LEGENDRE POLYNOMIALS

The differential equation of the form

d2 y
2 dy
(1 − x ) 2 − 2x + m(m + 1)y = 0 (1)
dx dx
where m is a positive integer, is called Legendre’s differential equation.
Let us first identify the nature of the singular points of this equation.
−2x m(m+1)
Let in (1) p(x) = 1−x2
and q(x) = 1−x2
.
Since neither of these functions is analytic at x = ±1, so these points are the singular
points of (1).
2x x−1
Next (x − 1)p(x) = 1+x and (x − 1)2 q(x) = m(m + 1) x+1 are both analytic at x = 1. It
follows that x = 1 is a regular singular point of (1).
Similarly, we see that x = −1 is also a regular singular point of (1).
Thus, a power series solution of (1) exists in the interval −1 < x < 1. Any solution of (1)
is called a Legendre polynomial or Legendre function.
Let the series solution of (1) be
∞
X
y(x) = an xc−n , a0 6= 0 (2)
n=0

be the trial solution of (1).

∞ ∞
dy d2 y
(c − n)an xc−n−1 and (c − n)(c − n − 1)an xc−n−2
P P
Therefore, dx
= dx2
=
n=0 n=0

dy d y 2
Then substituting the value of dx and dx2 in (1), we get
∞ ∞
(1 − x2 ) (c − n)(c − n − 1)an xc−n−2 − 2x (c − n)an xc−n−1
P P
n=0 n=0
∞
an xc−n = 0
P
+m(m + 1)
n=0

∞
X ∞
X
c−n−2
⇒ (c−n)(c−n−1)an x − {(c−n)(c−n−1)+2(c−n)−m(m+1)}an xc−n = 0 (3)
n=0 n=0

Now, the coefficient of xc−n equals

(c − n)2 − (c − n) + 2(c − n) − m(m + 1) = (c − n)2 − m2 + (c − n) − m
= (c − n − m)(c − n + m + 1).
Hence (3) becomes
∞
X ∞
X
c−n−2
(c − n)(c − n − 1)an x − (c − n − m)(c − n + m + 1)an xc−n = 0 (4)
n=0 n=0

1
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To get the indicial equation, equate the coefficient of xc to zero and obtain

(c − m)(c + m + 1)a0 = 0, a0 6= 0 (5)

which implies c = m or c = −(m + 1).

Next, equating the coefficient of xc−1 to zero to obtain

(c − 1 − m)(c + m)a1 = 0 (6)

Since c = m or c = −(m + 1), neither (c − 1 − m) nor (c + m) is zero and then we get

from (6), a1 = 0.
Finally, equating the coefficient of xc−n to zero to obtain
(c − n + 2)(c − n + 1)an−2 − (c − n − m)(c − n + m + 1)an = 0
(c − n + 2)(c − n + 1)
⇒ an = an−2 ; n ≥ 2 (7)
(c − n − m)(c − n + m + 1)
Putting n = 3, 5, 7, . . . in (7), we get

a1 = a3 = a5 = a7 = · · · = 0 (8)

To obtain a2 , a4 , a6 , . . . , etc., consider the following two cases:

Case I: When c = m, equation (7) becomes

(m − n + 2)(m − n + 1)
an = an−2 (9)
(−n)(2m − n + 1)

Putting n = 2, 4, 6, . . . in (9), we get

m(m−1)
a2 = − 2(2m−1) a0 , a4 = − (m−2)(m−3)
4(2m−3)
a2 = m(m−1)(m−2)(m−3)
2.4.(2m−1)(2m−3)
a0 , and so on.

Re-writing (2),we have for c = m,

y = a0 xm + a1 xm−1 + a2 xm−2 + a3 xm−3 + a4 xm−4 + · · · (10)

Therefore, with the above values of a0 , a1 , a2 , a3 , a4 , a5 , a6 , . . ., (10) becomes with a0 = a,

m(m − 1) m−2 m(m − 1)(m − 2)(m − 3) m−4

y = a[xm − x + x − · · ·] (11)
2(2m − 1) 2.4.(2m − 1)(2m − 3)

where a is an arbitrary constant.

Case II: When c = −(m + 1), then equation (7) becomes

(m + n − 1)(m + n)
an = an−2 (12)
n(2m + n + 1)

Putting n = 2, 4, 6, . . . in (12), we get

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(m+1)(m+2) (m+3)(m+4) (m+1)(m+2)(m+3)(m+4)

a2 = 2(2m+3)
a0 , a4 = 4(2m+5)
a2 = 2.4.(2m+3)(2m+5)
a0 , and so on.

Hence, for c = −(m + 1), equation (2) becomes,

y = a0 x−m−1 + a1 x−m−2 + a2 x−m−3 + a3 x−m−4 + a4 x−m−5 + · · ·] (13)

So that with the above values of a0 , a1 , a2 , a3 , a4 , a5 , a6 , . . ., (13) gives with a0 = b,

(m + 1)(m + 2) −m−3 (m + 1)(m + 2)(m + 3)(m + 4) −m−5
y = b[x−m−1 + x + x + · · · (14)
2(2m + 3) 2.4.(2m + 3)(2m + 5)
where b is an arbitrary constant.
Thus, the independent solutions of (1) are given by (11) and (14).

Taking a = 1.3.5.···.(2m−1)
m!
, the solution (11) is denoted by Pm (x) and it is called Legendre’s
function of the first kind or Legendre’s polynomial of degree m. So, Pm (x) is a solution of
(1).
m!)
Again, if we take b = 1.3.5.···.(2m+1) , the solution (14) is denoted by Qm (x) and it is called
Legendre’s function of the second kind or Legendre’s polynomial of degree m.
Thus, Pm (x) and Qm (x) are the linearly independent solutions of (1) and finally, the
general solution of (1) is
y = c1 Pm (x) + c2 Qm (x) (15)
where c1 and c2 are arbitrary constants.
Legendre’s polynomial of degree n is denoted and defined by
1.3.5. . . . .(2n − 1) n n(n − 1) n−2 n(n − 1)(n − 2)(n − 3) n−4
Pn (x) = [x − x + x −. . .] (16)
n! 2(2n − 1) 2.4.(2n − 1)(2n − 3)
We now re-write (16) in compact form. The general term of (16) is given by
1.3.5.....(2n−1) n(n−1)(n−2)···(n−2r+1)
n!
(−1)r 2.4.....2r(2n−1)(2n−3)···(2n−2r+1) xn−2r .
Now,
1.2.3.4.5.6. . . . .(2n − 1)2n (2n)! (2n)!
1.3.5. . . . .(2n − 1) = = = n (17)
2.4.6. . . . .2n (2.1)(2.2)(2.3) . . . (2.n) 2 n!
Also,
n(n − 1) · · · (n − 2r + 1)(n − 2r)(n − 2r − 1) . . . 3.2.1 n!
n(n−1) · · · (n−2r+1) = =
(n − 2r)(n − 2r − 1) · · · 3.2.1 (n − 2r)!
(18)

2.4.6. . . . .2r = (2.1)(2.2)(2.3) . . . (2.r) = 2r r! (19)

2n(2n−1)(2n−2)···(2n−2r+2)(2n−2r+1) (2n−2r)!
and (2n − 1)(2n − 3) . . . (2n − 2r + 1) = 2n(2n−2)(2n−4)···(2n−2r+2)
× (2n−2r)!

2n(2n−1)(2n−2)···(2n−2r+1)(2n−2r)(2n−2r−1)···.3.2.1
= 2n.2(n−1).2(n−2)···2(n−r+1).(2n−2r)!
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(2n)!
= 2n .n(n−1)(n−2)···(n−r+1)(2n−2r)!

(2n)! (n−r)(n−r−1)···3.2.1
= 2n (2n−2r)!
× n(n−1)(n−2)···(n−r+1)(n−r)(n−r−1)···3.2.1

Finally,
(2n)! (n − r)!
(2n − 1)(2n − 3) . . . (2n − 2r + 1) = × (20)
2n (2n − 2r)! n!
Using (17), (18), (19)and (20), the most simplified form of the general term in (16) is
given by

(2n)! r n! 1 2n (2n − 2r)!n! n−2r (2n − 2r)!

n
(−1) × r
× x = (−1)r n xn−2r
2 n! (n − 2r)! 2 r! (2n)!(n − r)! 2 r!(n − r)!(n − 2r)!
(21)
Since (16) is a polynomial of degree n, r must be chosen so that n − 2r ≥ 0, i.e., r ≤ n2 .
Thus, if n is even, r goes from 0 to n2 , while if n is odd, r goes from 0 to n−1
2
. We denote
it by [ n2 ].
Hence, the Legendre polynomial in x of degree n is given by
n
[2]
X (2n − 2r)!
Pn (x) = (−1)r xn−2r (22)
r=0
2n r!(n − r)!(n − 2r)!

Generating function for Legendre polynomials

The function
∞
1
X
(1 − 2xh + h2 )− 2 = hn Pn (x) (23)
n=0

is known as the generating function of Legendre polynomials.

Problems
1. Prove that Pn (−x) = (−1)n Pn (x).
Proof: Generating function for Legendre polynomials is given by
1
∞
(1 − 2xh + h2 )− 2 = hn Pn (x)
P
(1)
n=0

Replacing x by −x in (23), we get

1
∞
1 + 2xh + h2 )− 2 = hn Pn (−x)
P
(2)
n=0

Next, replacing h by −h in (1), we get

1
∞
(1 + 2xh + h2 )− 2 = (−h)n Pn (x)
P
(3)
n=0

From (2) and (3), we get

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∞ ∞
hn Pn (−x) = (−h)n Pn (x)
P P
(4)
n=0 n=0

Equating the coefficient of hn , we get Pn (−x) = (−1)n Pn (x).

∞
1−h2
(2n + 1)hn Pn (x).
P
2. Prove that (1−2xh+h2 )3/2
=
n=0

Proof: Generating function for Legendre polynomials is given by

1
∞
(1 − 2xh + h2 )− 2 = hn Pn (x)
P
(1)
n=0

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

3
∞
− 12 (1 − 2xh + h2 )− 2 (−2x + 2h) = nhn−1 Pn (x)
P
n=0

3
∞
⇒ (x − h)(1 − 2xh + h2 )− 2 = nhn−1 Pn (x)
P
(2)
n=0

Next, multiply both sides of (2) by 2h, we get

3
∞
2h(x − h)(1 − 2xh + h2 )− 2 = 2 nhn Pn (x)
P
(3)
n=0

Adding (1) and (3), we get

∞ ∞
1 2h(x−h)
hn Pn (x) + 2nhn Pn (x)
P P
1 + 3 =
(1−2xh+h2 ) 2 (1−2xh+h2 ) 2 n=0 n=0

∞
1−2xh+h2 +2h(x−h)
(2n + 1)hn Pn (x)
P
⇒ 3 =
(1−2xh+h2 ) 2 n=0

∞
1−h2
(2n + 1)hn Pn (x).
P
Hence, 3 =
(1−2xh+h2 ) 2 n=0

Recurrence relations

Form I: nPn (x) = (2n − 1)xPn−1 (x) − (n − 1)Pn−2 (x).

Proof: Generating function for Legendre polynomials is given by

1
∞
(1 − 2xh + h2 )− 2 = hn Pn (x)
P
(1)
n=0

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

3
∞
− 12 (1 − 2xh + h2 )− 2 (−2x + 2h) = nhn−1 Pn (x)
P
n=0

3
∞
⇒ (x − h)(1 − 2xh + h2 )− 2 = nhn−1 Pn (x)
P
(2)
n=0
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Multiplying both sides of (2) by 1 − 2xh + h2 , we get

1
∞
(x − h)(1 − 2xh + h2 )− 2 = (1 − 2xh + h2 ) nhn−1 Pn (x)
P
n=0
∞ ∞
hn Pn (x) = (1 − 2xh + h2 ) nhn−1 Pn (x)
P P
⇒ (x − h)
n=0 n=0

Equating the coefficient of hn−1 , we get

xPn−1 (x) − Pn−2 (x) = nPn (x) − 2(n − 1)xPn−1 (x) + (n − 2)Pn−2 (x)
Thus, nPn (x) = (2n − 1)xPn−1 (x) − (n − 1)Pn−2 (x).

0
Form II: xPn0 (x) − Pn−1 (x) = nPn (x).
Proof: Generating function for Legendre polynomials is given by
1
∞
(1 − 2xh + h2 )− 2 = hn Pn (x)
P
(1)
n=0

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

3
∞
− 12 (1 − 2xh + h2 )− 2 (−2x + 2h) = nhn−1 Pn (x)
P
n=0

3
∞
⇒ (x − h)(1 − 2xh + h2 )− 2 = nhn−1 Pn (x)
P
(2)
n=0

Differentiating (1) with respect to x, we get

3
∞
− 12 (1 − 2xh + h2 )− 2 (−2h) = hn Pn0 (x)
P
n=0

3
∞
⇒ h(1 − 2xh + h2 )− 2 = hn Pn0 (x)
P
(3)
n=0

Now divide (2) by (3), we get

∞
nhn−1 Pn (x)
P
x−h n=0
h
= ∞
hn Pn0 (x)
P
n=0

∞ ∞
hn Pn0 (x) = nhn Pn (x)
P P
⇒ (x − h)
n=0 n=0

Equating the coefficient of hn , we get

xPn0 (x) − Pn−1
0
(x) = nPn (x).

Form III: Pn0 (x) − xPn−1

0
(x) = nPn−1 (x).
Proof: We have nPn (x) = (2n − 1)xPn−1 (x) − (n − 1)Pn−2 (x) (Recurrence Formula I)
Differentiating with respect to x, we get
nPn0 (x) = (2n − 1)Pn−1 (x) + (2n − 1)xPn−1
0 0
(x) − (n − 1)Pn−2 (x)
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⇒ n[Pn0 (x) − xPn−1

0 0
(x)] − (n − 1)[xPn−1 0
(x) − Pn−2 (x)] = (2n − 1)Pn−1 (x)
⇒ n[Pn0 (x) − xPn−1
0
(x)] = [(n − 1)2 + (2n − 1)]Pn−1 (x) = n2 Pn−1 (x)
(by Recurrence Formula II)
0
Thus, Pn0 (x) − xPn−1 (x) = nPn−1 (x).
0 0
Form IV: Pn+1 (x) − Pn−1 (x) = (2n + 1)Pn (x).
Proof: We have nPn (x) = (2n − 1)xPn−1 (x) − (n − 1)Pn−2 (x) (Recurrence Formula I)
Replacing n by n + 1, we get
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x)
Differentiating with respect to x, we get
0
(n + 1)Pn+1 (x) = (2n + 1)Pn (x) + (2n + 1)xPn0 (x) − nPn−1
0
(x)
0 0
= (2n + 1)Pn (x) + (2n + 1)[nPn (x) + Pn−1 (x)] − nPn−1 (x)
(by Recurrence Formula II)
0
= (2n + 1)(n + 1)Pn (x) + (n + 1)Pn−1 (x).
0 0
Thus, Pn+1 (x) − Pn−1 (x) = (2n + 1)Pn (x).

Form V: (x2 − 1)Pn0 (x) = n[xPn (x) − Pn−1 (x)].

Proof: We have Pn0 (x) − xPn−1
0
(x) = nPn−1 (x) (Recurrence Formula III)
0
xPn0 (x) − Pn−1 (x) = nPn (x) (Recurrence Formula II)
Multiplying Formula II by x and then subtracting Formula III, we get
(x2 − 1)Pn0 (x) = n[xPn (x) − Pn−1 (x)]
Form VI: (x2 − 1)Pn0 (x) = (n + 1)[Pn+1 (x) − xPn (x)].
Proof: We have nPn (x) = (2n − 1)xPn−1 (x) − (n − 1)Pn−2 (x) (Recurrence Formula I)
Replacing n by n + 1, we get
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x)
⇒ (n + 1)[Pn+1 (x) − xPn (x)] = n[xPn (x) − Pn−1 (x)] = (x2 − 1)Pn0 (x),
(by Recurrence Formula V)
Thus, (x2 − 1)Pn0 (x) = (n + 1)[Pn+1 (x) − xPn (x)].
Orhtogonal properties of Legendre polynomials
R1
(A) Prove that −1 Pm (x)Pn (x)dx = 0 if m 6= n.
R1 2
(B) Prove that −1 Pm (x)Pn (x)dx = 2n+1 if m = n.
Proof: Since Pm (x) and Pn (x) satisfy Legendre’s differential equation, we have
(1 − x2 )Pm00 (x) − 2xPm0 (x) + m(m + 1)Pm (x) = 0 (1)
(1 − x2 )Pn00 (x) − 2xPn0 (x) + n(n + 1)Pn (x) = 0 (2)
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(1)×Pn (x)− (2)×Pm (x) ⇒

(1 − x2 )[Pn (x)Pm00 (x) − Pm (x)Pn00 (x)] − 2x[Pn (x)Pm0 (x) − Pm (x)Pn0 (x)]
+[m(m + 1) − n(n + 1)]Pm (x)Pn (x) = 0
d
⇒ (1 − x2 ) dx [Pn (x)Pm0 (x) − Pm (x)Pn0 (x)] − 2x[Pn (x)Pm0 (x) − Pm (x)Pn0 (x)]
+[m2 + m − n2 − n]Pm (x)Pn (x) = 0
⇒ d
dx
(1 − x2 )[Pn (x)Pm0 (x) − Pm (x)Pn0 (x)] = (n − m)(n + m + 1)Pm (x)Pn (x)
Integrating both sides with respect to x from −1 to 1, we get
R1
(n − m)(n + m + 1) −1 Pm (x)Pn (x)dx = [(1 − x2 ){Pn (x)Pm0 (x) − Pm (x)Pn0 (x)}]1−1
R1
Thus, −1 Pm (x)Pn (x)dx = 0 if m 6= n.
Second Part
We have the generating function of Legendre polynomials
1
∞
(1 − 2xh + h2 )− 2 = hn Pn (x)
P
(3)
n=0

and
1
∞
(1 − 2xh + h2 )− 2 = hm Pm (x)
P
(4)
m=0

Multiply (3) and (4) to get

∞ P
∞
(1 − 2xh + h2 )−1 = hm+n Pm (x)Pn (x)
P
m=0 n=0

Integrating both sides with respect to x from −1 to 1, we get

R1 ∞ P ∞ R1
2 −1 m+n
P
−1
(1 − 2xh + h ) dx = h { P (x)Pn (x)dx}
−1 m
m=0 n=0

Putting m = n, we get
∞ R
1 R1 dx
{ −1 [Pn2 (x)]dx}h2n = −1
P
1−2xh+h2
n=0
2
= [ log(1−2xh+h
−2h
) 1 1
]−1 = − 2h [log(1 − h)2 − log(1 + h)2 ]
1
= − 2h [2log(1 − h) − 2log(1 + h)] = h1 [log(1 + h) − log(1 − h)]
h2 h3 h2 h3
= h1 [(h − 2
+ 3
− · · ·) − (−h − 2
− 3
− · · ·)]
∞
h3 h5 h2n+1
= h2 (h + 2
P
3
+ 5
+ · · ·) = h 2n+1
n=0
Therefore,
∞ R ∞
1 2
{ −1 [Pn2 (x)]dx}h2n = h2n
P P
2n+1
n=0 n=0

Equating the coefficient of h2n from both sides, we get

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R1 2
−1
[Pn2 (x)]dx = 2n+1
.
R1 2
Thus, Pm (x)Pn (x)dx = 2n+1
−1
if m = n.
R1 2n(n+1)
Problem: Show that −1 x2 Pn+1 (x)Pn−1 (x)dx = (2n+3)(4n2 −1)
.

Proof: We have (2n − 1)xPn−1 (x) = nPn (x) + (n − 1)Pn−2 (x) (1)
(Recurrence Formula I)
Replacing n by n + 2, we get
(2n + 3)xPn+1 (x) = (n + 2)Pn+2 (x) + (n + 1)Pn (x) (2)
Multiplying (1) and (2), we get
(2n − 1)(2n + 3)x2 Pn+1 (x)Pn−1 (x)
= n(n+2)Pn (x)Pn+2 (x)+n(n+1)Pn2 (x)+(n−1)(n+2)Pn−2 (x)Pn+2 (x)+(n2 −1)Pn−2 (x)Pn (x)
Integrating both sides with respect to x from −1 to 1 and using Orthogonal Properties
(A) and (B), we get
R1 2
(2n − 1)(2n + 3) −1 x2 Pn+1 (x)Pn−1 (x)dx = 0 + n(n + 1) × 2n+1 +0+0
R1 2n(n+1)
Hence, −1 x2 Pn+1 (x)Pn−1 (x)dx = (2n+3)(4n 2 −1) .

Exercises: Prove the following results:

R1
1. −1 xPn (x)Pn−1 (x)dx = 4n2n2 −1 .

R1 1 3 1
2. −1 x2 Pn2 (x)dx = 8(2n−1) + 4(2n+1) + 8(2n+3) .
R1
3. −1
xPn (x)Pn0 (x)dx = 2n
2n+1
.

Rodrigue’s Formula
1 dn
Pn (x) = 2n n! dxn
(x2 − 1)n .
Proof: By definition of Legendre polynomial, we have
n
[2]
(2n−2r)!
(−1)r 2n r!(n−r)!(n−2r)! xn−2r
P
Pn (x) = (1)
r=0
Now, (x2 − 1)n can be expressed by binomial expansion as
n n
(x2 − 1)n = n
Cr (x2 )n−r (−1)r = n
Cr (−1)r x2n−2r
P P
r=0 r=0

n
1 dn 1 d n
(x2 − 1)n = n
Cr (−1)r dx 2n−2r
P
Therefore, 2n n! dxn 2n n! nx (2)
r=0

dn dn m!
But dxn
(xm ) = 0 if m < n and dxn
(xm ) = (m−n)!
xm−n if m ≥ n (3)
dn n
So that dxn
(x2n−2r ) = 0 if 2n − 2r < n, i.e., if r > 2
(4)
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n n−1
n
P 2
P 2
P
Using (4) in (2), we see that we must replace by if n is even and by if n is odd,
r=0 r=0 r=0
n
n [2]
P P
i.e., we must replace by .
r=0 r=0
Hence, (2) becomes,
n
[2]
1 dn 1 d n
(x2 n n
Cr (−1)r dx 2n−2r
P
2n n! dxn
− 1) = 2n n! n (x )
r=0
n
[2]
1 n (2n−2r)!
Cr (−1)r (2n−2r−n)! x2n−2r−n , by (3)
P
= 2n n!
r=0

[n
2
]
1 n!
(−1)r (2n−2r)! xn−2r
P
= 2n n! r!(n−r)! (n−2r)!
r=0

= Pn (x), by (1).
1 dn
Hence, Pn (x) = 2n n! dxn
(x2 − 1)n .
Problem
Use Rodrigue’s formula to find P0 (x), P1 (x), P2 (x) and P3 (x).
1 dn
Solution: We have the Rodrigue’s formula Pn (x) = 2n n! dxn
(x2 − 1)n (?)
1
Putting n = 0 in (?), we get P0 (x) = 20 0!
(x2 − 1)0 = 1
1 d
Putting n = 1 in (?), we get P1 (x) = 21 1! dx
(x2 − 1)1 = 21 (2x) = x
1 d2 1 d
Putting n = 2 in (?), we get P2 (x) = 22 2! dx2
(x2 − 1)2 = 8 dx
[2(x2 − 1)(2x)]
1 d
= 2 dx
(x3 − x) = 12 (3x2 − 1)
1 d3 1 d2
Putting n = 3 in (?), we get P3 (x) = 23 3! dx3
(x2 − 1)3 = 48 dx2
[3(x2 − 1)2 (2x)]
1 d d 1 d
= [ (x5
8 dx dx
− 2x3 + x)] = 8 dx
(5x4 − 6x2 + 1)
= 81 (20x3 − 12x) = 12 (5x3 − 3x).
Problem
Express f (x) = 4x3 + 6x2 + 7x + 2 in terms of Legendre polynomials.
Solution: Let f (x) = 4x3 + 6x2 + 7x + 2 = aP3 (x) + bP2 (x) + cP1 (x) + dP0 (x)
= a2 (5x3 − 3x) + 2b (3x2 − 1) + cx + d
5a 3 3b 2 3a
= 2
x + 2
x + (c − 2
)x − 2b + d
Equating the coefficient of the corresponding powers of x, we get
5a 3b 3a
4= 2
, 6= 2
, 7=c− 2
, 2 = − 2b + d
⇒ a = 58 , b = 4, c = 47
5
, d = 4.