Chapter-8: Legendre Polynomials

Prof. J.K. Sahoo

Department of Mathematics
BITS Pilani K K Birla Goa Campus, Goa

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 1 / 22

Legendre Polynomials
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (1)
where n is a non-negative integer.

Find a bounded solution near x = 1.

Find the general solution at the regular singular point x = 1.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 2 / 22

Legendre Polynomials
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (1)
where n is a non-negative integer.

Find a bounded solution near x = 1.

Find the general solution at the regular singular point x = 1.
Solution:
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 2 / 22

Legendre Polynomials
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (1)
where n is a non-negative integer.

Find a bounded solution near x = 1.

Find the general solution at the regular singular point x = 1.
Solution:
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
Step-2: The above transformation reduces the equation into
t(1 − t)y ′′ + (1 − 2t)y ′ + n(n + 1)y = 0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 2 / 22

Legendre Polynomials
Example: Consider the Legendre’s equation:
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (1)
where n is a non-negative integer.

Find a bounded solution near x = 1.

Find the general solution at the regular singular point x = 1.
Solution:
Step-1: Take t = 21 (1 − x) (or x = 1 − 2t) since A = 1, B = −1.
Step-2: The above transformation reduces the equation into
t(1 − t)y ′′ + (1 − 2t)y ′ + n(n + 1)y = 0
Step-3: Evaluate a = −n, b = n + 1, c = 1 and the bounded solution
at x = 1 (or t = 0) is given by
 
1−x
y = F − n, n + 1, 1, = Pn (x),
2
called the n-th Legendre polynomial.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 2 / 22
Legendre Polynomials
The second independent solution can be obtained via the formula
y2 (t) = y1 (t)v (t) with v (t) is given by
Z
1 − R P(t)dt
v (t) = e dt, P(t) = (1 − 2t)/t(1 − t)
y12
.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 3 / 22

Legendre Polynomials
The second independent solution can be obtained via the formula
y2 (t) = y1 (t)v (t) with v (t) is given by
Z
1 − R P(t)dt
v (t) = e dt, P(t) = (1 − 2t)/t(1 − t)
y12
.
On simplification, we have
Z Z  
1 1 1 1
v (t) = dt = dt.
y12 t(1 − t) t y12 (1 − t)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 3 / 22

Legendre Polynomials
The second independent solution can be obtained via the formula
y2 (t) = y1 (t)v (t) with v (t) is given by
Z
1 − R P(t)dt
v (t) = e dt, P(t) = (1 − 2t)/t(1 − t)
y12
.
On simplification, we have
Z Z  
1 1 1 1
v (t) = dt = dt.
y12 t(1 − t) t y12 (1 − t)

Since y1 is a polynomial with constant term 1, the bracket expression

on right is an analytic function and can be written as
1 + a1 t + a2 t 2 + · · · . This yields v (t) = log t + a1 t + · · · .
Hence, the second solution is of the form
1−x 1−x
y2 = y1 (log t + a1 t + · · · ) = Pn (x)(log + a1 + · · · ).
2 2

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 3 / 22

Legendre Polynomials
Next we will discuss more properties on the Legendre polynomials
 
1−x
From Pn (x) = F − n, n + 1, 1, 2 , we have

n(n + 1) n(n − 1)(n + 1)(n + 2) 2n!

Pn (x) = 1 + (x − 1) + (x − 1)2 + · · · + (x − 1)n
2 (2!)2 22 (n!)2 2n

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 4 / 22

Legendre Polynomials
Next we will discuss more properties on the Legendre polynomials
 
1−x
From Pn (x) = F − n, n + 1, 1, 2 , we have

n(n + 1) n(n − 1)(n + 1)(n + 2) 2n!

Pn (x) = 1 + (x − 1) + (x − 1)2 + · · · + (x − 1)n
2 (2!)2 22 (n!)2 2n

Notice that Pn (1) = 1 for all n ∈ N and P0 (x) = 1 for all x.

P1 (x) = x, P2 (x) = 21 (3x 2 − 1), P3 (x) = 21 (5x 3 − 3x)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 4 / 22

Legendre Polynomials
Next we will discuss more properties on the Legendre polynomials
 
1−x
From Pn (x) = F − n, n + 1, 1, 2 , we have

n(n + 1) n(n − 1)(n + 1)(n + 2) 2n!

Pn (x) = 1 + (x − 1) + (x − 1)2 + · · · + (x − 1)n
2 (2!)2 22 (n!)2 2n

Notice that Pn (1) = 1 for all n ∈ N and P0 (x) = 1 for all x.

P1 (x) = x, P2 (x) = 21 (3x 2 − 1), P3 (x) = 21 (5x 3 − 3x)

Legendre’s polynomials are also given by the Rodrigues formula

1 dn
 
2 n
Pn (x) = (x − 1)
2n n! dx n

where n = 0, 1, 2, . . .

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 4 / 22

Legendre Polynomials
Remark: Any polynomial Pn (x) of degree n satisfying

(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0

with Pn (1) = 1 will be the n-th Legendre polynomial.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 5 / 22

Legendre Polynomials
Remark: Any polynomial Pn (x) of degree n satisfying

(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0

with Pn (1) = 1 will be the n-th Legendre polynomial.

Leibniz rule for the n-th derivative:

n   k
dn X n d d n−k
n
(u(x) · v (x)) = k
u(x) n−k v (x)
dx k dx dx
k=0

In other words,
n(n − 1) (2) (n−2)
(uv )(n) = uv (n) +nu (1) v (n−1) + u v +· · ·+nu (n−1) v (1) +u (n) v
2!

where the notation z (k) means the k-th derivative of z.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 5 / 22

Legendre Polynomials
Proof of Rodrigues formula:
d nw
Let w = (x 2 − 1)n . It is sufficient to show = w (n) is a solution of the
dx n
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0, satisfying w (n) |x=1 = 2n n!.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 6 / 22

Legendre Polynomials
Proof of Rodrigues formula:
d nw
Let w = (x 2 − 1)n . It is sufficient to show = w (n) is a solution of the
dx n
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0, satisfying w (n) |x=1 = 2n n!.
Step-1: Differentiating w , we obtain

(x 2 − 1)w ′ − 2nxw = 0 (2)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 6 / 22

Legendre Polynomials
Proof of Rodrigues formula:
d nw
Let w = (x 2 − 1)n . It is sufficient to show = w (n) is a solution of the
dx n
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0, satisfying w (n) |x=1 = 2n n!.
Step-1: Differentiating w , we obtain

(x 2 − 1)w ′ − 2nxw = 0 (2)

Step-2: Notice that

 (n+1)
2 ′
(x − 1)w = (x 2 − 1)w (n+2) + (n + 1)2xw (n+1) + n(n + 1)w (n)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 6 / 22

Legendre Polynomials
Proof of Rodrigues formula:
d nw
Let w = (x 2 − 1)n . It is sufficient to show = w (n) is a solution of the
dx n
(1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0, satisfying w (n) |x=1 = 2n n!.
Step-1: Differentiating w , we obtain

(x 2 − 1)w ′ − 2nxw = 0 (2)

Step-2: Notice that

 (n+1)
2 ′
(x − 1)w = (x 2 − 1)w (n+2) + (n + 1)2xw (n+1) + n(n + 1)w (n)

and  
(n+1) (n+1) (n)
2n(xw ) = 2n xw + (n + 1)w

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 6 / 22

Legendre Polynomials
Proof of Rodrigues formula (continued...):
Step-3: Differentiating equation (2), (n + 1)-times, we obtain

(x 2 − 1)w (n+2) + 2xw (n+1) − n(n + 1)w (n) = 0

Hence w (n) is a solution of the Legendre equation. Next will claim

the initial condition and it follows from the below:

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 7 / 22

Legendre Polynomials
Proof of Rodrigues formula (continued...):
Step-3: Differentiating equation (2), (n + 1)-times, we obtain

(x 2 − 1)w (n+2) + 2xw (n+1) − n(n + 1)w (n) = 0

Hence w (n) is a solution of the Legendre equation. Next will claim

the initial condition and it follows from the below:
Step-4: Notice that
 (n) n  
(n) n n n
X n (k) (n−k)
w = (x + 1) (x − 1) = n!(x + 1) + u v ,
k
k=1

where u = (x + 1)n and v = (x − 1)n .

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 7 / 22

Legendre Polynomials
Proof of Rodrigues formula (continued...):
Step-3: Differentiating equation (2), (n + 1)-times, we obtain

(x 2 − 1)w (n+2) + 2xw (n+1) − n(n + 1)w (n) = 0

Hence w (n) is a solution of the Legendre equation. Next will claim

the initial condition and it follows from the below:
Step-4: Notice that
 (n) n  
(n) n n n
X n (k) (n−k)
w = (x + 1) (x − 1) = n!(x + 1) + u v ,
k
k=1

where u = (x + 1)n and v = (x − 1)n .

Step-5: Thus w (n) |x=1 = n!2n and completes the proof.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 7 / 22

Legendre Polynomials
Generating function of the Legendre polynomial:
∞
X 1
Pn (x)t n = √
n=0
1 − 2xt + t 2

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 8 / 22

Legendre Polynomials
Generating function of the Legendre polynomial:
∞
X 1
Pn (x)t n = √
n=0
1 − 2xt + t 2

Next we will see interesting applications of the above generating function.

Example: Using the generating function, verify the following:
Pn (1) = 1 and Pn (−1) = (−1)n
 
n 1 · 3 · · · (2n − 1)
P2n+1 (0) = 0 and P2n (0) = (−1)
2n n!
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 8 / 22

Legendre Polynomials
Generating function of the Legendre polynomial:
∞
X 1
Pn (x)t n = √
n=0
1 − 2xt + t 2

Next we will see interesting applications of the above generating function.

Example: Using the generating function, verify the following:
Pn (1) = 1 and Pn (−1) = (−1)n
 
n 1 · 3 · · · (2n − 1)
P2n+1 (0) = 0 and P2n (0) = (−1)
2n n!
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x)
Solution: From the generating function we have
∞ ∞
X 1 1 X
Pn (1)t n = √ = = tn
1 − 2t + t 2 1−t
n=0 n=0

Thus Pn (1) = 1.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 8 / 22
Legendre Polynomials

Solution (continued):
∞ ∞
X 1 1 X
Similarly, from Pn (−1)t n = √ = = (−1)n t n ,
1 + 2t + t 2 1 + t
n=0 n=0
we obtain Pn (−1) = (−1)n .

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 9 / 22

Legendre Polynomials

Solution (continued):
∞ ∞
X 1 1 X
Similarly, from Pn (−1)t n = √ = = (−1)n t n ,
1 + 2t + t 2 1 + t
n=0 n=0
we obtain Pn (−1) = (−1)n .
∞
X 1 1
Further, Pn (0)t n = √ = (1 + t 2 )− 2
n=0
1 + t2
1 3 1 3 5
1 · · ·
= 1 − t2 + 2 2 t4 − 2 2 2 6
t + ···
2 2! 3!

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 9 / 22

Legendre Polynomials

Solution (continued):
∞ ∞
X 1 1 X
Similarly, from Pn (−1)t n = √ = = (−1)n t n ,
1 + 2t + t 2 1 + t
n=0 n=0
we obtain Pn (−1) = (−1)n .
∞
X 1 1
Further, Pn (0)t n = √ = (1 + t 2 )− 2
n=0
1 + t2
1 3 1 3 5
1 · · ·
= 1 − t2 + 2 2 t4 − 2 2 2 6
t + ···
2 2! 3!
Hence
 
n 1 · 3 · · · (2n − 1)
P2n+1 (0) = 0 and P2n (0) = (−1)
2n n!

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 9 / 22

Legendre Polynomials

Solution (continued):
Next we will show the recurrence relation in the following steps:
Step-1: Differentiating the generating with respect t, we get
∞  ∞
X
X
n−1 x −t
nPn (x)t = Pn (x)t n
1 − 2xt + t 2
n=1 n=0

∞
X ∞
X
=⇒ (1 − 2xt + t 2 ) nPn (x)t n−1 = (x − t) Pn (x)t n
n=1 n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 10 / 22

Legendre Polynomials

Solution (continued):
Next we will show the recurrence relation in the following steps:
Step-1: Differentiating the generating with respect t, we get
∞  ∞
X
X
n−1 x −t
nPn (x)t = Pn (x)t n
1 − 2xt + t 2
n=1 n=0

∞
X ∞
X
=⇒ (1 − 2xt + t 2 ) nPn (x)t n−1 = (x − t) Pn (x)t n
n=1 n=0
Step-1: On simplification (making all powers of t as n), we have
∞
X ∞
X ∞
X ∞
X ∞
X
(n + 1)Pn+1 (x)t n − 2xnPn (x)t n + (n − 1)Pn−1 (x)t n = xPn (x)t n − Pn−1 (x)t n
n=0 n=1 n=2 n=0 n=1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 10 / 22

Legendre Polynomials
Solution (continued):

For n = 0: P1 (x) = xP0 (x)

For n = 1: 2P2 (x) = 3xP1 (x) − P0 (x)
For n ≥ 2: (n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x). Hence

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

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 11 / 22

Legendre Polynomials
Solution (continued):

For n = 0: P1 (x) = xP0 (x)

For n = 1: 2P2 (x) = 3xP1 (x) − P0 (x)
For n ≥ 2: (n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x). Hence

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

Note: (1 − x 2 )Pn′′ (x) − 2xPn′ (x) + n(n + 1)Pn (x) = 0, n ∈ N ∪ {0}

Exercise: Using Legendre equation, verify the following results:
n(n + 1)
(A) Pn′ (1) =
2
′ n(n + 1)
(B) Pn (−1) = (−1)n+1
2
′′
(C) Pn (0) = −n(n + 1)Pn (0)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 11 / 22

Legendre Polynomials
Exercise: Show the following results:
′
Pn+1 (x) = xPn′ (x) + (n + 1)Pn (x)
nPn (x) = xPn′ (x) − Pn−1
′
(x)
′ ′
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 12 / 22

Legendre Polynomials
Exercise: Show the following results:
′
Pn+1 (x) = xPn′ (x) + (n + 1)Pn (x)
nPn (x) = xPn′ (x) − Pn−1′
(x)
′ ′
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x)
Solution (A): Notice that

d n+1
  
′ d 1 2 n+1
Pn+1 (x) = (x − 1)
dx 2n+1 (n + 1)! dx n+1
d n+1
 
1 2 n
= (n + 1)(x − 1) 2x
2n+1 (n + 1)! dx n+1
1 d n+1
 
2 n
= x(x − 1)
2n n! dx n+1
1 d n+1 n + 1 dn
   
2 n 2 n
= x n (x − 1) + (x − 1)
2 n! dx n+1 2n n! dx n
= xPn′ (x) + (n + 1)Pn (x).

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 12 / 22

Legendre Polynomials

Solution (B): From the recurrence relation

(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x), we have

′
(n + 1)Pn+1 (x) = (2n + 1)Pn (x) + (2n + 1)xPn′ (x) − nPn−1
′
(x)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 13 / 22

Legendre Polynomials

Solution (B): From the recurrence relation

(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x), we have

′
(n + 1)Pn+1 (x) = (2n + 1)Pn (x) + (2n + 1)xPn′ (x) − nPn−1
′
(x)
′
Using (A) for Pn+1 (x), we obtain

(n+1)[xPn′ (x)+(n+1)Pn (x)] = (2n+1)Pn (x)+(2n+1)xPn′ (x)−nPn−1

′
(x)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 13 / 22

Legendre Polynomials

Solution (B): From the recurrence relation

(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x), we have

′
(n + 1)Pn+1 (x) = (2n + 1)Pn (x) + (2n + 1)xPn′ (x) − nPn−1
′
(x)
′
Using (A) for Pn+1 (x), we obtain

(n+1)[xPn′ (x)+(n+1)Pn (x)] = (2n+1)Pn (x)+(2n+1)xPn′ (x)−nPn−1

′
(x)

On simplyfying, we get

[(n + 1)2 − 2n − 1]Pn (x) = nxPn′ (x) − nPn−1

′
(x)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 13 / 22

Legendre Polynomials

Solution (B): From the recurrence relation

(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x), we have

′
(n + 1)Pn+1 (x) = (2n + 1)Pn (x) + (2n + 1)xPn′ (x) − nPn−1
′
(x)
′
Using (A) for Pn+1 (x), we obtain

(n+1)[xPn′ (x)+(n+1)Pn (x)] = (2n+1)Pn (x)+(2n+1)xPn′ (x)−nPn−1

′
(x)

On simplyfying, we get

[(n + 1)2 − 2n − 1]Pn (x) = nxPn′ (x) − nPn−1

′
(x)

=⇒ nPn (x) = xPn′ (x) − Pn−1

′
(x)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 13 / 22

Legendre Polynomials

Exercise: For n ∈ N, show the following results:

Z 1  
1
Pn (x)dx = Pn+1 (1) − Pn−1 (1) − Pn+1 (0) + Pn−1 (0)
0 2n + 1
 
1
= Pn−1 (0) − Pn+1 (0)
2n + 1
Z 1
Pn (x)dx = 0
−1
n
X
′
(2k + 1)Pk (x) = Pn+1 (x) + Pn′ (x)
k=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 14 / 22

Orthogonality of Legendre Polynomials
Theorem: Let Pn (x) be the n-th Legendre polynomial. Then
Z 1 
0 if m ̸= n
Pn (x)Pm (x) = 2
−1 2n+1 if m = n

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 15 / 22

Orthogonality of Legendre Polynomials
Theorem: Let Pn (x) be the n-th Legendre polynomial. Then
Z 1 
0 if m ̸= n
Pn (x)Pm (x) = 2
−1 2n+1 if m = n

Proof: Case-I: Consider m ̸= n

Step-1: Since Pn (x) and Pm (x) are solution of the Legendre
equation, so we have

(1 − x 2 )Pn′′ (x) − 2xPn′ (x) + n(n + 1)Pn (x) = 0 (3)

′′ ′
(1 − x 2 )Pm (x) − 2xPm (x) + m(m + 1)Pm (x) = 0 (4)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 15 / 22

Orthogonality of Legendre Polynomials
Theorem: Let Pn (x) be the n-th Legendre polynomial. Then
Z 1 
0 if m ̸= n
Pn (x)Pm (x) = 2
−1 2n+1 if m = n

Proof: Case-I: Consider m ̸= n

Step-1: Since Pn (x) and Pm (x) are solution of the Legendre
equation, so we have

(1 − x 2 )Pn′′ (x) − 2xPn′ (x) + n(n + 1)Pn (x) = 0 (3)

′′ ′
(1 − x 2 )Pm (x) − 2xPm (x) + m(m + 1)Pm (x) = 0 (4)

Step-2: (3) × Pm (x) − (4) × Pn (x) yields

   
d d
(1 − x 2 )Pn′ Pm − ′
(1 − x 2 )Pm Pn + [n(n + 1) − m(m + 1)]Pn Pm = 0
dx dx

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 15 / 22

Orthogonality of Legendre Polynomials
Proof (Continued...):
Step-3: Notice that
Z 1   1 Z 1
d ′ ′
2 2
(1 − x )Pn Pm = Pm (1 − x )Pn − Pm (1 − x 2 )Pn′
−1 dx −1 −1
Z 1
′
=0− Pm (1 − x 2 )Pn′
−1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 16 / 22

Orthogonality of Legendre Polynomials
Proof (Continued...):
Step-3: Notice that
Z 1   1 Z 1
d ′ ′
2 2
(1 − x )Pn Pm = Pm (1 − x )Pn − Pm (1 − x 2 )Pn′
−1 dx −1 −1
Z 1
′
=0− Pm (1 − x 2 )Pn′
−1

Step-4: Similarly,
Z 1   Z 1
d ′ ′
2
(1 − x )Pm Pn = − Pm (1 − x 2 )Pn′
−1 dx −1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 16 / 22

Orthogonality of Legendre Polynomials
Proof (Continued...):
Step-3: Notice that
Z 1   1 Z 1
d ′ ′
2 2
(1 − x )Pn Pm = Pm (1 − x )Pn − Pm (1 − x 2 )Pn′
−1 dx −1 −1
Z 1
′
=0− Pm (1 − x 2 )Pn′
−1

Step-4: Similarly,
Z 1   Z 1
d ′ ′
2
(1 − x )Pm Pn = − Pm (1 − x 2 )Pn′
−1 dx −1

Step-5: On integrating from −1 to 1, we obtain

Z 1
Pn (x)Pm (x) = 0 for m ̸= n.
−1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 16 / 22

Orthogonality of Legendre Polynomials
Proof (Continued...): Case-II: Consider m = n
X∞ ∞
 X 
1 n n
Step-1: Notice that = Pn (x)t Pn (x)t
1 − 2xt + t 2
n=0 n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 17 / 22

Orthogonality of Legendre Polynomials
Proof (Continued...): Case-II: Consider m = n
X∞ ∞
 X 
1 n n
Step-1: Notice that = Pn (x)t Pn (x)t
1 − 2xt + t 2
n=0 n=0
Step-2: On integrating with respect to x from −1 to 1, we get
Z 1 ∞ Z 1 
1 X
2
dx = Pn (x)Pn (x)dx t 2n
−1 1 − 2xt + t −1
n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 17 / 22

Orthogonality of Legendre Polynomials
Proof (Continued...): Case-II: Consider m = n
X∞ ∞
 X 
1 n n
Step-1: Notice that = Pn (x)t Pn (x)t
1 − 2xt + t 2
n=0 n=0
Step-2: On integrating with respect to x from −1 to 1, we get
Z 1 ∞ Z 1 
1 X
2
dx = Pn (x)Pn (x)dx t 2n
−1 1 − 2xt + t −1
n=0

Step-3: Notice that

Z 1    
1 1 2 2 1
dx = ln(1 + t) − ln(1 − t) = ln(1 + t) − ln(1 − t)
−1 1 − 2xt + t 2 2t t
∞
t2 t4
  X
2
=2 1+ + + ··· = t 2n
3 5 n=0
2n + 1

Hence complete the proof by comparing both sides coefficients of t 2n .

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 17 / 22
Orthogonality of Legendre Polynomials

Exercise: Prove the following

Z 1
Pn (x)Pn′ (x) = 0
−1
(
Z 1 0 if m ̸= n
(1 − x 2
)Pn′ (x)Pm
′
(x) = 2n(n+1)
−1 2n+1 if m = n
Z 1
2n
xPn (x)Pn−1 (x) =
−1 4n2 −1
Z 1
2n(n + 1)
x 2 Pn+1 (x)Pn−1 (x) =
−1 (2n + 3)(4n2 − 1)
Z 1
′
Pn (x)Pn+1 (x) = 2
−1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 18 / 22

Properties of Legendre Polynomials
Notice that

1 = P0 (x)
x = P1 (x)
1 2
x2 = P0 (x) + P2 (x)
3 3
3 2
x3 = P1 (x) + P3 (x)
5 5
.. .
. = ..
x n = c0 P0 (x) + c1 P1 (x) + · · · + cn Pn (x)

In general, any polynomial of degree k can be written as

k Z 1
X 2n + 1
p(x) = an Pn (x), where an = p(x)Pn (x)
2 −1
n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 19 / 22

Properties of Legendre Polynomials
Question: What happens, if we replace p(x) by any arbitrary function
f (x)?
The answer is affirmative!

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 20 / 22

Properties of Legendre Polynomials
Question: What happens, if we replace p(x) by any arbitrary function
f (x)?
The answer is affirmative!
Theorem: If both f (x) and f ′ (x) have at most finite number of jump
discontinuities on the interval −1 ≤ x ≤ 1 then
∞ Z 1
X 2n + 1
f (x) = an Pn (x), where an = f (x)Pn (x).
2 −1
n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 20 / 22

Properties of Legendre Polynomials
Question: What happens, if we replace p(x) by any arbitrary function
f (x)?
The answer is affirmative!
Theorem: If both f (x) and f ′ (x) have at most finite number of jump
discontinuities on the interval −1 ≤ x ≤ 1 then
∞ Z 1
X 2n + 1
f (x) = an Pn (x), where an = f (x)Pn (x).
2 −1
n=0

Furthermore, the Legendre series converges as per the following:

  
1 − +
∞  2 f (x ) + f (x ) if −1 < x < 1


X
an Pn (x) =
 f ((−1)+ ) if x = −1
n=0
f (1− ) if x = 1



Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 20 / 22

Frame Title
Exercise: If p(x) is a polynomial of degree n ≥ 1 such that
Z 1
x k p(x) = 0, for k = 0, 1, . . . , (n − 1),
−1

then show that p(x) = cPn (x) for some constant c.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 21 / 22

Frame Title
Exercise: If p(x) is a polynomial of degree n ≥ 1 such that
Z 1
x k p(x) = 0, for k = 0, 1, . . . , (n − 1),
−1

then show that p(x) = cPn (x) for some constant c.

Solution:
Step-1: Since p(x) is a polynomial of degree n, so we can write
n
2k + 1 1
X Z
p(x) = ak Pk (x) where ak = p(x)Pk (x)dx.
2 −1
k=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 21 / 22

Frame Title
Exercise: If p(x) is a polynomial of degree n ≥ 1 such that
Z 1
x k p(x) = 0, for k = 0, 1, . . . , (n − 1),
−1

then show that p(x) = cPn (x) for some constant c.

Solution:
Step-1: Since p(x) is a polynomial of degree n, so we can write
n
2k + 1 1
X Z
p(x) = ak Pk (x) where ak = p(x)Pk (x)dx.
2 −1
k=0
Step-2: Notice that
Z 1 k Z 1
2k + 1 2k + 1 X
ak = p(x)Pk (x)dx = cj p(x)x j dx
2 −1 2 −1
j=0

= 0 for k = 0, 1, . . . , (n − 1)
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 21 / 22
Properties of Legendre Polynomials

Exercise: Express f (x) = 35x 4 − 27x 2 − x + 4 as linear combination of

Legendre polynomials.
Answer: f (x) = 2P0 (x) − P1 (x) + 2P2 (x) + 8P4 (x)
Exercise: Find the first three terms of the Legendre Series of the following:

f (x) = e x
f (x) = sin x

0 if −1 < x < 0
f (x) =
1 if 0 ≤ x ≤ 1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-8) Legendre Polynomials 22 / 22