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Ghorai

Lecture XIII

Legendre Equation, Legendre Polynomial

Legendre equation

This equation arises in many problems in physics, specially in boundary value problems

in spheres:

(1 x2 )y 00 2xy 0 + ( + 1)y = 0,

(1)

where is a constant.

We write this equation as

y 00 + p(x)y 0 + q(x)y = 0,

where

( + 1)

2x

and q(x) =

.

2

1x

1 x2

Clearly p(x) and q(x) are analytic at the origin and have radius of convergence R = 1.

Hence x = 0 is an ordinary point for (1). Assume

p(x) =

y(x) =

cn x n .

n=0

cn+2 =

( + n + 1)( n)

cn ,

(n + 2)(n + 1)

n = 0, 1, 2,

c2 =

( + 1)

c0 ,

12

c3 =

( + 2)( 1)

c1 ,

123

c4 =

( + 3)( + 1)( 2)

c0 ,

1234

and

c1 .

12345

By induction, we can prove that for m = 1, 2, 3,

c5 =

c2m = (1)m

c2m+1 = (1)m

( + 2m 1)( + 2m 3) ( + 1)( 2) ( 2m + 2)

c0

(2m)!

( + 2m)( + 2m 2) ( + 2)( 1)( 3) ( 2m + 1)

c1 .

(2m + 1)!

y(x) = c0 y1 (x) + c1 y1 (x),

where

y1 (x) = 1+

(1)m

m=1

( + 2m 1)( + 2m 3) ( + 1)( 2) ( 2m + 2) 2m

x ,

(2m)!

(2)

S. Ghorai

and

x

.

(2m + 1)!

m=1

(3)

Taking c0 = 1, c1 = 0 and c0 = 0, c1 = 0, we find that y1 and y2 are solutions of

Legendre equation. Also, these are LI, since their Wronskian is nonzero at x = 0. The

series expansion for y1 and y2 may terminate (in that case the corresponding solution

has R = ), otherwise they have radius of convergence R = 1.

y2 (x) = x+

(1)m

Legendre polynomial

We note that if in (1) is a nonnegative integer, then either y1 given in (2) or y2 given

in (3) terminates. Thus, y1 terminates when = 2m (m = 0, 1, 2, ) is nonnegative

even integer:

y1 (x) = 1,

( = 0),

2

y1 (x) = 1 3x ,

( = 2),

4

x

,

(

= 4).

y1 (x) = 1 10x2 + 35

3

Note that y2 does not terminate when is a nonnegative even integer.

Similarly, y2 terminates (but y1 does not terminate) when = 2m + 1 (m = 0, 1, 2, )

is nonnegative odd integer:

y2 (x) = x,

y2 (x) = x 53 x3 ,

x2 +

y2 (x) = x 14

3

21 5

x,

5

( = 1),

( = 5),

( = 5).

(1 x2 )y 00 2xy 0 + n(n + 1)y = 0,

(4)

(1) with n replacing .

Definition 1. The polynomial solution, denoted by Pn (x), of degree n of (4) which

satisfies Pn (1) = 1 is called the Legendre polynomial of degree n.

Let be a polynomial of degree n defined by

(x) =

dn 2

(x 1)n .

dxn

(5)

Then is a solution of (4). To prove it, we proceed as follows: Assume u(x) = (x1 1)n .

Then

(x2 1)u(1) = 2nxu.

(6)

Now we take (n + 1)-th derivative of both sides of (6):

(x2 1)u(1)

(n+1)

= 2n(xu)(n+1) .

(7)

S. Ghorai

Now we use Leibniz rule for the derivative of product two functions f and g:

m

X

m (k) (mk)

(m)

(f g) =

f g

,

k

k=0

which can be proved easily by induction.

Thus from (7) we get

(x2 1)u(n+2) + 2x(n + 1)u(n+1) + (n + 1)nu(n) = 2n xu(n+1) + (n + 1)u(n) .

Simplifying this and noting that = u(n) , we get

(1 x2 ) 00 2x 0 + n(n + 1) = 0.

Thus, satisfies (4). Note that we can write

(n)

(x) = (x + 1)n (x 1)n

= (x + 1)n n! + (x 1)s(x),

where s(x) is a polynomial. Thus, (1) = 2n n!. Hence,

1

1 dn 2

Pn (x) = n (x) = n

(x 1)n .

n

2 n!

2 n! dx

(8)

a. Generating function: The function G(t, x) given by

1

G(t, x) =

1 2xt + t2

is called the generating function of the Legendre polynomials. It can be shown

that for small t

X

1

=

Pn (x)tn .

2

1 2xt + t

n=0

b. Orthogonality: The following property holds for Legendre polynomials:

(

Z 1

0,

if m 6= n

2

Pm (x)Pn (x) dx =

, if m = n.

1

2n + 1

c. Fourier-Legendre series: By using the orthogonality of Legendre polynomials,

any piecewise continuous function in 1 x 1 can be expresses in terms of

Legendre polynomials:

X

f (x)

cn Pn (x),

n=0

where

2n + 1

cn =

2

1

Now

X

n=0

cn Pn (x) =

f (x),

where f is continuous

+

f (x ) + f (x )

, where f is discontinuous

2

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