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Legendre Functions and Polynomials

The document discusses Legendre's equation, which is a differential equation involving Legendre polynomials and Legendre functions. It provides the general form of Legendre's equation and describes its two independent solutions - the Legendre polynomials Pn(x) and Legendre functions of the second kind Qn(x). It also gives the infinite series representation and generating function for the Legendre polynomials Pn(x).

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0% found this document useful (0 votes)
163 views26 pages

Legendre Functions and Polynomials

The document discusses Legendre's equation, which is a differential equation involving Legendre polynomials and Legendre functions. It provides the general form of Legendre's equation and describes its two independent solutions - the Legendre polynomials Pn(x) and Legendre functions of the second kind Qn(x). It also gives the infinite series representation and generating function for the Legendre polynomials Pn(x).

Uploaded by

seaguls6969
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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Created by T.

Madas

LEGENDRE’S
EQUATION
including Legendre’s functions and Legendre’s polynomials

Created by T. Madas
Created by T. Madas

Summary on Legendre Functions/Polynomials


Legendre’s Differential Equation

d2y
(
1 − x2 ) dx2 − 2 x dydx + n ( n − 1) y = 0 , n∈ℝ.

General Solution of Legendre’s Differential Equation

 ( n + 1) n x2 + ( n + 3)( n + 1) n ( n − 2) x4 − ( n + 5)( n + 3)( n + 1) n ( n − 2)( n − 4) x6 + ...


y = A 1−
 2! 4! 6! 
+
 ( n + 2)( n − 1) 3 ( n + 4)( n + 2)( n − 1)( n − 3) 5 ( n + 6)( n + 4)( n + 2)( n − 1)( n − 3)( n − 5) 7 
B x− x + x − x + ...
 3! 3! 7! 

• If n is an even integer, the first solution terminates after a finite number of


terms, while the second one produces an infinite series.

• If n is an odd integer, the second solution terminates after a finite number of


terms, while the first solution produces an infinite series.

• The finite solutions are the Legendre Polynomials, also known as solutions of
the first kind, denoted by Pn ( x ) .

• The infinite series solutions are known as solutions of the second kind,
denoted by Qn ( x ) .

The second solution Qn ( x ) can be written in terms of Pn ( x ) by

∫(
1
Qn ( x ) = Pn ( x ) dx
1− x 2
) ( Pn ( x )) 2

Created by T. Madas
Created by T. Madas

The infinite series form for the Legendre’s polynomial Pn ( x ) is given by

N
 
Pn ( x ) =

k =0
 n
( 2 n − 2k )!
 2 k ! ( n − k )!( n − 2k )!
( −1)k x n−2k  ,


where N is the floor function

 1n if n is even
 2
N =
 1 ( n − 1) if n is odd
2

The generating function for the Legendre’s polynomial Pn ( x ) is given by


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x ) 
 
n =0

Created by T. Madas
Created by T. Madas

Question 1
Find the two independent solutions of Legendre’s equation

2
(1 − x2 ) ddx2y − 2 x dydx + n ( n + 1) y = 0 , n ∈ ℝ .

 ( n + 1) n x2 + ( n + 3)( n + 1) n ( n − 2) x4 − ( n + 5)( n + 3)( n + 1) n ( n − 2)( n − 4) x6 + ...


y = A 1−
 2! 4! 6! 
+
 ( n + 2)( n − 1) 3 ( n + 4)( n + 2)( n − 1)( n − 3) 5 ( n + 6)( n + 4)( n + 2)( n − 1)( n − 3)( n − 5) 7 
B x− x + x − x + ...
 3! 3! 7! 

Created by T. Madas
Created by T. Madas

Question 2
Legendre’s equation is given below

2
(1 − t 2 ) ddt w2 − 2t dw
dt
+ n ( n + 1) w = 0 , n ∈ ℕ .

a) By assuming a series solution of the form


w ( t ) = ∑ ar t r , a0 ≠ 0 ,
r =0

show by a detailed method that

ar + 2 = −
( n − r )( n + r + 1) a .
( r + 2 )( r + 1) r

b) By rewriting the recurrence relation of part (a) backwards, and taking the
value of an as

n
( 2n − 2m + 1) ,
an =

m =1
n!

show further that the Legendre’s polynomials Pn ( t ) can be written as

N
 
Pn ( t ) =

k =0
 n
( 2n − 2 k ) !
 2 k ! ( n − k )!( n − 2k )!
( −1)k t n−2k  ,


where N is the floor function

 1n if n is even
 2
N =
 1 ( n − 1) if n is odd
2

proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
Created by T. Madas

Question 3
It can be shown that the Legendre’s polynomials Pn ( x ) can be written as

N
 
Pn ( x ) =
∑k =0
 n
( 2 n − 2k )!
 2 k ! ( n − k )!( n − 2k )!
( −1)k x n−2k  ,


where N is the floor function

 1n if n is even
 2
N =
 1 ( n − 1) if n is odd
2

Show that the generating function for Pn ( x ) satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

proof

Created by T. Madas
Created by T. Madas

Question 4
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Use this relationship to prove that

n
Pn ( − x ) = ( −1) Pn ( x ) .

MM3-D , proof

Created by T. Madas
Created by T. Madas

Question 5
The generating function g ( x, t ) for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(
g ( x, t ) = 1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Use this relationship to prove that

∂ ∂ 3
 g ( x, t )  +  g ( x, t )  = x  g ( x, t )  .
∂x ∂t

MM3-E , proof

Created by T. Madas
Created by T. Madas

Question 6

f ( x ) ≡ 10 x3 − 3 x 2 + x − 1 .

Express f ( x ) as a linear combination of Legendre’s polynomials, Pn ( x ) .

You may assume


• P0 ( x ) = 1

• P1 ( x ) = x


2 ( )
P2 ( x ) = 1 3x 2 − 1

• P3 ( x ) = 1 ( 5 x3 − 3 x ) ,
2

• P4 ( x ) = 1 ( 35 x 4 − 30 x 2 + 3)
8

f ( x ) = 4 P3 ( x ) − 2 P2 ( x ) + 7 P1 ( x ) − 2 P0 ( x )

Created by T. Madas
Created by T. Madas

Question 7
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

By differentiating the above relationship with respect to t , prove that

( 2n + 1) x Pn ( x ) − ( n + 1) Pn+1 ( x ) + n Pn−1 ( x ) = 0 .

MM3-C , proof

Created by T. Madas
Created by T. Madas

Question 8
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

By separately differentiating the above relationship once with respect to t and once
with respect to x , prove that

n Pn ( x ) = x Pn′ ( x ) − Pn′−1 ( x ) .

MM3-B , proof

Created by T. Madas
Created by T. Madas

Question 9
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) Use this result to show that

Pn (1) = 1 .

b) By using the result of part (a) and Legendre’s equation, deduce that

Pn′ (1) = 1 n ( n + 1) .
2

MM3-A , proof

Created by T. Madas
Created by T. Madas

Question 10
Use trigonometric identities to show that

sin 2 θ = 8 P4 ( cos θ ) − 16 P2 ( cos θ ) + 8 P0 ( cos θ )


35 21 15

You may assume


• P0 ( x ) = 1

• P1 ( x ) = x


2 ( )
P2 ( x ) = 1 3x 2 − 1

• P3 ( x ) = 1 ( 5 x3 − 3 x ) ,
2

• P4 ( x ) = 1 ( 35 x 4 − 30 x 2 + 3)
8

proof

Created by T. Madas
Created by T. Madas

Question 11
The generating function g ( x, t ) for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(
g ( x, t ) = 1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Verify that g = g ( x, t ) is a solution of the differential equation

∂2 ∂  ∂g 
t
∂t 2 [t g ] + (

∂x 
1 − x2 )
∂x 
=0.

proof

Created by T. Madas
Created by T. Madas

Question 12
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) Use this result to show that

n
Pn ( −1) = ( −1) .

b) By using the result of part (a) and Legendre’s equation, deduce that

n +1
Pn′ ( −1) = 1 n ( n + 1)( −1) .
2

MM3-A , proof

Created by T. Madas
Created by T. Madas

Question 13
The Legendre’s polynomial Pn ( x ) is a solution of the differential equation

d2y
(1 − x2 ) dx2 − 2 x dydx + n ( n + 1) y = 0 , n∈ℝ.

Show that

x
n ( n + 1)
Pn′ ( x ) =
1 − x2 ∫
1
Pn ( x ) dx .

proof

Created by T. Madas
Created by T. Madas

Question 14
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) By differentiating the above relationship with respect to t , prove that

( 2n + 1) x Pn ( x ) = ( n + 1) Pn+1 ( x ) + n Pn−1 ( x ) .

b) By separately differentiating the generating function for the Legendre’s


polynomials once with respect to t and once with respect to x , prove that

n Pn ( x ) = x Pn′ ( x ) − Pn′−1 ( x ) .

c) Use parts (a) and (b) to show that

( 2n + 1) Pn ( x ) = Pn′+1 ( x ) + Pn′−1 ( x ) .

d) Use parts (b) and (c) to deduce that

( n + 1) Pn ( x ) = Pn′+1 ( x ) − x Pn′ ( x ) .

proof

Created by T. Madas
Created by T. Madas

Question 15
The generating function for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Use this result to show that …

… if n is even, Pn ( x ) is an even polynomial in x .

… if n is odd, Pn ( x ) is an odd polynomial in x .

proof

Created by T. Madas
Created by T. Madas

Question 16
The generating function for the Legendre’s Polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) Use this result to show that

P2 n ( 0 ) =
( −1)n ( 2n )! .
22 n n !

b) Deduce the value of P2 n+1 ( 0 ) .

P2 n+1 ( 0 ) = 0

Created by T. Madas
Created by T. Madas

Question 17
Legendre’s equation is given below

2
(1 − x2 ) ddx2y − 2 x dydx + n ( n + 1) y = 0 , n∈ℝ.

Use the substitution x = cos θ to show that

1 d  dy 
 sin θ  + n ( n + 1) y = 0 .
sin θ dθ  dθ 

proof

Created by T. Madas
Created by T. Madas

Question 18
Find the two independent solutions of Legendre’s equation

2
(1 − x2 ) ddx2y − 2 x dydx + 2 y = 0 .

 1  1+ x  
y = Ax + B  ln   − 1
 x  1− x  

Created by T. Madas
Created by T. Madas

Question 19
The generating function for the Legendre’s Polynomials Pn ( x ) , satisfies


1
2 −2
(1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

Using this result, and integrating both sides with respect to t , from 0 to 1 , show that


 Pn ( cos θ ) 

 n +1 
 ( )
1 
 = ln 1 + cosec 2 θ  .
n =0

proof

Created by T. Madas
Created by T. Madas

Question 20
The generating function g for the Legendre’s polynomials Pn ( x ) , satisfies


1
2 −2
(
g ( x, t ) = 1 − 2 xt + t ) = t n Pn ( x )  .
 
n =0

a) By differentiating g with respect to t , prove that

( 2n + 1) x Pn ( x ) = ( n + 1) Pn+1 ( x ) + n Pn−1 ( x ) .

b) By differentiating g once with respect to t and once with respect to x , prove


that

n Pn ( x ) = x Pn′ ( x ) − Pn′−1 ( x ) .

c) Use parts (a) and (b) to show that

( 2n + 1) Pn ( x ) = Pn′+1 ( x ) + Pn′−1 ( x ) .

d) Use parts (b) and (c) to deduce that

( n + 1) Pn ( x ) = Pn′+1 ( x ) − x Pn′ ( x ) .

e) Use parts (b) and (d) to show that

(1 − x2 ) Pn′ ( x ) = n  Pn−1 ( x ) − x Pn ( x ) .


f) Use parts (a) and (e) to show that

(1 − x2 ) Pn′ ( x ) = ( n + 1)  xPn ( x ) − Pn+1 ( x )


proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
Created by T. Madas

Question 21
Find one series solution for the Legendre’s equation

2
(1 − x2 ) ddx2y − 2 x dydx + n ( n + 1) y = 0 , n ∈ ℝ ,
about x = 1 .


 ( n + r )!  x −1  

2
1
y=A  × ×
2   
 ( n − r )! ( r !)  2  
r =0

Created by T. Madas

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