4 Legendre Functions: 4.1 Series Solution
4 Legendre Functions: 4.1 Series Solution
m2
d dΘ
(1 − µ2 ) + `(` + 1) − Θ=0. (4.1)
dµ dµ 1 − µ2
consider first the case of m = 0 where there is no azimuthal dependence on the angle φ.
d 2 dΘ
(1 − µ ) + `(` + 1) Θ = 0 . (4.2)
dµ dµ
Special case of ` = 0
We actually start with the even simpler case that we can treat by A-level methods. For ` = 0,
d 2 dΘ
(1 − µ ) =0.
dµ dµ
This means that the quantity inside the square bracket must be some constant C;
dΘ
(1 − µ2 ) =C.
dµ
This equation separates as Z Z
C
dΘ = dµ ,
(1 − µ2 )
giving the solution
1+µ
Θ = C 21 `n +D. (4.3)
1−µ
The Legendre equation is an ordinary second order differential equation and so the solution contained two
arbitrary integration constants, written here as C and D. There are two independent solutions of the equation,
which we can call
P0 (µ) = 1, (4.4)
1 1+µ
Q0 (µ) = 2 `n , (4.5)
1−µ
P0 (µ) = 1,
1 1+µ
Q0 (µ) = 2 `n . (4.6)
1−µ
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Carrying out a differentiation, the equation becomes
d2 Θ dΘ
(1 − µ2 ) − 2µ + `(` + 1) Θ = 0 , (4.7)
dµ2 dµ
which has regular singularities at µ = ±1.
We now look for solutions in the series form
∞
X
Θ = µk an µn ,
n=0
X∞
Θ0 = µk (n + k) an µn−1 ,
n=0
X∞
Θ00 = µk (n + k)(n + k − 1) an µn−2 . (4.8)
n=0
The differential equation has regular singularities at µ = ±1 and so we can expect that the series solutions will
converge for |µ| < 1.
Inserting the expressions for Θ, Θ0 and Θ00 into Eq. (4.7), we find
∞
X ∞
X ∞
X
(n + k)(n + k − 1) an µn−2 − µn − 2 (n + k) an µn + `(` + 1) an µn = 0 .
(4.9)
n=0 n=0 n=0
The indicial equation is derived by examining the coefficient of the lowest power which, in this case corre-
sponds to n = 0 on the left hand side. Since a0 6= 0, this term can only vanish if
k(k − 1) = 0 , (4.11)
(n + k + 1)(n + k) − `(` + 1)
an+2 = an . (4.13)
(n + k + 1)(n + k + 2)
Notice that the recurrence relation links together terms which differ by two units in n. As for the harmonic
oscillator equation, this is a direct consequence of the differential operator being even under µ → −µ, which
means that there can be odd and even solutions of Legendre’s equation.
k =0: Even solutions
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k =1: Odd solutions
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also diverges. For this series
an+2 2
−→ 1 − . (4.24)
an n
But this is the identical behaviour to the ratio in Eq. (4.22) in the case of µ = 1. Hence the series solutions
of the Legendre equation must diverge at µ = 1. This is true for both the k = 0 and k = 1 solutions. This
actually comes about because the differential
equation has regular singularities at µ = ±1.
1 1+µ
It is easy to see that Q0 (µ) = 2 `n does indeed blow up at µ = ±1; just put it into your calculator
1−µ
and see the error message flashing! The important point to note now is that µ = cos θ = ±1 corresponds
to θ = 0◦ and 180◦ , and we would not like any answer to be infinite at these two points. Why should the
electrostatic potential be infinite at the top and bottom of a sphere?
We avoided this problem with P0 (µ) = 1 because the series terminated with a finite number of terms (in this
case just a single one). The question of convergence did not have to be addressed then. This is the only way
out; in order to get finite answers at µ = ±1 the series must terminate so that we end up with a polynomial
rather than an infinite series.
Going back to the recurrence relation of Eq. (4.13),
(n + k + 1)(n + k) − `(` + 1)
an+2 = an ,
(n + k + 1)(n + k + 2)
the series will terminate if the numerator on the right hand side vanishes for some value of n;
`=n+k. (4.26)
As a consequence of this definition, P` (µ) is a polynomial but Q` (µ) is an infinite series which blows up at
µ = 1. Furthermore
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SUMMARY
Only for non-negative integers ` do we have solutions of Legendre’s equation which are finite at µ = ±1.
These are the Legendre polynomials P` (µ). There are also Legendre functions of the second kind, Q` (µ), but
these blow up at µ = ±1. The Q` are far less important in Physics and will be largely neglected throughout the
rest of this course.
Although the choice is arbitrary, it is standard to normalise the Legendre polynomials such that
P` (1) = 1 . (4.29)
From the series representation of Eqs. (4.15) and (4.17), we then see that
P0 (µ) = 1,
P1 (µ) = µ,
1 2
P2 (µ) = 2 (3µ − 1) . (4.30)
Going back to Eq. (2.30), the original Laplace equation in spherical coordinates, the most general solution
which has no φ dependence is
∞
X
α` r` + β` r−`−1 P` (cos θ) ,
V (r , θ) = (4.31)
`=0
where the sum is over discrete integers `, and α` and β` are constants to be fixed by the boundary conditions.
*
r
r1
θ -
a z
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a2 3a2
q a 2
≈ 1 − 2 + cos θ + 2 cos θ + · · ·
4πε0 r 2r r 2r
2
q a a
= 1 + cos θ + 2 12 (3 cos2 θ − 1) + · · · (4.35)
4πε0 r r r
But we already know the general solution for Laplace’s equation in any region where there is no charge. If
the potential is to remain finite at large r, all the α` coefficients in Eq. (4.31) must vanish and so
∞
1 X β`
V (r , θ) = P` (cos θ) . (4.36)
r r`
`=0
To determine the values of the β` , look what happens at θ = 0 where, by definition, P` (cos θ) = 1. In the
forward direction r = r1 − a, and so
∞ ∞
1 X β` q 1 q X a`
V (r , θ) = `
= = . (4.37)
r r 4πε0 r (1 − a/r) 4πε0 r r`
`=0 `=0
Comparing different powers of r in the two sums, one can read off immediately that
q
β` = a` . (4.38)
4πε0
The final solution at all angles is therefore
∞
q 1 q X a`
V (r , θ) = √ = P` (cos θ) . (4.39)
4πε0 r2 + a2 − 2r a cos θ 4πε0 r r`
`=0
Though we have solved a problem in electrostatics, the result gives us a general method to derive the Legendre
polynomials. Comparing the two expressions for the potential in Eq. (4.39), and dropping the funny elecrostatics
factor outside, we see that
∞
1 1 1 X a`
= P` (cos θ) . (4.40)
r`
p
r 1 + a2 /r2 − 2 (a/r) cos θ r
`=0
This is the generating function for the Legendre polynomials. It is only valid if | t |< 1, which corresponds to
r > a, or otherwise there are convergence problems.
If you expand the square root using the binomial expansion, and compare powers of t, then you get the same
answers as we got before, viz
P0 (x) = 1,
P1 (x) = x ,
1 2
P2 (x) = 2 (3x − 1) . (4.42)
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Multiply both sides by 1 − 2x t + t2 to give
∞
1 X
(x − t) 1 = (1 − 2x t + t2 ) n Pn (x) tn−1 . (4.44)
(1 − 2x t + t2 ) 2 n=0
On the left-hand side we see once again the generating function for the Legendre polynomials, which means
that
∞
X ∞
X
n 2
(x − t) Pn (x) t = (1 − 2x t + t ) n Pn (x) tn−1 . (4.45)
n=0 n=0
This equation is a power series in t which is supposed to be valid for a range of values of t. Consequently
it must be valid separately for each power of t. This is exactly the same argument that we used in the series
solution of the differential equations. Writing out explicitly all the different powers,
∞
X ∞
X ∞
X ∞
X ∞
X
x Pn (x) tn − Pm (x) tm+1 = ` P` (x) t`−1 − 2x n Pn (x) tn + m Pm (x) tm+1 . (4.46)
n=0 m=0 `=0 n=0 m=0
The formula has been written different dummy indices `, m, and n such that we can change a couple of them
easily. Let now
m −→ n−1,
` −→ n+1.
Then all the terms in the sums contain the same tn factor. Reading off the coefficient we get
Thus, if you know Pn (x) and Pn−1 (x), the recurrence relation allows you to obtain the formula for Pn+1 (x).
For example, putting n = 1 in Eq. (4.47), we get
Since P0 (x) = 1 and P1 (x) = x, this then immediately gives P2 (x) = 12 (3x2 − 1).
Using instead n = 2, we obtain
5x P2 (x) = 3P3 (x) + 2P1 (x) , (4.49)
which means that
P3 (x) = 1
2 (5x3 − 3x) .
d
(1 − x2 ) Pn0 (x) + n(n + 1) Pn (x) = 0 ,
dx
d 0
(1 − x2 ) Pm
(x) + m(m + 1) Pm (x) = 0 . (4.50)
dx
Multiply the first of Eqs. (4.50) by Pm (x) and the second by Pn (x) and subtract one from the other to find:
d d
(1 − x2 ) Pn0 (x) − Pn (x) 0
(1 − x2 ) Pm
Pm (x) (x) = [m(m + 1) − n(n + 1)] Pm (x)Pn (x) .
dx dx
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Now integrate both sides of this expression over x from −1 to +1:
Z +1
d 2 0
d 2 0
dx Pm (x) (1 − x ) Pn (x) − Pn (x) (1 − x ) Pm (x)
−1 dx dx
Z +1
= [m(m + 1) − n(n + 1)] Pm (x)Pn (x) dx . (4.51)
−1
What we have to do now is show that the left hand side of Eq. (4.51) vanishes. This we do through integrating
by parts.
Z +1 Z +1
d +1
(1 − x2 ) Pn0 (x) = Pm (x) (1 − x2 ) Pn0 (x) −1 − dx (1 − x2 ) Pn0 (x)Pm
0
dx Pm (x) (x) . (4.52)
−1 dx −1
Now the first term on the RHS of Eq. (4.52) equals zero because (1 − x2 ) = 0 at both the limits. On the other
hand, the second term is cancelled by an identical one coming from the second term in Eq.(4.51) where m ⇔ n.
Hence
Z +1
[m(m + 1) − n(n + 1)] Pm (x)Pn (x) dx = 0 , (4.53)
−1
This is called the Orthogonality relation. It is analogous to the orthogonality of two vectors except that we have
an integral over a continuous variable rather than a summation over components.
To construct the equivalent of a unit vector, we have to work out the integral when m = n:
Z +1
2
In = [Pn (x)] dx . (4.55)
−1
There are many ways of working this out, but one of the easiest ways uses the generating function of Eq. (4.41).
Writing this down twice gives
∞
1 X
√ = Pn (x) tn ,
1 − 2x t + t2 n=0
∞
1 X
√ = Pm (x) tm . (4.56)
1 − 2x t + t2 n=0
Multiply these two expressions together to give a double summation over n and m.
∞ X ∞
1 X
= Pn (x) Pm (x) tn+m . (4.57)
1 − 2x t + t2 n=0 m=0
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But we have already shown that the integral on the RHS vanishes unless n = m and so we really only have
a single summation to worry about:
X∞
RHS = In t2n . (4.60)
n=0
2n
Comparing coefficients of t on the left and right hand sides, we see that
Z +1
2 2
In = [Pn (x)] dx = . (4.61)
−1 2n +1
The orthogonality and normalisation of the Legendre polynomials can be written neatly in one equation as
Z +1
2
P` (x) Pn (x) dx = δ` n , (4.62)
−1 2` +1
where the Kronecker delta symbol for two integers m and n is defined by
1 for m = n
δm n = (4.63)
0 for m 6= n .
Also, in the first year Waves and Optics course, you learned about expanding functions in series of sine and
cosine functions. Such Fourier expansions will be the topic of the next section. What we want to do here is
expand f (x) in an infinite series of Legendre polynomials:
∞
X
f (x) = an Pn (x) . (4.64)
n=0
Hence Z +1
2m + 1
am = f (x) Pm (x) dx . (4.66)
2 −1
15 2 3
Example 1. Calculate the Legendre coefficients for f (x) = x − . Putting in the explicit forms for the
2 2
Legendre polynomials, we have
1 +1 15 2 3
Z
1 15
a0 = x − dx = −3 =1,
2 −1 2 2 2 3
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Z +1
3 15 2 3
a1 = x − x dx = 0 (integrand odd),
2 −1 2 2
Z +1 2
5 15 2 3 3x 1 5 45 24
a2 = x − − dx = − +3 =5.
2 −1 2 2 2 2 4 5 3
These agree with what we found using direct algebra.
Example 2. Obtain the first two the Legendre coefficients for f (x) = eαx .
1 +1 αx
Z
1 sinh α
a0 = e dx = eα − e−α = ,
2 −1 2α α
3 +1
Z
αx cosh α sinh α
a1 = x e dx = 3 − ,
2 −1 α α2
where we had to do some integration by parts.
To fix the values of the B` coefficients, we need another boundary condition, as in the following case:
Example
Suppose that on an isolated sphere of radius a the electrostatic potential varies like V (r = a, θ) = V0 eα cos θ .
How does the potential behave for large distances?
Using the Legendre series example already worked out,
sinh α
B 0 = V0 a ,
α
2 cosh α sinh α
B1 = 3V0 a − ,
α α2
and
a2
a sinh α cosh α sinh α 1
V (r, cos θ) = V0 +3 2 − cos θ + 0 .
r α r α α2 r3
For those of you familiar with electrostatics, the cos θ term corresponds to the electric dipole moment and
the discarded next term the quadrupole moment etc.
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results which are very important for Quantum Mechanics, where ` is known as the angular momentum quantum
number and m the magnetic quantum number.
Well behaved solutions of Legendre’s equation are only possible if
• ` is a non-negative integer.
• m is an integer with −` ≤ m ≤ `.
The solutions for m and −m are the same since only m2 occurs in Legendre’s equation. For m > 0 the
associated Legendre functions can be derived from the Legendre polynomials using
m
m 2 m/2 d
P` (x) = (1 − x ) P` (x) . (4.70)
dx
The orthogonality relation is also a bit more complicated than that of Eq. (4.62):
Z +1
2 (` + m)!
P`m (x) Pnm (x) dx = δ` n . (4.71)
−1 2` + 1 (` − m)!
Specific cases
` = 1, m = 1:
d
P11 (x) = (1 − x2 )1/2 x = (1 − x2 )1/2 = sin θ .
dx
` = 2, m = 1:
d 1
P21 (x) = (1 − x2 )1/2 (3x2 − 1) = 3x (1 − x2 )1/2 = 3 sin θ cos θ .
dx 2
` = 2, m = 2:
d2 1
P22 (x) = (1 − x2 ) (3x2 − 1) = 3(1 − x2 ) = 3 sin2 θ .
dx2 2
As a couple of examples to check the orthogonality relations, consider
Z +1 Z +1
P21 (x) P11 (x) dx = 3x(1 − x2 ) dx = 0 .
−1 −1
Z +1 Z +1
1 2 9 9 12
P2 (x) dx = 9x2 (1 − x2 ) dx = 2 −2 = ·
−1 −1 3 5 5
2
The last one agrees with the 5 3! of Eq. (4.71).
In Quantum Mechanics you will at some stage need to remember the orthogonality/normalisation relation
of Eq. (4.73) but you will NOT be required to remember the actual algebraic form of Eq. (4.73).
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The first few spherical harmonics are
1
Y00 (θ, φ) = √ ,
4π
r
3
Y11 (θ, φ) = − sin θ eiφ ,
8π
r
0 3
Y1 (θ, φ) = cos θ ,
4π
r
3
Y1−1 (θ, φ) = sin θ e−iφ . (4.75)
8π
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