Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2019 / Paper 2 / 1

A weighted Sturm-Liouville operator has the formwhere $p,q,w$ are real, $p>0$ and $w>0$ in the interval's interior, and the coefficients have the regularity required by the derivatives. The corresponding eigenvalue equation is $-(p{y}^{\prime }{)}^{\prime }+qy=\lambda wy$. Its natural weighted inner product is $⟨f,g{⟩}_w=\int wf\bar{g}dx$. Suitable endpoint conditions must also annihilate $[p(f{\bar{g}}^{\prime }-f^{\prime }\bar{g})]$ for a self-adjoint differential operator; the displayed differential expression alone does not specify those conditions.

Multiplication by a positive weight puts the differential equation into Sturm-Liouville form if $(xw{)}^{\prime }=(1-x)w$. Thus $x{w}^{\prime }=-xw$, and the constant factor can be chosen so thatThis fixes the otherwise arbitrary normalization of the weight consistently with the requested unit norms.

Write the polynomial as $p_n(x)={\sum }_{j=0}^n{c}_j{x}^j$. Comparing coefficients givesConsequently $c_j=(-1{)}^j(\genfrac{}{}{0ex}{}{n}{j})/j!$, identifying the solutions as Laguerre polynomials. In particular,Repeated integration by parts gives the moments ${\int }_0^{\infty }{e}^{-x}{x}^{j}dx=j!$. ThereforeFor later use, integration by parts in the weighted eigenvalue equations also givesThe endpoint expression vanishes because of the factor $x$ at zero and exponential decay at infinity. Hence distinct Laguerre polynomials are orthogonal, an instance of orthogonality of Sturm-Liouville eigenfunctions.

The optimal approximation is the orthogonal projection onto the linear span of $p_0,\dots ,p_N$. Their orthogonality givesCompleting each square proves both optimality and uniqueness:For real $f$, these are real coefficients. If complex-valued $f$ is allowed while the coefficients remain real, replace the numerator by its real part and use the modulus-squared norm. The question's real formulation corresponds to real $f$.

Here the first three squared norms are one. Using ${\int }_0^{\infty }{x}^j{e}^{-2x}dx=j!/2^{j+1}$,Thus

The coefficient formula from part (b) and the Leibniz rule yield Rodrigues' formula directly:The leading coefficient is $(-1{)}^n/n!$, so $p_n^{(n)}=(-1{)}^n$. Substitute this differentiated expression into one factor in the squared weighted norm and apply integration by parts $n$ times:Every endpoint term contains a derivative of $e^{-x}{x}^n$ of order less than $n$: it vanishes at zero, and its exponential decay beats every polynomial at infinity. This proves the normalization of the ordinary Laguerre polynomials for all $n$, including $n=0$ without any integrations by parts.