An Integral with the Hermite Polynomials

Ameya Daigavane
Indian Institute of Technology, Guwahati

We aim to evaluate the following definite integral:

Z∞
2 √
e−x Hn2 (x)dx = π · 2n · n!
−∞

where Hn (x) is the physicists’ Hermite polynomial of order n,

where n is a positive integer.

These polynomials are the solutions of the differential equation,

00 0
Hn (x) − 2xHn (x) + 2nHn (x) = 0

We also investigate the role of the Hermite polynomials in the wavefunctions

of the quantum harmonic oscillator.

1
The Integral
Starting with the generating function of the Hermite polynomials,
∞
2tx−t2
X tn
e = Hn (x)
n=0
n!
2
− x2
Multiplying both sides by e ,
∞
2
− x2 +2tx−t2
X tn x2
e = e− 2 Hn (x)
n=0
n!
∞
! ∞
!
n
 2
− x2 +2tx−t2
2 2 +4tx−2t2
X t − x2
2 X tn − x2
2
e = e−x = e Hn (x) · e Hn (x)
n=0
n! n=0
n!
Z∞ Z∞ X ∞ n
! ∞
!
−x2 +4tx−2t2 t − x2 X tn − x2
2
e dx = e 2 Hn (x) · e Hn (x) dx
n=0
n! n=0
n!
−∞ −∞

Terms where the indices are not the same, when multiplied and integrated,
will vanish.
This is because of the orthogonality condition, when m 6= n,
Z∞
2
e−x Hm (x)Hn (x) = 0
−∞

There is a proof of this property, in a later section.

What results is,
Z∞ Z∞ ∞
!
−x2 +4tx−2t2
X t2n −x2 2
e dx = 2
e Hn (x) dx
n=0
(n!)
−∞ −∞

As the integral is uniformly convergent, we can switch the order of the

integration and summation.

2
 Note that t is a constant when integrating with respect to x.
Z∞ ∞ Z∞
−x2 +4tx−2t2
X t2n 2
e dx = 2
e−x Hn2 (x)dx
n=0
(n!)
−∞ −∞
Z∞ ∞ Z∞
2 2 √ 2
X t2n 2
e2t e−(x−2t) dx = πe2t = e−x Hn2 (x)dx
n=0
(n!)2
−∞ −∞

We first tried to complete the square,

−x2 + 4tx − 2t2 = −(x − 2t)2 + 2t2

Then, we used the famous Gaussian integral,

Z∞
√
 
−y 2 1
e dy = Γ = π
2
−∞

after setting y = x − 2t.

2
Expanding e2t as a power series,
∞
√ 2t2
√ X (2t2 )n
πe = π
n=0
n!
∞ 2n
√ X t n
= π 2
n=0
n!
∞ Z∞ ∞ 2n
X t2n −x2 2
X t √
= 2
e Hn (x)dx = π · 2n
n=0
(n!) n=0
n!
−∞

The two series converge to the same value for all real values of t.

3
This means the corresponding coefficients should be equal.
Comparing the coefficients of t2n ,
Z∞
1 2 √ 2n
e−x Hn2 (x)dx = π·
(n!)2 n!
−∞

Z∞
2 √
e−x Hn2 (x)dx = π · 2n · n!
−∞

and we’re done.

The Orthogonality Condition

If m 6= n,
Z∞
2
e−x Hm (x)Hn (x) = 0
−∞

Starting off with the Hermite differential equation,

00 0
Hn (x) − 2xHn (x) + 2nHn (x) = 0 (1)

2
Multiplying throughout by e−x ,
 2 00 2 0
 2
e−x Hn (x) − 2xe−x Hn (x) + 2ne−x Hn (x) = 0 (2)
d  −x2 0  2
e Hn (x) = −2ne−x Hn (x) (3)
dx

For m 6= n, we write a similar equation,

d  −x2 0  2
e Hm (x) = −2me−x Hm (x) (4)
dx

4
 Hm (x) · (3) − Hn (x) · (4) gives,
d  −x2 0  d  −x2 0  2
Hm (x) e Hn (x) − Hn (x) e Hm (x) = 2(m − n)e−x Hm (x)Hn (x)
dx dx

Take a look at one of the terms on the left hand side.

d  −x2 0  d  −x2 0
 2 0 0
Hm (x) e Hn (x) = Hm (x)e Hn (x) − e−x Hm (x)Hn (x)
dx dx
This is the product rule for differentiation, in disguise. Similarly,
d  −x2 0  d  2 0
 2 0 0
Hn (x) e Hm (x) = Hn (x)e−x Hm (x) − e−x Hm (x)Hn (x)
dx dx

Substituting above,
d  −x2  0 0
 2
e Hm (x)Hn (x) − Hn (x)Hm (x) = 2(m − n)e−x Hm (x)Hn (x)
dx

Integrating with limits,

Z∞ Z∞
d  −x2  0 0
 2
e Hm (x)Hn (x) − Hn (x)Hm (x) dx = 2(m − n) e−x Hm (x)Hn (x)dx
dx
−∞ −∞

h  i∞ Z∞
2 0 0 2
e−x Hm (x)Hn (x) − Hn (x)Hm (x) = 2(m − n) e−x Hm (x)Hn (x)dx
−∞
−∞

2 2
lim e−x = lim e−x = 0
x→∞ x→−∞

It follows that
Z∞
2
2(m − n) e−x Hm (x)Hn (x)dx = 0
−∞

As m 6= n,
Z∞
2
e−x Hm (x)Hn (x)dx = 0
−∞

5
The Generating Function
The proof above started with the generating function of the Hermite
polynomials.
We do not derive this function here. Instead, we try to verify that the
coefficients Hn of the generating function satisfy the Hermite differential
equation. This will provide some insight into how this generating function
came along.
∞
2tx−t2
X tn
e = Hn (x)
n=0
n!

Differentiating once with respect to x,

∞
2tx−t2
X tn
e · 2t = Hn0 (x) (5)
n=0
n!
∞ n
2
X t
e2tx−t · 4tx = · 2xHn0 (x) (6)
n=0
n!

Differentiating (5) again with respect to x,

∞
2tx−t2
X tn
e 2
· 4t = Hn00 (x) (7)
n=0
n!

Now, differentiating with respect to t,

∞
2tx−t2
X ntn−1
e · (2x − 2t) = Hn (x)
n=0
n!
∞ n
2
X t
e2tx−t · (4tx − 4t2 ) = · 2nHn (x) (8)
n=0
n!
(7) − (6) + (8) gives,
∞
X tn 00 0
0= (Hn (x) − 2xHn (x) + 2nHn (x))
n=0
n!
This equation is true for all real values of t.
Thus, each coefficient in the power series must be 0.
We recover the Hermite differential equation,
00 0
Hn (x) − 2xHn (x) + 2nHn (x) = 0

6
The Quantum Harmonic Oscillator
The Hermite polynomials play a important role in the Schrodinger’s Equation
for the quantum harmonic oscillator.
In the one-dimensional case, the equation states,
h̄2 d2 ψ 1 2
− + kx ψ = Eψ
2µ dx2 2
h̄, µ, k, and E are constants, while ψ is a function of position x.

h̄2 d2 ψ 2E
− 2
+ x2 ψ = ψ
µk dx k
d2 ψ
 
µk 2E 2
=− 2 −x ψ
dx2 h̄ k

We transform variables, by the substitution

x
y=
α
 14
h̄2

α=
µk

Notice that y is dimensionless. The equation now reads,

r 
d2 ψ

2 2E µ
= y − ψ
dy 2 h̄ k
−y 2
Noting that ψ0 (y) = e 2 is the solution of

d2 ψ0
= y 2 − 1 ψ0


dy 2

−y 2
we are tempted to try ψ(y) = e 2 f (y).

7
 r
2E µ
Let = C.
h̄ k
Our equation is transformed, after performing the differentiations, to:

−y 2 −y 2
e 2 · (f 00 (y) − 2yf 0 (y) − f (y)) = −Ce 2 f (y)
−y 2
e 2 · (f 00 (y) − 2yf 0 (y) + (C − 1)f (y)) = 0

The exponential term is always positive. Hence,

fn00 (y) − 2yfn0 (y) + 2nfn (y) = 0

where the integer n satsfies

2n = C − 1

Substituting the value of C,

  s
1 k
E= n+ h̄
2 µ

We see that fn (y) satsfies the Hermite differential equation, as n is an integer.

fn (y) = Hn (y)
−y 2
ψn (y) = e 2 Hn (y)
−y 2
ψn (x) = Nn e 2 Hn (y)

Note that the wavefunction in terms of position x has been normalized by

multiplying by a constant Nn .

8
We require
Z∞
|ψn (x)|2 dx = 1
−∞

by the Born interpretation of the wavefunction.

We expand the integrand.

Z∞ Z∞
2
2
|ψn (x)| dx = Nn2 ·α· e−y Hn2 (y)dy
−∞ −∞

Our integral shows up!

√
1 = Nn2 · α · π · 2n · n!

This gives us,

1
Nn = p √
α π · 2n · n!

So, the complete expression for our wavefunction is,

1 −y 2
ψn (x) = p √ · e 2 Hn (y)
α π · 2n · n!

We have derived the expression for the nth wavefunction.

In the process, we have shown that the energy E of the particle in a quantum
harmonic oscillator is quantized.