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Power Series Solutions To The Legendre Equation & The Legendre Polynomials

The document summarizes power series solutions to the Legendre equation and properties of the Legendre polynomials. It states that the Legendre equation has two fundamental power series solutions that form a basis for the general solution over (-1,1). When the parameter is a non-negative integer, one of the solutions is a polynomial known as a Legendre polynomial. The document provides properties of the Legendre polynomials, including orthogonality relations and Rodrigues' formula.

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61 views

Power Series Solutions To The Legendre Equation & The Legendre Polynomials

The document summarizes power series solutions to the Legendre equation and properties of the Legendre polynomials. It states that the Legendre equation has two fundamental power series solutions that form a basis for the general solution over (-1,1). When the parameter is a non-negative integer, one of the solutions is a polynomial known as a Legendre polynomial. The document provides properties of the Legendre polynomials, including orthogonality relations and Rodrigues' formula.

Uploaded by

akshay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Power Series Solutions to the Legendre Equation

&
the Legendre polynomials

Department of Mathematics
IIT Guwahati
SHB/SU

SHB/SU MA-102 (2020)


The Legendre equation
The equation

(1 − x 2 )y 00 − 2xy 0 + α(α + 1)y = 0, (1)


where α is any real constant, is called Legendre equation.
It can be rewritten as [(x 2 − 1)y 0 ]0 = α(α + 1)y , which has
the form T (y ) = λy , where T : C 2 (I) 7→ C 2 (I) defined by
T (f ) = (pf 0 )0 , ∀f ∈ C 2 (I),

with p(x) = x 2 − 1 and λ = α(α + 1) is a linear operator on


the vector space C 2 (I) of continuously twice differentiable
functions on the interval I.
The nonzero solutions of (1) are eigenvectors of T
corresponding to the eigenvalue α(α + 1).

SHB/SU MA-102 (2020)


The series solutions of the Legendre equation about the
ordinary point x0 = 0, are given by
y (x) = a0 y1 (x) + a1 y2 (x),
where
∞
X α(α − 2) · · · (α − 2n + 2) · (α + 1)(α + 3) · · · (α + 2n − 1) 2n
y1 (x) = 1+ (−1)n x ,
n=1
(2n)!

and

∞
X (α − 1)(α − 3) · · ·(α − 2n + 1)·(α + 2)(α + 4) · · · (α + 2n) 2n+1
y2 (x) = x+ (−1)n x .
n=1
(2n + 1)!

SHB/SU MA-102 (2020)


Note: The ratio test shows that y1 (x) and y2 (x) converges for
|x| < 1. These solutions y1 (x) and y2 (x) satisfy the initial
conditions

y1 (0) = 1, y10 (0) = 0, y2 (0) = 0, y20 (0) = 1.


So {y1 (x), y2 (x)} is a fundamental solution set and the
general solution of the Legendre equation over (−1, 1) is

y (x) = a0 y1 (x) + a1 y2 (x)


with arbitrary constants a0 and a1 .
When α is a non-negative integer, exactly one amongst y1 (x)
and y2 (x) is a polynomial.
When α = 0 or α = 2m, y1 (x) is a polynomial while all the
terms of series expansion y2 (x) are non-zero.
When α = 2m + 1, y2 (x) is a polynomial and y1 (x) is a power
series with infinitely many terms.
SHB/SU MA-102 (2020)
Observations
Case I. When α = 0 or α = 2m, we note that
2n m!
α(α − 2) · · · (α − 2n + 2) = 2m(2m − 2) · · · (2m − 2n + 2) =
(m − n)!
and

(α + 1)(α + 3) · · · (α + 2n − 1) = (2m + 1)(2m + 3) · · · (2m + 2n − 1)


(2m + 2n)! m!
= .
2n (2m)! (m + n)!
Let y1 (x) be denoted by y1,α (x) for α = 0, or α = 2m. Then
m
(m!)2 X (2m + 2k)!
y1,2m (x) = 1 + (−1)k x 2k ,
(2m)! (m − k)!(m + k)!(2k)!
k=1

which is a polynomial of degree 2m. In particular, for α = 0, 2, 4


(m = 0, 1, 2), the corresponding polynomials are
35 4
y1,0 (x) = 1, y1,2 (x) = 1 − 3x 2 , y1,4 (x) = 1 − 10x 2 + x .
3
SHB/SU MA-102 (2020)
Case II. When α = 2m + 1,
2n m!
(α −1)(α −3) · · · (α −2n +1) = 2m(2m −2) · · · (2m −2n +2) =
(m − n)!

and

(α + 1)(α + 3) · · · (α + 2n) = (2m + 3)(2m + 5) · · · (2m + 2n + 1)


(2m + 2n + 1)! m!
= .
2n (2m + 1)! (m + n)!

Let y2 (x) be denoted by y2,α (x) for α = 2m + 1. Then


m
(m!)2 X (2m + 2k + 1)!
y2,2m+1 (x) = x + (−1)k x 2k+1 .
(2m + 1)! (m − k)!(m + k)!(2k + 1)!
k=1

For example, when α = 1, 3, 5 (m = 0, 1, 2), the polynomials are

5 14 21
y2,1 (x) = x, y2,3 (x) = x − x 3 , y2,5 (x) = x − x 3 + x 5 .
3 3 5
These polynomial solutions are scaled versions of Legendre polynomials.
SHB/SU MA-102 (2020)
The Legendre polynomials
To obtain a single formula which contains both the
polynomials in y1 (x) and y2 (x), let
[n/2]
1 X (−1)r (2n − 2r )! n−2r
Pn (x) = n x ,
2 r =0 r !(n − r )!(n − 2r )!

where [n/2] denotes the greatest integer ≤ n/2.


• Let fn (x) be the polynomial solution of the Legendre
equation when α is a non negative integer n. Then,
(−1)t (t!)2 22t
fn (x) = Pn (x), where t = [n/2].
n!
• Pn (x) are solutions of the Legendre equations for α = n
and are called the Legendre polynomials.

SHB/SU MA-102 (2020)


The Legendre polynomials
The graphs of the first six Legendre polynomials P0 (x) = 1, P1 (x) = x,
P2 (x) = 12 (3x 2 − 1), P3 (x) = 21 (5x 3 − 3x), P4 (x) = 18 (35x 4 − 30x 2 + 3),
P5 (x) = 81 (63x 5 − 70x 3 + 15x), are plotted below when x ∈ [−1, 1].

1
P0 (x)

P2 (x) P1 (x)
0.5 P3 (x)
P4 (x)
P5 (x)
0

−0.5

−1

−1 −0.5 0 0.5 1

SHB/SU MA-102 (2020)


Rodrigues’s formula for the Legendre polynomials
Note that
d n 2n−2r
 
(2n − 2r )! n−2r 1 1 n
x = nx and = .
(n − 2r )! dx r !(n − r )! n! r

Thus, Pn (x) in (2) can be expressed as


[n/2]
1 dn X
 
r n
Pn (x) = n (−1) x 2n−2r .
n
2 n! dx r =0 r

When [n/2] < r ≤ n, the term x 2n−2r has degree less than n,
so its nth derivative is zero. This gives
n
1 dn X 1 dn 2
 
r n 2n−2r
Pn (x) = n (−1) x = (x − 1)n ,
2 n! dx n r 2n n! dx n
r =0

which is known as Rodrigues’s formula.


SHB/SU MA-102 (2020)
Properties of the Legendre polynomials
• For each n ≥ 0, Pn (1) = 1. Moreover, Pn (x) is the only
polynomial which satisfies the Legendre equation
(1 − x 2 )y 00 − 2xy 0 + n(n + 1)y = 0
and the extra condition y (1) = 1.
• For each n ≥ 0, Pn (−x) = (−1)n Pn (x).
• For each n = 0, 1, . . . , let Pn (R) be the inner product
space of real polynomials of degree atmost n, with respect
to the inner product
Z 1
hp, qi = p(x)q(x)dx, ∀p, q ∈ Pn (R).
−1

Executing Gram Schmidt orthonormalisation on the


canonical basis {1,nx,q. . . , x n } of Pn (R), gives the
o
2k+1
orthonormal basis 2
Pk (x) : k = 0, . . . , n .
SHB/SU MA-102 (2020)
• Z 1 
0 if m 6= n,
Pn (x)Pm (x)dx = 2
−1 2n+1
if m = n.

• If f (x) is a polynomial of degree n, we have


n
X
f (x) = ck Pk (x), where
k=0
Z 1
2k + 1
ck = f (x)Pk (x)dx.
2 −1

• It follows from the orthogonality relation that


Z 1
g (x)Pn (x)dx = 0
−1

for every polynomial g (x) with deg(g (x)) < n.


SHB/SU MA-102 (2020)

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