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18 Orthogonal PolynomialsClassical Orthogonal Polynomials

§18.9 Recurrence Relations and Derivatives

Contents
  1. §18.9(i) Recurrence Relations
  2. §18.9(ii) Contiguous Relations in the Parameters and the Degree
  3. §18.9(iii) Derivatives

§18.9(i) Recurrence Relations

The notation of §18.2(iv) will be used.

First Form

18.9.1 p_{n+1}(x)=(A_{n}x+B_{n})p_{n}(x)-C_{n}p_{n-1}(x),

with initial values p_{0}(x)=1 and p_{1}(x)=A_{0}x+B_{0}.

For p_{n}(x)=P^{(\alpha,\beta)}_{n}\left(x\right),

18.9.2
A_{n}=\dfrac{(2n+\alpha+\beta+1)(2n+\alpha+\beta+2)}{2(n+1)(n+\alpha+\beta+1)},
B_{n}=\dfrac{(\alpha^{2}-\beta^{2})(2n+\alpha+\beta+1)}{2(n+1)(n+\alpha+\beta+%
1)(2n+\alpha+\beta)},
C_{n}=\dfrac{(n+\alpha)(n+\beta)(2n+\alpha+\beta+2)}{(n+1)(n+\alpha+\beta+1)(2%
n+\alpha+\beta)}.

A_{0} and B_{0} have to be understood for \alpha+\beta=0 or −1 by continuity in \alpha and \beta, that is, A_{0}=\tfrac{1}{2}(\alpha+\beta)+1 and B_{0}=\tfrac{1}{2}(\alpha-\beta).

For the other classical OP’s see Table 18.9.1; compare also §18.2(iv).

Table 18.9.1: Classical OP’s: recurrence relations (18.9.1).
p_{n}(x) A_{n} B_{n} C_{n}
C^{(\lambda)}_{n}\left(x\right) \frac{2(n+\lambda)}{n+1} 0 \frac{n+2\lambda-1}{n+1}
T_{n}\left(x\right) 2-\delta_{n,0} 0 1
U_{n}\left(x\right) 2 0 1
T^{*}_{n}\left(x\right) 4-2\delta_{n,0} -2+\delta_{n,0} 1
U^{*}_{n}\left(x\right) 4 −2 1
P_{n}\left(x\right) \frac{2n+1}{n+1} 0 \frac{n}{n+1}
P^{*}_{n}\left(x\right) \frac{4n+2}{n+1} -\frac{2n+1}{n+1} \frac{n}{n+1}
L^{(\alpha)}_{n}\left(x\right) -\frac{1}{n+1} \frac{2n+\alpha+1}{n+1} \frac{n+\alpha}{n+1}
H_{n}\left(x\right) 2 0 2n
\mathit{He}_{n}\left(x\right) 1 0 n

Second Form

18.9.2_1 xp_{n}(x)=a_{n}p_{n+1}(x)+b_{n}p_{n}(x)+c_{n}p_{n-1}(x)

with initial values p_{0}(x)=1 and p_{1}(x)=a_{0}^{-1}(x-b_{0}).

For p_{n}(x)=P^{(\alpha,\beta)}_{n}\left(x\right),

18.9.2_2
a_{n}=\dfrac{2(n+1)(n+\alpha+\beta+1)}{(2n+\alpha+\beta+1)(2n+\alpha+\beta+2)},
b_{n}=\dfrac{\beta^{2}-\alpha^{2}}{(2n+\alpha+\beta)(2n+\alpha+\beta+2)},
c_{n}=\dfrac{2(n+\alpha)(n+\beta)}{(2n+\alpha+\beta)(2n+\alpha+\beta+1)}.

a_{0} and b_{0} have to be understood for \alpha+\beta=0 or −1 by continuity in \alpha and \beta, that is, a_{0}=\ifrac{2}{(\alpha+\beta+2)} and and b_{0}=\ifrac{(\beta-\alpha)}{(\alpha+\beta+2)}.

For the other classical OP’s see Table 18.9.2.

For the monic versions of the classical OP’s the recurrence coefficients b_{n} and c_{n} (there written as \alpha_{n} and \beta_{n}, respectively) are given in §3.5(vi). They imply the recurrence coefficients for the orthonormal versions of the classical OP’s as well, see again §3.5(vi).

§18.9(ii) Contiguous Relations in the Parameters and the Degree

Jacobi

18.9.3 P^{(\alpha,\beta-1)}_{n}\left(x\right)-P^{(\alpha-1,\beta)}_{n}\left(x\right)=%
P^{(\alpha,\beta)}_{n-1}\left(x\right),
18.9.4 (1-x)P^{(\alpha+1,\beta)}_{n}\left(x\right)+(1+x)P^{(\alpha,\beta+1)}_{n}\left%
(x\right)=2P^{(\alpha,\beta)}_{n}\left(x\right),
18.9.5 (2n+\alpha+\beta+1)P^{(\alpha,\beta)}_{n}\left(x\right)=(n+\alpha+\beta+1)P^{(%
\alpha,\beta+1)}_{n}\left(x\right)+(n+\alpha)P^{(\alpha,\beta+1)}_{n-1}\left(x%
\right),
18.9.6 (n+\tfrac{1}{2}\alpha+\tfrac{1}{2}\beta+1)(1+x)P^{(\alpha,\beta+1)}_{n}\left(x%
\right)=(n+1)P^{(\alpha,\beta)}_{n+1}\left(x\right)+(n+\beta+1)P^{(\alpha,%
\beta)}_{n}\left(x\right),

and a similar pair to (18.9.5) and (18.9.6) by symmetry; compare the second row in Table 18.6.1.

Ultraspherical

18.9.7 (n+\lambda)C^{(\lambda)}_{n}\left(x\right)=\lambda\left(C^{(\lambda+1)}_{n}%
\left(x\right)-C^{(\lambda+1)}_{n-2}\left(x\right)\right),
18.9.8 4\lambda(n+\lambda+1)(1-x^{2})C^{(\lambda+1)}_{n}\left(x\right)=-(n+1)(n+2)C^{%
(\lambda)}_{n+2}\left(x\right)+(n+2\lambda)(n+2\lambda+1)C^{(\lambda)}_{n}%
\left(x\right).

Chebyshev

18.9.11 V_{n}\left(x\right)+V_{n-1}\left(x\right)=2T_{n}\left(x\right),
18.9.12 T_{n+1}\left(x\right)+T_{n}\left(x\right)=(1+x)V_{n}\left(x\right).

Identities similar to (18.9.11) and (18.9.12) involving W_{n}\left(x\right) and T_{n}\left(x\right) can be obtained using rows 4 and 7 in Table 18.6.1.

Laguerre

18.9.13 L^{(\alpha)}_{n}\left(x\right)=L^{(\alpha+1)}_{n}\left(x\right)-L^{(\alpha+1)}%
_{n-1}\left(x\right),
18.9.14 xL^{(\alpha+1)}_{n}\left(x\right)=-(n+1)L^{(\alpha)}_{n+1}\left(x\right)+(n+%
\alpha+1)L^{(\alpha)}_{n}\left(x\right).

Formulas (18.9.5), (18.9.11), (18.9.13) are special cases of (18.2.16). Formulas (18.9.6), (18.9.12), (18.9.14) are special cases of (18.2.17).

§18.9(iii) Derivatives

Jacobi

Further n-th derivative formulas relating two different Jacobi polynomials can be obtained from §15.5(i) by substitution of (18.5.7).

Formula (18.9.15) is degree lowering, while it raises the parameters. Formula (18.9.16) is degree raising, while it lowers the parameters. The following three formulas change the degree but preserve the parameters, see (18.2.42)–(18.2.44) for similar formulas for more general OP’s.

18.9.17 (2n+\alpha+\beta)(1-x^{2})\frac{\mathrm{d}}{\mathrm{d}x}P^{(\alpha,\beta)}_{n}%
\left(x\right)=n\left(\alpha-\beta-(2n+\alpha+\beta)x\right)P^{(\alpha,\beta)}%
_{n}\left(x\right)+2(n+\alpha)(n+\beta)P^{(\alpha,\beta)}_{n-1}\left(x\right),

and the structure relation

18.9.18_5 (1-x^{2})\frac{\mathrm{d}}{\mathrm{d}x}P^{(\alpha,\beta)}_{n}\left(x\right)=-%
\frac{2n(n+1)(n+\alpha+\beta+1)}{(2n+\alpha+\beta+1)(2n+\alpha+\beta+2)}P^{(%
\alpha,\beta)}_{n+1}\left(x\right)+\frac{2n(n+\alpha+\beta+1)(\alpha-\beta)}{(%
2n+\alpha+\beta)(2n+\alpha+\beta+2)}P^{(\alpha,\beta)}_{n}\left(x\right)+\frac%
{2(n+\alpha)(n+\beta)(n+\alpha+\beta+1)}{(2n+\alpha+\beta)(2n+\alpha+\beta+1)}%
P^{(\alpha,\beta)}_{n-1}\left(x\right).

Ultraspherical

See also the differentiation formulas in Erdélyi et al. (1953b, §10.9(15))).

Laguerre

Further n-th derivative formulas relating two different Laguerre polynomials can be obtained from §13.3(ii) by substitution of (13.6.19).