ECE 6382

Fall 2019
David R. Jackson

Notes 24
Legendre Functions

1
 Helmholtz Equation
Recall the solution of the Helmholtz equation (wave equation)
in spherical coordinates

∇ψ +k ψ =
2
0 2

Separation of variables:

=ψ R(r ) H (θ ) Φ (φ )

where

1 d  dH  m2
 sin θ − 2 = − n ( n + 1)
H sin θ dθ  dθ  sin θ

2
 Solution for the H Function
1 d  dH  m2
 sin θ − 2 = − n ( n + 1)
H sin θ dθ  dθ  sin θ

To simplify this, let x = cos θ

dx = − sin θ dθ
d d
= − sin θ
dθ dx
and denote

y ( x) = H (θ )

3
Solution for the H Function (cont.)
1 d  dH  m2
 sin θ − 2 = − n ( n + 1)
H sin θ dθ  dθ  sin θ
1

x = cos θ sin θ= (1 − x )
2 2

d d
= − sin θ
dθ dx

1  1
d  1 1

 − (1 − x ) (1 − x ) ( −1) (1 − x ) y′ 
2 2 2 2 2 2
1
dx 
y (1 − x )
2 2  

m2
− + n(n + 1) =
0
(1 − x )
2

4
 Solution for the H Function (cont.)
Canceling terms, we have

1  1
d  1 1

 − (1 − x ) (1 − x ) ( −1) (1 − x ) y′ 
2 2 2 2 2 2
1
dx 
y (1 − x )
2 2  

m2
− + n(n + 1) =
0
(1 − x )
2

Multiplying by y, we have

d  m 2 
(1 − x ) y′ +  n(n + 1) −
2
0
y=
dx    (1 − x ) 
2

This is the associated Legendre equation.

5
 Associated Legendre Functions
The solutions to the associated Legendre equation are
represented as

 Pnm ( x) Associated Legendre function of the first kind.

y ( x) =  m
Qn ( x) Associated Legendre function of the second kind.

n = “order”, m = “degree”

If m = 0, Eq. (8) is called the Legendre equation, in which case

 Pn0 ( x)  Pn ( x) Legendre function of the first kind.

y ( x) =
= 
Qn ( x) Qn ( x)
0 Legendre function of the second kind.

6
Associated Legendre Functions (cont.)
Hence:
 Pnm (cos θ )
H (θ ) =  m
Qn (cos θ )

To be as general as possible:

n→υ
m→w

 Pυw (cos θ )
H (θ ) =  w
Qυ (cos θ )
7
 Associated Legendre Functions (cont.)

Relation to Legendre functions (when w = m = integer):

m
dm
Pnm ( x)= (1 − x )
2 2

dx
P ( x)
m n

m
dm
Qnm ( x)= (1 − x )
2 2

dx m
Qn ( x)

These also hold for n →υ.

For m → w (not an integer) the associated Legendre function is defined

in terms of the hypergeometric function.

8
 Properties of Legendre Functions

Rodriguez’s formula (for υ = n):

1 dn 2
n (
x − 1)
n
Pn ( x )
= Legendre polynomial
(a polynomial of order n)
2 n ! dx
n

P0 ( x ) = ( x − 1) = 1
2 0

1 d 2
1 ( x)
P=
2 dx
( − 1) x
x=

1 d2 2 1
( ) ( − 1)
2
P2 ( x=
) 2
x − 1 = 3 x 2

8 dx 2

9
Properties of Legendre Functions (cont.)

Note: ( x ) 0, m > n
Pnm=

This follows from these two relations:

m
dm
Pnm ( x)= (1 − x )
2 2

dx
P ( x)
m n

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

10
 Properties of Legendre Functions (cont.)

Qn ( x) = infinite series, not a polynomial (so it may blow up at certain points).

Qn ( ±1) =∞ (see next slide)

The Q functions all tend to infinity as x → ±1

θ → 0, π (Recall : x = cos θ )

11
 Properties of Legendre Functions (cont.)

Lowest-order Qn functions:

1  1+ x 
Q0 ( x ) = ln  
2  1− x 

x  1+ x 
Q1 ( x )
= ln   −1
2  1− x 

3x 2 − 1  1 + x  3x
=Q2 ( x ) ln  −
4  1− x  2

12
Properties of Legendre Functions (cont.)

Negative index:

P− ( n +1) ( x ) = Pn ( x )

Q− ( n +1) ( x ) =−π ( −1) Pn ( x ) + Qn ( x )

n

13
Plots of Legendre Functions
P0(x)

Qn ( x )

Pn ( x )

14
 Series Forms of Legendre Functions

n
( −1) ( 2n − 2k ) ! x n − 2 k
k
2
Pn ( x ) = ∑ n
k = 0 2 k !( n − 2k ) !( n − k ) !

where  n2  , the "floor" of n2 , is the largest integer less than or equal to n2 :

 n2 , n even
 n2  =  n−1
 2 , n odd

( −1) ( n + m )! x n−2 k Φ(m)  1 − x m

m
n
 1  1+ x  
Qn ( x ) Pn ( x )  ln   − Φ ( n )  + ∑  
( m !) ( n − m )!
2
 2  1 − x   m =1  2 
1 1 1
where Φ (n) =1 + + +  +
2 3 n

15
 Legendre Functions with Non-Integer Order

υ≠n
Pυ ( x) = infinite series
Qυ ( x) = infinite series

( −1) (υ + m ) !  1 − x  sin (υπ ) ∞ ( m − 1 − υ ) !( m + υ ) !  1 − x 

m m m
N
Pυ ( x ) ∑   − ∑  
m= 0 ( m !) (υ − m ) !  ( m !)
2 2
2  π m= N +1  2 

N = largest integer less than or equal to υ.

Pυ (1) = 1 π  Pυ ( x ) cos (υπ ) − Pυ ( − x ) 

Qυ ( x ) =  
Pυ (−1) =∞ 2 sin (υπ ) 

Qυ (±1) =∞ Both are valid solutions, which are linearly independent for υ ≠ n

(See next side for a proof.)

16
Properties of Legendre Functions (cont.)
Proof that a valid solution is Pυ ( − x )
m

d   m 2  m
(1 − x ) Pυ ( x ) + υ (υ + 1) −
2 m′   Pυ ( x ) =
0
dx    (1 − x ) 
2

d d
Let t = −x = −
dx dt
Then

d   m 2  m
− (1 − t ) ( −1) Pυ ( −t ) + υ (υ + 1) −
2 m′   Pυ ( −t ) =0
dt    (1 − t ) 
2

Or (letting t → x)
d   m 2 
(1 − x 2
) P m′
( − x )  + υ (υ + 1) −  Pυ (−x) =
m
0
dx 
υ
 
 (1 − x ) 
2

Hence, a valid solution is Pυ ( − x )

m
17
Properties of Legendre Functions (cont.)

υ≠n
Pυm ( x ) and Pυm ( − x )
are two linearly independent solutions.

Valid independent solutions:

 Pυm (cos θ )   Pυm (cos θ ) 

 m  or  m 
 Qυ (cos θ )   Pυ (− cos θ ) 

18
Properties of Legendre Functions (cont.)

υ=n

Pn (− x) =−
( 1) n Pn ( x)

In this case we must use

 Pnm (cos θ ) 
 m 
 Qn (cos θ ) 

19
Properties of Legendre Functions (cont.)
Summary of z-axis properties (x = cos(θ ))

υ= n ≥ 0 υ≠n
=Pn (1) 1=Pυ (1) 1

Qn (±1) =∞ Qυ (±1) =∞

Pn ( −1) =−
( 1) Pυ ( −1) =
n
∞

20
Properties of Legendre Functions (cont.)
z

Pn ( x) allowed Pυ ( x) allowed

x x = cos θ

Qn ( x) and Qυ ( x) are not allowed on ± z axis

21
 Generating Function
The (integer order) Legendre functions can also be defined through a
generating function g ( x, t ) :
1 ∞
=g ( x, t ) = ∑ n
P ( x ) t n
, t ≤1
1 − 2 xt + t 2 n =0

The generating function definition also leads to the integral

representation
1 t −( n +1)
Pn ( x ) = ∫
 dt
2π i C 1 − 2 xt + t 2

To derive this, recall that the coefficients of a Taylor series are given by
1 f (t ) 1 f (t )
an
2π i 
= C∫ t n+1 dt ( for z0 0 )
∫C ( t − z )n+1 dt 2π i=
0

22
 Recurrence Relations
1 ∞
Start
= with g ( x, t ) = ∑ n
P ( x ) t n

1 − 2 xt + t 2 n =0

∂ ∂ 1
g ( x, t ) =
∂t ∂t 1 − 2 xt + t 2
x −t x −t ∞
= = =
(1 − 2 xt + t )
g ( x, t ) ∑ n P ( x) t n −1

( )
n
2 3/2 2
1 − 2 xt + t n = −∞

so
∞ ∞
( x − t ) ∑ Pn ( x ) t n
=(1 − 2 xt + t 2
) ∑ n P ( x) t
n
n −1
.
n= 0 n = −∞

Equating like powers of t yields (derivation omitted) :

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

23
Recurrence Relations (cont.)

For Ln ( x) = Pn ( x) or Qn ( x) :

nLn ( x) = ( 2n − 1) xLn −1 ( x) − ( n − 1) Ln − 2 ( x)
xLn′ ( x) − Ln′ −1 ( x) =
nLn ( x)
Ln′ ( x) − xLn′ −1 ( x) =
nLn −1 ( x)
(1 − x ) Ln′ ( x) = nLn−1 ( x) − nxLn ( x)
2

( 2n + 1) Ln ( x) =Ln′+1 ( x) − Ln′−1 ( x)
( ) Ln′−1 ( x) =nxLn−1 ( x) − nLn ( x)
2
1 − x

24
 Wronskians

µ dQ w
( x ) dP υ ( x)
w
W [ Pυ , Qυ ]
= w w
Pυ ( x) υ
− Qυ ( x)
w

dx dx
Γ(1 + υ + w)
= (1 − x 2 ) −1
Γ(1 + υ − w)

25
Recurrence Relations for Associated
Legendre Functions
For Lmn = Pnm or Qnm :

( m − n − 1) Lmn+1 + ( 2n + 1) xLmn − ( m + n ) Lmn−1 =0 (recursion on n )

2mx
Lmn +1 + Lmn + ( m + n )( n − m + 1) Lmn −1 =
0 (recursion on m )
(1 − x )
1
2 2

1
Lmn ′
=  − nxLm
+ ( m + n ) Lm

(1 − x )
2  n n −1 

1
Lmn ′
=  ( n + 1) xLm
− ( n − m + 1) Lm

(1 − x )
2  n n +1 

=Lmn ′
mx
Lm
+
( n + m ) ( n − m + 1) Lm−1
(1 − x 2 ) n (1 − x )
1
2 2
n

mx 1
Lmn ′ =
− Lm
− Lm +1

(1 − x 2 ) n
(1 − x )
2 2
1 n

26
Special Values of the Associated
Legendre Functions
1, m = 0
Pnm (1) =  Qnm (1) = ∞
0, m > 0
 ( ) , m=
n
 − 1 0
Pnm (−1) =  Qnm (−1) = ∞
 0, m>0
 ( n + m ) /2 1 ⋅ 3 ⋅ 5 ( n + m − 1)
 ( −1 ) , n + m even
Pn (0) = 
m
2 ⋅ 4 ⋅ 6 ( n − m)
 0, n + m odd

 ( n + m +1) /2 2 ⋅ 4 ⋅ 6 ( n + m − 1)
( )− 1 , n + m odd
Qn (0) = 
m
1 ⋅ 3 ⋅ 5 (n − m)
 0, n + m even

 dr m 
( )
r
 r nP ( x )  = − 1 Pnm + r (0)
 dx  x =0
 dr m 
( −1)
r
 dx r Qn ( x)  = Qnm + r (0)
  x =0
27
 Orthogonalities
1

∫ P ( x ) P ( x ) dx
m m
n n′
−1

2 ( n + m )!
π
P ( cos θ ) P ( cos θ ) sin θ dθ
∫=
m m
δ nn′
2n + 1 ( n − m ) !
n n′
0

1
Pnm ( x ) Pnm′ ( x )
∫
−1
1− x 2
dx

π
Pnm ( cos θ ) Pnm′ ( cos θ ) 1 ( n + m )!
∫=
0
sin θ
dθ
m ( n − m ) !
δ mm′

 dPnm ( cos θ ) dPnm′ ( cos θ )

π
m2 
∫0  dθ + 2 Pn ( cos θ ) Pn′ ( cos θ )  sin θ dθ
m m

 d θ sin θ 
2 ( n + m )!
= n(n + 1)δ nn′
2n + 1 ( n − m ) !

28
 The Spherical Harmonics and Their
Orthogonalities
The spherical (tesseral ) harmonics :

2n + 1 ( n − m ) ! m
Ynm (θ , φ ) ≡ Pn ( cos θ ) eimφ
4π ( n + m )!

Orthogonalities of the spherical harmonics :

2π π

∫ ∫n
Y m
(θ , φ ) Yn′ (θ , φ ) sin θ dθ dφ
m′*

0 0

 2n + 1 ( n − m )!  2π i( m − m′)φ π

 4π ( n + m )!  ∫ ∫ P (θ ) P (θ ) sin θ dθ
m′
= e dφ n
m
n′
 0 0

 2n + 1 ( n − m ) !   2 ( n + m )! 
 4π ( n + m ) !  ( mm′ ) 
= 2πδ δ
 nn′ 2n + 1 ( n − m ) ! 
   
= δ mm′δ nn′

29
Spherical Harmonic Expansion

Expansion of a function on a spherical surface :

∞ n
f (θ , φ ) = ∑ ∑a Y
mn n
m
(θ , φ )
n= 0 m= − n

where
2π π
amn = ∫∫ f (θ , φ )Ynm* (θ , φ ) sin θ dθ dφ
0 0

30