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26 Polynomial Approximation of Differential Equations<br />

(2.2.13) (Laguerre)<br />

(2.2.14) (Herm<strong>it</strong>e)<br />

+∞<br />

0<br />

<br />

L (α)<br />

2 n (x) x α e −x dx =<br />

+∞<br />

−∞<br />

H 2 n(x) e −x2<br />

Proof - Taking u = v = un in (2.2.2), if b ≡ 0 we have<br />

(2.2.15) un 2 w = λ −1<br />

n u ′ n 2 a.<br />

Γ(n + α + 1)<br />

,<br />

n!<br />

dx = 2 n n! √ π.<br />

Let us consider first the Jacobi case. We get λn = n(n + α + β + 1) by theorem<br />

1.3.1. Moreover, recalling (1.3.6) and subst<strong>it</strong>uting in (2.2.15), by <strong>it</strong>erating n times this<br />

procedure one obtains<br />

(2.2.16)<br />

= (n + α + β + 1) · · · (n + α + β + n)<br />

= n + α + β + 1<br />

1<br />

−1<br />

<br />

4n<br />

P (α,β)<br />

n<br />

1<br />

−1<br />

2 (x)<br />

<br />

(1 − x) α (1 + x) β dx<br />

P (α+1,β+1)<br />

n−1<br />

4 n n!<br />

=<br />

1<br />

−1<br />

2 (x)<br />

Γ(2n + α + β + 1)<br />

2 2n n! Γ(n + α + β + 1)<br />

<br />

(1 − x) α+1 (1 + x) β+1 dx = · · · =<br />

P (α+n,β+n)<br />

0<br />

2 (x) (1 − x) α+n (1 + x) β+n dx<br />

1<br />

(1 − x)<br />

−1<br />

α+n (1 + x) β+n dx.<br />

We arrive at (2.2.10) by using (1.2.3) w<strong>it</strong>h y = α + n + 1 and x = β + n + 1. Then,<br />

setting α = β = 0 we have (2.2.11). By choosing α = β = −1/2 and considering<br />

(1.5.1) we have (2.2.12) (otherwise recall (1.5.6) and take x = cos θ). To prove (2.2.13)<br />

and (2.2.14) we argue exactly as we did for the Jacobi case. This time we use the<br />

relations (1.6.6) and (1.7.8) respectively.

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