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The polynomial solutions of the Hermite differential equation, with n a non-negative integer, are usually
normed so that the highest degree (http://planetmath.org/PolynomialRing) is (2z) and called the
n
n
d
(1)
n 2 2
z −z
Hn (z) := (−1) e e ,
n
dz
since this is a polynomial having the highest (2z) and satisfying the Hermite equation. The equation (1) is
n
the Rodrigues’s formula for Hermite polynomials. Using the Faà di Bruno’s formula, one gets from (1)
also
n
n! m1 +m2 m1
Hn (x) = (−1) ∑ (−1) (2x) .
m1 ! m2 !
m1 +2m2 =n
H0 (z) ≡ 1,
H1 (z) ≡ 2z,
H2 (z) ≡ 4z
2
− 2,
H3 (z) ≡ 8z
3
− 12z,
H4 (z) ≡ 16z
4
− 48z
2
+ 12,
5 3
H5 (z) ≡ 32z − 160z + 120z,
n (n − 1) n (n − 1) (n − 2) (n − 3)
n n−2 n−4
Hn (z) ≡ (2z) − (2z) + (2z) − +…
1! 2!
(n − 1) (n − 2) (n − 1) (n − 2) (n − 3) (n − 4)
′ n−1 n−3 n−5
Hn (z) = 2n[(2z) − (2z) + (2z) − +…] ,
1! 2!
i.e.
Hn (z)
′
= 2nHn−1 (z) . (2)
The Hermite polynomials are sometimes scaled to such ones He which obey the differentiation rule n
(3)
′
Hen (z) = n Hen−1 (z) .
We shall now show that the Hermite polynomials form an orthogonal set
(http://planetmath.org/OrthogonalPolynomials) on the interval (−∞, ∞) with the weight factor
(http://planetmath.org/OrthogonalPolynomials) e . Let
m < n; using (1) and integrating by parts
2
−x
(http://planetmath.org/IntegrationByParts) we get
∞
∞ 2
∞ n −x
n −x
2 d e
(−1) ∫ Hm (x) Hn (x) e dx = ∫ Hm (x) dx
n
−∞
−∞
dx
∞ 2 2
n−1 −x ∞ n−1 −x
d e d e
= /Hm (x) − ∫ Hm (x)
′
dx.
dxn−1 −∞
dxn−1
−∞
The substitution portion here equals to zero because e and its derivatives vanish at ±∞. Using then (2)
2
−x
we obtain
2
∞ ∞ n−1 −x
2 1+n
d e
−x
∫ Hm (x) Hn (x) e dx = 2(−1) m∫ Hm−1 (x) dx.
−∞ −∞
dxn−1
∞ ∞
2 2
2 −x n 2n −x n
∫ (Hn (x)) e dx = 2 (−1) n! ∫ e dx = 2 n! √π
−∞ −∞
2
Hn (x) x
The Hermite polynomials are used in the quantum mechanical treatment of a harmonic oscillator, the
wave functions of which have the form
2
ξ
−
ξ ↦ Ψn (ξ) = Cn Hn (ξ) e 2 .