Laguerre polynomials

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In mathematics, the Laguerre polynomials, named after Edmond Laguerre (1834–1886), are solutions of Laguerre's equation:

xy+(1x)y+ny=0

which is a second-order linear differential equation. This equation has nonsingular solutions only if n is a non-negative integer.

Sometimes the name Laguerre polynomials is used for solutions of

xy+(α+1x)y+ny=0.

where n 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 n is not necessarily a non-negative integer.

The Laguerre polynomials are also used for Gaussian quadrature to numerically compute integrals of the form

0f(x)exdx.

These polynomials, usually denoted L0L1, ..., 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 sequence of Laguerre polynomials n! Ln is a Sheffer sequence,

ddxLn=(ddx1)Ln1.

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.)

The first few polynomials

These are the first few 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)
n 1n!((x)n+n2(x)n1+...+n(n!)(x)+n!)
The first six 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 k ≥ 1:

Lk+1(x)=(2k+1x)Lk(x)kLk1(x)k+1.

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).

Polynomials of negative index can be expressed using the ones with positive index:

Ln(x)=exLn1(x).

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 k ≥ 1:

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 α = 0 of the generalized Laguerre polynomials:

Ln(0)(x)=Ln(x).

The Rodrigues formula for them is

Ln(α)(x)=xαexn!dndxn(exxn+α)=xα(ddx1)nn!xn+α.

The generating function for them is

n=0tnLn(α)(x)=1(1t)α+1etx/(1t).
The first few generalized Laguerre polynomials, Ln(k)(x)

Explicit examples and properties of the generalized Laguerre polynomials

Ln(α)(x):=(n+αn)M(n,α+1,x).
(n+αn) is a generalized binomial coefficient. When n is an integer the function reduces to a polynomial of degree n. 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 n 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.
  • The first few generalized Laguerre polynomials are:
L0(α)(x)=1L1(α)(x)=x+α+1L2(α)(x)=x22(α+2)x+(α+2)(α+1)2L3(α)(x)=x36+(α+3)x22(α+2)(α+3)x2+(α+1)(α+2)(α+3)6
Ln(α)(0)=(n+αn)=nαΓ(α+1)+O(nα1);
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(α+β+1)(x+y)=i=0nLi(α)(x)Lni(β)(y).

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)Lnj(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 relations

Ln(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 n 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 of generalized Laguerre polynomials

Differentiating the power series representation of a generalized Laguerre polynomial k times leads to

dkdxkLn(α)(x)={(1)kLnk(α+k)(x)if kn,0otherwise.

This points to a special case (α = 0) of the formula above: for integer α = k the generalized polynomial may be written

Ln(k)(x)=(1)kdkLn+k(x)dxk,

the shift by k 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 α has the form,[9]

ddαLn(α)(x)=i=0n1Li(α)(x)ni.

This is evident from the contour integral representation below.

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 L(α)
n
is an eigenvector for the eigenvalue n.

Orthogonality

The generalized Laguerre polynomials are orthogonal over [0, ∞) with respect to the measure with weighting function xα ex:[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)[citation needed]

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,[clarification needed Limit as n goes to infinity?]

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 L2[0, ∞) 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 Hn(x) are the Hermite polynomials based on the weighting function exp(−x2), the so-called "physicist's version."

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

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).

This formula is a generalization of the Mehler kernel for Hermite polynomials, which can be recovered from it by using the relations between Laguerre and Hermite polynomials given above.

See also

Notes

  1. N. Sonine (1880). "Recherches sur les fonctions cylindriques et le développement des fonctions continues en séries". Math. Ann. 16 (1): 1–80. doi:10.1007/BF01459227.
  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 doi:10.1137/07068031X
  8. A&S equation (22.12.6), p. 785
  9. Koepf, Wolfram (1997). "Identities for families of orthogonal polynomials and special functions". Integral Transforms and Special Functions. 5 (1–2): 69–102. CiteSeerX 10.1.1.298.7657. doi:10.1080/10652469708819127.
  10. "Associated Laguerre Polynomial".
  11. Ratner, Schatz, Mark A., George C. (2001). Quantum Mechanics in Chemistry. 0-13-895491-7: Prentice Hall. pp. 90–91.CS1 maint: location (link)
  12. Jong, Mathijs de; Seijo, Luis; Meijerink, Andries; Rabouw, Freddy T. (2015-06-24). "Resolving the ambiguity in the relation between Stokes shift and Huang–Rhys parameter". Physical Chemistry Chemical Physics. 17 (26): 16959–16969. doi:10.1039/C5CP02093J. ISSN 1463-9084.
  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.

References

External links