Transformed Hermite functions on a finite interval and their applications to a class of singular boundary value problems (Q2398152)

The paper is concerned with the construction of a weighted orthogonal system on a bounded interval derived from Hermite polynomials and applications of this system for solving singular boundary value problems. First, the system of Hermite polynomials on the interval \( \left( 0, \infty \right)\) and its basic properties are reviewed. Then, using a conformal mapping \(\phi \left(z\right) = \ln \left( z/ (1-z) \right)\), the system of Hermite polynomials on the interval \( \left( 0, \infty \right)\) is transformed into a system on \(\left(0,1\right)\) that is orthogonal with respect to the inner product with the weight function \(w\left(x\right)= 1/(x(1-x))\). The properties of the new system are studied and error estimates for the approximation of functions using the system are derived. To illustrate the applicability, the authors propose a collocation method with the transformed Hermite polynomials for the numerical solution of singular two-point boundary value problems and present several numerical examples.