QVIII.G
Second order differential equations
Solving non-homogeneous second-order linear ODE
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$\mathcal{P}$ denotes the vector space of polynomial functions with complex coefficients, with inner product $\langle P, Q \rangle = \displaystyle\int_0^{+\infty} e^{-t}\bar{P}(t)Q(t)\,dt$, and $U$ is the endomorphism of $\mathcal{P}$ defined by $U(P)(t) = e^t D\left(te^{-t}P^{\prime}(t)\right)$.
We consider on $[0, +\infty[$ the differential equation $$(E_n): \quad tP^{\prime\prime} + (1-t)P^{\prime} + nP = 0$$ with $n \in \mathbb{N}$ and unknown $P \in \mathcal{P}$.
VIII.G.1) By applying the transformation $L$ with $\lambda(t) = t$ to $(E_n)$, show that if $P$ is a solution of $(E_n)$ on $[0, +\infty[$, then its image $Q$ by $L$ is a solution of a differential equation $(E_n^{\prime})$ of order 1 on $]1, +\infty[$.
VIII.G.2) Solve the equation $(E_n^{\prime})$ on $]1, +\infty[$ and deduce from this the eigenvalues and eigenvectors of the endomorphism $U$.
VIII.G.3) What is the relationship between the above and the polynomial functions defined for $n \in \mathbb{N}$ by $P_n(t) = e^t D^n\left(e^{-t}t^n\right)$?