Past exam of the mathematics course of the University of Cambridge / 2003 / ib / Paper 2 / 16B / b / Solution

Set $f=p(x)e^{-x^2/2}$. Differentiating givesThus the polynomial must satisfy $p^{\prime \prime }-2x{p}^{\prime }-(\mu +1)p=0$. If it has degree $n$ and nonzero leading coefficient, comparison of highest powers gives $\mu =-(2n+1)$. For this value the equation becomes the Hermite differential equationWrite $p={\sum }_{j=0}^n{a}_j{x}^j$, with coefficients beyond $n$ zero. Comparing powers yieldsThe equation at $j=n-1$ forces $a_{n-1}=0$, and downward recurrence removes all terms of the opposite parity and determines all same-parity terms from $a_n$. Taking $a_n=1$ produces the explicit polynomialIt satisfies every coefficient equation, so existence as well as uniqueness up to a nonzero scalar is proved. HenceThe monic $p_n$ is $2^{-n}$ times the usual physicists' Hermite polynomial.