Legendre’s Equation

Research Project
Submitted to the department of (mathematics) in partial fulfillment of the
requirements for the degree of BSc. in (mathematics)

By:
Trifa hakim aziz

Supervised by:
Dr. Adnan A. Jalal

April– 2022
 Certification of the Supervisors

I certify that this report was prepared under my supervision at the Department of
Mathematics / College of Education / Salaheddin University-Erbil in partial fulfillment
of the requirements for the degree of Bachelor of Science in Mathematics.

Signature:
Supervisor: L. Adnan A. Jalal
Scientific grade: Lecture
Date: 9 / 4 / 2022

In view of the available recommendations, I forward this report for debate by the
examining committee.

Signature:
Name: Assist. Prof. Dr. Rashad R. Haji
Scientific grade: Assistant Professor
Chairman of the Mathematics Department
Date: 9 / 4 / 2022

II
 Dedicated to

. My father.

. My dear mother.

. My dear brothers and sister.

. my dear teachers.

. All who support me.

III
 Acknowledgement

My great thanks to Allah for giving me power and patience to perform this study.

I would sincerely like to thank and deeply grateful to my supervisor L. “Adnan

A. Jalal” who without his support, kind supervision, helpful suggestions and valuable
remarks, my work would have been more difficult.

My deepest thanks go to Prof. Dr. “Rashad R. Haji” for his efforts during his post
as a head of the mathematics department of college of Education. Furthermore, I
would also like to thank all my teachers in Mathematics Department.

Finally, I would like to state my heartily thanks to my own family specially my

respectful father and mother for supporting my study generally, emboldening and
sustaining, and helping me during difficult times.

Trifa
2022

IV
 Abstract

In this report we studied the solutions of the Legendre equation. In chapter one
some basic definitions of differential equations are introduced, then we talked about
the sequence and series of real numbers. Then, from chapter two Legendre equations,
types of Legendre equation, orthogonality theorem and some recurrence formulae are
declared.

V
 List of contents

Subject Title I
Supervisor Certificate………………..…………………………… II
Dedication ……………………………………………………….. III
Acknowledgements………………………….…………..……….. IV
Abstract .. ……………………………..………………………….. V
List of contents ………………………..………………………….. VI
Introduction ….……………………..……………………………. 1
Chapter 1: Preliminary Concepts 2-6
1.1 Some Basic Definitions …………..…………..……………… 2
1.2 Sequence and Series..… 3
Chapter 2: Phase Portrait for Planer Linear System 7-17
2-1 Legendre Polynomials ..……………………………………… 7
2.2 Solution of Legendre’s Equation …………………………… 7
2.3. Generating function for Legendre polynomials. …………….. 11
2.4. Orthogonal properties of Legendre’s polynomials 15 15
2.5. 9.5. Recurrence formula 17
References ……………………………………………………….. R1

VI
 Introduction

In mathematics, Legendre polynomials (named after Adrien-Marie Legendre,

who discovered them in 1782) are a system of complete and orthogonal polynomials,
with a vast number of mathematical properties, and numerous applications.

Legendre's differential equation arises naturally whenever one solves Laplace's

equation. They can be defined in many ways, and the various definitions highlight
different aspects as well as suggest generalizations and connections to different
mathematical structures and physical and numerical applications.

1
 Chapter One: Preliminary concepts

1.1 Some Basic Definitions

Definition 1.1. [3]

A differential equation is a relation involving an unknown function and some of its
derivatives.
𝑑𝑦
Example: = 𝑦 + 𝑒𝑡
𝑑𝑡

is a differential equation that asks for a function 𝑦 = 𝑓(𝑡), whose derivative is equal
to the function plus 𝑒 𝑡 . By differentiating, you can verify that a function such as 𝑦 =
𝑡𝑒 𝑡 meets this specification.

Definition 1.2. [3]

A differential equation involving only derivatives with respect to a single independent
variable is called an ordinary differential equation, or ODE.

Example:

𝑑4𝑦 𝑑2𝑦 𝑑𝑦 3
1) 4
+5 + ( ) = sin 𝑥
𝑑𝑥 𝑑𝑥 2 𝑑𝑥

Definition 1.4. [3]

The order of a differential equation is the order of the highest derivative of the
unknown function occurring in the equation.

Definition 1.5. [5]

The degree of a differential equation is the degree of the highest derivative which
occurs in it, after the differential equation has been made free from radicals and
fractions as far as the derivatives are concerned.

Definition 1.6 [6] A function f from a set D to a set Y is a rule that assigns a unique
value f(x) in Y to each x in D

2
1.2 Sequence and Series

Definition 1.7 [6] An infinite sequence of number is a function whose domain is the
set of positive integers. For example, the function associated with the sequence
2,4,6,8,10, 12, …,2n, …
Sends 1 to 𝑎1 = 2,2 𝑡𝑜 𝑎2 = 4, and so on. The general behavior of this sequence is
described by the formula 𝑎𝑛 = 2𝑛.

Definition 1.8 [6] The sequence {𝑎𝑛 } converges to the number L if for every positive
number 𝜀 there corresponds an integer N such that
|𝑎𝑛 − 𝐿| < 𝜀 whenever n >N
If no such number L exists, we say that {𝑎𝑛 } diverges.
If {𝑎𝑛 } converges to L, we write lim 𝑎𝑛 = 𝐿,or simply 𝑎𝑛 → 𝐿,and call L the limit of
𝑛→∞

sequence.

Definition 1.9 [6] The sequence {𝑎𝑛 } diverges to infinity if for every number M there
is integer N such that for all n larger than N, 𝑎𝑛 > 𝑀. If this condition hold, we write
lim 𝑎𝑛 = ∞ 𝑜𝑟 𝑎𝑛 → ∞
𝑛→∞

Similarly, if for every number m there is an integer N such that for all n > N we have
𝑎𝑛 < 𝑚,then we say {𝑎𝑛 } diverges to negative infinity and write

lim 𝑎𝑛 = −∞ 𝑜𝑟 𝑎𝑛 → −∞
𝑛→∞

Definition 1.10 [6] Given a sequence of number {𝑎𝑛 },an expression of the form
𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 + ⋯
Is an infinite series the number 𝑎𝑛 is the nth term of the series. The sequence {𝑠𝑛 }
defined by
𝑠1 = 𝑎1
𝑠1 = 𝑎1 + 𝑎2
⋮

3
 𝑛

𝑠𝑛 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛 = ∑ 𝑎𝑘
𝑘=1

Is the sequence of partial sums of the series, the number 𝑠𝑛 being the nth partial
sum. If the sequence of partial sums converges to a limit L, we say that the series
converges and that its sum is L.in this case, we also write
𝑛

𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛 = ∑ 𝑎𝑛 = 𝐿.
𝑛=1

If the sequence of partial sums of the series does not converge, we say that the series
diverges.

Definition 1.11 [6] Geometric series

Geometric series are series of the form
𝑛

𝑎 + 𝑎𝑟 + 𝑎𝑟 2 + ⋯ + 𝑎𝑟 𝑛−1 + ⋯ = ∑ 𝑎𝑟 𝑛−1 .
𝑛=1

In which a and r are fixed real numbers and 𝑎 ≠ 0. The series can also be written as
∑∞ 𝑛
𝑛=0 𝑎𝑟 . The ratio r can be positive, as in

1 1 1 𝑛−1
1 + + +⋯+( ) + ⋯ , 𝑟 = 1⁄2 , 𝑎 = 1
2 4 2
Or negative, as in
1 1 1 𝑛−1
1 − + + ⋯ + (− ) + ⋯ , 𝑟 = −1⁄3 , 𝑎 = 1
3 9 3
𝑎
If |𝑟| < 1,the geometric series 𝑎 + 𝑎𝑟 + 𝑎𝑟 2 + ⋯ + 𝑎𝑟 𝑛−1 + ⋯ converges to
1−𝑟
𝑎
∑𝑛𝑛=1 𝑎𝑟 𝑛−1 = . |𝑟| < 1.
1−𝑟

if |𝑟| ≥ 1,the series diverges.

Definitions 1.12 [6] A power series about 𝑥 = 0 is a series of the form

∑𝑛𝑛=0 𝑐𝑛 𝑟 𝑛 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + ⋯ + 𝑐𝑛 𝑥 𝑛 + ⋯. (1)

A power series about 𝒙 = 𝒂 is a series of the form

4
∑𝑛𝑛=0 𝑐𝑛 (𝑥 − 𝑎)𝑛 = 𝑐0 + 𝑐1 (𝑥 − 𝑎) + 𝑐2 (𝑥 − 𝑎)2 + ⋯ + 𝑐𝑛 (𝑥 − 𝑎)𝑛 + ⋯. (2)

In which the center a and the coefficients 𝑐0 , 𝑐1 , 𝑐2 , ⋯ , 𝑐𝑛 , … are constants.

Theorem 1.1 [6] The convergence Theorem for power series

If the power series ∑∞ 𝑛 2

𝑛=0 𝑎𝑛 𝑥 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 + ⋯ converges at 𝑥 = 𝑐 ≠ 0

absolutely for all x with |𝑥| < |𝑐|. If the series diverges at 𝑥 = 𝑑, then it diverges for
all x with |𝑥| < |𝑑|.

Corollary to theorem 1.2 [6]

The convergence of the series 𝑐𝑛 (𝑥 − 𝑎)𝑛 is described by one of the following three
cases:

1.There is a positive number R such that the series diverges for x with |𝑥 − 𝑎| > 𝑅 but
converges absolutely for x with |𝑥 − 𝑎| < 𝑅.the series may or may not converges at
either of the endpoints 𝑥 = 𝑎 − 𝑅 and 𝑥 = 𝑎 + 𝑅.

2. The series converges absolutely for every 𝑥(𝑅 = ∞).

3. The series converges at 𝑥 = 𝑎 and diverges elsewhere (𝑅 = 0).

Theorem 1.3 [1]

Consider the power series ∑∞

𝑛=0 𝑎𝑛 (𝑧 − 𝑝)
𝑛

1.There exists an R such that 0 ≤ 𝑅 < ∞ called the radius of convergence such that
∑∞ 𝑛
𝑛=0 𝑎𝑛 (𝑧 − 𝑝) converges for |𝑧 − 𝑝| < 𝑅 and diverges for |𝑧 − 𝑝| > 𝑅 the radius

of convergence is given by

𝑎𝑛
𝑅 = lim | | If the limit exists (ratio test).
𝑛→∞ 𝑎𝑛 +1

2.The function 𝑓(𝑥) = ∑∞ 𝑛

𝑛=0 𝑎𝑛 𝑧 defined for |𝑧 − 𝑝| < 𝑅 can be differentiated and

integrated term-wise within its radius of convergence.

5
Definition 1.13 [6] let f be a function with derivatives of all orders throughout some
interval containing a as an interior point. Then the Taylor series generated by f at 𝑥 =
𝑎 is

𝑓(𝑘) (𝑎) 𝑓′′ (𝑎)

∑∞
𝑘=0 (𝑥 − 𝑎)𝑘 = 𝑓(𝑎) + 𝑓 ′ (𝑎)(𝑥 − 𝑎) + (𝑥 − 𝑎)2 + ⋯ +
𝑘! 2!
𝑓(𝑛) (𝑎)
(𝑥 − 𝑎)2 + ⋯
𝑛!

The Maclaurin series of f is the Taylor series generated by f at 𝑥 = 0, or

𝑓(𝑘) (0) 𝑓′′ (0) 𝑓(𝑛) (0)

∑∞
𝑘=0 (𝑥 − 𝑎)𝑘 = 𝑓(0) + 𝑓 ′ (0)(𝑥) + (𝑥)2 + ⋯ + (𝑥)𝑛 + ⋯
𝑘! 2! 𝑛!

Definition 1.14 [6] Let f be a function with derivatives of order k for k=1,2, …, N. In
some interval containing a as an interior point. Then for any integer n from 0 through
N, the Taylor polynomial of order n generated by f at 𝑥 = 𝑎 is the polynomial

′ (𝑎)(𝑥
𝑓 ′′ (𝑎) 2
𝑓 (𝑘) (𝑎)
𝑝𝑛 (𝑥) = 𝑓(𝑎) + 𝑓 − 𝑎) + (𝑥 − 𝑎) + ⋯ + (𝑥 − 𝑎)𝑘 + ⋯
2! 𝑛!
𝑓 (𝑛) (𝑎)
+ (𝑥 − 𝑎)𝑛
𝑛!

Definition 1.15 [1] (Analytic function, ordinary/singular point)

A function 𝑓 is called analytic at p if ∑∞ 𝑛

𝑛=0 𝑎𝑛 (𝑧 − 𝑝) converges to f(z) in some

neighborhood of p (i.e., if there exists an 𝑟 > 0 such that it converges for

|𝑧 − 𝑝| < 𝑟. If 𝑓 is analytic at p, then p is called an ordinary point of 𝑓. If 𝑓 is not
analytic at p, then p is called a singular point of 𝑓.

6
 Chapter Two: Legendre Polynomials

2.1 Legendre’s Equation [1]

The differential equation of the form

𝑑2𝑦 𝑑𝑦
(1 − 𝑥 2 ) − 2𝑥 + 𝑛(𝑛 + 1)𝑦 = 0 …(1)
𝑑𝑥 2 𝑑𝑥

is known as Legendre’s equation, where 𝑛 is a positive integer. The above equation

can also be written as

𝑑 𝑑𝑦
{(1 − 𝑥 2 ) } + 𝑛(𝑛 + 1)𝑦 = 0
𝑑𝑥 𝑑𝑥

This equation can be integrated in series of ascending or descending of 𝑥. i.e.,

series in ascending or descending powers of 𝑥 and be found which satisfy the

equation (1).

2.2 Solution of Legendre’s Equation [5]

We now solve (1) in series of descending powers of 𝑥. Let the series solution of (1)
be
∞

𝑦 = ∑   𝑐𝑚 𝑥 𝑘−𝑚 , where 𝑐0 ≠ 0. (2)

𝑚=0

Differentiating (2) and then putting the values of 𝑦, 𝑑𝑦/𝑑𝑥 and 𝑑 2 𝑦/𝑑𝑥 2 into (1), we
have
∞ ∞

(1 − 𝑥 2 ) ∑   𝑐𝑚 (𝑘 − 𝑚)(𝑘 − 𝑚 − 1)𝑥 𝑘−𝑚−2 − 2𝑥 ∑   𝑐𝑚 (𝑘 − 𝑚)𝑥 𝑘−𝑚−1 + 𝑛(𝑛

𝑚=0 𝑚=0
∞

+ 1) ∑   𝑐𝑚 𝑥 𝑘−𝑚 = 0
𝑚=0

or ∑∞
𝑚=0  𝑐𝑚 (𝑘 − 𝑚)(𝑘 − 𝑚 − 1)𝑥
𝑘−𝑚−2
− ∑∞
𝑚=0  𝑐𝑚 {(𝑘 − 𝑚)(𝑘 − 𝑚 − 1) + 2(𝑘 −

𝑚) − 𝑛(𝑛 + 1)}𝑥 𝑘−𝑚 = 0. ...(3)

7
Now, (𝑘 − 𝑚)(𝑘 − 𝑚 − 1) + 2(𝑘 − 𝑚) − 𝑛(𝑛 + 1)

= (𝑘 − 𝑚)2 − (𝑘 − 𝑚) + 2(𝑘 − 𝑚) − 𝑛(𝑛 + 1) = (𝑘 − 𝑚)2 − 𝑛2 + (𝑘 − 𝑚) − 𝑛

= (𝑘 − 𝑚 + 𝑛)(𝑘 − 𝑚 − 𝑛) + (𝑘 − 𝑚 − 𝑛) = (𝑘 − 𝑚 − 𝑛)(𝑘 − 𝑚 + 𝑛 + 1).

Hence (3) may be re-written as

∞ ∞

∑   𝑐𝑚 (𝑘 − 𝑚)(𝑘 − 𝑚 − 1)𝑥 𝑘−𝑚−2 − ∑   𝑐𝑚 (𝑘 − 𝑚 − 𝑛)(𝑘 − 𝑚 + 𝑛 + 1)𝑥 𝑘−𝑚

𝑚=0 𝑚=0

= 0. (4)

(4) is an identity. To get the indicial equation, we equate to zero the coefficient of the
highest power of 𝑥, namely 𝑥 𝑘 in (4) and obtain

𝑐0 (𝑘 − 𝑛)(𝑘 + 𝑛 + 1) = 0 or (𝑘 − 𝑛)(𝑘 + 𝑛 + 1) = 0, as 𝑐0 ≠ 0. (5)

So, the roots of (5) are 𝑘 = 𝑛, −(𝑛 + 1). They are unequal and differ by an integer.
The next lower power of 𝑥 is 𝑘 − 1.

So, we equate to zero the coefficient of 𝑥 𝑘−1 in (4) and obtain

𝑐1 (𝑘 − 1 − 𝑛)(𝑘 + 𝑛) = 0. (6)

For 𝑘 = 𝑛 and −(𝑛 + 1), neither (𝑘 − 1 − 𝑛) nor (𝑘 + 𝑛) is zero.

So, from (6), 𝑐1 = 0.

Finally, in (4) equating the coefficient of 𝑥 𝑘−𝑚 to zero, we have

𝑐𝑚−2 (𝑘 − 𝑚 + 2)(𝑘 − 𝑚 + 1) − 𝑐𝑚 (𝑘 − 𝑚 − 𝑛)(𝑘 − 𝑚 + 𝑛 + 1) = 0

(𝑘 − 𝑚 + 2)(𝑘 − 𝑚 + 1)
𝑐𝑚 = 𝑐 . (7)
(𝑘 − 𝑚 − 𝑛)(𝑘 − 𝑚 + 𝑛 + 1) 𝑚−2

Putting 𝑚 = 3,5,7, … in (7) and noting that 𝑐1 = 0, we have

𝑐1 = 𝑐3 = 𝑐5 = 𝑐7 = ⋯ . . = 0, (8)

which hold good for both 𝑘 = 𝑛 and 𝑘 = −(𝑛 + 1).

To obtain 𝑐2 , 𝑐4 , 𝑐6 …. etc., we consider two cases.

8
Case I. When 𝐤 = 𝐧.

(𝑛−𝑚+2)(𝑛−𝑚+1)
Then, (7) becomes 𝑐𝑚 = − 𝑐𝑚−2 . (9)
𝑚(2𝑛−𝑚+1)

Putting 𝑚 = 2,4,6 … in (9), we have

𝑛(𝑛 − 1) (𝑛 − 2)(𝑛 − 3) 𝑛(𝑛 − 1)(𝑛 − 2)(𝑛 − 3)

𝑐2 = − 𝑐0 , 𝑐4 = − 𝑐2 = 𝑐
2(2𝑛 − 1) 4(2𝑛 − 3) 2 ⋅ 4 ⋅ (2𝑛 − 1)(2𝑛 − 3) 0

and so on. Re-writing (2), we have for 𝑘 = 𝑛

𝑦 = 𝑐0 𝑥 𝑛 + 𝑐1 𝑥 𝑛−1 + 𝑐2 𝑥 𝑛−2 + 𝑐3 𝑥 𝑛−3 + 𝑐4 𝑥 𝑛−4 + ⋯ (10)

Using (8) and the above values of 𝑐2 , 𝑐4 , 𝑐6 . etc., (10) becomes (after replacing 𝑐0 by
𝑎)

𝑛(𝑛 − 1) 𝑛−2 𝑛(𝑛 − 1)(𝑛 − 2)(𝑛 − 3) 𝑛−4

𝑦 = 𝑎 [𝑥 𝑛 − 𝑥 + 𝑥 − ⋯ . ]. (11)
2(2𝑛 − 1) 2 ⋅ 4 ⋅ (2𝑛 − 1)(2𝑛 − 3)

Case II. When 𝐤 = −(𝐧 + 𝟏).

(𝑛+𝑚−1)(𝑛+𝑚)
Then, (7) becomes 𝑐𝑚 = 𝑐𝑚−2 . (12)
𝑚(2𝑛+𝑚+1)

Putting 𝑚 = 2,4,6, … in (12), we have

(𝑛 + 1)(𝑛 + 2)
𝑐2 = 𝑐0 ,
2(2𝑛 + 3)

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

𝑐4 = 𝑐2 = 𝑐0
4(2𝑛 + 5) 2 ⋅ 4 ⋅ (2𝑛 + 3)(2𝑛 + 5)

and so on. For 𝑘 = −(𝑛 + 1), (2) gives

𝑦 = 𝑐0 𝑥 −𝑛−1 + 𝑐1 𝑥 −𝑛−2 + 𝑐2 𝑥 −𝑛−3 + 𝑐3 𝑥 −𝑛−4 + 𝑐4 𝑥 −𝑛−5 + ⋯ (13)

Using (8) and the above values of 𝑐2 , 𝑐4 , 𝑐6 … etc., (13) becomes (after replacing 𝑐0
by 𝑏 )

(𝑛 + 1)(𝑛 + 2) −𝑛−3 (𝑛 + 1)(𝑛 + 2)(𝑛 + 3)(𝑛 + 4) −𝑛−5

𝑦 = 𝑏 [𝑥 −𝑛−1 + 𝑥 + 𝑥
2(2𝑛 + 3) 2 ⋅ 4 ⋅ (2𝑛 + 3)(2𝑛 + 5)

+ ⋯ ]. (14)

9
 Thus, two independent solutions of (1) are given by (11) and (14). If we take
𝑎 = [1 ⋅ 3 ⋅ 5 … (2𝑛 − 1)]/𝑛!, the solution (11) is denoted by 𝑃𝑛 (𝑥) and is called
Legendre's function of the first kind or Legendre's polynomial of degree 𝑛. Notice that
(11) is a terminating series and so it gives rise to a polynomial of degree 𝑛. Thus 𝑃𝑛 (𝑥)
is a solution of (1).

Again, if we take 𝑏 = 𝑛/[1 ⋅ 3 ⋅ 5 … (2𝑛 + 1)] the solution (14) is denoted by

𝑄𝑛 (𝑥) and is called Legendre's function of the second kind. Since 𝑛 is a positive
integer, (14) is an infinite or non-terminating series and hence 𝑄𝑛 (𝑥) is not a
polynomial. Thus 𝑃𝑛 (𝑥) and 𝑄𝑛 (𝑥) are two linearly independent solutions of (1).
Hence the general solution of (1) is

𝑦 = 𝐴𝑃𝑛 (𝑥) + 𝐵𝑄𝑛 (𝑥), where 𝐴 and 𝐵 are arbitrary constants.

Legendre’s function of the second kind.

This is denoted and defined by

𝑛! (𝑛 + 1)(𝑛 + 2) −(𝑛−3)
𝑄𝑛 (𝑥) = [𝑥 −(𝑛+1) + 𝑥
1.3.5 … (2𝑛 + 1) 2(2𝑛 + 3)
(𝑛 + 1)(𝑛 + 2)(𝑛 + 3)(𝑛 + 4) −(𝑛+5)
+ 𝑥 −. . . ]
2 ∙ 4 ∙ (2𝑛 + 3)(2𝑛 + 5)

Legendre’s function of the 1st kind (Legendre’s polynomial of degree n)

Legendre’s polynomial of degree n is denoted and defended by

1.3.5…(2𝑛−1) 𝑛(𝑛−1) 𝑛(𝑛−1)(𝑛−2)(𝑛−3)

𝑝𝑛 (𝑥) = [𝑥 𝑛 − 𝑥 𝑛−2 + 𝑥 𝑛−4 −. . . ] ⋯ (1)
𝑛! 2(2𝑛−1) 2∙4∙(2𝑛−1)(2𝑛−3)

[𝑛/2] (2𝑛−2𝑟)!
Or 𝑝𝑛 (𝑥) = ∑𝑟=0 (−1)𝑟 𝑥 𝑛−2𝑟 ,
2𝑛 𝑟!(𝑛−𝑟)!(𝑛−2𝑟)!

Where [n/2]= n/2, if n is even

(n-1)/2, if n is odd

10
Determination of first few Legendre’s polynomials.

Putting n=0,1,2,3,4, 5, In result (1), we have

1 1 1∙3 2∙1 1
𝑝0 = 𝑥 0 = 1, 𝑝1 (𝑥) = 𝑥 1 = 𝑥, 𝑝2 = [𝑥 2 − 𝑥 0 ] = (3𝑥 2 − 1),
0! 1! 2! 2∙3 2

1∙3∙5 3 3∙2 1 1
𝑝3 = [𝑥 − 𝑥 ] = (5𝑥 3 − 3𝑥),
3! 2∙5 2

1∙3∙5∙7 4 4∙3 2 4∙3∙2∙1 1

𝑝4 = [𝑥 − 𝑥 + ] = (35𝑥 4 − 30𝑥 2 + 3),
4! 2∙5 2∙4∙7∙5 8
1∙3∙5∙7∙9 5∙4 5∙4∙3∙2∙1 1
𝑝5 = [𝑥 5 − 𝑥3 + 𝑥 1 ] = (63𝑥 5 − 70𝑥 3 + 12𝑥)
5! 2∙9 2∙4∙9∙7 8

Example 1. Express 2 − 3𝑥 + 4𝑥 2 in terms of Legendre polynomials.

Solution. We have 1 = 𝑝0 (𝑥), x=𝑝1 (𝑥),

(3𝑥 2 − 1)/2 = 𝑝2 (𝑥) ⇒ 𝑥 2 = [2𝑝2 (𝑥) + 1]/3 ⋯ (1)

4
Now, 2 − 3𝑥 + 4𝑥 2 = 2𝑝0 (𝑥) − 3𝑝1 (𝑥) + [2𝑝2 (𝑥) + 1] by(1)
3

8 4 10 8
= 2𝑝0 (𝑥) − 3𝑝1 (𝑥) + 𝑝2 (𝑥) + 𝑝0 (𝑥) = 𝑝0 (𝑥) − 3𝑝1 (𝑥) + 𝑝2 (𝑥).
3 3 3 3

2.3. Generating function for Legendre polynomials. [4]

Theorem 2.1 Show (1 − 2xz + 𝑧 2 )−1/2 = ∑∞ 𝑛

𝑛=0 𝑧 𝑝𝑛 (𝑥), |𝑥| ≤ 1, |𝑧| < 1

Note: (1 − 2xz + 𝑧 2 )−1/2 is called the generating function for Legender polynomial
𝑝𝑛 (𝑥).

Proof. since |𝑧| < 1 and |𝑥| ≤ 1 We have

(1 − 2xz + 𝑧 2 )−1/2 = [1 − 𝑧(2𝑥 − 𝑧)]−1/2

1 1∙3 1∙3⋯(2𝑛−3) 𝑛−1

=1+ 𝑧(2𝑥 − 𝑧) + 𝑧 2 (2𝑥 − 𝑧)2 + ⋯ + 𝑧 (2𝑥 − 𝑧)𝑛−1 +
2 2∙4 2∙4⋯(2𝑛−2)
1∙3 ... (2𝑛−1) 𝑛
𝑧 (2𝑥 − 𝑧)𝑛 +. .. . . . (1)
2∙4 ...(2𝑛)

11
 1∙3...(2𝑛−1) 𝑛
Now, the coefficient of 𝑧 𝑛 in 𝑧 (2𝑥 − 𝑧)𝑛
2∙4...(2𝑛)

1 ∙ 3 … (2𝑛 − 1) 𝑛
1 ∙ 3 ∙ 5 … (2𝑛 − 1) ∙ 2𝑛 ∙ 𝑥 𝑛
= (2𝑥) =
2 ∙ 4 ∙ 6 … (2𝑛) (2 ∙ 1)(2 ∙ 2)(2 ∙ 3) … (2 ∙ 𝑛)
1 ∙ 3 ∙ 5 … (2𝑛 − 1) 𝑛 𝑛 1 ∙ 3 ∙ 5 … (2𝑛 − 1) 𝑛
= 2 ∙𝑥 = 𝑥 . … (2)
2𝑛 ∙ 𝑛! 𝑛!
1∙3∙5...(2𝑛−3)
Again, the coefficient of 𝑧 𝑛 𝑖𝑛 𝑧 𝑛−1 (2𝑥 − 𝑧)𝑛−1
2∙4...(2𝑛−2)

1 ∙ 3 … (2𝑛 − 3)
= {−(𝑛 − 1)(2𝑥)𝑛−2 }
(2 ∙ 1)(2 ∙ 2) … 2(𝑛 − 1)

1∙3…(2𝑛−3) 2𝑛−1 𝑛
=− ∙ ∙ [(𝑛 − 1) 2𝑛−2 𝑥 𝑛−2 ].On multiplying and dividing
2𝑛−1 1∙2∙3…(𝑛−1) 𝑛 2𝑛−1

by(2𝑛 − 1)/𝑛

1∙3…(2𝑛−1) 𝑛(𝑛−1)
=− ∙ 𝑥 𝑛−2 (3)
𝑛! 2(2𝑛−1)

and so on. Using (2), (3), we see that the coefficient of 𝑧 𝑛 in the expansion of
(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 , namely (1) is given by

1∙3…(2𝑛−1) 𝑛(𝑛−1) 𝑛(𝑛−1)(𝑛−2)(𝑛−3)

[𝑥 𝑛 − 𝑥 𝑛−2 + 𝑥 𝑛−4 −. . . ]
𝑛! 2(2𝑛−1) 2∙4∙(2𝑛−1)(2𝑛−3)

i.e., 𝑝𝑛 (𝑥),by definition of Legendre polynomial.

We find that 𝑝1 (𝑥), 𝑝2 (𝑥), … will be the coefficients of 𝑧, 𝑧 2 , … in the expansion of

(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 .

Thus, we may write

(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = 1 + 𝑧𝑝1 (𝑥) + 𝑧 2 𝑝2 (𝑥) + … + 𝑧 𝑛 𝑝𝑛 (𝑥) + …

Or (1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑∞ 𝑛
𝑛=0 𝑧 𝑝𝑛 (𝑥).

12
Example 2. Prove that

(i) 𝑝𝑛 (1) = 1
(ii) 𝑝𝑛 (−1) = (−1)𝑛
1
(iii) 𝑝𝑛 (1) = 𝑛(𝑛 + 1).
2
1
(iv) 𝑝𝑛 (−1) = (−1)𝑛−1 × 𝑛(𝑛 + 1)
2

(v) 𝑝𝑛 (−𝑥) = (−1)𝑛 𝑝𝑛 (𝑥).Deduce 𝑝𝑛 (−1) = (−1)𝑛

Solution. The generating function formula is

∞

(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑ 𝑧 𝑛 𝑝𝑛 (𝑥), |𝑧| < 1, |𝑥| ≤ 1 … (1)

𝑛=0

Part (i). Putting 𝑥 = 1 in (1), we have

(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑∞ 𝑛
𝑛=0 𝑧 𝑝𝑛 (1) or (1 − 𝑧)−1 = ∑∞ 𝑛
𝑛=0 𝑧 𝑝𝑛 (1)

Since |𝑧| < 1, the binomial theorem can be used for expansion of (1 − 𝑧)−1

∴ 1+z+𝑧 2 +. . . +𝑧 𝑛 +. . . = ∑∞ 𝑛
𝑛=0 𝑧 𝑝𝑛 (1) … (2)

Equating the coefficient of 𝑧 𝑛 from both sides, (2) gives 𝑝𝑛 (1) = 1

Part (ii). Putting 𝑥 = −1 in (1), we have as before

(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑∞ 𝑛
𝑛=0 𝑧 𝑝𝑛 (−1) or (1 + 𝑧)−1 = ∑∞ 𝑛
𝑛=0 𝑧 𝑝𝑛 (−1)

Or 1-z+𝑧 2 +. . . +(−1)𝑛 𝑧 𝑛 +. . . = ∑∞ 𝑛
𝑛=0 𝑧 𝑝𝑛 (−1) … (3)

Equating the coefficient of 𝑧 𝑛 from both sides, (3) gives

𝑝𝑛 (−1) = (−1)𝑛 ,

Part (iii). Since 𝑝𝑛 (𝑥) satisfies Legendre’s Equation

𝑑2𝑦 𝑑𝑦
(1 − 𝑥 2 ) − 2𝑥 + 𝑛(𝑛 + 1)𝑦 = 0,
𝑑𝑥 2 𝑑𝑥

We get (1 − 𝑥 2 )𝑝"𝑛 (𝑥) − 2𝑥𝑝′𝑛 (𝑥) + 𝑛(𝑛 + 1)𝑝𝑛 (𝑥) = 0 (4)

Putting 𝑥 = 1 in (4) and using 𝑝𝑛 (1), we get

13
 1
0 - 2𝑝′𝑛 (1) + 𝑛(𝑛 + 1) = 0 or 𝑝′𝑛 (1) = 𝑛(𝑛 + 1).
2

Part (iv). Putting 𝑥 = −1 in (4) and using 𝑃𝑛 (−1) = (−1)𝑛 , we get

1
0 + 2𝑃𝑛′ (−1) + 𝑛(𝑛 + 1)(−1)𝑛 = 0 or 𝑃𝑛′ (−1) = −(−1)𝑛 × 𝑛(𝑛 + 1).
2
1
𝑃𝑛′ (−1) = (−1)𝑛−1 × 𝑛(𝑛 + 1) [∵ −(−1)𝑛 = −(−1)𝑛−1 (−1) = (−1)𝑛−1 ]
2

Part (v). Replacing 𝑥 by −𝑥 in (1),

∞

(1 + 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑    𝑧 𝑛 𝑃𝑛 (−𝑥). (5)

𝑛=0

Next, replacing 𝑧 by −𝑧 in (1),

∞
1
(1 + 2𝑥𝑧 + 𝑧)−2 = ∑    (−𝑧)𝑛 𝑃𝑛 (𝑥). (6)
𝑛=0

From (5) and (6),

∞ ∞

∑   𝑧 𝑛 𝑃𝑛 (−𝑥) = ∑   (−1)𝑛 𝑧 𝑛 𝑃𝑛 (𝑥). (7)

𝑛=0 𝑛=0

Equating the coefficients of 𝑧 𝑛 from both sides of (8), we get

𝑃𝑛 (−𝑥) = (−1)𝑛 𝑃𝑛 (𝑥) (8)

Deduction. Replacing x by 1 and noting that 𝑝𝑛 (1) = 1,(8) gives

𝑝𝑛 (−1) = (−1)𝑛 .

Note. When n is odd, (−1)𝑛 = −1 and so (8) becomes 𝑝𝑛 (−𝑥) = − 𝑝𝑛 (𝑥). thus,
𝑝𝑛 (𝑥) is an odd function of x when n is odd, similarly, 𝑝𝑛 (𝑥) is an even function of
x when n is even.

14
2.4. Orthogonal properties of Legendre’s polynomials [5]

Theorem 2.2 Let 𝑝𝑛 (𝑥)denote, as usual, the Legendre polynomial of degree n. Then
1
∫−1 𝑝𝑛 (𝑥)𝑝𝑚 (𝑥)𝑑𝑥 = 0 if 𝑚 ≠ 𝑛.

Proof. When m≠n

Since 𝑝𝑚 (𝑥) & 𝑝𝑛 (𝑥) is satisfy Legendre Equation. were

𝑝𝑛 ( (1 − 𝑥 2 )𝑝′′ 𝑚 − 2𝑥𝑝′ 𝑚 + 𝑚(𝑚 + 1)𝑝𝑚 = 0 (1)

𝑝𝑚 ( (1 − 𝑥 2 )𝑝′′ 𝑛 − 2𝑥𝑝′ 𝑛 + 𝑛(𝑛 + 1)𝑝𝑛 = 0 (2)

Multiplying (1) by 𝑝𝑛 and (2) by 𝑝𝑚 then subtracting, we get

(1 − 𝑥 2 )[𝑝′′ 𝑚 𝑝𝑛 − 𝑝′′ 𝑛 𝑝𝑚 ] − 2𝑥(𝑝′ 𝑚 𝑝𝑛 − 𝑝′ 𝑛 𝑝𝑚 ) + [𝑚2 + 𝑚 − 𝑛2 −

𝑛]𝑝𝑛 𝑝𝑚 = 0

𝑑
[(1 − 𝑥 2 )[ 𝑝′ 𝑚 𝑝𝑛 − 𝑝′ 𝑛 𝑝𝑚 ] + ((𝑚 − 𝑛)(𝑚 + 𝑛) + (𝑚 − 𝑛)𝑝𝑛 𝑝𝑚 = 0
𝑑𝑥

𝑑
[(1 − 𝑥 2 )[ 𝑝′ 𝑚 𝑝𝑛 − 𝑝′ 𝑛 𝑝𝑚 ] + ((𝑚 − 𝑛)(𝑚 + 𝑛 + 1)𝑝𝑛 𝑝𝑚 = 0
𝑑𝑥
𝑑
[(1 − 𝑥 2 )[ 𝑝′ 𝑚 𝑝𝑛 − 𝑝′ 𝑛 𝑝𝑚 ] + ((𝑛 − 𝑚)(𝑚 + 𝑛 + 1)𝑝𝑛 𝑝𝑚 = 0
𝑑𝑥

Now int. with respect to 𝑥 between −1 to 1 on both said equation

1 1
𝑑
(𝑛 − 𝑚)(𝑚 + 𝑛 + 1) ∫ 𝑝𝑛 𝑝𝑚 − ∫ [(1 − 𝑥 2 )[ 𝑝′ 𝑚 𝑝𝑛 − 𝑝′ 𝑛 𝑝𝑚 ]𝑑𝑥
𝑑𝑥
−1 1−

(𝑛 − 𝑚)(𝑚 + 𝑛 + 1) ∫ 𝑝𝑛 𝑝𝑚 𝑑𝑥 = [(1 − 𝑥 2 )(𝑝′ 𝑚 𝑝𝑛 − 𝑝′ 𝑛 𝑝𝑚 | 1

−1
−1

= 0 if m≠ 𝑛
1

∫ 𝑝𝑛 (𝑥)𝑝𝑚 (𝑥)𝑑𝑥 = 0
−1

15
Theorem 2.3 for n=0,1,2, …
1
2
∫ (𝑝𝑛 (𝑥))2 =
−1 2𝑛 + 1

Proof: - (1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑∞

𝑛=0 𝑝𝑛 (𝑥)𝑧
𝑛
… (1)

(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑∞
𝑚=0 𝑝𝑚 (𝑥)𝑧
𝑚
… (2)

Multiply crispening said equation (1) and (2)

(1 − 2𝑥𝑧 + 𝑧 2 )−1/2 = ∑∞ ∞
𝑛=0 ∑𝑚=0 𝑝𝑛 (𝑥)𝑝𝑚 (𝑥)𝑧
𝑚+𝑛

Integrate with respect to x between -1 to 1 then we get

∞ ∞ 1 1
1
∑ ∑ ∫ 𝑝𝑛 (𝑥)𝑝𝑚 (𝑥)𝑧 𝑚+𝑛 𝑑𝑥 = ∫ 2
𝑑𝑥
1 − 2𝑥𝑧 + 𝑧
𝑛=0 𝑚=0 −1 −1

∞ ∞ 1
1 1
∑ ∑ ∫ 𝑝𝑛 (𝑥)𝑝𝑚 (𝑥)𝑧 2𝑛 𝑑𝑥 = log( 1 − 2𝑥𝑧 + 𝑧 2 ) |
−2𝑧 −1
𝑛=0 𝑚=0 −1

∞ 1
1
∑ ∫ (𝑝𝑛 (𝑥))2 𝑧 2𝑛 𝑑𝑥 = [log(1 − 2𝑥𝑧 + 𝑧 2 ) − log(1 + 2𝑥𝑧 + 𝑧 2 )]
−2𝑧
𝑛=0 −1

∞ 1
1
∑ ∫ (𝑝𝑛 (𝑥))2 𝑧 2𝑛 𝑑𝑥 = [log(1 − 𝑧)2 − log(1 + 𝑧)2 ]
−2𝑧
𝑛=0 −1

1
= [log(1 + 𝑧) − log(1 − 𝑧)
𝑧

1 𝑧2 𝑧3 𝑧2 𝑧3
= (𝑧 − + + ⋯ ) − (−𝑧 − − ⋯)
𝑧 2 3 2 3

2 𝑧3 𝑧5
= (𝑧 + + + ⋯)
𝑧 3 5

∞ 1
𝑧2 𝑧4 𝑧 2𝑛
∑ ∫ (𝑝𝑛 (𝑥))2 𝑑𝑥 = 2[ 1 + + +⋯ ]
3 5 2𝑛 + 1
𝑛=0 −1

Equating the coefficient of 𝑧 2𝑛

16
∞ 1 ∞
1
∑ ∫ (𝑝𝑛 (𝑥))2 𝑑𝑥 𝑧 2𝑛 = 2 ∑ 𝑧 2𝑛
2𝑛 + 1
𝑛=0 −1 𝑛=0

Equating the coefficient of 𝑧 2𝑛 on Poth side

1
2
∫ (𝑝𝑛 (𝑥))2 =
−1 2𝑛 + 1

1
0 𝑖𝑓 𝑚≠𝑛
∫−1 𝑝𝑚 (𝑥)𝑝𝑛 (𝑥)𝑑𝑥 = { 2
𝑖𝑓 𝑚=𝑛
2𝑛+1

2.5. Recurrence formula [4]

The following recurrence formula are derived from the generating function. These
formulae are very useful in solving the questions. So, they are to be committed to
memory.

1. (𝑛 + 1)𝑃𝑛+1 (𝑥) = (2𝑛 + 1) × 𝑃𝑛 (𝑥) − 𝑛𝑃𝑛−1 (𝑥)

′
2. 𝑛𝑃𝑛 (𝑥) = 𝑥𝑃𝑛′ (𝑥) − 𝑃𝑛−1 (𝑥)
′ ′
3. (2𝑛 + 1)𝑃𝑛 (𝑥) = 𝑃𝑛+1 (𝑥) − 𝑃𝑛−1 (𝑥)
′ ′
4. 𝑃𝑛′ (𝑥) = 𝑥𝑃𝑛−1 + 𝑛𝑃𝑛−1 (𝑥)
′ ]
5. (𝑥 2 − 1)𝑃𝑛′ (𝑥) = 𝑛[𝑥𝑃𝑛′ − 𝑃𝑛−1

6. (𝑥 2 − 1)𝑃𝑛′ (𝑥) = (𝑛 + 1)[𝑃𝑛+1 (𝑥) − 𝑥𝑃𝑛 (𝑥)]

17
 References

[1] Bali N. P. (2006). Differential equations. India, Firewall media, Tenth Edition

[2] Burden, R. L., Faires, J. D., & Burden, A. M. (2015). Numerical analysis.
Cengage learning.

[3] Conrad, B. P. (2003). Differential equations: a systems approach. Prentice Hall.

[4] King, A., Billingham, J., & Otto, S. (2003). Differential equations: linear,
nonlinear, ordinary and partial.

[5] Raisinghania, M.D., (2013). Ordinary and partial differential equations. S.

Chand Publishing.

[6] Thomas, G. B., & Wier, M. D. (2018). Thomas’ Calculus. USA, Pearson
Education, Fourteenth Edition

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 ‫پوختە‪:‬‬

‫لەم راپۆرتەدا ئێمە دا دیراسیەی شیکاری هاوێشە ی (لیجیندەر)مان کرد لە بەشی یەکەم هەندێ پێناسە و‬
‫سەلمێندراوی بنجینەیمان خستەروو لە بابەتی هاوکێشەکانی جیاکاری‪.‬پاشان باسی یەك بە دوای یەك و‬
‫ریزکراوەکان لە ژمارە راستیەکان لە کۆتایی دا لە بەشی دووەم هاوکێشەو جۆرەکانی لیجیندەر خستەروو‬
‫لەگەڵ سەلمێندراوی ئەستوون و هەندێك تایبەتمەندی ویاسای دوبارەبوون‪.‬‬

‫‪19‬‬