Chapter 8 Special functions

Chapter 8
Special Functions

INTRODUCTION
Special functions are found in mathematical and physical
problems . Some of these functions which will be studied here are
Gamma, Beta, and error functions .

I- Gamma FUNCTION:
The Gamma functions is defined as  (n) , and is written as :

 (n)   x n1e  x dx , n  0 (a)
0

Also  (n)  n  11 (b)



Prove :
We can prove Equation (b) as follows :

1
Special functions Chapter 8


For (n)   x n 1e  x dx , integrating by parts the right side gives ,
0

 
e dx  e ( x )   (n  1)  e  x x n2 dx

 ( n)   x n1  x x n1
0 (c)
0 0

The first term is zero and then equation (c) reduced to :


 (n)  (n  1)  e  x x n2 dx (d)
0

Integrating again by parts right side of equation (d) , then


 (n)  (n  1) e  x ( x n2 )0  (n  2)  e  x x n3 dx 


Then

 (n)  (n  1)( n  2)  e  x x n3 dx  , finally ;
0

 (n)  (n  1)1


Also equation (b) can be written as(according to the value of n) :

(i)  (n)  (n  1) (n  1) , (for n  2 ) , (e)

or in some values of n , equation (e) can be written as :

 (n  1)
(ii)  (n)  ,(for n  0 , and fraction) (f)
n
We can prove that ;  (1)  1 as follows :

2
Chapter 8 Special functions



 (1)   e  x dx  e  x 0
1
0

(iii)If (1  n  2) , Gamma function is known as in the following

table :

N  (n) N  (n)
1 1 1.6 0.8935
1.1 0.9514 1.7 0.9086
1.2 0.9182 1.8 0.9314
1.3 0.8975 1.9 0.9618
1.4 0.8873 2 1
1.5 0.8862

Table(1)

Example 1:
Evaluate :
 (6) ,  (4) ,  (5.6) ,  (3.2)
Solution:
From equation(5) ; (6)  5(5)  5(4)(4)  51  120 , and


 (4)  31  6 ,


(5.6)  4.6(4.6)  (4.6)(3.6)(2.6)(2.6)  ....  61.55286

3
Special functions Chapter 8

Example 2:
Evaluate :
 (1.4)
Solution:
(0.4) (0.6) (1.6)
(1.4)   
 1.4 (1.4)(0.4) (1.4)(0.4)(0.6)

 (1.6)
  2.65923
(1.4)( 0.4)(0.6)

Theorem :

 ( p) ( p  1)  , where 0  p 1
sin p

Example 3:
Evaluate :
1 2
 ( ) ( )
3 3
Solution:
From the above theorem ,
1 2  2
 ( ) ( )  
3 3   3
sin 
3
Example 4:
Prove that :
1
( ) 
2
4
Chapter 8 Special functions

Solution:
1
For n 
2

1  
1
 ( )   z 2 e  z dz ,
2 0

Let z  x 2 , dz  2 xdx , then ;

1  
1 
 ( )   z 2 e  z dz   x 1e  x (2 x)dx
2

2 0 0

Then,
2
 
 1 
   e ( x  y ) dxdy
2 2
( )
 2   4
0 0

Using polar coordinates r , and  , then ;


2
 1  2 
   e r rdrd
2
( )
 2   4
0 0


2 
 2   e r
2
0
d
0


2
 2  (0  1)d
0


1
Then  ( )  
2

5
Special functions Chapter 8

II-Bessel Function

INTRODUCTION
Special functions are of fundamental importance since they
are applied to a large number of problems which are of interest to
engineers . Of these are problems on conduction of heat , high
frequency currents in cylindrical conductors , vibration of
membranes , and circular sheets of water .
There are various definitions for Bessel functions . Of these , they are
solutions of Bessel differential equation :

 x  x 2  n 2 y  0 , n  0
d2y dy
x2 2
(1)
dx dx
This is called Bessel differential equation of order n . It’s general
solution is given by:
y G.S .  A1 J n ( x)  A2Yn ( x) (2)

where Jn(x) is called Bessel function of first kind and order n , while
Yn(x) is called Bessel function of second kind and order n.
Now in practice we usually meet (1) in the form :

x2
d2y
2
x
dy
 
 k 2 x2  n2 y  0 (3)
dx dx
To reduce (3) to the form (1) ,put kx=t , then ;
dy dy dt dy d2y d2y
 k , and 2  k 2 2 ,
dx dt dx dt dx dt
Substituting in (3) , we get :

6
Chapter 8 Special functions

 t 2  n 2 y  0 , i. e. :
t 2 2 d 2 y t dy
2
k 2
 k
k dt k dx

t2
d2y
dt 2
dy
dx
 
 t  t 2  n2 y  0 , (4)

with the general solution:

yG.S .  c1J n (kx)  c2Yn (kx) ,

In this case, Jn(kx) is called Bessel function of the first kind and order
n with parameter k.. Similarly, Yn (kx) is Bessel function of second
kind and order n with parameter k .

Bessel Function of zero order :

The Bessel differential equation of zero order (n=0) , is given by :

 x  x 2 y  0 , i.e. :
d2y dy
x2 2
dx dx
d 2 y 1 dy
 y0 (5)
dx 2 x dx
Applying Frobenius method i. e. , we assume the solution of this
equation as :
y  xc (a0  a1x  a2 x 2  .......) , a0  0 , then ,

dy
 a0cx c 1  a1 (c  1) x c  a2 (c  2) x c 1  ....... , and ,
dx
d2y
2
 a0c(c  1) xc  2  a1 (c  1)(c) x c 1  a2 (c  2)(c  1) x c  .......
dx
Substituting in (5) , we get :
a0c(c  1) xc  2  a1 (c  1)(c) xc 1  a2 (c  2)(c  1) xc  .......

7
Special functions Chapter 8

a0cx c 1  a1 (c  1) xc  a2 (c  2) xc 1  .......

x
 xc (a0  a1x  a2 x2  .......)  0

Equating the coefficients of :

(1) x c  2 : a0 (c)(c  1)  a0c  0 ,

but a0  0 , then a0c 2  0 , i.e. the indicial equation has two

equal roots .
(2) xc 1 : a1 (c)(c  1)  a1 (c  1)  0 , then ;

a1 c  1  0 , i.e. a1  0
2

(3) x c : a2 (c  2)(c  1)  a2 (c  2)  a0  0 , then ;

a2 c  2  a0  0 , i.e. a1  0
2

And in general , we have :

ar  2 c  r  2  ar  0 , then ;
2

ar
ar  2 
c  r  22
And since a1  0 , then a3  a5  a7  .......  0 , and ;
a0 a2 a0
a2  a4  = , …….
c  22
c  4 c  22 c  42
2

Then ,
 x2 x4 
y1  a0 x c 1    ......
 c  2 c  2 c  4
2 2 2


8
Chapter 8 Special functions

Put c=0 , and a0  1 , we get the first solution of Bessel differential

equation of zero order usually denoted by J 0 ( x) , and is called

Bessel function of the first kind of order zero , so that :
 x2 x4 
J 0 ( x)  1  2  2 2  ...... (6)
 2 24 
Bessel function of the first kind of order zero is an even function of
x i.e. J 0 ( x)  J 0 ( x) (7)

Bessel Function of the First Kind:

Bessel function of the first kind and order n can be defined as
follows:
 n  2r
r ( x / 2)
J n ( x)   (1)
r!(n  r  1)
, (8)
r 0

where (n+r+1) is gamma function. , and by definition of gamma

function , (n  r  1)  n  r 1


For n = 0, Eqn. (8) yields to :

x2 x4 x6
J 0 ( x)  1     ..... , which is formula (6) in the
22 2242 22 4262
above .

For n = 1, we get ;

x x3 x5 x7
J1 ( x )      ..... (9)
2 2 2.4 2 2.4 2.6 2 2.4 2.6 2.8

9
Special functions Chapter 8

We notice that :
(1) J 1 ( x) is an odd function of x ,

(2) J 1 (0)  0

The Graphs of Jo(x) resembles a damped cosine curve

J 0 ( x)  0 as x   whose amplitude decreases continuously
and ultimately vanishes are shown in Fig. (1) , while J1(x) behaves as
a damped sine curve .

1
J0( x)

J1( x)

Fig. (1)

10
Chapter 8 Special functions

Important formulas :
1 1
If we put n  , and n   in equation of , J n (x) , we can get
2 2
Two important formulas usually used as a result when solving
problems related to Bessel functions , (expression for J 1 , and
2

J 1) .

2

2
(i) J 1 (x)  sinx,
2 x

2
(ii) J 1 ( x)  cos x
-
2 x

Proof :


( x / 2)n 2 r
For the equation ; J n ( x)   (1) r ,
r 0 r!(n  r  1)

1
put n  , we get :
2

11
Special functions Chapter 8

1
2r 

( x / 2) 2
J 1 / 2 ( x)   (1) r ,
r 0 r! (r  3 / 2)

( x / 2)1/ 2 ( x / 2)5 / 2 ( x / 2)9 / 2

    ... ,
(3 / 2) 1!(5 / 2) 2!(7 / 2)

but ;

1 (2n) 1* 
( r  )  2 n  ,
2 2 * n1


1
And ( )   ,
2

then ,

( x / 2) 1 / 2 ( x / 2) 5 / 2
J 1 / 2 ( x)  
(1 / 2)  1! (3 / 2)(1 / 2) 

( x / 2) 9 / 2
  ...........
2! (5 / 2)(3 / 2)(1 / 2) 

12
Chapter 8 Special functions

( x / 2) 1 / 2  x 2 x 4 x 6  2
 1  3!  5!  7!  ......   x sin x
(1 / 2)   

1
(ii) Put n   , we get :
2

 ( x / 2) 2r 1 / 2
J 1 / 2 ( x)   (1) r
r!(r  1 / 2)
r 0

( x / 2) 1 / 2 ( x / 2) 3 / 2 ( x / 2) 7 / 2
   .....
(1 / 2) 1!(3 / 2) 2!(5 / 2)

( x / 2) 1 / 2  x 2 x 4 x 6 
 1  2!  4!  6!  ......
  

2
 cos x
x

Example (1) :

Prove that :

13
Special functions Chapter 8

J  n ( x)  (1) n J n (x) , (n is an integer)

Solution: Put n=-n in the series ;


( x / 2)n 2 r
J n ( x)   (1) r , then;
r 0 r!(n  r  1)

  n  2r
r ( x / 2)
J - n (x)   (1)
r!(r  n  1)
,
r 0

and the series can be rewritten as:

n 1 ( x / 2)  n  2r  ( x / 2)  n  2r
J  n ( x)   (1) r   (1) r
r!(r  n  1) r  n r!(r  n  1)
,
r 0

For r  n-1 , then (r-n+1)   ,

and so the first series can be neglected. Therefore , J n (x) reduces


( x / 2)  n  2 r
to J  n ( x)   (1) r
.
r n r! (r  n  1)

14
Chapter 8 Special functions

Put r-n =k , then ;


k n ( x / 2) n  2k
J  n ( x)   (1)
(n  k )!(k  1)
k 0


( x / 2) n  2 k
 (1) n

k o
(1) k

k! (n  k  1)

 (1)n J n ( x)

Differentiation formulae:

The two important differentiation formulas connecting J n (x) ,

J n1 ( x) , and J n1 ( x) are :

(1)
d n
x J n ( x)  x n J n -1 ( x), (10)
dx

d  J n ( x)  J n 1 ( x)
  ,
dx  x n 
(2) (11)
xn

The first formula :

15
Special functions Chapter 8

d n
x J n ( x)  x n J n -1 ( x)
dx
Proof:

( x / 2)n 2 r
Since , J n ( x)   (1) r ,
r 0 r!(n  r  1)


x 2n2r
then , [ x J n ( x)]  
n
(1) n  2 r
r
,
r o 2 r! (n  r  1)

d n d  x 2n2r
and , [ x J n ( x)]   (1) r n  2 r
dx dx r  o 2 r! (n  r  1)


x 2 n  2 r 1
 (1) n  2 r 1
r

r 0 2 r!(n  r )


( x / 2) 2 r  ( n 1)
 x n  (1) r
r 0 r! (n  1)  r  1

 x n J n 1 ( x)

d n
Then , [ x J n ( x)]  x n J n 1 ( x)
dx

16
Chapter 8 Special functions

The second formula :

d  J n ( x)  J n 1 ( x)
  ,
dx  x n  xn
Proof:
d  J n ( x)  J n 1 ( x)
  ,
dx  x n  xn


( x / 2)n 2 r
Since , J n ( x)   (1) r
,
r 0 r!(n  r  1)

 J ( x)   x 2r
then ,  n n    (1) r n  2 r ,
 x  r  0 2 r!  ( n  r  1)

d  J n ( x)  d 
x 2r
and , 
dx  x n  dx

r 0
(1) r

2 n  2 r r! (n  r  1)

 x 2r 1
  (1) r
r 0 2 n2r 1 (r  1)! (n  r  1)

17
Special functions Chapter 8

As r =0 , then (r-1)!    , therefore we can rewrite the above

d  J n ( x)   x 2r-1
  (1) r

dx  x n  r 1
series as:
2 n  2 r 1.(r  1)!(n  r  1)

Put r-1 = k , we get :

d  J n ( x)  d  x 2 k 1
  (1) n  2 k 1
k 1

dx  x n  dx r  0 2 k!(n  k  2)

 n 2k 1
n k ( x / 2)
x  (1)
k! (n  k  2)
r 0

J n 1 ( x)

xn

d  J n ( x)  J ( x)
Then ,     n 1 n ,
dx  x  n
x

18
Chapter 8 Special functions

Bessel coefficients(Generating Function For Jn(x))

Bessel coefficients J n  x  may be defined in the case when n is an

integer as the coefficient of t n in the expression of :

x 1
t 
e 2 t 
, t0 .

x 1
t  
i.e. e 2 t 
 
n  
J n ( x) t n (12)

This can be proved as follows :

x 1 xt x
t  
e 2 t 
e e 2 2t
, but ,

2
xt
xt 1  xt 
e  1      ......
2

2 21  2 


n n 1
1  xt  1  xt 
       ......
n1  2  n  11  2 
 

19
Special functions Chapter 8

1  x
x 2
 x
e 2t
1     ......
2t 2 1  2t 


n 1
1  x 1  x
n

       ......
n 1  2t 

n  11  2t  

Coefficient of t n in the product is :

 
n
1  x x2
  1 
 22n  2    J n ( x)
......
n1  2   


n n2
1  x 1  x
      ......
n1  2  n  11  2 
 

Coefficient of t  n in the product is :

 1 x n  1 x n  2
n

 n2
n 1

 ........
2 n n 1 2 n  11


 1 n
xn 
1 
x2


......
 22n  2 
2 n n 1  

20
Chapter 8 Special functions

  1 J n ( x)  J  n ( x)
n

Then by definition :

J  n ( x)   1 J n ( x)
n

x 1
t  
Then : e 2 t 
 
n  
J n ( x) t n

Example (2):

Prove that :

(i) cos (x sin )= Jo(x)+2J2(x) cos 2 + 2J4(x) cos 4 +…..

(ii) sin (x sin ) = 2J1(x) sin  + 2J3(x) sin 3 +

+ 2J5(x) sin 5 +……

Solution:

Replacing t by ei in Eqn. (12) , we get :

21
Special functions Chapter 8

x i 
( e  e  i )
e 2
 
n  
J n ( x)e in

e i  e  i
But ,  ix sin 
2

Then ;

 
e ix sin 
 
n  
J n ( x )e in
  J n ( x)[cos n  i sin n ]
n

Which can be rewritten as:

cos (x sin ) + i sin (x sin )

= J0(x) + (J-1(x) + J1(x)) cos  + (J-2(x) + J2(x)) cos 2…..

+ i [(-J-1(x) + J1(x)) sin  + (-J-2(x)+J2(x)) sin 2+….] (13)

Using the property , J  n ( x)   1 J n ( x) ,

n

22
Chapter 8 Special functions

then , Eqn. (13) reduces to :

cos (x sin )+i sin (x sin ) = Jo(x)+ 2J2(x) cos 2 + 2J4(x) cos 4 + …

+ i [2J1(x) sin  + 2 J3(x) sin 3 +….]

Equating real pare , then :

cos (x sin )= Jo(x)+2J2(x) cos 2 + 2J4(x) cos 4 +…..

Equating imaginary pare , then :

sin (x sin ) = 2J1(x) sin  + 2J3(x) sin 3 +

+ 2J5(x) sin 5 +……

Recurrences formulas:

n
J n-1 x   J n x   J n x 
/
(1) (13)
x

23
Special functions Chapter 8

n
J n 1 x   J n x  - Jn x 
/
(2) (14)
x

(3) J n 1 ( x)  J n 1 ( x) 
2n
J n ( x) (15)
x

(4) [ J n 1 ( x) - J n 1 ( x)]  2 J n ( x) (16)

Proof :

Differentiating the L.H.S of formula (10), we obtain.

nx n 1 J n ( x)  x n J n ( x)  x n J n 1 ( x)

Dividing both sides by xn-1, then :

n
J n ( x)  J n ( x)  J n 1 ( x) , then ;
x

n
J n-1 x   J n x   J n x 
/

24
Chapter 8 Special functions

By differentiating the L.H.S. of formula (11) then multiplying the

result by xn+1, we get the :

n
J n 1 x   J n x  - Jn x 
/

Adding formulas (13) and (14 ) , we get :

J n 1
( x)  J n 1 ( x) 
2n
J n ( x)
x

Similarly , Subtracting formula (14) from (13 ) , we obtain :

[ J n 1 ( x) - J n 1 ( x)]  2 J n ( x)

Integration formulae:

The two important integration formulas connecting J n (x) , J n1 ( x) ,

and J n1 ( x) are :

25
 Special functions Chapter 8

(1)  x n J n -1 ( x)  x n J n ( x)  c1 (17)

(2)  x -n J n 1 ( x)   x -n J n ( x)  c 2 (18)

Proof :

Integrating both sides of the formula :

d n
x J n (x)  x n J n1 ( x) , we find :
dx

 x n J n 1 ( x)dx  x n J n ( x)  c1

Similarly, integrating the formula :

x J n (x)   x n J n1 ( x) , we get :

d -n
dx

 x  n J n 1 ( x)dx   x  n J n ( x)  c 2

26
Chapter 8 Special functions

Example (3):

Express J3(x) in terms of Jo(x) and J1(x).

Solution:

Use the formula (15) ,we get :

4
J 2 ( x)  J 3 ( x)  J 1 (x) , (19)
x

Also:

2
J 1 ( x)  J 2 ( x)  J 0 (x) (20)
x
Then :
4 2
J 3 ( x)  ( J 1 ( x)  J 0 ( x))  J 1 ( x)
x x
8 4
( 2
- 1) J 1 ( x)- J o ( x)
x x
Example (4):
Express J3/2(x) in terms of sin x and cos x

27
Special functions Chapter 8

Solution:

Similarly , Use the formula (15) with n = 1/2 , we get :

J3/2(x) = (1/x) J1/2(x) - J-1/2(x)

2
But J 1 / 2 ( x)  sin x , and :
x

2
J 1 / 2 ( x)  cos
x

2 sin x
Then J 3 / 2 ( x)  (  cos x )
x x

Example (5):
Evaluate:

 J 3 ( x)dx ,  x 4 J 1 ( x)dx

Solution:

28
Chapter 8 Special functions

 J 3 ( x)dx   x 2 ( x  2 J 3 ( x)) dx .

Using the identity ,

 x  n J n 1 ( x)dx   x n J n ( x)  c1 ,

then integrating by parts , we get

 J 3 ( x) dx  x 2 ( x  2 J 2 ( x))  2 x 1 J 2 ( x) dx

= -J2(x) - (2/x) J1(x) + c1 .

Similarly , Using the identity ,

 x n J n 1( x) dx  x n J n ( x)  c,

then integrating by parts , we get

29
Special functions Chapter 8

x J1 ( x)dx   x 2 ( x 2 J1 ( x)) dx
4

= x2 (x2 J2(x)) – 2  x3 J2(x) dx= x4 J2(x) – 2x3 J3(x) + c2 .

Bessel Functions of The Second Kind:

Bessel functions of the second kind and order n , is Yn(x) ,

and can be defined as :

 J n ( x) cos n  J  n ( x)
 sin n n  0,1,2,.....

Yn ( x )   (21)
 lim J p ( x) cos q - J -q (x) n  0,1,2.....
q  n
 sin q

For n = 0,1,2,….. Yn(x) may be written as:

2 x 1 n 1
Yn ( x)  [ln( )   ]J n ( x)   (n  k  1)!( x / 2) 2k  n
 2  k 0

30
Chapter 8 Special functions

1  ( x / 2) 2k  n
 
 k 0
(1) k [ (k )   (n  k )]
k!(n  k )!
, (22)

 1 1 1 
Where ,   lim 1    .......  log n   0.5772 is Euler’s
n   2 3 n 

constant , and ,

1 1 1 1
 (q)  1     ...... ,  (0)  0 (23)
2 3 4 q

Y0(x)
0.5
Y1(x) x

Fig. (2)

31
Special functions Chapter 8

Orthogonal property of Bessel Functions

This property can be stated as follows :

0 

 2
 c J 2 (c )  
 2 n 1

c

 x J n ( x) J n (  x)dx   2 ,
0  c J  / (c )  
 2 2 n


c 2 2
 2 J n 1 (c )  
(22)
where  and  are any two different roots of the equation:

C1 J n (x)  C2 x Jn (x)  0, (23)

where C1 and C2 are constants.

32
Chapter 8 Special functions

Fourier-Bessel Expansion of zero order :

Suppose that f(x) is a given continuous function can be expanded

in interval 0  x  1 in the form :

f ( x)  A1 J 0 (a1 x)  A2 J 0 (a 2 x)  ...  An J 0 (a n x)


  Ap J 0 (a p x) (24)
P 1

where a1, a2, a3,… are the positive roots of  J 0 ( x) .

To determine An multiply both side of the equation by xJ 0 (a n x) ,

and integrate w.r.t. x between zero and 1 .

1 1

 xJ 0 (a n x) f ( x)dx  An  x J 02 a n x  dx
0 0

But from equation (22) ,

33
Special functions Chapter 8

1
1 2
 x J 02 a x  dx  J 1 a 
0 2

Then ,

1
1
 xJ 0 (a n x) f ( x)dx  An J 12 a n  (25)
0 2
And ,
2 1
An  2  xJ 0 (a n x) f ( x)dx
J 1 (a n ) 0
(26)

Example (6):

Expand the function f(x) = 1 , in a series of Bessel function of zero

order .

Solution:

1  A1 J 0 (a1 x)  A2 J 0 (a 2 x)  ...  An J 0 (a n x)
2 1
An   xJ 0 (a n x)dx
J 12 (a n ) 0

Then ,

34
Chapter 8 Special functions

2 1 2 1
An  J 1
( a n
) 
J 12 (a n ) a n a n J 1 (a n )
Then ,

2 J 0 (a n x)
1 
1 a n J 1 (a n )

III-- Legendre function

Legendre differential equation is :
(1-x2) y - 2xy + n(n+1) y = 0 , (27)
Where n is a constant (positive)
The general solution of Eqn. (27) can be obtained, using power
series method, as:
yG.S = A Pn(x) + B Qn(x) , (28)
where A and B are arbitrary constants , Pn(x) are called ,
Legendre functions of the first kind (Legendre polynomials
of degree n) , and Qn (x) are called Legendre functions of the
second kind.
Legendre Polynomials of degree n :
The solution of partial differential equations (27) , will be
in a series form given as :

35
Special functions Chapter 8

y  a 0 x m  a1 x m 1  a 2 x m  2  .... , a 0  0 (29)
Substituting from y and its first two derivatives in (27) , then
equating the coefficients of x m , x m 1 , and x m  2 to zeros , we
get :
a1  0 ,
n(n  1)
a2   a0 ,
2(2n  1)
a3  0 ,
n(n  1)(n  2)(n  3)
a4  a0 ,
2 * 4 * (2n  1)(2n  3)
Hence one solution of equation (27) is :
 n(n  1) n  2 n(n  1)(n  2)(n  3) n  4 
a0  x n  x  x  .......
 2(2n  1) 2 * 4 * (2n  1)(2n  3) 
Giving a 0 its conventional value namely

2n 1
 

n 2
,
2 n1


We get a solution of Legendre equation usually denoted by

Pn (x) , i.e.

36
Chapter 8 Special functions

2n1  n n(n  1) n  2
Pn ( x)  x  x 
 

2 
2 n n1  2(2n  1)


n(n  1)(n  2)(n  3) n  4

 x  .......  (30)
2 * 4 * (2n  1)(2n  3)

Since n is positive , the series terminates and P (x ) is a

n

polynomial of degree n in x , known as Legendre polynomial of

degree n .
Also Legendre polynomial of degree n can take the following
form :

2n-2r ! x  
  1 
n-2 r

Pn x  
N
r
(31)
r 0 2 r! n-r ! n-2r 
n

n/2 if n is even
where N 
(n  1) / 2 if n is odd
Rodrigue’s formula
As well as , Legendre polynomials can be obtained using
Rodrigue’s formula as follows:

37
Special functions Chapter 8

1 dn
Pn ( x)  n n
(x 2  1) n (32)
2 n! dx

In many practical problems equation (30) is written in the form

Pn (cos ) .
If we give n in succession the values 0,1,2,3,….., we get :

P0(x) = 1 and P1 ( x)  x , P2 ( x) 
1
3x 2  1 ,
2

P3 ( x) 
1
5x 2  3x  , P4 ( x)  1 35x 4  30 x 2  3 , … as
2 8
shown in the following figure .

Pn (x)
1 P0
P1

P4 x
-1 P3 1

P2

-1

38
Chapter 8 Special functions

Integral properties of Legendre Polynomials

It can be shown that if m and n are positive integer , then ;

1 
0 2 nm
 Pn ( x) Pm ( x)dx  
nm
(33)
-1 
 2n  1

Generating Function for Legendre Polynomials

The generating function of Legendre polynomials is :

1
  Pn ( x) h n (34)
1  2hx  h 2
n 0

Proof:
We can written the left side of equation (34) as ;
1
 [1  (2hx  h 2 )]1 / 2
1  2hx  h 2

Using the binomial theorem, we get :

1 3
[1  (2hx  h 2 )]1 / 2  1  (2hx  h 2 )  [(2hx  h 2 )]2 
2 8
15
 [(2hx-h 2 )]3  .... (35)
48
Pn (x) is defined the coefficient of hn in expansion of equation
(35) :

39
Special functions Chapter 8

i.e. the coefficient of hn in expansion of equation (35) is :

1.3.5..(2n  1)
(2 x) n
2.4.6...2n
1.3.5..(2n  3) (n  1)
 . (2 x) ( n  2 )
2.4.6...(2n  2) 1!
1.3.5..( 2n  5) (n  2)( n  3)
 . (2 x) (n  4) -…
2.4.6...( 2n  4) 2!

Or ;
1.3.5 .... (2n - 1)  n n(n  1) n2
x  x
n!  2(2n  1)

n(n  1)( n  2)( n  3) (n4) 

 x  ...
2.4.( 2n  1)( 2n  3) 

Which is Pn ( x) , i.e.

1
  Pn ( x) h n
1  2hx  h 2 n 0

Recurrence Formulas For Legendre Polynomials:

(n  1) Pn 1 ( x)  (2n  1) x Pn ( x)-n Pn -1 ( x) (36)

Pn1 ( x)  Pn1 ( x)  Pn ( x)  2 xPn/ ( x) (37)

Pn1 ( x)  Pn1 ( x)  (2n  1) Pn ( x) (38)

xPn/ ( x)  Pn1 ( x)  nPn ( x) (39)

40
Chapter 8 Special functions

Proof equation (36)


1
Since   Pn ( x) h n
1  2hx  h 2
n 0

(1) differentiating both sides of the above equation w.r.t. h ,we

xh 

(1  2 xh  h 2 ) 3/2
 
n 0
n h n-1 Pn ( x)

(2) Multiplying the above equation by (1-2xh + h2) , we get

xh 
  n (1 - 2 xh  h 2 ) h n-1 Pn ( x)
1  2 xh  h 2
n 0


1
Since   Pn ( x) h n , then we can write the
1  2hx  h 2
n 0

above equation as:

 


n 0
n (1 - 2 xh  h 2 )h n-1 Pn ( x)   ( x-h) h n Pn ( x)
n 0

  
But 
n 0
( x-h) h n Pn ( x)   x h n Pn ( x)- h n 1 Pn ( x) ,
n 0 n 0

then ,

 


n 0
x h n Pn ( x)- h n1 Pn ( x)
n 0

 
  nPn ( x) h n-1   2 n x Pn ( x) h n
n 0 n 0

41
Special functions Chapter 8


  n Pn ( x) hn1
n 0

Equating the coefficients of hn on both sides , we get

xPn ( x)  Pn-1 ( x)  (n  1) Pn 1 ( x)-2nxPn ( x)  (n-1) Pn 1 ( x)

or
(n  1) Pn 1 ( x)  (2n  1) x Pn ( x)-n Pn -1 ( x)

Proof equation (38)

Since ,
1 dn
Pn ( x)  n n
(x 2  1) n , then ;
2 n! dx
1 d n 1 2
Pn 1 ( x)  n 1 ( x  1) n 1 ,
2 (n  1)! dx n 1

Differentiating both sides w.r.t x, we obtain

1 d n2
P ( x)  n 1
/
n 1
( x 2  1) n 1
2 (n  1)! dx n2

2(n  1) d n 1 2
 n 1 [( x  1)n .x]
2 (n  1)! dx n 1

After differentiation , we find

42
Chapter 8 Special functions

1  dn dn 
Pn1 ( x)  n  ( x  1)  2n n ( x 2  1) n 1 x 2 
2 n

2 .n!  dx n
dx 
which can be manipulated as:
1 dn
Pn1 ( x)  n n
( x 2  1) n
2 .n! dx

2n  d n 2 n 1 2

  ( x  1) ( x  1  1) 
2 n.n!  dx n 
1 dn
Pn1 ( x)  (1  2n) Pn ( x)  n -1 n
( x 2  1) n 1
2 (n - 1)! dx
 (1  2n) Pn ( x)  Pn1 ( x)
From which, we deduce that :
Pn1 ( x)  Pn1 ( x)  (2n  1) Pn ( x)

Example 7:
Prove that :
1

 Pn ( )d 
1
Pn 1 ( x)  Pn 1 ( x)
x (2n  1)
Solution:
Integrating both sides of Equation. (38) from x to 1, we get
1 1

(2n  1)  Pn ( )d   Pn1 ( )  Pn1 ( ) d ,

x x

then ;

43
Special functions Chapter 8

1
1  1 1

 Pn ( )d   Pn 1
(  )  Pn 1
(  ) 
x 2n  1  x x

But ;
Pn-1(1) = Pn+1(1) = 1 ,
Then ;
1

 Pn ( )d 
1
Pn 1 ( x)  Pn 1 ( x)
x (2n  1)
Series of Legendre Polynomials
We can expanding a given function f(x) (a piecewise
continuous function ) in a series of Legendre polynomial in the
form :


f ( x)  Ao Po ( x)  A1P1 ( x)  A2 P2 ( x)  ...   An Pn ( x) (40)
k 0

To obtain Ak multiply both sides of equation Pn (x) and

integrate w.r.t. x between  1 , then ;
1
2

1
f ( x).Pn ( x)dx  An *
2n  1
Then :
2n  1 1
An 
2 1
 f ( x).Pn ( x)dx (41)

Example 8:
44
Chapter 8 Special functions

Expand the following function in terms of Legendre

polynomials.
f ( x)  x 2 -1  x 1
Solution:
Since ,

f ( x)   An Pn ( x) ,
k 0

where ,
2n  1 1
An 
2 1
 f ( x).Pn ( x)dx
then ;

x   A n Pn ( x) ,
2

n 0

2n  1 1 2
where An 
2 1
 x Pn ( x)dx
that is ;
1
1 1
A0 
2  x 2 dx 
3
,
1
1
3
A1 
2  x 3dx  0 ,
1
1 2
5 2 (3x  1) 2
A2 
2  x .
2
dx 
3
1

45
Special functions Chapter 8

7 1 2 (5 x 3  3x)
A3   x . dx  0 ,
2 1 2
Then A4 = A5 = A6 = … = 0.
1 2
Therefore, x2  Po ( x)  P2 ( x) ,
3 3
Example 9:
Expand the following function in terms of Legendre
polynomials.
2 x  1 0  x  1
f ( x)  
0 1 x  0
Solution:
Since ,

f ( x)   An Pn ( x) ,
k 0

where ,
2n  1 1
An 
2 1
 f ( x).Pn ( x)dx
then ;


2 x  1 0  x  1
f ( x)   An Pn ( x)   ,
k 0 0 -1 x  0
Where ,

46
Chapter 8 Special functions

2n  1 1
An 
2 0
 (2 x  1) Pn ( x)dx  0 ,
then ;
11
A0   (2 x  1)dx  1 ,
20
31 7
A1  
20
(2 x  1) x dx  ,
4
51 (3x 2  1) 5
A2   (2 x  1) dx  ,
20 2 8
71 (5 x 3  3x) 7
A3  
20
( 2 x  1)
2
dx  -
16
,

91 (35 x 4  30 x 2  3) 9
A4   (2 x  1) dx  - ,
20 8 8
……
Then , Legendre expansion for the concerned function can be
expressed as :
2 x  1 0  x  1
f ( x)   ,
0 - 1  x  0

7 5 7 9
 P0 ( x)  P1 ( x)  P2 ( x)  P3 ( x)  P4 ( x)  ....
4 8 16 8

47
Special functions Chapter 8

Sheet (8)
1- Evaluate:
1 1

(i)  x 4 J1 ( x)dx (ii)  x 3 J 2 ( x)dx

0 0

2-Show That:
(i) J1(x)=-J0(x) , (ii) x J0(x) =[x J1(x)]
3-Prove that :

2  sin x 
J 3 ( x)    cos x
2 x  x 
4- Evaluate:
(i) J5/2 (x) and J-5/2(x) in terms of sines and cosines.
(ii) J3(x) in terms of J0(x) and J1 (x).
5- Prove That:
(i)J2(x) – J0(x)= 2J0(x),

(ii) J2(x) = J0(x)-J0/x,

(iii) J3(x)+3J0(x) + 4 J  0(x) =0

6-If  is a root of the equation J0(x)=0 , prove that :
1 
1
(i)  J1 (x)dx  , (ii)  J1 ( x)dx  1
0  0

7- Prove That:


 J ( x)dx  1
0
1

48
Chapter 8 Special functions

8- Prove That:

(i)  x[ J n21 ( x)  J n21 ( x)]dx  2nJ n2 ( x)  c

x2 2

2
(ii) xJ n ( x)dx  [ J n ( x)  J n1 ( x) J n1 ( x)]  c
2
9- Evaluate Each of The Following Integrals:
1
3
(i)  x J 2 ( x)dx , x
3
(ii) J 0 ( x)dx,
0
1
J 1 ( x)
(iii)  x 2 J 0 (2 x)d , (iv)  dx,
0
x

J 2 ( x)
(v)  dx
x2

10- Show That:

 2 J 1 ( p x )
(i) x =  , J1(p) = 0 & 0 < x <c)
p 1  p J 2 ( p )

 2(8   2p )
(ii) x = 3
 
p 1
3
J 1 ( p )
J 1 ( p ) , J1(p) = 0 & 0 < x < 11
p

11-Prove that:
 /2

 cos(x sin  )d 
2
J 0 ( x),
0

10-Using Generating Function oF Jn(x), Prove That:

(i) sin x=2*[ J1(x)- J3(x)+ J5(x)- J7(x)+…. ]

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Special functions Chapter 8

(ii) cos x = J0(x)-2J2(x)+ 2J4(x)-2 J6(x)+……

11 – Prove :
(n  1) Pn 1 ( x)  (2n  1) x Pn ( x)-n Pn -1 ( x)

Pn1 ( x)  Pn1 ( x)  Pn ( x)  2 xPn/ ( x)

12-Expand
(i) x 3 (ii) (x4-3x2+x) ,
(iii) (x2-1)
in terms of legendre polynomials.

50