MATHEMATICAL PHYSICS

UNIT – I
LEGENDRE’S EQUATION

DR. RAJESH MATHPAL

ACADEMIC CONSULTANT
SCHOOL OF SCIENCES
U.O.U. HALDWANI
UTTRAKHAND
MOB:9758417736,7983713112
 CONTENTS
1. LEGENDRE’S EQUATION
1.1. LEGENDRE’S POLYNOMIAL Pn(x)
1.2. LEGENDRE’S FUNCTION OF THE SECOND KIND i.e. Qn(x)
1.3 GENERAL SOLUTION OF LEGENDRE’S EQUATION
2. RODRIGUE’S FORMULA
3. A GENERATING FUNCTION OF LEGENDRE’S POLYNOMIAL
4. ORTHOGONALITY OF LEGENDRE POLYNOMIALS
5. RECURRENCE FORMULAE
6. NUMERICAL PROBLEMS
7. LEGENDRE’S POLYNOMIALS APPLICATIONS
8. NUMERICAL PROBLEMS
1. LEGENDRE’S EQUATION
Now,

y  x m ( a0  a1 x 1  a2 x 2  ...) ...(2)

 y   ar x m  r
r 0

dy
so that   ar ( m  r ) m  r l
dx r 0

d2 y
and
dx 2
 
r 0
ar ( m  r )( m  r  l ) x mr 2

Substituting these values in (1), we have

   
(1- x ) ar ( m  r )( m  r  l ) x
2 mr 2
 2 x  ar ( m  r ) x m  r l
 n(n  1)  ar x m r  0
r 0 r 0 r 0

 
 (
r 0
m  r )( m  r  l ) x mr 2
 n ( n  1)  2( m  r )  ( m  r )( m  r  l ) x mr
 ar  0

 
 (
r 0
m  r )( m  r  l ) x mr 2
 n ( n  1)  ( m  r )  ( m  r  l )  ar  0
x mr
...(3)

The equation (3) is an identity and therefore coefficients of various powers of x

must variable. Now equating to zero the coefficient of xm i.e. by substituting r = 0
in the second summation we get,

a0 {n(n + 1) – m (m + 1)} = 0

But a0 ≠ 0, as it is the coefficient of the very first term in the series

Here, n(n + 1) – m (m + 1) = 0 …(4)

n2 + n – m2 – m = 0 ⇒ (n2 – m2) + (n – m) = 0

i.e., (n – m)(n + m + 1) = 0, This is the indicial equation.

⇒ which gives m=n or m=-n–1 …(5)

Next equating to zero the coefficient of xm – 1 by putting r = 1, in the second

summation a1[n(n + 1) – (m – 1)m] = 0

⇒ a1(n2 + n – m2 + m) = 0 ⇒ a1[(n2 – m2) + n + m] = 0

⇒ a1((m + n) (m – n – l)] = 0

which gives a1 = 0 …(6)

Since (m + n)(m – n – l) ≠ 0, by (5)

Again to find a relation in successive coefficients a r, etc., equating the

coefficient of xm – r - 2 to zero, we get

(m – r)(m – r – l) ar + [n(n + 1) – (m – r – 2)(m – r – l)] ar + 2 = 0 …(7)

Now, n(n + 1) – (m – r – 2)(m – r – l) = n2 + n – (m – r – l – l)(m – r – l)

= − 𝑚 − 𝑟 − 𝑙 2 − 𝑚 − 𝑟 − 𝑙 − 𝑛2 − 𝑛
= − 𝑚 − 𝑟 − 𝑙 + 𝑛 𝑚 − 𝑟 − ! − 𝑛 − (𝑚 − 𝑟 − 𝑙 + 𝑛)
=− 𝑚−𝑟−𝑙+𝑛 𝑚−𝑟−𝑙−𝑛−𝑙
=− 𝑚−𝑟+𝑛−𝑙 𝑚−𝑟−𝑛−2

On simplification (7) becomes

⇒ (m – r)(m – r – l) ar – (m – r + n – l)(m – r – n – 2) ar + 2 = 0
𝑚 −𝑟 𝑚 −𝑟 −𝑙
⇒ 𝑎𝑟 +2 = 𝑎𝑟 …(8)
𝑚 −𝑟+𝑛 −𝑙 𝑚 −𝑟 −𝑛 −2

Now since a1 = a3 = a5 = a1 = … = 0

For the two values given by (5) there arises following two cases.
Case I: When m = n
𝑛 −𝑟 𝑛−𝑟−𝑙
𝑎𝑟+2 = − 𝑎𝑟 [From(8)]
2𝑛 −𝑟−𝑙 𝑟+2

𝑛 𝑛 −𝑙
If r = 0 𝑎2 = − 𝑎0
2𝑛 −𝑙 2

𝑛 −2 𝑛 −3 𝑛 𝑛 −1 𝑛 −2 𝑛 −3
If r = 2, 𝑎4 = − 𝑎2 = 𝑎0
2𝑛 −3 ×4 2𝑛 −1 2𝑛 −3 2.4

and so on and a1 = a3 = a5 = … = 0

Hence the series (2) becomes

𝑛 𝑛 −1 𝑛 𝑛 −1 𝑛 −2 (𝑛 −3)
𝑦 = 𝑎0 𝑥 𝑛 𝑥 𝑛 −2 + . 𝑥 𝑛 −2 − ⋯
2𝑛 −1 .2 2𝑛 −1 2𝑛 −3 2.4

Which is a solution of (1).

Case II: When m = − (n + 1), we have
𝑛 +𝑟 +1 𝑛 +𝑟 +2
𝑎𝑟 +2 = − 𝑎𝑟 [From(8)]
𝑟 +2 2𝑛 +𝑟 +3

𝑛 +1 𝑛 +2
If r = 0, 𝑎2 = − 𝑎0 ;
2 2𝑛 +3

𝑛 +3 𝑛 +4 𝑛 +1 𝑛 +2 𝑛 +3 𝑛 +4
If r = 2, 𝑎4 = − 𝑎2 = 𝑎0 and so on.
4. 2𝑛 +5 2.4 2𝑛 +3 2𝑛 +5

Hence the series (2) in this case becomes

𝑛 +1 𝑛 +2 𝑛 +1 𝑛 +2 𝑛 +3 𝑛 +4
𝑦 = 𝑎0 𝑥 −𝑛 −1 + 𝑥 −𝑛 −3 + . 𝑥 −𝑛 −5 + + ⋯ …(9)
2. 2𝑛 +3 2.4 2𝑛 +3 2𝑛 +5

This gives another solution of (1) in a series of descending powers of x.

Note. If we want to integrate the Legendre’s equation in a series of ascending

powers of x, we any proceed by taking

y  a0 x  a1 x
4 11
 a2 x k 2
 ...  a
r 0
r xk r

But integration in descending powers of x is more important than that in ascending

powers of x.
1.1. LEGENDRE’S POLYNOMIAL
Pn(x)
1.2. LEGENDRE’S FUNCTION OF
THE SECOND KIND i.e. Qn(x)
 1.3 GENERAL SOLUTION OF
LEGENDRE’S EQUATION
Since Pn(x) and Qn(x) are two independent solution of Legendre’s
equation,
Therefore the most general solution of Legendre’s equation is
y = APn(x) + Qn(x)
Where A and B are two arbitrary constants
 2. RODRIGUE’S FORMULA
1 𝑑𝑛
𝑃𝑛 𝑥 = 𝑥2 − 1 𝜋
2 𝑛 .𝑛 ! 𝑑𝑥 𝑛

Proof. Let v = (x2 – 1)n …(1)

𝑑𝑣
Then = 𝑛 𝑥2 − 1 𝑛 −1
2𝑥
𝑑𝑥

Multiplying both sides by (x2 – 1), we get

𝑑𝑣
𝑥2 − 1 = 2𝑛 𝑥2 − 1 𝑛
𝑥.
𝑑𝑥

𝑑𝑣
⇒ 𝑥2 − 1 = 2𝑛𝑣𝑥 [Using (1)] …(2)
𝑑𝑥

Now differentiating (2), (n + 1) times Leibnitz’s theorem, we have

𝑑 𝑛 +2 𝑣 𝑑 𝑛 +1 𝑣 𝑑𝑛 𝑣 𝑑 𝑛 +1 𝑣 𝑑𝑛 𝑣
𝑥2 − 1 + 𝑛 +1
𝐶1 2𝑥 + 𝑛 +1
𝐶2 2 = 2𝑛 𝑥 + 𝑛 +1
𝐶1 𝑙
𝑑𝑥 𝑛 +2 𝑑𝑥 𝑛 +1 𝑑𝑥 𝑛 𝑑𝑥 𝑛 +1 𝑑𝑥 𝑛

𝑑 𝑛 +2 𝑣 𝑛 +1 𝑑 𝑛 +1 𝑣 𝑛 +1 𝑑𝑛 𝑣
⇒ 𝑥2 − 1 + 2𝑥 𝐶1 − 𝑛 +2 𝐶2 − 𝑛. 𝑛 +1
𝐶1 = 0
𝑑𝑥 𝑛 +2 𝑑𝑥 𝑛 +1 𝑑𝑥 𝑛

𝑑 𝑛 +2 𝑣 𝑑 𝑛 +1 𝑣 𝑑𝑛 𝑣
⇒ 𝑥2 − 1 + 2𝑥 −𝑛 𝑛+1 = 0 …(3)
𝑑𝑥 𝑛 +2 𝑑𝑥 𝑛 +1 𝑑𝑥 𝑛
 𝑑𝑛 𝑣
If we put = 𝑦, (3) becomes
𝑑𝑥 𝑛

𝑑2𝑦 𝑑𝑦
𝑥2 − 1 + 2𝑥 −𝑛 𝑛+1 𝑦=0
𝑑𝑥 2 𝑑𝑥

2 𝑑2𝑦 𝑑𝑦
⇒ 1−𝑥 − 2𝑥 +𝑛 𝑛+1 𝑦 =0
𝑑𝑥 2 𝑑𝑥

𝑑𝑛 𝑣
This shows that 𝑦 = is a solution of Legendre’s equation.
𝑑𝑥 𝑛

𝑑𝑛 𝑣
∴ 𝐶 = 𝑃𝑛 𝑥 …(4)
𝑑𝑥 𝑛

Where C is a constant.

But v = (x2 – 1)n = (x + 1)n (x – 1)n

𝑑𝑛 𝑣 𝑛 𝑑
𝑛
𝑛 𝑛 𝑛 −1 𝑑
𝑛 −1
𝑛
so that = 𝑥+1 𝑥−1 + 𝐶1 . 𝑛 𝑥 + 1 𝑥−1 + ⋯+
𝑑𝑥 𝑛 𝑑𝑥 𝑛 𝑑𝑥 𝑛 −1

𝑛
𝑛 𝑑 𝑛
𝑥−1 𝑥+1 =0
𝑑𝑥 𝑛

𝑑𝑛 𝑣
when x = 1, then = 2𝑛 . 𝑛!
𝑑𝑥 𝑛

All the other terms disappear as (x – 1) is a factor in every term except first.
Therefore when x = 1, (4) gives

C.2n.n! = Pn(1) = 1 [Pn(1) = 1]

1
𝐶= …(5)
2𝑛 .𝑛!

Substituting the value of C from (5) in (4), we have

1 𝑑𝑛 𝑣
𝑃𝑛 𝑥 =
2𝑛 .𝑛! 𝑑𝑥 𝑛

1 𝑑𝑛
𝑃𝑛 𝑥 = 𝑥2 − 1 𝑛
∵ 𝑣 = 𝑥2 − 1 𝑛
2𝑛 .𝑛! 𝑑𝑥 𝑛
3. A GENERATING FUNCTION OF
LEGENDRE’S POLYNOMIAL
Thus coefficient of zn in the expansion of (1) is sum of (2), (3) and (4) etc.
1.3.5.. 2𝑛 −1 𝑛 𝑛 𝑛−1 𝑛−2 𝑛 𝑛+1 𝑛−2 𝑛−3
= 𝑥 − .𝑥 + 𝑥 𝑛−4 − ⋯ = 𝑃𝑛 (𝑥)
𝑛! 2 2𝑛−1 2.4 2𝑛−1 2𝑛 −3

Thus coefficient of z, z2, z3 … etc. in (1) are P1(x), P2(x), P3(x) …

Hence

(1 – 2xz + z2)-1/2 = P0(x) + zP1(x) + z2P2(x) + z3P3(x) + … + zn Pn(x) + …

i.e.,
n 
1  2 xz  z 
2 1/ 2
  Pn ( x).z n Proved.
n 0
5. RECURRENCE FORMULAE
6. NUMERICAL PROBLEMS
7. LEGENDRE’S POLYNOMIALS APPLICATIONS
 1
Similarly 𝑃3 𝑥 = 5𝑥 3 − 3𝑥
2

1
𝑃4 𝑥 = 35𝑥 4 − 30𝑥 4 + 3
8

1
𝑃5 𝑥 = 63𝑥 5 − 70𝑥 3 + 15𝑥
8

……………………………………………….

n
(1) r (2n  2r )!
Pn ( x)   n x n2r
r  0 2 .r !( n  r )!( n  2r )!

𝑛
where 𝑁= if n is even
2

1
𝑁= 𝑛 − 1 if n is odd
2
Note. We can evaluate Pn(x) by differentiating (x2 – 1)n, n times.

d n 2 n r n n r n
n!
dx n
( x  1)  
r 0
C r ( x 2 nr
) ( 1) r
 
r 0
( 1) r

r !(n  r )!
x 2n2r

1 dn 2 n 1 r n
Pn ( x)  n
2 .n ! dx n
( x  1)  n 
2 .n ! r 0
( 1) n n!
r !(n  r )!
 x 2n2r

N
(1) r (2n  2r )! n  2 r
 x
r  0 r !( n  r )!( n  2r )!

Either x0 or x1 is in the last term.

𝑛
∴ n – 2r = 0 or 𝑟= (n is even)
2

1
N – 2r = 1 or 𝑟= 𝑛−1 (n is odd)
2
8. NUMERICAL PROBLEMS
Example 6. Prove that Pn(1) = 1.

Solution. We know that

(1 – 2xz + z2)-1/2 = 1 + zP1(x) + z2 P2(x) + z3 P3(x) + … + zn Pn(x) + …

Substituting 1 for x in the above equation, we get

(1 – 2 z + z2)-1/2 = 1 + zP1(1) + z2 P2(1) + z3 P3(1) + … + zn Pn(1) + …


1/ 2
  z n Pn (1) 1  z    z n Pn (1)
1
(1  z ) 
2

n 0

 z n Pn (1)  1  z   1  z  z 2  z 3  ...  z n  ...

1

Equating the coefficient of zn on both sides, we get

Pn(1) = 1
Example 7. Prove that

1
 P ( x) 
n 0
n
2  2x
.

Solution. We know that


1 
(1  2 xz  z ) 2 2
  z n Pn ( x) ...(1)
n 0

Putting z = 1 in (1), we get

1 
1  2 x  1   Pn ( x)

2
n 0

1
  Pn ( x) Proved.
2  2 x n 0
Example 8. Prove that:


x n 1 1  1 x 

n 0 n  1
Pn ( x)  log 
2

 1 x 
Solution. We know that


h n
Pn ( x)  1  2 xh  h 
2 1/ 2

n 0

Integrating both sides w.r.t. h from 0 to h, we get


h n 1
h h
dh dh
 Pn ( x )    ; if x  1 Here x is constant h is variable.
   h  x  1  x 
2
n 0 n 1 0
1 2 hx h 0
2 2

ℎ −𝑥 + ℎ 2 −2ℎ𝑥+1 𝑑ℎ ℎ + ℎ 2 +𝑎 2
= log = log
1−𝑥 ℎ 2 +𝑎 2 𝑎

Putting h = x in the expression, we get


x n 1  1  x2  1 1 x 

n 0 n  1
Pn ( x )  log    log 
 1 x  2  1  x


Proved.
 
Example 9. Show that

Pn(-x) = (-1)n Pn (x) and Pn(-1) = (-1)n.

Solution. We know that

1 
1  2 xz  z 
2 2
  z n Pn ( x) ...(1)
n 0

Putting –x for x in both sides of (1), we get

1 
1  2 xz  z 
2 2
  z n Pn ( x) ...(2)
n 0

Again putting –z for z in (1), we obtain

1 
1  2 xz  z 
2 2
  (1) n z n Pn ( x) ...(3)
n 0
From (2) and (3), we have
 

z
n 0
n
Pn ( x)   (1) n z n Pn ( x)
n 0

Comparing the coefficients of zn from both sides of (4), we obtain …(4)

Pn(-x) = (-1)n Pn(x)

Pn(-1) = (-1)n Pn(1) = (1)(-1)n …(5)

Putting x = 1 in (5), we get [Pn(1)n1]

(i) If n is even, then from (5)

Pn(-x) = Pn (x),

So, Pn(x), is even function of x.

(ii) If n is odd, then from (5)

Pn(-x) = -Pn(x), so Pn(x) is odd function.

Example 12. Show that

1  zi 
  (2n  1) Pn .z n
1  2 xz  z 2 3/ 2
n 0

Solution. We know that

1 
1  2 xz  z    z P ( x)
2 2 n
n ...(1)
n 0

Differentiating both sides of (1) with respect to z, we get


 1  2 xz  z  (2 x  2 z )   nz n 1.Pn ( x)
1 2 3/ 2

2 n0

xz 

(1  2 xz  z )
2 3/ 2
 
n 0
nz n 1
Pn ( x) ...(2)
Multiplying both sides of (2) by 2z, we get

2 xz  2 z2 
  2nz Pn ( x)
n 1
...(3)
(1  2 xz  z )
2 3/ 2
n 0

1  2 xz  z 2  2 xz  2 z 2 

(1  2 xz  z )
2 n 0
(2 n  1) z n
Pn ( x)

1 z 2 

2 3/ 2 
 (2n  1) z P 'n
n
Proved.
(1  2 xz  z ) n0
Example 13. Prove that

1 z 1 
   ( Pn +Pn 1 )z n
z 1  2 xz  z 
2 z n0

Solution.
  
R.H .S .   ( Pn +Pn 1 )z   z Pn + z n Pn 1
n n

n 0 n 0 n 0


1  n 1

n 0
z Pn   z Pn 1
n

z n 0
...(1)


But z
n 0
n
Pn  P0  zP1  z 2 P2  z 3 P3  ...

And z
n 0
n 1
Pn 1  zP1  z 2 P2  z 3 P3  ...

= -P0 + P0 + zP1 + z2P2 + z3P3 + … = -P0 + 𝑧 𝑛 𝑃𝑛

𝜃
1+sin 1 1 1
⇒ log 𝜃
2
= 1 + 𝑃1 cos 𝜃 + 𝑃2 cos 𝜃 + 𝑃3 cos 𝜃 + …
sin 2 3 4
2
Example 17. Assuming that a polynomial f(x) of degree n can be written as
x
f ( x)  C
m 0
m Pm ( x ).

2𝑚 +1 1
show that 𝐶𝑚 = 1
𝑓 𝑥 𝑃𝑚 𝑥 𝑑𝑥
2

Solution. We have,

f ( x)  C
m0
m Pm ( x)

= C0P0(x) + C1P1(x) + C2P2(x) + C3P3(x) + C4P4(x) + … + CmPn(x)+…+

Multiplying both sides by Pm(x), we get

2
Pm(x)f(x)=C0P0(x) Pm(x) + C1P1(x) Pm(x) + C2P2(x) Pm(x) + … + Cm𝑃𝑚 (x) + …
+1 +1
−1
𝑓(𝑥) Pm(x) dx = −1
[C0P0(x) Pm(x) + C1P1(x) Pm(x) + C2P2(x) Pm(x) + …
2
Cm𝑃𝑚 (x) + …]
2 2𝐶𝑚
= 0 + 0 + ⋯ + 𝐶𝑚 +⋯ =
2𝑚 +1 2𝑚 +1

2𝑚 +1 +1
𝐶𝑚 −1
𝑓 𝑥 𝑃𝑚 𝑥 𝑑𝑥
2
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