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)nx−1/2exdndxn(xn+1/2e−x),0⩽x<∞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⟩=∫0∞x1/2e−xf(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 m≠nm \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)=∫0∞xy−1e−xdx\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)=(x−αn)pn(x)−βnpn−1(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) .]

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