n − 2)(n − 3)a0 4
+ x +···
22 · 32 · 42
(−1)k n!
+ xk + · · ·)
(k!)2 (n − k)!

Which is

∞
X (−1)k n!a0 k
(4.8) yn (x) = x , k = 0, 1, 2, ...
k=0
(k!)2 (n − k)!

When n = 0, 1, 2, 3, ... the series (4.7) ends. That is the terms after the
nth term are zero. If we take a0 to be k! then we get polynomials. We
call these polynomials Laguerre polyomials. The Laguerre Polynomials
ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
13

are

(4.9) L0 (x) = 1
L1 (x) = −x + 1
L2 (x) = x2 − 4x + 2
L3 (x) = −x3 + 9x2 − 18x + 6
L4 (x) = x4 − 16x3 + 72x2 − 96x + 24
·
·
·
n
X (−1)k (n!)2 k
Ln (x) = 2 (n − k)!
x
k=0
(k!)

The Laguerre equation is a Sturm-Liouville equation. By showing that

it is one we will show that the Laguerre polynomials are orthogonal. By
doing so we will be able to express more complicated functions with
these polynomials. The polynomials are said to be orthogonal with
respect to a weight function.
Equation (4.1) can be written in this form, but first we must multiply
equation (4.1) by r(x) and solve for r(x).

(4.10) r(x)xy 00 + r(x)(1 − x)y 0 + nr(x)y = 0.

We see by comparing (4.10) to equation (4.1) that

(4.11) p(x) = xr(x)

(4.12) p0 (x) = r(x)(1 − x)

We take the derivative of (4.11) and we obtain

(4.13) p0 (x) = xr0 (x) + r(x)

Setting equation (4.12) equal to (4.13) and solving we get

THOMAS
14 COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

xr0 (x) + r(x) = r(x) − xr(x)

xr0 (x) + xr(x) = 0
r0 (x) + r(x) = 0

Therefore
r(x) = ce−x .
Equation (4.10) now becomes

(4.14) xe−x y 00 + e−x (1 − x)y 0 + ne−x y = 0

(4.15) (e−x xy 0 )0 + ne−x y = 0

where

(4.16) L = (e−x xy 0 )0

In order to prove that the polynomial solutions to the Laguerre equa-

tion are orthogonal we must first prove that (4.16) is self adjoint.We
let y1 and y1 be Laguerre polynomials.
Z ∞
hL(y1 )|y2 i = L(y1 )y2 dx
0
Z ∞
= (e−x xy10 )0 y2 dx
0
Z ∞
−x 0 ∞
= e xy1 y2 |0 − e−x xy10 y20 dx
Z ∞ 0
=0−0− e−x xy10 y20 dx
Z ∞ 0
=− e−x xy10 y20 dx
0
Z ∞
−x 0 ∞
= −(y1 e xy2 |0 − y1 (e−x xy20 )0 dx)
0
Z ∞
= y1 (e−x xy20 )0 dx
0
= hy1 |L(y2 )i
ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
15

We know that y1 and y2 are continuous at 0. We also see that the

weighting function r(x) = e−x causes
lim e−x xy1 y20 = 0, lim e−x xy10 y2 = 0
x→∞ x→∞

lim e−x xy10 y2 = 0, lim e−x xy1 y20 = 0

x→0 x→0
Here we do not need to impose boundary conditions. Also by Lemma
(2.2) we can see that the polynomial solutions to the Laguerre equa-
tions are orthogonal on the interval [0, −∞) with respect to the weight
function r(x) = e−x .

5. Hermite Polynomials
The Hermite differential equation is
(5.1) y 00 − 2xy 0 + 2ny = 0n ∈ R, x ∈ (−∞, ∞)
We know that x=0 is an ordinary point of equation (5.1). We may use
the power series method to find the polynomial solutions.

∞
X
y= ak x k
k=0
X∞ ∞
X
0 k−1
y = ak kx = ak+1 (k + 1)xk
k=0 k=0
X∞ ∞
X
00 k−1
y = ak+1 (k + 1)x = ak+2 (k + 2)(k + 1)xk
k=0 k=0

By substitution,
∞
X ∞
X ∞
X
k k
ak+2 (k + 2)(k + 1)x − 2x ak+1 (k + 1)x + 2n ak x k = 0
k=0 k=0 k=0
X∞ ∞
X ∞
X
ak+2 (k + 2)(k + 1)xk − 2 ak+1 (k + 1)xk+1 + 2nak xk = 0
k=0 k=0 k=0
∞
X ∞
X ∞
X
ak+2 (k + 2)(k + 1)xk + 2nak xk − 2 ak kxk = 0
k=0 k=0 k=0
∞
X
[ak+2 (k + 2)(k + 1)xk + 2ak (n − k)]xk = 0
k=0
THOMAS
16 COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

We obtain the recurrence realation by seting the coefficients equal to

zero. This recurrence relation is

−2(n − k)
ak+2 = ak
(k + 2)(k + 1)

Remark. We are looking for polynomial solutions. If we assume our

solution has degree L then

L
X
ak xk = a0 + a1 x + a2 x2 + · · · + aL + 0xL+1 + 0xL+2 + · · ·
k=0

Where all the terms following aL will be zero, while aL 6= 0. By our

recursion formula, we know

−2(n − L)
aL+2 = aL
(L + 2)(L + 1)
−2(n − L)
=0
(L + 2)(L + 1)
−2(n − L) = 0
n−L=0
n=L

So L = n is our solution because all terms after n+1 are zero. Therefore
the degree of our polynomial solution is n where n is an integer.So we
can rewrite a polynomial of degree L as

n
X
ak x k
k=0

where n must be an integer. This means we can find polynomial solu-

tions where ak is determined by the recurrence relation above.
ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
17

After evaluating the Hermite recurrence relation we find that the

polynomials solutions are

P0 (x) = 1
P1 (x) = 2x
P2 (x) = 4x2 − 2
P3 (x) = 8x3 − 12x
P4 (x) = 16x4 − 48x2 + 12
·
·
·

In order to show that the polynomial solutions are orthogonal we

must put the Hermite equation into the Sturm-Liouville form by finding
some r(x) by which we will multiply the equation (5.1). As in the case
of the Laguerre equation we solve a differential equation of r(x) to get
2
r(x) = e−x . After multiplying equation (5.1) by r(x) we get
2 2
(e−x y 0 )0 + 2ne−x y = 0
2 2 2
e−x y 00 − 2xe−x y 0 + 2ne−x y = 0
2
We find the linear operator in our case to be Ly = (e−x y 0 )0 and λr(x) =
2
2ne−x y. Now, we want L to be self-adjoint for any two polynomial
solutions f and g, f 6= g, on the interval C(−∞, ∞) so we want

hLf |gi = hf |Lgi

hLf |gi − hf |Lgi = 0

So
Z ∞
hLf |gi − hf |Lgi = Lf (x)g(x) − f (x)Lg(x)dx = 0
−∞

2
For Hermite solutions, Ly = [e−x y 0 ]0 , so we want to place restrictions
on f and g so that
Z ∞
Lf (x)g(x) − f (x)Lg(x)dx = 0
−∞
THOMAS
18 COVERSON, SAVARNIK DIXIT, ALYSHA HARBOUR, AND TYLER OTTO

From the Sturm-Liouville theory we get

Z ∞
2 2
(e−x f 0 (x))0 g(x) − f (x)(e−x g 0 (x))0 dx
−∞
Z ∞
2
= [(e−x )(f 0 (x)g(x) − g 0 (x)f (x))]0 dx
−∞

After further evaluation as in the Legendre case we obtain

2
lim [(e−x )(f 0 (x)g(x) − g 0 (x)f (x))]0a
a→−∞
2
+ lim [(e−x )(f 0 (x)g(x) − g 0 (x)f (x))]b0
b→∞

We want
2
lim e−x f (x)g 0 (x) = 0
x→±∞

for all f, g ∈ BC 2 (−∞, ∞). So we impose the following conditions on

the space of functions we consider
2 /2
lim e−x h(x) = 0
x→±∞

and
2 /2
lim e−x h0 (x) = 0
x→±∞

for all h ∈ C 2 (−∞, ∞). The Hermite polynomials are orthogonal on

2
the interval (−∞, ∞) with respect to the weight function r(x) = e−x
by Lemma (2.2).

6. Acknowledgements
We would like to thank Dr. Davidson and Matthew Dawson for their
patience and wisdom through this project.

References
[1] Tolstov, G.P., Fourier Series, Dover Publications, New York, 1976, pg. 1–65.
[2] Morris, T., Harry P., Ordinary Differential Equations, Dover Publications,
New York,1985, pg.531-630.
[3] Goode, W.S., Annin, S.A., Differential Equations and Linear Algebra Pearson
Education, Upper Saddle River, 2007, pg.671-722.
[4] Adkins, W.A., Davidson, M.G., Ordinary Differential Equations, Springer,
Berlin, 2009
ORTHOGONAL FUNCTIONS: THE LEGENDRE, LAGUERRE, AND HERMITE POLYNOMIALS
19

Mathematics Department, Morehouse College, Atlanta, Georgia

E-mail address: thomas.coverson@yahoo.com

Mathematics Department, Louisiana State University, Baton Rouge,

Louisiana
E-mail address: sdixit1@lsu.edu

Mathematics Department, University of Texas at Austin, Austin,

Texas
E-mail address: alyshadawn15@gmail.com

Mathematics Department, Louisiana State University, Baton Rouge,

Louisiana
E-mail address: totto1@lsu.edu