Advanced Mathematics GE 604

power series and Bessel function

& Legendre Polynomial

-:Legendre Polynomials
In many applications the parameter n in Legendre's equation will be a non
negative integer. are called Legendre polynomials. Since they are
Of great practical importance, let us consider them in more detail, for this
:purpose we write in the form
c r=

( r +2 ) ( r +1 )
c
( nr ) ( n+r +1 ) r +2

And may then express all the no vanishing coefficients in terms of the
coefficient
of the highest power of (x) of the polynomial. It is customary (c n)

:To choose c n=1 when n=0 and

c n=

( 2 n ) ! 1.3 .5 .. ( 2 n1 )
=
n
2
n!
2 ( n! )

Differential Equation Legendre's

( 1x 2 ) y ' ' 2 x y' +n ( n+1 ) y=0

:General Solution
y= A Pn ( x )+ B Qn ( x )

:Legendre Polynomials
P0 ( x )=1 , P1 ( x )=x , ..

Pn ( x ) =

1 d n ( 2 )n
x 1
2n n ! d xn

Example (1)
P5 ( x ) =

1
[ 36 x 570 x 3 +15 x ]
8

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Advanced Mathematics GE 604

pn ( x ) =

1
[ D 2 ( x 21 )n ]
2 ( n !)

:Show That

t=( x 21 )

power series and Bessel function

& Legendre Polynomial

:Let

n1
dy
=2nx ( x 21 )
dx

( x 21 ) Dt2 nxt=0 (1)

Dn+1 [ ( x 21 ) Dt ]D n+1 [ 2 nx . t ] =0 (2)

k
nk
D ( n . ) = n D ( n ) D ( )
k=0 k
n

()

n+1

{ Dk ( x2 1 ) D nk+2 (t )D k ( 2 nx ) Dn k+1 }=0

(n+1
)
k
k=0

[ ( x 21 ) D2 +2 xDn ( n+1 ) ] Dn (t )=0

2
( 1x 2 ) d 2 2 x d + n ( n+1 ) Dn ( t )=0

dx

dx

A Dn ( t )=Pn ( x ) (3)
A Dn ( t )=

A=

(2 n)! n
(x )
n
2
2 ( n! )

1
2 n!
n

1
Dn ( t )=Pn ( x )
2 n!
n

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Advanced Mathematics GE 604

Pn ( x ) =

power series and Bessel function

& Legendre Polynomial

1
[ Dn ( x 21 )n ]
2 (n ! )
n

Example (2)
1

2,n=0
P n ( x )={0,n=1,2,.
.
1

:Solution
P0 ( x )=1 , P1 ( x )=x
1

n=0 , P0 ( x ) dx= P20 ( x ) dx=

1

2
=2
2 ( 0 ) +1

n=1,2,.. Pn ( x ) dx = P 0 ( x ) P n ( x ) dx=0
1

Example (3)
Find

f ( x ) = A n Pn
0

f ( x )=

x0
{0,3
x ,0 x 3
3

:Solution
x=3 t , t=

Fall 2015
3

X
3

Let

( 3x )

Advanced Mathematics GE 604

power series and Bessel function

& Legendre Polynomial

27
A n=
( 2 n+1 ) t 3 Pn ( t ) dt
2
0

( )

A 2=

135
81
27
, A 1= , A 0 =
16
10
8

f ( x) =

27
x 81
x
P0
+ P1
+
8
3 10
3

()

()

Example (4)

-: Using Power series to solve Legendre's Equation

( 1x 2 ) y , xx2 x y , x +n ( n1 ) y=0
P3 ( x ) , P 5 ( x )

y= c k x

Whit n=3 & n=5,

Find Legendre Polynomials

k=0

[ k ( k1 ) c k x k 2 k ( k1 ) c k x k 2 k c k x k +n ( n1 ) c k x k ]=0
0

m=k 2,

( k +2 ) ( k +1 ) c k+2 + [ n ( n1 )k ( k +1 ) ] c k =0

c k+2=

( n ( n1 ) k ( k +1 ) )
ck
( k +2 ) ( k +1 )

,K=0,1,2,3
c 2=

n ( n1 )
c0
2!

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Advanced Mathematics GE 604

c 3=

( n1 ) ( n+2 )
c1
3!

c4 =

n ( n+1 )( n2 )( n+3 )
c0
4!

c 5=

( n1 )( n+2 ) ( n3 ) ( n+4 )
c1
5!

n ( n+1 ) 2 n ( n+1 )( n2 )( n+3 ) 4

x+
x ..
2!
4!

( n+ 1 )( n+ 2 ) 3 ( n1 )( n+ 2 )( n3 ) ( n+4 ) 5
x+
x +...
3!
5!

y 1 ( x )=c 0 1+

y 2 ( x )=c 1 x +

n=2,4,6
c 0=(1 )n/ 2

1.3 . ( n1 )
2n n

n=2,

y 1 ( x )=

3
35
110 x 2+ x 4
8
3

1
4
2
( 35 x 10 x +3 )
8
n=3,5,7..
c 1=(1 )

n1/ 2

n=3,

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power series and Bessel function

& Legendre Polynomial

1.3 . n
2n ( n1 )

Advanced Mathematics GE 604

y 2 ( x )=(1 )

P3 ( x ) =

] [

3
5
3 5 3
1
x x 3 =
x x = [ 5 x 33 x ]
2
3
2 3
2

1
[ 5 x 3 3 x ]
2

n=5,

y 2 ( x )=

1.3 .5
14
63
x x3 + x 5
2.4
3
15

1
[ 63 x5 70 x3 +15 x ]
8

P5 ( x ) =

1
[ 63 x 570 x 3+15 x ]
8

Example (5)
Show That
1

x2 Pn+1 ( x ) Pn1 ( x ) dx=

1

Pn+1 ( x )=

xPn ( x ) =

2 ( n+1 )
n
x Pn ( x )
P (x)
n+1 n1
( n+1 )

( n+1 )
n
P ( x )+
P (x)
2n+1 n1
( 2 n+1 ) n +1

P n ( x ) P m ( x )=
1

Fall 2015
6

2n ( n+1 )
( 4 n21 ) ( 2 n+3 )

0if n m
2
if n=m
2n+ 1

power series and Bessel function

& Legendre Polynomial

Advanced Mathematics GE 604

1

power series and Bessel function

& Legendre Polynomial

Pn+1 ( x ) Pn1 ( x ) dx= { x p n+1 ( x ) }{ x Pn1 ( x ) } dx

{
1

n+2
n+1
n
Pn+ 2 ( x )+
P n ( x ) }{
P (x)
2n+ 3
2 n+3
2 n1 n

+ n1
P ( x ) }dx
2n1 n2
1

{
1

( x )n
n+1
Pn
P ( x ) }dx
2n+ 3 2 n1 n

n+1
n
2 n+3
2
2
P n ( x ) dx=

2n1
2 n+1
n+ 1
n 1
2 n+3
(
)
2 n1 1
1

x 2 P n+1 ( x ) Pn1 ( x ) dx=

1

2 n ( n+1 )
( 4 n 21 ) ( 2n+ 3 )

Example (6)
2

U ( r , ) , r

d ( ) 1 d
du
ru +
sin
=0
2
sin d
d
dr

u ( r , )=R ( r ) ( )

:Solution

d2 ( ) R d
d
rR +
sin
2
sin d
d
dr

r d2 ( )
1 d
d
rR +
sin
=0 ( 1 )
R d r2
sin d
d

''

'

r R 2 r R + R=0 (2 )

Fall 2015
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:Find The Function

Advanced Mathematics GE 604

d
d
sin
2 sin =0 ( 3 )
d
d

d d dx
d
= . =sin
d dx d
dx
sin

d
d
d
2
=sin =( x 1 )
dx
dx
dx

sin

d
( 1x 2 ) d
dx
dx

d
( 1x 2 ) d 2 =0
dx
dx
1 dR
d d 2 R 1 dR
R' = = , R' ' = 2

r dt
r d t 2 r 2 dt
d 2 R dR
+ n ( n+1 ) R=0
2
dt
dt

:General Solution
nt

( n+1 ) t

R ( t ) =c 1 e +c 2 e

R ( r ) =c 1 r n + c2 r(n +1)
U ( r , )=( c 1 r n+ c2 r (n +1) ) pn ( cos )

Exampl (7)
Solve the differential equation
( x 21 ) x2 y ' ' + ( x 2 +1 ) x y ' + ( x 2+1 ) y =0

.Using Power Series

:Solution
Fall 2015
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power series and Bessel function

& Legendre Polynomial

Advanced Mathematics GE 604

power series and Bessel function

& Legendre Polynomial

( x 21 ) [ ( m+r ) ( m+r1 ) c m xm +r ( x 2+1 ) ( m+r ) c m xm +r + ( x 2 +1 ) c m x m +r =0 ]

m=0

[ ( m+r 1 )2 c m x m+r +2( m+r +1 ) ( m+r1 ) c m xm +r ]=0

m=0

By equation the coefficient

xr

to zero we see that the indicial

:equation is
( r +1 ) ( r1 )=0
r 1=1 , r 2=1
( r + 2 ) r c 1=0

,n=0,1,2
( n+r 1 )2 c n= ( n+r +3 ) ( n+r +1 ) c n+2

,n=0,1,2
c n+2=

n2
c
( n+ 4 )( n+2 ) n

y 1 ( x )=c0 x
r=r 2=1

..,n=0,1,2
( n2 )2 c n=( n+2 ) n cn +2 ( x )=

y 2 ( x )=kxlnx+

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1
k
c m x m ( x 21 ) x 2 + ( m1 ) ( m2 ) c m x m 3

x m=0
x m=0

Advanced Mathematics GE 604

( x +1 ) x klnx+ k + ( m1 ) c m x m2
2

m=0

power series and Bessel function

& Legendre Polynomial

+ ( x 2+ 1 ) kxlnx+ c m x m1 =0
m=0

:The Logarithmic terms drop out simplification yields

2 kx + ( m2 ) c m x

m+1

m=0

m ( m2 ) cm x

m1

=0

m=0

Example (8)
Find a solution of
( 1x 2 ) y 2 x y +6 y =0

Which is boutded

1 x 1sat is fies the coudition y

y= c n x , y = nc n x n1 , y ' ' =n ( n1 ) c n x n2
n=0

Fall 2015
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'

n =0

( 12 )=10

Advanced Mathematics GE 604

Cn +2=

power series and Bessel function

& Legendre Polynomial

( n2 )( n+3 )
cn
( n+1 ) ( n+2 )

n=0 c 2=3 c 0
y ( x )=c 0+ c 1 x +c 2 x 2 c 0+ c 1 x3 c 0 x2
y ( x )=c 0+ ( 13 x 2 )

( 34 ) c =40

10=c0 1

y=40120 x 2
y=c0 ( 13 x 2 )
y=c0 P2 ( x ) +C 1 Q2 =2
3
1
y=c0 P2 ( x ) +C 1( xQ ( x ) Q0 ( x ) )
2
2
1
3
1
xQ ( x ) Q0 ( x )
2 1
2
)
y=c 0 P 2 ( x )+ C1
y=c0 P2 ( x ) +c 1

Fall 2015
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3
1
x ( x Q0 ( x )1 ) Q0 ( x )
2
2