Course Name: MATHEMATICS-III

Course No: MATH F 211

Lecture-3

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.

2/11
Recall: Hypergeometric Equation

Gauss’s Hypergeometric Equation

x(1 − x)y 00 + [c − (a + b + 1)x)]y 0 − aby = 0 (1)

where a, b and c are constants.

I x = 0 and x = 1 are the only singular points of the GHE.

I Both are regular singular point.

Hypergeometric Function
∞
X a(a + 1)...(a + n − 1)b(b + 1)...(b + n − 1) n
F (a, b, c, x) = 1 + x (2)
n! · c(c + 1)...(c + n − 1)
n=1
It is analytic function |x| < 1 when c is neither zero nor negative integer.

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

3/11
Recall: General solution of hypergeometric equation near the
singularities

General solution near the regular singular point x = 0

The general solution near the regular point x = 0 is given by

y = c1 F a, b, c, x + c2 x 1−c F a − c + 1, b − c + 1, 2 − c, x ,



(3)

where c is not an integer.

General solution near the regular singular point x = 1

The general solution near the regular singular point x = 1 is given by

y = c1 F a, b, a+b−c+1, 1−x +c2 (1−x)c−a−b F c−b, c−a, c−a−b+1, 1−x , (4)

provided c − a − b is not an integer.

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

4/11
Legendre Polynomials
I What is The Legendre Equation?

(1 − x 2 )y 00 − 2xy 0 + n(n + 1)y = 0 (5)

where n is non negative integer.

I x = 0 is the ordinary point of this differential equation.
I The solution of (5) near the ordinary point x = 0 is given by

n(n + 1) 2 n(n − 2)(n + 1)(n + 3) 4
y = a0 1 − x + x −
2! 4!

n(n − 2)(n − 4)(n + 1)(n + 3)(n + 5) 6
x ....
6!

(n − 1)(n + 2) 3 (n − 1)(n − 3)(n + 2)(n + 4) 5
+a1 1 − x + x −
3! 5!

(n − 1)(n − 3)(n − 5)(n + 2)(n + 4)(n + 6) 7
x ....
7!
I The solution is valid (analytic) for −1 < x < 1.
I If n is a nonnegative integer, one of the series terminates and thus a polynomial

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

5/11
Solution
I However the solutions most useful in the applications are those bounded near
x = 1.
I We solve the Legendre’s equation near x = 1, using hypergeometric function
F (a, b, c, x).
I We convert the Legendr’s equation to a hypergeometric equation.
I Change the independent variable x to t by
1
t= (1 − x) (6)
2
I So, the equation converted to

t(1 − t)y 00 + (1 − 2t)y 0 + n(n + 1)y = 0, (7)

where the primes signify derivatives with respect to t.

I Here t = 0 corresponds to x = 1 of the Legendr’e equation.
I Clearly, (7) is a hypergeometric equation with

c = 1, a + b + 1 = 2, ab = −n(n + 1)

I a = −n, b = n + 1, c = 1 Minhajul, Department of Mathematics, BITS Pilani, K K Birla Goa Campus, Goa, India.

6/11
Solution
I Therefore, one solution of (7) near t = 0 is given by

y1 (t) = F (−n, n + 1, 1, t) (8)

I c = 1 implies that the exponents m1 = 0 and m2 = 1 − c = 0, hence only one

solution is possible at this moment.

How to obtain the second linearly independent solution?

To obtain the second linearly independent solution y2 , we use y2 = v (t)y1 where
1 − R P(t)dt
Z
v (t) = e (9)
y12

Integrating this equation we obtain v (t) = ln t + a1 t + a2 t 2 + · · · . Hence,

y2 (t) = y1 (ln t + a1 t + a2 t 2 + · · · ).

Therefore, the general solution near t = 0 is given by

y (t) = c1 y1 + c2 y2 .

The solution will be bounded near t = 0 if and only if c2 = 0

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

7/11
Solution
I The solution will be bounded near t = 0 if and only if c2 = 0
I If we replace t by 12 (1 − x), we obtain the solution of Legendre’s equation near
x = 1.
I The solution of the Legendre’s equation which is bounded near x = 1 are
precisely constant multiplies of the polynomial
1−x
F (−n, n + 1, 1, ). (10)
2

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

8/11
Legendre Polynomials
The nth Legendre polynomial is denoted by Pn (x) and defined by
 
1−x
Pn (x) = F −n, n + 1, 1,
2
(−n)(n + 1) 1 − x
=1+
(1!)2 2
 2
(−n)(−n + 1)(n + 1)(n + 2) 1 − x
+ + ···
(2!)2 2
(−n)(−n + 1)...[−n + (n − 1)](n + 1)(n + 2) · · · (n + n) 1 − x n
 

(n!)2 2
We can re-write the polynomial as
n(n + 1) n(n − 1)(n + 1)(n + 2) (2n)!
Pn (x) = 1+ (x −1)+ (x −1)2 +· · ·+ n (x −1)n .
2(1!)2 22 (2!)2 2 (n!)2
(11)

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

9/11
Legendre Polynomials
The nth Legendre polynomial is denoted by Pn (x) and defined by
 
1−x
Pn (x) = F −n, n + 1, 1,
2
(−n)(n + 1) 1 − x
=1+
(1!)2 2
 2
(−n)(−n + 1)(n + 1)(n + 2) 1 − x
+ + ···
(2!)2 2
(−n)(−n + 1)...[−n + (n − 1)](n + 1)(n + 2) · · · (n + n) 1 − x n
 

(n!)2 2
We can re-write the polynomial as
n(n + 1) n(n − 1)(n + 1)(n + 2) (2n)!
Pn (x) = 1+ (x −1)+ (x −1)2 +· · ·+ n (x −1)n .
2(1!)2 22 (2!)2 2 (n!)2
(11)

I Formula (11) is still very inconvenient to use in studying the properties of Pn (x)
I We look for something simpler form of Pn (x).

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

9/11
Rodrigues’ Formula

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 (12)
2n n! dx n

I Any polynomial of degree n satisfying Legendre equation

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

with Pn (1) = 1 is called Legendre polynomial.

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

10/11
Legendre Polynomials
I The formula (12) 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.

11/11