On the connection coefficients and recurrence relations arising from expansions in series of hermite polynomials

Abstract

A formula expressing the Hermite coefficients of a general-order derivative of an infinitely differentiable function in terms of its original coefficients is proved, and a formula expressing explicitly the derivatives of Hermite polynomials of any degree and for any order as a linear combination of suitable Hermite polynomials is deduced. A formula for the Hermite coefficients of the moments of one single Hermite polynomial of certain degree is given. Formulae for the Hermite coefficients of the moments of a general-order derivative of an infinitely differentiable function in terms of its Hermite coefficients are also obtained. Two numerical applications of how to use these formulae for solving ordinary differential equations with varying coefficients, by reducing them to recurrence relations in Hermite coefficients, are discussed. A simple approach in order to build and solve recursively for the connection coefficients between Jacobi–Hermite and Laguerre–Hermite polynomials is described. Explicit formula for these coefficients between Jacobi and Hermite polynomials is given, of which the ultraspherical polynomials and the Chebyshev polynomials of the first and second kinds and Legendre polynomials are important special cases. Analytical formula for the connection coefficients between Laguerre and Hermite polynomials is also obtained.