18 Orthogonal PolynomialsClassical Orthogonal Polynomials

§18.8 Differential Equations

See Table 18.8.1 and also §22.6 of Abramowitz and Stegun (1964).

Table 18.8.1: Classical OP’s: differential equations A⁡(x)⁢f′′⁡(x)+B⁡(x)⁢f′⁡(x)+C⁡(x)⁢f⁡(x)+λn⁢f⁡(x)=0.
# f⁡(x) A⁡(x) B⁡(x) C⁡(x) λn
1 Pn(α,β)⁡(x) 1−x2 β−α−(α+β+2)⁢x 0 n⁢(n+α+β+1)
2 (sin⁡12⁢x)α+12⁢(cos⁡12⁢x)β+12×Pn(α,β)⁡(cos⁡x) 1 0 14−α24⁢sin2⁡12⁢x+14−β24⁢cos2⁡12⁢x (n+12⁢(α+β+1))2
3 (sin⁡x)α+12⁢Pn(α,α)⁡(cos⁡x) 1 0 (14−α2)/sin2⁡x (n+α+12)2
4 Cn(λ)⁡(x) 1−x2 −(2⁢λ+1)⁢x 0 n⁢(n+2⁢λ)
5 Tn⁡(x) 1−x2 −x 0 n2
6 Un⁡(x) 1−x2 −3⁢x 0 n⁢(n+2)
7 Pn⁡(x) 1−x2 −2⁢x 0 n⁢(n+1)
8 Ln(α)⁡(x) x α+1−x 0 n
9 e−12⁢x2⁢xα+12⁢Ln(α)⁡(x2) 1 0 −x2+(14−α2)⁢x−2 4⁢n+2⁢α+2
10 e−12⁢x⁢x12⁢α⁢Ln(α)⁡(x) x 1 −14⁢x−14⁢α2⁢x−1 n+12⁢(α+1)
11 e−n−1⁢x⁢xℓ+1⁢Ln−ℓ−1(2⁢ℓ+1)⁡(2⁢n−1⁢x) 1 0 2x−ℓ⁢(ℓ+1)x2 −1n2
12 Hn⁡(x) 1 −2⁢x 0 2⁢n
13 e−12⁢x2⁢Hn⁡(x) 1 0 −x2 2⁢n+1
14 𝐻𝑒n⁡(x) 1 −x 0 n

Item 11 of Table 18.8.1 yields (18.39.36) for Z=1.