THE LEGENDRE POLYNOMIALS AND THEIR PROPERTIES

The gravitational potential at a point A at distance r from a point mass located at B can
be represented by the solution of the Laplace equation in spherical coordinates. In its
simplest form one has-

r
Const
A solution with
r
r
r
r
.
) (
1
2
2
2
=

If one now thinks of obtaining the potential of a distributed mass, the solution becomes-

+
=

=
) cos( 2 1
. ) (
2
0

R
dVol
r
dVol
const A

Where R
0
is the distance from the center of mass at C to the external point A , =R/R
0
<1
is the ratio of distance BC to AC, and is the angle between lines AC and BC. As first
done by Legendre, one can expand the radical in the denominator of this integral to get-

..... ]
8
) cos( 15 ) cos( 70 ) cos( 63
[ ]
8
3 ) cos( 30 ) cos( 35
[
]
2
) cos( 3 ) cos( 5
[ ]
2
1 ) cos( 3
[ )] [cos( 1
) cos( 2 1
1
3 5
5
2 4
4
3
3
2
2
2
+
+
+
+
+

+ + =
+

Substituting this expansion into the above integral leads to the well known multipole
expansion for the potential of a gravitational mass as viewed from a point A outside of
this mass. For us the important point here are the polynomials appearing in the square
brackets of the above expression. These are the Legendre Polynomials usually expressed
in terms of the variable x=cos(). They read-

) 15 70 63 (
8
1
) (
) 3 30 35 (
8
1
) (
) 3 5 (
2
1
) (
) 1 3 (
2
1
) (
) (
1 ) (
3 5
5
2 4
4
3
3
2
2
1
0
x x x x P
x x x P
x x x P
x x P
x x P
x P
+ =
+ =
=
=
=
=


Since in the potential problem ranges from to + the range of x of interest will be
-1<x<+1. Note that P
2n
are even functions while P
2n+1
are odd. One can develop a
generating function for these Legendre polynomials starting with-

) (
2 1
1
0
2
x P
x
n
n
n

=
+

=




Differentiating once with respect to we have-



=
+

=
+

= 0
1
0
2
2
3
2
) ( ) (
] 2 1 [
) (
] 2 1 [
) (
n
n
n
n
n
n
x P n x P
x
x
x
x

or the equivalent form-

| | 0 )] ( ) 3 2 ( ) ( ) 1 ( ) ( 2 (
1 2
1
= + + +

+
+ +
+
x P n x x P n x P n
n n n
n


We thus have the generating formula for Legendre polynomials-


) 2 (
) 3 2 ( ) ( ) 1 ( [
) (
1
2
+
+ + +
=
+
+
n
P n x x P n
x P
n n
n


This formula is easy to program starting with P
0
=1 and P
1
=x.

One finds, for example, that-

) 5 105 315 231 (
16
1
) (
2 4 6
6
+ = x x x x P

A differential equation for Pn(x) can be found by examining the function-

)] ( )
1
2 ( ) ( ) 1
1
[( ) 1 (
) (
) 1 ( ) , (
1 2
2 2
x P
n
x x P
n dx
d
x
dx
x dP
x x n F
n n
n

+ = =

Differetiating this function once yields once for n=1, 2, 3, etc. yields-

) ( 2
) (
) 1 (
) , 1 (
1
2
x P
dx
x dP
x
dx
d
dx
x dF
n
= =

) ( 6
) (
) 1 (
) , 2 (
2
2 2
x P
dx
x dP
x
dx
d
dx
x dF
= =

and-

) ( 12
) (
) 1 (
) , 3 (
3
3 2
x P
dx
x dP
x
dx
d
dx
x dF
= =

From these results one can conclude that the differential equation governing the
Legendre polynomials is-

0 ) ( ) 1 (
) (
) 1 (
2
= + + x P n n
dx
x dP
x
dx
d
n
n


If we now multiply this equation by P
m
(x) and integrate over the range -1<x<+1, one
finds-

dx x P x P n n dx
dx
x dP
dx
x dP
x
m
x
n
m
x
n
) ( ) ( ) 1 (
) ( ) (
) 1 (
1
1
1
1
2

+ =

=
+
=


One notes at once that if integer n differs from integer m, that the left side of this
equality vanishes. Thus for [n,m]=[1,3] and [2,4] we have-

0 )] 15 35 ( ) 1 [(
2
3
0 ) 3 )( 1 (
2 4
1
1
1
1
2 2
=

=
+
=
+
=
dx x x x and x x
x x


When n=m, however, the left side does not vanish. For n=m=1, 2, 3, etc we find

etc dx
dx
x dP
dx
x dP
x
n n
m
x
n
,
7
2
,
5
2
,
3
2 ) ( ) (
) 1 (
) 1 (
1
1
1
2
=

+
+
=


That is, the Legendre polynomials are orthogonal in the range -1<x<+1, with-


nm m
x
n
n
dx x P x P
1 2
2
) ( ) (
1
1
+
=

+
=


Here
nm
is the Kronecker delta with value +1 when n=m and 0 when nm.

The fact that the P
n
(x)s are orthogonal allows us to expand any function f(x) in
terms of them. One has-
dx x P x f
n
C with x P C x f
x
n n n
n
n
) ( ) (
2
1 2
) ( ) (
1
1
0

+
=

=
+
=

=


For f(x)=x
4
, this expansion yields the three term series-

)] ( 8 ) ( 20 ) ( 7 [
35
1
4 2 0
4
x P x P x P x + + =
Note by setting 2C
n
/(2n+1)=F[n] we obtain the Legendre transform pair-

+
=

=

=
+
=
0
1
1
) ( ) ( ]
2
1 2
[ ) ( ) ( ) ( ) (
n
n
x
n
x P n F
n
x f inverse its with dx x P x f n F

Unlike Laplace transforms, Legendre transforms are generally much more
complicated. One of the simpler ones occurs for the Dirac delta function. There

+

=
even n
n
n
odd n
n F
n
n
,
)] 1 5 . 0 ( [ 2
) 1 ( !
, 0
) (
2
2 /


On inverting, it produces the identity-


... ) (
256
595
) (
32
65
) (
16
27
) (
4
5
) (
2
1
) ( ]
) ! ( 2
)! 2 ( ) 1 (
][
2
) 1 4 (
[ ) (
8 6 4 2 0
2
2 2
0
+ + =

+
=

=
x P x P x P x P x P
x P
n
n n
x
n
n
n
n

It takes about the first eight terms in this series to start seeing a function
approaching infinity at x=0 and vanishing for all other x in -1<x<+1.

There are numerous integrals involving Pn(x). One of the simplest is-


)! 1 2 (
2 ) ! (
) 1 2 )(..)( 5 )( 3 ( 1
) ! ( 2
) (
1 2
1
1
+
=
+
=

+
+
=
n
n
n
n
dx x P x
n
n
x
n


as can be established by looking at the values for n=0,1,2,3,4. Another integral is-


) 1 2 (
2 2
1
) (
1
1
+
=

+
=
n
dx
x
x P
x
n



which can be established by noting the integral has values 2
1.5
/3, 2
1.5
/5, 2
1.5
/7 for
n=1,2,3, respectively. Another interesting integral is-


n n
x
n
B A dx
x
x P
+ =

+
+
=
1
1
2
2
) 1 (
) (


where the values of A
n
and B
n
increase in magnitude with increasing n and have
opposite signs. We find [An, Bn]=[3, -1] for n=1 and for n=10 take on the values-

A
10
= -7968815657984/969969 and B
10
=+1338924271/512

We thus find the interesting equality-

dx
x
x P
x

+
+ =
+
=
1
0
2
20
) 1 (
) (
1338924271
1024
217599 1298715036
887808 4080033616


where the first term already approximates to some 14 places and the second term
adds a correction of order 10
-14
. Since the second term in this expression for
becomes progressively smaller with increasing n, it is clear that-


(

=
n
n
B
A
n
lim


A 38 place accurate approximation for is found at n=25 and is given by the
quotient-


51925 2234402023 3847962022 4439137369 2054193965
97056 7338412651 4128752426 8870849908 6453440670
=
25
25
(

B
A


We can also generalize the above integral to find-

)
1
arctan(
) (
1
1
2 2
2
k
M N dx
x k
x P
n n
x
n
+ =

+
+
=


Where N
n
and M
n
are numbers depending on n. Again one finds that an
approximation for arctan(1/k) will be given by-

(

n
n
M
N
k
1
arctan

The convergence rate of this quotient with increasing n is found to be quite rapid.
For n=10 one already finds arctan(1/5) given accurately to 40 places.

A good approximations for ln(2) can be gotten from the evaluation -

) 2 ln(
) 3 (
) (
1
1
n n
x
n
T S dx
x
x P
+ =

+
+
=


For large n the term on the left divided by T
n
becomes small compared to the
quotient S
n
/T
n
. Thus at n=20 we find the 30 digit accurate result-

) 97441 2605438137 )( 2586584 (
3 2304621764 4671246805
) 2 ln( =0.693147180559945309417232121458..

Finally let us look at an integral representation for the Legendre polynomials. Using
the second order differential equation for P
n
(x) and an Euler Kernel (x-t)
(n+1)
as the
starting point, one finds(see our class notes in the above ODE course) that-

dt
x t
t
i
x P
n n
n
n

=
+1
2
) ( 2
) 1 (
2
1
) (

This result is known as the Schlaefli Integral. By contour integration around the
(n+1) order pole at x, this integral can be evaluated by the Cauchy theorem to yield-

n
n
n
n
n
x
dx
d
n
x P ) 1 (
! 2
1
) (
2
=
This represents the famous Rodriques derivative formula for generating Legendre
polynomials. It is not quite as convenient for finding values of P
n
(x) at large n via
computer as is the generating formula given earlier.


October 2009