Teame Asfeha 2018
Teame Asfeha 2018
DEPARTMENT OF MATHEMATICS
BY
SEPTEMBER 05/2018
2
Permission
This is to certify that this thesis is prepared by Teame Asfeha in the Department of Mathematics
Addis Ababa University, under my supervision. I here also confirm that the thesis can be
submitted for evaluation by examiner and eventual defense.
Dr. Tadesse Bekeshie
Sign___________________
Date_____/__________/2018
3
Table of contents
I
Declaration
I declare that this thesis has been composed by me and no part of the work referred to in this
thesis has been submitted in support of an application for another degree or qualification of this
or any other similar title institution of learning. All relevant sources of materials have been duly
acknowledged.
TEAME __________
II
Acknowledgment
Finally, I would like to thank my family for their understanding, patience and love. I am very
grateful to the moral encouragement they provided me when it was most needed.
III
Abstract
In this thesis we study various solution techniques of the Legendre differential equations,
properties of the Legendre polynomials and the physical applications of Legendre equations and
Legendre polynomials to heat conduction and expansion of electromagnetic potential.
IV
Chapter 1
1.1 Introduction
Legendre‟s equation occur in many areas of applied mathematics, physics and chemistry in
physical situation with a spherical geometry such as flow of an ideal fluid past a sphere, the
determination of the electric field due to a charged sphere and the determination of the
temperature distribution in a sphere given its surface.
Legendre differential equation was introduced by Legendre in the last century and takes the
form of
( (1.1)
The general solution of the above equation in case where k = 0,1,2,3,… (a positive integer) is
given by y = where are constants, x) is Legendre polynomial
(polynomial solution with even exponent) and is the Legendre polynomial (polynomial
solution with odd exponent) . We will obtain explicit representation of these polynomials and
discuss their various properties and applications.
1.2 Preliminaries
1.2.1 Definitions
Definition An equation involving independent and dependent variables and the derivatives or
differentials of one or more dependent variables with respect to one or more independent variable
is called a differential equation.
. (1.2)
= )=| | = .
Theorem: If and are solutions of equation and a1 and a2 are arbitrary constants,
then is also solution of equation .
2
Definition Power series is a series of the form
∑ = +…+ +… (1.4)
in which the coefficients (n=0, 1, 2, 3,4...) and the point xo are independent of
The power series centered at is often referred as ∑ .
Definition: A Legendre‟s differential equation is second order ordinary differential equation of
the form
Where k is a positive integer.
Theorem: for Legendre differential equation we can find two linearly independent power series
basic solution and centered at of (1.1) in the form ∑
Let + (1.5)
be a linear second order homogeneous differential equation.
The main idea is reducing equation to a linear first order differential equation on the interval
I .Let is a known solution of (1.5) on I and for every x in the interval I. if we
define
(1.6)
it follows that
(1.7)
=0
=0 (1.10)
3
(1.11)
| |= ∫ +
| |+ ∫ +
| |= ∫ +
= ∫ (1.12)
We solve the last equation for w, use and integrate again
= ∫ (1.13)
∫
= ∫ +
∫
= ∫ + (1.14)
4
Consider = 0 is an ordinary point of (1.16) then based on the above theorem (1.16) has two
non-trivial linearly independent power series solutions centered at x0 = 0 of the form
=∑ =
In order to get the coefficient we follow the following procedure.
Differentiating twice in succession with respect to
∑
∑
)
putting the values of and in (1.16) and equating the constant term and the coefficients of
various powers of to zero since it is an identity finally solving equation ,we can obtain
the coefficients of in terms of and where and are arbitrary constants.
Substituting these coefficients in we obtain the required series solution of in power
of
Some of the properties of power series are:
Every power series has an interval of convergence.
Every interval of convergence has a radius of convergence R.
We can determine the radius of convergence by finding the ratio of successive terms of the series
| |=| | | | .
5
2 2
+…) + =0 (1.21)
And collect terms
0 (1.22)
Next we require the coefficient of each power of to vanish giving
2 a0 = 0 so that = (1.23)
where (1.30)
(1.31)
* +
6
Chapter 2
| | (2.1)
where and ( – )
a) , i) = = 0 which is finite
b) at , i) = =
7
ii) = =
But = = 1 finite
and = =0 finite
| |
We can solve it using a power series expansion in the neighborhood of x = 0, which is a regular
point for the equation. We assume the solution is form of
=∑
Next, we need first and second derivative of expression and differentiate it i.e.
=∑ (
and =∑ (
∑ ∑ ∑ (2.6)
The first summation contributes only for and the second contributes for then
∑ ∑ ∑ (2.7)
8
∑ ∑ ∑ ∑ =0 (2.8)
In the third summation we can start counting from 0, because terms with n = 0 is null.
∑ ∑ ∑ ∑
Degree
2(1 k(k+1)
3(2 k(k+1) -2(1
4(3 k(k+1) -2(1 -2(2
5(4 k(k+1) -3(2 -2(3
6(5 k(k+1) -4(3 -2(4
. . . . .
. . . . .
. . . . .
(n+2)(n+1) k(k+1) -n(n-1) -2(n
∑ =0
=0
+k 2n +n) =0
n = 0,1,2.3… (2.11)
From (2.11) one can calculate all coefficients , once and are known.
9
For even coefficients we have:
= =
= =
. . .
. . .
.. . .
, m = 0, 1, 2,… (2.13)
10
Substituting the above coefficients back in the assumed solution we get
∑ (
= (2.15)
where = +…
= (2.16)
( ) = + …
= [x+∑ ]
= — ] (2.17)
* ∑ +
+ [x+∑
) =
+ —
is the series solution of Legendre differential where a0 , a1 are arbitrary constants and
Given that the coefficients with even index ( , , ,…) are only dependent on and those
with odd index ( , , , . . ) are only dependent on .
The two solutions are converges for | |< on the interval ) and these series are linearly
independent solutions which can be verified by evaluating the Wronskian at the ordinary point,
where are as defined ) and are the first order
derivatives of the respectively. At the ordinary point x = 0.
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= )=| | =| |
Remark:
A series converges if the ratio of two consecutive terms converges to a number smaller than 1 for
n getting bigger and bigger.
using the ratio test that the series defining y1 and y2 converge on the interval
| |= | | =| |=
coefficients where k = 0 or k
Since the Legendre differential equation is a second order ordinary differential equation it has two
linearly independent solutions.
Consider the recurrence relation
( – )
= n = 0,1, 2, 3, … (2.19)
To obtain the expression of the Legendre polynomial we first invert the recurrence relation to
re-write it as
n= n+2 . (2.20)
–
12
The coefficient and are arbitrary so, we choose = 1.
=∑ (2.21)
= =
= = * +
= =
= (2.22)
Substitute it to =∑
The resulting solution of Legendre‟s differential equation is called the Legendre polynomial
denoted by
=∑ = ∑ (2.23)
Where ={
13
Example 3: Write the first six Legendre polynomials, using formula (2.23).
Solution: The first six Legendre polynomials are:
(x) = 1 (x) = x
(x) = ( ). (x) = ( )
(x) = ( ) (x) = ( )
Note that: if k is even (respectively odd) then the only powers of involved in are even
(respectively odd) and so an even (respectively odd).
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Legendre polynomials can be computed iteratively one after the other with the aid of a formula
which makes use of repeated derivatives. This formula is known as Rodrigues‟ formula.
(x) = (2.24)
Proof
Let y = (2.25)
= 2nx (2.26)
2
Multiplying both sides of equation (2.26) by ( 1)
(x2 1) (2.27)
2
) (2.28)
By Leibnitz theorem we know that for two functions and the nth differential equation is
expressed as
( )=∑ ( ) (2.29)
( ) +( ) +( ) (2) = 2n [ +( ) (1) ]
( ) + + = + ]
( ) + + = + )
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2
( 1) + + =0
2
( 1) + n+1) =0
2
(1 ) + =0 (2.30)
equation as
2
( (2.31)
Which is the Legendre equation with the solution therefore we can relate the solution
( )= (2.32)
= +( ) +…
+( ) +( ) (2.33)
|x=1 = |x=1
= |x=1
= |x=1
= |x=1
16
Substituting in equation (2.33) we see that
Since we know that for any n when the Legendre polynomial ( ) = 1.Therefore the value
of the constant c is c =
( )= = =
(x) =
Example 4: Using Rodrigue‟s formula compute the first six Legendre polynomials.
So,
For (x) = =1
For (x) = =
For (x) =
= (3x2 1))
3
For (x) = = (5 3 )
For n = 4 (x) ( )
For n = 5 (x) = ( )
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2.4 Properties of Legendre polynomials
In this subtopic we will prove some properties of Legendre functions
Many facts about Legendre functions can be proved by using its generating function. Here
we want to determine the generating function.
Definition: The function √
is called the generating function for the Legendre
√
=∑ (2.35)
Proof: Using the binomial theorem which is for | | and p is any real number, then
= )+ +…+
… (2.36)
n
Now the coefficient of in this term
(2.37)
= [(n 1 ]
18
= (2.38)
and so on. Using (2.37) and (2.38) we see that the coefficient of in the expansion of
* + (2.39)
This we can prove by integrating the above eq (2.39) n times from 0 to to get
[ ]
of .
Example 5: Show that i) =1
ii) =
We substitute then
=∑
= 1+ …
=∑ =∑
=∑
19
=∑
By equating the two
∑ =∑
=
=
ii) = .
iv
v)
vi)
Proof:
i). n 1 (2.40)
Similarly from generating function, we have of
= ∑ (2.41)
Differentiating both sides of (2.41) with respect to „t‟ we get
=∑ (2.42)
) = ∑
Or ∑ = ∑ by (2.35)
∑ ∑ =∑ 2x∑ +∑
Equating coefficients of from both sides, we get
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n
An alternative form is obtained if be substitute for n as
= 2n 1 n 1. (2.43)
ii) = . (2.44)
=∑
=∑ (2.45)
Differentiating the generating function
=∑
t = ∑ (2.46)
)∑ =∑
Equating the coefficient of
= (x) .
iii) (2n+1) (x) = (2.47)
Consider and differentiate with respect to x
(2.48)
Substituting the value of by from (2.44) We get
(2.49)
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=
= (2.50)
=
=
Therefore (x) = (2n+1)
An alternative form is obtained if be substitute for n as
(x) = (2.51)
iv. = (n+1) (2.52)
from (2.40)
Differentiating to get
)=
An alternative form is obtained if be substitute for n as
)= (2.53)
v. ( ) n( x ) (2.54)
Multiply by x and then subtract it from We get
n(x ) = ( )
( ) = )
vi)
Differentiating both sides of (2.54) with respect to x and use (2.44) we get
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= .
The most important property of the Legendre polynomials is the fact that
∫ { (2.55)
or [ ]+ ) =0 (2.58)
( + ) =0
or ( + ) =0 (2.59)
[ + =0
[ + =0
[ =
∫ |
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therefore ∫ = 0 as
(ii) When
Then the required result takes the form
∫ = (2.60)
=∑ (2.61)
Also (2.50) may be re-written as
=∑ (2.62)
Multiplying the corresponding sides of (2.61) and (2.62) we get
∑ ∑ = (2.63)
Integrating both sides of the above equation x we get
∑ ∑ ∫ =∫ (2.64)
Making use of (2.60), (2.64) reduces to
∑ ∫ =∫
* +
= ln
= 1+t)]
= )]
(x+1) = ∑ = ( ) and
(-x+1) = ∑
=∑
=( )
(1-t)]= ∑ ∑
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= ( ) ( )
= ( )
= ( )
= ∑
∑ *∫ + =∑ (2.65)
∫ =
=∑
x = −1 to x = 1 gives
∫ =∫ ∑
=∑ ∫
∫ = for m = n
Since is an even function of x when n is even, and an odd function when is odd, it
follows that if f(x) is an even function of x the coefficients will vanish when is odd;
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whereas if f(x) is an odd function of x, the coefficients will vanish when is even.
Thus for an even function f(x) we have
{
∫
∫
{
Example 6: find the Legendre series for the polynomial f(x) = 4x+3 .
Solution: Since any polynomial of degree n can expressed as a linear combination of Legendre
polynomial up to the nth degree using formula
, and so on in this case the
function is polynomial with degree 3.it will be the combination of Legendre polynomial
.to compute the coefficient of the linear combination the formula
∫ = ∫ =1
∫ = ∫ =1
∫ = ∫ =2
∫ = ∫ = -2
Where f(x) = ,
Where ∫ (2.68)
= ∫ +∫ ]
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∫ by (2.66)
for , ∫ = ∫ =
for , ∫ = ∫ ∫ =
for , ∫ ∫ = ∫ =0
for , ∫ = ∫ = ∫ =
for , ∫ = ∫ = ∫ =
Hence f(x) ={
Let‟s derive the equation that governs the evaluation of an initial distribution of heat in a solid
body with temperature T, density , specific heat capacity c and thermal conductivity k.
The specific heat capacity c, is the amount of heat required to raise the temperature of a unit mass
of a substance by one degree.
The thermal conductivity k, of a body appears in Fourier‟s law which states that the heat flux per
unit area, per unit time is related to the temperature gradient ∇Τ, by the simple
linear relationship ∇ .If now consider a small element of our solid body at with
sides of length , the temperature change in this element over a time interval is
determined by the difference between the amount of heat that flow out in which gives
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= }
}
} (2.69)
Note that typical term on the right hand side of this for example,
} is the amount of heat crossing the x- orientated
faces of the element, each with area ,during the time interval (t, ) taking the limit
.we obtain
= { .} ∇
∇ (2.70)
When the temperature reaches a steady state ( = 0) this equation takes the simple form
∇ =0 (2.71)
Which is known as Legendre‟s equation .It must be solved in conjunction with appropriate
boundary conditions which drive the temperature gradients to the body.
Example 8: Temperature distribution in a sphere
Lets try to know the steady state temperature inside a sphere of radius a whose upper hemisphere
is obtained at a temperature T = and the lower hemisphere is obtained at a temperature T =
to this end we have Laplace‟s equation in spherical coordinate subject to the given boundary
conditions. Since temperature distribution is in dependent of we can write
=∑ (2.72)
Since temperature will be finite at the center of the sphere(r = 0), we must have = 0 for all m
otherwise solution will diverge. Hence expression in (2.72) reduces to
=∑ (2.73)
In view of the given conditions the temperature distribution on the surface of the sphere can be
written as { (2.74)
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To determine the constant we use the orthogonality relation. To this end we multiply both
sides of the equation by and integrate the resulting expression over x in the range
1 to 1.This yields
∫ =∑ ∫ (2.76)
Using the orthogonality relation for the Legendre polynomials we get
= ∫ = ∫ ∫
=( ) ∫ ∫ (2.77)
∫
{ (2.78)
From this we can readily write the values of the first few coefficients
= ∫ = ∫ =
= ∫ = ∫ =
V=‖ ‖
.
=
= ( )
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=
=
V=√
= .
there is no dependence upon the azimuthal angle, φ. We can now use the generating function to
write this as a power series, V = ∑
V(r, ) = ∑ (2.80)
From this form of solution we note that V can be finite at the origin only if for all n.
then expression in eq(2.80) reduces to
V(r, ) = ∑ (2.81)
On applying the given boundary condition, we have
V(r, ) = =∑ (2.82)
To solve the constant we write in terms of Legendre polynomials. To this end we
we obtain
=∑ (2.83)
Using the orthogonality property of Legendre polynomials we can easily see that
= and = .
Hence V(r, ) = + .
Example 11: Consider a charge q located at position R from the origin .We want to compute the
potential at some other position r, let the polar angle
30
Solution method 1
Recall that Gauss‟s law says:
∇ =* ( ) ( )+ =0.
=∑ .
To determine the constants we need boundary conditions, when we must recover the
potential of a point charge:
=∑ =
= ( ).Therefore
= ,
= ∑
Solution method 2
From the potential function = where | |.
√ .
Legendre polynomials ∑
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Summary
where k=0, 1, 2, 3 … (a non- negative integer) is known as the Legendre‟s differential equation.
One of the powerful methods used to solve Legendre differential equation is a power series
technique. For the ordinary point x = 0 the series solution =∑ yields the
recurrence relation / formula
( – )
= . The recurrence relation leads to the solution
=∑ =
)=
+ ….]
The two series in the solution converges for | | and the solution can be written in the form
)= )+
)=
)= …]
The above two solutions are linearly independent solutions which can be verified by evaluating
the Wronskian at the ordinary point, x=0, where are as defined
) are the first order derivatives of respectively.
= )=| | = | | | |
For k is positive integer we have Legendre polynomial solutions from Legendre differential
equation which is denoted by
= ∑ where M= or M = .
(x)=
32
in ascending powers of t i.e. the generating function is
√
=∑
=1
∫ {
n 1
= .
(2n+1) (x) = )
Finally
Legendre Polynomials are applied in different area such as in solving Laplace equation in
spherical polar coordinates in heat conduction and in the expansion of electromagnetic potential.
33
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(10 th edition) NewYork. 2009.
[5]: El Attar ,Refaat: Legendre polynomials and functions ISNBN 978-1-4414-9012-4, 2009.
[6]: James C. Robinson “An Introduction to ordinary differential equations “Cambridge,
NeYork,2004.
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