Power Series Solutions to the Legendre Equation

Power Series Solutions to the Legendre Equation

Department of Mathematics
IIT Guwahati

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

The Legendre equation

The equation

(1 − x 2 )y 00 − 2xy 0 + α(α + 1)y = 0, (1)

where α is any real constant, is called Legendre’s equation.
When α ∈ Z+ , the equation has polynomial solutions called
Legendre polynomials. In fact, these are the same polynomial
that encountered earlier in connection with the Gram-Schmidt
process.
The Eqn. (1) can be rewritten as

[(x 2 − 1)y 0 ]0 = α(α + 1)y ,

which has the form T (y ) = λy , where T (f ) = (pf 0 )0 , with
p(x) = x 2 − 1 and λ = α(α + 1).

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Note that the nonzero solutions of (1) are eigenfunctions of T

corresponding to the eigenvalue α(α + 1).

Since p(1) = p(−1) = 0, T is symmetric with respect to the

inner product Z 1
(f , g ) = f (x)g (x)dx.
−1

Thus, eigenfunctions belonging to distinct eigenvalues are

orthogonal.

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Power series solution for the Legendre equation

The Legendre equation can be put in the form
y 00 + p(x)y 0 + q(x)y = 0,

where
2x α(α + 1)
p(x) = − 2
and q(x) = 2
, if x 2 6= 1.
1−x 1−x
1
P∞ 2n
Since (1−x 2) = n=0 x for |x| < 1, both p(x) and q(x) have
power series expansions in the open interval (−1, 1).
Thus, seek a power series solution of the form
∞
X
y (x) = an x n , x ∈ (−1, 1).
n=0

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Differentiating term by term, we obtain

∞
X ∞
X
0 n−1 00
y (x) = nan x and y = n(n − 1)an x n−2 .
n=1 n=2

Thus,
∞
X ∞
X
0 n
2xy = 2nan x = 2nan x n ,
n=1 n=0
and
∞
X ∞
X
2 00 n−2
(1 − x )y = n(n − 1)an x − n(n − 1)an x n
n=2 n=2
X∞ ∞
X
= (n + 2)(n + 1)an+2 x n − n(n − 1)an x n
n=0 n=0
∞
X
= [(n + 2)(n + 1)an+2 − n(n − 1)an ]x n .
n=0

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Substituting in (1), we obtain

(n+2)(n+1)an+2 −n(n−1)an −2nan +α(α+1)an = 0, n ≥ 0,
which leads to a recurrence relation
(α − n)(α + n + 1)
an+2 = − an .
(n + 1)(n + 2)
Thus, we obtain
α(α + 1)
a2 = − a0 ,
1·2
(α − 2)(α + 3) α(α − 2)(α + 1)(α + 3)
a4 = − a2 = (−1)2 a0 ,
3·4 4!
..
.
α(α − 2) · · · (α − 2n + 2) · (α + 1)(α + 3) · · · (α + 2n − 1)
a2n = (−1)n a0 .
(2n)!

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Similarly, we can compute a3 , a5 , a7 , . . . , in terms of a1 and obtain

(α − 1)(α + 2)
a3 = − a1
2·3
(α − 3)(α + 4) (α − 1)(α − 3)(α + 2)(α + 4)
a5 = − a3 = (−1)2 a1
4·5 5!
..
.
(α − 1)(α − 3) · · · (α − 2n + 1)(α + 2)(α + 4) · · · (α + 2n)
a2n+1 = (−1)n a1
(2n + 1)!

Therefore, the series for y (x) can be written as

y (x) = a0 y1 (x) + a1 y2 (x), where

P∞ n α(α−2)···(α−2n+2)·(α+1)(α+3)···(α+2n−1) 2n
y1 (x) = 1 + n=1 (−1) (2n)! x , and
P∞ n (α−1)(α−3)···(α−2n+1)·(α+2)(α+4)···(α+2n) 2n+1
y2 (x) = x + n=1 (−1) (2n+1)! x .

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Note: The ratio test shows that y1 (x) and y2 (x) converges for
|x| < 1. These solutions y1 (x) and y2 (x) satisfy the initial
conditions

y1 (0) = 1, y10 (0) = 0, y2 (0) = 0, y20 (0) = 1.

Since y1 (x) and y2 (x) are independent, the general solution of
the Legendre equation over (−1, 1) is

y (x) = a0 y1 (x) + a1 y2 (x)

with arbitrary constants a0 and a1 .

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Observations
Case I. When α = 0 or α = 2m, we note that
2n m!
α(α − 2) · · · (α − 2n + 2) = 2m(2m − 2) · · · (2m − 2n + 2) =
(m − n)!
and
(α + 1)(α + 3) · · · (α + 2n − 1) = (2m + 1)(2m + 3) · · · (2m + 2n − 1)
(2m + 2n)!m!
= .
2n (2m)!(m + n)!
Then, in this case, y1 (x) becomes
m
(m!)2 X (2m + 2k)!
y1 (x) = 1 + (−1)k x 2k ,
(2m)! (m − k)!(m + k)!(2k)!
k=1

which is a polynomial of degree 2m. In particular, for

α = 0, 2, 4(m = 0, 1, 2), the corresponding polynomials are
35 4
y1 (x) = 1, 1 − 3x 2 , 1 − 10x 2 + x .
3
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 Power Series Solutions to the Legendre Equation

Note that the series y2 (x) is not a polynomial when α is even

because the coefficients of x 2n+1 is never zero.
Case II. When α = 2m + 1, y2 (x) becomes a polynomial and
y1 (x) is not a polynomial.
In this case,
m
(m!)2 X (2m + 2k + 1)!
y2 (x) = x + (−1)k x 2k+1 .
(2m + 1)! (m − k)!(m + k)!(2k + 1)!
k=1

For example, when α = 1, 3, 5 (m = 0, 1, 2), the corresponding

polynomials are
5 14 21
y2 (x) = x, x − x 3 , x − x 3 + x 5 .
3 3 5

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

The Legendre polynomial

Let
[n/2]
1 X (−1)r (2n − 2r )! n−2r
Pn (x) = x ,
2n r =0 r !(n − r )!(n − 2r )!
where [n/2] denotes the greatest integer ≤ n/2.
• When n is even, it is a constant multiple of the polynomial
y1 (x).
• When n is odd, it is a constant multiple of the polynomial
y2 (x).
The first five Legendre polynomials are
1
P0 (x) = 1, P1 (x) = x, P2 (x) = (3x 2 − 1)
2
1 1
P4 (x) = (35x 4 − 30x 2 + 3), P5 (x) = (63x 5 − 70x 3 + 15x).
8 8
RA/RKS MA-102 (2016)
Power Series Solutions to the Legendre Equation

Figure : Legendre polynomial over the interval [−1, 1]

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

Rodrigues’s formula for the Legendre polynomials

Note that
dn
 
(2n − 2r )! n−2r 1 1 n
x = n x 2n−2r and = .
(n − 2r )! dx r !(n − r )! n! r

Thus, Pn (x) in (2) can be expressed as

[n/2]
1 dn X
 
r n
Pn (x) = n (−1) x 2n−2r .
n
2 n! dx r =0 r

When [n/2] < r ≤ n, the term x 2n−2r has degree less than n,
so its nth derivative is zero. This gives
n
1 dn X 1 dn 2
 
r n 2n−2r
Pn (x) = n (−1) x = (x − 1)n ,
2 n! dx n r 2n n! dx n
r =0

which is known as Rodrigues’ formula.

RA/RKS MA-102 (2016)
 Power Series Solutions to the Legendre Equation

Properties of the Legendre polynomials Pn (x)

• For each n ≥ 0, Pn (1) = 1. Moreover, Pn (x) is the only

polynomial which satisfies the Legendre equation

(1 − x 2 )y 00 − 2xy 0 + n(n + 1)y = 0

and Pn (1) = 1.

• For each n ≥ 0, Pn (−x) = (−1)n Pn (x).

• Z 1 
0 if m 6= n,
Pn (x)Pm (x)dx = 2
−1 2n+1
if m = n.

RA/RKS MA-102 (2016)

 Power Series Solutions to the Legendre Equation

• If f (x) is a polynomial of degree n, we have

n
X
f (x) = ck Pk (x), where
k=0
Z 1
2k + 1
ck = f (x)Pk (x)dx.
2 −1
• It follows from the orthogonality relation that
Z 1
g (x)Pn (x)dx = 0
−1

for every polynomial g (x) with deg(g (x)) < n.

*** End ***

RA/RKS MA-102 (2016)