Legendre Polynomials, Lecture notes of Mathematics

Brief study of Legendre Polynomials and their properties

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2018/2019

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Legendre Polynomials Pn(x)
Tapas Mazumdar (2018A8B40427P)
October 2019
Introduction
The Legendre polynomials form the family of solutions for the Legendre differential equation
(1 x2)y00 2xy0+n(n+ 1)y= 0 (1)
or d
dx (1 x2)y0+n(n+ 1)y= 0 (2)
for nZ+
0.
Solution
It can be easily verified that the above differential equation has regular singular points at x=1,1. General
series solution around x= 0 is
y=a01n(n+ 1)
2! x2+(n2)n(n+ 1)(n+ 3)
4! x4+(n4)(n2)n(n+ 1)(n+ 3)(n+ 5)
6! x6+···
| {z }
Φ1
(3)
+a1x(n1)(n+ 2)
3! x3+(n3)(n1)(n+ 2)(n+ 4)
5! x5(n5)(n3)(n1)(n+ 2)(n+ 4)(n+ 6)
7! x7+···
| {z }
Φ2
Note that for nZ+
0we have
(Φ1is a polynomial, n = 2k, k Z+
0
Φ2is a polynomial, n = 2k+ 1, k Z+
0
this leads us to the following theorem.
Theorem 1. If Ψis a polynomial solution of (1), then
Ψ = cΦ1or Ψ = cΦ2
Proof. Since Ψ is a solution,
Ψ = c1Φ1+c2Φ2
However, for any given nZ+
0, only one of Φ1or Φ2can be a polynomial. Since Ψ is a polynomial solu-
tion, hence if Φ1is a polynomial then c2= 0 and vice-versa.
Solution near x= 1:
(1) can be written as
(x1)(x+ 1)y00 + 2xy0n(n+ 1)y= 0
and can be transformed to a hypergeometric equation about x= 1 by substitution t=x1
11=1x
2.
The equation tranforms to
t(1 t)y00 + (1 2t)y0+n(n+ 1)y= 0
where c= 1, a +b+ 1 = 2 and ab =n(n+ 1), hence the solution is
y=F(n, n + 1,1, t) = Fn, n + 1,1,1x
2(4)
1
pf3

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Legendre Polynomials Pn(x)

Tapas Mazumdar (2018A8B40427P)

October 2019

Introduction

The Legendre polynomials form the family of solutions for the Legendre differential equation

(1 − x^2 )y′′^ − 2 xy′^ + n(n + 1)y = 0 (1)

or d dx

[

(1 − x^2 )y′

]

  • n(n + 1)y = 0 (2)

for n ∈ Z+ 0.

Solution

It can be easily verified that the above differential equation has regular singular points at x = − 1 , 1. General series solution around x = 0 is

y = a 0

[

n(n + 1) 2! x^2 + (n − 2)n(n + 1)(n + 3) 4! x^4 + (n − 4)(n − 2)n(n + 1)(n + 3)(n + 5) 6! x^6 + · · ·

]

Φ 1

+a 1

[

x − (n^ −^ 1)(n^ + 2) 3! x^3 + (n^ −^ 3)(n^ −^ 1)(n^ + 2)(n^ + 4) 5! x^5 − (n^ −^ 5)(n^ −^ 3)(n^ −^ 1)(n^ + 2)(n^ + 4)(n^ + 6) 7! x^7 + · · ·

]

Φ 2

Note that for n ∈ Z+ 0 we have { Φ 1 is a polynomial, n = 2k, k ∈ Z+ 0 Φ 2 is a polynomial, n = 2k + 1, k ∈ Z+ 0

this leads us to the following theorem.

Theorem 1. If Ψ is a polynomial solution of (1), then

Ψ = cΦ 1 or Ψ = cΦ 2 Proof. Since Ψ is a solution, Ψ = c 1 Φ 1 + c 2 Φ 2 However, for any given n ∈ Z+ 0 , only one of Φ 1 or Φ 2 can be a polynomial. Since Ψ is a polynomial solu- tion, hence if Φ 1 is a polynomial then c 2 = 0 and vice-versa.

  • Solution near x = 1: (1) can be written as (x − 1)(x + 1)y′′^ + 2xy′^ − n(n + 1)y = 0 and can be transformed to a hypergeometric equation about x = 1 by substitution t = (^) −x 1 −−^11 = 1 − 2 x. The equation tranforms to t(1 − t)y′′^ + (1 − 2 t)y′^ + n(n + 1)y = 0 where c = 1, a + b + 1 = 2 and ab = −n(n + 1), hence the solution is

y = F (−n, n + 1, 1 , t) = F

−n, n + 1, 1 , 1 − x 2

Theorem 2. F

−n, n + 1, 1 , 1 − 2 x

is a polynomial for n ∈ Z+ 0. Proof.

F

−n, n + 1, 1 , 1 − x 2

∑^ ∞

k=

(−n) · · · (−n + k − 1)(n + 1) · · · (n + k) (k!)^2

1 − x 2

)k

∑^ ∞

k=

(−1)k^ (n − k + 1) 2 n (k!)^2

1 − x 2

)k

∑^ n

k=

(−1)k^ (n − k + 1) 2 n (k!)^2

1 − x 2

)k

:^0

∑^ ∞

k=n+

(−1)k^ (n − k + 1) 2 n (k!)^2

1 − x 2

)k

∑^ n

k=

(−1)k^ (n − k + 1) 2 n (k!)^2

1 − x 2

)k

∑^ n k=

n k

n + k k

x − 1 2

)k

which is a polynomial.

Both of the above representations are the series representations for the Legendre Polynomials, Pn(x).

  • Another representation of Pn(x) The recurrence relation obtained for a series solution about x = 0 to obtain (3) can also be made a decreasing recurrence as am− 2 = −m(m − 1) (n − m + 2)(n + m − 1) am This gives

Pn(x) = an

[

xn^ − n(n − 1) 2(2n − 1) xn−^2 + · · · + (−1)kn(n − 1)(n − 2) · · · (n − (2k − 1)) 2 · 4 · 6 · · · 2 k · (2n − 1)(2n − 3) · · · (2n − (2k − 1)) xn−^2 k^ + · · ·

]

where an = (2n!) 2 n(n!)^2

Note 1. Since all powers of x in Pn(x) are of the same parity and this parity is the same as the parity of n, we have Pn(−x) = (−1)nPn(x)

Orthogonal Property

The Legendre polynomials satisfy the orthogonality condition ∫ (^1)

− 1

Pn(x) · Pm(x) dx = 2 2 n + 1 δmn

where δmn is the Kronecker delta function which is the Boolean function δij = [i = j]. (The proof of the result is skipped here (see Appendix).)

Formulas to obtain Legendre Polynomials

  1. Rodrigue’s formula: Pn(x) =

2 n(n!)

dn dxn^ (x^2 − 1)n