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Abstract
History: lacks context of
discovery and This expository paper illustrates some useful properties of Legendre polynomials
motivation
Construction: ok in approximating continuous functions, particularly, transcendental functions. It
Form: ok
Illustration: ok is shown that the condition of the orthogonality of these polynomials leads to this
Pros: ok 2n+1 1
R
Cons: none specified equation a n = 2 −1 f (x)Pn (x)dx so that the function f (x) is best approximated
The claim "best"
by the sum of Legendre polynomials a0 P0 (x)+a1 P1 (x)+...+an Pn (x) over an interval
is unfounded.
Applications: ok [−1, 1] in L2 function space..
References: ok
Keywords: Transcendental functions, Legendre polynomials, orthogonality.
1 Introduction
1
function. However, the convergence rate of these polynomials deteriorates in a large
degree n [9].
Legendre polynomials can be defined in numerous ways. This paper, however, provides
only one approach that is by construction as an orthogonal system.
All Legendre polynomials together form an orthogonal polynomial system with respect
to the weight function ω(x) = 1 over the interval [−1, 1]. That is, Pn is a polynomial of
degree n, such that Z 1
Pk (x)Pn (x)dx = 0 if k 6= n. (1)
−1
This determines the polynomials completely up to an overall scale factor, which is fixed
by the standardization Pn (1) = 1. This implies that P0 (x) must be equal to 1 and P1 (x)
must be orthogonal to P0 . Similarly, P2 (x) is determined by requiring orthogonality to
P0 and P1 , and so on. Pn is fixed by requiring orthogonality to all Pk with m < n. This
process is called Gram-Schmidt orthogonalization. The sequence of Legendre polynomials ok!
forms a complete orthogonal basis of L2 ([−1, 1]).
the
One of the explicit, compact expressions for Legendre Polynomials is given by Ro-
drigues’ formula in the form
1 dn 2
Pn (x) = (x − 1)n (2)
2n n! dxn
and the recurrence relation can be written as
that determines the values a0 , a1 , ..., an so that f (x) ≈ a0 P0 (x) + a1 P1 (x) + ... + an Pn (x)
a the
is the best polynomial approximation on [−1, 1]. To illustrate this, see example 1.
by a
Example 1. Approximate f (x) = ex using Legendre Polynomials. of degree at most 3
Solution:
Consider f (x) ≈ P (x) = a0 P0 (x) + a1 P1 (x) + ... + an Pn (x) on [−1, 1]. For this problem,
the first four Legendre polynomials were considered in approximating this function. Now,
using equation (5), we have
R1 R1
P (x) = P0 (x) 2(0)+1
2 −1
f (x)P0 (x)dx + P1 (x) 2(1)+1
2 −1
f (x)P1 (x)dx
R1 R1
+P2 (x) 2(2)+1
2 −1
f (x)P2 (x)dx + P3 (x) 2(3)+1
2 −1
f (x)P3 (x)dx
1
R1 R1 R1
= 2 −1
ex dx + x( 32 −1
ex xdx + 12 (3x2 − 1)( 52 −1
ex ( 21 (3x2 − 1))dx
R1
+ 21 (5x3 − 3x)( 72 −1
ex ( 12 (5x3 − 3x))dx
Figure 1 shows the graph of the function f (x) - (blue graph) and the approximated
polynomial P (x) - (green graph). It is clear in the graph shown in Figure 1 that the first
four Legendre polynomials can provide a polynomial that best fit over the interval [-1,1].
This means that the computed 2-norm error is approximately equal to 0 over this interval
[-1,1].
3
Figure 1: Graph of f (x) and P (x)
Some concluding statements would have helped.
References
[1] Carrier, G. F., Krook, M., & Pearson, C. E. (2005). Functions of a complex variable:
theory and technique. Society for Industrial and Applied Mathematics.
[3] Cohen, M. A., & Tan, C. O. (2012). A polynomial approximation for arbitrary func-
tions. Applied Mathematics Letters, 25(11), 1947-1952.
[4] Davis, P. J., & Rabinowitz, P. (2007). Methods of numerical integration. Courier
Corporation.
[5] Dunster, T. M. (2009). Legendre and Related Functions. Rainbow over Woolsthorpe
Manor, 351.
[6] Greiner, W. (2012). Classical electrodynamics. Springer Science & Business Media.
[7] Liu, Y. (2013). Application of Legendre polynomials in solving Volterra integral equa-
tions of the second kind. Appl. Math., 3(5), 157-159.
[8] Phillips, A. C. (2013). Introduction to quantum mechanics. John Wiley & Sons.
[9] Wang, H., & Xiang, S. (2012). On the convergence rates of Legendre approximation.
Mathematics of Computation, 81(278), 861-877.