Power Series Solutions to the Legendre Equation
&
the Legendre polynomials
Department of Mathematics
IIT Guwahati
SHB/SU
SHB/SU MA-102 (2020)
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 equation.
It can be rewritten as [(x 2 − 1)y 0 ]0 = α(α + 1)y , which has
the form T (y ) = λy , where T : C 2 (I) 7→ C 2 (I) defined by
T (f ) = (pf 0 )0 , ∀f ∈ C 2 (I),
with p(x) = x 2 − 1 and λ = α(α + 1) is a linear operator on
the vector space C 2 (I) of continuously twice differentiable
functions on the interval I.
The nonzero solutions of (1) are eigenvectors of T
corresponding to the eigenvalue α(α + 1).
SHB/SU MA-102 (2020)
The series solutions of the Legendre equation about the
ordinary point x0 = 0, are given by
y (x) = a0 y1 (x) + a1 y2 (x),
where
∞
X α(α − 2) · · · (α − 2n + 2) · (α + 1)(α + 3) · · · (α + 2n − 1) 2n
y1 (x) = 1+ (−1)n x ,
n=1
(2n)!
and
∞
X (α − 1)(α − 3) · · ·(α − 2n + 1)·(α + 2)(α + 4) · · · (α + 2n) 2n+1
y2 (x) = x+ (−1)n x .
n=1
(2n + 1)!
SHB/SU MA-102 (2020)
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.
So {y1 (x), y2 (x)} is a fundamental solution set and 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 .
When α is a non-negative integer, exactly one amongst y1 (x)
and y2 (x) is a polynomial.
When α = 0 or α = 2m, y1 (x) is a polynomial while all the
terms of series expansion y2 (x) are non-zero.
When α = 2m + 1, y2 (x) is a polynomial and y1 (x) is a power
series with infinitely many terms.
SHB/SU MA-102 (2020)
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)!
Let y1 (x) be denoted by y1,α (x) for α = 0, or α = 2m. Then
m
(m!)2 X (2m + 2k)!
y1,2m (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
y1,0 (x) = 1, y1,2 (x) = 1 − 3x 2 , y1,4 (x) = 1 − 10x 2 + x .
3
SHB/SU MA-102 (2020)
Case II. When α = 2m + 1,
2n m!
(α −1)(α −3) · · · (α −2n +1) = 2m(2m −2) · · · (2m −2n +2) =
(m − n)!
and
(α + 1)(α + 3) · · · (α + 2n) = (2m + 3)(2m + 5) · · · (2m + 2n + 1)
(2m + 2n + 1)! m!
= .
2n (2m + 1)! (m + n)!
Let y2 (x) be denoted by y2,α (x) for α = 2m + 1. Then
m
(m!)2 X (2m + 2k + 1)!
y2,2m+1 (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 polynomials are
5 14 21
y2,1 (x) = x, y2,3 (x) = x − x 3 , y2,5 (x) = x − x 3 + x 5 .
3 3 5
These polynomial solutions are scaled versions of Legendre polynomials.
SHB/SU MA-102 (2020)
The Legendre polynomials
To obtain a single formula which contains both the
polynomials in y1 (x) and y2 (x), let
[n/2]
1 X (−1)r (2n − 2r )! n−2r
Pn (x) = n x ,
2 r =0 r !(n − r )!(n − 2r )!
where [n/2] denotes the greatest integer ≤ n/2.
• Let fn (x) be the polynomial solution of the Legendre
equation when α is a non negative integer n. Then,
(−1)t (t!)2 22t
fn (x) = Pn (x), where t = [n/2].
n!
• Pn (x) are solutions of the Legendre equations for α = n
and are called the Legendre polynomials.
SHB/SU MA-102 (2020)
The Legendre polynomials
The graphs of the first six Legendre polynomials P0 (x) = 1, P1 (x) = x,
P2 (x) = 12 (3x 2 − 1), P3 (x) = 21 (5x 3 − 3x), P4 (x) = 18 (35x 4 − 30x 2 + 3),
P5 (x) = 81 (63x 5 − 70x 3 + 15x), are plotted below when x ∈ [−1, 1].
1
P0 (x)
P2 (x) P1 (x)
0.5 P3 (x)
P4 (x)
P5 (x)
0
−0.5
−1
−1 −0.5 0 0.5 1
SHB/SU MA-102 (2020)
Rodrigues’s formula for the Legendre polynomials
Note that
d n 2n−2r
(2n − 2r )! n−2r 1 1 n
x = nx 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’s formula.
SHB/SU MA-102 (2020)
Properties of the Legendre polynomials
• 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 the extra condition y (1) = 1.
• For each n ≥ 0, Pn (−x) = (−1)n Pn (x).
• For each n = 0, 1, . . . , let Pn (R) be the inner product
space of real polynomials of degree atmost n, with respect
to the inner product
Z 1
hp, qi = p(x)q(x)dx, ∀p, q ∈ Pn (R).
−1
Executing Gram Schmidt orthonormalisation on the
canonical basis {1,nx,q. . . , x n } of Pn (R), gives the
o
2k+1
orthonormal basis 2
Pk (x) : k = 0, . . . , n .
SHB/SU MA-102 (2020)
• Z 1
0 if m 6= n,
Pn (x)Pm (x)dx = 2
−1 2n+1
if m = n.
• 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.
SHB/SU MA-102 (2020)
