Engineering Mathematics-I

Lecture 41 : Legendre’s Equation

Panchatcharam Mariappan1

1 Assistant Professor

Department of Mathematics and Statistics

IIT Tirupati, Tirupati
Legendre’s Equation

1
Legendre’s Equation
One of the most important ODE in physics is the Legendre’s equation. It is
given by
(1 − x2 )y ′′ − 2xy ′ + n(n + 1)y = 0 (1)

• This equation contains a parameter n, therefore, it is a family of ODEs.

• Any solution of (1) is called a Legendre function.
• (1) has regular singular points at x = 1, x = −1.
• At x = 0, both p(x) and q(x) are analytic.
Using the power series method we can find a solution of the form.

2
Legendre’s Equation
∞
X
y= am xm
m=0

Applying this power series in (1), we obtain

∞
X ∞
X ∞
X
(1 − x2 ) m(m − 1)am xm−2 − 2x mam xm−1 + n(n + 1) am xm = 0
m=2 m=1 m=0
∞
X ∞
X
m(m − 1)am xm−2 − m(m − 1)am xm
m=2 m=2
∞
X ∞
X
−2 mam xm + n(n + 1) am xm = 0
m=1 m=0

3
Legendre’s Equation

∞
X ∞
X
(m + 2)(m + 1)am+2 xm − m(m − 1)am xm
m=0 m=2
∞
X ∞
X
−2 mam xm + n(n + 1) am xm = 0
m=1 m=0
2a2 + n(n + 1)a0 + (6a3 + [−2 + n(n + 1)]a1 ) x
∞
X
+ [(m + 2)(m + 1)am+2 + [−m(m − 1) − 2m + n(n + 1)]am ] xm = 0
s=2

4
Legendre’s Equation
By equating the coefficient of xm to zero, we obtain

(m + 2)(m + 1)am+2 + [−m(m − 1) − 2m + n(n + 1)]am = 0

[−m(m − 1) − 2m + n(n + 1)]
am+2 = − am
(m + 2)(m + 1)
[−m2 − m + n2 + n]
am+2 = − am
(m + 2)(m + 1)
[n2 − m2 + n − m]
am+2 = − am
(m + 2)(m + 1)
(n − m)(n + m) + n − m
am+2 = − am
(m + 2)(m + 1)

5
Legendre’s Equation
We obtained the following recurrence relation or recursion formula.

(n − m)(n + m + 1)
am+2 = − am , m = 0, 1, · · · (2)
(m + 2)(m + 1)

Now, we can obtain the coefficient of xm in terms of a0 and a1 .

n(n + 1)
a2 = − a0
2!
(n − 2)(n + 3)
a4 = − a2
4.3
(n − 2)n(n + 1)(n + 3)
= a0
4.3.2

6
Legendre’s Equation

(n − 1)(n + 2)
a3 = − a1
3!
(n − 3)(n + 4)
a5 = − a3
5.4
(n − 3))(n − 1)(n + 2)(n + 4)
= a1
5!

n(n + 1) 2 (n − 2)n(n + 1)(n + 3) 4

y1 (x) = 1 − x + x + ···
2! 4!
(n − 1)(n + 2) 3 (n − 3))(n − 1)(n + 2)(n + 4) 5
y2 (x) = x − x + x − ···
3! 5!

7
Legendre’s Equation
• y = a0 y1 (x) + a1 y2 (x) is the general solution of the Legendre Equation.
• Series converges for |x| < 1.
• Since the power of y1 and y2 are different, they are independent.
• Polynomial solution: For m = n, the values of am+2 becomes zero and
hence the remaining terms are.
• Since y1 and y2 are solutions of the Legendre equation, any constant
multiple of y1 and y2 are also a solution of it.

8
Legendre’s Equation
Let us choose the constant as follows.
(2n)!
an =
2n (n!)2
The recurrence relation (2) can also be written as
n(n − 1) n(n − 1) (2n)! (2n − 2)!
an−2 = − an = − . n 2
=− n
2(2n − 1) 2(2n − 1) 2 (n!) 2 (n − 1)!(n − 2)!
By repeating this, we obtain
(2n − 4)!
an−4 =
2n 2!(n
− 2)!(n − 4)!
(2n − 2m)!
an−2m = (−1)m n
2 m!(n − m)!(n − 2m)!
9
Legendre’s Equation
Using these values in either y1 (x) or y2 (x) depending on n, we obtain a
polynomial solution as follows.
⌊n/2⌋
X (2n − 2m)!
Pn (x) = (−1)m xn−2m (3)
2n m!(n − m)!(n − 2m)!
m=0

where ⌊n/2⌋ denotes the floor function.

The Legendre equation can also be written as
 
d 2 dy
(1 − x ) + n(n + 1)y = 0
dx dx

10
Legendre’s Equation
From (3), the following are immediate

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

1 1
P2 (x) = (3x2 − 1) P3 (x) = (5x3 − 3x)
2 2
1 1
P4 (x) = (35x4 − 30x2 + 3) P5 (x) = (63x5 − 70x3 + 15x)
8 8
1 1
P6 (x) = (231x6 − 315x4 + 105x2 − 5) P7 (x) = (429x7 − 693x5 + 315x3 − 35x)
16 16

11
Legendre’s Equation
From the above discussion, one can observe that when n is odd, y2 produces
a polynomial solution whereas y1 produces a series solution as
an = 0 =⇒ an+2 = 0 as n + 2 is odd. Similarly, when n is even, y1 produces a
polynomial solution and y2 produces a series solution.
n n
X (4n − 2m)! X
P2n (x) = (−1)m x 2n−2m
= a2n−2m x2n−2m
22n m!(2n − m)!(2n − 2m)!
m=0 m=0

P2n (x) = a2n x2n + a2n−2 x2n−2 + · · · + a2 x2 + a0 (4)

n
X
P2n+1 (x) = a2n+1−2m x2n+1−2m
m=0

P2n+1 (x) = a2n+1 x2n+1 + a2n−1 x2n−1 + a2n−3 x2n−3 + · · · + a3 x3 + a1 x (5)

12
Legendre’s Equation

Example 1
Case: n = 0 (Tutorial Problem)

n(n + 1) 2 (n − 2)n(n + 1)(n + 3) 4

y1 (x) = 1 − x + x + ···
2! 4!
= 1 = P0 (x)
(n − 1)(n + 2) 3 (n − 3))(n − 1)(n + 2)(n + 4) 5
y2 (x) = x − x + x − ···
3! 5!
(−1)(+2) 3 (−3))(−1)(+2)(+4) 5
=x− x + x
3! 5!
(−5)(−3))(−1)(+2)(+4)(6) 7
− x + ···
7!
x3 x5 x7 x2n+1
=x+ + + + ··· + + ···
3 5 7 2n + 1
13
Legendre’s Equation
Now,
x2 x3 x4 x5
ln(1 + x) = x − + − + + ···
2 3 4 5
x2 x3 x4 x5
ln(1 − x) = −x − − − − − ···
2 3 4 5
x3 x5 x7
ln(1 + x) − ln(1 − x) = 2x + 2 + 2 + 2 + · · ·
3 5 7
1 1+x x3 x 5 x7
ln =x+ + + + ···
2 1−x 3 5 7
Therefore,
1 1+x
y2 (x) = ln
2 1−x

14
Legendre’s Equation

Example 2
Case: n = 1 (Tutorial Problem)

n(n + 1) 2 (n − 2)n(n + 1)(n + 3) 4

y1 (x) = 1 − x + x + ···
2! 4!
1(2) 2 (−1)1(2)(4) 4 (−3)(−1)1(2)(4)(6) 6
=1− x + x − x + ···
2! 4! 6!
x4 x6
= 1 − x2 − − + ···
3 5
x3 x5 x7 1 1+x
= 1 − x(x + + + + · · · ) = 1 − x ln
3 5 7 2 1−x
(n − 1)(n + 2) 3 (n − 3))(n − 1)(n + 2)(n + 4) 5
y2 (x) = x − x + x − ···
3! 5!
= x = P1 (x)
15
Legendre’s Equation
The Legendre equation can be rewritten as
 
d dy
(1 − x2 ) + n(n + 1)y = 0 (6)
dx dx

Example 3
Show that the differential equation

d2 y dy
sin θ + cos θ + n(n + 1) sin θy = 0
dθ2 dθ
can be transformed to (1) by means of substitution x = cos θ.
It is clear that Pn (cos θ) is the solution of the Legendre equation.

16
Legendre’s Equation
dx d d dx d
x = cos θ =⇒ = − sin θ =⇒ = = − sin θ
dθ dθ dx dθ dx
dy dy dy dy dy
=⇒ = − sin θ =⇒ sin θ = − sin2 θ = −(1 − x2 )
dθ dx dθ dx dx
   
d dy d dy
sin θ = sin θ (1 − x2 ) (7)
dθ dθ dx dx
Using (7) in (6), we obtain
   
d 2 dy
sin θ (1 − x ) + n(n + 1)y = 0
dx dx

The result follows by the fact that sin θ ̸≡ 0. From the above example, it is
clear that Pn (cos θ) is the solution of the Legendre equation.

17
Legendre’s Polynomial
(Self Study)

18
Legendre’s Polynomial

1 dn 2
Pn (x) = (x − 1)n (8)
2n n! dxn

Example 4
Prove that (8) satisfies (1).
Proof: Let z = (x2 − 1)n , then

z ′ = n(x2 − 1)(n−1) .2x

(x2 − 1)z ′ = n(x2 − 1)n 2x
(1 − x2 )z ′ + 2nxz = 0

Let u = (1 − x2 ), then u′ = −2x, u′′ = 2, u(k) = 0, k > 2.

19
Legendre’s Polynomial
Using Leibniz formula
m  
dm ′
X m (k) (m−k+1)
m
(uz ) = u z
dx k
k=0
m(m − 1) (2) (m−1)
= uzn(m+1) + mu′ z (m) + 2 u z
2
dm m(m − 1) (m−1)
m
(uz ′ ) = (1 − x2 )z (m+1) − 2mxz (m) − 2 z
dx 2
dm
(2nxz) = 2nxz (m) + 2nmz (m−1)
dxm

20
Legendre’s Polynomial

dm ′ dm dm 2 ′ dm
(uz ) + (2nxz) = ((1 − x )z ) + (2nxz)
dxm dxm dxm dxm
m(m − 1) (m−1)
= (1 − x2 )z (m+1) − 2mxz (m) − 2 z
2
+ 2nxz (m) + 2nmz (m−1)

Use m = n + 1, then we obtain

n(n + 1) (n)
(1 − x2 )z (n+2) − 2(n + 1)xz (n+1) − 2 z + 2nxz (n+1) + 2n(n + 1)z (n) = 0
2
(1 − x2 )z (n+2) − 2xz (n+1) + 2n(n + 1)z (n) = 0

21
Legendre’s Polynomial
Let
dn 2
y= (x − 1)n = z (n) (9)
dxn
Then
(1 − x2 )y ′′ − 2xy ′ + 2n(n + 1)y = 0 (10)
If y is a solution of (1), so is cy for some constant c. Let

dn 2
Pn (x) = cy = c (x − 1)n
dxn
To find, c, let us evaluate Pn (1) = 1

z = (x2 − 1)n = (x − 1)n (x + 1)n = uv, u = (x − 1)n , v = (x + 1)n

22
Legendre’s Polynomial
n  
dn X n (k) (n−k)
n
(uv) = u v
dx k
k=0

dn
     
n ′ (n−1) n (2) (n−2) n
(n)
(uv) = uv + uv + u v +· · ·+ u(n−1) v ′ +u(n) v
dxn 1 2 n−1
n!
u(x) = (x − 1)n =⇒ u(k) (x) = (x − 1)n−k , 0 ≤ k ≤ n
(n − k)!
n!
v(x) = (x + 1)n =⇒ v (k) (x) = (x + 1)n−k , 0 ≤ k ≤ n
(n − k)!
u(k) (1) = 0, 0 ≤ k < n, u(n) (x) = n!, u(n) (1) = n!

23
Legendre’s Polynomial

dn
     
n ′ (n−1) n (2) (n−2) n
(n)
(uv)|x=1 = uv + uv + u v + ··· + u(n−1) v ′
dxn 1 2 n−1
| {z }
0
(n)
+u v

Pn (1) = cn!2n
Since Pn (x) is a polynomial solution, and it satisfies (1) and Pn (1) = 1,
c = 2n1n! . Hence the proof.

24
Legendre’s Polynomial
1. Pn (−x) = (−1)n Pn (x)
2. Pn (−1) = (−1)n
′ (0) = P ′′
3. P2n+1 (0) = P2n 2n+1 (0) = 0

4. P2n (0) = (−1)n 1.3.5.··· .(2n−1)

2.4.6.··· .2n
′
5. P2n+1 (0) = (−1)n 1.3.5.···2.4.6.···
.(2n−1)(2n+1)
.2n
n(n+1)
6. Pn′ (1) = 2

25
Legendre’s Polynomial
1. Pn′ (−1) = (−1)n−1 n(n+1)
2
′
2. Pn+1 ′
+ Pn−1 = 2xPn′ + Pn
′
3. Pn+1 = xPn′ + (n + 1)Pn
′
4. Pn+1 ′
− Pn−1 = (2n + 1)Pn
′
5. Pn−1 = xPn′ − nPn
6. (1 − x2 )Pn′ = nPn−1 − nxPn
7. (1 − x2 )Pn′ = (n + 1)xPn − (n + 1)Pn+1

26
Legendre’s Polynomial
 1
(
0 if n ̸= m
Pn Pm dx = 2
−1 2n+1 if n = m
1 1+x
Qn (x) = Pn (x) ln
2 1−x

1 1+x
1. Q0 (x) = ln
2 1−x
2. (n + 1)Qn+1 = (2n + 1)xQn − nQn−1
3. Q2n (0) = 0
4. Q2n (1) = ∞
Xn
5. Qn (x) = Pm−1 (x)Pn−m (x)
m=1 27
Legendre Functions of First kind

Figure 1: Legendre Functions of First kind

28
Legendre Functions of Second kind

Figure 2: Legendre Functions of Second kind

29
 Thanks
Doubts and Suggestions
panch.m@iittp.ac.in

30
Engineering Mathematics-I
Lecture 41 : Legendre’s Equation

Panchatcharam Mariappan1

1 Assistant Professor

Department of Mathematics and Statistics

IIT Tirupati, Tirupati

30