Paper 3, Section II, B

Numerical Analysis
Part IB, 2021

The functions p0,p1,p2,p_{0}, p_{1}, p_{2}, \ldots are generated by the formula

pn(x)=(1)nx1/2exdndxn(xn+1/2ex),0x<p_{n}(x)=(-1)^{n} x^{-1 / 2} e^{x} \frac{d^{n}}{d x^{n}}\left(x^{n+1 / 2} e^{-x}\right), \quad 0 \leqslant x<\infty

(a) Show that pn(x)p_{n}(x) is a monic polynomial of degree nn. Write down the explicit forms of p0(x),p1(x),p2(x)p_{0}(x), p_{1}(x), p_{2}(x).

(b) Demonstrate the orthogonality of these polynomials with respect to the scalar product

f,g=0x1/2exf(x)g(x)dx\langle f, g\rangle=\int_{0}^{\infty} x^{1 / 2} e^{-x} f(x) g(x) d x

i.e. that pn,pm=0\left\langle p_{n}, p_{m}\right\rangle=0 for mnm \neq n, and show that

pn,pn=n!Γ(n+32)\left\langle p_{n}, p_{n}\right\rangle=n ! \Gamma\left(n+\frac{3}{2}\right)

where Γ(y)=0xy1exdx\Gamma(y)=\int_{0}^{\infty} x^{y-1} e^{-x} d x.

(c) Assuming that a three-term recurrence relation in the form

pn+1(x)=(xαn)pn(x)βnpn1(x),n=1,2,p_{n+1}(x)=\left(x-\alpha_{n}\right) p_{n}(x)-\beta_{n} p_{n-1}(x), \quad n=1,2, \ldots

holds, find the explicit expressions for αn\alpha_{n} and βn\beta_{n} as functions of nn.

[Hint: you may use the fact that Γ(y+1)=yΓ(y).]\Gamma(y+1)=y \Gamma(y) .]