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Created by T.

Madas

LEGENDRE’S
EQUATION
including Legendre’s functions and Legendre’s polynomials

Created by T. Madas
Created by T. Madas

Summary on Legendre Functions/Polynomials


Legendre’s Differential Equation

d2y
(
1 − x2 ) dx2 − 2 x dydx + n ( n − 1) y = 0 , n∈ℝ.

General Solution of Legendre’s Differential Equation

 ( n + 1) n x2 + ( n + 3)( n + 1) n ( n − 2) x4 − ( n + 5)( n + 3)( n + 1) n ( n − 2)( n − 4) x6 + ...


y = A 1−
 2! 4! 6! 
+
 ( n + 2)( n − 1) 3 ( n + 4)( n + 2)( n − 1)( n − 3) 5 ( n + 6)( n + 4)( n + 2)( n − 1)( n − 3)( n − 5) 7 
B x− x + x − x + ...
 3! 3! 7! 

• If n is an even integer, the first solution terminates after a finite number of


terms, while the second one produces an infinite series.

• If n is an odd integer, the second solution terminates after a finite number of


terms, while the first solution produces an infinite series.

• The finite solutions are the Legendre Polynomials, also known as solutions of
the first kind, denoted by Pn ( x ) .

• The infinite series solutions are known as solutions of the second kind,
denoted by Qn ( x ) .

The second solution Qn ( x ) can be written in terms of Pn ( x ) by

∫(
1
Qn ( x ) = Pn ( x ) dx
1− x 2
) ( Pn ( x )) 2

Created by T. Madas
Created by T. Madas

The infinite series form for the Legendre’s polynomial Pn ( x ) is given by

N
 
Pn ( x ) =

k =0
 n
( 2 n − 2k )!
 2 k ! ( n − k )!( n − 2k )!
( −1)k x n−2k  ,


where N is the floor function

 1n if n is even
 2
N =
 1 ( n − 1) if n is odd
2

The generating function for the Legendre’s polynomial Pn ( x ) is given by


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x ) 
 
n =0

Created by T. Madas
Created by T. Madas

Question 1
Find the two independent solutions of Legendre’s equation

2
(1 − x2 ) ddx2y − 2 x dydx + n ( n + 1) y = 0 , n ∈ ℝ .

 ( n + 1) n x2 + ( n + 3)( n + 1) n ( n − 2) x4 − ( n + 5)( n + 3)( n + 1) n ( n − 2)( n − 4) x6 + ...


y = A 1−
 2! 4! 6! 
+
 ( n + 2)( n − 1) 3 ( n + 4)( n + 2)( n − 1)( n − 3) 5 ( n + 6)( n + 4)( n + 2)( n − 1)( n − 3)( n − 5) 7 
B x− x + x − x + ...
 3! 3! 7! 

Created by T. Madas
Created by T. Madas

Question 2
Legendre’s equation is given below

2
(1 − t 2 ) ddt w2 − 2t dw
dt
+ n ( n + 1) w = 0 , n ∈ ℕ .

a) By assuming a series solution of the form


w ( t ) = ∑ ar t r , a0 ≠ 0 ,
r =0

show by a detailed method that

ar + 2 = −
( n − r )( n + r + 1) a .
( r + 2 )( r + 1) r

b) By rewriting the recurrence relation of part (a) backwards, and taking the
value of an as

n
( 2n − 2m + 1) ,
an =

m =1
n!

show further that the Legendre’s polynomials Pn ( t ) can be written as

N
 
Pn ( t ) =

k =0
 n
( 2n − 2 k ) !
 2 k ! ( n − k )!( n − 2k )!
( −1)k t n−2k  ,


where N is the floor function

 1n if n is even
 2
N =
 1 ( n − 1) if n is odd
2

proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
Created by T. Madas

Question 3
It can be shown that the Legendre’s polynomials Pn ( x ) can be written as

N
 
Pn ( x ) =
∑k =0
 n
( 2 n − 2k )!
 2 k ! ( n − k )!( n − 2k )!
( −1)k x n−2k  ,


where N is the floor function

 1n if n is even
 2
N =
 1 ( n − 1) if n is odd
2

Show that the generating function for Pn ( x ) satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

proof

Created by T. Madas
Created by T. Madas

Question 4
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Use this relationship to prove that

n
Pn ( − x ) = ( −1) Pn ( x ) .

MM3-D , proof

Created by T. Madas
Created by T. Madas

Question 5
The generating function g ( x, t ) for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(
g ( x, t ) = 1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Use this relationship to prove that

∂ ∂ 3
 g ( x, t )  +  g ( x, t )  = x  g ( x, t )  .
∂x ∂t

MM3-E , proof

Created by T. Madas
Created by T. Madas

Question 6

f ( x ) ≡ 10 x3 − 3 x 2 + x − 1 .

Express f ( x ) as a linear combination of Legendre’s polynomials, Pn ( x ) .

You may assume


• P0 ( x ) = 1

• P1 ( x ) = x


2 ( )
P2 ( x ) = 1 3x 2 − 1

• P3 ( x ) = 1 ( 5 x3 − 3 x ) ,
2

• P4 ( x ) = 1 ( 35 x 4 − 30 x 2 + 3)
8

f ( x ) = 4 P3 ( x ) − 2 P2 ( x ) + 7 P1 ( x ) − 2 P0 ( x )

Created by T. Madas
Created by T. Madas

Question 7
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

By differentiating the above relationship with respect to t , prove that

( 2n + 1) x Pn ( x ) − ( n + 1) Pn+1 ( x ) + n Pn−1 ( x ) = 0 .

MM3-C , proof

Created by T. Madas
Created by T. Madas

Question 8
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

By separately differentiating the above relationship once with respect to t and once
with respect to x , prove that

n Pn ( x ) = x Pn′ ( x ) − Pn′−1 ( x ) .

MM3-B , proof

Created by T. Madas
Created by T. Madas

Question 9
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) Use this result to show that

Pn (1) = 1 .

b) By using the result of part (a) and Legendre’s equation, deduce that

Pn′ (1) = 1 n ( n + 1) .
2

MM3-A , proof

Created by T. Madas
Created by T. Madas

Question 10
Use trigonometric identities to show that

sin 2 θ = 8 P4 ( cos θ ) − 16 P2 ( cos θ ) + 8 P0 ( cos θ )


35 21 15

You may assume


• P0 ( x ) = 1

• P1 ( x ) = x


2 ( )
P2 ( x ) = 1 3x 2 − 1

• P3 ( x ) = 1 ( 5 x3 − 3 x ) ,
2

• P4 ( x ) = 1 ( 35 x 4 − 30 x 2 + 3)
8

proof

Created by T. Madas
Created by T. Madas

Question 11
The generating function g ( x, t ) for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(
g ( x, t ) = 1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Verify that g = g ( x, t ) is a solution of the differential equation

∂2 ∂  ∂g 
t
∂t 2 [t g ] + (

∂x 
1 − x2 )
∂x 
=0.

proof

Created by T. Madas
Created by T. Madas

Question 12
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) Use this result to show that

n
Pn ( −1) = ( −1) .

b) By using the result of part (a) and Legendre’s equation, deduce that

n +1
Pn′ ( −1) = 1 n ( n + 1)( −1) .
2

MM3-A , proof

Created by T. Madas
Created by T. Madas

Question 13
The Legendre’s polynomial Pn ( x ) is a solution of the differential equation

d2y
(1 − x2 ) dx2 − 2 x dydx + n ( n + 1) y = 0 , n∈ℝ.

Show that

x
n ( n + 1)
Pn′ ( x ) =
1 − x2 ∫
1
Pn ( x ) dx .

proof

Created by T. Madas
Created by T. Madas

Question 14
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) By differentiating the above relationship with respect to t , prove that

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

b) By separately differentiating the generating function for the Legendre’s


polynomials once with respect to t and once with respect to x , prove that

n Pn ( x ) = x Pn′ ( x ) − Pn′−1 ( x ) .

c) Use parts (a) and (b) to show that

( 2n + 1) Pn ( x ) = Pn′+1 ( x ) + Pn′−1 ( x ) .

d) Use parts (b) and (c) to deduce that

( n + 1) Pn ( x ) = Pn′+1 ( x ) − x Pn′ ( x ) .

proof

Created by T. Madas
Created by T. Madas

Question 15
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Use this result to show that …

… if n is even, Pn ( x ) is an even polynomial in x .

… if n is odd, Pn ( x ) is an odd polynomial in x .

proof

Created by T. Madas
Created by T. Madas

Question 16
The generating function for the Legendre’s Polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) Use this result to show that

P2 n ( 0 ) =
( −1)n ( 2n )! .
22 n n !

b) Deduce the value of P2 n+1 ( 0 ) .

P2 n+1 ( 0 ) = 0

Created by T. Madas
Created by T. Madas

Question 17
Legendre’s equation is given below

2
(1 − x2 ) ddx2y − 2 x dydx + n ( n + 1) y = 0 , n∈ℝ.

Use the substitution x = cos θ to show that

1 d  dy 
 sin θ  + n ( n + 1) y = 0 .
sin θ dθ  dθ 

proof

Created by T. Madas
Created by T. Madas

Question 18
Find the two independent solutions of Legendre’s equation

2
(1 − x2 ) ddx2y − 2 x dydx + 2 y = 0 .

 1  1+ x  
y = Ax + B  ln   − 1
 x  1− x  

Created by T. Madas
Created by T. Madas

Question 19
The generating function for the Legendre’s Polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Using this result, and integrating both sides with respect to t , from 0 to 1 , show that


 Pn ( cos θ ) 

 n +1 
 ( )
1 
 = ln 1 + cosec 2 θ  .
n =0

proof

Created by T. Madas
Created by T. Madas

Question 20
The generating function g for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(
g ( x, t ) = 1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) By differentiating g with respect to t , prove that

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

b) By differentiating g once with respect to t and once with respect to x , prove


that

n Pn ( x ) = x Pn′ ( x ) − Pn′−1 ( x ) .

c) Use parts (a) and (b) to show that

( 2n + 1) Pn ( x ) = Pn′+1 ( x ) + Pn′−1 ( x ) .

d) Use parts (b) and (c) to deduce that

( n + 1) Pn ( x ) = Pn′+1 ( x ) − x Pn′ ( x ) .

e) Use parts (b) and (d) to show that

(1 − x2 ) Pn′ ( x ) = n  Pn−1 ( x ) − x Pn ( x ) .


f) Use parts (a) and (e) to show that

(1 − x2 ) Pn′ ( x ) = ( n + 1)  xPn ( x ) − Pn+1 ( x )


proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
Created by T. Madas

Question 21
Find one series solution for the Legendre’s equation

2
(1 − x2 ) ddx2y − 2 x dydx + n ( n + 1) y = 0 , n ∈ ℝ ,
about x = 1 .


 ( n + r )!  x −1  

2
1
y=A  × ×
2   
 ( n − r )! ( r !)  2  
r =0

Created by T. Madas

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