orthogonality of Legendre polynomials 15/11/24, 12:53 PM

orthogonality of Legendre polynomials

We start from the first order differential equation

du
(1−x2 ) + 2nxu = 0, (1)
dx

where one can separate the variables (http://planetmath.org/SeparationOfVariables) and then get the general
solution
n
u = C(1−x2 ) . (2)

Differentiating n +1 times the equation (1) it takes the form

d n+2 u d n+1 u dnu

(1−x2 ) n+2
− 2x n+1
+ n (n + 1) = 0
dx dx dxn

or

d2y dy
(1−x2 ) − 2x + n (n + 1) y = 0 (3)
dx2 dx

where

dnu dn n
y = n
= C n
(1−x2 ) .
dx dx

Especially, the particular solution

1 dn
y = Pn (x) := (1−x2 )n , (4)
2n n! dxn

which which is the Legendre polynomial of degree n, has been seen to satisfy the Legendre’s differential equation
(3).

The equality (4) is Rodrigues formula (http://planetmath.org/RodriguesFormula). We use it to find the

leading coefficient of Pn (x) and to show the orthogonality (http://planetmath.org/OrthogonalPolynomials) of
the Legendre polynomials P0 (x), P1 (x), P2 (x), …

0.1 The coefficient of xn

By the binomial theorem,

1 dn n
∑ ( ) x2(n−j) (−1)j
n
Pn (x) =
2 n! dx j=0 j
n n

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orthogonality of Legendre polynomials 15/11/24, 12:53 PM

n
1
( ) (2n −2j) (2n −2j −1) ⋯ (2n −2j − n +1) xn−2j (−1)j .
n
= n ∑
2 n! j=0 j

From the term with j = 0 we get as the coefficient of xn the following:

1 n 1 (2n)! (2n)!
( ) (2n) (2n −1) (2n −2) ⋯ (2n − n +1) (−1)0 = n ⋅ = (5)
2 n! 0
n
2 n! (2n −n)! 2n (n! )2

0.2 Orthogonality

Let fm (x) := a0 +a1 x +… +am xm be any polynomial of degree m < n. Integrating by parts
(http://planetmath.org/IntegrationByParts) m times we obtain
1 1 1
dn 2
∫ fm (x) Pn (x) dx = ∫ f m (x) (x −1)n dx
−1 2 n! −1
n dx n
1
1 d n−1 1 1 d n−1 2
= n
2 n!
/fm (x) dx n−1
(x2 −1)n − n
2 n!
∫ fm′ (x)
dxn−1
(x −1)n dx
−1 −1

⋯ ⋯
1 d n−m
am m!
= (−1)m ∫ ( 2 −1)n dx
n−m x
2n n! −1 dx
1
d n−m−1
a m!
= (−1) mn
2 n!
m
/fm (x) dx n−m−1
(x2 −1)n = 0,
−1

since x = ±1 are zeros of the derivatives d n−k ( 2 −1)n .

dxn−k
x

If, on the other hand, m = n, the calculation gives firstly

1 an 1 an
∫ fn (x) Pn (x) dx = 2(−1)n n
∫ (x2 −1)n dx = 2(−1)n ⋅ In , (6)
−1 2 0 2n

where the integral In is gotten from

1
1 1
In = /x(x2 −1)n − 2n ∫ x2 (x2 −1)
n−1
dx = −2n ∫ [(x2 −1) + (x2 −1)
n n−1
] dx = −2nIn − 2nIn−1 ,
0 0 0

Thus we infer the recurrence relation

2n
In = − I .
2n +1 n−1

Using this and I0 = 1 one easily arrives at

2 ⋅ 4 ⋅ 6⋯ (2n) [2 ⋅ 4 ⋅ 6⋯ (2n)]2 22n (n! )2

In = (−1)n = (−1)n = (−1)n . (7)
3 ⋅ 5 ⋅ 7⋯ (2n +1) (2n +1)! (2n+ 1)!
( ) ( )
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orthogonality of Legendre polynomials 15/11/24, 12:53 PM

If fn (x) also is a Legendre polynomial Pn (x), we can in (6) by (5) put

(2n)!
an =
2n (n! )2

and taking into account (7), too, (6) reads

1 (−1)n (2n)! 22n (n! )2 2

∫ 2
[Pn (x)] dx = ⋅ ⋅ (−1) n
= .
−1 2 n−1
2 (n! )
n 2 (2n +1)! 2n +1

Our results imply the orthonormality (http://planetmath.org/Orthonormal) condition

1 2
∫ Pm (x) Pn (x) dx = δ , (8)
−1
2n +1 mn

where δmn is the Kronecker delta.

References
1 K. KURKI-SUONIO: Matemaattiset apuneuvot. Limes r.y., Helsinki (1966).

Title orthogonality of Legendre polynomials

Canonical name OrthogonalityOfLegendrePolynomials
Date of creation 2013-03-22 18:55:30
Last modified on 2013-03-22 18:55:30
Owner pahio (2872)
Last modified by pahio (2872)
Numerical id 14
Author pahio (2872)
Entry type Derivation
Classification msc 33C45
Related topic OrthogonalPolynomials
Related topic OrthogonalityOfChebyshevPolynomials
Related topic SubstitutionNotation
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