Deriving the Laguerre equation from Rodrigues' formula Created 2026-10-18 Updated 2026-10-20
Set . Direct differentiation gives . Apply the Leibniz rule to differentiate times:Hence . By Rodrigues' formula, , so the next two derivatives are and . Substitution gives the displayed Laguerre differential operator on polynomials eigenvalue equation. This derivation also covers .
Laguerre differential equation Created 2026-10-18 Updated 2026-10-31
This equation has a regular singular point at zero and an irregular singular point at infinity. For a nonnegative integer , the solution analytic at zero with value one is the Laguerre polynomial . Its weighted self-adjoint form is , connecting it to the Laguerre differential operator on polynomials.
Past exam of the mathematics course of the University of Cambridge 2023 ib Paper 3 9F Solution Created 2026-09-23 Updated 2026-09-25
To prove the finite-dimensional spectral theorem, first note that the continuous quadratic function has a maximum on the unit sphere. The Lagrange multiplier equation at a maximizing vector gives , so has a real unit eigenvector. Its orthogonal complement is invariant becauseInduction on the dimension supplies an orthonormal eigenbasis of that complement and hence of .
For ,while symmetry and bilinearity are immediate, so the displayed formula defines an inner product on . Sinceintegration by parts givesThe boundary term vanishes for polynomials, proving that is self-adjoint.
On the monomial ,Thus the matrix of in the monomial basis is triangular with diagonalThese are therefore its eigenvalues. For , corresponding eigenvectors arefor eigenvalues , respectively. They are the first Laguerre polynomials up to normalization, as described by the Laguerre differential operator on polynomials.
Differentiating gives . Applying the Leibniz rule times to this identity givesOnly two terms survive on each side because the multiplying factors are linear. Rearranging yields . Since , the next two derivatives are and . Substituting and cancelling givesThis is deriving the Laguerre equation from Rodrigues' formula, exhibiting as an eigenfunction of the Laguerre differential operator on polynomials.
Multiply the two displayed equations by and subtract the one with indices reversed. The product terms combine into the Lagrange identity for a Sturm-Liouville operator:Integrating from zero to infinity givesAll factors are polynomials. The endpoint term at zero vanishes because of the factor , and the one at infinity vanishes because the exponential function dominates every polynomial. Therefore, if ,The integral is absolutely convergent. This is orthogonality in the weighted inner product with weight ; the boundary cancellation is the self-adjoint mechanism behind the Laguerre differential operator on polynomials.
For real positive weight , the weighted inner product isThe functions must have finite weighted norm; the conjugate is omitted for real functions. Multiplying the differential equation by givesThus the Sturm-Liouville form has , and . With the positive-sign spectral convention defineThe existing Laguerre differential operator on polynomials uses the opposite operator , with eigenvalues ; keeping this sign convention explicit avoids confusing the two descriptions.
For admissible , integration by parts givesThe boundary form must vanish for every pair in the self-adjoint domain. In the usual regular-at-zero Laguerre realization one imposes , excluding the logarithmic branch; at infinity one uses the weighted square-integrable domain with vanishing boundary form. A condition would be inappropriate for polynomial eigenfunctions. For any pair of polynomials, the factor makes the boundary form zero at zero, while the exponential beats all polynomial growth at infinity. These functions also have finite weighted norms.
Self-adjointness yields , giving orthogonality of Sturm-Liouville eigenfunctions:For the specified polynomials, direct differentiation gives and . Hence their eigenvalues in the displayed convention are 1 and 3, respectively, or −1 and −3 for .
To find the quadratic, put . The equation reduces to . Thus , . Since ,These are scalar multiples of the Laguerre polynomials of degrees one, three and two.
For , the first integral is , so all solutions with the prescribed interior normalization areTwo independent choices areThey both equal one at , and their Wronskian is . For sufficiently large , the last unit interval contributes at least , proving that . These are the zero-eigenvalue solutions of the Laguerre differential equation, with the second expressible through the exponential integral. It also has a logarithmic singularity at zero and is not an admissible polynomial or weighted square-integrable eigenfunction. An interior value alone does not enforce the endpoint conditions of the spectral problem.
At eigenvalue zero the Laguerre differential operator on polynomials gives , equivalently . Thus and the displayed solutions follow from the exponential integral. For any , all solutions with can be written . The choices and are linearly independent despite sharing that one prescribed value.
The second branch grows as at infinity and has a logarithmic singularity at zero. It is consequently excluded from the regular weighted square-integrable eigenproblem with weight . Only the constant zero mode remains in that self-adjoint realization. A normalization at one interior point alone is not enough to select a unique second-order solution.