Some Special Functions of

Mathematical Physics

Manoj Kumar Pandey, Dept. of Mathematics

Special Functions

Legendre Polynomials

Bessel Functions and Gamma Function

Manoj Kumar Pandey, Dept. of Mathematics

Legendre Polynomials
The Legendre Equation is

(1 x 2 ) y 2 xy + n( n + 1) y = 0,
where n is a non negative integer.
We have found solution of this equation near the ordinary point x = 0.
n(n +1)

n(n 2)(n +1)(n + 3) 4

y(x) = a0 1
x+
x +
2!
3!

(n 1)(n + 2) 3 (n 1)(n 3)(n + 2)(n + 4) 5

+ a1 x
x +
x +
3!
5!

which is valid for -1< x< 1.

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Manoj Kumar Pandey, Dept. of Mathematics

However the solutions most useful in the applications are

those bounded near x = 1.

Here we will solve the Legendres equation near x =1, in

terms of hypergeometric function F(a, b, c, x).

Manoj Kumar Pandey, Dept. of Mathematics

We change the independent variable from x to t by

1
t = (1 x)
2

In terms of t the equation becomes

t (1 t ) y + (1 2 t ) y + n ( n + 1) y = 0 .....(*)
Here t = 0 corresponds to x = 1 of the Legendre equation.
(*) is a hypergeometric equation with

c = 1, a + b + 1 = 2, ab = n ( n + 1)
a = -n, b = n+1, c = 1
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Manoj Kumar Pandey, Dept. of Mathematics

Therefore, the solution of (*) near t = 0 is

y ( t ) = F ( n , n + 1,1, t )
Since c=1 which implies the exponents m1= 0 and m2 = 1- c = 0
hence only one solution is possible at this moment.
To find a second linearly independent solution we take

Manoj Kumar Pandey, Dept. of Mathematics

y2 = vy1, where

v =

1
y1

P dx

1
y1

( 2 t 1) / t (1 t ) dt

1
1
= 2
= 2

y1 t (1 t ) t y1 (1 t )
1

Since y12 is a polynomial with constant term 1, the bracketed

expression on the right is an analytic function of the form

1 + a1t + a 2 t 2 +

Manoj Kumar Pandey, Dept. of Mathematics

We can write
This yields

1
v = + a1 + a 2 t +
t
v = log t + a1t +

y 2 = y1 (log t + a1t + )

Hence the general solution of (*) near t=0 is

y = c1 y1 + c 2 y 2 .
The solution will be bounded near t = 0 if and only if c2 = 0.

Manoj Kumar Pandey, Dept. of Mathematics

If we replace t by ()(1-x), we obtain the solution of Legendres

equation near x=1.
The solution of the Legendres equation which is bounded near
x = 1 are precisely constant multiplies of the polynomial
F(-n, n+1, 1, (1-x)).

Manoj Kumar Pandey, Dept. of Mathematics

Legendre Polynomials

The nth Legendre polynomial denoted by Pn(x) is defined by

1 x
Pn (x) = F n,n +1,1,

(n)(n +1) 1 x (n)(n +1)(n +1)(n + 2) 1 x

= 1+

+
2
2
(1!)
(2!)
2
2
2

(n)(n +1)[n + (n 1)](n +1)(n + 2)(2n) 1 x

+

2
(n!)
2

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Manoj Kumar Pandey, Dept. of Mathematics

Which gives

n(n +1)
n(n 1)(n +1)(n + 2)
2
Pn (x) = 1+
(x
1)
+
(x
1)
+
2
2 2
(1!) 2
(2!) 2
(2n)!
n
+
(x
1)
.
2 n
(n!) 2
with Pn(1)=1.
This is not a suitable form and very inconvenient tool. So we
look for a simple form.

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Manoj Kumar Pandey, Dept. of Mathematics

Rodrigues Formula
The nth Legendre polynomial is a polynomial of degree n
satisfying the Legendres equation with Pn(1) =1.
This is given by the Rodrigues formula
n

1 d
2
n
Pn ( x) = n
( x 1) , n = 0,1, 2,....
n
2 n ! dx
Remark: Any polynomial of degree n satisfying Legendre
equation
2

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

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

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Manoj Kumar Pandey, Dept. of Mathematics

n
dn 2
y ( x) = n ( x 1) which is a polynomial of degree
dx

To show
n, is a solution of the Legendre equation.

Leibnitzs rule for higher order derivative

(uv)

( n)

= u v + nu
(n)

n(n 1) ( n1) (1)

v +
u v + + nu (1)v( n1) + uv( n)
2!

( n 1) (1)

n ( nr ) ( r )
= u
v
r =0 r
n

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Manoj Kumar Pandey, Dept. of Mathematics

Legendre Polynomials

1 dn 2
n
P
(
x
)
=
(
x

1)
Rodrigues formula
provides a
n
n
n
2 n ! dx
relatively easy method for computing the successive Legendre
polynomials.

Some of the first few Legendre Polynomials

P0 ( x) = 1,

P1 ( x) = x,

1 2
1 3
P2 ( x) = (3x 1),
P3 ( x) = (5x 3x),
2
2
1
1
4
2
P4 ( x) = ( 35x 30x + 3) , P5 ( x) = ( 63x5 70x3 +15x ) ,....
8
8
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Manoj Kumar Pandey, Dept. of Mathematics

Properties of Legendre Polynomials

Orthogonality
The most important property of the Legendre polynomials
P0 ( x ), P1 ( x ), , Pn ( x ),

is
0

1 Pm ( x) Pn ( x)dx = 2
2n + 1
1

if m n,
if m = n.

that is Legendre polynomials forms an orthogonal sequence of

functions in the interval [-1, 1].
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Manoj Kumar Pandey, Dept. of Mathematics

Proof: Let f(x) be any function with at least n continuous

Proof:
derivatives on the interval 1 x 1, and consider the integral
1

I = f ( x) Pn ( x) dx
1

By Rodrigues formula
1 1
dn 2
I = n f ( x) n ( x 1) n dx
2 n ! 1
dx
after integration by parts, we get
n1

n1
1

1
d
1
d
I = n f ( x) n1 ( x2 1)n n f ( x) n1 ( x2 1)n dx
2 n!
dx
dx
1 2 n! 1

0
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Manoj Kumar Pandey, Dept. of Mathematics

Therefore, we get
( 1) 1
d n 1
I = n f ( x ) n 1 ( x 2 1) n dx
2 n ! 1
dx

continuing to integrate by parts, we obtain

( 1) n
I = n
2 n!

1
1

(n)

( x )( x 2 1) n dx

If f(x) = Pm(x) with m < n, then f(n)(x) = 0 and consequently I = 0.

which proves the first part i.e. the case when m n (????)
For the second part lets take f(x) = Pn(x).
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Manoj Kumar Pandey, Dept. of Mathematics

Since

Pn

(n)

(2n)!
( x) = n , we get
2 n!

( 2 n )!
I = 2n
2 ( n! ) 2
2 ( 2 n )!
= 2n
2 ( n! ) 2

(1 x 2 ) n dx

(1 x 2 ) n dx .

If we change the variable by x = sin , and recall the formula

2n
2
2
(
!
)
n
2 n +1
cos
d =
.
0
(2n)!(2n + 1)
We conclude that in this case I = 2 /( 2n + 1) , hence the proof.

/2

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Manoj Kumar Pandey, Dept. of Mathematics

Every polynomial of degree k can be expressed as a linear

combination of first k+1 Legendre polynomials:
P0 ( x ) , P1 ( x ) , , Pk ( x )

That is
k

p ( x) = a n Pn ( x).
n =0

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Manoj Kumar Pandey, Dept. of Mathematics

For example let

p(x)=1+2x+3x2+5x3

1 = P0 ( x ) ,

x = P1 ( x),

1
1 2
1
2
2
2
P2 ( x) = (3x 1) x = + P2 ( x) = P0 ( x) + P2 ( x) ,
2
3 3
3
3
1
3
2
3
2
3
3
P3 ( x) = (5 x 3x) x = x + P3 ( x) = P1 ( x) + P3 ( x)
2
5
5
5
5

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Manoj Kumar Pandey, Dept. of Mathematics

Therefore
2
2
1
3

p(x) = P0 (x) + 2P1(x) + 3 P0 (x) + P2 (x) + 5 P1(x) + P3 (x)

3
5
3
5

= 2P0 (x) + 5P1(x) + 2P2 (x) + 2P3 (x)

3

= an Pn (x).
n=0

Therefore, any polynomial p(x) of degree k can be written as

k

p ( x) = a n Pn ( x).
n =0

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Manoj Kumar Pandey, Dept. of Mathematics

Legendre Series
What about an arbitrary function?
An arbitrary function f(x) can be expressed as Legendre series

f ( x) = an Pn ( x)
n =0

Need to calculate coefficients an for the above expression.

Multiply Pm(x) on both sides and integrate from 1 to 1, we get

f ( x) Pm dx = an Pm ( x) Pn ( x)dx
n =0

Using orthogonality of Legendre polynomials

2am
1 f ( x) Pm dx = 2m + 1
1

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Manoj Kumar Pandey, Dept. of Mathematics

Therefore, we have

1 1

a n = n + f ( x ) Pn dx.
2 1

Problem: Find the first three terms of the Legendre Series of

0 if 1 x < 0
(i ) f ( x) =
x if 0 x 1.

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Manoj Kumar Pandey, Dept. of Mathematics

Least Square Approximation

Let f(x) be a function defined in [-1, 1], now consider the problem
of approximating f(x) as closely as possible in the sense of least
square by polynomials p(x) of degree n.
1

I = [ f ( x) p( x)]2 dx.
1

The Problem is to minimize I:

It turns out that the minimizing polynomial is:
p( x) = a0 P0 ( x) + a1 P1 ( x) + + an Pn ( x)

1 1

With an = n + 1 f ( x) Pn dx.
2

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Manoj Kumar Pandey, Dept. of Mathematics

Generating Function and Recursion Formula

1
1 2 xt + t 2

= Pn ( x)t n
n =0

is called the generating function of the Legendre polynomials.

Recursion Formula :

(n + 1) Pn +1 ( x) = (2n + 1) xPn ( x) nPn 1 ( x), n = 1, 2,....

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Manoj Kumar Pandey, Dept. of Mathematics

Recursion Formula
Show that

(i ) Pn (1) = 1, (ii ) Pn (1) = (1) n (iii ) P2 n +1 (0) = 0,

1 3 (2n 1)
(iv) P2 n (0) = (1) n
.
n
2 n!

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Manoj Kumar Pandey, Dept. of Mathematics

If p(x) is a polynomial of degree n 1 such that

x k p ( x) dx = 0 for k = 0,1, , n 1.

Show that p(x) = c Pn(x) for some constant c.

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Manoj Kumar Pandey, Dept. of Mathematics