Legendre’s Differential Equation

Lesson: Legendre’s Differential Equation

Lesson Developer: Sushil Kumar Singh

College/ Department: S.G.T.B Khalsa College, University of

Delhi

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 Legendre’s Differential Equation

Table of Contents

Chapter 5: Legendre’s Differential Equation

 5.1 Introduction
 5.2 Frobenius series solution choice leads to linearly independent
solutions to Legendre’s Differential Equation
 5.3 Legendre’s Polynomials
 5.4 Rodrigues Formula for Legendre’s Polynomials
 5.5 Generating Function of Legendre’s Polynomials
 5.6 Orthogonal Properties of Legendre’s Polynomials
 5.7 Recurrence Formulae for Legendre’s Polynomials
 5.8 Expansion of an arbitrary function in series of Legendre’s
Polynomials
 5.9 Applications
 Summary
 Exercise/ Practice
 Glossary
 References/ Bibliography/ Further Reading

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 Legendre’s Differential Equation

Learning Objectives

After reading this chapter the student will be able to learn

A special DE that arises particularly in boundary value problems with spherical

symmetry like the hydrogen atom problem in quantum mechanics, electric potential
due to a charge etc.
The usefulness of Legendre Polynomials.

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 Legendre’s Differential Equation

Legendre’s Differential Equation

One of the special DE that we would encounter often is the Legendre’s DE. … It arises
particularly in boundary value problems with spherical symmetry.

5.1 Introduction

A Homogeneous Second Order Differential Equation of the type

5.1.1

where (a positive integer) is known as the Legendre’s differential equation.

The general solution of equation in case where (a positive integer) is
given by

5.1.2

where is the Legendre Polynomial of order (also known as the Legendre Function of
First Kind) and is the Legendre Function of Second Kind.
Dividing equation by we get Legendre’s Differential Equation as

5.1.3

which can be compared to the Standard Form of DE

to get

The functions and are analytic everywhere except at the points . The
singularity occurs in the Legendre equation due to the sitting in the denominator.
Thus, we study the general solution on an interval . Also, the coefficient of the
resulting equation are analytic at .

The Frobenius Series Method can be applied to achieve a solution to a second order
differential equation only for ordinary points or regular singular points (here for

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 Legendre’s Differential Equation

simplicity for which the series solutions will have the forms and
respectively.

The behaviour of the coefficients and at is,

From which we conclude that is an ordinary point.

Similarly, we check the behaviour of the coefficients and at . We find that

but

So we conclude that is a regular singular point.

So that we may apply the power series method both at and .

5.2 Frobenius series solution choice leads to linearly independent solutions to

Legendre’s Differential Equation

Let us apply it for the ordinary point . We put for the ordinary point to
obtain the series solution

5.2.1

Now with term by term differentiation of the series solution, we get

Substituting the power series expansion for , and in the Legendre’s DE

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 Legendre’s Differential Equation

we get

5.2.2

Noting that the first summation contributes only onwards while the second contributes
from onwards, the above relation can further be written as

5.2.3

We can expand it further to write

5.2.4

In equation , we note that the first and the second series have all the powers of
with coefficients

while the third & the forth series have powers of staring from & respectively with
coefficients

So in equation , we equate separately the sum of the coefficients of each power of

to zero for the LHS to be identically zero. (Note that RHS of equation is zero).
The coefficient of zeroth power of i.e., of is

The coefficient of first power of i.e. of is

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 Legendre’s Differential Equation

5.2.5

And similarly collecting terms of higher orders of , we have the coefficient of nth power of
i.e. of as

5.2.6

This is called the recurrence relation / formula. It gives each coefficient in terms of the
second one preceding it so that all odd depend on each other while all even depend
on each other. But none of these relations can fix the coefficients and which are
therefore left as arbitrary constants.
We can tabulate few of the coefficients, using the above recurrence relation, as
For n=0 For n=1

For n=2 For n=4

Substituting these coefficients back in the assumed solution we get

5.2.7

5.2.8

The two series in the solution converges for and the solution can be written in the
form

5.2.9

where the two solutions and are thus

5.2.10

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5.2.11

The above two series are linearly independent solutions which can be verified by evaluating
the Wronskian at the ordinary point , where and are as defined above and
and are the first order derivatives of the same,

5.2.12

The two solutions and are linearly independent solutions can be easily checked

from the ratio . The fact that contains even powers of and contains odd

powers of assures that this ratio is not a constant. Thus the solutions and are
not proportional to each other.
Hence, the general solution to the Legendre’s Differential Equation (5.2.8) is convergent &
valid in the interval but the series still has infinite terms,

5.3 The Legendre’s Polynomials

The Legendre’s Differential Equation

5.3.1

will have the parameter as a positive integer in many applications. The recurrence relation

5.3.2

then means that the coefficient shall vanish when . Obviously, this guarantees all
the following coefficients are zeros,

5.3.3

Hence, if is even then the series solution , which has even powers of , have
terms only upto . The series solution reduces to a polynomial of degree and in
known as the Legendre Polynomial

5.3.4

The coefficient is still arbitrary, so we customarily choose

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5.3.5

The second series solution which has odd powers of has infinite terms (but
convergent) and are known as the Legendre function of Second Kind

5.3.6

The solution to the Legendre differential equation is thus

5.3.7

However, if is odd then the series solution , which has odd powers of , has
terms upto . The series solution reduces to a polynomial of degree and in known
as the Legendre Polynomial .

5.3.8

The first series solution which has even powers of has infinite terms (but convergent)
and are known as the Legendre function of Second Kind

5.3.9

The solution to the Legendre differential equation is thus

5.3.10

The Legendre Polynomials or Legendre functions of First Kind, or Legendre Coefficients, or

Zonal Harmonics are all solutions to Legendre differential equation and denoted by are
a special case of spherical harmonics as the students will read later.

To obtain the expression of the Legendre polynomial, we first invert the recurrence relation
to rewrite it as

5.3.11

The coefficient is at first still arbitrary, so we customarily choose

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when 5.3.12a

5.3.12b

The reason for this choice of is to have all Legendre Polynomials with as 1. i.e., all
of are one for .
Assuming solution of as either equation or according to being
even or odd we write

5.3.13

Since we know

And further using as in the recurrence relation given by we find the lower
coefficient

5.3.14

Substituting the expression of we get

5.3.15

Similarly repeating the steps but using as in equation we find the lower
coefficient for as :

5.3.16

Substituting the expression of we get

5.3.17

Therefore in general when , we can write the coefficient as

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5.3.18

The resulting solution of Legendre’s differential equation is called the Legendre Polynomial
of degree and denoted by

5.3.19

where or whichever is an integer. In particular

The plots of a few Legendre polynomials are shown in figure 1

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5.4 Rodrigues Formula for Legendre’s Polynomials

Rodrigues Formula for Legendre’s Polynomials is expressed as

5.4.1

The proof of the same is as follows:

Let

5.4.2

Differentiating the same w.r.t. we get

5.4.3

Multiplying both sides of the above equation by we get

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5.4.4

Using we rewrite

5.4.5

By Leibnitz theorem we know that for two functions and the differential is expressed
as

5.4.6

where is differentiation performed times. Thus differentiating equation

times by Leibnitz’s theorem {using and }

5.4.7

Letting,

, and subsequently and

We write the above equation as

5.4.8

Which is the Legendre equation with the solution, . Therefore, we can relate the

solution with the Legendre polynomial as a constant times the

5.4.9

We only have to determine this constant for which we re-express

And differentiate the above equation times using the Leibnitz theorem and get

5.4.10

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putting on both sides of above equation we get

Substituting in we see that

5.4.11

Since we know that for any when the lLgendre polynomial . Therefore the
value of the constant is

Substituting back in we get

5.5 Generating Function of Legendre’s Polynomials

We will show that the Legendre polynomial is the coefficient of in the expansion of
in ascending powers of i.e.

5.5.1

Using the binomial theorem which is for and is any real number, then

where the Binomial Coefficients i.e. we can express the same as

5.5.2

We have the LHS of

5.5.3

We have to find the coefficient of in this expansion to determine the expression of the

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Legendre polynomial . Let us collect term by term, starting by collecting the coefficient

of in the nth term which is evaluated as

5.5.4(i)

Similarly, collecting the coefficient of in the (n-1)th term which is

Multiply and divide by we get

5.5.4(ii)

Again, collecting the coefficient of in the (n-2)th term which is

Multiply and divide by we get

5.5.4(iii)

Proceeding further, we conclude from that the coefficient of in the

expansion of is

5.5.6

Which is obviously . This we can prove by integrating the above times from
to , to get

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 Legendre’s Differential Equation

which can be expressed as

Cancelling the odd terms to get

Which clearly on times differentiation has the form of the Rodrigues formula for the
Legendre polynomial as

This proves that the generating function of is thus .

Corollary (1) : To show that

Now that

we substitute then

Equating coefficient of on either side we get

Corollary (2) : To show that

Again

In the same equation we first substitute and then respectively to get

On equating the two we get

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 Legendre’s Differential Equation

Clearly

5.6 Orthogonal Properties of Legendre’s Polynomials

The orthogonal and normalisation properties of Legendre’s Polynomials are expressed as

(i)

(ii) 5.6.1

The two conditions can be combined and written equivalently in the form of a single
equation as:

5.6.2

here is the Kronecker delta and has the values accordingly as

There are two ways to prove these properties. We start with the first one :

Method I : The Legendre equation

May also be expressed as

5.6.3

As and are solutions of the Legendre equation so both satisfy

5.6.4

5.6.5

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 Legendre’s Differential Equation

Students should note the correlation of as and in the Legendre

equation corresponding to the solution and . Multiply with and
with and subtract to get:

5.6.6

Integrating the above equation between the given limits we get

5.6.7

Integrating by parts we get

Due to limits the square brackets go to zero

And the second and fourth terms cancel amongst each other to yield

If we get

We have proved the first part of . The second part we prove by using the generating
function of Legendre polynomial as

Squaring we get

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 Legendre’s Differential Equation

Integrating both the sides w.r.t. between the limits to we get:

5.6.8

From which we have proved already

Thus, the second term in vanishes. Now we have left

Equating the coefficients of on either side we get

Which is the normalisation condition.

Method II :
The same can be proved by using of the Rodrigues formula for the Legendre polynomial as

Thus we can use it to write

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 Legendre’s Differential Equation

Integrating by parts we get

The first term vanishes for both the limits. Continuing the process of integration by parts
times, we are left with

5.6.9

Because every first term of the integration vanishes. Further, we know that

Thus

5.6.10

From here we separately analyse the cases of and . Now for we have

Now if we observe the square bracket on the RHS we see that the power of the differential
will always be less than the power of . Thus, in the limits we have

Thus, for and we have

Similarly calculating for the case starting from we have for

Substituting and we get

5.6.11

Now since

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5.6.12

Using the standard Beta Gamma functions we know that

5.6.13

Where we recall that the gamma function is such that and . Thus in

the above equation if and then we can write the RHS of using
and as

Thus we get

5.7 Recurrence Formulae for Legendre’s Polynomials

A few important recurrence relations used frequently are
I)

5.7.1

From the generating function we have

Differentiate w.r.t to get

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 Legendre’s Differential Equation

Multiply both sides by we get

Equating the coefficients of on both sides we get

Which on rearranging gives

5.7.1a

This is the first recurrence relation. An alternative form can be written on substituting
for as under

5.7.1b

These two are main recurrence relations.

II)

5.7.2

Again from the generating function we have

Differentiate the generating function w.r.t to get

5.7.2a

Differentiate the generating function w.r.t to get

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 Legendre’s Differential Equation

5.7.2b

Where . Let us divide by

Cross multiply to get

Equating the coefficients of on both sides we get

III)

5.7.3

From relation we know that

Differentiate w.r.t to get

Substituting the value of from in the above equation

we get

Collecting coefficients of and we get

i.e.

5.7.3a

An alternative form can be written on substituting for as under

5.7.3b

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IV)

5.7.4

From relation we know that

Differentiate w.r.t to get

Substituting the value of from in the above equation we

get

Thus,

Or

5.7.4a

An alternative form is obtained if be substituted for as under

5.7.4b

V)

5.7.5

From relation we know that

5.7.5a

from we know that

5.7.5b

Multiply by and then subtract it from

5.7.5c

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VI)

From relation we know that

Rearrange

The last step we got using . Therefore,

5.7.6

5.8 Expansion of an arbitrary function in series of Legendre’s Polynomials

For a function which is sectionally continuous in the interval and if its derivative
is also sectionally continuous in every interval interior to , then this function
may be expanded in a series of the form

5.8.1

Any general coefficient , can be determined by multiplying both sides of above equation
by and integrate over the interval

5.8.2

We know by the orthogonality property of the Legendre polynomials that

So we get

Thus the general coefficient of the expansion is given by

The expansion is similar to an expansion of an arbitrary function into a Fourier series.

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5.9 Applications

Application 1: Most times we are interested in finding potential due to an

electrostatic /gravitational system but at places where there are no charges or
masses.
As a representative system consider a collection of charges in Region with charge density
at a position . An elemental charge would then lead to an electrostatic
potential at point at a relative position from the elemental charge. The job now
is to determine the potential at due to the whole system of charges.

Thus, at the electrostatic Potential would be

A1.1

where

If we assume that is small enough compared to ,

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 Legendre’s Differential Equation

A1.2

Hence,

A1.3

A student can now see that it is a direct application of Legendre polynomials, where we see
that in the above equation the first term is that of a monopole, the second of a dipole, and
the third of a quadrupole.

Application 2: Another direct application is when we solve for the Laplace Equation
in spherical polar coordinates.
Thus, the Laplace Equation in spherical polar coordinates is

A2.1

The solution of this will give us the electrostatic Potential at a point . Such
solutions will be called the spherical Harmonics
However, if we restrict ourselves to axial symmetry then the above equation will be
independent of

Thus the Laplace equation reduces to

A2.2

The solution of this will give us the electrostatic Potential at point . Such solutions
will be called the circular Harmonics
The trial solution in which variables can be separated is considered as ,
Thus ,

A2.3

We separate the variables as

And divide by thoughout to get

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 Legendre’s Differential Equation

The LHS is a function of while the RHS is a function of . Any change in the LHS
should produce a corresponding change in RHS. Thus we equate them to a constant .
Hence,

A2.4

Separately we write the radial equation from A2.4 as

This equation can be solved via Frobenius method to achieve a solution as

Further we write the angular equation from A2.4 as

It is important for us to understand this equation. This equation is equivalent to Legendre

equation and will have Legendre polynomials as solutions.
For this we write
then ; and so that
and thus we get

Here, are the Legendre polynomials with degree . A different

polynomial will exist for every value of . We limit our discussion for integer values of and
write

So the complete solution will be

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 Legendre’s Differential Equation

The Laplace equation in spherical polar coordinates has many applications. Students will
read it more often in the hydrogen atom problem and relate the presence of the Legendre
polynomials (which are present as circular harmonics). However if we consider the spherical
harmonics then the solution will have azimuthal Legendre polynomials involved.

Summary
 A Homogeneous Second Order Differential Equation of the type

where (a positive integer) is known as the Legendre’s differential equation.

The general solution is given by

where is the Legendre Polynomial of order (also known as the Legendre Function of
First Kind) and is the Legendre Function of Second Kind.
In this equation is an ordinary point while is a regular singular point.
So that we may apply the power series method both at and .
 For the ordinary point the series solution

Yields the recurrence relation / formula.

It relates the the coefficient with the th coefficient depending on being even or odd.
The coefficients and which are therefore left as arbitrary constants.
The recurrence relation leads to the solution

The two series in the solution converges for and the solution can be written in the
form

where the two solutions and are thus

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 Legendre’s Differential Equation

The above two series are linearly independent solutions which can be verified by evaluating
the Wronskian at the ordinary point , where and are as defined above and
and are the first order derivatives of the same,

Hence, the general solution to the Legendre’s Differential Equation is convergent & valid in
the interval but the series still has infinite terms,
 The resulting solution of Legendre’s differential equation is called the Legendre
Polynomial of degree and denoted by

where or whichever is an integer. In particular

 Rodrigues Formula for Legendre’s Polynomials is expressed as

 The Legendre polynomial is the coefficient of in the expansion of

in ascending powers of i.e. the generating function is



 The orthogonal and normalisation properties of Legendre’s Polynomials are expressed
as

here is the Kronecker delta , , and

 Recurrence Formulae for Legendre’s Polynomials

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 Legendre’s Differential Equation

 Expansion of an arbitrary function in series of Legendre’s Polynomials

A function and are sectionally continuous in the interval then this function
may be expanded in a series of the form

Thus the general coefficient of the expansion is given by

The expansion is similar to an expansion of an arbitrary function into a Fourier series.

Bibliography/ References / Glossary

1. Advanced Engineering Mathematics by Erwin Kreysig
2. Advanced Engineering Mathematics by Michael D. Greenberg
3. Schaum's Outline: Theory and Problems of Advanced Calculus by Murray R. Spiegel
4. Mathematical Methods in Physical Sciences by Mary L. Boas
5. Calculus & Analytic Geometry by Fobes & Smyth
6. Essential Mathematical Methods by K.F. Riley & M.P. Hobson
7. Schaum's Outline: Theory and Problems of Differential Equations by Richard Bronson
8. Schaum's Outline: Theory and Problems of Differential Equations by Frank Ayres
9. Introductory Course in Differential Equations by Daniel A. Murray
10. Differential Equations by N.M. Kapoor
11. Higher Engineering Mathematics by B S Grewal
12. A Treatise on Differential Equations by A. R. Forsyth

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