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I need to find an expression for $n$th derivative of $f(x) = e^{x^2}$. Really need help.

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    More generally, $ \frac{d^n}{dx^n}e^{x^p} = \left(\sum_{k \in \mathbb{Z}}a_{n,k;p}x^{kp-n} \right) e^{x^p} $ where the coefficients $a_{n,k;p}$ form the exponential Riordan array $A_p = [1, (1+x)^p - 1]$. This can be proved using some of the techniques from http://math.stackexchange.com/questions/18284 and is given as an exercise (although not in those terms) in Comtet's *Advanced Combinatorics*.2012-09-10

8 Answers 8

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Here is a less elementary solution.

We consider the exponential generating function

$G(t,x) = \sum_{n=0}^{\infty} \frac{t^n}{n!} \frac{d^n}{dx^n}e^{x^2}.$

Then we can identify this series as the McLaurin series of $e^{(x+t)^2}$ near $t = 0$. Thus we must have

$G(t,x) = e^{(x+t)^2} = e^{x^2} e^{2xt} e^{t^2} = e^{x^2}\left( \sum_{k=0}^{\infty} \frac{(2x)^k}{k!} t^k \right)\left( \sum_{l=0}^{\infty} \frac{1}{l!} t^{2l} \right). $

Expanding this series and comparing, we have

$ \frac{d^n}{dx^n} e^{x^2} = \left( \sum_{j=0}^{\lfloor n/2 \rfloor} \frac{n!}{j!(n-2j)!}(2x)^{n-2j} \right) e^{x^2}. $

Here is an example:

enter image description here

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    I expanded the series but faild with comparing , how you get the result of comparing , can you help ?2014-09-12
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I'm not sure if this is what you are after, but there is a recursion that you can establish. Each derivative will be the product of a polynomial in $x$ with $e^{x^2}$. If $f^{(n)}(x)=p_n(x)e^{x^2}$, then we have $p_0(x)=1$ and $p_n(x)=2x\,p_{n-1}(x)+p^\prime_{n-1}(x)$

This recursion has the following associated infinite matrix:

$M=\begin{bmatrix} 0 & 1 & 0 & 0 & \cdots\\ 2 & 0 & 2 & 0 & \cdots\\ 0 & 2 & 0 & 3 & \cdots\\ 0 & 0 & 2 & 0 & \cdots\\ \vdots & \vdots & \vdots & \vdots & \ddots\\ \end{bmatrix}$

viewed as a transformation on the vector space of polynomials in $x$ with basis $\left\{1,x,x^2,x^3,\ldots\right\}$. The first column of $M^n$ gives you the $n$th derivative of $f$. If there is any hope to solve the recursion explicitly (which I'm not optimisitic for) then I'd recommend further study of this matrix. Maybe it can be diagonalized, and that would give way to a formula for $f^{(n)}$.

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    `\prime ` works nice for things like $p^\prime$.2013-05-20
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Let $y=e^{x^2}$. We want to find $\frac{d^n y}{dx^n}$.

Note that $\ln y = x^2$ and so $\frac{1}{y} \frac{dy}{dx} = 2x\iff \frac{dy}{dx}=2xy$.

Differentiating again yields:

$\frac{d^2y}{dx^2}=2x\frac{dy}{dx}+2y$,

$\frac{d^3 y}{dx^3} = 2x \frac{d^2 y}{dx^2} + 4\frac{dy}{dx}$,

$\frac{d^4 y}{dx^4} = 2x \frac{d^3 y}{dx^3} + 6\frac{d^2 y}{dx^2}$.

We might guess that $\frac{d^n y}{dx^n} = 2x \frac{d^{n-1} y}{dx^{n-1}}+2(n-1) \frac{d^{n-2} y}{dx^{n-2}}$, which is easily proved by straightforward induction (we leave this as an exercise to the reader. ;) )

Let $u_k=\frac{d^k y}{dx^k}$ for easier notation. We thus have established

$u_n = 2x u_{n-1}+2(n-1)u_{n-2}$.

It is easy to find that the coefficient of $x^n y$ in $u_n$ is $2^n$, but I'm not seeing any nice way of solving the recursion at the moment.

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    ty @Arkan Megraoui2014-07-24
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Another approach is to write:$f(x+y)=\sum_{n=0}^\infty \frac{f^{(n)}(x)}{n!} y^n$

Now $f(x+y)=f(x)f(y)e^{2xy}$. So if we let $g_n(x)=f^{(n)}(x)/f(x)$ then we see that:

$f(y)e^{2xy} = \sum_{n=0}^\infty \frac{g_n(x)}{n!}y^n$

But $f(y)=\sum_{k=0}^\infty \frac{1}{k!} y^{2k}$ and $e^{2xy} = \sum_{m=0}^\infty \frac{(2x)^m}{m!}y^m$

So:

$f(y)e^{2xy} = \sum_{n=0}^\infty \frac{y^n}{n!} \sum_{m+2k=n} \frac{(2x)^m n!}{m!k!}$

which gives us $g_n(x)=\sum_{m+2k=n} \frac{(2x)^m n!}{m!k!}=\sum_{k=0}^{\lfloor n/2\rfloor}\frac{2^{n-2k}n!}{(n-2k)!k!}x^{n-2k}$

And $f^{(n)}(x)=f(x)g_n(x)$.

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    Well, I see @sos440 beat me to this answer, but since my answer is slightly organized differently, I'll leave it as is.2012-09-10
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Related problems (I), (II), (III), (IV), (V), (6), (7). I already posted a solution on this website related to this one.

Here is the first formula, which gives only the $n$th derivative of integer order of ${\rm e}^{x^2}$

$ {{\rm e}^{{x}^{2}}}\sum _{s=0}^{n} \left( {x}^{2\,s-n}\sum _{k=0 }^{n}{2}^{k+s} \left[\matrix{n\\k+s}\right] \left\{\matrix{k+s\\s}\right\} \right)\,, $

where $\left[\matrix{n\\k+s}\right]$ and $\left\{\matrix{k+s\\s}\right\}$ are the Stirling numbers of the first kind and the second kind respectively.

The second formula is more general. It is a unified formula for the $n$th derivative and the $n$th anti derivative of real orders (including integer orders) of ${\rm e}^{x^2}$ in terms of the Meijer $G$-function,

$ \left( -1 \right)^{\frac{n}{2}}{2}^{n} G^{1, 2}_{2, 3}\left(-{x}^{2}\, \Big\vert\,^{-\frac{n}{2}, -\frac{n}{2}+\frac{1}{2}}_{-\frac{n}{2}, \frac{1}{2}, 0}\right)\,.$

Note that,

(i) if $n > 0$, then the formula gives derivatives of order $n$ ($n$ can be integer or real ).

(ii) if $ n<0 $, then the formula gives anti-derivatives of order $n$ ($n$ can be integer or real).

(iii) if $n=0$, then it gives the original function.

See references (I) and (II) for the details.

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I love to see questions like this in patterns/scheme. After the already given complete answers (especially the comment of Peter Taylor contains a very nice formal statement) here one more version, but which focuses on the visibility of the pattern in the coefficients. In Pari/GP I simply called

   (exp(x^2) )        / exp(x^2)       (exp(x^2) ')       / exp(x^2)       (exp(x^2) '' )     / exp(x^2)       (exp(x^2) ''' )    / exp(x^2)    

with so many apostrophes as needed for the n'th derivative. In the result

  1 + O(x^34)   2*x + O(x^33)   2 + 4*x^2 + O(x^32)   12*x + 8*x^3 + O(x^31)   12 + 48*x^2 + 16*x^4 + O(x^30)   120*x + 160*x^3 + 32*x^5 + O(x^29)   120 + 720*x^2 + 480*x^4 + 64*x^6 + O(x^28)   1680*x + 3360*x^3 + 1344*x^5 + 128*x^7 + O(x^27)   1680 + 13440*x^2 + 13440*x^4 + 3584*x^6 + 256*x^8 + O(x^26) 

I find the pattern:

                                                   1      = exp(x^2)/exp(x^2)                                                    2*x    = exp(x^2)'/exp(x^2)                                     2* 1* 1      + 4*x^2  = exp(x^2)''/exp(x^2)                                     2* 2* 3*x    + 8*x^3  = ...                      3*4* 1* 1     +2* 4* 6*x^2 + 16*x^4  = ...                      3*4* 2* 5*x   +2* 8*10*x^3 + 32*x^5  = ...     4*5*6* 1* 1    + 3*4* 4*15*x^2 +2*16*15*x^4 + 64*x^6  = ...     4*5*6* 2* 7*x +  3*4* 8*35*x^3 +2*32*21*x^5 +128*x^7  = ... 

After that I find it obvious how this continues (formal description&proof are in the other answers above) and leave that schematic description just for the accidental later reader here.

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The values of the derivatives all multiplied by a factor of $e^{x^2}$ are

$2x$

$2 + 4x^2$

$8x + 4x + 8x^2 = 12x + 8x^2$

$12 + 16x + 24x^2 + 16x^3 $

The if this polynomial progression is called $Q(n)$ the general pattern is:

$Q(n+1) = Q'(n) + 2xQ(n)$ where $Q(0) = 1$

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The derivatives at $0$ may be found simply using the Taylor expansion: $e^x = \sum_{k=0}^\infty {\frac{x^k}{k!}}$ So that: $e^{x^2} = \sum_{k=0}^\infty {\frac{x^{2k}}{k!}} = \sum_{k=0}^\infty {\frac{x^{k}}{k!}f^{(k)}(0)}$ Leading to: $f^{(2n)}(0) = {(2n)! \over n!} , \ f^{(2n+1)}(0) = 0$ This means that for $f^{(n)}(x) = p_n(x) e^{x^2} = (\sum a^{(n)}_k x^k) e^{x^2}$:

$a^{(2n)}_0 = {(2n)! \over n!}, \ \ a^{(2n + 1)}_0 = 0$ And using alex's recursion: $a^{(2n - 1)}_1 = {(2n)! \over n!}$

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    @Mykolas - That's just the definition of a taylor series.2012-09-10