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Viewing Version 2 of 'Hermite equation'
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Title of object: Hermite equation
Canonical Name: HermiteEquation
Type: Definition

Created on: 2005-05-15 11:28:31
Modified on: 2005-05-15 17:34:51

Creator: pahio
Modifier: pahio
Author: pahio

Classification: msc:34M05
Defines: Hermite polynomials
Synonyms: Hermite equation=Hermite differential equation

Preamble:

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Content:

The linear differential equation
$$\frac{d^2f}{dz^2}-2z\frac{df}{dz}+2nf = 0,$$
in which $n$ is a real parameter, is called the {\em Hermite equation}. \,The general solution of it is \,$f = Af_1+Bf_2$\, where $f_1$ and $f_2$ have the power series \PMlinkescapetext{presentations}
$$f_1(z) := z+\frac{2(1-n)}{3!}z^3+\frac{2^2(1-n)(3-n)}{5!}z^5+
\frac{2^3(1-n)(3-n)(5-n)}{7!}z^7+...,$$
$$f_2(z) := 1+\frac{2(-n)}{2!}z^2+\frac{2^2(-n)(2-n)}{4!}z^4+
\frac{2^3(-n)(2-n)(4-n)}{6!}z^6+...$$
converging in the whole complex plane.

If the parameter $n$ is a non-negative integer, then one of $f_1$ and $f_2$ is simply a polynomial function. \,The polynomial solutions of the Hermite equation are usually normed so that the highest degree \PMlinkescapetext{term} is $(2z)^n$ and called the {\em Hermite polynomials}.