Questions tagged [hermite-polynomials]

For questions related to Hermite polynomials. Hermite polynomials are polynomials of the form $\operatorname{H}{n}\left( x \right) = \left( -1 \right)^{n} \cdot e^{x^{2}} \cdot \frac{\operatorname{d}^{n}}{\operatorname{d}x^{n}} e^{-x^{2}}$ or $\operatorname{He}{n}\left( x \right) = 2^{\frac{n}{2}} \cdot \operatorname{H}{n}\left( \sqrt{2} \cdot x \right)$ for $n \in \mathbb{N}{0}$.

Hermite polynomials are a class of orthogonal polynomials that are defined as follows: \begin{align*} \text{Probabilist's Hermite polynomials}&\text{: } \operatorname{He}_{n}\left( x \right) = \left( -1 \right)^{n} \cdot e^{\frac{x^{2}}{2}} \cdot \frac{\operatorname{d}^{n}}{\operatorname{d}x^{n}} e^{-\frac{x^{2}}{2}}\\ \text{Physicist's Hermite polynomials}&\text{: } \operatorname{H}_{n}\left( x \right) = \left( -1 \right)^{n} \cdot e^{x^{2}} \cdot \frac{\operatorname{d}^{n}}{\operatorname{d}x^{n}} e^{-x^{2}}\\ \end{align*}

These polynomials are orthogonal with respect to the weight function: \begin{align*} \int\limits_{-\infty}^{\infty} \operatorname{He}_{m}\left( x \right) \cdot \operatorname{He}_{n}\left( x \right) \cdot e^{-\frac{x^{2}}{2}}\, \operatorname{d}x &= \sqrt{2 \cdot \pi} \cdot n! \cdot \delta_{nm}\\ \int\limits_{-\infty}^{\infty} \operatorname{H}_{m}\left( x \right) \cdot \operatorname{H}_{n}\left( x \right) \cdot e^{-x^{2}}\, \operatorname{d}x &= \sqrt{\pi} \cdot 2^{n} \cdot n! \cdot \delta_{nm}\\ \end{align*}

Read more about hermite polynomials and their properties here.

279 questions
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Hermite polynomials recurrence relation

Hermite polynomials $H_n (x)$ can be obtained using the recurrence relation $$H_{n+1} (x)=2xH_n (x)-2nH_{n-1} (x).$$ To prove this, I started by calculating the first derivative of the Hermite's Rodrigues formula $H_n (x)=(-1)^n e^{x^2} …
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When can $m+1$ consecutive binomial coefficients be interpolated by a polynomial of degree $m-1$?

If you stare at a sufficiently large picture of Pascal's triangle the following entries in row $14$ might stand out to you: $${14 \choose 4} = 1001, {14 \choose 5} = 2002, {14 \choose 6} = 3003.$$ We can ask more generally when three consecutive…
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When can the Weierstrass transform be represented as $e^{D^2}$?

The Weierstrass transform $W$ of $f:\mathbb{R}\to\mathbb{R}$ can be defined as the convolution of $f$ with a Gaussian: $$W[f](x) = \frac1{\sqrt{4\pi} } \int_{\mathbb{R}} dy\, f(x-y) e^{-y^2/4}.$$ It's not hard to show that the operator $W$ can also…
11
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3 answers

Solving $\left(x-c_1\frac{d}{dx}\right)^nf(x)=0$ for $f(x)$

I'm given that $$\left(x-c_1\frac{d}{dx}\right)^nf(x) = 0$$ I have to solve for $f(x)$ in terms of $n$. For $n=0$: $$f(x)=0 \tag{0}$$ For $n= 1$: $$\begin{align} xf(x) - c_1f'(x) &= 0 \\ \quad\implies\quad f(x) &=…
11
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Use of a substitution to prove that $e^{2xt-t^2}$ is the exponential generating function of the Hermite polynomials

The generating function encodes all the Hermite polynomials in one formula. It is a function of $x$ and a dummy variable $t$ of the the form: $e^{2xt-t^2}=\sum^\infty_{n=0}\frac{H_n(x)}{n!}t^n. $ We begin by…
10
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Tight bounds for $L_1$ norm of Hermite polynomial: $\int_{-\infty}^\infty |\operatorname{He}_n(x)| \frac{1}{\sqrt{2 \pi}} \exp(-\frac{x^2}{2} ) dx$

Is there a closed-form expression (or tight upper bound) for the integral $$C^{(1)}_n =\int_{-\infty}^\infty |\operatorname{He}_n(x)| \frac{1}{\sqrt{2 \pi}} \exp\left(-\frac{x^2}{2} \right) \mathrm dx$$ Here $\operatorname{He}_n$ is a Hermite…
9
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1 answer

Fourier transform of Hermite polynomial times a Gaussian

What is the Fourier transform of an (n-th order Hermite polynomial multiplied by a Gaussian)?
8
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3 answers

Evaluating $\int_0^\infty (t+a)^k e^{-t}\exp\left(-\frac{(t-\mu)^2}{2\sigma^2}\right)\,\mathrm dt$, $k\in\Bbb N_0$

Let $$ I_k=\int_0^\infty (t+a)^k e^{-t}\exp\left(-\frac{(t-\mu)^2}{2\sigma^2}\right)\,\mathrm dt, $$ with $k\in\Bbb N_0$ and $a>0$. Since $k$ is an integer we can expand the binomial to…
8
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Deriving Rodrigues Formula and Generating function of Hermite Polynomial from $H_n(x)= e^{x^2/2}(x-\frac{d}{dx})^ne^{-x^2/2}$

There are a variety of ways of first defining the Hermite Polynomials in a certain way and then to derive alternative representations of them. For example in Mary Boas' Mathemmatical methods (p. 607, 3rd edition) she starts with the differential…
8
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Computing the Fourier transform of $H_k(x)e^{-x^2/2}$, where $H_k$ is the Hermite polynomial.

[Notations] The definition of Fourier transform of a $L^1$ function $f$ is given by the formula $\int f(x)e^{-ix\cdot\xi}dx$, with no normalizing factors; similarly for the Fourier-Plancherel transform on $L^2$. The Hermite polynomial of order $k$…
7
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2 answers

Fourier Transform of Hermite polynomial $H_n(x)e^{-\frac{x^2}{2}}$

I'm trying to solve the 2D paraxial equation $2i\partial_zu=-\partial_x^2u$, for the initial condition $u(x,z=0)=H_n(x)e^{-x^2/2}$, with $x$ and $z$ both real and $n\geq0$. For $n=0$, I used the Fourier transform—defined as …
7
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4 answers

Generation of Hermite polynomials with Gram-Schmidt procedure

I want to use the Gram-Schmidt procedure to generate the first three Hermite polynomials. Given the set of linearly independent vectors $\{1,x,x^2,...\}$ in the Hilbert space $L^2(R,e^{-x^2}dx)$, I apply the orthogonalisation procedure as…
7
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1 answer

Orthogonality and norm of Hermite polynomials

I wish to prove that the Hermite polynomials defined as $$H_n(x) := (-1)^n e^{x^2} D^n(e^{-x^2})$$ are orthogonal wrt the inner product $$\langle f,g\rangle = \int_{\mathbb{R}} e^{-x^2} {f(x)}\overline{g(x)} dx $$ and that…
7
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1 answer

Hermite polynomials approximate of a function and its derivatives

Given a differentiable function $f\in \mathcal C^{(n)}(\mathbb R) \cap L^2(\mathbb R,e^{-x^2/2}dx)$ and its Hermite polynomial expansion $f_n=\sum_{i=0}^n a_i \psi_i$. Is it true that $\int_{-\infty}^\infty…
6
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1 answer

Hermite Differential Equation - Non-integer values of $\lambda$

The Hermite differential equation, given by : $$ \frac{d^2y}{dx^2} - 2x \frac{dy}{dx} + \lambda y = 0 $$ has solutions of the $$ y(x) = \mathcal{H_n(x)} $$ when $ \lambda \: \epsilon \:\mathcal{Z_+} $ Are there solutions to this equation for a more…
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