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Legendre Functions

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Blind Rodro

1) Legendre polynomials are orthogonal functions on (-1,1) that satisfy specific integral properties. 2) The orthogonality allows expanding an arbitrary function defined on (-1,1) as a series involving Legendre polynomials. 3) The coefficients in the Legendre series can be determined by integrating the function against each Legendre polynomial.

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Legendre Functions

Uploaded by

Blind Rodro
507 views16 pages
1) Legendre polynomials are orthogonal functions on (-1,1) that satisfy specific integral properties. 2) The orthogonality allows expanding an arbitrary function defined on (-1,1) as a series involving Legendre polynomials. 3) The coefficients in the Legendre series can be determined by integrating the function against each Legendre polynomial.

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orthogonality

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legendre functions

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1) Legendre polynomials are orthogonal functions on (-1,1) that satisfy specific integral properties. 2) The orthogonality allows expanding an arbitrary function defined on (-1,1) as a series involving Legendre polynomials. 3) The coefficients in the Legendre series can be determined by integrating the function against each Legendre polynomial.

Copyright:

© All Rights Reserved
Download as PDF, TXT or read online from Scribd
Download as pdf or txt
507 views16 pages

Legendre Functions

Uploaded by

Blind Rodro
1) Legendre polynomials are orthogonal functions on (-1,1) that satisfy specific integral properties. 2) The orthogonality allows expanding an arbitrary function defined on (-1,1) as a series involving Legendre polynomials. 3) The coefficients in the Legendre series can be determined by integrating the function against each Legendre polynomial.

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Orthogonality of the Legendre Polynomials

Legendre Polynomials are a set of orthogonal functions on (1, 1),


that is
{
1
0 if l = m
(1)
Pl (x)Pm (x)dx =
2
1
2l+1 if l = m

Orthogonality of the Legendre Polynomials: Contd


Legendre DE is

(1 x 2 )y 2xy + l(l + 1)y = 0


can be also be written (when using Legendre polynomials) as

(1 x 2 )Pl (x) 2xPl (x) + l(l + 1)Pl (x) = 0


]
d [

(1 x 2 )Pl (x) + l(l + 1)Pl (x) = 0


dx

(1 x 2 )Pm (x) 2xPm (x) + m(m + 1)Pm (x) = 0


]
d [

(1 x 2 )Pm (x) + m(m + 1)Pm (x) = 0


dx

(2)

(3)

Orthogonality of the Legendre Polynomials: Contd

Multiply Eqn. (2) with Pm (x) and Eqn. (3) with Pl (x), we get
]
d [

(1 x 2 )Pl (x) + l(l + 1)Pl (x)Pm (x) = 0


dx
]
d [

(1 x 2 )Pm (x) + m(m + 1)Pm (x)Pl (x) = 0


Pl (x)
dx
Pm (x)

(4)
(5)

Orthogonality of the Legendre Polynomials: Contd

Eqn. (4) - Eqn. (5), we get


Pm (x)

]
]
d [
d [

(1 x 2 )Pl (x) Pl (x)


(1 x 2 )Pm (x)
dx
dx
+ [l(l + 1) m(m + 1)]Pm (x)Pl (x)
]
d [

(1 x 2 )(Pm Pl Pl Pm )
=
dx
+ [l(l + 1) m(m + 1)]Pm Pl
=0

(6)

Orthogonality of the Legendre Polynomials: Contd

Integrating Eqn. (6) with respect to x from (1, 1), we get

1
]
d [

Pm Pl dx
(1 x 2 )(Pm Pl Pl Pm ) dx + [l(l + 1) m(m + 1)]
1
1 dx
1

1

2
Pm Pl dx
= (1 x )(Pm Pl Pl Pm ) + [l(l + 1) m(m + 1)]

= 0 + [l(l + 1) m(m + 1)]

Pm Pl dx
1

=0

(7)

Orthogonality of the Legendre Polynomials: Contd


From Eqn. (7) is

[l(l + 1) m(m + 1)]

Pm Pl dx = 0
1

which is equal to

Pm Pl dx = 0
1

provided that l = m.
We can generalized the orthogonality of Legendre polynomials as
1
Pl (x) (any polynomial of degree < 1)dx = 0
(8)
1

Orthogonality of the Legendre Polynomials: Contd


Exercise Given
P0 (x) = 1,
1
P2 (x) = (3x 2 1)
2
1
P4 (x) = (35x 4 30x 2 + 3)
8
Find
1.

=?

2.

=?

3.

1 P0 (x)P1 (x)dx

1 P1 (x)P5 (x)dx

1 P5 (x)P4 (x)dx

=?

P1 (x) = x
1
P3 (x) = (5x 3 3x)
2
1
P5 (x) = (63x 5 70x 3 + 15x)
8

Normalization of the Legendre Polynomials

The norm of Pl (x) for Legendre Series

[Pl (x)]2 dx =

and the function

2
2l + 1

2l + 1
Pl (x)
2

are an orthonormal set of functions on [1, 1].

(9)

Normalization of the Legendre Polynomials: Proof

We use the recursion formula

lPl (x) = xPl (x) Pl1 (x)

(10)

Multiply Eqn. (10) with Pl (x) and then integrate with respect to x
from 1 to 1, we get
1
1
1

l
[Pl (x)]2 dx =
xPl (x)Pl (x)dx
Pl (x)Pl1 (x)dx
1

1
1

xPl (x)Pl (x)dx 0

(11)

Normalization of the Legendre Polynomials: Proof


Integrating by parts the right hand side of Eqn. (11), we get

1
1 1
x
2
[Pl (x)]2 dx
xPl (x)Pl (x)dx = [Pl (x)]
2
2
1
1
1
1
1
=1
[Pl (x)]2 dx
(12)
2 1

Then if we put Eqn. (12) into Eqn. (11) and rearrange, we will get
Eqn. (9) which is

[Pl (x)]2 dx =

2
2l + 1

Legendre Series

If f (x) is a function dened from x = 1 to x + 1, we can write


f (x) =

cl Pl (x)

(13)

l=0

To determine the coecient cl , we multiply both sides of Eqn. (13)


with Pm (x) and integrate with respect to x from 1 to 1, we get

f (x)Pm (x)dx =
1

l=0

cl

Pl (x)Pm (x)dx
1

(14)

Legendre Series: Contd


Using the identities from Eqn. (1) and (9) and when l = m, Eqn.
(14) can be rewrite as

f (x)Pm (x)dx = c0
1

P0 (x)Pm (x)dx + c1
1

P1 (x)Pm (x)dx
1

+ + cm

Pm (x)Pm (x)dx
1

Pm+1 (x)Pm (x)dx +

+ cm+1
1

= cm

2
2m + 1

(15)

Legendre Series: Contd

Example
Expanding this function in a Legendre series,
{
0 1 < x < 0
f (x) =
1 0<x <1

(16)

Legendre Series: Contd


Using Eqn. (15), we get
1

f (x)P0 (x)dx = c0
1

1
1

1
dx = c0 2,
c0 =
2
0
1
f (x)P1 (x)dx = c1
[P1 (x)]2 dx

[P0 (x)]2 dx

2
3
xdx = c1 ,
c1 =
3
4
0
1
f (x)P2 (x)dx = c2
[P2 (x)]2 dx
1

3
1
2
( x 2 )dx = c2 ,
2
2
5

c2 = 0

Legendre Series: Contd

So the function can be written as Legendre series as follows


1
3
7
11
f (x) = P0 (x) + P1 (x) P3 (x) + P5 (x) +
2
4
16
32

Legendre Series: Contd

Exercise If

{
f (x) =

0, 1 < x 0
x, 0 < x < 1

Show that the Legendre series for this function is


1
1
5
3
f (x) = P0 (x) + P1 (x) + P2 (x) P4 (x) +
4
2
16
32

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