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Teame Asfeha 2018

The document discusses the Legendre differential equation and its applications. It introduces the Legendre differential equation and provides preliminaries on definitions related to differential equations. It will obtain explicit representations of the Legendre polynomials, discuss their properties, and applications to heat conduction and expansion of electromagnetic potential.

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Yulian Ayuditya
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0% found this document useful (0 votes)
68 views41 pages

Teame Asfeha 2018

The document discusses the Legendre differential equation and its applications. It introduces the Legendre differential equation and provides preliminaries on definitions related to differential equations. It will obtain explicit representations of the Legendre polynomials, discuss their properties, and applications to heat conduction and expansion of electromagnetic potential.

Uploaded by

Yulian Ayuditya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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COLLEGE OF NATURAL AND COMPUTATIONAL SCIENCES

DEPARTMENT OF MATHEMATICS

LEGENDRE DIFFERENTIAL EQUATION


AND ITS APPLICATION

BY

TEAME ASFEHA BERHE

ADVISOR:DR. TADESSE BEKESHIE

A THESIS SUBMITED TO DEPARTMENT OF MATHEMATICS IN

PARTIAL FULFILMENT OF THE REQUIREMENTS FOR THE DEGREE

OF MASTER OF SCIENCE IN MATHEMATICS

SEPTEMBER 05/2018

Addis Ababa, Ethiopia


Approval
This thesis has been examined and approved as meeting the requirements for the partial
fulfillment of Master of Science in Mathematics.

Examining board members

Name Signature Date

1. Dr.Tadesse Bekeshie (Advisor) __________ 06/09/2018

2. Dr.Mengst GOA (Examiner) __________ 06/09/2018

3. Dr.Tesfa Biset (Examiner) ________ 06/09/2018

4. Dr.Tesfa Biset (Chairperson) __________ 06/09/2018

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

Table of contents .............................................................................................................................. I


Declaration ...................................................................................................................................... II
Acknowledgment .......................................................................................................................... III
Abstract ......................................................................................................................................... IV
Chapter 1 ......................................................................................................................................... 1
Introduction and Preliminaries ........................................................................................................ 1
1.1 Introduction ........................................................................................................................... 1
1.2 Preliminaries.......................................................................................................................... 1
1.2.1 Definitions ...................................................................................................................... 1
1.2.2 The method of reduction of order ................................................................................... 3
1. 2.3 Power series solution ..................................................................................................... 4
Chapter 2 ......................................................................................................................................... 7
Legendre Differential Equation and Its Applications ..................................................................... 7
2.1 Legendre Differential Equation ............................................................................................. 7
2.2 Power series solution of Legendre‟s differential equation .................................................... 8
2.3 Legendre Solution (Legendre polynomials) ........................................................................ 12
2.4 Properties of Legendre polynomials ................................................................................... 18
2.4.1 Generating function of Legendre‟s polynomials .......................................................... 18
2.4.2 Recurrence relation (formulae) for Legendre‟s polynomials ....................................... 20
2.4.3 Orthogonality of Legendre‟s polynomials .................................................................... 23
2.4.4 Fourier-series expansion of Legendre‟s polynomials ................................................... 25
2.5 Physical Application of the Legendre Polynomials ............................................................ 27
2.5.1 Heat conduction ............................................................................................................ 27
2.5.2 Expansion of electromagnetic potential ....................................................................... 29
Summary ....................................................................................................................................... 32
Bibliography ................................................................................................................................. 34

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

I want to express my sincere gratitude to my advisor Dr. Tadesse Bekeshie for


his continuous support and assistance to my thesis and for his immense knowledge and
thoughtful guidance.

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

Introduction and Preliminaries

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.

Example 1 i first order ODE.

ii) +2( =1 is second order ODE.

iii) 4 =0 is second order PDE.

iv 0 is third order ODE.

All the above equations are examples of differential equation.


1
Definition A differential equation which involves derivatives with respect to a single independent
variable is known as an ordinary differential equation (ODE).
Definition A differential equation which contains two or more independent variables and partial
derivatives with respect to them is called a partial differential equation (PDE).
Definition The order of the highest order derivative involved in a differential equation is called
the order of the differential equation.
Definition The degree of a differential equation is the degree of the highest order derivative
present in the equation after the differential equation has been made free from the radicals and
fractions as far as the derivatives are concerned.
Definition A differential equation in which the dependent variables and all its derivatives present
occur in the first degree only and no products of dependent variables and /or derivatives occur is
known as a linear. It has the form

. (1.2)

Definition A differential equation which is not linear is said to be a nonlinear differential


equation.
Definition A homogeneous second order linear differential equation has the form
)
Where and ( ) are continuous in some interval I.
Definition A solution of a differential equation is a relation between dependent and independent
variables not involving the derivatives such that this relation and the derivative obtained from
it satisfies the given differential equation.
Definition A solution which contains a number of arbitrary constants equal to the order of the
differential equation is called the general solution of the differential equation.
Definition A solution obtained from a general solution by giving particular values to the constants
is called a particular solution of the differential equation.
Theorem: Two solutions and of equation are linearly independent in the interval I if
and only if they satisfy Wronskain property which is defined by

= )=| | = .

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 ∑

1.2.2 The method of reduction of order

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)

Substitute (1.7) to (1.6) we get


(1.8)
( ) =0
=0 (1.9)
Let w = then =
=0

=0

=0 (1.10)

3
(1.11)

| |= ∫ +
| |+ ∫ +
| |= ∫ +
= ∫ (1.12)
We solve the last equation for w, use and integrate again
= ∫ (1.13)

= ∫ +

= ∫ + (1.14)

Since and are arbitrary constant we can choose = 1 and =0


Then (1.14) becomes
∫ ∫
= . (1.15)

Substitute (1.15) into (1.6) we get


∫ ∫
= is the second solution of (1.5)

Therefore the general solution of (1.5) is the linear combination y = where


are solutions that constitute a linearly independent set on some interval I.

1. 2.3 Power series solution

Let the given equation be

Theorem: Existence of Power Series Solutions


If 0 is an ordinary point of the differential equation , we can find
two linearly independent solutions in the form of a power series centered at x0, that is
∑ .
For every power series there is a number R ≥ 0, known as the radius of convergence. A series solution
converges at least on some interval defined by | | otherwise divergent.

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

| |=| | | | .

A power series convergences for | |<R and diverges for | |>R.


When R = 0 the interval of convergence consists of the single number x when R = the power
series convergences for all number
If R is not 0 or then the interval of convergence may include the endpoints
and .
A power series represents a continuous function within its interval of convergence.
A power series can be differentiated term wise within its interval of convergence.
Two power series with a common interval of convergence can be added term by term.
Example 2: Find the power series solution of the equation in powers of
Solution: Given that
(1 .19)
Substitute we get
∑ + ∑ ∑ =0

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)

6a3+2a1 = 0 so that a3 = (1.24)

12a4+3a2 = 0 so that a4 = (1.25)

20a5+4a3 = 0 so that a5 = (1.26)

have the recurrence relation


, n =1, 2, 3 (1.27)
or an+2 for all (1.28)

The general solution of


(1.29)

where (1.30)

(1.31)

* +

6
Chapter 2

Legendre Differential Equation and Its Applications

2.1 Legendre Differential Equation


The Legendre differential equation is the homogeneous second order ordinary differential
equation of the form

| | (2.1)

where = ), k is a non -negative integer

Or equivalently * ++ = 0 is its self adjoin form.

When we divide by we get

+ = 0. We write this equation as

where and ( – )

both and are analytic everywhere except at the point .

The behavior of the coefficients and

a) , i) = = 0 which is finite

ii) = = which is finite

Therefore is the ordinary point.

b) at , i) = =

7
ii) = =

But = = 1 finite

and = =0 finite

Therefore we can conclude that has singular point at and at while is


an ordinary point.
We can find power series solutions centered at that converges for | | .
Now we construct such series solution.

2.2 Power series solution of Legendre’s differential equation


Legendre‟s differential equation is one of the important equations in mathematical physics. It is
usually written in the following form of

| |

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 =∑ (

Now, substituting ,( and to the resulting expression yields

∑ ∑ ∑ (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

As we absorb the sum of the coefficients of is equal to zero

∑ =0

=0

+k 2n +n) =0

n = 0,1,2.3… (2.11)

is the recurrence relation formula of the Legendre equation.

From (2.11) one can calculate all coefficients , once and are known.

9
For even coefficients we have:

= =

= =

. . .

. . .

with m = 0,1,2, (2.12)

Similarly for odd coefficients,

.. . .

, 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.

11
= )=| | =| |

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

| |= | | =| |=

Thus the power series converges for |x| < 1

 every k either y1 or y2 is unbounded on That is as x 1 or as x -1 one of the


following holds ,either | | or | |
 The only case in which Legendre equation has abounded solution on [-1, 1] is when the
parameter has the form =k (k+1) with k=0 or k .In this case either y1 or y2 is
polynomial (the series terminate) this case is considered below.
2.3 Legendre Solution (Legendre polynomials)
Definition: The polynomial solution, denoted by of degree k of (2.1) which
satisfies = 1 is called the Legendre polynomial of degree k. The Legendre functions
(Legendre polynomials) are the solutions of Legendre differential equation with variable

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.

= = for k = 1, 2, 3,… the reason for this choice of is to have all

Legendre polynomial with as 1i.e. all of

=∑ (2.21)

, = substituting the expression

= =

, = substituting the expression of we get

= = * +

= =

Therefore in general when 0 we can write the coefficient as

= (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).

Proposition: If y(x) a bounded solution on the interval of the Legendre equation


then there exists a constant c such that ) where (x) the Legendre polynomial.

Theorem: (Rodrigues formula for Legendre„s polynomials)

14
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.

Rodrigues formula of Legendre„s polynomials is expressed as

(x) = (2.24)

Proof

Let y = (2.25)

Differentiating (2.25) we get

= 2nx (2.26)

2
Multiplying both sides of equation (2.26) by ( 1)

(x2 1) (2.27)

Using equation (2.25) we rewrite

2
) (2.28)

By Leibnitz theorem we know that for two functions and the nth differential equation is
expressed as

( )=∑ ( ) (2.29)

Where is differentiation performed n times .Thus differentiating equation (2.27) ( times


2
by Leibnitz‟s theorem {using ) and u = }

( ) +( ) +( ) (2) = 2n [ +( ) (1) ]

( ) + + = + ]

( ) + + = + )

15
2
( 1) + + =0

2
( 1) + n+1) =0

2
(1 ) + =0 (2.30)

Letting and subsequently = and = .we write the above

equation as

2
( (2.31)

Which is the Legendre equation with the solution therefore we can relate the solution

with the Legendre polynomial ( ) as a constant c times the

( )= (2.32)

We only have to determine this constant c for which we re-express y = and


differentiate the above equation n times using the Leibnitz theorem and get

= +( ) +…

+( ) +( ) (2.33)

Putting x = 1 on both sides of the above equation

|x=1 = |x=1

= |x=1

= |x=1

= |x=1

16
Substituting in equation (2.33) we see that

(1) = |x=1 = c |x=1 = (2.34)

Since we know that for any n when the Legendre polynomial ( ) = 1.Therefore the value

of the constant c is c =

Substituting c back in equation (2.32) we get

( )= = =

(x) =

Example 4: Using Rodrigue‟s formula compute the first six Legendre polynomials.

Solution: The zeroth-order derivative of a function is simply the function itself.

So,

For (x) = =1

For (x) = =

For (x) =

= (3x2 1))

3
For (x) = = (5 3 )

For n = 4 (x) ( )

For n = 5 (x) = ( )

which is the same result obtained in example 3 .

17
2.4 Properties of Legendre polynomials
In this subtopic we will prove some properties of Legendre functions

2.4.1 Generating function of Legendre’s polynomials

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

polynomials . If we extend as Taylor series in then the coefficient of is the


polynomial . It can be shown that for small t i.e.| |<1,


=∑ (2.35)

Proof: Using the binomial theorem which is for | | and p is any real number, then

=∑ ( ) where the binomial coefficient ( )=


=1+pv+ + +
=[

= )+ +…+

… (2.36)
n
Now the coefficient of in this term

(2.37)

Again the coefficient of in term

= [(n 1 ]

on multiplying and dividing by

18
= (2.38)

and so on. Using (2.37) and (2.38) we see that the coefficient of in the expansion of

namely (2.36) is given by

* + (2.39)

This we can prove by integrating the above eq (2.39) n times from 0 to to get

= =* + which can be expressed as

[ ]

Cancelling the odd terms to get

Thus the generating function of is .


Note we find that …will be , t2, t3 in the expansion

of .
Example 5: Show that i) =1
ii) =

Solution: i) Consider the generating function √ =∑

We substitute then

=∑
= 1+ …

= 1+ … (by toyler series expansion )

=∑ =∑

Then equating coefficients of on either side we get


=1
ii) =

Solution: Again use =∑


We substitute – and then –t = t respectively to get

=∑

19
=∑
By equating the two
∑ =∑
=
=

2.4.2 Recurrence relation (formulae) for Legendre’s polynomials

Proposition: The Legendre polynomials satisfy the following


i) n 1

ii) = .

iii) (2n+1) (x) = )

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)

Multiplying both sides by , (2.42) gives

) = ∑
Or ∑ = ∑ by (2.35)
∑ ∑ =∑ 2x∑ +∑
Equating coefficients of from both sides, we get

20
n
An alternative form is obtained if be substitute for n as
= 2n 1 n 1. (2.43)
ii) = . (2.44)

Generating function, we have of = ∑


Differentiating both sides of the above equation with respect to „ ‟ we get

=∑

=∑ (2.45)
Differentiating the generating function

=∑

t = ∑ (2.46)

Where let as divided (2.45) by (2.46)



we get = ∑
cross multiply to get

)∑ =∑
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)

21
=
= (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

Substituting the value of


x = from (2.43) we 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

22
= .

So the in (2.41) satisfies Legendre‟s equation.

2.4.3 Orthogonality of Legendre’s polynomials

The most important property of the Legendre polynomials is the fact that

∫ { (2.55)

Proof: (i) Since satisfy Legendre‟s equation we have


( + ) =0 (2.56)
( + ) =0 (2.57)
Multiply the first equation by the second by
We get, + ) =0

or [ ]+ ) =0 (2.58)

( + ) =0

or ( + ) =0 (2.59)

subtract (2.59)from (2.58) . We get

[ + =0

[ + =0

[ =

Integrating both sides x from 1to 1 we get

∫ |

23
therefore ∫ = 0 as
(ii) When
Then the required result takes the form

∫ = (2.60)

To prove this with start generating function

=∑ (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)]

= )]

from the Taylor series for | |<1,

(x+1) = ∑ = ( ) and

(-x+1) = ∑

=∑

=( )

Hence for | |<1 we have

(1-t)]= ∑ ∑

24
= ( ) ( )

= ( )

= ( )

= ∑

∑ *∫ + =∑ (2.65)

Equating coefficients of from both sides (2.65) gives

∫ =

2.4.4 Fourier-series expansion of Legendre’s polynomials


Any function f which is finite and single-valued in the interval −1 ≤ x ≤ 1, and which
has a finite number of discontinuities within this interval can be expressed as a series of
Legendre polynomials. We let
f(x) = (x) + (x) + (x) + (x) + . . . − 1 ≤ x ≤ 1

=∑

Multiplying both sides by (x) and integrating with respect to x from

x = −1 to x = 1 gives

∫ =∫ ∑

=∑ ∫

By means of the orthogonality property of the Legendre polynomials we can write

∫ = 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;

25
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

{

Whereas for an odd 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

∫ can be used four times.

∫ = ∫ =1

∫ = ∫ =1

∫ = ∫ =2

∫ = ∫ = -2

Then the expression will be


4x+3 = .
Example 7: Expand f(x) in the form ∑

Where f(x) = ,

Solution: Given that f(x) = , (2.66)

We know that f(x) = ∑ (2.67)

Where ∫ (2.68)

= ∫ +∫ ]

26
∫ by (2.66)

Putting n=0, 1, 2, 3… successively in (2.68) we get

for , ∫ = ∫ =

for , ∫ = ∫ ∫ =

for , ∫ ∫ = ∫ =0

for , ∫ = ∫ = ∫ =

for , ∫ = ∫ = ∫ =

and so on .using these values in (2.60) we get

Hence f(x) ={

2.5 Physical Application of the Legendre Polynomials


In this section we present some examples of Legendre polynomials as they arise in mathematical
models of heat conduction in spherical geometries and expansion of electromagnetic potential. In
general we will encounter the Legendre equation in situations where we have to solve partial
differential equations containing the polar coordinates.

2.5.1 Heat conduction

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

= { .} ∇

Substituting in Fourier‟s law ∇ given the diffusion equation

∇ (2.70)

Where is called the thermal diffusivity

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)

Where = .Applying the boundary conditions to (2.69) we get


∑ (2.75)

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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)

Since = , the above expression simplifies to


{ (2.78)

From this we can readily write the values of the first few coefficients

= ∫ = ∫ =

= ∫ = ∫ =

Hence the temperature distribution inside the sphere is given by

= [ (5 -3cos +…] (2.79)

2.5.2 Expansion of electromagnetic potential

Example 9: From Electrostatics


In electrostatics, the potential due to a unit point charge at r = is

V=‖ ‖
.

If this unit charge lies on the z-axis, at x = y = 0, z = a, this becomes


V= .

In terms of spherical polar coordinates, (r, θ, φ),


x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ.
=

=
= ( )

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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 = ∑

Example 10: Electric potential inside a sphere


Consider a sphere of radius a such that ⌋ = and assume that there are no charge
at the origin. Since V must satisfy Laplace‟s equation and the boundary condition has no
dependence, the solution will be obtained in terms of Legendre polynomials. The general solution
can be written as

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

recall that ) and we can write = since

= we find that = .Integrating this result in (2.81)

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

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Solution method 1
Recall that Gauss‟s law says:

∇ = .for all he charge density is zero

∇ =* ( ) ( )+ =0.

We can find separable solutions .


The general solution is given by

where = and is the Legendre polynomial .

For = finite solution at r=0 requires B=0.Hence

=∑ .
To determine the constants we need boundary conditions, when we must recover the
potential of a point charge:
=∑ =

= ( ).Therefore

= ,

The full solution is:

= ∑

Solution method 2
From the potential function = where | |.

The law of cosine gives


| | √

√ .

Change of variables and .Then

where is the generating function. This can be expressed in terms of

Legendre polynomials ∑

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Summary

A homogeneous second order differential equation of the type

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
)= )+

where the two solutions are

)=
)= …]

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 = .

Rodrigues formula of Legendre„s polynomials is expressed as

(x)=

The Legendre polynomial (x) is the coefficient of in the expansion of

32
in ascending powers of t i.e. the generating function is


=∑

=1

The orthogonal and normalization properties of Legendre‟s Polynomials are expressed as

∫ {

Recurrence Formulae for Legendre‟s Polynomials

 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.

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Bibliography

[1]: A.C. King, J. Billingham and S.R. Otto “Differential Equations Linear, Nonlinear, Ordinary, Partial
Cambridge University Press, New York 2003.

[2]: Arfken, George.B: Weber,Hans,J Mathematical method for Physicists .Elsevier Academic
press. IsBN 0-12-059876-0, 2005.
[3]: Boyce, willian, E and Richard C, “Elementary Differential equation and Boundary value
problem ( , New York:John wiley and sons,Inc. (1997).
[4]: Dennis G.zill ”A first course in differential equations with modeling applications
(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.
[7]: Rainville, E.D. Special Functions, The Macmillan Company, New York 1960.
[8]: Spanier , J. and Oldham, K.B “The Legendre Functions” in An Atlas of Functions
Washington DC: Hemisphere, ch.59 pp 581-597,1987.
[9]: Zafar Ahsan , Differential equations and their applications Price-Hall of India (1999).
[10]: Zwillinger, D. Handbook of Differential Equation, .Boston, MA: Academic
press,1997.

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