Orthogonality of the Legendre Polynomials

Legendre Polynomials are a set of orthogonal functions on (1, 1),

that is
{
1
0 if l = m
(1)
Pl (x)Pm (x)dx =
2
1
2l+1 if l = m

Orthogonality of the Legendre Polynomials: Contd

Legendre DE is

(1 x 2 )y 2xy + l(l + 1)y = 0

can be also be written (when using Legendre polynomials) as

(1 x 2 )Pl (x) 2xPl (x) + l(l + 1)Pl (x) = 0

]
d [

(1 x 2 )Pl (x) + l(l + 1)Pl (x) = 0

dx

(1 x 2 )Pm (x) 2xPm (x) + m(m + 1)Pm (x) = 0

]
d [

(1 x 2 )Pm (x) + m(m + 1)Pm (x) = 0

dx

(2)

(3)

Orthogonality of the Legendre Polynomials: Contd

Multiply Eqn. (2) with Pm (x) and Eqn. (3) with Pl (x), we get
]
d [

(1 x 2 )Pl (x) + l(l + 1)Pl (x)Pm (x) = 0

dx
]
d [

(1 x 2 )Pm (x) + m(m + 1)Pm (x)Pl (x) = 0

Pl (x)
dx
Pm (x)

(4)
(5)

Orthogonality of the Legendre Polynomials: Contd

Eqn. (4) - Eqn. (5), we get

Pm (x)

]
]
d [
d [

(1 x 2 )Pl (x) Pl (x)

(1 x 2 )Pm (x)
dx
dx
+ [l(l + 1) m(m + 1)]Pm (x)Pl (x)
]
d [

(1 x 2 )(Pm Pl Pl Pm )
=
dx
+ [l(l + 1) m(m + 1)]Pm Pl
=0

(6)

Orthogonality of the Legendre Polynomials: Contd

Integrating Eqn. (6) with respect to x from (1, 1), we get

1
]
d [

Pm Pl dx
(1 x 2 )(Pm Pl Pl Pm ) dx + [l(l + 1) m(m + 1)]
1
1 dx
1

1

2
Pm Pl dx
= (1 x )(Pm Pl Pl Pm ) + [l(l + 1) m(m + 1)]

= 0 + [l(l + 1) m(m + 1)]

Pm Pl dx
1

=0

(7)

Orthogonality of the Legendre Polynomials: Contd

From Eqn. (7) is

[l(l + 1) m(m + 1)]

Pm Pl dx = 0
1

which is equal to

Pm Pl dx = 0
1

provided that l = m.
We can generalized the orthogonality of Legendre polynomials as
1
Pl (x) (any polynomial of degree < 1)dx = 0
(8)
1

Orthogonality of the Legendre Polynomials: Contd

Exercise Given
P0 (x) = 1,
1
P2 (x) = (3x 2 1)
2
1
P4 (x) = (35x 4 30x 2 + 3)
8
Find
1.

=?

2.

=?

3.

1 P0 (x)P1 (x)dx

1 P1 (x)P5 (x)dx

1 P5 (x)P4 (x)dx

=?

P1 (x) = x
1
P3 (x) = (5x 3 3x)
2
1
P5 (x) = (63x 5 70x 3 + 15x)
8

Normalization of the Legendre Polynomials

The norm of Pl (x) for Legendre Series

[Pl (x)]2 dx =

and the function

2
2l + 1

2l + 1
Pl (x)
2

are an orthonormal set of functions on [1, 1].

(9)

Normalization of the Legendre Polynomials: Proof

We use the recursion formula

lPl (x) = xPl (x) Pl1 (x)

(10)

Multiply Eqn. (10) with Pl (x) and then integrate with respect to x
from 1 to 1, we get
1
1
1

l
[Pl (x)]2 dx =
xPl (x)Pl (x)dx
Pl (x)Pl1 (x)dx
1

1
1

xPl (x)Pl (x)dx 0

(11)

Normalization of the Legendre Polynomials: Proof

Integrating by parts the right hand side of Eqn. (11), we get

1
1 1
x
2
[Pl (x)]2 dx
xPl (x)Pl (x)dx = [Pl (x)] 
2
2
1
1
1
1
1
=1
[Pl (x)]2 dx
(12)
2 1

Then if we put Eqn. (12) into Eqn. (11) and rearrange, we will get
Eqn. (9) which is

[Pl (x)]2 dx =

2
2l + 1

Legendre Series

If f (x) is a function dened from x = 1 to x + 1, we can write

f (x) =

cl Pl (x)

(13)

l=0

To determine the coecient cl , we multiply both sides of Eqn. (13)

with Pm (x) and integrate with respect to x from 1 to 1, we get

f (x)Pm (x)dx =
1

l=0

cl

Pl (x)Pm (x)dx
1

(14)

Legendre Series: Contd

Using the identities from Eqn. (1) and (9) and when l = m, Eqn.
(14) can be rewrite as

f (x)Pm (x)dx = c0
1

P0 (x)Pm (x)dx + c1
1

P1 (x)Pm (x)dx
1

+ + cm

Pm (x)Pm (x)dx
1

Pm+1 (x)Pm (x)dx +

+ cm+1
1

= cm

2
2m + 1

(15)

Legendre Series: Contd

Example
Expanding this function in a Legendre series,
{
0 1 < x < 0
f (x) =
1 0<x <1

(16)

Legendre Series: Contd

Using Eqn. (15), we get
1

f (x)P0 (x)dx = c0
1

1
1

1
dx = c0 2,
c0 =
2
0
1
f (x)P1 (x)dx = c1
[P1 (x)]2 dx

[P0 (x)]2 dx

2
3
xdx = c1 ,
c1 =
3
4
0
1
f (x)P2 (x)dx = c2
[P2 (x)]2 dx
1

3
1
2
( x 2 )dx = c2 ,
2
2
5

c2 = 0

Legendre Series: Contd

So the function can be written as Legendre series as follows

1
3
7
11
f (x) = P0 (x) + P1 (x) P3 (x) + P5 (x) +
2
4
16
32

Legendre Series: Contd

Exercise If

{
f (x) =

0, 1 < x 0
x, 0 < x < 1

Show that the Legendre series for this function is

1
1
5
3
f (x) = P0 (x) + P1 (x) + P2 (x) P4 (x) +
4
2
16
32