CE 207: Applied Mathematics for Engineers

Lecture# 7
Legendre’s Equation and Legendre Polynomial

Adeeba Naz
Lecturer, Dept. of CE
Contact: [email protected]
 Legendre’s Equation (1)

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

➢ Named after a French Mathematician

➢ To check if we can apply regular power series method to solve the

equation
1. we need to transform equation (1) into the standard format as in equation (2)
𝑦 ′′ − 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 𝑟(𝑥) (2)
2. Also, need to check if 𝑝(𝑥), 𝑞(𝑥), and r(x) are defined at 𝑥 = 0

CE 207_Legendre Equation
 Legendre’s Equation (2)

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

➢ Let’s check if we can apply regular power series method to equation (1)

➢ By dividing both sides of equation (1) by (1 − 𝑥 2) we get

′′ 2𝑥 ′ 𝑛 𝑛+1
•𝑦 − 𝑦 + 𝑦=0 (2)
1−𝑥 2 1−𝑥 2
• 𝑝 𝑥 , 𝑞 𝑥 𝑎𝑛𝑑 𝑟 𝑥 are defined at 𝑥 = 0
• 𝑝 𝑥 𝑎𝑛𝑑 𝑞 𝑥 are only not defined at 𝑥 = 1 and 𝑥 = −1

CE 207_Legendre Equation
 Legendre’s Equation (3)

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

➢ Let’s apply power series method to solve equation (1)

➢ Proposed solution: 𝑦 = σ∞
𝑚=0 𝑎𝑚 𝑥 𝑚

➢ Evaluate 𝑦 ′ and 𝑦 ′′ :

• 𝑦 ′ = σ∞
𝑚=0 𝑚𝑎𝑚 𝑥
𝑚−1
; 𝑦 ′′ = σ∞
𝑚=0 𝑚(𝑚 − 1)𝑎𝑚 𝑥
𝑚−2

CE 207_Legendre Equation
 Legendre’s Equation (4)

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

➢ Replace 𝑦, 𝑦 ′ and 𝑦 ′′ in equation (1)

➢ 1 − 𝑥 2 σ∞
𝑚=0 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚−2
− 2𝑥 σ∞
𝑚=0 𝑚𝑎𝑚 𝑥 𝑚−1
+ 𝑛(𝑛 + 1) σ∞ 𝑚
𝑚=0 𝑎𝑚 𝑥 = 0

➢ σ∞
𝑚=0 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚−2
− σ∞
𝑚=0 𝑚 𝑚 − 1 𝑎𝑚 𝑥 𝑚
− 2 σ∞ 𝑚
𝑚=0 𝑚𝑎𝑚 𝑥 + 𝑛(𝑛 + 1)
σ∞ 𝑚
𝑚=0 𝑎𝑚 𝑥 = 0

CE 207_Legendre Equation
 Legendre’s Equation (5)

➢ σ∞
𝑚=0 𝑚 𝑚 − 1 𝑎𝑚 𝑥
𝑚−2
− σ∞ 𝑚 ∞ 𝑚
𝑚=0 𝑚 𝑚 − 1 𝑎𝑚 𝑥 − 2 σ𝑚=0 𝑚𝑎𝑚 𝑥 + 𝑛(𝑛 + 1)
σ∞ 𝑎
𝑚=0 𝑚 𝑥 𝑚
=0 (2)

➢ Let’s replace 𝑚 − 2 = 𝑠; Therefore, 𝑚 = 𝑠 + 2 and 𝑚 − 1 = 𝑠 + 1 in the first

series

➢ σ∞
𝑚=0 𝑚 𝑚 − 1 𝑎 𝑚 𝑥 𝑚−2
= σ∞
𝑠=−2 (𝑠 + 2) 𝑠 + 1 𝑎 𝑠+2 𝑥 𝑠
= σ∞
𝑠=0 (𝑠 + 2) 𝑠 + 1 𝑎𝑠+2 𝑥 𝑠

➢ In the rest of the three series just use 𝒔 in place of 𝒎; so, equation (2) will
become

➢ σ∞𝑠=0 (𝑠 + 2) 𝑠 + 1 𝑎 𝑠+2 𝑥 𝑠
− σ∞
𝑠=0 𝑠 𝑠 − 1 𝑎𝑠 𝑥 𝑠
− σ∞
𝑠=0 2𝑠𝑎𝑠 𝑥 𝑠
+ 𝑛(𝑛 + 1)
σ∞
𝑠=0 𝑎 𝑠 𝑥 𝑠
=0 (3)

CE 207_Legendre Equation
 Legendre’s Equation (6)

➢ σ∞𝑠=0 (𝑠 + 2) 𝑠 + 1 𝑎𝑠+2 𝑥 𝑠
− σ∞
𝑠=0 𝑠 𝑠 − 1 𝑎 𝑠 𝑥 𝑠
− σ∞
𝑠=0 2𝑠𝑎𝑠 𝑥 𝑠
+ 𝑛(𝑛 + 1)
σ∞ 𝑠
𝑠=0 𝑎𝑠 𝑥 = 0 (3)

➢ σ∞ 𝑠
𝑠=0[(𝑠 + 2) 𝑠 + 1 𝑎𝑠+2 −𝑠 𝑠 − 1 𝑎𝑠 − 2𝑠𝑎𝑠 + 𝑛 𝑛 + 1 𝑎𝑠 ]𝑥 = 0

➢ Using the theorem of vanishing term, we can equate the coefficient of 𝑥 𝑠 to zero

➢ (𝑠 + 2) 𝑠 + 1 𝑎𝑠+2 −𝑠 𝑠 − 1 𝑎𝑠 − 2𝑠𝑎𝑠 + 𝑛 𝑛 + 1 𝑎𝑠 = 0

𝑠 𝑠−1 +2𝑠 −𝑛(𝑛+1)

➢ 𝑎𝑠+2 = 𝑎𝑠 [Recursive formulae]
(𝑠+2)(𝑠+1)

CE 207_Legendre Equation
 Legendre’s Equation (7)
𝑠 2 −𝑠+2𝑠 −𝑛2 −𝑛 • Even series
➢ 𝑎𝑠+2 = 𝑎𝑠
(𝑠+2)(𝑠+1) −(𝑛+1)(𝑛)
• [𝑠 = 0] 𝑎2 = 𝑎0
2!
𝑠 2 −𝑛2 +𝑠 −𝑛
➢ 𝑎𝑠+2 = 𝑎𝑠 • [𝑠 = 2] 𝑎4 =
𝑛−2 𝑛(𝑛+1)(𝑛+3)
𝑎0
(𝑠+2)(𝑠+1) 4!

−(𝑛−4) 𝑛−2 𝑛(𝑛+1)(𝑛+3)(𝑛+5)

(𝑠−𝑛)(𝑠+𝑛)+(𝑠 −𝑛) • [𝑠 = 4] 𝑎6 = 𝑎0
➢ 𝑎𝑠+2 = 𝑎𝑠 6!
(𝑠+2)(𝑠+1)

• Odd series
(𝑠−𝑛)(𝑠+𝑛+1) −(𝑛−1)(𝑛+2)
➢ 𝑎𝑠+2 = 𝑎𝑠 • [𝑠 = 1] 𝑎3 = 𝑎1
(𝑠+2)(𝑠+1) 3!

𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)
➢ We cannot express 𝑎0 , 𝑎1 , but the • [𝑠 = 3] 𝑎5 = 𝑎1
5!
rest of the coefficients can be
expressed in terms of 𝑎0 , 𝑎1 • [𝑠 = 5] 𝑎7 =
−(𝑛−5) 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)(𝑛+6)
𝑎1
7!
CE 207_Legendre Equation
 Legendre’s Equation (9)

➢ So,the solution of a Legendre ODE can be written as the summation of

two serieses, namely, yoddand yeven

➢𝑦 𝑥 = 𝑎0𝑦𝑒𝑣𝑒𝑛 + 𝑎1𝑦𝑜𝑑𝑑

➢ Where,
𝑛 𝑛+1 𝑛−2 𝑛 𝑛+1 𝑛+3 𝑛−4 𝑛−2 𝑛 𝑛+1 𝑛+3 𝑛+5
➢ 𝑦𝑒𝑣𝑒𝑛 =1− 2!
𝑥2 + 4!
𝑥4 − 6!
𝑥6 +
⋯
(𝑛−1)(𝑛+2) 3 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4) 5
➢ 𝑦𝑜𝑑𝑑 =𝑥− 𝑥 + 𝑥 −
3! 5!
(𝑛−5) 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)(𝑛+6) 7
7!
𝑥 +⋯

CE 207_Legendre Equation
 Legendre’s Equation Problem set 5.2, 1-5, 1 (1)

➢ Solve the Legendre’s ODE for 𝑛 = 0

➢ The general solution to a Legendre’s ODE is

➢ 𝑦 𝑥 = 𝑎0 𝑦𝑒𝑣𝑒𝑛 + 𝑎1 𝑦𝑜𝑑𝑑

➢ Where,
𝑛 𝑛+1 𝑛−2 𝑛 𝑛+1 𝑛+3 𝑛−4 𝑛−2 𝑛 𝑛+1 𝑛+3 𝑛+5
➢ 𝑦𝑒𝑣𝑒𝑛 =1− 𝑥2 + 𝑥4 − 𝑥6 + ⋯
2! 4! 6!
(𝑛−1)(𝑛+2) 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)
➢ 𝑦𝑜𝑑𝑑 = 𝑥 − 𝑥3 + 𝑥5 −
3! 5!
(𝑛−5) 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)(𝑛+6)
𝑥7 + ⋯
7!

CE 207_Legendre Equation
 Legendre’s Equation (8)

➢ What happens when 𝑛 = 1?

• 𝑎3 = 0 and all the subsequent odd coefficients become zero, since they all
depend on 𝑎3

• So, the odd series terminates at 𝑎1 but the even series continues!

➢ What happens when 𝑛 = 3?

• 𝑎5 = 0 and all the subsequent odd coefficients become zero, since they all
depend on 𝑎5

• So, the odd series terminates at 𝑎3 but the even series continues!

CE 207_Legendre Equation
 Legendre’s Equation (9)

➢ What happens when 𝑛 = 2?

• 𝑎4 = 0 and all the subsequent even coefficients become zero, since they all
depend on 𝑎4

• So, the even series terminates at 𝑎2 but the odd series continues!

➢ What happens when 𝑛 = 4?

• 𝑎6 = 0 and all the subsequent even coefficients become zero, since they all
depend on 𝑎6

• So, the even series terminates at 𝑎4 but the odd series continues!

CE 207_Legendre Equation
 Legendre’s Equation (9)

➢ Do you see a pattern now?

• The odd series will terminate at an odd value of n, but the even series will
continue
▪ The coefficient at which the series terminates will directly depend upon the value
of n!!!

• The even series will terminate at an even value of n, but the odd series will
continue
▪ The coefficient at which the series terminates will directly depend upon the value
of n!!!

• The series that terminates is referred to as Legendre Polynomial (denoted by

𝑃𝑛 (𝑥)) because these polynomials are solutions to the Legendre ODE

CE 207_Legendre Equation
 Legendre’s Equation Problem set 5.2, 1-5, 1 (2)

➢ For 𝑛 = 0, 𝑦𝑒𝑣𝑒𝑛 = 1 = 𝑃0 (𝑥)

(𝑛−1)(𝑛+2) 3 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)

➢ 𝑦𝑜𝑑𝑑 = 𝑥 − 𝑥 + 𝑥5 −
3! 5!
(𝑛−5) 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)(𝑛+6)
𝑥7 + ⋯
7!

1 1 1
➢ 𝑦𝑜𝑑𝑑 = 𝑥 + 𝑥3 + 𝑥5 + 𝑥7 + ⋯
3 5 7

1 1 1
➢ Now we know, ln 1 + 𝑥 = 𝑥 − 𝑥 + 𝑥 − 𝑥4 + ⋯
2 3
2 3 4
1 1 1
➢ Therefore, ln 1 + (−𝑥) = −𝑥 − 𝑥2 − 𝑥3 − 𝑥4 − ⋯
2 3 4
1 1 1
➢ ln 1 + 𝑥 − ln 1 + −𝑥 =2 𝑥+ 𝑥 + 𝑥 + 𝑥7 + ⋯
3 5
3 5 7

CE 207_Legendre Equation
 Legendre’s Equation Problem set 5.2, 1-5, 1 (3)

➢ For 𝑛 = 0, 𝑦𝑒𝑣𝑒𝑛 = 1 = 𝑃0(𝑥)

(𝑛−1)(𝑛+2) 3 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4) 5

➢ 𝑦𝑜𝑑𝑑 = 𝑥 − 𝑥 + 𝑥 −
3! 5!
(𝑛−5) 𝑛−3 (𝑛−1)(𝑛+2)(𝑛+4)(𝑛+6) 7
7!
𝑥 + ⋯

1 3 1 5 1 7 1
➢ 𝑦𝑜𝑑𝑑 =𝑥+ 𝑥 + 5𝑥 + 7𝑥 +⋯= ln 1 + 𝑥 − ln 1 + −𝑥 =
3 2
1 (1+𝑥)
2
𝑙𝑛 (1−𝑥)

1 (1+𝑥)
➢𝑦 𝑥 = 1 + 2 𝑙𝑛 (1−𝑥)

CE 207_Legendre Equation
 Practice Problems

➢ Determine the solution for 𝑛 = 1

➢ Determine the polynomials 𝑃1 𝑥 , 𝑃2 𝑥 , 𝑃3 𝑥 , 𝑃4 𝑥 , 𝑃5 𝑥

➢ Problem Set 5.2 (Kreyszig)

• 1, 2, 3, 4, 5

CE 207_Legendre Equation