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SPECIAL FUNCTIONS and POLYNOMIALS

Gerard t Hooft
Stefan Nobbenhuis
Institute for Theoretical Physics
Utrecht University, Leuvenlaan 4
3584 CC Utrecht, the Netherlands
and
Spinoza Institute
Postbox 80.195
3508 TD Utrecht, the Netherlands

Many of the special functions and polynomials are constructed along standard
procedures In this short survey we list the most essential ones.

October 4, 2005
1

Legendre Polynomials P+(x) .

Differential Equation:
(1 x2) Pt ii(x) 2x Pt i(x) + +(+ + 1) Pt(x)

0,

or
d
d
(1 x2) Pt(x) + +(+ + 1) Pt(x)
dx
dx

0.

(1.1)

Generating function:
X

Pt(x)tt

= (1 2xt + t2) 2

for |t| < 1, |x| 1.

(1.2)

2
8t t 0 ,
2+ + 1

(1.3)

28(x xi) .

(1.4)

t=0

Orthonormality:
Z

1
-1

Pt(x) Pt 0 (x) dx =

Pt(x)Pt(xi)(2+ + 1) =

t=0

Expressions forPt(x) :
Pt(x) =
=
=

[t/2]
(1)v (2+
1 X
t2v
x
2t v=0 v!2v)!
(+ v)! (+ 2v)!
1 d t
(x2 1)t ,
+!Z2t dx

1
(x + x2 1 cos )t d .
0

(1.5)
(1.6)
(1.7)

Recurrence relations:
+ Pt1 (2+ + 1) x Pt + (+ + 1) Pt+1 = 0 ;
x2 1 i
Pt = x Pt1 +
P t1 ;
+
i
xP t + Pt = P i t1 ;
xP it + (+ + 1) Pt =
d
[Pt+1 Pt1] = (2+ + 1) Pt.
dx

P it+1 ;
(1.8)

Examples:
P0 = 1 ,

P1 = x ,

P2 =

1
(3x2
2

1) ,

P3 =

1
x(5x2
2

3) .

(1.9)

Associated Legendre Functions P m(x) L.

Differential equation:
1

(1 x2) Pm(x) ii 2x P m(x) i + L(L + 1)

m2
P m (x) 0 .
2
1x

(2.1)

Generating function:
X X

=0 m=0

Orthogonality:
Z 1
-1

1F
1

1 2y x + z 1 x2 + y2

P m (x) z m y
m!

P m (x) Pmi (x) dx

2 (L + m)!
8 i ,
2L + 1 (L
m)!

(L m)! m
(2L + 1)
P (x) P m(x ) i 28(x xi) ,
(L + m)!
=m
Expressions for P m (x)1:
P m (x)

1m
2

(1 x )

d
dx

1
2

( L, Li > m ) .

(2.2)

(2.3)

( |x| < 1 and |xi| < 1 ) .

(2.4)

P(x) .

(2.5)

!m

Z 1

(L + m)!
m/2
x + x 2 1 cos cos m d .

(1)
L!
0

Recurrence relations:
2mx
P m+1
P m + {L(L + 1) m(m 1)}P m-1 0
1 x2

1 x2 P m+1(x) (1 x2) P m(x) i + mx P m(x)


,

P m (x)

m
m
(2L + 1)x P m (L + m) P-1
+ (L + 1 m) P +1
,

(2.6)

(2.7)

(2.8)

m
x P m P -1
(L + 1 m) 1 x2 P m-1 ,
m
m
P-1
P +1

(2L + 1) Pm-1

1 x2 ,

(2.9)

and various others.


Examples:

P 11 1 x2 ,

P 21 3x 1 x2 ,

P 22 3(1 x2) ,
P 32 15 x(1 x2) .

(2.10)

Note that some authors define P m(x)


with a factor (1)m , giving P m(x) = (1)m(1

m
P(x). Obviously this minus sign propagates to the generating function, the recurrence
x2 )2 m d dx
relations and the explicit examples, when m is odd.
1

Bessel Jn(x) and Hankel Hn(x) functions.

Differential equation (for both Jm and Hm ):


2
n )2 Jm(x)
x2 Jiim (x) + x Jmi(x) + (x

0.

(3.1)

Generating function (if n integer):

X
m=

Jm
.

Orthogonality:
Z

s m

(1)m Jm

Jm(x)

e2

Jm() Jm() d

(s

2
)
s

(3.2)

1
8(|| ||) .

(3.3)

a2
{Jm+1(a)} 82 .
2

Jm() Jm() d

(3.4)

if in the 2md relation , are roots of the equation Jm() 0.


Expressions for Jm(x) (for n integer):
Jm(x)

X
k=0

Jm(x)

(1)k I x m+2k
k! (k + n)! 2

I
1 Ix m
2i 2

tm1dt etx

cos (n x sin ) d .

2 /4t

(3.5)
(3.6)

Recurrence relations (for both Jm and Hm ):


d m
{x Jm(x)}
dx

J im(x)

x m Jm1(x) ;
2n
Jm(x) ;
x
n
J (x) Jm+1(x) 21(Jm1(x) Jm+1(x)) (.3.7)

x m

Jm1(x) + Jm+1(x)
n
Jm1(x) Jm(x)
x

Relations between Hankel and Bessel functions:


i
sin n
i
(x)
sin n

H(1)
m (x)
H(2)
m
so that
Jm(x)

1
2

Jm(x)

1
2

I
I

I
I

emunJ m(x) J m(x) ;


emunJm(x) Jm(x) ,

(3.8)

H(1)m(x) + H(2)(x)
;
m
emunHm(1) (x) + e munHm(2) (x) .

(3.9)

Spherical Bessel Functions jL(x).

Differential equation:
1

(xj)ii + x

L(L + 1)\
j 0 .
x

(4.1)

Generating Function:
11
\
j(x) t
j0 x2 2xt .
L
!

X
=0

(4.2)

Orthogonality:
Z

x2j(x) j(x) dx

j(x) ji (x) dx

8( ) .
2

8i .
2L + 1

(4.3)

(4.4)

Expressions for j :
r

j(x)

j(x)

x
2+1 L!

J 1 (x) (1) x
2x + 2

d
xdx

sin x
,
x

(4.5)

eixs (1 s2 ) ds

1x\2
1x\4
1
1
2L
. . . . (4.6)
+
x 1
3
3
5
(2L! + 1)!
1! (L + 2 ) 2
2!(L + 2 )(L + 2) 2

Recurrence relations:
L
2L + 1
j+1 j ji
j j1.
x
x

(4.7)

Examples:
j0(x)
j1(x)
j2(x)

sin x
;
x
sin x cos x

;
x2
x
3 sin x 3 cos x sin x
2

.
x3
x
x

(4.8)

Hermite Polynomials Hn(x).

Differential equation:
Hiim(x) 2x Hmi (x) + 2n Hm(x) 0 ,
or
\
1 2
d2 ,
12 x2
H
(x)
e
+ (2n x 2 + 1) Hm(x) e 2 x 0 .
m
2
dx
Generating function:
X

Hm(x) sm/n! es

(5.1)

2
+2sx

(5.2)

m=0

Orthogonality:

Z
X

1
2
Hm(x) Hm(x) ex dx 2mn! 8mm

1
Hm(x) Hm(y)/(2mn!) 8(x y) ex .

(5.3)

(5.4)

m=0

More general:
X

Hm(x) Hm(y) sm/(2mn!) 1

m=0

, s2(x2 + y2) + 2sxy \


1
.
exp
1 s2
1 s2

(5.5)

Expressions for Hm :
Hm(x) (1)m Hm(x);
,
\
2 d m
2
Hm(x) (1)m ex
ex ;
dx
Hm(x)

m/2
X

(1)m/2n! (1)k
k=0

Hm(x)

( 1)

(2x)2k+1

X2

n! (1)k
k=0

(5.7)

(2x)2k
,
(2k)! (12n k)!

n1

n1
2

(5.6)

(2k + 1)!

m1
2

if n even,
\

k!

if n odd.

(5.8)

Recurrence relations:
2mn!
dmHm(x)

Hm1(x) ,
dxm
(n m)!
x Hm(x) 12 Hm+1(x) + n Hm 1(x) ,
d
Hm1(x) .
Hm(x) 2x
dx

(5.9)
(5.10)
(5.11)

Examples:
H0(x) 1 ,

H1(x) 2x ,

H2(x) 4x2 2 .

(5.12)

Laguerre Polynomials Ln(x).

Differential equation:
x Liin(x) + (1 x) Lni(x) + n Ln(x) 0 .

(6.1)

Generating function:2
X

Ln(x) Zn

n=0

1
xz
elz
.
1
Z

(6.2)

Orthogonality:
Z
0

Ln(x) Lm(x) ex dx 8nm .

(6.3)

Expressions for Ln :
ex , d \n
(x n ex )
n! dx
\
n2(n 1)2 n2
(1)n , n
n2

x xnl +
x
. . . + (1)nn! .
n!
1!
2!

Ln(x)

(6.4)

Recurrence relation:
(1 + 2n x) Ln n Lnl (n + 1)Ln+l 0 ;
x Lin (x) n Ln(x) n Lnl(x) .

(6.5)

Examples:
L0(x)
Ll(x)
L2(x)

1;
1x
;
1 2

(x 4x + 2).
2!

(6.6)

Its important to note that sometimes different definitions are used for the Laguerre and Associated
xz
P
1
n
e 1z . In
Laguerre polynomials, where the Generating Function has the form:
n=0 Ln(x) z /n! =
1z
this case the Expressions given for Ln should be multiplied by n!.

Associated Laguerre Polynomials Lk(x) .

Differential equation:
ii

x Lkm + (k + 1 x) Lkm + n Lkm 0 .

(7.1)

Generating function:
X

Lk m(x) z m

m=0

1
xz
1z .
e
(1 z)k+1

, xz + u \
Lkm(x) z mu k
1

exp
.
k!
1z
1z

k=0 m=k

(7.2)

(7.3)

Orthogonality:
Z

Lkm(x) Lmk (x) x ke

dx

(n + k)!
8mm .
n!

(7.4)

Expressions for Lkm:


Lkm(x) (1)k

Lkm(x)

d \k
Lm+k(x) .
dx

ex xk , d \ m m+k x
(x
e ).
n!
dx

(7.5)

(7.6)

Recurrence relation:
Lkm1 (x) + Lmk1 (x) Lmk (x) ;
x Lkm (x) n Lkm(x) (n + k)Lk m1 (x) .
i

Examples:
Lk0(x)
Lk1(x)
Lk2(x)
Lk3(x)

1;
x + k + 1 ;
1
1
F x 2 2(k + 2)x + (k + 1)(k + 2)
;
2
1
1F 3

x + 3(k + 3)x 2 3(k + 2)(k + 3)x + (k + 1)(k + 2)(k + 3) . (7.8)


6

(7.7)

Tschebyscheff3

Polynomials Tn(x).

Differential equation:
(1 x2)

d2
d
Tm(x) x Tm(x) + n2 Tm(x) O .
2
dx
dx

(8.1)

Generating function:
X

1 xy
.
1 2xy + y2

Tm(x) ym

m=0

(8.2)

Symmetry relation:
Tm(x) Tm(x).

(8.3)

Orthogonality:
Z

Tm(x)Tm(x)
1
dx
1
1 x2
1

8mm m, n O

mnO
1
2

(8.4)

Expression for Tm :
Tm(x) cos(n cos1 x)
Tm(x)

Fn
1
2

o mn
1
x + i 1 x2 + x

(8.5)
o m1
1
i 1 x2 .

(8.6)

Recurrence relation:
Tm+1 2x Tm(x) + Tm1 O

(8.7)

(1 x2)Tmi (x) nx Tm(x) + n Tm


1(x).

(8.8)

Examples:
T0(x)
T1(x)
T2(x)
T3(x)

1;
x;
2x2 1 ;
4x3 3x.

Transliterations Chebyshev and Tchebicheff also occur.

(8.9)

Remark.

All of the functions discussed here are special cases of hypergeometric functions
mFm(al, a2, . . . am; bl, b2, . . . bm; z) defined by:
mFm(al, a2, . . . am; bl, b2, . . . bm; z)

r=p

(al)r(a2)r . . . (am)rzr
,
(bl)r(b2)r . . . (bm)rr!

(9.1)

where
(a + r)
;
(a)

(a)r

r a positive integer.

(9.2)

Differential equations:
m n 1:
,

d \2
d
lFl + (b z)
lFl a lFl O .
dz
dz

(9.3)

m 2, n 1:
,

z(1 z)

,
\
d\ 2
F2 +l c (a + b + 1)z
dz

d
2F l ab 2 F l O .
dz

(9.4)

We have:
P(x)

P m (x)

2Fl

L, L + 1;
1;

1x
;
2

2 m/2

(L + m)! (1 x )
(L m)! 2mm!

(9.5)
2Fl

m L, m + L + 1; m + 1;

1x
;
2
(9.6)

ix

Jm(x)

e
x
n! 2

lFl(n

+ ; 122n + 1; 2ix) ;
(9.7)

H2m(x)

H2m+l(x)
Lm(x)

(2n)!
2
1
(1)m
l Fl (n; 2 ; x ) ;
n!
2(2n + 1)!
xlFl(n; 3 ;2 x2) ;
(1)m
n!
lFl(n;

(9.8)

(9.9)

1; x) ;
(9.1O)

Lkm(x)

(n + k + 1)
lFl(n; k + 1; x) ;
n!(k + 1)
(9.11)

Tm(x)

2Fl

1x
n, n; 21 ;
.
2

(9.12)

References
[1] H. Margenau and G.M. Murphy, The Mathematics of Physics and Chemistry, D. van
Nostrand Comp. Inc., 1943, 1956.
[2] I.S. Gradshteyn and I.W. Ryzhik, Tables of Integrals, Series and Products, Acad.
Press, New York, San Francisco, London, 1965.
[3] W.W. Bell, Special Functions for Scientists and Engineers, D. van Nostrand Comp.
Ltd., 1968.

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