Chapter5-2

5.2 Legendre’s Differential Equation

Legendre’s equation arises when solving partial differential equations involving the Laplacian in spherical coordinate. The ODE in the r direction of spherical coordinate usually takes the form

(1 - x2) - 2x + my = 0, - 1 < x < 1 (5.2-1)

Since p(x) = , q(x) = , and r(x) = 0 are analytic at x = 0, the equation can be represented by a power series solution of the form

y = (5.2-2)

Differentiating the series solution (5.2-2) yields

y’ = , y” =

Substituting the function and its derivatives into Eq. (5.2-1) yields

(1 - x2) - 2x + m= 0

- - 2+ m= 0 (5.2-3)

The terms with xm-2 can be changed to xm by replacing m with m + 2

=

Equation (5.2-3) becomes

- - 2x + m= 0

+ 2a2 + ma0 + (6a3 - 2a1 + ma1)x = 0

a2 = a0, a3 = a1

am+2 = am

For m = Þ am+2 = am = - am

a2 = a0 a3 = a1

a4 = a2 = a0

a5 = a3 = a1

The general solution is then

y= a0y1+ a1y2

where

y1= 1 x2 + x2 - ...

y2= x x3 + x5 + ...

If n is an even integer then (when m = n) an+2 = - an = 0 = an+4 = an+6 = ...

If n = 2, y1= 1 x2 = 1 - 3x2

If n = 4, y1= 1 - 10x2 + x4

If n is an even integer then y1is a polynomial of degree n, and y2has the form of an infinite series. Similarly, if n is an odd integer then y2is a polynomial of degree n, and y1is an infinite series.

If n = 1, y2= x

If n = 3, y2= x - x3

If n = 5, y2= x - x3 + x5

For the polynomial solutions, the non-vanishing coefficients can be expressed in terms of the coefficients an of the highest power of x of the polynomial. We need a backward recurrence relation that takes us from am to am-2. From the recurrence relation

am+2 = - am

Replacing m by m – 2 yields

am = - am-2

The backward recurrence relation becomes

am-2 = - am

For m = n,

an-2 = - an

The coefficient an is still arbitrary. It is standard to choose an = so that all the polynomials will have the value unity at x = 1. It we do that, the polynomials are called Legendre polynomials of degree n: Pn(x)

Pn(x) = xn-2m

where M = n/2 if n is even, and M = (n – 1)/2 if n is odd.

The first few Legendre polynomials are

P0(x) = 1 P1(x) = x

P2(x) = (3x2 - 1) P3(x) = (5x3 - 3x)

P4(x) = (35x4 - 30x2 + 3) P5(x) = (63x5 - 70x3 + 15x)

In summary: For n = 0, 1, 2, ... the Legrendre equation of order n

(1 - x2) - 2x + n(n + 1)y = 0, - 1 < x < 1

has two linearly independent solutions y1and y2

y1= 1 x2 + x2 - ...

y2= x x3 + x5 + ...

When n is an even integer y1 is a polynomial Pn(x) of degree n and y2 has the form of an infinite series. Legendre’s function of the second kind is defined as

Qn(x) = y1 y2 n even

When n is an odd integer y2 is a polynomial Pn(x) of degree n and y1 has the form of an infinite series. Legendre’s function of the second kind for this case is defined as

Qn(x) = - y1 y2 n odd

The general solution of Legrendre equation is then

y= C1 Pn(x) + C2 Qn(x)

Legendre function of the second kind converges on the interval - 1 < x < 1 and diverges at the end points. The first few Legendre functions of the second kind are

Q0(x) = Q1(x) = x Q0(x) - 1

Q2(x) = P2(x)Q0(x) - x Q3(x) = P3(x)Q0(x) - x2 +

Q4(x) = P4(x)Q0(x) - x3 + x Q5(x) = P5(x)Q0(x) - x4 + x2 -

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