MA 102: Lecture - 11

Power Series Solutions to the Legendre Equation

March-June 2023

Lecture-11
(Section 6.1 of Differential Equations by S. L. Ross, 3rd Edition)

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 Power Series Solutions to the Legendre Equation

The Legendre equation

The equation

(1 − x2 )y 00 − 2xy 0 + α(α + 1)y = 0, (1)

where α is any real constant, is called Legendre’s equation.

When α is a non-negative integer, the equation has polynomial

solutions called Legendre polynomials.

In this lecture, we shall obtain explicit representations of these

polynomials and discuss their few properties.

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 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 x2 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 xn , x ∈ (−1, 1).
n=0

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 Power Series Solutions to the Legendre Equation

Differentiating term by term, we obtain

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

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

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 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 . (2)
(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 − 4)(α + 1)(α + 3)(α + 5)
a6 = (−1)3 a0 ,
6!
... ........................
α(α − 2) · · · (α − 2n + 2) · (α + 1)(α + 3) · · · (α + 2n − 1)
a2n = (−1)n a0
(2n)!
| {z }
Leα (n)
n
= (−1) a0 Leα (n).
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 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)!
| {z }
Lo
α (n)
n
= (−1) a1 Loα (n).
Therefore, the series for y(x) can be written as



y(x) = a0 + a2 x2 + a4 x4 + . . . + a1 x + a3 x3 + a5 x5 + . . .
∞
X X∞
n e 2n
= (−1) a0 Lα (n)x + (−1)n a1 Loα (n)x2n+1
n=0 n=0
= a0 y1 (x) + a1 y2 (x) with
X∞ ∞
X
y1 (x) = 1+ (−1)n Leα (n)x2n , y2 (x) = x + (−1)n a1 Loα (n)x2n+1
n=1 n=1

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 Power Series Solutions to the Legendre Equation

Note 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 (since W (y1, y2 )(0) = 1), 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 .

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 Power Series Solutions to the Legendre Equation

α(α−2)···(α−2n+2)·(α+1)(α+3)···(α+2n−1)
Note for Leα (n) = (2n)!
Case I. When α = 2m, we note that
2n m!
α(α − 2) · · · (α − 2(n − 1)) = 2m(2m − 2) · · · (2m − 2(n − 1)) =
(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
∞
X (2m + 2n)!
y1 (x) = 1+ (−1)n Leα (n)x2n = 1+ (−1)n x2n ,
n=1
(2m)! n=1 (m − n)!(m + n)!(2n)!

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 − 3x2 , 1 − 10x2 + 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 x2n+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 + 2n + 1)!
y2 (x) = x + (−1)n x2n+1 .
(2m + 1)! n=1 (m − n)!(m + n)!(2n + 1)!

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

polynomials are
5 14 21
y2 (x) = x, x − x3 , x − x3 + x5 .
3 3 5

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 Power Series Solutions to the Legendre Equation

The Legendre polynomial

Thus, for a nonnegative integer α, the Legendre equation

(1 − x2 )y 00 − 2xy 0 + α(α + 1)y = 0

leads to a polynomial solution (say, pα ) of degree exactly α.

More precisely,
( (m!)2 Pm (2m+2n)!
n 2n α
1 + (2m)! n=1 (−1) (m−n)!(m+n)!(2n)! x , m= 2
pα (x) = (m!) 2 P m n (2m+2n+1)! 2n+1 α−1
x + (2m+1)! n=1 (−1) (m−n)!(m+n)!(2n+1)! x m= 2

Next, our objective is to obtain a single formula which contains both

the polynomials in pα . That is, we try to derive a polynomial
Pl solution
of the degree exactly α(= say, l) of the form y(x) = n=0 an xn .
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 Power Series Solutions to the Legendre Equation

Again, recurrence relation

(α − n)(α + n + 1)
an+2 = − an , (3)
(n + 1)(n + 2)

for α = l yields

(n + 1)(n + 2)
an = − an+2 , (4)
(l − n)(l + n + 1)

for n = l − 2, l − 4, . . . , 1 or 0. Equivalently,

(l − 2r + 2)(l − 2r + 1)
al−2r = − al−2r+2 (5)
(2r)(2l − 2r + 1)

for r = 1, 2, 3, . . . , l−1 l
2 or 2 . Note that
l−1
2 or l
2 can be combined by introducing
greatest integer function [ 2l ], so that
 
(l − 2r + 2)(l − 2r + 1) l
al−2r = − al−2r+2 , r = 1, 2, 3, . . . , . (6)
(2r)(2l − 2r + 1) 2

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 Power Series Solutions to the Legendre Equation

Further, the relation

 
(l − 2r + 2)(l − 2r + 1) l
al−2r =− al−2r+2 , r = 1, 2, 3, . . . , . (7)
(2r)(2l − 2r + 1) 2

can be rewritten in terms of al as

(−1)r l(l − 1) . . . (l − 2r + 1)
al−2r = r
al . (8)
2 r! (2l − 1)(2l − 3) . . . (2l − 2r + 1)

With the above relation, we have following representation for the solution y:

y(x) = a0 + a1 x + a2 x2 + a3 x3 + . . . + al xl
[ 2l ]
X
= al−2r xl−2r
r=0

so that if l is even (resp. odd), then the only powers of x involved in y are even
(resp. odd).

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 Power Series Solutions to the Legendre Equation

Finally, we arrive at the following polynomial solution

[ 2l ]
X (−1)r l(l − 1) . . . (l − 2r + 1)
Pl (x) = al xl−2r
r=0
2r r! (2l − 1)(2l − 3) . . . (2l − 2r + 1)

of degree exactly l.

Setting Pl (1) = 1, we obtain the coefficient of highest power of x (i.e. xl ) as

(2l!)
al = .
2l (l!)2

Which leads to following polynomial solution

[l/2]
1 X (−1)r (2l − 2r)! l−2r
Pl (x) = l x .
2 r=0 r!(l − r)!(l − 2r)!

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 Power Series Solutions to the Legendre Equation

Rodrigues’s formula for the Legendre polynomials

A simple formula for the Legendre polynomial of degree exactly n is

given by
1 dn 2
Pn (x) = n (x − 1)n ,
2 n! dxn
which is known as Rodrigues’ formula.

The first five Legendre polynomials are

1
P0 (x) = 1, P1 (x) = x, P2 (x) = (3x2 − 1)
2
1 1
P3 (x) = (5x3 − 3x), P4 (x) = (35x4 − 30x2 + 3).
2 8

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 Power Series Solutions to the Legendre Equation

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

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 Power Series Solutions to the Legendre Equation

Properties of the Legendre polynomials Pn (x)

• For each n ≥ 0, Pn (x) is the only polynomial which satisfies the

Legendre equation

(1 − x2 )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.

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 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 ***

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