Legendre polynomials

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The six first Legendre polynomials.

In physical science and mathematics, Legendre polynomials (named after Adrien-Marie Legendre, who discovered them in 1782) are a system of complete and orthogonal polynomials, with a vast number of mathematically beautiful properties, and numerous applications. They can be defined in many ways, and the various definitions highlight different aspects as well as suggest generalizations and connections to different mathematical structures and physical and numerical applications.


Closely related to the Legendre polynomials are associated Legendre polynomials, Legendre functions of the second kind Qndisplaystyle Q_nQ_n, discussed below, and associated Legendre functions.
For each of these see the separate Wikipedia articles.




Contents





  • 1 Definition by construction as an orthogonal system


  • 2 Definition via generating function


  • 3 Definition via differential equation


  • 4 Orthonormality and completeness


  • 5 Rodrigues' formula and other explicit formulas


  • 6 Applications of Legendre polynomials

    • 6.1 Expanding a 1/r potential


    • 6.2 Legendre polynomials in multipole expansions


    • 6.3 Legendre polynomials in trigonometry



  • 7 Additional properties of Legendre polynomials

    • 7.1 Recursion relations


    • 7.2 Asymptotes


    • 7.3 Zeros



  • 8 Legendre polynomials with transformed argument

    • 8.1 Shifted Legendre polynomials


    • 8.2 Legendre rational functions



  • 9 Legendre functions of the second kind (Qn)


  • 10 See also


  • 11 Notes


  • 12 References


  • 13 External links




Definition by construction as an orthogonal system


In this approach, the polynomials are defined as an orthogonal system with respect to the function w(x)=1displaystyle w(x)=1w(x)=1 over the
interval [−1,1]displaystyle [-1,1]displaystyle [-1,1], i.e., Pn(x)displaystyle P_n(x)P_n(x) is a polynomial of degree ndisplaystyle nn, such that


∫−11Pm(x)Pn(x)dx=0if n≠m.displaystyle int _-1^1P_m(x)P_n(x),dx=0quad textif nneq m.displaystyle int _-1^1P_m(x)P_n(x),dx=0quad textif nneq m.

This determines the polynomials completely up to an overall scale factor, which is fixed by the standardization
Pn(1)=1displaystyle P_n(1)=1displaystyle P_n(1)=1. That this is a constructive definition is seen thus: P0(x)=1displaystyle P_0(x)=1displaystyle P_0(x)=1 is the only correctly standardized polynomial of degree 0. P1(x)displaystyle P_1(x)P_1(x) must be orthogonal to P0displaystyle P_0P_0, leading to P1(x)=xdisplaystyle P_1(x)=xdisplaystyle P_1(x)=x, P2(x)displaystyle P_2(x)P_2(x) is determined by demanding orthogonality to P0displaystyle P_0P_0 and P1displaystyle P_1P_1, and so on. Pndisplaystyle P_nP_n is fixed by demanding orthogonality to all Pmdisplaystyle P_mP_m with m<ndisplaystyle m<n m < n . This gives ndisplaystyle nn conditions, which, along with the standardization Pn(1)=1displaystyle P_n(1)=1displaystyle P_n(1)=1 fixes all n+1displaystyle n+1displaystyle n+1 coefficients in Pn(x)displaystyle P_n(x)displaystyle P_n(x). With work, all the coefficients of every polynomial can be systematically determined, leading to the explicit representation in powers of xdisplaystyle xx given below.


This definition of the Pndisplaystyle P_nP_n's is the simplest one. It does not appeal to the theory of differential equations. Second, the completeness of the polynomials follows immediately from the completeness of the powers 1, x,x2,x3,…displaystyle x,x^2,x^3,ldots displaystyle x,x^2,x^3,ldots . Finally, by defining them via orthogonality with respect to the most obvious weight function on a finite interval, it sets up the Legendre polynomials as one of the three classical orthogonal polynomial systems. The other two are the Laguerre polynomials, which are orthogonal over the half line [0,∞)displaystyle [0,infty )[0,infty ), and the Hermite polynomials, orthogonal over the full line (−∞,∞)displaystyle (-infty ,infty )(-infty ,infty ), with weight functions that are the most natural analytic functions that ensure convergence of all integrals.



Definition via generating function


The Legendre polynomials can also be defined as the coefficients in a formal expansion in powers of tdisplaystyle tt of the generating function[1]







11−2xt+t2=∑n=0∞Pn(x)tn.displaystyle frac 1sqrt 1-2xt+t^2=sum _n=0^infty P_n(x)t^n,.displaystyle frac 1sqrt 1-2xt+t^2=sum _n=0^infty P_n(x)t^n,.








 



 



 



 




(2)


The coefficient of tndisplaystyle t^nt^n is a polynomial in xdisplaystyle xx of degree ndisplaystyle nn. Expanding up to t1displaystyle t^1displaystyle t^1 gives


P0(x)=1,P1(x)=x.displaystyle P_0(x)=1,,quad P_1(x)=x.displaystyle P_0(x)=1,,quad P_1(x)=x.

Expansion to higher orders gets increasingly cumbersome, but is possible to do systematically, and again leads to one of the explicit forms given below.


It is possible to obtain the higher Pndisplaystyle P_nP_n's without resorting to direct expansion of the Taylor series, however. Eq. 2 is differentiated with respect to t on both sides and rearranged to obtain


x−t1−2xt+t2=(1−2xt+t2)∑n=1∞nPn(x)tn−1.displaystyle frac x-tsqrt 1-2xt+t^2=left(1-2xt+t^2right)sum _n=1^infty nP_n(x)t^n-1,.displaystyle frac x-tsqrt 1-2xt+t^2=left(1-2xt+t^2right)sum _n=1^infty nP_n(x)t^n-1,.

Replacing the quotient of the square root with its definition in Eq. 2, and equating the coefficients of powers of t in the resulting expansion gives Bonnet’s recursion formula


(n+1)Pn+1(x)=(2n+1)xPn(x)−nPn−1(x).displaystyle (n+1)P_n+1(x)=(2n+1)xP_n(x)-nP_n-1(x),.displaystyle (n+1)P_n+1(x)=(2n+1)xP_n(x)-nP_n-1(x),.

This relation, along with the first two polynomials P0 and P1, allows all the rest to be generated recursively.


The generating function approach is directly connected to the multipole expansion in electrostatics, as explained below, and is how the polynomials were first defined by Legendre in 1782.



Definition via differential equation


A third definition is in terms of solutions to Legendre's differential equation







ddx[(1−x2)dPn(x)dx]+n(n+1)Pn(x)=0.displaystyle frac ddxleft[left(1-x^2right)frac dP_n(x)dxright]+n(n+1)P_n(x)=0,.displaystyle frac ddxleft[left(1-x^2right)frac dP_n(x)dxright]+n(n+1)P_n(x)=0,.








 



 



 



 




(1)


This differential equation has regular singular points at x = ±1 so if a solution is sought using the standard Frobenius or power series method, a series about the origin will only converge for |x| < 1 in general. When n is an integer, the solution Pn(x) that is regular at x = 1 is also regular at x = −1, and the series for this solution terminates (i.e. it is a polynomial). The orthogonality and completeness of these solutions is best seen from the viewpoint of Sturm–Liouville theory. We rewrite the differential equation as an eigenvalue problem,


ddx((1−x2)ddx)P(x)=−λP(x),displaystyle frac ddxleft(left(1-x^2right)frac ddxright)P(x)=-lambda P(x),,displaystyle frac ddxleft(left(1-x^2right)frac ddxright)P(x)=-lambda P(x),,

with the eigenvalue λdisplaystyle lambda lambda in lieu of n(n+1)displaystyle n(n+1)displaystyle n(n+1). If we demand that the solution be regular at
x=±1displaystyle x=pm 1x=pm 1, the differential operator on the left is Hermitean. The eigenvalues are found to be of the form
n(n + 1), with n=0,1,2,…displaystyle n=0,1,2,ldots displaystyle n=0,1,2,ldots , and the eigenfunctions are the Pn(x)displaystyle P_n(x)P_n(x). The orthogonality and completeness of this set of solutions follows at once from the larger framework of Sturm-Liouville theory.


The differential equation admits another, non-polynomial solution, the Legendre functions of the second kind Qndisplaystyle Q_nQ_n, discussed below.
A two-parameter generalization of (Eq. 1) is called Legendre's general differential equation, solved by the Associated Legendre polynomials. Legendre functions are solutions of Legendre's differential equation (generalized or not) with non-integer parameters.


In physical settings, Legendre's differential equation arises naturally whenever one solves Laplace's equation (and related partial differential equations) by separation of variables in spherical coordinates. From this standpoint, the eigenfunctions of the angular part of the Laplacian operator are the spherical harmonics, of which the Legendre polynomials are (up to a multiplicative constant) the subset that is left invariant by rotations about the polar axis. The polynomials appear as Pn(cos⁡θ)displaystyle P_n(cos theta )P_n(cos theta ) where θdisplaystyle theta theta is the polar angle. This approach to the Legendre polynomials provides a deep connection to rotational symmetry. Many of their properties which are found laboriously through the methods of analysis — for example the addition theorem — are more easily found using the methods of symmetry and group theory, and acquire profound physical and geometrical meaning.



Orthonormality and completeness


The standardization Pn(x)=1displaystyle P_n(x)=1displaystyle P_n(x)=1 fixes the normalization of the Legendre polynomials
(with respect to the L2 norm on the interval −1 ≤ x ≤ 1). Since they are also orthogonal with respect to the same norm, the two statements can be combined into the single equation,


∫−11Pm(x)Pn(x)dx=22n+1δmn,displaystyle int _-1^1P_m(x)P_n(x),dx=frac 22n+1delta _mn,displaystyle int _-1^1P_m(x)P_n(x),dx=frac 22n+1delta _mn,

(where δmn denotes the Kronecker delta, equal to 1 if m = n and to 0 otherwise).
This normalization is most readily found by employing Rodrigues' formula, given below.


That the polynomials are complete means the following. Given any piecewise continuous function f(x)displaystyle f(x)f(x) with finitely many discontinuities in the interval [−1,1], the sequence of sums


fn(x)=∑ℓ=0naℓPℓ(x)displaystyle f_n(x)=sum _ell =0^na_ell P_ell (x)displaystyle f_n(x)=sum _ell =0^na_ell P_ell (x)

converges in the mean to f(x)displaystyle f(x)f(x) as n→∞displaystyle nto infty nto infty , provided we take


aℓ=2ℓ+12∫−11f(x)Pℓ(x)dx.displaystyle a_ell =frac 2ell +12int _-1^1f(x)P_ell (x),dx.displaystyle a_ell =frac 2ell +12int _-1^1f(x)P_ell (x),dx.

This completeness property underlies all the expansions discussed in this article, and is often stated in the form


∑ℓ=0∞2ℓ+12Pℓ(x)Pℓ(y)=δ(x−y),displaystyle sum _ell =0^infty frac 2ell +12P_ell (x)P_ell (y)=delta (x-y),displaystyle sum _ell =0^infty frac 2ell +12P_ell (x)P_ell (y)=delta (x-y),

with −1 ≤ x ≤ 1 and −1 ≤ y ≤ 1.



Rodrigues' formula and other explicit formulas


An especially compact expression for the Legendre polynomials is given by Rodrigues' formula:


Pn(x)=12nn!dndxn(x2−1)n.displaystyle P_n(x)=frac 12^nn!frac d^ndx^nleft(x^2-1right)^n,.displaystyle P_n(x)=frac 12^nn!frac d^ndx^nleft(x^2-1right)^n,.

This formula enables derivation of a large number of properties of the Pndisplaystyle P_nP_n's. Among these are
explicit representations such as


Pn(x)=12n∑k=0n(nk)2(x−1)n−k(x+1)k,Pn(x)=∑k=0n(nk)(n+kk)(x−12)k,Pn(x)=12n∑k=0[n2](−1)k(nk)(2n−2kn)xn−2k,Pn(x)=2n∑k=0nxk(nk)(n+k−12n),displaystyle beginalignedP_n(x)&=frac 12^nsum _k=0^nbinom nk^2(x-1)^n-k(x+1)^k,\P_n(x)&=sum _k=0^nbinom nkbinom n+kkleft(frac x-12right)^k,\P_n(x)&=frac 12^nsum _k=0^[frac n2](-1)^kbinom nkbinom 2n-2knx^n-2k,\P_n(x)&=2^nsum _k=0^nx^kbinom nkbinom frac n+k-12n,endaligneddisplaystyle beginalignedP_n(x)&=frac 12^nsum _k=0^nbinom nk^2(x-1)^n-k(x+1)^k,\P_n(x)&=sum _k=0^nbinom nkbinom n+kkleft(frac x-12right)^k,\P_n(x)&=frac 12^nsum _k=0^[frac n2](-1)^kbinom nkbinom 2n-2knx^n-2k,\P_n(x)&=2^nsum _k=0^nx^kbinom nkbinom frac n+k-12n,endaligned

where the last, which is also immediate from the recursion formula, expresses the Legendre polynomials by simple monomials and involves the multiplicative formula of the binomial coefficient.


The first few Legendre polynomials are:


nPn(x)011x212(3x2−1)312(5x3−3x)418(35x4−30x2+3)518(63x5−70x3+15x)6116(231x6−315x4+105x2−5)7116(429x7−693x5+315x3−35x)81128(6435x8−12012x6+6930x4−1260x2+35)91128(12155x9−25740x7+18018x5−4620x3+315x)101256(46189x10−109395x8+90090x6−30030x4+3465x2−63)displaystyle beginarrayrn&P_n(x)\hline 0&1\1&x\2&tfrac 12left(3x^2-1right)\3&tfrac 12left(5x^3-3xright)\4&tfrac 18left(35x^4-30x^2+3right)\5&tfrac 18left(63x^5-70x^3+15xright)\6&tfrac 116left(231x^6-315x^4+105x^2-5right)\7&tfrac 116left(429x^7-693x^5+315x^3-35xright)\8&tfrac 1128left(6435x^8-12012x^6+6930x^4-1260x^2+35right)\9&tfrac 1128left(12155x^9-25740x^7+18018x^5-4620x^3+315xright)\10&tfrac 1256left(46189x^10-109395x^8+90090x^6-30030x^4+3465x^2-63right)\hline endarraydisplaystyle beginarrayrn&P_n(x)\hline 0&1\1&x\2&tfrac 12left(3x^2-1right)\3&tfrac 12left(5x^3-3xright)\4&tfrac 18left(35x^4-30x^2+3right)\5&tfrac 18left(63x^5-70x^3+15xright)\6&tfrac 116left(231x^6-315x^4+105x^2-5right)\7&tfrac 116left(429x^7-693x^5+315x^3-35xright)\8&tfrac 1128left(6435x^8-12012x^6+6930x^4-1260x^2+35right)\9&tfrac 1128left(12155x^9-25740x^7+18018x^5-4620x^3+315xright)\10&tfrac 1256left(46189x^10-109395x^8+90090x^6-30030x^4+3465x^2-63right)\hline endarray

The graphs of these polynomials (up to n = 5) are shown below:


Plot of the six first Legendre polynomials.


Applications of Legendre polynomials



Expanding a 1/r potential


The Legendre polynomials were first introduced in 1782 by Adrien-Marie Legendre[2] as the coefficients in the expansion of the Newtonian potential


1|x−x′|=1r2+r′2−2rr′cos⁡γ=∑ℓ=0∞r′ℓrℓ+1Pℓ(cos⁡γ),displaystyle frac 1=frac 1sqrt r^2+r'^2-2rr'cos gamma =sum _ell =0^infty frac r'^ell r^ell +1P_ell (cos gamma ),displaystyle frac 1=frac 1sqrt r^2+r'^2-2rr'cos gamma =sum _ell =0^infty frac r'^ell r^ell +1P_ell (cos gamma ),

where r and r are the lengths of the vectors x and x respectively and γ is the angle between those two vectors. The series converges when r > r. The expression gives the gravitational potential associated to a point mass or the Coulomb potential associated to a point charge. The expansion using Legendre polynomials might be useful, for instance, when integrating this expression over a continuous mass or charge distribution.


Legendre polynomials occur in the solution of Laplace's equation of the static potential, 2 Φ(x) = 0, in a charge-free region of space, using the method of separation of variables, where the boundary conditions have axial symmetry (no dependence on an azimuthal angle). Where is the axis of symmetry and θ is the angle between the position of the observer and the axis (the zenith angle), the solution for the potential will be


Φ(r,θ)=∑ℓ=0∞(Aℓrℓ+Bℓr−(ℓ+1))Pℓ(cos⁡θ).displaystyle Phi (r,theta )=sum _ell =0^infty left(A_ell r^ell +B_ell r^-(ell +1)right)P_ell (cos theta ),.displaystyle Phi (r,theta )=sum _ell =0^infty left(A_ell r^ell +B_ell r^-(ell +1)right)P_ell (cos theta ),.

Al and Bl are to be determined according to the boundary condition of each problem.[3]


They also appear when solving the Schrödinger equation in three dimensions for a central force.



Legendre polynomials in multipole expansions


Diagram for the multipole expansion of electric potential.

Legendre polynomials are also useful in expanding functions of the form (this is the same as before, written a little differently):


11+η2−2ηx=∑k=0∞ηkPk(x),displaystyle frac 1sqrt 1+eta ^2-2eta x=sum _k=0^infty eta ^kP_k(x),displaystyle frac 1sqrt 1+eta ^2-2eta x=sum _k=0^infty eta ^kP_k(x),

which arise naturally in multipole expansions. The left-hand side of the equation is the generating function for the Legendre polynomials.


As an example, the electric potential Φ(r,θ) (in spherical coordinates) due to a point charge located on the z-axis at z = a (see diagram right) varies as


Φ(r,θ)∝1R=1r2+a2−2arcos⁡θ.displaystyle Phi (r,theta )propto frac 1R=frac 1sqrt r^2+a^2-2arcos theta .displaystyle Phi (r,theta )propto frac 1R=frac 1sqrt r^2+a^2-2arcos theta .

If the radius r of the observation point P is greater than a, the potential may be expanded in the Legendre polynomials


Φ(r,θ)∝1r∑k=0∞(ar)kPk(cos⁡θ),displaystyle Phi (r,theta )propto frac 1rsum _k=0^infty left(frac arright)^kP_k(cos theta ),displaystyle Phi (r,theta )propto frac 1rsum _k=0^infty left(frac arright)^kP_k(cos theta ),

where we have defined η = a/r < 1 and x = cos θ. This expansion is used to develop the normal multipole expansion.


Conversely, if the radius r of the observation point P is smaller than a, the potential may still be expanded in the Legendre polynomials as above, but with a and r exchanged. This expansion is the basis of interior multipole expansion.



Legendre polynomials in trigonometry


The trigonometric functions cos , also denoted as the Chebyshev polynomials Tn(cos θ) ≡ cos , can also be multipole expanded by the Legendre polynomials Pn(cos θ). The first several orders are as follows:


T0(cos⁡θ)=1=P0(cos⁡θ),T1(cos⁡θ)=cos⁡θ=P1(cos⁡θ),T2(cos⁡θ)=cos⁡2θ=13(4P2(cos⁡θ)−P0(cos⁡θ)),T3(cos⁡θ)=cos⁡3θ=15(8P3(cos⁡θ)−3P1(cos⁡θ)),T4(cos⁡θ)=cos⁡4θ=1105(192P4(cos⁡θ)−80P2(cos⁡θ)−7P0(cos⁡θ)),T5(cos⁡θ)=cos⁡5θ=163(128P5(cos⁡θ)−56P3(cos⁡θ)−9P1(cos⁡θ)),T6(cos⁡θ)=cos⁡6θ=11155(2560P6(cos⁡θ)−1152P4(cos⁡θ)−220P2(cos⁡θ)−33P0(cos⁡θ)).displaystyle beginalignedT_0(cos theta )&=1&&=P_0(cos theta ),\[4pt]T_1(cos theta )&=cos theta &&=P_1(cos theta ),\[4pt]T_2(cos theta )&=cos 2theta &&=tfrac 13bigl (4P_2(cos theta )-P_0(cos theta )bigr ),\[4pt]T_3(cos theta )&=cos 3theta &&=tfrac 15bigl (8P_3(cos theta )-3P_1(cos theta )bigr ),\[4pt]T_4(cos theta )&=cos 4theta &&=tfrac 1105bigl (192P_4(cos theta )-80P_2(cos theta )-7P_0(cos theta )bigr ),\[4pt]T_5(cos theta )&=cos 5theta &&=tfrac 163bigl (128P_5(cos theta )-56P_3(cos theta )-9P_1(cos theta )bigr ),\[4pt]T_6(cos theta )&=cos 6theta &&=tfrac 11155bigl (2560P_6(cos theta )-1152P_4(cos theta )-220P_2(cos theta )-33P_0(cos theta )bigr ).endaligneddisplaystyle beginalignedT_0(cos theta )&=1&&=P_0(cos theta ),\[4pt]T_1(cos theta )&=cos theta &&=P_1(cos theta ),\[4pt]T_2(cos theta )&=cos 2theta &&=tfrac 13bigl (4P_2(cos theta )-P_0(cos theta )bigr ),\[4pt]T_3(cos theta )&=cos 3theta &&=tfrac 15bigl (8P_3(cos theta )-3P_1(cos theta )bigr ),\[4pt]T_4(cos theta )&=cos 4theta &&=tfrac 1105bigl (192P_4(cos theta )-80P_2(cos theta )-7P_0(cos theta )bigr ),\[4pt]T_5(cos theta )&=cos 5theta &&=tfrac 163bigl (128P_5(cos theta )-56P_3(cos theta )-9P_1(cos theta )bigr ),\[4pt]T_6(cos theta )&=cos 6theta &&=tfrac 11155bigl (2560P_6(cos theta )-1152P_4(cos theta )-220P_2(cos theta )-33P_0(cos theta )bigr ).endaligned

Another property is the expression for sin (n + 1)θ, which is


sin⁡(n+1)θsin⁡θ=∑ℓ=0nPℓ(cos⁡θ)Pn−ℓ(cos⁡θ).displaystyle frac sin(n+1)theta sin theta =sum _ell =0^nP_ell (cos theta )P_n-ell (cos theta ).displaystyle frac sin(n+1)theta sin theta =sum _ell =0^nP_ell (cos theta )P_n-ell (cos theta ).


Additional properties of Legendre polynomials


Legendre polynomials have definite parity. That is, they are symmetric or antisymmetric,[4] according to


Pn(−x)=(−1)nPn(x).displaystyle P_n(-x)=(-1)^nP_n(x),.displaystyle P_n(-x)=(-1)^nP_n(x),.

Another useful property is



∫−11Pn(x)dx=0displaystyle int _-1^1P_n(x),dx=0displaystyle int _-1^1P_n(x),dx=0 for n≥1displaystyle ngeq 1ngeq 1,

which follows from considering the orthogonality relation with P0(x)=1displaystyle P_0(x)=1displaystyle P_0(x)=1. It is convenient when a Legendre series ∑iaiPidisplaystyle sum _ia_iP_idisplaystyle sum _ia_iP_i is used to approximate a function or experimental data: the average of the series over the interval [-1, 1] is simply given by the leading expansion coefficient a0displaystyle a_0a_0.


Since the differential equation and the orthogonality property are independent of scaling, the Legendre polynomials' definitions are "standardized" (sometimes called "normalization", but note that the actual norm is not 1) by being scaled so that


Pn(1)=1.displaystyle P_n(1)=1,.displaystyle P_n(1)=1,.

The derivative at the end point is given by


Pn′(1)=n(n+1)2.displaystyle P_n'(1)=frac n(n+1)2,.displaystyle P_n'(1)=frac n(n+1)2,.

The Askey–Gasper inequality for Legendre polynomials reads


∑j=0nPj(x)≥0for x≥−1.displaystyle sum _j=0^nP_j(x)geq 0,quad textfor xgeq -1,.displaystyle sum _j=0^nP_j(x)geq 0,quad textfor xgeq -1,.

The Legendre polynomials of a scalar product of unit vectors can be expanded with spherical harmonics using


Pℓ(r⋅r′)=4π2ℓ+1∑m=−lℓYℓm(θ,φ)Yℓm∗(θ′,φ′),displaystyle P_ell left(rcdot r'right)=frac 4pi 2ell +1sum _m=-l^ell Y_ell m(theta ,varphi )Y_ell m^*(theta ',varphi '),,displaystyle P_ell left(rcdot r'right)=frac 4pi 2ell +1sum _m=-l^ell Y_ell m(theta ,varphi )Y_ell m^*(theta ',varphi '),,

where the unit vectors r and r have spherical coordinates (θ,φ) and (θ′,φ′), respectively.



Recursion relations


As discussed above, the Legendre polynomials obey the three-term recurrence relation known as Bonnet’s recursion formula


(n+1)Pn+1(x)=(2n+1)xPn(x)−nPn−1(x)displaystyle (n+1)P_n+1(x)=(2n+1)xP_n(x)-nP_n-1(x)displaystyle (n+1)P_n+1(x)=(2n+1)xP_n(x)-nP_n-1(x)

and


x2−1nddxPn(x)=xPn(x)−Pn−1(x).displaystyle frac x^2-1nfrac ddxP_n(x)=xP_n(x)-P_n-1(x),.displaystyle frac x^2-1nfrac ddxP_n(x)=xP_n(x)-P_n-1(x),.

Useful for the integration of Legendre polynomials is


(2n+1)Pn(x)=ddx(Pn+1(x)−Pn−1(x)).displaystyle (2n+1)P_n(x)=frac ddxbigl (P_n+1(x)-P_n-1(x)bigr ),.displaystyle (2n+1)P_n(x)=frac ddxbigl (P_n+1(x)-P_n-1(x)bigr ),.

From the above one can see also that


ddxPn+1(x)=(2n+1)Pn(x)+(2(n−2)+1)Pn−2(x)+(2(n−4)+1)Pn−4(x)+⋯displaystyle frac ddxP_n+1(x)=(2n+1)P_n(x)+bigl (2(n-2)+1bigr )P_n-2(x)+bigl (2(n-4)+1bigr )P_n-4(x)+cdots displaystyle frac ddxP_n+1(x)=(2n+1)P_n(x)+bigl (2(n-2)+1bigr )P_n-2(x)+bigl (2(n-4)+1bigr )P_n-4(x)+cdots

or equivalently


ddxPn+1(x)=2Pn(x)‖Pn‖2+2Pn−2(x)‖Pn−2‖2+⋯displaystyle frac ddxP_n+1(x)=frac 2P_n(x)^2+frac 2P_n-2(x)left+cdots displaystyle frac ddxP_n+1(x)=frac 2P_n(x)^2+frac 2P_n-2(x)left+cdots

where ||Pn|| is the norm over the interval −1 ≤ x ≤ 1


‖Pn‖=∫−11(Pn(x))2dx=22n+1.P_nP_n


Asymptotes


Asymptotically for l → ∞[5]


Pℓ(cos⁡θ)=J0(ℓθ)+O(ℓ−1)=22πℓsin⁡θcos⁡((ℓ+12)θ−π4)+O(ℓ−1),θ∈(0,π),displaystyle beginalignedP_ell (cos theta )&=J_0(ell theta )+mathcal Oleft(ell ^-1right)\&=frac 2sqrt 2pi ell sin theta cos left(left(ell +tfrac 12right)theta -frac pi 4right)+mathcal Oleft(ell ^-1right),quad theta in (0,pi ),endaligneddisplaystyle beginalignedP_ell (cos theta )&=J_0(ell theta )+mathcal Oleft(ell ^-1right)\&=frac 2sqrt 2pi ell sin theta cos left(left(ell +tfrac 12right)theta -frac pi 4right)+mathcal Oleft(ell ^-1right),quad theta in (0,pi ),endaligned

and for arguments of magnitude greater than 1


Pℓ(11−e2)=I0(ℓe)+O(ℓ−1)=12πℓe(1+e)ℓ+12(1−e)ℓ2+O(ℓ−1),displaystyle beginalignedP_ell left(frac 1sqrt 1-e^2right)&=I_0(ell e)+mathcal Oleft(ell ^-1right)\&=frac 1sqrt 2pi ell efrac (1+e)^frac ell +12(1-e)^frac ell 2+mathcal Oleft(ell ^-1right),,endaligneddisplaystyle beginalignedP_ell left(frac 1sqrt 1-e^2right)&=I_0(ell e)+mathcal Oleft(ell ^-1right)\&=frac 1sqrt 2pi ell efrac (1+e)^frac ell +12(1-e)^frac ell 2+mathcal Oleft(ell ^-1right),,endaligned

where J0 and I0 are Bessel functions.



Zeros


All ndisplaystyle nn zeros of Pn(x)displaystyle P_n(x)P_n(x) are real, distinct from each other, and lie in the interval (−1,1)displaystyle (-1,1)(-1,1). Further, if we regard them as dividing the interval [−1,1]displaystyle [-1,1][-1,1] into n+1displaystyle n+1 n+1 subintervals, each subinterval will contain exactly one zero of Pn+1displaystyle P_n+1P_n+1. This is known as the interlacing property. Because of the parity property it is evident that if xkdisplaystyle x_kx_k is a zero of Pn(x)displaystyle P_n(x)P_n(x), so is −xkdisplaystyle -x_kdisplaystyle -x_k. These zeros play an important role in numerical integration based on Gaussian quadrature. The specific quadrature based on the Pndisplaystyle P_nP_n's is known as Gauss-Legendre quadrature.



Legendre polynomials with transformed argument



Shifted Legendre polynomials


The shifted Legendre polynomials are defined as



P~n(x)=Pn(2x−1)displaystyle widetilde P_n(x)=P_n(2x-1),displaystyle widetilde P_n(x)=P_n(2x-1),.

Here the "shifting" function x ↦ 2x − 1 is an affine transformation that bijectively maps the interval [0,1] to the interval [−1,1], implying that the polynomials n(x) are orthogonal on [0,1]:


∫01P~m(x)P~n(x)dx=12n+1δmn.displaystyle int _0^1widetilde P_m(x)widetilde P_n(x),dx=frac 12n+1delta _mn,.displaystyle int _0^1widetilde P_m(x)widetilde P_n(x),dx=frac 12n+1delta _mn,.

An explicit expression for the shifted Legendre polynomials is given by


P~n(x)=(−1)n∑k=0n(nk)(n+kk)(−x)k.displaystyle widetilde P_n(x)=(-1)^nsum _k=0^nbinom nkbinom n+kk(-x)^k,.displaystyle widetilde P_n(x)=(-1)^nsum _k=0^nbinom nkbinom n+kk(-x)^k,.

The analogue of Rodrigues' formula for the shifted Legendre polynomials is


P~n(x)=1n!dndxn(x2−x)n.displaystyle widetilde P_n(x)=frac 1n!frac d^ndx^nleft(x^2-xright)^n,.displaystyle widetilde P_n(x)=frac 1n!frac d^ndx^nleft(x^2-xright)^n,.

The first few shifted Legendre polynomials are:


nP~n(x)0112x−126x2−6x+1320x3−30x2+12x−1470x4−140x3+90x2−20x+15252x5−630x4+560x3−210x2+30x−1displaystyle beginarrayrn&widetilde P_n(x)\hline 0&1\1&2x-1\2&6x^2-6x+1\3&20x^3-30x^2+12x-1\4&70x^4-140x^3+90x^2-20x+1\5&252x^5-630x^4+560x^3-210x^2+30x-1endarraydisplaystyle beginarrayrn&widetilde P_n(x)\hline 0&1\1&2x-1\2&6x^2-6x+1\3&20x^3-30x^2+12x-1\4&70x^4-140x^3+90x^2-20x+1\5&252x^5-630x^4+560x^3-210x^2+30x-1endarray


Legendre rational functions



The Legendre rational functions are a sequence of orthogonal functions on [0, ∞). They are obtained by composing the Cayley transform with Legendre polynomials.


A rational Legendre function of degree n is defined as:


Rn(x)=2x+1Pn(x−1x+1).displaystyle R_n(x)=frac sqrt 2x+1,P_nleft(frac x-1x+1right),.displaystyle R_n(x)=frac sqrt 2x+1,P_nleft(frac x-1x+1right),.

They are eigenfunctions of the singular Sturm-Liouville problem:


(x+1)∂x(x∂x((x+1)v(x)))+λv(x)=0displaystyle (x+1)partial _x(xpartial _x((x+1)v(x)))+lambda v(x)=0(x+1)partial_x(xpartial_x((x+1)v(x)))+lambda v(x)=0

with eigenvalues


λn=n(n+1).displaystyle lambda _n=n(n+1),.displaystyle lambda _n=n(n+1),.


Legendre functions of the second kind (Qn)


As well as polynomial solutions, the Legendre equation has non-polynomial solutions represented by infinite series. These are the Legendre functions of the second kind, denoted by Qn(x).


Qn(x)=n!1⋅3⋯(2n+1)(x−(n+1)+(n+1)(n+2)2(2n+3)x−(n+3)+(n+1)(n+2)(n+3)(n+4)2⋅4(2n+3)(2n+5)x−(n+5)+⋯)displaystyle Q_n(x)=frac n!1cdot 3cdots (2n+1)left(x^-(n+1)+frac (n+1)(n+2)2(2n+3)x^-(n+3)+frac (n+1)(n+2)(n+3)(n+4)2cdot 4(2n+3)(2n+5)x^-(n+5)+cdots right)displaystyle Q_n(x)=frac n!1cdot 3cdots (2n+1)left(x^-(n+1)+frac (n+1)(n+2)2(2n+3)x^-(n+3)+frac (n+1)(n+2)(n+3)(n+4)2cdot 4(2n+3)(2n+5)x^-(n+5)+cdots right)
Plot of the first five Legendre functions of the second kind.

The differential equation


ddx((1−x2)ddxf(x))+n(n+1)f(x)=0displaystyle frac ddxleft(left(1-x^2right)frac ddxf(x)right)+n(n+1)f(x)=0displaystyle frac ddxleft(left(1-x^2right)frac ddxf(x)right)+n(n+1)f(x)=0

has the general solution


f(x)=APn(x)+BQn(x),displaystyle f(x)=AP_n(x)+BQ_n(x),displaystyle f(x)=AP_n(x)+BQ_n(x),

where A and B are constants.



See also



  • Gaussian quadrature

  • Gegenbauer polynomials

  • Turán's inequalities

  • Legendre wavelet

  • Jacobi polynomials

  • Romanovski polynomials



Notes




  1. ^ Arfken & Weber 2005, p.743


  2. ^ Legendre, A.-M. (1785) [1782]. "Recherches sur l'attraction des sphéroïdes homogènes". Mémoires de Mathématiques et de Physique, présentés à l'Académie Royale des Sciences, par divers savans, et lus dans ses Assemblées (PDF) (in French). X. Paris. pp. 411–435. Archived from the original (PDF) on 2009-09-20..mw-parser-output cite.citationfont-style:inherit.mw-parser-output .citation qquotes:"""""""'""'".mw-parser-output .citation .cs1-lock-free abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/6/65/Lock-green.svg/9px-Lock-green.svg.png")no-repeat;background-position:right .1em center.mw-parser-output .citation .cs1-lock-limited a,.mw-parser-output .citation .cs1-lock-registration abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/d/d6/Lock-gray-alt-2.svg/9px-Lock-gray-alt-2.svg.png")no-repeat;background-position:right .1em center.mw-parser-output .citation .cs1-lock-subscription abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/a/aa/Lock-red-alt-2.svg/9px-Lock-red-alt-2.svg.png")no-repeat;background-position:right .1em center.mw-parser-output .cs1-subscription,.mw-parser-output .cs1-registrationcolor:#555.mw-parser-output .cs1-subscription span,.mw-parser-output .cs1-registration spanborder-bottom:1px dotted;cursor:help.mw-parser-output .cs1-ws-icon abackground:url("//upload.wikimedia.org/wikipedia/commons/thumb/4/4c/Wikisource-logo.svg/12px-Wikisource-logo.svg.png")no-repeat;background-position:right .1em center.mw-parser-output code.cs1-codecolor:inherit;background:inherit;border:inherit;padding:inherit.mw-parser-output .cs1-hidden-errordisplay:none;font-size:100%.mw-parser-output .cs1-visible-errorfont-size:100%.mw-parser-output .cs1-maintdisplay:none;color:#33aa33;margin-left:0.3em.mw-parser-output .cs1-subscription,.mw-parser-output .cs1-registration,.mw-parser-output .cs1-formatfont-size:95%.mw-parser-output .cs1-kern-left,.mw-parser-output .cs1-kern-wl-leftpadding-left:0.2em.mw-parser-output .cs1-kern-right,.mw-parser-output .cs1-kern-wl-rightpadding-right:0.2em


  3. ^ Jackson, J. D. (1999). Classical Electrodynamics (3rd ed.). Wiley & Sons. p. 103. ISBN 978-0-471-30932-1.


  4. ^ Arfken & Weber 2005, p.753


  5. ^ 1895-1985., Szegő, Gábor, (1975). Orthogonal polynomials (4th ed.). Providence: American Mathematical Society. pp. 194 (Theorem 8.21.2). ISBN 0821810235. OCLC 1683237.



References


.mw-parser-output .refbeginfont-size:90%;margin-bottom:0.5em.mw-parser-output .refbegin-hanging-indents>ullist-style-type:none;margin-left:0.mw-parser-output .refbegin-hanging-indents>ul>li,.mw-parser-output .refbegin-hanging-indents>dl>ddmargin-left:0;padding-left:3.2em;text-indent:-3.2em;list-style:none.mw-parser-output .refbegin-100font-size:100%


  • Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 8". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. pp. 332, 773. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253. See also chapter 22.


  • Arfken, George B.; Weber, Hans J. (2005). Mathematical Methods for Physicists. Elsevier Academic Press. ISBN 0-12-059876-0.


  • Bayin, S. S. (2006). Mathematical Methods in Science and Engineering. Wiley. ch. 2. ISBN 978-0-470-04142-0.


  • Belousov, S. L. (1962). Tables of Normalized Associated Legendre Polynomials. Mathematical Tables. 18. Pergamon Press. ISBN 978-0-08-009723-7.


  • Courant, Richard; Hilbert, David (1953). Methods of Mathematical Physics. 1. New York, NY: Interscience. ISBN 978-0-471-50447-4.


  • Dunster, T. M. (2010), "Legendre and Related Functions", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0521192255, MR 2723248


  • El Attar, Refaat (2009). Legendre Polynomials and Functions. CreateSpace. ISBN 978-1-4414-9012-4.


  • Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, René F. (2010), "Orthogonal Polynomials", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0521192255, MR 2723248



External links




  • A quick informal derivation of the Legendre polynomial in the context of the quantum mechanics of hydrogen


  • Hazewinkel, Michiel, ed. (2001) [1994], "Legendre polynomials", Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4

  • Wolfram MathWorld entry on Legendre polynomials

  • Dr James B. Calvert's article on Legendre polynomials from his personal collection of mathematics

  • The Legendre Polynomials by Carlyle E. Moore

  • Legendre Polynomials from Hyperphysics







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