Chapter 8

Hermite Polynomials

by

Sandip Banerjee

Department of Mathematics
Indian Institute of Technology Roorkee
Roorkee 247667, Uttarakhand.
E-mail: [email protected]
Module 2: Generating function and Recurrence
relations.

1. Generating function for Hermite polynomial

2
Proposition: PThe generating function for Hermite polynomials is e2tx−t , that
2tx−t2 ∞ tn
is, e = n=0 n! Hn (x).
2
Proof: Here, we show that the coefficient of tn in the expansion of e2tx−t
is Hn (x). Now,

(2tx)s X (−t2 )r
∞ ∞
2 2 X
e2tx−t = e2tx .e−t =
s=0
s! r=0
r!
(2x)s s+2r
∞ X
X ∞
= (−1)r t
s=0 r=0
r!s!

We put s + 2r = n, that is, s = n − 2r, where r is fixed. Then, the coefficient

of tn is
(2x)n−2r
(−1)r .
(r!)(n − 2r)!
Now, s ≥ 0 implies r ≤ n/2, giving all possible values of r (r being an integer).
The values of r lies between [0, n/2] or [0, (n-1)/2] according as n is even or
odd. Hence, all the coefficients of tn is given by
[n/2]
X 1
(−1)r (2x)n−2r
r=0
r!(n − 2r)!
[n/2]
1 X n! 1
= (2x)n−2r = Hn (x),
n! r=0 r!(n − 2r)! n!

where, 

 n/2 if n is even

[n/2] =

 (n − 1)/2 if n is odd


Also, the coefficient of tn in the expansion of

∞ n
X t 1
Hn (x) is Hn (x).
n=0
n! n!
2
Hence, e2tx−t is the generating function for Hermite polynomials.

1
 2
dn −x2
Example 1. Show that Hn (x) = (−1)n ex dxn e
Solution: The generating function for the Hermite polynomials is given by
∞ n
X t 2
Hn (x) = e2tx−t .
n=0
n!
2
We now expand e2tx−t using Taylor’s theorem to obtain
∞ n ∞  n
tn

X t X ∂ 2tx−t2
Hn (x) = n
e
n=0
n! n=0
∂t t=0 n!

We equate the coefficient of tn from both sides (after canceling n!) to obtain
 n   n 
∂ 2tx−t2 ∂ x2 −(x−t)2
Hn (x) = e = e
∂tn t=0 ∂tn t=0
n
 
x2 n ∂ −(x−t)2
= e (−1) e
∂tn t=0
 n 
2 d 2
= ex e−x
dxn
2 d
n 2
= (−1)n ex e−x
dxn
n  o
d2
Example 2. Prove that Hn (x) = 2n exp − 14 dx 2 xn .

Solution: Using the expansion ex = n=0 xn! , we get

P∞ n

n
1 d2 1 d2
  ∞ 
2tx
X 1
exp − e = − e2tx
4 dx2 n=0
n! 4 dx 2

(−1)n 1 d2n 2tx

X∞
= e
n=0
n! 22n dx2n
(−1)n 1
X∞
= 2n
(2t)2n e2tx
n=0
n! 2
(−t2 )n
∞
X 2 2
= e2tx = e2tx .e−t = e2tx−t
n=0
n!
tn
∞
X
= Hn (x)
n=0
n!
2tx−t2
(since, e is a generating function of the Hermite polynomials)
Thus,
tn 1 d2
∞
X  
Hn (x) = exp − e2tx
n=0
n! 4 dx2
!
1 d2 2n xn n (2tx)n
X∞   X∞
2tx
= exp − t e =
n=0
4 dx2 n! n=0
n!

2
 Equating the coefficient of tn from both sides we obtain

1 d 2 2n x n
 
Hn (x)
= exp −
n! 4 dx2 n!
2
  
n 1 d
⇒ Hn (x) = 2 exp − xn .
4 dx2

Example 3. Show that H2n (0) = (−1)n (2n)!

n! ; H2n+1 (0) = 0.

Solution: From the the generating function of Hn (x), we obtain,

tn
∞
2 2 X
e2tx e−t = e2tx−t = Hn (x) . (1)
n=0
n!

Putting x = 0 in (1), we get

(−t2 )n
∞ ∞
X Hn (0) n 2 X
t = e−t =
n=0
n! n=0
n!
Hn (0) n X (−1)n 2n
X∞ ∞
⇒ t = t (2)
n=0
n! n=0
n!

Equating coefficients of t2n and t2n+1 respectively from both sides of (2), we
obtain
(2n)!
H2n (0) = (−1)n and
n!
H2n+1 = 0.

2. Recurrence Relation
In trying to find a formula for some mathematical sequence, a common inter-
mediate step is to find the nth term, not as a function of n, but in terms of
earlier terms of the sequence. Such relations are called recurrence relations.
In mathematics, a recurrence relation is an equation that recursively defines a
sequence or multidimensional array of values.

3
 ′
Recurrence Relation I: Hn (x) = 2n Hn−1 (x) (n ≥ 1)..
Solution: The generating function gives

tn
∞
X 2
Hn (x) = e2tx−t ,
n=0
n!

which on differentiation (with respect to x) gives

tn tn
∞ ∞
X ′ 2 X
Hn (x) = 2t e2tx−t = 2t Hn (x)
n=0
n! n=0
n!
tn tn+1
∞ ∞
X ′ X
⇒ Hn (x) =2 Hn (x)
n=0
n! n=0
n!

We now equate coefficients of tn from both sides to obtain (n ≥ 1)

′
Hn (x) Hn−1 (x)
=
n! (n − 1)!
′
⇒ Hn (x) = 2n Hn−1 .

Recurrence Relation II: Hn+1 (x) = 2x Hn (x)−2n Hn−1 (x) (n ≥

1).
Solution: The generating function gives

tn
∞
2 X
e2tx−t = Hn (x) ,
n=0
n!

which on differentiation (with respect to t) gives

ntn−1
∞
2 X
(2x − 2t)e2tx−t = Hn (x)
n=0
n!
tn ntn−1
∞
X ∞
X
(2x − 2t) Hn (x) = Hn (x)
n=0
n! n=0 n!
tn tn+1 tn−1
∞
X X∞ X∞
⇒ 2x Hn (x) − 2 Hn (x) = Hn (x)
n=0
n! n=0
n! n=1
(n − 1)!

We now equate coefficients of tn from both sides to obtain (n ≥ 1)

Hn (x) Hn−1 (x) Hn+1 (x)

2x −2 =
n! (n − 1)! n!
⇒ 2x Hn (x) − 2n Hn−1 (x) = Hn+1 (x).

4
Example 4. Show that

2 ∞
Z
2
Pn (x) = √ tn e−t Hn (xt) dt
( π)n! 0

Solution: Using the definition of Hermite polynomials, we get

[n/2]
X n!
Hn (xt) = (−1)r (2xt)n−2r (replacing x by xt) (3)
r=0
r!(n − 2r)!

Now,
 
[n/2] n−2r n−2r
2 ∞
2 ∞
n!2 x
Z Z
2 2 X
√ tn e−t Hn (xt) dt = √ tn e−t  (−1)r tn−2r  dt
( π)n! 0 ( π)n! 0 r=0
r!(n − 2r)!

[n/2]
X 2n−2r+1 (−1)r xn−2r Z ∞ 2
= √ e−t t2n−2r dt
r=0
( π)r!(n − 2r)! 0
[n/2]
X 2n−2r+1 (−1)r xn−2r Z ∞ 2
= √ e−t t2(n−r+1/2)−1 dt
r=0
( π)r!(n − 2r)! 0
[n/2]
X 2n−2r+1 (−1)r xn−2r 1
= √ Γ(n − r + 1/2)
r=0
( π)r!(n − 2r)! 2
[n/2]
X 2n−2r (−1)r xn−2r (2n − 2r)! √
= √ × 2n−2r ( π)
r=0
( π)r!(n − 2r)! 2 (n − r)!

(2n)! √
 
Using Duplication formula : Γ(n + 1/2) = 2n π
2 n!
[n/2]
X (2n − 2r)!
= (−1)r xn−2r
r=0
2n r!(n− 2r)!(n − r)!
= Pn (x) (by definition).

5
Example 5. Show that, if m < n,
dm 2m .n!
{H n (x)} = Hn−m (x).
dxm (n − m)!

Solution: From the definition of Hermite polynomials

tn
∞
X 2
Hn (x) = e2tx−t (4)
n=0
n!

We differentiate both sides of (4) with respect to x, m times, to obtain

∞ n
X t dm dm 2 2

m
{Hn (x)} = m e2tx−t = (2t)m e2tx−t
n=0
n! dx dx

∞ n
t dm tn
X X∞
m m
⇒ {H n (x)} = 2 t H n (x) , using (4)
n=0
n! dxm n=0
n!
∞ n
t dm tn+m
X X∞
m
⇒ {H n (x)} = 2 H n (x) (5)
n=0
n! dxm n=0
n!

We now equate the coefficients of tn from both sides (m < n) of (5) and get

1 dm Hn−m (x)
m
{Hn (x)} = 2m
n! dx (n − m)!
dm 2m n!
⇒ {Hn (x)} = Hn−m (x)
dxm (n − m)!