Hermite polynomial

Template:TOC-right In mathematics and physics, Hermite polynomials form a well-known class of orthogonal polynomials. In quantum mechanics they appear as eigenfunctions of the harmonic oscillator and in numerical analysis they play a role in Gauss-Hermite quadrature. The functions are named after the French mathematician Charles Hermite (1822–1901).

• See Catalogs for a table of Hermite polynomials through n = 12.

Orthonormality

The Hermite polynomials H_n(x) are orthogonal in the sense of the following inner product:

$\left(H_{n'},H_{n}\right)\equiv \int _{-\infty }^{\infty }H_{n'}(x)H_{n}(x)\;e^{-x^{2}}\,\mathrm {d} x=\delta _{n'n}\,h_{n}.$

That is, the polynomials are defined on the full real axis and have weight w(x) = exp(−x²). Their orthogonality is expressed by the appearance of the Kronecker delta δ_n'n. The normalization constant is given by

$N_{n}\equiv {\sqrt {\frac {1}{h_{n}}}}=\left({\frac {1}{\pi }}\right)^{1/4}\,{\frac {1}{\sqrt {2^{n}\,n!}}}.$

Normalization is to unity

$N_{n}^{2}\;\int _{-\infty }^{\infty }H_{n}(x)H_{n}(x)\;e^{-x^{2}}\,\mathrm {d} x=1.$

The polynomials N_nH_n(x) are orthonormal, which means that they are orthogonal and normalized to unity.

Explicit expression

$H_{n}(x)=n!\,\sum _{m=0}^{\lfloor N/2\rfloor }\;(-1)^{m}{\frac {1}{m!(n-2m)!}}\,(2x)^{n-2m}$

here $\scriptstyle \lfloor N/2\rfloor =N/2$ if N even and $\scriptstyle \lfloor N/2\rfloor =(N-1)/2$ if N odd.

Recursion relation

Orthogonal polynomials can be constructed recursively by means of a Gram-Schmidt orthogonalization pocedure. This procedure yields the following relation

$H_{n+1}(x)=2xH_{n}(x)-2nH_{n-1}(x)\;\quad {\hbox{with}}\quad H_{0}(x)=1.$

The first few follow immediately from this relation,

$H_{1}=2x,\quad H_{2}=4x^{2}-2,\quad H_{3}=8x^{3}-12x,\quad \ldots$

Differential equation

The polynomials satisfy the Hermite differential equation for the special case that the coefficient of H_n(x) is equal to the even integer 2n,

${\frac {d^{2}H_{n}}{dx^{2}}}-2x\,{\frac {dH_{n}}{dx}}+2nH_{n}=0.$

References

Abromowitz and Stegun Chapter 22