Integral Transforms and Special Functions, 2013

Vol. 24, No. 4, 331337, http://dx.doi.org/10.1080/10652469.2012.690097

Orthogonality relations for the associated Legendre functions of

imaginary order
Sebastian Bielski*
Atomic Physics Division, Department of Atomic Physics and Luminescence, Faculty of Applied Physics
and Mathematics, Gdansk University of Technology, Narutowicza 11/12, PL 80-233 Gdansk, Poland
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(Received 28 February 2012; final version received 28 April 2012)

Orthogonality relations for the associated Legendre functions of imaginary order are derived. They are
expressed in terms of the Dirac delta function. The method is based on some known properties of the
associated Legendre functions and the Dirac delta distribution. A special case of one of the relations has
appeared in some recent applications.

Keywords: associated Legendre functions; orthogonal functions; Dirac delta distribution

MSC 2010: 33C05; 33C45

1. Introduction

The associated Legendre functions P (x) ( is the degree and is the order, both are arbitrary
complex constants) are widely used in applied mathematics or theoretical physics. For example,
they appear in the kernels of the generalized MehlerFock transform [8,10,14,16]. The functions
P (x) with purely imaginary order ( = iq, q R) arise in the theory of stimulated Raman
backscattering of laser radiation in plasmas [6] and in some investigations concerning the so-
called topological black holes [5]. One of the most important steps in the two mentioned problems
is the application of the orthogonality relations obeyed by the associated Legendre functions of
imaginary order. Kalmykov and Shvets [6] using some integral properties of the trigonometric
and hyperbolic functions [3] obtained the following formula for = 1:
 1
iq iq dx 2 sinh( q) 
P1 (x)P1 (x) = (q q), (1.1)
1 1x 2 q

where (t) is the Dirac delta function. Hutasoit et al. [5] refer to the fact that the functions
iq
Pl (tanh ), with l = 0, 1, 2, . . ., are eigenfunctions of the Schrdinger equation in the square-sech
potential:
 
d2 l(l + 1) iq iq
2 Pl (tanh ) = q2 Pl (tanh ), R, (1.2)
d cosh2

*Email: bolo@mif.pg.gda.pl

2013 Taylor & Francis

 332 S. Bielski

they represent the scattering states and they satisfy the relation1

iq 2
(q q ).
iq
Pl (tanh )Pl (tanh ) d = (1.3)
(1 iq)(1 + iq)

The substitution
x = tanh (1.4)

transforms (1.3) to
 1
iq dx 2
(q q ),
iq
Pl (x)Pl (x) = (1.5)
1 1 x2 (1 iq)(1 + iq)
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and the use of the following relation obeyed by the gamma function [1]:

y
(1 + iy)(1 iy) = (1.6)
sinh( y)

leads us to
 1
iq dx 2 sinh( q)
(q q ).
iq
Pl (x)Pl (x) = (1.7)
1 1 x2 q
Due to the fact that the Dirac delta is an even function, the right-hand sides of (1.1) and (1.7) are
the same.
The orthogonality relations for the associated Legendre functions of imaginary order are known
only for the functions of the first kind and with nonnegative integer degree. The aim of this work
is to calculate the three following integrals:
 1
q,q  dx
I1 = Piq (x)Piq (x) , (1.8)
1 1 x2
 1
q,q  dx
I2 = Piq (x)Qiq (x) , (1.9)
1 1 x2
 1
q,q  dx
I3 = Qiq (x)Qiq (x) . (1.10)
1 1 x2

(Q (x) is the associated Legendre functions of the second kind.) The method used here relies
on the usage of some properties of the functions P (x) and Q (x) and the Dirac delta function.
The attempt has been successfully applied to the problem of the derivation of the orthogonality
relations satisfied by the Macdonald functions of imaginary order [12] and the Whittaker functions
of the second kind of imaginary order [13]. It is worth noting that the orthogonality relation for the
Macdonald functions of imaginary order was previously proved by Yakubovich [15] and Passian
et al. [9]. In both of these works, more advanced mathematical techniques were used.

2. Summary of relevant properties of the associated Legendre functions

In this section, we present these properties of the associated Legendre functions which will
be helpful in the derivation of the orthogonality relations with the integrals (1.8)(1.10). The
 Integral Transforms and Special Functions 333

associated Legendre function of the first kind P (x) and of the second kind Q (x) are solutions
of the Legendre differential equation
 
d2 w dw 2
(1 x 2 ) 2x + ( + 1) w = 0. (2.1)
dx 2 dx 1 x2

In this work, we are interested in the case where the variable x is real and between 1 and 1, but
in general it may be complex. The functions P (x) and Q (x) are related by the equation [2,4,7]:
 
( + + 1)
Q (x) = P (x) cos( )

P (x) . (2.2)
2 sin( ) ( + 1)
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The associated Legendre function of the first kind may be expressed as follows [2,7]:

 /2  
1 1+x 1x
P (x) = F
2 1 , + 1; 1 ; , 1 < x < 1, (2.3)
(1 ) 1x 2

where 2 F1 (a, b; c, z) is the hypergeometric function [2,7]

(c)  (a + n)(b + n) zn
2 F1 (a, b; c, z) = . (2.4)
(a)(b) n=0 (c + n) n!

From (2.3) and (2.4) it results that for = iq (q R) for values of x close to 1 the function P (x)
behaves as
 
x1 1 1 + x iq/2
P (x)
iq
[1 + O(1 x)]. (2.5)
(1 iq) 1 x
iq
The formula describing behaviour of the function P (x) near x = 1 reads
 
x1+ 1 x iq/2
sin( )(iq)
Piq (x)
1+x
 
(iq) 1 x iq/2
+ [1 + O(1 + x)], (2.6)
( iq)(1 + iq) 1 + x

it may be found by employing (2.2) and (2.5) in the following relationship [2,4,7]:

2
P (x) = P (x) cos[( + )] Q (x) sin[( + )], 0 < x < 1. (2.7)

3. The orthogonality relations for the associated Legendre functions of imaginary order

q,q
We start with the calculation of the integral I1 defined by (1.8). Assume that the order of the
associated Legendre function of the first kind is purely imaginary ( = iq, q R). The equation
 334 S. Bielski

iq
satisfied by P (x) takes the following form:
   
d 2 d iq q2
(1 x ) P (x) + ( + 1) + Piq (x) = 0. (3.1)
dx dx 1 x2
iq
Let us also write the equation for P (x):
   
d 2 d iq q2 
(1 x ) P (x) + ( + 1) + Piq (x) = 0. (3.2)
dx dx 1 x2
iq iq
Subtracting the Equation (3.2) multiplied by P (x) from (3.1) multiplied by P (x) and integrating
the result over x from to (where , (1, 1)) leads to

iq iq
x=
2 iq dx iq 2 dP (x) 2 dP (x)
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(q q ) 2 iq
P (x)P (x) = P (x)(1 x ) P (x)(1 x )
iq
.
1 x2 dx dx
x=
(3.3)
As a consequence, we have
iq iq iq iq
q,q P ( )(1 2 )(dP ( )/d ) P ( )(1 2 )(dP ( )/d )
I1 = lim
1 q2 q2
iq iq iq iq
P ( )(1 2 )(dP ( )/d ) P ( )(1 2 )(dP ( )/d )
lim + . (3.4)
1 q2 q2
Applying the formulas (2.5) and (2.6), after some rearrangements, we arrive at

q,q i exp[(i/2)(q + q ) ln((1 )/2)]

I1 = 
lim
(1 iq)(1 iq ) 1 q + q
i sin2 ( )(iq)(iq ) exp[(i/2)(q + q ) ln(1 + )/2)]
lim
2 1+ q + q
i sin( )(iq)(iq ) exp[(i/2)(q q) ln((1 + )/2)]
+ lim +
(1 + iq)( iq) 1 q q
i sin( )(iq)(iq ) exp[(i/2)(q q ) ln((1 + )/2)]
+ lim
(1 + iq )( iq ) 1+ q q
i(iq)(iq )
+
(1 + iq)( iq)(1 + iq )( iq )
exp[(i/2)(q + q ) ln(1 + )/2)]
lim + . (3.5)
1 q + q
Let us focus on the limit in the first term in the right-hand side of (3.5)
exp[(i/2)(q + q ) ln((1 )/2)]
lim
1 q + q
cos[(1/2)(q + q ) ln((1 )/2)] sin[(1/2)(q + q ) ln((1 )/2)]
= lim 
i lim . (3.6)
1 q+q 1 q + q
For 1 it holds that ln[(1 )/2] (similarly, for 1+ we have ln[(1 +
)/2] ). Defining
1 1
u = ln (3.7)
2 2
 Integral Transforms and Special Functions 335

we may rewrite the Equation (3.6) as follows:

exp[(i/2)(q + q ) ln((1 )/2)] cos[(q + q )u] sin[(q + q )u]
lim 
= lim 
+ i lim . (3.8)
1 q+q u q+q u q + q
Now, let us consider the following chain of equalities:

sin(at) 1 eiat eiat 1 a
lim = lim = lim eit d. (3.9)
a t 2 a it 2 a a

By recalling the Fourier representation of the Dirac delta distribution [11]:


eit d = 2 (t), (3.10)

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we obtain
sin(at)
= (t).
lim (3.11)
t a
From the other hand, from the RiemannLebesgue lemma, we have (in the distributional sense)

lim cos(at) = 0. (3.12)

a

Taking into account the formulas (3.11) and (3.12) we arrive at

exp[(i/2)(q + q ) ln((1 )/2)]
lim = i (q + q ). (3.13)
1 q + q
Utilizing the formula (3.13) and similar formulas obtained for other limits transforms (3.5) to
 
q,q (iq)(iq ) (iq)(iq )
I1 = + sin( )(q q )
(1 + iq)( iq) (1 + iq )( iq )

sin2 ( )(iq)(iq )
+ +
(1 iq)(1 iq )
 
(iq)(iq )
+ (q + q ). (3.14)
(1 + iq)( iq)(1 + iq )( iq )
Since (in the distributional sense) it holds that

f (x)(x x  ) = f (x  )(x x  ), (3.15)

the relation (3.14) may be simplified to

q,q 2(iq)(iq)
I1 = sin( )(q q )
(1 + iq)( iq)

sin2 ( )(iq)(iq)
+ +
(1 iq)(1 + iq)

(iq)(iq)
+ (q + q ). (3.16)
(1 + iq)( iq)(1 + + iq)( + iq)
If is integer, we obtain
2 sinh(q)
q,q
I1 = (q + q ), (3.17)
q
which is in accordance with the formulas given by Kalmykov et al. and Hutasoit et al.
 336 S. Bielski

q,q iq iq

In order to calculate the integral I2 , we may replace the function P (x) in (3.2) with Q (x)
q,q
and repeat the reasoning that led us to (3.14) (similarly, to calculate the integral I3 we should
replace both Legendre functions of the first kind in (3.1) and (3.2) with the functions of the second
kind). But, from the definition (1.9) and the formula (2.2) it holds that
 
q,q i  q,q
 (1 + + iq ) q,q
I2 = cosh(q )I I . (3.18)
2 sinh(q ) 1
(1 + iq ) 1
Making use of (3.16) we arrive at

q,q i 2 sin( )(iq)(iq)
I2 =
2 sinh(q) (1 + + iq)( iq)

sin2 ( )(iq)(iq)
+ cosh( q) +
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(1 iq)(1 + iq)


(iq)(iq)
+ (q + q )
(1 + iq)( iq)(1 + + iq)( + iq)

i (iq)(iq)
+ 2 cosh(q) sin( )
2 sinh(q) (1 + iq)( iq)
 
(1 + + iq) sin2 ( )(iq)(iq)
+ +
(1 + iq) (1 iq)(1 + iq)

(iq)(iq)
+ (q q ). (3.19)
(1 + iq)(1 + iq)( iq)( + iq)
For = l, where l is integer, we have
 
q,q i (1 + l + iq)
I2 = cosh( q)(q + q ) + (q q ) . (3.20)
q (1 + l iq)
q,q
Now, let us focus on the integral I3 . According to (1.10) and (2.2), we may write
  
q,q 2  q,q
 (1 + + iq ) q,q
I3 = cosh(q) cosh( q )I I
4 sinh( q) sinh(q ) 1
(1 + iq ) 1
 
(1 + + iq)  p,q
 (1 + + iq ) q,q
cosh(q )I1 I . (3.21)
(1 + iq) (1 + iq ) 1
The relation (3.16) leads us to
 
q,q 3 cosh2 (q) + 1
I3 = + (iq)(iq)(A A
q q + B B
q q ) (q + q )
4 sinh2 ( q) (1 iq)(1 + iq)
 
3 2 cosh(q)(1 + + iq)
+ + 2(iq)(iq)Aq Bq (q q ),
4 sinh2 (q) (1 + iq)(1 iq)(1 + iq)
(3.22)
where the coefficients Aq and Bq are defined as follows:
cosh(q) sin( )(1 + + iq)
Aq = + , (3.23)
(1 + iq)( iq) (1 + iq)
cosh(q) sin( ) 1
Bq = + . (3.24)
(1 + iq)( + iq)
 Integral Transforms and Special Functions 337

For = l, where l is integer, we obtain

 
q,q 2 (1 + l + iq)
I3 = (cosh2 (q) + 1)(q + q ) + 2 cosh( q) (q q ) .
2q sinh(q) (1 + l iq)
(3.25)

Acknowledgment
I wish to thank Prof. R. Szmytkowski for many useful discussions.

Note
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1. In fact, in the orthogonality formula (A.16) given by Hutasoit et al. [5] the term 2 is missing. There is probably a
missprint because the form of the equation (A.17) indicates that the factor 2 must be included in (A.16).

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