Derivation for Rodrigues formula (orthogonal polynomials)

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SUMMARY

The discussion centers on the derivation of the Rodrigues formula for orthogonal polynomials, specifically in the context of a differential equation defined by Q(x) and L(x). The formula is expressed as f_n(x) = (a_n/w(x)) * (d^n/dx^n)(Q^n(x)w(x)). Participants confirm that this general form is indeed a generalization from specific examples, particularly the Legendre polynomials. The inner product used in this context is defined as ⟨f | g⟩ = ∫_X f*(x) g(x) w(x) dx.

PREREQUISITES
  • Understanding of orthogonal polynomials and their properties
  • Familiarity with differential equations, specifically second-order linear equations
  • Knowledge of inner product spaces in functional analysis
  • Basic concepts of weight functions in polynomial approximation
NEXT STEPS
  • Study the derivation of the Rodrigues formula for specific orthogonal polynomials like Legendre and Hermite polynomials
  • Explore the applications of orthogonal polynomials in numerical analysis and approximation theory
  • Learn about the properties of weight functions and their impact on polynomial orthogonality
  • Investigate the role of differential equations in defining polynomial families
USEFUL FOR

Mathematicians, physicists, and students studying orthogonal polynomials, differential equations, and functional analysis will benefit from this discussion.

J Hill
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Okay, so given a family of orthogonal polynomials under a weight w(x) is described by the differential equation

Q(x) f'' + L(x) f' + \lambda f = 0, where Q(x) is a quadratic (at most) and L(x) is linear (at most).

with the inner product

\langle f | g \rangle \equiv \int_X f^*(x) g(x) w(x) dx, it is known that

f_n(x) = \frac{a_n}{w(x)} \frac{d^n}{dx^n} \Big ( Q^n(x) w(x) \Big)

Now, I was hoping that someone might be familiar with the derivation of this general form of the Rodrigues formula-- or is it the case that it was just generalized from more specific examples (such as the Legendre polynomials, etc.)?
 
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