Jacobi P
The Jacobi polynomial $P_n^{(\alpha,\beta)}$ are defined by $$P_n^{(\alpha,\beta)}(z)=\dfrac{(\alpha+1)^{\overline{n}}}{n!} {}_2F_1 \left(-n, 1+\alpha+\beta+n;\alpha+1; \dfrac{1}{2}(1-z) \right),$$ where ${}_2F_1$ is the generalized hypergeometries series.
Properties
Theorem: (Rodrigues' formula) The following formula holds: $$P_n^{(\alpha,\beta)}(z)=\dfrac{(-1)^n}{2^nn!} (1-z)^{-\alpha}(1+z)^{-\beta} \dfrac{d^n}{dz^n} \left[(1-z)^{\alpha}(1+z)^{\beta}(1-z^2)^n \right].$$
Proof: █
Theorem: (Orthogonality) The following formula holds: $$\displaystyle\int_{-1}^1 (-1-x)^{\alpha}(1+x)^{\beta}P_n^{(\alpha,\beta)}(x)P_m^{(\alpha,\beta)}(x)dx=\dfrac{2^{\alpha+\beta+1}\Gamma(n+\alpha+1)\Gamma(n+\beta+1)}{(2n+\alpha+\beta+1)n! \Gamma(n+\alpha+\beta+1)}\delta_{mn},$$ where $\delta_{mn}$ denotes the Dirac delta.
Proof: █
Theorem: The $P_n^{(\alpha,\beta)}$ functions satisfy the differential equation $$(1-x^2)\dfrac{d^2y}{dx^2}+(\beta-\alpha-(\alpha+\beta+2)x)\dfrac{dy}{dx}+n(n+\alpha+\beta+1)y=0.$$
Proof: █
