Legendre Equation Problems

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MATH 252-01, Spring 2010

Problems On the Legendre Equation and Legendre Polynomials

Problems 16 deal with the Legendre equation:

( 1 x 2 ) y 2 x y + ( + 1 ) y = 0 . (1)

In this DE, denotes a real constant.

Observe that it is really only necessary to consider its solution in the case where > 1, since when
< 1 then the substitution = (1 + ) where > 0 leads to the Legendre equation:
( 1 x 2 ) y 2 x y + ( + 1 ) y = 0 (2)
where ( + 1) = ( + 1) . Thus, equations (1) and (2) must have identical solutions.

Exercises____________________________________________________________________________

1. Apply the Existence Theorem for Power Series Solutions About Ordinary Points to establish that the
+
cn x
n
Legendre Equation (1) has two linearly independent solutions of the form: y (x) = for any
n =0
choice of . Then specify the guaranteed radius of convergence of each such solution due to this
theorem.

2. Show that the two linearly independent solutions of the Legendre equation (1) centered at zero are:

+
[ ( + 1) ( + 3) . . . ( + 2n 1) ] [ ( 2) ( 4) . . . ( 2n + 2) ] 2 n
y1 ( x ) = 1 + (1) n ( 2 n )!
x
n =1

and
+
[ ( + 2) ( + 4) . . . ( + 2n) ] [ ( 1) ( 3) . . . ( 2n + 1 ) ] ( 2 n +1)
y2 ( x ) = x + (1) n ( 2 n + 1 )!
x
n =1 .
Show the details of your work and include your derivation of the recurrence formula for the
coefficients in the series.

3. (a) Show that if is either zero or a positive even integer, 2n, then the series solution y1 reduces to
a polynomial of degree 2n containing only even powers of x. Find the polynomials corresponding
to = 0, 2, and 4.
(b) Show that if is a positive odd integer, 2n + 1, then the series solution y2 reduces to a
polynomial of degree 2n + 1 containing only odd powers of x. Find the polynomials
corresponding to = 1, 3, and 5.
4. The Legendre polynomial Pn ( x ) is defined as the polynomial solution of the Legendre equation
with = n that also satisfies the condition Pn ( 1 ) = 1.
(a) Using the results of problem 3, find the Legendre polynomials P0 ( x ) , . . . , P5 ( x ).
(b) Plot the graphs of P0 ( x ) , . . . , P4 ( x ) in the same coordinate plane over the interval 1 < x < 1.
You may either produce the graphs by hand drawing or by using Maple, Matlab or Mathematica.
On your graph, indicate the exact location of the zeros (i.e. the x-intercepts) of each of these five
polynomials and use the First Derivative Test to locate their extreme points.

5. Show that the Legendre equation (1) can also be written as [( 1 x2 ) y ] = ( + 1) y.


Then it follows that [( 1 x 2 ) Pn( x ) ] = n ( n + 1) Pn ( x )
and [( 1 x 2 ) Pm( x ) ] = m (m + 1) Pm ( x ) .
By multiplying the first equation by Pm ( x ) and the second equation by Pn ( x ), and then integrating
by parts, show that
1

Pn ( x) Pm ( x) dx = 0 whenever n and m denote integers and nsm.


1
This property of the Legendre polynomials is known as the orthogonality property.

6. The Legendre polynomials play an important role in mathematical physics. For example, in solving
Laplaces equation (the potential equation) in spherical coordinates, we encounter the equation:
d 2y dy
+ cot + n (n + 1) y = 0 , 0< <,
d 2
d
where n is a positive integer. Show that the change of variable x = cos leads to the Legendre
equation with = n.

Hint: By the Chain Rule: dy = dy dx = sin dy .


d dx d dx
2 2
Now express d 2y in terms of : , dy , and d y2 .
d dx dx
Then substitute these results back into the above DE to
obtain Legendres equation.

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