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Assignment 4

This document is an assignment for the Differential Equations course at IIT Madras, focusing on Legendre polynomials and their properties. It includes various exercises that require proving identities, recurrence relations, and integrals related to Legendre polynomials and Bessel functions. The assignment emphasizes the use of generating functions and orthogonality in the context of these mathematical concepts.

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Anchal Debnath ee21b017
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© © All Rights Reserved
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9 views

Assignment 4

This document is an assignment for the Differential Equations course at IIT Madras, focusing on Legendre polynomials and their properties. It includes various exercises that require proving identities, recurrence relations, and integrals related to Legendre polynomials and Bessel functions. The assignment emphasizes the use of generating functions and orthogonality in the context of these mathematical concepts.

Uploaded by

Anchal Debnath ee21b017
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Mathematics, IIT Madras

MA2020, Differential Equations


Assignment-4
Exercises for Section 4.1-4.3

1. Use the generating function for Legendre polynomials to prove the following:
(a) 𝑃𝑛 (1) = 1 (b) 𝑃𝑛 (−𝑥) = (−1)𝑛 𝑃𝑛 (𝑥) (c) 𝑃𝑛 (−1) = (−1)𝑛
1 · 3 · 5 · · · (2𝑛 − 1)
(d) 𝑃2𝑛+1 (0) = 0 (e) 𝑃 2𝑛 (0) = (−1)𝑛
2𝑛𝑛!
′ (0) = 0 ′ 1 · 3 · 5 · · · (2𝑛 + 1)
(f) 𝑃2𝑛 (g) 𝑃2𝑛+1 (0) = .
2𝑛𝑛!
2. Prove that 𝑃𝑛′ (1) = 𝑛(𝑛 + 1)/2 and 𝑃𝑛′ (−1) = (−1)𝑛−1𝑛(𝑛 + 1)/2.
3. Prove the recurrence relation (𝑛 + 1)𝑃𝑛+1 (𝑥) = (2𝑛 + 1)𝑥𝑃𝑛 (𝑥) − 𝑛𝑃𝑛−1 (𝑥).
4. Using orthogonality of Legendre polynomials and the recurrence relation in the previous
problem, show the following:
∫1 2𝑛
(a) −1
𝑥𝑃𝑛 (𝑥)𝑃𝑛−1 (𝑥) 𝑑𝑥 = .
4𝑛 2 − 1
∫1 2𝑛 − 1 ∫ 1 2
(b) 𝑃 2 (𝑥) 𝑑𝑥 =
−1 𝑛
𝑃 (𝑥) 𝑑𝑥.
2𝑛 + 1 −1 𝑛−1
∫1 2
(c) −1 𝑃𝑛2 (𝑥) 𝑑𝑥 = . (Using (b))
2𝑛 + 1
√
∫1
−1/2 2 2
(d) −1 (1 − 𝑥) 𝑃𝑛 (𝑥) 𝑑𝑥 = .
2𝑛 + 1
5. Prove the following identities:

22𝑘 (4𝑘 + 1)(2𝑚)!(𝑚 + 𝑘)!


𝑚
∑︁
2𝑚
(a) 𝑥 = 𝑃 2𝑘 (𝑥).
(2𝑚 + 2𝑘 + 1)!(𝑚 − 𝑘)!
𝑘=0

22𝑘+1 (4𝑘
𝑚
∑︁ + 3)(2𝑚 + 1)!(𝑚 + 𝑘 + 1)!
(b) 𝑥 2𝑚+1 = 𝑃 2𝑘+1 (𝑥).
(2𝑚 + 2𝑘 + 3)!(𝑚 − 𝑘)!
𝑘=0
∞
1 ∑︁ (−1)𝑘−1 (4𝑘 + 1)(2𝑘 − 1)!
(c) |𝑥 | = + 𝑃2𝑘 (𝑥).
2
𝑘=1
22𝑘 (𝑘 + 1)!(𝑘 − 1)!
6. Show the following identities:
sin(2𝑥)  2  2 2
(a) 𝐽1/2 (𝑥)𝐽−1/2 (𝑥) = (b) 𝐽1/2 (𝑥) + 𝐽−1/2 (𝑥) = .
𝜋𝑥 𝜋𝑥
7. Using the generating function, show the following:
(a) 𝐽−𝑛 (𝑥) = (−1)𝑛 𝐽𝑛 (𝑥) (b) 𝐽𝑛 (−𝑥) = (−1)𝑛 𝐽𝑛 (𝑥).
8. Show that 𝑢 = 2 exp(𝑥/2) transforms the ODE 𝑦 ′′ + exp(𝑥) − 𝑚 2 𝑦 = 0 to the Bessel’s

𝑑 2𝑦 𝑑𝑦
equation 𝑢 2 2 + 𝑢 + (𝑢 2 − 4𝑚 2 )𝑦 = 0. Then, write the general solution of the ODE.
𝑑𝑢√ 𝑑𝑢
9. Show that 𝑦 = 𝑥 𝑢 (𝑥) transforms the ODE 4𝑥 2𝑦 ′′ + 1 + 4(𝑥 2 − 𝑘 2 ) 𝑦 = 0 to the Bessel’s

equation 𝑥 2𝑢 ′′ + 𝑥𝑢 ′ + (𝑥 2 − 𝑘 2 )𝑢 = 0. Then, write the general solution of the ODE.

1
′
Using the recurrence 𝑥 𝜈 𝐽𝜈 (𝑥) = 𝑥 𝜈 𝐽𝜈−1 (𝑥) show that for any 𝑎 > 0 and 𝑟 > 0,
10. ∫
𝑟
𝑟
𝑥 𝐽0 (𝑎𝑥) 𝑑𝑥 = 𝐽1 (𝑎𝑟 ).
0 𝑎
11. Using the recurrence relation 𝑥 𝐽𝜈+1 (𝑥) = 2𝜈 𝐽𝜈 (𝑥) − 𝑥 𝐽𝜈−1 (𝑥) show that
√︂ √︂
2  sin 𝑥  2  cos 𝑥 
(a) 𝐽3/2 (𝑥) = − cos 𝑥 (b) 𝐽−3/2 (𝑥) = − + sin 𝑥 .
𝜋𝑥 𝑥 𝜋𝑥 𝑥
12. Using the fact that 𝐽𝜈 (𝑥) is a solution of Bessel’s equation with parameter 𝜈 and the
recurrence 𝑥 𝐽𝜈′ (𝑥) = 𝜈 𝐽𝜈 (𝑥) − 𝑥 𝐽𝜈+1 (𝑥) prove that

𝑥 2 𝐽𝜈′′ (𝑥) = (𝜈 2 − 𝜈 − 𝑥 2 )𝐽𝜈 (𝑥) + 𝑥 𝐽𝜈+1 (𝑥).

13. Expand 𝑓 (𝑥) = 𝑥 for 0 < 𝑥 < 1, in the Fourier-Bessel series of the form
∞
Í
𝑓 (𝑥) = 𝐴𝑘 𝐽1 (𝜇𝑘 𝑥), where 𝜇𝑘 denotes the 𝑘th positive zero of 𝐽1 (𝑥).
𝑘=1  
Ans: 𝐴𝑘 = 2/ 𝜇𝑘 𝐽2 (𝜇𝑘 ) for 𝑘 = 1, 2, 3, . . .
14. Let 𝛼 and 𝛽 be distinct positive zeros of 𝐽𝜈 (𝑥) for 𝜈 ≥ 0. Prove the following:
ℓ2 2
∫ℓ  𝛼𝑥   𝛽𝑥  ∫ ℓ h  i 2
𝛼𝑥
(a) 𝑥 𝐽𝜈 𝐽𝜈 𝑑𝑥 = 0 (b) 𝑥 𝐽𝜈 𝑑𝑥 = 𝐽𝜈+1 (𝛼).
0 ℓ ℓ 0 ℓ 2

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