Mathematics – III

(MATH F211)
BITS Pilani Dr. Amit Setia (Assistant Professor)
Department of Mathematics
K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

 BITS Pilani
K K Birla Goa Campus

Section 44

Legendre polynomials
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Legendre Polynomials

The Legendre Equation is

(1  x 2 ) y  2 xy  n(n  1) y  0
where n is a constant.

How you will try to find its solution at x  0 ?

Mathematics – III (MATH F211) 3

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Legendre Polynomials

The Legendre Equation is

(1  x 2 ) y  2 xy  n(n  1) y  0
where n is a constant. (refer page 178, section 28)
Here x  0 is an ordinary point and the general solution is
 n(n  1) n(n  2)(n  1)(n  3) 4 
y ( x)  a0 1  x x  
 2! 3! 
 (n  1)(n  2) 3 (n  1)(n  3)(n  2)(n  4) 5 
 a1  x  x  x  
 3! 5! 
Note:
1) If n is a not an integer, then each series is convergent in  1  x  1
2) If n is a nonnegative integer,
one of the series terminates and thus a polynomial. 4

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However, the solutions most useful in the applications
are those bounded near x  1.

So our interest is to solve the Legendre equation near x  1.

For this we proceed by the approach of Hypergeometric equation.

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Legendre Polynomials

The Legendre Equation is

(1  x 2 ) y  2 xy  n(n  1) y  0
where n is a constant.

what are its regular singular points ?

Mathematics – III (MATH F211) 6

BITS Pilani, K K Birla Goa Campus

Legendre Polynomials

The Legendre Equation is

(1  x 2 ) y  2 xy  n(n  1) y  0
where n is a constant.

Looking at coefficients of y '', y ', y we notice that

we can transform this in hypergeometric equation in standard form

what transformation will be helpful to find the

solution near to x  1?

Can you find the transformed DE ?

Mathematics – III (MATH F211) 7

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We change the independent variable from x to t by
x 1 1
t  (1  x)
 1  1 2
This makes x  1 corresponds to t  0 and
transforms the equation into
t (1  t ) y  (1  2t ) y  n(n  1) y  0
where the primes represent derivatives with respect to t.

What are its solutions?

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x(1  x) y ''  [c  (a  b  1) x] y  aby  0

 when c is a real number but not an integer,

y  c1 F  a, b, c, x   c2 x1c F  a  c  1, b  c  1, 2  c, x 
is the general solution of the hypergeometric equation 1
near the singular point x  0,
where c1 and c2 are arbitrary constants.

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We change the independent variable from x to t by
x 1 1
t  (1  x)
 1  1 2
This makes x  1 corresponds to t  0 and
transforms the equation into
t (1  t ) y  (1  2t ) y  n(n  1) y  0
where the primes represent derivatives with respect to t.

This is a hypergeometric equation with a  n, b  n  1, c = 1

Therefore, it has the following polynomial solution near t  0
y1  F (n, n  1,1, t )

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Since the exponents m1  0 and m2  1  c  0 at the origin.
Therefore, second solutions is y2  vy1 , where
1   P dx 1   (2t 1)/ t (1t ) dt
v  2 e  2e
y1 y1
1 1 1 
 2   2 
y1 t (1  t ) t  y1 (1  t ) 
Since y12 is a polynomial with constant term 1,
the bracketed expression on the right is an analytic function of the form
1  a1t  a2t 2 

Mathematics – III (MATH F211) 11

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 1

v   a1  a2t 
t
 v  log t  a1t  and
the general solution of the Legendre equation near the origin is
y  c1 y1  c2 y2 .

Because of the presence of the term log t in y2 ,

it is clear that the solution isbounded near t  0  c 2  0.

If we replacetin * by ½  (1  x),

it follows that the solutions are bounded nearx  1
are precisely constant multiplies of the polynomial
F (n, n  1,1, ½(1  x)).
Mathematics – III (MATH F211) 12

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The n th Legendre polynomial denoted by Pn  x  defined by
 1 x 
Pn ( x)  F  n, n  1,1,
 2 
(n)(n  1)  1  x  (n)(n  1)(n  1)(n  2)  1  x 
2

 1     
 2   2 
2 2
(1!) (2!)
(n)(n  1) [n  (n  1)](n  1)(n  2) (2n)  1  x 
n

  
(n !) 2  2 
n(n  1) n(n  1)(n  1)(n  2)
Pn ( x)  1  2
( x  1)  2 2
( x  1) 2

(1!) 2 (2!) 2
(2n)!
 2 n
( x  1) n
.
(n !) 2
Mathematics – III (MATH F211) 13

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Legendre Polynomials

• nth Legendre polynomial is a polynomial of

degree n and satisfying the Legendre’s
equation with Pn(1) = 1.
n
1 d
Pn ( x)  n n
( x  1) , n  0,1, 2,....
2 n

2 n ! dx

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 Problem

Show that
n
1 d
Pn ( x)  n n
( x  1) ,
2 n
n  0,1, 2,....
2 n ! dx

Remark:
The above formula is known as Rodrigue’s formula.

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Solution.

Let u ( x)   x  1 1
2 n

we will first show that

y  x   u  n   x  is a solution of the Legendre equation
(1  x 2 ) y  2 xy  n(n  1) y  0  2

1  u '  x   2nx  x  1

2 n 1

 u ' x 
2nxu
  x 2
 1 u '  x   2nxu
 x  1
2

 1  x 2  u '  x   2nxu  0  3
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 By Leibniz's formula,
 f  x  g  x    
n

n(n  1) ( n 2) (2)

 f ( n ) g  n f ( n 1) g (1) f g   n f (1) g ( n 1)  f g ( n )
2!
differentiating  n  1 times w.r.t. x,
  n  1 n 
 u ' 
 n 1
1  x    n  1 u '  2 x   2!  u '  2 
2 n  n 1

 
 u  n 1  2nx    n  1 u  n   2n    0

 u  n  2 1  x 2    n  1 u  n 1  2 x    n  1 n u  n  

 u  n 1  2nx    n  1 u  n   2n    0

 u  n  2 1  x 2   u  n 1  n  1 2 x   2nx      n  1 n  2  n  1 n  u  n   0

   
 1  x 2  u  n  '' 2 x u  n  '  n  n  1 u  n   0

i.e. y  x   u  n   x  is a solution of Legendre eq.  2  BITS Pilani, K K Birla Goa Campus

 Pn  x  is a polynomial solution of the Legendre equation
(1  x 2 ) y  2 xy  n(n  1) y  0

 Pn  x   c u  n   x 

dn 2
i.e. Pn  x   c n  x  1
n

dx
 n d
n

 Pn  x   c  x  1 n 
x  1  terms containing  x  1 factor 
n

 dx 
 1  c 2n n ! Pn 1  1
1
c
2n n !
1 dn 2
n 
 Pn  x   n x  1
n

2 n ! dx 18
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 Legendre Polynomials

Rodrigue's formula
1 dn 2
Pn ( x)  n ( x  1) n

2 n ! dx n
provides a relatively easy method for computing
the successive Legendre polynomials.

Can you calculate P0 ( x), P1 ( x), P2 ( x), P3 ( x),.........using above ?

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 Legendre Polynomials

by Rodrigue's formula,
1 dn 2
Pn ( x)  n ( x  1) n

2 n ! dx n
 we have
P0 ( x)  1, P1 ( x)  x,
1 1
P2 ( x)  (3 x  1),
2
P3 ( x)  (5 x 3  3 x),
2 2
P4 ( x)   35 x  30 x  3 , P5 ( x)   63 x 5  70 x 3  15 x  ,....
1 4 2 1
8 8
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Properties of Legendre Polynomials

Orthogonal Property of Legendre Polynomials

The sequence of Legendre polynomials
P0 ( x), P1 ( x),..., Pn ( x),.............
forms a sequence of orthogonal functions on the interval  1 x 1.
 0 if m  n,
1 
1 m n
P ( x ) P ( x ) dx   2
if m  n.
 2n  1

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Problem

State and prove the orthogonal Property of Legendre Polynomials.

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Proof

Let I   f  x  Pn  x  dx 1
1

1

where f  x  be any function with at least n

continuous derivatives on  1,1
By Rodrigue's formula
1 dn 2
Pn ( x)  n ( x  1) n

2 n ! dx n
 1 becomes
1 1 dn 2
I  n  f  x  n ( x  1) n dx
2 n ! 1 dx
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Integrating by parts, we get
 1
1
1 d n 1 2
I    n
n
f ( x ) n 1
( x 1) dx
2 n ! 1 dx
Integrating repeatedly and we get
(1) n 1 ( n )
I  n  f ( x)( x 2  1) n dx

 2
2 n! 1

If f  x   Pm  x  with m  n, then f  n   x   0 and

 I 0
Similarly, we can show that
1
1
Pm ( x) Pn ( x)dx  0, for m  n.
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If m  n
let f  x   Pn  x 
2n
1 d
we have Pn ( n ) ( x)  n ( x 2
 1) n

2 n ! dx 2 n
1 d 2n 2n (2n)!
 n 2n
( x  terms with lower exponent than 2n )  n ,
2 n ! dx 2 n!
(2n)! 1
I  2n 2 1
(1  x ) dx | of  2 
2 n

2 (n !)
2(2n)! 1
2 0
 2n (1  x 2 n
) dx | (1  x 2 n
) is an even function
2 (n !)
If we change the variable by x  sin  , and
2n 2
 /2 2 ( n !)
recall the formula  cos 2 n 1  d  .
0 (2n)!(2n  1)
We conclude that in this case I  2 / (2n  1) , hence proved.
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 Properties of Legendre Polynomials

 If the given function is a polynomial, then it is easy to see that

it can be expressed as the sum of the Legendre polynomials.

e.g. let p  x  be a general third degree polynomial

p  x   b0  b1 x  b2 x 2  b3 x 3

Can we express it as the sum of the Legendre polynomials?

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by Rodrigue's formula,
1 dn 2
Pn ( x)  n ( x  1) n

2 n ! dx n
 we have
1  P0  x  , x  P1 ( x),
1 1 2 1 2
P2 ( x)  (3 x  1)  x   P2 ( x)  P0 ( x)  P2 ( x) ,
2 2

2 3 3 3 3
1 3 2 3 2
P3 ( x)  (5 x 3  3 x)  x3  x  P3 ( x)  P1 ( x)  P3 ( x)
2 5 5 5 5

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e.g. let p  x  be a general third degree polynomial
p  x   b0  b1 x  b2 x 2  b3 x 3
can be written as
1 2  3 2 
p ( x)  b0 P0 ( x)  b1P1 ( x)  b2  P0 ( x)  P2 ( x )   b3  P1 ( x )  P3 ( x ) 
3 3  5 5 
 b2   3b3  2b2 2b3
  b0   P0 ( x)   b1   P1 ( x)  P2 ( x)  P3 ( x)
 3  5  3 5
3
  an Pn ( x).
n 0

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 it can be generalized and any polynomial p  x  of degree k
can be written as
k
p ( x)   an Pn ( x)
n 0

but what can we say about an arbitrary function f  x  ?

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Legendre Series

Let f  x  be an arbitrary function,


then f ( x)   an Pn ( x)
n 0

The series on RHS is called Legendre Series.

But how to find an ?

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Multiply both sides by Pm  x  & integrating from  1 to1, we get

f ( x) Pm dx   an  Pn ( x) Pm ( x) dx
1 1
1
n 0
1

  f ( x) Pm dx  am   Pm ( x)  dx
1 1 2
1 1
1
 f ( x) P dx  2m  1  1

m
a  1
 f ( x) Pm dx, m  0,1, 2,.......
  P ( x)  dx 
m

1 2 1
2
1 m

1
 f ( x) P dx  2n  1  1

n
i.e. a  1
 f ( x) Pn dx, n  0,1, 2,.......
 
n
 
1
 2 2 1
P ( x ) d x n
1

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Multiply both sides by Pm  x  & integrating from  1 to1, we get

f ( x) Pm dx   an  Pn ( x) Pm ( x) dx
1 1
1
n 0
1

  f ( x) Pm dx  am   Pm ( x)  dx
1 1 2
1 1
1
 f ( x) P dx  2m  1  1

m
a  1
 f ( x) Pm dx, m  0,1, 2,.......
  P ( x)  dx 
m

1 2 1
2
1 m

1
 f ( x) P dx  2n  1  1

n
i.e. a  1
 f ( x) Pn dx, n  0,1, 2,.......
 
n
 
1
 2 2 1
P ( x ) d x n
1

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Problem
Express f  x   3x 4  5 x  2 as a liner combination of
Pn ( x), n  0,1, 2,3, 4
where Pn ( x) are Legendre polynomials.

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Problem

Find the first 3 terms of the Legendre series of the function

f  x   sin x

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Problem

Show that
n
2
 1  2n  2r ! x n2 r
r
 
1
Pn  x   n
2

r  0 r ! n  r  !  n  2r  !

n
n  2 , if n is even
where   
2  n  1 , if n is odd
 2

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Problem

Show that

1
  t n Pn  x  ,
1  2 xt  t 2 n 0

Note: the above is known as

"Generating function for Legendre polyonomials"

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Solution
1
1 
 1  t  2 x  t   2

1  2 xt  t 2

1 1.3 2
 1 t  2x  t   t  2x  t 
2

2 2.4
..........................
1.3.5.....  2  n  1  1
 2x  t 
n 1 n 1
 t
2.4.6.......  2  n  1 
1.3.5..... 2n  1
 t  2x  t 
n n

2.4.6.......  2n 
..................................

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The coefficient of t 0 in the series expansion is 1 i.e. P0  x 
The coefficient of t1 in the series expansion is x i.e. P1  x 
..........................................
The coefficient of t n in the series expansion seems to be Pn  x  ,
but we need to show it, how ?

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For this, first we will find,
the coefficient of t n in
1.3.5..... 2n  1
t  2x  t 
n n

2.4.6.......  2n 
1.3.5..... 2n  1
 t n  2 x   .......
n

2.4.6.......  2n   

1.3.5..... 2n  1 1.3.5..... 2n  1
 2x 
n
is xn
2.4.6.......  2n  n!

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For this, first we will find,
the coefficient of t n in
1.3.5.....  2  n  1  1
 2x  t 
n 1 n 1
t
2.4.6.......  2  n  1 
1.3.5.....  2  n  1  1
 t n 1  n 1 C1  2 x  n 11  t 1 
2.4.6.......  2  n  1   

1.3.5..... 2n  3 1.3.5..... 2n  1  n  1 n n  2
 n  1 2 x 
n2
is   x
2 n 1
1.2.3........  n   n! 2  2n  1

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BITS Pilani, K K Birla Goa Campus
the coefficient of t n in the series expansion is
1.3.5..... 2n  1 1.3.5..... 2n  1  n  1 n n  2
x 
n
x
n! n! 2  2n  1
.......................

1.3.5..... 2n  1  n  n  1 n n  2 
 x  x  ......
n!  2  2n  1 
 Pn  x 

1
hence   t n Pn  x 
1  2 xt  t 2 n 0

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BITS Pilani, K K Birla Goa Campus
Problem
Using the generating function of the Legendre polynomial,
show that
(i ) Pn (1)  1 and
(ii ) Pn (1)  (1) n
1 3  5  (2n  1)
(iii ) P2 n 1 (0)  0 and P2 n (0)  ( 1) n n
.
2 n!

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BITS Pilani, K K Birla Goa Campus
Problem

Prove that
(i ) (n  1) Pn 1  (2n  1) x Pn  nPn 1
(ii ) Pn'1  Pn'1  2 xPn'  Pn
(iii )  2n  1 Pn  Pn'1  Pn'1
 iv  Pn'1   n  1 Pn  x Pn'
 v  x Pn'  nPn  Pn'1
 vi  Pn'  nPn1  x Pn'1
 vii  1  x 2  Pn'  nPn1  nxPn

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BITS Pilani, K K Birla Goa Campus
Problem

Prove that
0, if m  n

1 1  x Pn  x  Pm  x  dx   2n  n  1 ,
1
2 ' '

 if m  n
 2n  1

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BITS Pilani, K K Birla Goa Campus
Hint

 n   m  x  dx
1
  2 ' '
1 x P x P
1
I II

First integrate by parts,

then use the fact that Pn  x  satisfies the Legendre equation

in the above result

then use the orthogonal property of Legendre polynomials

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BITS Pilani, K K Birla Goa Campus