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Legendre Polynomials: 1 Recursive Definition

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Legendre polynomials

For Legendres Diophantine equation, see Legendres


equation.

In mathematics, Legendre functions are solutions to P0 (x) = 1, P1 (x) = x


Legendres dierential equation:

for the rst two Legendre Polynomials. To obtain further


terms without resorting to direct expansion of the Taylor
They are named after Adrien-Marie Legendre. This series, equation (2) is dierentiated with respect to t on
ordinary dierential equation is frequently encountered both sides and rearranged to obtain
in physics and other technical elds. In particular, it oc-
curs when solving Laplaces equation (and related partial
dierential equations) in spherical coordinates.

The Legendre dierential equation may be solved us- xt
= (1 2xt + t2 ) nPn (x)tn1 .
ing the standard power series method. The equation has 1 2xt + t2 n=1
regular singular points at x = 1 so, in general, a series
solution about the origin will only converge for |x| < 1.
When n is an integer, the solution Pn(x) that is regular Replacing the quotient of the square root with its deni-
at x = 1 is also regular at x = 1, and the series for this tion in (2), and equating the coecients of powers of t in
solution terminates (i.e. it is a polynomial). the resulting expansion gives Bonnets recursion formula
These solutions for n = 0, 1, 2, ... (with the normaliza-
tion Pn(1) = 1) form a polynomial sequence of orthogonal
polynomials called the Legendre polynomials. Each
Legendre polynomial Pn(x) is an nth-degree polynomial. (n + 1)P
n+1 (x) = (2n + 1)xPn (x) nPn1 (x).
It may be expressed using Rodrigues formula:

1 dn [ 2 ] This relation, along with the rst two polynomials P 0 and


Pn (x) = (x 1)n . P 1 , allows the Legendre Polynomials to be generated re-
2n n! dxn
That these polynomials satisfy the Legendre dierential cursively.
equation (1) follows by dierentiating n + 1 times both Explicit representations include
sides of the identity

d 2
(x2 1) (x 1)n = 2nx(x2 1)n n ( )2
dx 1 n
Pn (x) = n (x 1)nk (x + 1)k
and employing the general Leibniz rule for repeated 2 k
k=0
dierentiation.[1] The Pn can also be dened as the co- n ( )( )( )k
n n 1 1x
ecients in a Taylor series expansion:[2] =
k k 2
k=0
n ( )( n+k1 )
n
= 2n xk 2 ,
In physics, this ordinary generating function is the basis k n
k=0
for multipole expansions.

where the latter, which is immediate from the recursion


1 Recursive denition formula, expresses the Legendre polynomials by simple
monomials and involves the multiplicative formula of the
Expanding the Taylor series in Equation (2) for the rst binomial coecient.
two terms gives The rst few Legendre polynomials are:

1
2 3 APPLICATIONS OF LEGENDRE POLYNOMIALS IN PHYSICS

3 Applications of Legendre polyno-


n mials in physics
Pn (x)
0 1
1 The Legendre x
polynomials were rst introduced in 1782
2 (3x 1) Legendre
1 2
2 by Adrien-Marie [3]
as the coecients in the ex-
2 (5xof
1 3
3 pansion 3x)
the Newtonian potential
8 (35x 30x + 3)
1 4 2
4
8 (63x 70x + 15x)
1 5 3
5
16 (231x 315x + 105x2 5)
1 6 4
6
1 3 1 r
16 (429x 693x + 315x
1 7 5
7
= 35x) = P (cos )
4 |x x | 2 r2 + r2 2rr cos r+1
128 (6435x 12012x + 6930x 1260x + 35)
1 8 6
8 =0

128 (12155x 25740x + 18018x 4620x + 315x)


1 9 7 5 3
9

10 1 10
109395x + 90090x 30030x + 3465x2 r63)
8 6 4 where r and are the lengths of the vectors x and x re-
256 (46189x
spectively and is the angle between those two vectors.
The graphs of these polynomials (up to n = 5) are shown The series converges when r > r . The expression gives
below: the gravitational potential associated to a point mass or
the Coulomb potential associated to a point charge. The
legendre polynomials
expansion using Legendre polynomials might be useful,
1 for instance, when integrating this expression over a con-
tinuous mass or charge distribution.
0.5 Legendre polynomials occur in the solution of Laplaces
equation of the static potential, 2 (x) = 0 , in
a charge-free region of space, using the method of
Pn (x)

0
separation of variables, where the boundary conditions
have axial symmetry (no dependence on an azimuthal an-
-0.5 P(x)
P(x) gle). Where bz is the axis of symmetry and is the angle
P(x)
P(x) between the position of the observer and the b z axis (the
P(x)
-1 P(x) zenith angle), the solution for the potential will be
-1 -0.5 0 0.5 1
x

[
]
(r, ) = A r + B r(+1) P (cos ).
=0

2 Orthogonality A and B are to be determined according to the bound-


ary condition of each problem.[4]
An important property of the Legendre polynomials is They also appear when solving Schrdinger equation in
that they are orthogonal with respect to the L2-norm on three dimensions for a central force.
the interval 1 x 1:

1
3.1 Legendre polynomials in multipole ex-
2
Pm (x)Pn (x) dx = mn pansions
1 2n + 1
(where mn denotes the Kronecker delta, equal to 1 if m = Legendre polynomials are also useful in expanding func-
n and to 0 otherwise). In fact, an alternative derivation of tions of the form (this is the same as before, written a
the Legendre polynomials is by carrying out the Gram little dierently):
Schmidt process on the polynomials {1, x, x2 , ...} with
respect to this inner product. The reason for this orthog-


onality property is that the Legendre dierential equation 1
= k Pk (x)
can be viewed as a SturmLiouville problem, where the 1 + 2 2x k=0
Legendre polynomials are eigenfunctions of a Hermitian
dierential operator: which arise naturally in multipole expansions. The left-
hand side of the equation is the generating function for
[ ] the Legendre polynomials.
d 2 d
(1 x ) P (x) = P (x), As an example, the electric potential (r, ) (in spherical
dx dx
coordinates) due to a point charge located on the z-axis at
where the eigenvalue corresponds to n(n + 1). z = a (Figure 2) varies like
3

z
T0 (cos ) = 1=
T1 (cos ) = cos =
1
P T2 (cos ) = cos 2 =
3
(4

R T3 (cos ) = cos 3 =
1
5
(8P
1
T4 (cos ) = cos 4 = (192P4 (cos ) 80P
105

r
1
T5 (cos ) = cos 5 = (128P5 (cos ) 56P
1
63

a T6 (cos ) = cos 6 =
1155
(2560P6 (cos ) 1152P4 (cos ) 220P

Another property is the expression for sin(n+1) , which


is

Figure 2
sin(n + 1)
n
= P (cos )Pn (cos )
sin
=0

4 Additional properties of Legen-


(r, )
1
=
1
. dre polynomials
R r2 + a2 2ar cos
Legendre polynomials are symmetric or antisymmetric,
that is
If the radius r of the observation point P is greater than
a, the potential may be expanded in the Legendre poly- [5]
nomials Pn (x) = (1)n Pn (x).

Since the dierential equation and the orthogonality


property are independent of scaling, the Legendre poly-
1 ( a )k
nomials denitions are standardized (sometimes called
(r, ) Pk (cos ) normalization, but note that the actual norm is not
r r
k=0 unity) by being scaled so that

where we have dened = a/r < 1 and x = cos . This


Pn (1) = 1.
expansion is used to develop the normal multipole expan-
sion. The derivative at the end point is given by
Conversely, if the radius r of the observation point P
is smaller than a, the potential may still be expanded in
the Legendre polynomials as above, but with a and r ex- P (1) = n(n + 1) .
n
changed. This expansion is the basis of interior multipole 2
expansion. As discussed above, the Legendre polynomials obey the
three term recurrence relation known as Bonnets recur-
sion formula

3.2 Legendre polynomials in trigonometry (n + 1)Pn+1 (x) = (2n + 1)xPn (x) nPn1 (x)
and
The trigonometric functions cos n , also denoted as
the Chebyshev polynomials Tn (cos ) cos n , can
also be multipole expanded by the Legendre polynomi- x2 1 d
als Pn (cos ) . The rst several orders are as follows: Pn (x) = xPn (x) Pn1 (x).
n dx
4 6 LEGENDRE FUNCTIONS OF THE SECOND KIND (QN )

Useful for the integration of Legendre polynomials is and for arguments greater than unity

d ( )
[Pn+1 (x) Pn1 (x)] . 1 1 (1 + e)(+1)/2
(2n + 1)Pn (x) =
dx P = I0 (e)+O(1 ) = +O(1 ) ,
1 e2 2e (1 e)/2
From the above one can see also that
where J0 and I0 are Bessel functions.

d
dx 5 Shifted
Pn+1 (x) = (2n+1)Pn (x)+(2(n2)+1)Pn2 (x)+(2(n4)+1)P Legendre
n4 (x)+. .. polynomials
or equivalently
The shifted Legendre polynomials are dened as
Pn (x) = Pn (2x 1) . Here the shifting function
d 2Pn (x) 2Pn2 (x) x 7 2x 1 (in fact, it is an ane transformation) is
Pn+1 (x) = + + ... chosen such that it bijectively maps the interval [0, 1] to
dx Pn 2 Pn2 2
the interval [1, 1], implying that the polynomials Pn (x)
where Pn is the norm over the interval 1 x 1 are orthogonal on [0, 1]:

1
1
2 1
Pn = (Pn (x))2 dx = . Pm (x)Pn (x) dx = mn .
2n + 1 0 2n + 1
1

From Bonnets recursion formula one obtains by induc- An explicit expression for the shifted Legendre polyno-
tion the explicit representation mials is given by

( )2 ( )nk ( )k n ( )(
)

n
1+x 1x n n+k
Pn (x) = (1)
n k
. Pn (x) = (1)n (x)k .
k 2 2 k k
k=0
k=0

The AskeyGasper inequality for Legendre polynomials The analogue of Rodrigues formula for the shifted Leg-
reads endre polynomials is

n 1 dn [ 2 ]
Pn (x) = (x x)n .
Pj (x) 0 (x 1). n! dx n
j=0
The rst few shifted Legendre polynomials are:
A sum of Legendre polynomials is related to the Dirac
delta function for 1 y 1 and 1 x 1
n Pn (x)
0 1

1 1 2x 1
(y x) = (2 + 1)P (y)P (x) .
2 2 6x2 6x + 1
=0
3 20x 30x2 + 12x 1
3

The Legendre polynomials of a scalar product of unit vec- 4 70x 140x3 + 90x2 20x + 1
4

tors can be expanded with spherical harmonics using

6 Legendre functions of the second




P (r r ) =
4
Ym (, )Ym ( , ) . kind (Qn )
2 + 1
m=
As well as polynomial solutions, the Legendre equation
where the unit vectors r and r' have spherical coordinates has non-polynomial solutions represented by innite se-
(, ) and ( , ) , respectively. ries. These are the Legendre functions of the second kind,
Asymptotically for for arguments less than unity denoted by Qn (x) .

[( ) ] [
1 2 1 1n! (n + 1)(n + 2) (n+3) (n +
P (cos ) = J0 ()+O( )= cos + Qn
(x) =+O( ) x(n+1) + x +
2 sin 2 4 1 3 (2n + 1) 2(2n + 3) 2
5

The dierential equation [3] M. Le Gendre, Recherches sur l'attraction des sphrodes
homognes, Mmoires de Mathmatiques et de Physique,
prsents l'Acadmie Royale des Sciences, par divers
[ ] savans, et lus dans ses Assembles, Tome X, pp.
d 2 d
(1 x ) f (x) + n(n + 1)f (x) = 0 411435 (Paris, 1785). [Note: Legendre submit-
dx dx ted his ndings to the Academy in 1782, but they
were published in 1785.] Available on-line (in
has the general solution
French) at: http://edocs.ub.uni-frankfurt.de/volltexte/
2007/3757/pdf/A009566090.pdf .
[4] Jackson, J.D. Classical Electrodynamics, 3rd edition, Wi-
f (x) = APn (x) + BQn (x)
ley & Sons, 1999. page 103
where A and B are constants. [5] Arfken & Weber 2005, p.753

7 Legendre functions of fractional 10 References


degree Abramowitz, Milton; Stegun, Irene Ann, eds.
(1983) [June 1964]. Chapter 8. Handbook of
Main article: Legendre function Mathematical Functions with Formulas, Graphs, and
Mathematical Tables. Applied Mathematics Se-
Legendre functions of fractional degree exist and fol- ries. 55 (Ninth reprint with additional corrections
low from insertion of fractional derivatives as dened by of tenth original printing with corrections (Decem-
fractional calculus and non-integer factorials (dened by ber 1972); rst ed.). Washington D.C., USA; New
the gamma function) into the Rodrigues formula. The York, USA: United States Department of Com-
resulting functions continue to satisfy the Legendre dif- merce, National Bureau of Standards; Dover Pub-
ferential equation throughout (1,1), but are no longer lications. pp. 332, 773. ISBN 0-486-61272-4.
regular at the endpoints. The fractional degree Legendre LCCN 64-60036. MR 0167642. ISBN 978-0-486-
function Pn agrees with the associated Legendre polyno- 61272-0. LCCN 65-12253. See also chapter 22.
mial P0 Arfken, George B.; Weber, Hans J. (2005), Math-
n. ematical Methods for Physicists, Elsevier Academic
Press, ISBN 0-12-059876-0.
Bayin, S.S. (2006), Mathematical Methods in Science
8 See also and Engineering, Wiley, Chapter 2.

Associated Legendre polynomials Belousov, S. L. (1962), Tables of normalized asso-


ciated Legendre polynomials, Mathematical tables,
Gaussian quadrature 18, Pergamon Press.

Gegenbauer polynomials Courant, Richard; Hilbert, David (1953), Methods


of Mathematical Physics, Volume 1, New York: In-
Legendre rational functions terscience Publischer, Inc.
Dunster, T. M. (2010), Legendre and Related
Turns inequalities
Functions, in Olver, Frank W. J.; Lozier, Daniel
Legendre wavelet M.; Boisvert, Ronald F.; Clark, Charles W.,
NIST Handbook of Mathematical Functions, Cam-
Jacobi polynomials bridge University Press, ISBN 978-0521192255,
MR 2723248
Romanovski polynomials
Koornwinder, Tom H.; Wong, Roderick S. C.;
Spherical Harmonics Koekoek, Roelof; Swarttouw, Ren F. (2010),
Orthogonal Polynomials, in Olver, Frank W. J.;
Lozier, Daniel M.; Boisvert, Ronald F.; Clark,
Charles W., NIST Handbook of Mathematical Func-
9 Notes tions, Cambridge University Press, ISBN 978-
0521192255, MR 2723248
[1] Courant & Hilbert 1953, II, 8
Refaat El Attar (2009), Legendre Polynomials and
[2] Arfken & Weber 2005, p.743 Functions, CreateSpace, ISBN 978-1-4414-9012-4
6 11 EXTERNAL LINKS

11 External links
A quick informal derivation of the Legendre poly-
nomial in the context of the quantum mechanics of
hydrogen

Hazewinkel, Michiel, ed. (2001), Legendre poly-


nomials, Encyclopedia of Mathematics, Springer,
ISBN 978-1-55608-010-4

Wolfram MathWorld entry on Legendre polynomi-


als

Module for Legendre Polynomials by John H. Math-


ews

Dr James B. Calverts article on Legendre polyno-


mials from his personal collection of mathematics

The Legendre Polynomials by Carlyle E. Moore


Legendre Polynomials from Hyperphysics
7

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