Polynomial bases

Well known facts

Xiu and Karniadakis (2002) mention the following “Well known facts”:

All orthogonal polynomials \(\left\{Q_{n}(x)\right\}\) satisfy a three-term recurrence relation \[ -x Q_{n}(x)=A_{n} Q_{n+1}(x)-\left(A_{n}+C_{n}\right) Q_{n}(x)+C_{n} Q_{n-1}(x), \quad n \geq 1 \] where \(A_{n}, C_{n} \neq 0\) and \(C_{n} / A_{n-1}>0 .\) Together with \(Q_{-1}(x)=0\) and \(Q_{0}(x)=1,\) all \(Q_{n}(x)\) can be determined by the recurrence relation.

It is well known that continuous orthogonal polynomials satisfy the second-order differential equation \[ s(x) y^{\prime \prime}+\tau(x) y^{\prime}+\lambda y=0 \] where \(s(x)\) and \(\tau(x)\) are polynomials of at most second and first degree, respectively, and \[ \lambda=\lambda_{n}=-n \tau^{\prime}-\frac{1}{2} n(n-1) s^{\prime \prime} \] are the eigenvalues of the differential equation; the orthogonal polynomials \(y(x)=\) \(y_{n}(x)\) are the eigenfunctions.