DEPARTMENT OF PHYSICS

INDIAN INSTITUTE OF TECHNOLOGY, MADRAS

EP211 Mathematical Physics Problem Set 6 22.2.2008

Due Date: 3.3.2008

Orthogonal Polynomials

Families of orthogonal polynomials play a very important role in numerous appli-

cations in mathematical physics, as part of the class of so-called Special Func-
tions. They have an enormous variety of interesting properties that have deep
implications: they satisfy specific differential equations, difference equations (re-
cursion relations) and addition theorems; they have diverse series and integral
representations; they are closely related to group representations; they have an-
alytic continuations to complex argument and order; and so on. The list of their
properties and relationships is truly staggering, and would fill many volumes.
Indeed, there exist well-known sets of such volumes.
For our present purposes, it is most convenient to introduce them as basis
sets in suitable linear spaces of functions of a real variable x in a specified
interval (a, b). As function spaces are infinite-dimensional, the basis set consists
of an infinite set of polynomials. For the present, we shall restrict ourselves
to a real vector space, i.e., we shall only consider real functions f (x) . The
abstract notation for the set of basis vectors will be {|ni} as usual. In a given
function space, their explicit representation will be denoted by the functions
n (x) , n = 0, 1, . . . . As we are only concerned with real functions throughout, the
orthogonality relation hn|m i = nm is expressed in the function space concerned
as Z b
n (x) m (x) dx = nm .
a
P
Similarly, the completeness relation n |nihn| = I (where I stands for the unit
operator) becomes, in the function space,

X
n (x) n (x 0 ) = (x x 0 ) ,
n=0

because the Dirac delta function is the representative

Rb of the unit operator in the
function space. (Recall that if x (a, b) , then a (x x 0 ) f (x 0 ) dx 0 = f (x) for
any f (x) in the function space.)
We are interested here in families of polynomials in x. Clearly, if the range
(a, b) is infinite or semi-infinite, polynomials will not be integrable in the range
concerned. We may need to introduce a suitable convergence factor like ex or
2
ex . Thus we need to generalize the orthonormality relation stated above to

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take this possibility into account. (This is just one of the motivating reasons for
the generalization we are about to to introduce. There are other reasons which
we do not go into here.) Moreover, the normalization of the functions n (x) may
be such that there is also an n-dependent factor on the RHS, multiplying the
Kronecker delta function. (Normalization is generally a matter of convention.)
Taking these into account, the orthonormality condition reads
Z b
n (x) m (x) (x) dx = An nm (orthonormality).
a

We will refer to the function (x) as the weight function (or simply the weight),
and the positive constant An as the normalization constant. The weight (x)
is strictly positive in (a, b) (it may vanish at the end-points a and/or b). The case
(x) = 1 corresponds to the so-called Lebesgue measure in simple terms, it
means that we just integrate any function by multiplying it by dx. When (x) is
not unity but some positive function of x in (a, b) , we say that the integration is
with respect to a measure d(x) (x) dx that is different from the Lebesgue
measure: that is, we use d rather than dx, in carrying out the integration. Note
that if the primitive or indefinite integral ofR the weight function (x) exists in
explicit form, then we would have (x) = (x) dx . But (x) may not even
exist in explicit form for a general (x) , nor is it required. The orthonormality
condition can be re-written in terms of this integration measure as
Z b
n (x) m (x) d(x) = An nm .
a

It follows trivially that Z b

An = 2n (x) d(x) .
a

Uniqueness of the polynomials:

We state the following crucial result without proof: once the interval (a, b) and
the weight function (x) are specified, the family of polynomials sat-
isfying the orthonormality relation is essentially uniquely determined,
up to a multiplicative normalization constant. The latter may be chosen
in more ways than one. One often finds that different authors use slightly dif-
ferent definitions for various standard orthogonal polynomials, based on different
choices of the normalization constant. We follow the most frequently adopted
definitions in this regard.
There are essentially only three distinct possible choices for the interval (a, b) ,
in a broad sense: the interval can be (i) finite (i.e., both a and b are finite), or (ii)
semi-infinite, or (iii) infinite. Correspondingly, by suitable linear changes of the
independent variable, we can take the interval to be (i) (a, b) = (1, 1), or (ii)
(a, b) = (0, ), or (iii) (a, b) = (, ). This is what we shall do, subsequently.

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 Given a family of orthogonal polynomials satisfying the orthonormality rela-
tion above, an arbitrary function f (x) in the function space concerned can be
expanded in terms of the complete set of basis functions as

X
f (x) = fn n (x) (expansion formula).
n=0

The coefficients of the expansion are given by

Z b
1
fn = n (x) f (x) d(x) (inversion formula).
An a
As already mentioned, families of orthogonal polynomials have a very large
number of interesting properties, over and above the orthonormality and com-
pleteness relations. A few of these are stated below, without proof.

Explicit representation: Rb
Let Mk be the kth moment of the weight function, i.e., Mk = a xk (x) dx , k =
0, 1, . . . . Then n (x) has the explicit representation
 
 M0 M1 M2 M 
n 

 M1 M2 M3 Mn+1 
n (x) = Cn  ... .. .. .. .. 
 

 . . . . 
Mn1 Mn Mn+1 M2n1 
x2 xn 
 
 1 x

where Cn is a normalizing constant.

Basic recursion relation:

n (x) is a polynomial of order n. Let an and bn denote its leading coefficient
and its next-to-leading coefficient: that is,

n (x) = an xn + bn xn1 + .

Then the polynomials satisfy the basic recursion relation

 
an bn bn+1 an1 An
x n (x) = n+1 (x) + n (x) + n1 (x) .
an+1 an an+1 an An1

Here an+1 nd bn+1 are the leading coefficient and next-to-leading coefficient in the
polynomial n+1 (x) , etc. Several other recursion relations follow from the basic
relation above, on using various other properties of the polynomials.

Darboux-Christoffel formula:

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 It can be shown that
N
n (x) n (x 0 ) N +1 (x) N (x 0 ) N (x) N +1 (x 0 )
 
X 1 aN
= .
n=0
An AN aN +1 x x0

The completeness relation is closely linked to the N limit of this formula,

but we will not show this explicitly here.

The hypergeometric differential equation:

Several aspects of what follows in this subsection are also valid in the case
when the independent variable x is replaced by the complex variable z. In fact,
that is really the way differential equations, in particular, should be discussed.
However, as we are primarily interested here in orthogonal polynomials in a real
function space, we shall continue to use x instead of z.
A differential equation of the hypergeometric type is a second order ordi-
nary differential equation of the form

d2 d
(x) 2
+ (x) + = 0
dx dx
where (x) is a polynomial that is at most a quadratic in x, (x) is a polynomial
that is at most a linear function of x, and is a constant. There is a very
elaborate theory of hypergeometric equations and their solutions. Again, we are
only interested here in their relationship with orthogonal polynomials. We shall
therefore restrict ourselves to what is relevant to our immediate purposes.
The hypergometric equation has polynomial solutions n (x) when takes
on the special values
1
= n = n 0 n(n 1) 00 ,
2
where a prime denotes the derivative with respect to x. Such solutions are called
polynomials of the hypergeometric type.

The classical orthogonal polynomials:

These are families of polynomials of the hypergeometric type, with the fol-
lowing additional condition imposed on the weight function (x) : we require
that
[(x) (x) xn ]x=a = 0 , [(x) (x) xn ]x=b = 0 , n = 0, 1, . . . ..
There are basically three distinct families of such polynomials, essentially cor-
responding to the three distinct kinds of intervals discussed above (finite, semi-
infinite, and infinite). After suitable changes of variables, they can be brought
to the so-called canonical forms, given below. In each case we have a formula for

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the polynomial concerned, called the Rodrigues formula, which expresses the
polynomial concerned as the nth derivative of a specific function of x, thus:

(const.)n dn n
n (x) = [ (x) (x)] (Rodrigues formula) ,
(x) dxn

where (const.)n stands for an n-dependent constant. In practice, the Rodrigues

formula provides a more convenient way of obtaining the polynomials explicitly
than the evaluation of the determinant involved in the explicit representation
given earlier.

(i) Generalized Laguerre polynomials Ln (x) , where the constant > 1 .

In this case
(a, b) = (0, ) , (x) = x , (x) = x ex .
The Rodrigues formula for generalized Laguerre polynomials is
1 x dn
Ln (x) = x e (xn+ ex ) .
n! dxn
The generalized Laguerre polynomial satisfies the differential equation

d2 y dy
x 2
+ ( x + 1) +ny = 0.
dx dx

When the parameter = 0 the generalized Laguerre polynomial Ln (x) re-

duces to the (ordinary) Laguerre polynomial, denoted by Ln (x) : that
is, L0n (x) = Ln (x) .

(ii) Hermite polynomials Hn (x) . In this case

2
(a, b) = (, ) , (x) = 1 , (x) = ex .

The Rodrigues formula for Hermite polynomials is

2 dn x2
Hn (x) = (1)n ex e .
dxn
Hn (x) satisfies the differential equation

d2 y dy
2
2x + 2n y = 0 .
dx dx

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 (,)
(iii) Jacobi polynomials Pn (x) , where the constants , > 1 . In this
case

(a, b) = (1, 1) , (x) = 1 x2 , (x) = (1 x) (1 + x) .

The Rodrigues formula for Jacobi polynomials is

(1)n d
n
Pn(,) (x) = n
(1 x) (1 + x) n
[(1 x)n+ (1 + x)n+ ] .
2 n! dx
(,)
Pn (x) satisfies the differential equation
d2 y dy
(1 x2 ) 2
+ [ ( + + 2) x] + n(n + + + 1) y = 0 .
dx dx
Special cases: For particular values of the parameters, the Jacobi polynomials
reduce to more commonly occurring polynomials such as Gegenbauer, Chebyshev
and Legendre polynomials. We refer to the Table given at the end for their precise
definitions. Their connection with Jacobi polynomials is as follows:
(a) When = = 12 , the Jacobi polynomial reduces to the Gegenbauer
polynomial (also called the ultraspherical polynomial), Cn (x) . The precise
relationship is
(n + 2) ( + 12 ) ( 12 , 21 )
Cn (x) = Pn (x) .
(2) (n + + 21 )

(b) In turn, when = 0 , i.e., when = = 12 , the Jacobi or Gegenbauer

polynomial reduces to the Chebyshev polynomial of the first kind, Tn (x) .
The precise relationship is
( 21 ) n! ( 21 , 21 )
Tn (x) = Pn (x) .
(n + 21 )
Since x [1, 1] , we may write x cos . Then Tn (x) is simply given by

Tn (x) = cos n , where = cos1 x .

(c) Similarly, when = 1 , i.e., when = = + 12 , the Jacobi or Gegenbauer

polynomial reduces to the Chebyshev polynomial of the second kind, Un (x) .
The precise relationship is
( 23 ) (n + 1)! ( 12 , 12 )
Un (x) = Pn (x) .
(n + 23 )
Once again, in terms of where x cos , Un (x) is simply given by
sin (n + 1)
Un (x) = , where = cos1 x .
sin
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These expressions for Tn and Un in terms of trigonometric functions are very
useful in practice.
(d) Finally, when = 21 , i.e., when = = 0 , the Jacobi or Gegenbauer
polynomial reduces to the very familiar Legendre polynomial, Pn (x) . The
precise relationship is simply

Pn (x) = Pn(0,0) (x) .

Legendre polynomials are so ubiquitous that it is worth writing down several

of their properties explicitly, for ready reference:

Pn (x) satisfies the Legendre equation

d2 Pn (x) dPn (x)

(1 x2 ) 2x + n(n + 1) Pn (x) = 0 .
dx dx

(1)n dn
The Rodrigues formula for Legendre polynomials is Pn (x) = [(1 x2 )n ] .
2n n! dxn
1
2nm
Z
The orthonormality relation for Legendre polynomials is Pn (x) Pm (x) dx = .
1 2n + 1
Any continuous integrable function f (x) of x (1, 1) can be expanded in
a series of Legendre polynomials, according to

X
f (x) = (2n + 1) fn Pn (x).
n=0

Note the factor (2n + 1) in the summand on the RHS this is the usual
convention adopted. The coefficients fn in the expansion are then given by

1 1
Z
fn = Pn (x) f (x) dx .
2 1

In terms of the angle = cos1 x , this means that any continuous integrable
function F () of an angle can be expanded as

X
F () = (2n + 1) Fn Pn (cos ) ,
n=0

and the inversion formula for the coefficients is

1
Z
Fn = Pn (cos ) F () sin d .
2 0

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 In the problems that follow, all symbols have their usual meaning as defined
in the foregoing. Thus (a, b) is a general interval, {n (x)} a family of orthogonal
polynomials defined in this interval with weight function (x) (or measure d(x) ),
and so on.

1. Show that, for any given n ,

Z b
n (x) xm (x) dx = 0 for all m < n .
a

Hence each n (x) is orthogonal to every polynomial of degree less than n.

2. Let f (x) be a square integrable function in (a, b) . Show that

X Z b
An fn2 = f 2 (x) d(x) .
n=0 a

This is Parsevals Theorem or Parsevals Formula, although this term

is often reserved for the counterpart of this result in the case of the expan-
sion of a periodic function f (x) in a Fourier series (i.e., in a series of sine
and cosine functions).

3. Consider the generating function of the Legendre polynomials,

1 X
F (t, x) = 2 1/2
= Pn (x) tn .
(1 2xt + t ) n=0

F
(a) Note that (1 2xt + t2 ) = (x t) F . Use this to show that
t
n Pn (x) (2n 1) x Pn1 (x) + (n 1) Pn2 (x) = 0 .

F F
(b) Similarly, t = (x t) . Use this to show that
t x
dPn (x) dPn1 (x)
x = n Pn (x) .
dx dx
(c) Use the results above to show that

dPn (x) dPn1 (x)

x = n Pn1 (x) .
dx dx
(d) Hence deduce that

dPn+1 (x) dPn1 (x)

= (2n + 1) Pn (x) ,
dx dx
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 dPn (x)
(x2 1) = n x Pn (x) n Pn1 (x) ,
dx

dPn (x)
(x2 1) = (n + 1) x Pn (x) + (n + 1) Pn+1 (x) .
dx
(e) Verify that

(1)n (2n)!
Pn (1) = 1 , Pn (1) = (1)n , P2n+1 (0) = 0 , P2n (0) = .
22n (n!)2

4. Show that, if m n and m n is even,

Z 1 
0 if m > n
Pm (x) Pn (x) dx = 1
0 (2n + 1) if m = n .

5. Use the Rodrigues formula for Pn (x) to show that

Z 1
2n+1 (n!)2
xn Pn (x) dx = .
1 (2n + 1)!

6. Consider the expansion in Legendre polynomials of a function f (x) where

x (1, 1) :

X
f (x) = (2n + 1) fn Pn (x).
n=0

Suppose f (x) L2 (1, 1) . What is Parsevals formula in this case? What

is the necessary condition on the asymptotic (that is, n ) behaviour
of fn ?

7. The generating function of the Hermite polynomials is given by

2
X Hn (x)
e2txt = tn .
n=0
n!

dHn (x)
(a) Show that = 2n Hn1 (x) .
dx
(b) Show that Hn+1 (x) 2x Hn (x) + 2n Hn1 (x) = 0 .
(c) Hence show that Hn (x) satisfies the Hermite equation

d2 Hn (x) dHn (x)

2
2x + 2n Hn (x) = 0 .
dx dx

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 (d) Establish the Rodrigues formula for Hermite polynomials, namely,

2 dn x2
Hn (x) = (1)n ex e .
dxn

(1)n (2n)!
(e) Show that H2n (0) = .
n!
8. The generating function of the generalized Laguerre polynomials is given
by

exp [tx/(t 1)] X
+1
= Ln (x) tn .
(1 t) n=0

(n + + 1)
(a) Show that Ln (0) = .
( + 1) n!
(b) Show that L1 (x) = + 1 x .

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