D

APPENDIX
THE ASSOCIATED

LEGENDRE EQUATION

IN CHAPTER 3 the differential equation

(D.I)
was encountered and its solution will be undertaken here. As a first step, consider the
case m = 0 which results in the ordinary Legendre equation

(1 - u 2 )

d 2g
du 2

dg
du

2u -

+ n(n + l)g

(D.2)

Let a solution to (D.2) be assumed in the form

L apu + p
00

g =

in which s is a constant. Then

p=o

00

dg
du

p=o

(D.3)

(8

+ p)apu s+p-

and substitution of these terms in (D.2) gives

L (s + p)(s
~

+p

L (s + p 00

- 1)a pu 8 + p -

p=O

2 -

2:

p=2

- 2

p=2

(8

2)(s

p - 2)ap_2us+p-2

p - 3)a p _ 2u

+ n(n +

8+

J> - 2

L ap_2us+p-2 =
00

1)

Since this result is to hold for all values of u, the coefficient of each power of
separately equal zero and therefore

(s

p)(s

s(s - l)ao = 0
(s + l)sal = 0
p - l ), = [(s + p - 2)(s + p - 1) - n(n

p=2

111Ust

1)]a p _ 2

If s = 0 the first two of these conditions are satisfied and the third condition becomes

APPENDIX

The Associated Legendre Equation

the recursion formula

(n -

2)(n

p - 1)

pep _ 1)

ap -

525

(D.4)

The solution to (D.2) can then be written

= ao [

1-

al [ U

n(n

1)

2!
(n -

l)(n

3!

+ n(n + 2) 3
u +

u2

2)(n

l)(n

4!
(n -

3)

l)(n - 3)(n

5!

u/: -

...

4)

2)(n

u5 -

... J

(D.5)

For non-integral values of n both of the series in (D.5) converge except at u == 1.

Since one series is odd and the other even, they represent linearly independent solutions of (D.2) so that (D.5) is a general solution provided that lui < 1. Nothing further
is added by choosing s == 1 since each choice leads to one of the series in (D.5).
If n is an even integer, it is clear that the first series in (D.5) terminates and is thus
a polynomial, whereas if n is an odd integer the second series reduces to a polynomial.
If the arbitrary constants ao and al are adjusted so as to give these polynomials the
value unity when u == 1, the Legendre polynomials are obtained, the first few of which
are:
Po(u) == 1
P1(u) == u == cos ()
P 2 (u) == tu 2 - i == t cos 2() + t
P 3 (u) == ju 3 - !u == t cos 3() + i cos ()
These polynomials can also be generated from Rodrigues' formula
1 dn
Pn(u) == - nn! (u 2 - l)n
(D.6)
2
dun
which may be verified by expansion.
For n an integer, the nonterminating series in (D.5), with the constant suitably
adjusted, is known asthe Legendre function of the second kind, Qn(U). These functions
are characterized by singularities at u == 1 and must be excluded from the solutions
of physical problems in regions containing the polar axis. They will not be considered
in this appendix.
The Legendre polynomials P n(U) defined above satisfy (D.2) which may be written
in the form

(D.7)
If this equation is differentiated m times with respect to u one obtains
(1 - u 2)

d 2h
du 2

2(m

+ l)u -dh +
du

1) -- mtm

l)]h

== 0

(D.8)

a-r,

h(u) = - dum

in which
When one lets h(u)

[n(n

(1 - u 2)- m/2j 2(U), Equation (D.8) transforms into (D.l). Thus

f2(U) == pr;:(u) == (1 - u 2)m/2

dmPn(U)
dum

(D.9

526

The Associated Legendre Equation

APPENDIX

is a solution to the associated Legendre Equation (D.I). The functions

pm(u) ==

(1 - u 2 ) m / 2 d n + m

-n- (u 2

2nn!

l)n

du + m

(D.IO)

are known as the associated Legendre functions of the first kind. Since P n is a polynomial of order n, it follows that pr;:(u) = 0 for m > n.
It is obvious that the functions P~(u) are identical with the polynomials P71(u)
previously listed. If one uses (D.9),

u 2 )% = sin 0
U2)~2 = i- sin 28
P~(u) = !(5u 2 - 1)(1 - U 2)!t1 = i sin 8 + -)f- sin 30
P~(u) == 3(1 - u 2 ) = i- - ! cos 20
Pi(u) = 15u(1 - u 2 ) = Jl- cos 8 - J-t cos 38
P;Cu) == Itj(l - U2)~2 = _4-!- sin 8 - J-l- sin 38
P~Cu) == (1 p~Cu) == 3u(1 -

A second generating function for the Legendre polynomials is given by the expression
f(u,t) = [1 - (2ut - t 2 )]- H
which can be expanded into the series (cf. Mathematical Supplement)

f(ut) = 1
,

(t)

+ -I!

(2ut - t. 2)

(i)(!)

+ -2!- (2ut

+ ...

- t2 ) 2

(t)(j) . . . [(2n - 1)/2] (2ut _ t 2 )n +

n!

If this is rearranged as a power series in t one obtains

f(u,t)

ut

3u 2

+ --2-

t2

5u 2

3u

and the coefficients of the different powers of t are recognized to be the Legendre polynomials, so that
(1 -

2ut

L tnPn(u)
CIO

t2)-~2 =

(D.II)

n=O

Differentiation of (D.II) with respect to t gives

co

t
\'
-(1---2u-t-+-t-2)-~2 =

/::0 ntn-1Pn(u)

U -

which can be written

L tnPn(u)
CIO

(u - t)

n=O

(1 - 2ut

(D.12)

L ntn-1Pn(u)
co

t2)

n=O

Equating coefficients of t", one determines that

(n

I)Pn+1(u) -

(2n

l)uPn(u)

+ nP

n - 1(u)

(D.13)

This recurrence relation will permit the determination of any Legendre polynomial if
two successive ones are known.

The Associated Legendre Equation.

APPENDIX I)

527

Differentiation of (D.II) with respect to u yields

2:
00

t
(1 - 2ul

+ l2)~2

==

n=O

tnp

(T).I4)

n()

which can be rearranged as

( L [npn(U)
00

L i-r; (u)
00

+ (2)

== (1 - 2ut

n=O

n=O

The coefficient of l" gives

Pn-1(u)

== P~(u) - 2UP:_l(U)

P~_2(U)

(D.I5)

Knowledge of the derivatives of t\VO successive Legendre polynomials will thus permit
determination of any other through the use of (D.15).
Alternatively, (D.14) can be rearranged with the aid of (D.12) to give

L ntn-1Pn(U)
00

2:
00

(u - t)

n=O

11

tnp~(u)

=0

which yields the recursion formula

nPn(u)

==

(D.16)

uP~(u) - P~_l(U)

from which the derivative of any Legendre polynomial can be determined if one
polynomial and its derivative are known.
Combination of (D.IFi) and (D.16) delivers the useful differentiation forrnula
(1 -

u 2)

r;
-

du

== nP n - 1 (u ) - nuPn(u)

(D.17)

Recurrence relations for the associated Legendre functions follow readily with the
aid of (D.IO). Two of the more important formulas are
(n - m

l)P:+l -

(1 - u 2 )

(2n

dpm
_ n == (n
du

l)uP:

(n

+ 1n)P':_1

1n)pm
- nul'"n
n-l

== 0

(D.18)
(D.19)

One of the most useful properties of the Legendre polynomials is their orthogonality
in the interval -1 :::; u ~ 1. This can be established by returning to the differential
equation (D.7). The two polynomials Pl(u) and Pn(u) satisfy this equation in the forms
I
d
- [(1 - U2)P l(U)]

du
d
,
- [(1 - u 2)Pn(u)]
du

l(l

n(n

l)P l(u) == 0

l)Pn(u) == 0

(D.20)
(D.21)

Upon multiplying (D.20) and (D.21) by Pn(U) and Pl(u) respectively, subtracting, and
then integrating from -1 to + 1, one obtains
(l - n)(l

+n+

1)

Pt(u)P,,(u) du = [(1 -

U2

)[P ,, (ll )P;(U) -

Pt(u)p:(n)JlI~:

-1

(D.22)

528

The Associated Legendre Equation

APPENDIX

in which the right side of (D.22) has been achieved through integration by parts.
Therefore

J PI(u)Pn(u) du = 0
1

(1).23)

l~n

-1

and the Legendre polynomials are orthogonal.

To determine the value of this integral if l = n, the generating function (D.lI) can
be used. Squaring both sides and integrating with respect to u gives

J (1 -

J [Po(u) + tP1(u)

2ut

t 2)- 1 du

-1

+ ... +

tnPn(u)

+ ...)2 du

-1

which becomes

[ _ .-!. In (1
2t

+t

_ 2ut

L J P~(u)
1

00

2) ] 1

-1

n=O

t2n

-1

du

with the reduction of the right side occurring by virtue of (D.23). Insertion of the limits
yields

+t
I - t

In 1

L~
= L o- J P~(u)
2n + 1

00

00

n =0

n= 0

du

_ 1

in which the logarithmic function has been replaced by its series expansion. Equating
coefficients of like powers of t, one obtains
1

p2(U) du

-I

du

[(l -

du

u 2) dP';:]

du

2n

(D.24)

Pi and P;:, which satisfy

- u 2 ) dP'(']

- -

The associated Legendre functions

.!![(1
du

2
:=

[iO + 1) - ~-]
Pi
1 - u

(D.25)

~] P;:

==

(D.26)

[n(n + 1) -

1 - u2

are also orthogonal in the same interval. This can be established by a repetition of the
foregoing procedure. If (D.25) and (D.26) are multiplied by P': and P,/" respectively, the
difference taken, and the result integrated, the result is that
1

J P'('(u)P';:(u) du

(D.27)

lrfn

-1

The normalization integral is

f [P::'(u)J2 du f (1 1

-1

-1

drP; dmp n
u 2)m- - - - du

dum dun

which reduces to
1

-1

[P:(U)]2 du = -

n .!!f dm-1P
m-

-1

du

du

[(1 -

u 2)m dmPn] du

dum

(D.28)

APPENDIX

Associated Legendre Equation

1he

529

after integration by parts. If in (D.8) one replaces m by rn - 1 and multiplies through

by (1 - u 2 )m- J, there results

d [
(1 du

dmPnJ
u 2)m - - = - (n - 1n
dum

l)(n

+ 1n)(1

(1 -

U 2)m-

dm-1P n
du m- 1

- u 2 )m- l _

Substitution of this expression in (D.28) gives

1

f [p:(u)]2

-1

du = (n

m)(n - m

+ m)(n

(n

- m

+
+

1)

f
f

-1

dm-lPn dm-1P n
l - - - - du
dur:' du:'
(D.29)

1)

fP;:,-l(u)j2 du

-1

with the aid of (D.28). Use of the reduction formula (D.29) yields

( ) ,

[P;:'(u)j2 du = (:

~ :);

[P~(u)j2 du

Finally, through the use of (D.24),

1

-1 Pn(u)P I (U) du = (2n

en + m)!

l)(n _ m)' lit.

(D.30)

This result is of considerable importance since it provides the opportunity to expand

a function f2(U) in terms of associated Legendre polynomials with the coefficients
individually determinable from (D.30). This technique greatly facilitates the solution
of many boundary value problems,