<s>[INST] Proving Bonnets' Recursion with Rodrigues' Formula I would like to show that $(n+1)P_{n+1}(x)+nP_{n-1}(x)=(2n+1)xP_{n}(x)$ using Rodrigues' formula, not the generating function.
I got to this point, but have not been able to progress further.
$$(n+1)P_{n+1}(x)=\frac{x(n+1)(D^{n}(x^{2}-1)^{n})+n(n+1)(D^{n-1}(x^{2}-1)^{n})}{2^{n}n!}$$
$D^{n}$ denotes the $n^{th}$ derivative with respect to $x$.
I see that part of the $(2n+1)xP_{n}(x)$ term is formed in the first term of the fraction, but do not see how to recover the rest of Bonnets' recursion.
Any help would be appreciated.
Thanks.
 [/INST] Note that by Rodrigues' formula, $P_{n+1}=\frac{1}{2^{n+1}(n+1)!}D^{n+1}[(x^{2}-1)^{n+1}]$. Multiplying by $(n+1)$, we have:
\begin{align*}
&{\left(n+1\right)P_{n+1}(x)}={\left(n+1\right)\frac{1}{2^{n+1}(n+1)!}D^{n+1}[(x^{2}-1)^{n+1}]}\\
=\;&{\left(n+1\right)\frac{1}{2^{n}n!}D^{n}[x(x^{2}-1)^{n}]}\\
\end{align*}
Using the Leibniz rule:
\begin{align*}
=\;&{\left(n+1\right)\frac{xD^{n}[(x^{2}-1)^{n}]+nD^{n-1}[(x^{2}-1)^{n}]}{2^{n}n!}}\\
=\;&x(n+1)P^{n}(x)+\frac{n(n+1)}{2^{n}n!}D^{n-1}[(x^2-1)^n]\\
\end{align*}
Adding and subtracting $\frac{1}{2^{n}(n-1)!}xD^{n}[(x^2-1)^n]$ we get:
\begin{align*}
=\;&x(2n+1)P^{n}(x)+\frac{n(n+1)}{2^{n}n!}D^{n-1}[(x^2-1)^n]-\frac{1}{2^{n}(n-1)!}xD^{n}[(x^2-1)^n]\\
\end{align*}
Using L.G.'s observation (or deriving it with the Leibniz rule) we have:
\begin{align*}
=\;&x(2n+1)P^{n}(x)+\frac{(n+1)}{2^{n}(n-1)!}D^{n-1}[(x^2-1)^n]-\frac{1}{2^{n}(n-1)!}(D^{n}[x(x^2-1)^n]-nD^{n-1}[(x^2-1)^n])\\
=\;&x(2n+1)P^{n}(x)+\frac{2n}{2^{n}(n-1)!}D^{n-1}[(x^2-1)^{n}-x^{2}(x^{2}-1)^{n-1}]\\
=\;&x(2n+1)P^{n}(x)+\frac{n}{2^{n-1}(n-1)!}D^{n-1}[(x^2-1)^{n-1}(-1)]\\
=\;&x(2n+1)P^{n}(x)-nP^{n-1}(x).
\end{align*}
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