Lecture Notes

Special Functions
1. HERMITE DIFFERENTIAL EQUATION
French Mathematician Charles Hermite (1822-1901), an inspiring teacher is
renowned for his proof of the transcendental character of e and solution of
differential equation.
The second order homogeneous differential equation of the form
𝒅𝟐 𝒚 𝒅𝒚
− 𝟐𝒙 + (𝝀 − 𝟏)𝒚 = 𝟎 … … … . (𝟏)
𝒅𝒙𝟐 𝒅𝒙
where 𝜆 is a constant is known as Hermite differential equation. When 𝜆 is an
odd integer i.e., when 𝜆 = 2𝑛 + 1; 𝑛 = 0,1,2 … ….then one of the solutions of
equation (1) becomes a polynomial. These polynomial solutions are known as
Hermite Polynomial denoted by 𝐻 (𝑥). Hermite polynomials appear in many
diverse areas, the most important being in the solutions of the simple wave
functions of hydrogen atom.

2. SOLUTION OF HERMITE DIFFERENTIAL EQUATION

Hermite differential equation does not have any singularity in the finite plane. So,
we shall use the Power Series method to solve Hermite differential equation as
given by
𝑑 𝑦 𝑑𝑦
− 2𝑥 + (𝜆 − 1)𝑦 = 0 … … … . (1)
𝑑𝑥 𝑑𝑥
where 𝜆 is a constant given by 𝜆 = 2𝑛 + 1
Equation (1) takes the form
𝑑 𝑦 𝑑𝑦
− 2𝑥 + 2𝑛𝑦 = 0 … … … . (2)
𝑑𝑥 𝑑𝑥
Here 𝑛 is a non-negative constant
The various steps followed to solve the above equation are discussed below:
Step-I:
Suppose the series solution of equation (1) as

𝑦(𝑥 ) = 𝑎 𝑥 … … . . (2𝑎)

⇒ 𝑦′(𝑥 ) = 𝑎 (𝑘 + 𝑟)𝑥 … … . . (2𝑏)

⇒ 𝑦′′(𝑥) = 𝑎 (𝑘 + 𝑟)(𝑘 + 𝑟 − 1)𝑥 … … . . (2𝑐)

Using the equations (2a) – (2c) in equation (2), we obtain;

𝑎 (𝑘 + 𝑟) (𝑘 + 𝑟 − 1)𝑥 − 2𝑥 𝑎 (𝑘 + 𝑟)𝑥 + 2𝑛 𝑎 𝑥 =0

1 Prepared by: Subrata Deb, Ph. D., Assistant Professor, Department of Physics, Women’s College, Agartala
Lecture Notes on Special Functions

∞ ∞
𝑘+𝑟−2
⇒ 𝑎𝑟 (𝑘 + 𝑟)(𝑘 + 𝑟 − 1)𝑥 −2 𝑎𝑟 (𝑘 + 𝑟 − 𝑛)𝑥𝑘+𝑟 = 0
𝑟=0 𝑟=0
∞

⇒ [(𝑘 + 𝑟)(𝑘 + 𝑟 − 1)𝑥𝑘+𝑟−2 − 2(𝑘 + 𝑟 − 𝑛)𝑥𝑘+𝑟 ]𝑎𝑟 = 0 … … . (3)

𝑟=0
Equation (3) is an identity and that is why the coefficients of various powers of 𝑥
must be zero.
Step – II: Setting up of Recursion Relation
Equating the coefficient of the lowest power of 𝑥 i.e. 𝑥 (putting 𝑟 = 0) to zero,
we get
𝑎 𝑘 (𝑘 − 1 ) = 0
𝑖. 𝑒. , 𝒌 = 𝟎; 𝒌=𝟏
(As 𝑎 ≠ 0, as it is the first term of the series)
Again equating the coefficient of 𝑥 to zero (putting 𝑟 = 1), we get
𝑎 (𝑘 + 1)𝑘 = 0
As 𝑘 = 0 so, from the above relation, we can write, 𝑎 = 0
Now equating the coefficient of general term 𝑥 to zero, we obtain,
𝑎 (𝑘 + 𝑟 + 2)(𝑘 + 𝑟 + 1) − 2𝑎 (𝑘 + 𝑟 − 𝑛) = 0
𝟐(𝒌 + 𝒓 − 𝒏)
⇒ 𝒂𝒓 𝟐 = 𝒂 … … … (𝟒)
(𝒌 + 𝒓 + 𝟐)(𝒌 + 𝒓 + 𝟏) 𝒓
This is the recursion or recurrence relation between the coefficients.

Step-III: Determination of values of coefficients

Case-A: 𝒌=𝟎
For 𝑘 = 0, the recursion relation given by equation (4) takes the form:
2(𝑟 − 𝑛)
𝑎 = 𝑎 … … … (4𝑎)
(𝑟 + 2)(𝑟 + 1)
Putting 𝑟 = 0, 1, 2, 3, … … … ., we get
−2𝑛 −2𝑛
𝑎 = 𝑎 = 𝑎
2.1 2!
2(1 − 𝑛) −2(𝑛 − 1)
𝑎 = 𝑎 = 𝑎 = 0; 𝑠𝑖𝑛𝑐𝑒 𝑎 = 0
3.2.1 3!
2(2 − 𝑛) −2(𝑛 − 2) −2𝑛 2 (𝑛 − 2)
𝑎 = 𝑎 = . 𝑎 = 𝑎
4.3 4.3 2! 4.3.2.1
3(2 − 𝑛)
𝑎 = 𝑎 =0
5.4
.
.
Thus the general terms of the coefficients are given by
(−2) 𝑛(𝑛 − 2) … … . . (𝑛 − 2𝑘 + 2)
𝑎 = 𝑎
(2𝑘 )!
(−2) 𝑛(𝑛 − 2) … … . . (𝑛 − 2𝑘 + 1)
𝑎 = 𝑎
(2𝑘 + 1)!
Therefore the general solution for the case 𝑘 = 0 is given by,

𝑦(𝑥) = 𝑎 𝑥 =𝑎 +𝑎 𝑥+𝑎 𝑥 +𝑎 𝑥 +𝑎 𝑥 +⋯

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Special Functions
( ) ( ) ( )…( )
⇒ 𝑦(𝑥 ) = 𝑎 1 − 𝑥 + 𝑥 − ⋯+ ( )!
𝑥 +
! !
( ) ( )( )
𝑎 𝑥− 𝑥 + 𝑥 + ⋯ (for 𝑎 ≠ 0)
! !

( ) ( ) ( )…( )
𝑦(𝑥) = 𝑎 1 − !
𝑥 + !
𝑥 −⋯+ ( )!
𝑥 = 𝑢(𝑥) (say)….(5a)
(for 𝑎 = 0)
Case-B: For 𝒌 = 𝟏
In this case, the recursion relation (4) takes the form:
2(1 + 𝑟) − 2𝑛
𝑎 = 𝑎 … … . (4𝑏)
(𝑟 + 3)(𝑟 + 2)
Putting 𝑟 = 1, 3, 5 … … in the above equation, we get,
𝑎 = 𝑎 = 𝑎 = ⋯ = 0 𝑠𝑖𝑛𝑐𝑒 𝑎 = 0
Also putting, 𝑟 = 0, 2, 4 … …, we obtain
2 − 2𝑛 2(1 − 𝑛)
𝑎 = 𝑎 = 𝑎
3.2 3!

6 − 2𝑛 2(3 − 𝑛) 2(1 − 𝑛) 2 (𝑛 − 1)(𝑛 − 3)

𝑎 = 𝑎 = . 𝑎 = 𝑎
5.4 5.4 3! 5!
And so on.
So the general solution in this case will be,
( ) ( )( ) ( ) ( )( )…( )
𝑦(𝑥) = 𝑎 𝑥 − !
𝑥 + !
𝑥 − ⋯+ ( )!
𝑥 = 𝑣(𝑥)
(say)….(5b)
Here, we have seen that that the solution (5b) is a part of solution (5a). So,
𝑎 = 0 and 𝑘 = 0; the solution of equation (1) can therefore be expressed as the
superposition of equations (5a) and (5b). So, the general solution of Hermite
differential equation is given by,
𝒚(𝒙) = 𝑨𝒖(𝒙) + 𝑩𝒗(𝒙) … … . . (𝟔)
Here A and B are two arbitrary constants.

3. HERMITE POLYNOMIAL 𝑯𝒏 (𝒙)

As stated earlier, Hermite polynomials 𝐻 (𝑥) appear in diverse areas of physics,
the most important of which is the harmonic oscillator problem in quantum
mechanics.
The Hermite Polynomial 𝐻 (𝑥) of order 𝑛 can be expressed as
𝒏/𝟐 𝒏!
(−𝟏)𝒓 (𝟐𝒙)𝒏 𝟐𝒓
, 𝒏 = 𝒆𝒗𝒆𝒏 … … (𝟏𝒂)
𝑯𝒏 (𝒙) = 𝒓! 𝒏 − 𝟐𝒓)!
(
𝒓 𝟎
𝒏
𝟏
𝟐 𝒏!
(−𝟏)𝒓 (𝟐𝒙)𝒏 𝟐𝒓
, 𝒏 = 𝒆𝒗𝒆𝒏 … … . . (𝟏𝒃)
𝑯𝒏 (𝒙) = 𝒓! (𝒏 − 𝟐𝒓)!
𝒓 𝟎
(for proof see supplementary examples 6.3.1.)

3 Prepared by: Subrata Deb, Ph. D., Assistant Professor, Department of Physics, Women’s College, Agartala
Lecture Notes on Special Functions

4. GENERATING FUNCTION FOR HERMITE POLYNOMIAL

𝑯𝒏 (𝒙)
The generating function for Hermite Polynomial is defined as
𝑡
𝑔(𝑥, 𝑡) = 𝑒 = 𝐻 (𝑥 ) … … . . (1)
𝑛!
Proof:
We have,
(2𝑥𝑡) (−𝑡 )
𝑔(𝑥, 𝑡) = 𝑒 =𝑒 .𝑒 = .
𝑟! 𝑠!
(2𝑥)
⇒ 𝑔(𝑥, 𝑡) = .𝑡
𝑟! 𝑠!
,
Thus the coefficient of 𝑡 (for a fixed value of 𝑠) is given by,
(2𝑥)
(−1) .
(𝑛 − 2𝑠)! 𝑠!
Putting 𝑟 + 2𝑠 = 𝑛
The total coefficients of 𝑡 will however be obtained by adding all values for
possible 𝑠. Since 𝑟 = 𝑛 − 2𝑠 ≥ 0 ⇒ 𝑠 ≤
Now, if 𝑛 is even then 𝑠 ranges from 0 to and if 𝑛 is odd then 𝑠 ranges from 0 to
−1.
So, the desired coefficient of 𝑡 is expressed as;
/
(2𝑥) 𝐻 (𝑥)
(−1) =
(𝑛 − 2𝑠)! 𝑠! 𝑛!
Thus, we have,

𝟐𝒙𝒕 𝒕𝟐 𝒙𝟐 (𝒙 𝒕)𝟐
𝒕𝒏
𝒈(𝒙, 𝒕) = 𝒆 =𝒆 = 𝑯 (𝒙) … … . (𝟐)
𝒏! 𝒏
𝒏 𝟎
5. RODRIGUE’S FORMULA FOR HERMITE POLYNOMIAL 𝑯𝒏 (𝒙)
The Rodrigue’s formula for Hermite Polynomial 𝐻 (𝑥) is its differential form,
which is given by,
𝑑
𝐻 (𝑥) = (−1) . 𝑒 . 𝑒 … … … (1 )
𝑑𝑥
Proof:
We know that the Hermite Polynomial 𝐻 (𝑥) is obtained from the generating
function as,
𝑡
𝑔(𝑥, 𝑡) = 𝑒 =𝑒 ( ) = 𝐻 (𝑥) … … . (2)
𝑛!
For all integral values of 𝑛 and all real values of 𝑥, equation (2) can be expressed
as,
𝑡
𝑒 .𝑒 ( ) = 𝐻 (𝑥)
𝑛!

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Special Functions
( ) 𝐻 (𝑥) 𝐻 (𝑥) 𝐻 (𝑥) 𝐻 (𝑥)
⇒ 𝑔(𝑥, 𝑡) = 𝑒 . 𝑒 = + 𝑡+ 𝑡 +⋯+ 𝑡
0! 1! 2! 𝑛!
So that
𝜕 ( ) 𝐻 (𝑥)
[𝑒 . 𝑒 ] = 𝑛! = 𝐻 (𝑥 ) … … … (3)
𝜕𝑡 𝑛!

Now, putting 𝑧 = 𝑡 − 𝑥 at 𝑡 = 0, 𝑧 = −𝑥, so that ≡

𝜕 𝜕 𝑑
[𝑒 . 𝑒 ( ) ] = 𝑒 = (−1) (𝑒 )
𝜕𝑡 𝜕𝑧 𝑑𝑥
𝒏
𝟐 𝒅 𝒙𝟐
∴ 𝑯𝒏 (𝒙) = (−𝟏)𝒏 𝒆𝒙 𝒆 … … . . (𝟒)
𝒅𝒙𝒏
This is required differential form of Hermite Polynomials and is known as
Rodrigue’s formula.

6. VALUES OF FOR HERMITE POLYNOMIALS

The Rodrigue’s formula for Hermite Polynomial 𝐻 (𝑥 ) is given by,
2 2
𝐻 (𝑥 ) = (−1) 𝑒 𝑒 … … . . (1)
Putting 𝑛 = 0, 1, 2, 3 … …. in relation (1) we can get the Hermite polynomials of
different orders.
0
2 𝑑 2 2 2
∴ 𝐻0 (𝑥) = (−1)0 𝑒 0
𝑒 = 𝑒 .𝑒 =1
𝑑𝑥
1
2 𝑑 2 2 2
𝐻1 (𝑥 ) = (−1)1 𝑒 1
𝑒 = −1. 𝑒 . −2𝑥. 𝑒 = 2𝑥
𝑑𝑥
2
2 𝑑 2 2 𝑑 2
𝐻2 (𝑥) = (−1)2 𝑒 2
𝑒 = 𝑒 . −2𝑥. 𝑒
𝑑𝑥 𝑑𝑥
2 2 2
= 𝑒 . −2𝑥. −2𝑥. 𝑒 − 2𝑒 = (4𝑥 2 − 2)
Similarly,
𝐻3 (𝑥) = 8𝑥 3 − 12𝑥
𝐻4 (𝑥 ) = 16𝑥 4 − 48𝑥 2 + 12, 𝑒𝑡𝑐.

7. RECURRENCE RELATION FOR HERMITE POLYNOMIALS

The generating function can be used to develop the recurrence relations
associated with Hermite Polynomials. Here, we shall derive some of the
important recursion/recurrence relations in connection with Hermite
Polynomials.

RELATION I: 𝑯′𝒏 (𝒙) = 𝟐𝒏𝑯𝒏 𝟏 (𝒙)

Proof:
We know the generating function for Hermite Polynomial 𝑯𝒏 (𝒙) can be
expressed as,
∞
𝟐𝒙𝒕 𝒕𝟐
𝑯𝒏 (𝒙) 𝒏
𝒈(𝒙, 𝒕) = 𝒆 = 𝒕 … … . . (𝟏)
𝒏!
𝒏 𝟎

5 Prepared by: Subrata Deb, Ph. D., Assistant Professor, Department of Physics, Women’s College, Agartala
Lecture Notes on Special Functions

Differentiating bothsides with respect to 𝒙, we obtain,

∞
𝟐𝒙𝒕 𝒕 𝟐 𝑯′𝒏 (𝒙) 𝒏
𝒈 (𝒙, 𝒕) = (𝟐𝒕). 𝒆 = 𝒕 … … . . (𝟐)
𝒏!
𝒏 𝟎
Now using equation (1) on the LHS of the equation (2), we get
∞ ∞
𝑯𝒏 (𝒙) 𝒏 𝑯′𝒏 (𝒙) 𝒏
(𝟐𝒕). 𝒕 = 𝒕 … … . . (𝟑)
𝒏! 𝒏!
𝒏 𝟎 𝒏 𝟎

∞ ∞
𝑯𝒏 (𝒙) 𝒏 𝟏
𝑯′𝒏 (𝒙) 𝒏
𝟐. 𝒕 = 𝒕 … … . . (𝟒)
𝒏! 𝒏!
𝒏 𝟎 𝒏 𝟎
Now we shall equate the coefficients of 𝒕𝒏 on bothsides of equation (4):
𝑯𝒏 𝟏 (𝒙) 𝑯′𝒏 (𝒙)
𝟐. =
(𝒏 − 𝟏)! 𝒏!

∴ 𝑯′𝒏 (𝒙) = 𝟐𝒏𝑯𝒏 𝟏 (𝒙)

RELATION II: 𝟐𝒙𝑯𝒏 (𝒙) = 𝟐𝒏𝑯𝒏 𝟏 (𝒙) + 𝑯𝒏 𝟏 (𝒙)

Proof:
We have,
𝐻 (𝑥)
𝑔(𝑥, 𝑡) = 𝑒 = 𝑡 … … . . (1)
𝑛!
Differentiating bothsides of equation (1) with respect to 𝑡, partially, we get,
𝐻 (𝑥 )
2(𝑥 − 𝑡)𝑒 = 𝑛𝑡
𝑛!
𝐻 (𝑥 ) 𝐻 (𝑥 )
⇒ 2(𝑥 − 𝑡) 𝑡 = 𝑛𝑡
𝑛! 𝑛!
𝐻 (𝑥 ) 𝐻 (𝑥 ) 𝐻 (𝑥 )
⇒ 2𝑥 𝑡 −2 𝑡 = 𝑛𝑡 … . . (2)
𝑛! 𝑛! 𝑛!
Now equating the coefficients of 𝑡 on bothsides of equation (2), we get

( ) ( ) ( )
2𝑥. − 2. = ( )!
(𝑛 + 1)
! ( )!
( ) ( ) ( )
⇒ 2𝑥. − 2. = ( ) !
(𝑛 + 1)
! !
⇒ 2𝑥𝐻 (𝑥) − 2𝑛𝐻 (𝑥 ) = 𝐻 (𝑥 )
∴ 𝟐𝒙𝑯𝒏 (𝒙) = 𝟐𝒏𝑯𝒏 𝟏 (𝒙) + 𝑯𝒏 𝟏 (𝒙)

RELATION III: 𝑯′𝒏 (𝒙) = 𝟐𝒙𝑯𝒏 (𝒙) − 𝑯𝒏 𝟏 (𝒙)

Proof:
From Recurrence Relations I and II, we have
𝐻′ (𝑥) = 2𝑛𝐻 (𝑥) … … . (1)

2𝑥𝐻 (𝑥) = 2𝑛𝐻 (𝑥 ) + 𝐻 (𝑥 ) … … … (2)

Substituting the value of 2𝑛𝐻 (𝑥) in equation (2) from equation (1), we obtain,

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Special Functions
2𝑥𝐻 (𝑥) = 𝐻′ (𝑥) + 𝐻 (𝑥)
∴ 𝑯′𝒏 (𝒙) = 𝟐𝒙𝑯𝒏 (𝒙) − 𝑯𝒏 𝟏 (𝒙)

RELATION IV: 𝑯′′𝒏 (𝒙) − 𝟐𝒙𝑯′𝒏 (𝒙) + 𝟐𝒏𝑯𝒏 (𝒙) = 𝟎

Proof: We know, 𝐻′ (𝑥 ) = 2𝑥𝐻 (𝑥 ) − 𝐻 (𝑥) … … . (1)
Differentiating bothsides with respect to 𝑥, we get;
𝐻′′ (𝑥) = 2𝐻 (𝑥 ) + 2𝑥𝐻′ (𝑥 ) − 𝐻′ (𝑥) … … (2)
Again we know,
𝐻′ (𝑥) = 2𝑛𝐻 (𝑥) … … . (3)
Replacing 𝑛 by (𝑛 + 1), we get
𝐻′ (𝑥) = 2(𝑛 + 1)𝐻 (𝑥) … … . (4)
Using equation (4) in equation (2), we get,
𝐻 (𝑥) = 2𝐻 (𝑥) + 2𝑥𝐻 (𝑥) − 2(𝑛 + 1)𝐻 (𝑥)
∴𝑯 𝒏 (𝒙) − 𝟐𝒙𝑯 𝒏 (𝒙) + 𝟐𝒏𝑯𝒏 (𝒙) = 𝟎
This is required relation, which also indicates that, 𝑦 = 𝐻 (𝑥 ), i.e., the Hermite
polynomial is a solution of Hermite’s differential equation.

8. ORTHOGONALITY OF HERMITE POLYNOMIALS

A family of functions 𝑓 (𝑥 ), 𝑓 (𝑥), 𝑓 (𝑥) … … . , 𝑓 (𝑥) is said to be
orthogonal with respect to a weight 𝑤(𝑥) over an interval [a, b] if the following is
true:
𝑓 (𝑥 ) 𝑓 (𝑥 )𝑤(𝑥 )𝑑𝑥 = 0 𝑓𝑜𝑟 𝑚 ≠ 𝑛
≠ 0 𝑓𝑜𝑟 𝑚 = 𝑛
Hermite polynomials form an orthogonal set of functions for the weight
𝑤(𝑥) = 𝑒 over the interval (−∞, ∞). The exact relation runs as:
𝐻 (𝑥) 𝐻 (𝑥)𝑒 𝑑𝑥 = 0 𝑓𝑜𝑟 𝑚 ≠ 𝑛

= 2 𝑛! √𝜋 𝑓𝑜𝑟 𝑚 = 𝑛
Proof:

We know that 𝐻 (𝑥 ) is a solution of the Hermite differential equation

given by,

𝒅𝟐 𝒚 𝒅𝒚
𝟐
− 𝟐𝒙 + 𝟐𝒎𝒚 = 𝟎 … … … (𝟏)
𝒅𝒙 𝒅𝒙
So, we can write,
𝐻′′ (𝑥) − 2𝑥𝐻′ (𝑥) + 2𝑚𝐻 (𝑥) = 0 … … . (2𝑎)
Similarly,
𝐻′′ (𝑥) − 2𝑥𝐻′ (𝑥) + 2𝑛𝐻 (𝑥) = 0 … … . (2𝑏)
Multiplying equation (2a) by 𝐻 (𝑥) and equation (2b) by 𝐻 (𝑥) and subtracting,
we get,
[𝐻′′ (𝑥)𝐻 (𝑥 ) − 𝐻′′ (𝑥 )𝐻 (𝑥)] − 2𝑥[𝐻′ (𝑥 )𝐻 (𝑥 ) − 𝐻′ (𝑥 )𝐻 (𝑥 )]
+ 2(𝑚 − 𝑛)𝐻 (𝑥)𝐻 (𝑥) = 0 … … . . (3)
7 Prepared by: Subrata Deb, Ph. D., Assistant Professor, Department of Physics, Women’s College, Agartala
Lecture Notes on Special Functions

𝑑
⇒ [𝐻′ (𝑥)𝐻 (𝑥) − 𝐻′ (𝑥)𝐻 (𝑥)] − 2𝑥[𝐻′ (𝑥)𝐻 (𝑥) − 𝐻′ (𝑥)𝐻 (𝑥)]
𝑑𝑥
= 2(𝑛 − 𝑚)𝐻 (𝑥)𝐻 (𝑥 ) … … . . (4)
The above equation is linear differential equation,
So, Integrating factor (I.F.) = 𝑒 ∫ =𝑒
Multiplying equation (4) by I.F. we get,
𝑑
[𝐻′ (𝑥 )𝐻 (𝑥 ) − 𝐻′ (𝑥 )𝐻 (𝑥)]𝑒 = 2(𝑛 − 𝑚)𝑒 𝐻 (𝑥)𝐻 (𝑥 ) … . (5)
𝑑𝑥
Now, integrating bothsides with respect to 𝑥, from 𝑥 = −∞ to 𝑥 = ∞, we obtain:

[𝐻′ (𝑥)𝐻 (𝑥 ) − 𝐻′ (𝑥)𝐻 (𝑥 )]𝑒 = 2(𝑛 − 𝑚) 𝑒 𝐻 (𝑥 )𝐻 (𝑥)

⇒ 0 = 2(𝑛 − 𝑚) 𝑒 𝐻 (𝑥 )𝐻 (𝑥)

∴ 𝑒 𝐻 (𝑥 )𝐻 (𝑥) = 0 … … . . (6𝑎)

We also know from the generating function of Hermite polynomial 𝐻 (𝑥) that,
𝐻 (𝑥 )
𝑔(𝑥, 𝑡) = 𝑒 = 𝑡 … … (7𝑎)
𝑛!
Similarly,
𝐻 (𝑥 )
𝑔(𝑥, 𝑠) = 𝑒 = 𝑠 … … (7𝑏)
𝑚!
Multiplying (7a) and (7b) we get,

𝐻 (𝑥) 𝐻 (𝑥)
𝑒 = 𝑠 𝑡
𝑚! 𝑛!

𝐻 (𝑥) 𝐻 (𝑥 )
𝑒 = 𝑠 . 𝑡 … … . . (8)
𝑚! 𝑛!
Multiplying bothsides of equation (8) by weight 𝑤(𝑥 ) = 𝑒 and then
integrating from 𝑥 = −∞ to 𝑥 = ∞, we obtain:

[( ) ]
𝑠 .𝑡
𝑒 𝑑𝑥 = . 𝐻 (𝑥). 𝐻 (𝑥 ). 𝑒 𝑑𝑥 … . . (9)
𝑚!. 𝑛!
LHS:
[( ) ] [( ) ]
𝑒 𝑑𝑥 = 𝑒 𝑒 𝑑𝑥 = 𝑒 𝑒 𝑑𝑢 = 𝑒 . √𝜋

2 .𝑠 .𝑡
= √𝜋.
𝑚!
Thus from equation (9) using the above result, we get

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 Lecture Notes
Special Functions
2 .𝑠 .𝑡 𝑠 .𝑡
√𝜋. = . 𝐻 (𝑥 ). 𝐻 (𝑥). 𝑒 𝑑𝑥 … … (10)
𝑚! 𝑚!. 𝑛!
Equating the coefficients of 𝑡 , (if 𝑚 = 𝑛) in bothsides of equation (10) we get:
1
√𝜋. 2 = . 𝑒 𝐻 (𝑥)𝑑𝑥
𝑛!
∴ 𝑒 𝐻 (𝑥 )𝑑𝑥 = √𝜋. 2 . 𝑛! … … . (11𝑎)
Combining the results of (6a) and (11a) we can easily write:
𝒙𝟐
𝑯𝒎 (𝒙) 𝑯𝒏 (𝒙)𝒆 𝒅𝒙 = 𝟎 𝒇𝒐𝒓 𝒎 ≠ 𝒏

= 𝟐𝒏 𝒏! √𝝅 𝒇𝒐𝒓 𝒎 = 𝒏……(12)

6.3.9 INTEGRAL REPRESENTATION OF HERMITE

POLYNOMIAL
The integral form of Hermite polynomial is given by,
𝟐𝒏 (−𝒊)𝒏 𝟐 𝒕𝟐 𝟐𝒊𝒙𝒕
𝑯𝒏 (𝒙) = 𝒆𝒙 𝒕𝒏 𝒆 𝒅𝒕 … . . (𝟏)
√𝝅
(the proof of the equation (1) is given in supplementary exercise)

6.3.10 APPLICATIONS OF HERMITE POLYNOMIALS IN

PHYSICS

A. The Linear Harmonic Oscillator Problem in Quantum mechanics

The one dimensional quantum mechanical harmonic oscillator is a state of
energy E and is governed by the equation (known as time independent
Schrodinger’s wave equation)

+ 𝑉(𝑥)  (𝑥 ) = 𝐸  (𝑥 ) … … . . (1)
Here, 𝑉(𝑥) is the potential energy function for the harmonic oscillator, which is
given by,
𝑉 (𝑥 ) = 𝑘𝑥 = 𝑚𝑤 𝑥 ……(2)
Inserting equation (2) in equation and then rearranging we obtain,
𝑑  2𝑚
+ [𝐸 − 𝑉(𝑥 )]  = 0
𝑑𝑥 
𝑑  2𝑚 1
+ 𝐸 − 𝑚𝑤 𝑥  = 0 … … . (3)
𝑑𝑥  2

9 Prepared by: Subrata Deb, Ph. D., Assistant Professor, Department of Physics, Women’s College, Agartala
Lecture Notes on Special Functions

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