Laguerre polynomials

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Complex color plot of Template:Math
Complex color plot of Template:Math

In mathematics, the Laguerre polynomials, named after Edmond Laguerre (1834–1886), are nontrivial solutions of Laguerre's differential equation: xy+(1x)y+ny=0, y=y(x) which is a second-order linear differential equation. This equation has nonsingular solutions only if Template:Mvar is a non-negative integer.

Sometimes the name Laguerre polynomials is used for solutions of xy+(α+1x)y+ny=0. where Template:Mvar is still a non-negative integer. Then they are also named generalized Laguerre polynomials, as will be done here (alternatively associated Laguerre polynomials or, rarely, Sonine polynomials, after their inventor[1] Nikolay Yakovlevich Sonin).

More generally, a Laguerre function is a solution when Template:Mvar is not necessarily a non-negative integer.

The Laguerre polynomials are also used for Gauss–Laguerre quadrature to numerically compute integrals of the form 0f(x)exdx.

These polynomials, usually denoted Template:MathTemplate:Math, ..., are a polynomial sequence which may be defined by the Rodrigues formula,

Ln(x)=exn!dndxn(exxn)=1n!(ddx1)nxn, reducing to the closed form of a following section.

They are orthogonal polynomials with respect to an inner product f,g=0f(x)g(x)exdx.

The rook polynomials in combinatorics are more or less the same as Laguerre polynomials, up to elementary changes of variables. Further see the Tricomi–Carlitz polynomials.

The Laguerre polynomials arise in quantum mechanics, in the radial part of the solution of the Schrödinger equation for a one-electron atom. They also describe the static Wigner functions of oscillator systems in quantum mechanics in phase space. They further enter in the quantum mechanics of the Morse potential and of the 3D isotropic harmonic oscillator.

Physicists sometimes use a definition for the Laguerre polynomials that is larger by a factor of n! than the definition used here. (Likewise, some physicists may use somewhat different definitions of the so-called associated Laguerre polynomials.)

Recursive definition, closed form, and generating function

One can also define the Laguerre polynomials recursively, defining the first two polynomials as L0(x)=1 L1(x)=1x and then using the following recurrence relation for any Template:Math: Lk+1(x)=(2k+1x)Lk(x)kLk1(x)k+1. Furthermore, xL'n(x)=nLn(x)nLn1(x).

In solution of some boundary value problems, the characteristic values can be useful: Lk(0)=1,Lk(0)=k.

The closed form is Ln(x)=k=0n(nk)(1)kk!xk.

The generating function for them likewise follows, n=0tnLn(x)=11tetx/(1t).The operator form is Ln(x)=1n!exdndxn(xnex)

Polynomials of negative index can be expressed using the ones with positive index: Ln(x)=exLn1(x).

A table of the Laguerre polynomials
n Ln(x)
0 1
1 x+1
2 12(x24x+2)
3 16(x3+9x218x+6)
4 124(x416x3+72x296x+24)
5 1120(x5+25x4200x3+600x2600x+120)
6 1720(x636x5+450x42400x3+5400x24320x+720)
7 15040(x7+49x6882x5+7350x429400x3+52920x235280x+5040)
8 140320(x864x7+1568x618816x5+117600x4376320x3+564480x2322560x+40320)
9 1362880(x9+81x82592x7+42336x6381024x5+1905120x45080320x3+6531840x23265920x+362880)
10 13628800(x10100x9+4050x886400x7+1058400x67620480x5+31752000x472576000x3+81648000x236288000x+3628800)
n 1n!((x)n+n2(x)n1++n(n!)(x)+n!)
File:Laguerre poly.svg
The first six Laguerre polynomials.

Generalized Laguerre polynomials

For arbitrary real α the polynomial solutions of the differential equation[2] xy+(α+1x)y+ny=0 are called generalized Laguerre polynomials, or associated Laguerre polynomials.

One can also define the generalized Laguerre polynomials recursively, defining the first two polynomials as L0(α)(x)=1 L1(α)(x)=1+αx

and then using the following recurrence relation for any Template:Math: Lk+1(α)(x)=(2k+1+αx)Lk(α)(x)(k+α)Lk1(α)(x)k+1.

The simple Laguerre polynomials are the special case Template:Math of the generalized Laguerre polynomials: Ln(0)(x)=Ln(x).

The Rodrigues formula for them is Ln(α)(x)=xαexn!dndxn(exxn+α)=xαn!(ddx1)nxn+α.

The generating function for them is n=0tnLn(α)(x)=1(1t)α+1etx/(1t).

File:Zugeordnete Laguerre-Polynome.svg
The first few generalized Laguerre polynomials, Template:Math

Properties

  • Laguerre functions are defined by confluent hypergeometric functions and Kummer's transformation as[3] Ln(α)(x):=(n+αn)M(n,α+1,x). where (n+αn) is a generalized binomial coefficient. When Template:Mvar is an integer the function reduces to a polynomial of degree Template:Mvar. It has the alternative expression[4] Ln(α)(x)=(1)nn!U(n,α+1,x) in terms of Kummer's function of the second kind.
  • The closed form for these generalized Laguerre polynomials of degree Template:Mvar is[5] Ln(α)(x)=i=0n(1)i(n+αni)xii! derived by applying Leibniz's theorem for differentiation of a product to Rodrigues' formula.
  • Laguerre polynomials have a differential operator representation, much like the closely related Hermite polynomials. Namely, let D=ddx and consider the differential operator M=xD2+(α+1)D. Then exp(tM)xn=(1)ntnn!Ln(α)(xt).Script error: No such module "Unsubst".
  • The first few generalized Laguerre polynomials are:
n Ln(α)(x)
0 1
1 x+α+1
2 12(x22(α+2)x+(α+1)(α+2))
3 16(x3+3(α+3)x23(α+2)(α+3)x+(α+1)(α+2)(α+3))
4 124(x44(α+4)x3+6(α+3)(α+4)x24(α+2)(α+4)x+(α+1)(α+4))
5 1120(x5+5(α+5)x410(α+4)(α+5)x3+10(α+3)(α+5)x25(α+2)(α+5)x+(α+1)(α+5))
6 1720(x66(α+6)x5+15(α+5)(α+6)x420(α+4)(α+6)x3+15(α+3)(α+6)x26(α+2)(α+6)x+(α+1)(α+6))
7 15040(x7+7(α+7)x621(α+6)(α+7)x5+35(α+5)(α+7)x435(α+4)(α+7)x3+21(α+3)(α+7)x27(α+2)(α+7)x+(α+1)(α+7))
8 140320(x88(α+8)x7+28(α+7)(α+8)x656(α+6)(α+8)x5+70(α+5)(α+8)x456(α+4)(α+8)x3+28(α+3)(α+8)x28(α+2)(α+8)x+(α+1)(α+8))
9 1362880(x9+9(α+9)x836(α+8)(α+9)x7+84(α+7)(α+9)x6126(α+6)(α+9)x5+126(α+5)(α+9)x484(α+4)(α+9)x3+36(α+3)(α+9)x29(α+2)(α+9)x+(α+1)(α+9))
10 13628800(x1010(α+10)x9+45(α+9)(α+10)x8120(α+8)(α+10)x7+210(α+7)(α+10)x6252(α+6)(α+10)x5+210(α+5)(α+10)x4120(α+4)(α+10)x3+45(α+3)(α+10)x210(α+2)(α+10)x+(α+1)(α+10))
  • The coefficient of the leading term is Template:Math;
  • The constant term, which is the value at 0, is Ln(α)(0)=(n+αn)=Γ(n+α+1)n!Γ(α+1);
  • If Template:Math is non-negative, then Ln(α) has n real, strictly positive roots (notice that ((1)niLni(α))i=0n is a Sturm chain), which are all in the interval (0,n+α+(n1)n+α].Script error: No such module "Unsubst".
  • The polynomials' asymptotic behaviour for large Template:Mvar, but fixed Template:Mvar and Template:Math, is given by[6][7] Ln(α)(x)=nα214πex2xα2+14sin(2nxπ2(α12))+O(nα234),Ln(α)(x)=(n+1)α2142πex/2xα2+14e2x(n+1)(1+O(1n+1)), and summarizing by Ln(α)(xn)nαex/2nJα(2x)xα, where Jα is the Bessel function.

As a contour integral

Given the generating function specified above, the polynomials may be expressed in terms of a contour integral Ln(α)(x)=12πiCext/(1t)(1t)α+1tn+1dt, where the contour circles the origin once in a counterclockwise direction without enclosing the essential singularity at 1

Recurrence relations

The addition formula for Laguerre polynomials:[8] Ln(α1++αr+r1)(x1++xr)=m1++mr=nLm1(α1)(x1)Lmr(αr)(xr).Laguerre's polynomials satisfy the recurrence relations Ln(α)(x)=i=0nLni(α+i)(y)(yx)ii!, in particular Ln(α+1)(x)=i=0nLi(α)(x) and Ln(α)(x)=i=0n(αβ+ni1ni)Li(β)(x), or Ln(α)(x)=i=0n(αβ+nni)Li(βi)(x); moreover Ln(α)(x)j=0Δ1(n+αnj)(1)jxjj!=(1)ΔxΔ(Δ1)!i=0nΔ(n+αnΔi)(ni)(ni)Li(α+Δ)(x)=(1)ΔxΔ(Δ1)!i=0nΔ(n+αi1nΔi)(ni)(ni)Li(n+α+Δi)(x)

They can be used to derive the four 3-point-rules Ln(α)(x)=Ln(α+1)(x)Ln1(α+1)(x)=j=0k(kj)(1)jLnj(α+k)(x),nLn(α)(x)=(n+α)Ln1(α)(x)xLn1(α+1)(x),or xkk!Ln(α)(x)=i=0k(1)i(n+ii)(n+αki)Ln+i(αk)(x),nLn(α+1)(x)=(nx)Ln1(α+1)(x)+(n+α)Ln1(α)(x)xLn(α+1)(x)=(n+α)Ln1(α)(x)(nx)Ln(α)(x);

combined they give this additional, useful recurrence relationsLn(α)(x)=(2+α1xn)Ln1(α)(x)(1+α1n)Ln2(α)(x)=α+1xnLn1(α+1)(x)xnLn2(α+2)(x)

Since Ln(α)(x) is a monic polynomial of degree n in α, there is the partial fraction decomposition n!Ln(α)(x)(α+1)n=1j=1n(1)jjα+j(nj)Ln(j)(x)=1j=1nxjα+jLnj(j)(x)(j1)!=1xi=1nLni(α)(x)Li1(α+1)(x)α+i. The second equality follows by the following identity, valid for integer i and Template:Mvar and immediate from the expression of Ln(α)(x) in terms of Charlier polynomials: (x)ii!Ln(in)(x)=(x)nn!Li(ni)(x). For the third equality apply the fourth and fifth identities of this section.

Derivatives

Differentiating the power series representation of a generalized Laguerre polynomial Template:Mvar times leads to dkdxkLn(α)(x)={(1)kLnk(α+k)(x)if kn,0otherwise.

This points to a special case (Template:Math) of the formula above: for integer Template:Math the generalized polynomial may be written Ln(k)(x)=(1)kdkLn+k(x)dxk, the shift by Template:Mvar sometimes causing confusion with the usual parenthesis notation for a derivative.

Moreover, the following equation holds: 1k!dkdxkxαLn(α)(x)=(n+αk)xαkLn(αk)(x), which generalizes with Cauchy's formula to Ln(α)(x)=(αα)(α+nαα)0xtα(xt)αα1xαLn(α)(t)dt.

The derivative with respect to the second variable Template:Mvar has the form,[9] ddαLn(α)(x)=i=0n1Li(α)(x)ni. The generalized Laguerre polynomials obey the differential equation xLn(α)(x)+(α+1x)Ln(α)(x)+nLn(α)(x)=0, which may be compared with the equation obeyed by the kth derivative of the ordinary Laguerre polynomial,

xLn[k](x)+(k+1x)Ln[k](x)+(nk)Ln[k](x)=0, where Ln[k](x)dkLn(x)dxk for this equation only.

In Sturm–Liouville form the differential equation is

(xα+1exLn(α)(x))=nxαexLn(α)(x),

which shows that Template:Math is an eigenvector for the eigenvalue Template:Mvar.

Orthogonality

The generalized Laguerre polynomials are orthogonal over Template:Closed-open with respect to the measure with weighting function Template:Math:[10]

0xαexLn(α)(x)Lm(α)(x)dx=Γ(n+α+1)n!δn,m,

which follows from

0xα1exLn(α)(x)dx=(αα+nn)Γ(α).

If Γ(x,α+1,1) denotes the gamma distribution then the orthogonality relation can be written as

0Ln(α)(x)Lm(α)(x)Γ(x,α+1,1)dx=(n+αn)δn,m.

The associated, symmetric kernel polynomial has the representations (Christoffel–Darboux formula)Script error: No such module "Unsubst".

Kn(α)(x,y):=1Γ(α+1)i=0nLi(α)(x)Li(α)(y)(α+ii)=1Γ(α+1)Ln(α)(x)Ln+1(α)(y)Ln+1(α)(x)Ln(α)(y)xyn+1(n+αn)=1Γ(α+1)i=0nxii!Lni(α+i)(x)Lni(α+i+1)(y)(α+nn)(ni);

recursively

Kn(α)(x,y)=yα+1Kn1(α+1)(x,y)+1Γ(α+1)Ln(α+1)(x)Ln(α)(y)(α+nn).

Moreover,Template:Clarify

yαeyKn(α)(,y)δ(y).

Turán's inequalities can be derived here, which is Ln(α)(x)2Ln1(α)(x)Ln+1(α)(x)=k=0n1(α+n1nk)n(nk)Lk(α1)(x)2>0.

The following integral is needed in the quantum mechanical treatment of the hydrogen atom,

0xα+1ex[Ln(α)(x)]2dx=(n+α)!n!(2n+α+1).

Series expansions

Let a function have the (formal) series expansion f(x)=i=0fi(α)Li(α)(x).

Then fi(α)=0Li(α)(x)(i+αi)xαexΓ(α+1)f(x)dx.

The series converges in the associated Hilbert space Template:Math if and only if

fL22:=0xαexΓ(α+1)|f(x)|2dx=i=0(i+αi)|fi(α)|2<.

Further examples of expansions

Monomials are represented as xnn!=i=0n(1)i(n+αni)Li(α)(x), while binomials have the parametrization (n+xn)=i=0nαii!Lni(x+i)(α).

This leads directly to eγx=i=0γi(1+γ)i+α+1Li(α)(x)convergent iff (γ)>12 for the exponential function. The incomplete gamma function has the representation Γ(α,x)=xαexi=0Li(α)(x)1+i((α)>1,x>0).

In quantum mechanics

In quantum mechanics the Schrödinger equation for the hydrogen-like atom is exactly solvable by separation of variables in spherical coordinates. The radial part of the wave function is a (generalized) Laguerre polynomial.[11]

Vibronic transitions in the Franck-Condon approximation can also be described using Laguerre polynomials.[12]

Multiplication theorems

Erdélyi gives the following two multiplication theorems [13]

tn+1+αe(1t)zLn(α)(zt)=k=n(kn)(11t)knLk(α)(z),e(1t)zLn(α)(zt)=k=0(1t)kzkk!Ln(α+k)(z).

Relation to Hermite polynomials

The generalized Laguerre polynomials are related to the Hermite polynomials: H2n(x)=(1)n22nn!Ln(1/2)(x2)H2n+1(x)=(1)n22n+1n!xLn(1/2)(x2) where the Template:Math are the Hermite polynomials based on the weighting function Template:Math, the so-called "physicist's version."

Because of this, the generalized Laguerre polynomials arise in the treatment of the quantum harmonic oscillator.

Applying the addition formula,(1)n22nn!Ln(r21)(z12++zr2)=m1++mr=ni=1rH2mi(zi).

Relation to hypergeometric functions

The Laguerre polynomials may be defined in terms of hypergeometric functions, specifically the confluent hypergeometric functions, as Ln(α)(x)=(n+αn)M(n,α+1,x)=(α+1)nn!1F1(n,α+1,x) where (a)n is the Pochhammer symbol (which in this case represents the rising factorial).

Hardy–Hille formula

The generalized Laguerre polynomials satisfy the Hardy–Hille formula[14][15] n=0n!Γ(α+1)Γ(n+α+1)Ln(α)(x)Ln(α)(y)tn=1(1t)α+1e(x+y)t/(1t)0F1(;α+1;xyt(1t)2), where the series on the left converges for α>1 and |t|<1. Using the identity 0F1(;α+1;z)=Γ(α+1)zα/2Iα(2z), (see generalized hypergeometric function), this can also be written as n=0n!Γ(1+α+n)Ln(α)(x)Ln(α)(y)tn=1(xyt)α/2(1t)e(x+y)t/(1t)Iα(2xyt1t).where Iα denotes the modified Bessel function of the first kind, defined asIα(z)=k=01k!Γ(k+α+1)(z2)2k+αThis formula is a generalization of the Mehler kernel for Hermite polynomials, which can be recovered from it by setting the Hermite polynomials as a special case of the associated Laguerre polynomials.

Substitute tt/y and take the y limit, we obtain [16]n=0tnΓ(n+1+α)Ln(α)(x)=et(xt)α/2Iα(2xt).

Physics convention

The generalized Laguerre polynomials are used to describe the quantum wavefunction for hydrogen atom orbitals.[17][18][19] The convention used throughout this article expresses the generalized Laguerre polynomials as [20]

Ln(α)(x)=Γ(α+n+1)Γ(α+1)n!1F1(n;α+1;x),

where 1F1(a;b;x) is the confluent hypergeometric function. In the physics literature,[19] the generalized Laguerre polynomials are instead defined as

L¯n(α)(x)=[Γ(α+n+1)]2Γ(α+1)n!1F1(n;α+1;x).

The physics version is related to the standard version by

L¯n(α)(x)=(n+α)!Ln(α)(x).

There is yet another, albeit less frequently used, convention in the physics literature [21][22][23]

L~n(α)(x)=(1)αL¯nα(α).

Umbral calculus convention

Generalized Laguerre polynomials are linked to Umbral calculus by being Sheffer sequences for D/(DI) when multiplied by n!. In Umbral Calculus convention,[24] the default Laguerre polynomials are defined to ben(x)=n!Ln(1)(x)=k=0nL(n,k)(x)kwhere L(n,k)=(n1k1)n!k! are the signless Lah numbers. (n(x))n is a sequence of polynomials of binomial type, ie they satisfyn(x+y)=k=0n(nk)k(x)nk(y)

See also

Notes

Template:Reflist

References

External links

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  2. A&S p. 781
  3. A&S p. 509
  4. A&S p. 510
  5. A&S p. 775
  6. Szegő, p. 198.
  7. D. Borwein, J. M. Borwein, R. E. Crandall, "Effective Laguerre asymptotics", SIAM J. Numer. Anal., vol. 46 (2008), no. 6, pp. 3285–3312 Script error: No such module "doi".
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  13. C. Truesdell, "On the Addition and Multiplication Theorems for the Special Functions", Proceedings of the National Academy of Sciences, Mathematics, (1950) pp. 752–757.
  14. Szegő, p. 102.
  15. W. A. Al-Salam (1964), "Operational representations for Laguerre and other polynomials", Duke Math J. 31 (1): 127–142.
  16. Szegő, page 102, Equation (5.1.16)
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