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Viewing Version 8 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: 2005-05-17 09:03:13

Creator: pahio
Modifier: pahio
Author: pahio

Classification: msc:34M05
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 \PMlinkescapetext{constant}, is called the {\em Hermite equation}. \,Its general solution is \,$f := Af_1+Bf_2$\, with $A$ and $B$ arbitrary \PMlinkescapetext{constants} and the functions $f_1$ and $f_2$ presented as\\

\quad $f_1(z) := z+\frac{2(1-n)}{3!}z^3+\frac{2^2(1-n)(3-n)}{5!}z^5+
\frac{2^3(1-n)(3-n)(5-n)}{7!}z^7+...,$\\

\quad $f_2(z) := 1+\frac{2(-n)}{2!}z^2+\frac{2^2(-n)(2-n)}{4!}z^4+
\frac{2^3(-n)(2-n)(4-n)}{6!}z^6+...$\\

It's easy to check that these power series satisfy the differential equation. \,The coefficients $b_\nu$ in both series obey the recurrence \PMlinkescapetext{formula}
$$b_\nu = \frac{2(\nu-2-n)}{\nu-1}b_{\nu-2}.$$
Thus we have the \PMlinkname{radii of convergence}{RadiusOfConvergence}
$$R = \lim_{\nu\to\infty}|\frac{b_{\nu-2}}{b_\nu}| =
\lim_{\nu\to\infty}\frac{\nu}{2}\cdot\frac{1-1/\nu}{1-(n+2)/\nu} = \infty.$$
Therefore the series converge in the whole complex plane and define entire functions.

If the constant $n$ 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 \PMlinkname{degree}{PolynomialRing} \PMlinkescapetext{term} is $(2z)^n$ and called the {\em Hermite polynomials}.