Course Name: MATHEMATICS-III

Course No: MATH F 211

Lecture-5

Dr. Minhajul
Department of Mathematics
BITS Pilani, K. K. Birla Goa Campus
Goa, India
 Some Special Functions of
Mathematical Physics
I Legendre Polynomials

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Summary of the last classes
I The Legendre Equation

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

I The solutions which are bounded near x = 1 is given by

y (x) = cF (−n, n + 1, 1, 21 (1 − x))
I The solutions are bounded near x = 1 are precisely constant multiplies of the
polynomial F (−n, n + 1, 1, 21 (1 − x))
I The nth Legendre polynomial is a polynomial of degree n satisfying the
Legendre’s equation with Pn (1) = 1. This is given by the Rodrigues’ formula
1 dn 2
Pn (x) = (x − 1)n (2)
2n n! dx n
I The formula (2) provides relatively easy method for computing the successive
Legendre polynomials.
I Some of the first few Legendre Polynomials
1 1
P0 (x) = 1, P1 (x) = x, P2 (x) = 2
(3x 2 − 1), P3 (x) = 2
(5x 3 − 3x)

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Summary of the last classes

Generating Function
The function on the left side of
1
p = P0 (x) + P1 (x)t + P2 (x)t 2 + ... + Pn (x)t n + ... (3)
1 − 2xt + t 2
is called the generating function of Legendre Polynomials.

Few properties
Assume that the relation (3) is true.
(a) Verify that Pn (1) = 1 and Pn (−1) = (−1)n
1.3...(2n−1)
(b) Show that P2n+1 (0) = 0 and P2n (0) = (−1)n 2n n!

(c) Prove the recursion formula

(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x) (4)

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Properties of Legendre polynomial

Orthogonality
The most important property of the Legendre polynomials

P0 (x), P1 (x), P2 (x), ...Pn (x), ...


Z 1 0 if m 6= n
Pm (x)Pn (x) = (5)
−1 2

2n+1
if m = n.
Therefore, Legendre polynomials forms an orthogonal sequence of functions in the
interval [−1, 1].

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Properties of Legendre polynomial
I Every polynomial of degree k can be expressed as a linear combination of first
k + 1 Legendre polynomials P0 (x), P1 (x), P2 (x),...Pk (x).
k
X
p(x) = an Pn (x) (6)
n=0

I Express p(x) = 1 + 2x + 3x 2 + 5x 3 as a linear combination of Legendre

polynomials.

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Legendre Series

What about an arbitrary function?

An arbitrary function f (x) can be expressed as Legendre series
∞
X
f (x) = an Pn (x) (7)
n=0

I How to compute the coefficients an ?

I We use the orthogonality property to compute an .
I Using the orthogonality property an is given by
 Z 1
1
an = n + f (x)Pn (x)dx (8)
2 −1

I It is easy to justify an , if f (x) is known in advance to have a series expansion of

the form (7) and this series is integrable term by term on the interval −1 ≤ x ≤ 1.

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Legendre series

Remarks
I Both the conditions are obviously true if f (x) is a polynomial.
I In the case of arbitrary functions we have no way of knowing this, and our
conclusion that the coefficients an in (6) are given by (8) is of doubtful validity.
I If the an are defined by formula (8) and then used to form the series (6), for what
kinds of functions f (x) will these an exist and the expansion (6) be valid?

Legendre expansion theorem

If both f (x) and f 0 (x) have at most a finite number of jump discontinuities on the
interval −1 ≤ x ≤ 1, and if f (x−) and f (x+) denote the limits of f (x) from the left and
from the right at a point x, then the an exist and the Legendre series converges to
1
[f (x−) + f (x+)]
2
for −1 < x < 1, to f (−1+) at x = −1, and to f (1−) at x = 1 and in particular, it
converges to f (x) at every point of continuity.
Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Problems
Find the first three terms of the Legendre Series of
(a) ex

0 if − 1 ≤ x < 0
(b) f (x) =
x if 0 ≤ x ≤ 1.

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Problems
(a) Show that
Z 1 2
[Pn (x)]2 dx = (9)
−1 2n + 1
using generating function.

(b) Consider the Legendre’s equation of the form

d
[(1 − x 2 )y 0 ] + n(n + 1)y = 0 (10)
dx
Use Legendre equation to show that for m 6= n
Z 1
Pn (x)Pm (x)dx = 0 (11)
−1

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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Legendre Series

Least squares approximation

Let f (x) be a function defined on the interval −1 ≤ x ≤ 1, and consider the problem of
approximating f (x) as closely as possible in the sense of least squares by polynomials
p(x) of degree ≤ n. Then the problem is to minimize the value of following integral by a
suitable choice of p (x)
Z 1
I= [f (x) − p(x)]2 dx.
−1
It turns out that the minimizing polynomial is precisely the sum of the first n + 1 terms
of the Legendre series (6),

p(x) = a0 P0 (x) + a1 P1 (x) + · · · + an Pn (x),

where the an are given in (8).

Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

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