1

LEGENDRE DIFFERENTIAL EQUATION AND LEGENDRE FUNCTIONS

The differential equation:

2
𝑑2 𝑦 𝑑𝑦
1−𝑥 − 2𝑥 + 𝑛 𝑛+1 𝑦 =0 ……. 1
𝑑𝑥 2 𝑑𝑥
𝑑 𝑑𝑦
OR 1 − 𝑥2 + 𝑛 𝑛+1 𝑦 =0
𝑑𝑥 𝑑𝑥

is called “Legendre‟s equation”

Let the solution of “Legendre‟s equation” in descending power of 𝑥 be:

𝑦 = 𝑥 𝑘 [𝑎0 + 𝑎1 𝑥 −1 + 𝑎2 𝑥 −2 + ⋯ … … 𝑎𝑟 𝑥 −𝑟 + … ….
∞

= 𝑎𝑟 𝑥 𝑘−𝑟 𝑎0 ≠ 0 …… 2
𝑟=0

Differentiating eqn. (2)

∞
𝑑𝑦
= 𝑎𝑟 𝑘 − 𝑟 𝑥 𝑘−𝑟−1 …… 3
𝑑𝑥
𝑟=0

∞
𝑑2 𝑦
= 𝑎𝑟 𝑘 − 𝑟 𝑘 − 𝑟 − 1 𝑥 𝑘−𝑟−2 … 4
𝑑𝑥 2
𝑟=0

Substituting eqn. (2), (3,), (4) in eqn (1)

∞ ∞ ∞
2 𝑘−𝑟−2 𝑘−𝑟−1
1−𝑥 𝑎𝑟 𝑘 − 𝑟 𝑘−𝑟−1 𝑥 − 2𝑥 𝑎𝑟 𝑘 − 𝑟 𝑥 +𝑛 𝑛+1 𝑎𝑟 𝑥 𝑘−𝑟 = 0
𝑟=0 𝑟=0 𝑟=0

∞ ∞ ∞
𝑘−𝑟−2 𝑘−𝑟
𝑎𝑟 𝑘 − 𝑟 𝑘−𝑟−1 𝑥 − 𝑎𝑟 𝑘 − 𝑟 𝑘−𝑟−1 𝑥 − 2𝑎𝑟 𝑘 − 𝑟 𝑥 𝑘−𝑟
𝑟=0 𝑟=0 𝑟=0
∞

+ 𝑛(𝑛 + 1)𝑎𝑟 𝑥 𝑘−𝑟 = 0

𝑟=0

[ 𝑘−𝑟 𝑘 − 𝑟 − 1 𝑥 𝑘−𝑟−2 − 𝑘−𝑟 𝑘−𝑟−1 +2 𝑘−𝑟 −𝑛 𝑛+1 𝑥 𝑘−𝑟 ]𝑎𝑟 = 0

𝑟=0

𝑘 − 𝑟 𝑘 − 𝑟 − 1 𝑥 𝑘−𝑟−2 + 𝑛 𝑛 + 1 − 𝑘 − 𝑟 𝑘 − 𝑟 + 1 𝑥 𝑘−𝑟 𝑎𝑟 = 0 ……. 5

𝑟=0

This is identity equation.

 2

Putting coeff. of 𝑥 𝑘 equal to zero 𝑟 = 0

𝑛 𝑛 + 1 − 𝑘 𝑘 + 1 𝑎0 = 0

𝑛 𝑛+1 −𝑘 𝑘+1 = 0 ∵ 𝑎0 ≠ 0

𝑛2 + 𝑛 − 𝑘 2 − 𝑘 = 0

𝑛2 − 𝑘 2 + 𝑛 − 𝑘 = 0

𝑛−𝑘 𝑛+𝑘 + 𝑛−𝑘 = 0

𝑛−𝑘 𝑛+𝑘+1 = 0

⟹ 𝑘=𝑛 𝑜𝑟 𝑘 =− 𝑛+1 … … (6)

Now equating the coefficients of 𝑥 𝑘−1 to zero (r=1)

𝑛 𝑛 + 1 − 𝑘 − 1 𝑘 𝑎1 = 0

𝑛2 + 𝑛 − 𝑘 2 + 𝑘 𝑎1 = 0

𝑛2 − 𝑘 2 + 𝑛 + 𝑘 𝑎1 = 0

𝑛−𝑘 𝑛+𝑘 + 𝑛+𝑘 𝑎1 = 0

𝑛 + 𝑘 𝑛 − 𝑘 + 1 𝑎1 = 0

⟹ 𝑎1 = 0

Equating coefficient of 𝑥 𝑘−𝑟−2 in eqn. (5) to zero

𝑘 − 𝑟 𝑘 − 𝑟 − 1 𝑎𝑟 + 𝑛 𝑛 + 1 − 𝑘 − 𝑟 − 2 𝑘 − 𝑟 − 1 𝑎𝑟+2 = 0

𝑘−𝑟 𝑘−𝑟−1
𝑎𝑟+2 = − 𝑎
𝑛 𝑛+1 − 𝑘−𝑟−2 𝑘−𝑟−1 𝑟

But
2
𝑘−𝑟−2 𝑘−𝑟−1 − 𝑛 𝑛+1 = 𝑘−𝑟 − 2 𝑘 − 𝑟 − 𝑘 − 𝑟 + 2 − 𝑛2 − 𝑛
2
= 𝑘−𝑟 − 𝑘 − 𝑟 2 + 1 − 𝑛2 + 𝑛 − 2
2
= 𝑘−𝑟 − 𝑘−𝑟 𝑛+2−𝑛+1 − 𝑛−1 𝑛+2
2
= 𝑘−𝑟 − 𝑘−𝑟 𝑛+2 + 𝑘−𝑟 𝑛−1 − 𝑛−1 𝑛+2
 3

= 𝑘−𝑟 𝑘−𝑟 − 𝑛+2 + 𝑛−1 [ 𝑘−𝑟 − 𝑛+2

= 𝑘−𝑟 + 𝑛−1 𝑘−𝑟 − 𝑛+2

𝑘−𝑟 𝑘−𝑟−1
𝑎𝑟+2 = 𝑎𝑟 …… 8
𝑘−𝑟 + 𝑛−1 𝑘−𝑟 − 𝑛+2

As 𝑎1 = 0

𝑎1 = 𝑎3 = 𝑎5 = 𝑎7 = ⋯ … … … . = 0 ….. 9

Case-I:

When 𝑘 = 𝑛 from eqn. (8)

𝑛−𝑟 𝑛−𝑟−1
𝑎𝑟+2 = 𝑎
2𝑛 − 𝑟 − 1 – 𝑟 − 2 𝑟

𝑛−𝑟 𝑛−𝑟−1
𝑎𝑟+2 = − 𝑎
2𝑛 − 𝑟 − 1 𝑟 + 2 𝑟

Substituting 𝑟 = 0,2,4 … …

𝑛 𝑛−1
𝑎2 = − 𝑎
2𝑛 − 1 . 2 0

𝑛−2 𝑛−3 𝑛 𝑛−1 𝑛−2 𝑛−3

𝑎4 = − 𝑎2 = 𝑎
2𝑛 − 3 . 4 2𝑛 − 1 2𝑛 − 3 . 2.4 0

−𝑛 𝑛−1 𝑛−2 𝑛−3 𝑛−4 𝑛−5

𝑎6 = 𝑎0
2𝑛 − 1 2𝑛 − 3 2𝑛 − 5 . 2.4.6

………….

Substituting values of coeff in eqn (2)

𝑛 𝑛−1 𝑛 𝑛 − 1 𝑛 − 2 𝑛 − 3 𝑛−4
𝑦 = 𝑎0 𝑥 𝑛 − 𝑥 𝑛−2 + 𝑥 + …….. … … . . 10
2. 2𝑛 − 1 2.4. 2𝑛 − 1 2𝑛 − 3

1.3.5 … … … . 2𝑛 − 1
If 𝑎0 =
𝑛!

then this solution is called “Legendre Polynomial” or Legendre function of first kind and is represented as
𝑃𝑛 𝑥 .

1.3.5 … … … . 2𝑛 − 1 𝑛 𝑛−1 𝑛 𝑛 − 1 𝑛 − 2 𝑛 − 3 𝑛−4

𝑃𝑛 𝑥 = [𝑥 𝑛 − 𝑥 𝑛−2 + 𝑥 + …...]
𝑛! 2. 2𝑛 − 1 2.4. 2𝑛 − 1 2𝑛 − 3

……. (11)
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Case-II:

When 𝑘 = − 𝑛 + 1

From eqn (8) :

𝑛+𝑟+1 𝑛+𝑟+2
𝑎𝑟+2 = 𝑎𝑟 … … . . 12
𝑟 + 2 2𝑛 + 𝑟 + 3

Substituting 𝑟 = 0, 2, 4, … … ….

𝑛+1 𝑛+2
𝑎2 = 𝑎0
2. 2𝑛 + 3

𝑛+3 𝑛+4 𝑛+1 𝑛+2 𝑛+3 𝑛+4

𝑎4 = 𝑎2 = 𝑎0
4. 2𝑛 + 5 2.4. 2𝑛 + 3 2𝑛 + 5

Similarly

𝑛+1 𝑛+2 𝑛+3 𝑛+4 𝑛+5 𝑛+6

𝑎6 = 𝑎0
2.4.6. 2𝑛 + 3 2𝑛 + 5 2𝑛 + 7

………. …..

Also 𝑎1 = 𝑎3 = 𝑎5 = ⋯ … … … … . = 0

Putting values of these coefficients in eqn (2)

𝑛 + 1 𝑛 + 2 −𝑛−3 𝑛 + 1 𝑛 + 2 𝑛 + 3 𝑛 + 4 −𝑛−5
𝑦 = 𝑎0 𝑥 −𝑛−1 + 𝑥 + 𝑥 + ……….
2. 2𝑛 + 3 2.4. 2𝑛 + 3 2𝑛 + 5

𝑛!
If 𝑎0 =
1.3.5 … … … . . 2𝑛 + 1

Then above solution is called Legendre Polynomial or Legendre function of second kind and denoted by
𝑄𝑛 𝑥

𝑛! 𝑛 + 1 𝑛 + 2 −𝑛−3
𝑄𝑛 𝑥 = 𝑥 −𝑛−1 + 𝑥
1.3.5 … … … . . 2𝑛 + 1 2. 2𝑛 + 3
𝑛 + 1 𝑛 + 2 𝑛 + 3 𝑛 + 4 −𝑛−5
+ 𝑥 + ………. … … . 13
2.4. 2𝑛 + 3 2𝑛 + 5

The general solution of “Legendre equation” may be expressed as:

𝑦 = 𝐴 𝑃𝑛 𝑥 + 𝐵 𝑄𝑛 𝑥

Generating Function of Legendre Polynomial

1 1
− −
𝑔 𝑥, 𝑧 = 1 − 2𝑥𝑧 + 𝑧 2 2 = 1 − 𝑧 2𝑥 − 𝑧 2
 5

1 1 3 1.3.5 … … 2𝑛 − 3 𝑛−1
= 1 + 𝑧 2𝑥 − 𝑧 + . 𝑧 2 2𝑥 − 𝑧 2
+ ……….+ 𝑧 2𝑥 − 𝑧 𝑛−1
2 2 4 2.4.6 … … 2𝑛 − 2

1.3.5 … . . 2𝑛 − 1 𝑛 𝑛
+ 𝑧 2𝑥 − 𝑧 + …………
2.4.6 … … 2𝑛

…… (1)

Now coefficient of 𝑧𝑛 in

1.3.5 … . . 2𝑛 − 1 𝑛 𝑛
𝑧 2𝑥 − 𝑧
2.4.6 … … 2𝑛

is

1.3.5 … . . 2𝑛 − 1 𝑛
1.3.5 … . . 2𝑛 − 1 𝑛 𝑛
2𝑥 = 2 𝑥
2.4.6 … … 2𝑛 2𝑛 1.2.3. … … 𝑛

1.3.5 … . . 2𝑛 − 1 𝑛
= 𝑥 ……… 𝐴
𝑛!

The coefficient of 𝑧 𝑛 in

1.3.5 … … 2𝑛 − 3 𝑛−1 𝑛−1

𝑧 2𝑥 − 𝑧
2.4.6 … … 2𝑛 − 2

is

1.3.5 … … 2𝑛 − 3 𝑛−2
− 𝑛 − 1 2𝑥
2𝑛−1 (1.2.3. … . . 𝑛 − 1

𝑧 𝑛−1
𝑧 𝑛−1 2𝑥 − 𝑧 𝑛−1
= 𝑧 𝑛−1 (2𝑥)𝑛−1 1 −
2𝑥
𝑧
= 𝑧 𝑛−1 (2𝑥)𝑛−1 1 − 𝑛 − 1 + ⋯……..
2𝑥

= 𝑧 𝑛−1 (2𝑥)𝑛−1 − 𝑛 − 1 𝑧 𝑛 (2𝑥)𝑛−2 + ⋯ …

1.3.5 … … 2𝑛 − 3 𝑛−2
∴ − 𝑛 − 1 2𝑥
2𝑛−1 1.2.3. … . . 𝑛 − 1

1.3.5 … … 2𝑛 − 3 𝑛 − 1 𝑛−2
=− 𝑥
1.2.3. … . . 𝑛 − 1 2
2𝑛−1
Multiply and divide by
𝑛
 6

1.3.5 … … 2𝑛 − 3 2𝑛 − 1 𝑛 𝑛 − 1
=− 𝑥 𝑛−2
1.2.3. … . . 𝑛 − 1 . 𝑛 2 2𝑛 − 1

1.3.5 … … . . 2𝑛 − 1 𝑛 𝑛 − 1
=− 𝑥 𝑛−2 …… 𝐵
𝑛! 2 2𝑛 − 1

Similarly the coefficient of 𝑧 𝑛 in

1.3.5 … … 2𝑛 − 5 𝑛−2 𝑛−2

𝑧 2𝑥 − 𝑧
2.4.6 … … 2𝑛 − 4

is

1.3.5 … … . . 2𝑛 − 1 𝑛 𝑛 − 1 𝑛 − 2 𝑛 − 3 𝑛−4
= 𝑥 …… 𝐶
𝑛! 2.4. 2𝑛 − 1 2𝑛 − 3

Proceeding further it can be concluded from A,B,C that coefficient of 𝑧 𝑛 in the expansion of eqn (1) is

1.3.5 … … . . 2𝑛 − 1 𝑛 𝑛−1 𝑛 𝑛 − 1 𝑛 − 2 𝑛 − 3 𝑛−4

𝑥𝑛 − 𝑥 𝑛−2 + 𝑥 + ⋯……..
𝑛! 2 2𝑛 − 1 2.4. 2𝑛 − 1 2𝑛 − 3

which is 𝑃𝑛 𝑥
1
−
Thus in the expansion of 1 − 2𝑥𝑧 + 𝑧 2 2 the coefficients of 𝑧, 𝑧 2 , 𝑧 3 … . . 𝑒𝑡𝑐 will be
𝑃1 𝑥 , 𝑃2 𝑥 , 𝑃3 𝑥 … ..

∴
1
−
1 − 2𝑥𝑧 + 𝑧 2 2 = 1 + 𝑧𝑃1 𝑥 + 𝑧 2 𝑃2 𝑥 + 𝑧 3 𝑃3 𝑥 + ⋯ … 𝑧 𝑛 𝑃𝑛 𝑥 + ⋯ … ..
∞
1
1 − 2𝑥𝑧 + 𝑧2 − 2 = 𝑧 𝑛 𝑃𝑛 𝑥
𝑛=0

Ex. Show that 𝑃𝑛 1 = 1

Sol: Substitute 𝑥 = 1 in generating function equation

∞
1
1 − 2𝑧 + 𝑧2 − 2 = 𝑧 𝑛 𝑃𝑛 1
𝑛=0

1
2 −2
1−𝑧 = 𝑧 0 𝑃0 1 + 𝑧𝑃1 1 + 𝑧 2 𝑃2 1 + ⋯ … . . 𝑧 𝑛 𝑃𝑛 1 + ⋯ … …
−1
1−𝑧 = 1 + 𝑧𝑃1 1 + 𝑧 2 𝑃2 1 + ⋯ … . . 𝑧 𝑛 𝑃𝑛 1 + ⋯

1 + 𝑧 + 𝑧 2 +. … … 𝑧 𝑛 +. … … = 1 + 𝑧𝑃1 1 + 𝑧 2 𝑃2 1 +. … . . 𝑧 𝑛 𝑃𝑛 1 …

Equating the coefficients of 𝑧 𝑛 on both sides:

 7

𝑃𝑛 1 = 1

Ex. Show that

𝑃𝑛 −𝑥 = −1 𝑛 𝑃𝑛 𝑥

Sol:
∞
1
1 − 2𝑥𝑧 + 𝑧2 − 2 = 𝑧 𝑛 𝑃𝑛 𝑥 …… 1
𝑛=0

Substitute −𝑥 instead of 𝑥
∞
1
1 + 2𝑥𝑧 + 𝑧 2 −2 = 𝑧 𝑛 𝑃𝑛 −𝑥 ……… 2
𝑛=0

Again substituting −𝑧 for 𝑧 in the eqn (1)

∞
1
1 + 2𝑥𝑧 + 𝑧 2 −2 = −𝑧 𝑛 𝑃𝑛 𝑥
𝑛=0

∞
𝑛
= −1 𝑧 𝑛 𝑃𝑛 𝑥 … 3
𝑛=0

From eqn (2) and (3):

∞ ∞
𝑛 𝑛
𝑧 𝑃𝑛 −𝑥 = −1 𝑧 𝑛 𝑃𝑛 𝑥
𝑛=0 𝑛=0

Comparing coefficients of 𝑧 𝑛 on both sides:

𝑛
𝑃𝑛 −𝑥 = −1 𝑃𝑛 𝑥 …….. 4

Remark:

Putting 𝑛 = 2𝑚 (even) in eq. (4)

2𝑚
𝑃2𝑚 −𝑥 = −1 𝑃2𝑚 𝑥

= 𝑃2𝑚 𝑥 …….. 5

Putting 𝑛 = 2𝑚 + 1 (odd) in eq. (4)

2𝑚 +1
𝑃2𝑚 +1 −𝑥 = −1 𝑃2𝑚 +1 𝑥

= −𝑃2𝑚 +1 𝑥 …….. 6
 8

Eqns. (5) and (6) ⟹

𝑃𝑛 𝑥 is an even function of 𝑥 when 𝑛 is even and odd function of 𝑥 when 𝑛 is odd.

Rodrigue’s formula for Legendre Polynomials

1 𝑑𝑛
𝑃𝑛 𝑥 = 𝑛 𝑥2 − 1 𝑛
2 𝑛! 𝑑𝑥 𝑛

Proof:

Let 𝑦 = 𝑥 2 − 1 𝑛
…..… 1

𝑑𝑦
= 𝑛 𝑥2 − 1 𝑛−1
. 2𝑥 ……. 2
𝑑𝑥

Multiply both sides of above eqn. by 𝑥 2 − 1

𝑑𝑦
𝑥2 − 1 = 2𝑛𝑥. 𝑥 2 − 1 𝑛
𝑑𝑥
From eqn. (1)

𝑑𝑦
𝑥2 − 1 = 2𝑛𝑥 𝑦 …….. 3
𝑑𝑥

Differentiating this equation 𝑛 + 1 times by Leibnitz‟s theorem

𝐷 𝑛 𝑢𝑣 = 𝐷 𝑛 𝑢 𝑣+ 𝑛 𝐶1 𝐷 𝑛−1 𝑢 𝐷𝑣 + 𝑛 𝐶2 𝐷𝑛−2 𝑢 𝐷2 𝑣 + … . . +𝑛 𝐶𝑟 𝐷 𝑛−𝑟 𝑢 𝐷 𝑟 𝑣

+ … … . + 𝑛 𝐶𝑛 𝑢 𝐷 𝑛 𝑣

𝑑𝑛+2 𝑦 𝑛+1 𝑑𝑛+1 𝑦 𝑑𝑛 𝑦

𝑥2 − 1 + 𝐶1 2𝑥 +𝑛+1
𝐶2 2 + 0 + 0…
𝑑𝑥 𝑛+2 𝑑𝑥 𝑛+1 𝑑𝑥 𝑛

𝑑𝑛+1 𝑦 𝑛+1 𝑑𝑛 𝑦
= 2𝑛 𝑥 + 𝐶1 𝑛 1 + 0 + 0 … …
𝑑𝑥 𝑛+1 𝑑𝑥

Now

𝑛
𝑛!
. 𝐶𝑘 =
𝑘! 𝑛 − 𝑘 !

𝑛+1
𝑛+1 !
∴. 𝐶1 = = 𝑛+1
1! 𝑛!

𝑛+1
𝑛+1 ! 𝑛 𝑛+1 𝑛−1 !
&. 𝐶2 = =
2! 𝑛 − 1 ! 2 𝑛−1 !
 9

𝑛 𝑛+1
=
2
Putting these values in the given eqn.

𝑑𝑛+2 𝑦 𝑑𝑛+1 𝑦 𝑛 𝑛 + 1 𝑑𝑛 𝑦
𝑥2 − 1 + 2 𝑛 + 1 𝑥 + 2
𝑑𝑥 𝑛+2 𝑑𝑥 𝑛+1 2 𝑑𝑥 𝑛

𝑑𝑛+1 𝑦 𝑑𝑛 𝑦
= 2𝑛𝑥 + 2𝑛 𝑛 + 1
𝑑𝑥 𝑛+1 𝑑𝑥 𝑛

𝑑𝑛+2 𝑦 𝑑𝑛+1 𝑦 𝑑𝑛 𝑦
𝑥2 − 1 + 2𝑥 𝑛 + 1 − 𝑛 + 𝑛 𝑛 + 1 − 2𝑛 𝑛 + 1 =0
𝑑𝑥 𝑛+2 𝑑𝑥 𝑛+1 𝑑𝑥 𝑛

2
𝑑𝑛+2 𝑦 𝑑𝑛+1 𝑦 𝑑𝑛 𝑦
𝑥 −1 + 2𝑥 𝑛+1 − 𝑛 𝑛 + 1 =0
𝑑𝑥 𝑛+2 𝑑𝑥 𝑑𝑥 𝑛

𝑑𝑛+2 𝑦 𝑑𝑛+1 𝑦 𝑑𝑛 𝑦
1 − 𝑥2 − 2𝑥 + 𝑛 𝑛 + 1 =0 …….. 4
𝑑𝑥 𝑛+2 𝑑𝑥 𝑛+1 𝑑𝑥 𝑛
𝑑𝑛 𝑦
Put 𝑑𝑥 𝑛
=𝜙 𝑥 in eqn. (4)

𝑑2 𝜙 𝑑𝜙
1 − 𝑥2 2
− 2𝑥 + 𝑛 𝑛+1 𝜙 =0 …… 5
𝑑𝑥 𝑑𝑥
𝑑𝑛 𝑦
This is Legendre eqn. with solution 𝜙 𝑥 = 𝑑𝑥 𝑛

Assume

𝑃𝑛 𝑥 = 𝐶 𝜙 𝑥 ……. 6

As

𝑦 = 𝑥2 − 1 𝑛
= 𝑥−1 𝑛
𝑥+1 𝑛

Differentiating both sides 𝑛 times by Leibnitz theoram

𝑑𝑛 𝑦 𝑛
𝑑𝑛 𝑛
𝑑𝑛−1
= 𝑥−1 𝑥+1 +𝑛 𝐶1 𝑛 𝑥 − 1 𝑛−1
𝑥+1 𝑛
+ …………
𝑑𝑥 𝑛 𝑑𝑥 𝑛 𝑑𝑥 𝑛−1

𝑑𝑛−1 𝑑𝑛
…… +𝑛 𝐶𝑛−1 𝑛 𝑥 + 1 𝑛−1
𝑥−1 𝑛
+𝑛 𝐶𝑛 𝑥 + 1 𝑛
𝑥−1 𝑛
𝑑𝑥 𝑛−1 𝑑𝑥 𝑛

Putting 𝑥 = 1 on both sides, all the terms in R.H.S. due to factor of 𝑥 − 1 , except the last term vanish.

Also

𝑑𝑛 𝑛
𝑥−1 = 𝑛 𝑛 − 1 𝑛 − 2 … … .1 = 𝑛!
𝑑𝑥 𝑛
 10

𝑑𝑛 𝑦
= 2𝑛 𝑛! ……. 7
𝑑𝑥 𝑛 𝑥=1

Substituting 𝑥 = 1 in eqn. (6)

𝑑𝑛 𝑦
𝑃𝑛 1 = 𝐶 𝜙 𝑥 𝑥=1 =𝐶 = 𝐶 2𝑛 𝑛!
𝑑𝑥 𝑛 𝑥=1

𝑃𝑛 1 1
𝐶= 𝑛
= 𝑛 ∵ 𝑃𝑛 1 = 1
2 𝑛! 2 𝑛!

Substituting the value of C in eqn. (6)

1 1 𝑑𝑛 𝑦
𝑃𝑛 𝑥 = 𝜙 𝑥 =
2𝑛 𝑛! 2𝑛 𝑛! 𝑑𝑥 𝑛
1 𝑑𝑛
𝑃𝑛 𝑥 = 𝑥2 − 1 𝑛
…… 8
2𝑛 𝑛! 𝑑𝑥 𝑛
which is required Rodrigue‟s Formula.

Substituting 𝑛 = 0,1,2,3 … …. in eqn. (8)

1
𝑃0 𝑥 = =1
20 0!
1 𝑑 2 1
𝑃1 𝑥 = 𝑥 − 1 = . 2𝑥 = 𝑥
21 1! 𝑑𝑥 2

1 𝑑2 1 𝑑
𝑃2 𝑥 = 𝑥2 − 1 2
= 2 𝑥 2 − 1 . 2𝑥
22 2! 𝑑𝑥 2 8 𝑑𝑥
1 𝑑 3 1
= 𝑥 −𝑥 = 3𝑥 2 − 1
2 𝑑𝑥 2

1 𝑑3 5𝑥 3 − 3𝑥
𝑃3 𝑥 = 𝑥2 − 1 3
=
23 3! 𝑑𝑥 3 2

Similarly values of 𝑃4 𝑥 , 𝑃5 𝑥 . . 𝑒𝑡𝑐.. may be calculated

Orthonormality of Legendre Polynomials

Orthogonality condition for legendre‟s Polynomials

+1

𝑃𝑚 𝑥 𝑃𝑛 𝑥 𝑑𝑥 = 0 𝑓𝑜𝑟 𝑚 ≠ 𝑛
−1
 11

with normalization
+1
2
2
𝑃𝑛 𝑥 𝑑𝑥 =
2𝑛 + 1
−1

∴ Orthonormalization of Legendre Polynomial can be written as

+1
2
𝑃𝑚 𝑥 𝑃𝑛 𝑥 = 𝛿
2𝑛 + 1 𝑚𝑛
−1

Recurrence Relations for 𝑷𝒏 𝒙

I. 𝑛𝑃𝑛 𝑥 = 2𝑛 − 1 𝑥 𝑃𝑛−1 𝑥 − 𝑛 − 1 𝑃𝑛−2 𝑥

Proof. From the generating function of 𝑃𝑛 𝑥 :

∞
1
1 − 2𝑥𝑧 + 𝑧 2 −2 = 𝑧 𝑛 𝑃𝑛 𝑥
𝑛=0

Differentiating both sides w.r.t 𝑧

∞
1 −
3
− 1 − 2𝑥𝑧 + 𝑧 2 2 −2𝑥 + 2𝑧 = 𝑛 𝑧 𝑛−1 𝑃𝑛 𝑥
2
𝑛=0

∞
3
𝑥 − 𝑧 1 − 2𝑥𝑧 + 𝑧 2 −2 = 𝑛 𝑧 𝑛−1 𝑃𝑛 𝑥
𝑛=0

Multiply both sides with 1 − 2𝑥𝑧 + 𝑧 2

∞
1
𝑥−𝑧 1 − 2𝑥𝑧 + 𝑧2 − 2 = 1 − 2𝑥𝑧 + 𝑧 2
𝑛 𝑧 𝑛−1 𝑃𝑛 𝑥
𝑛=0

∞ ∞ ∞ ∞
𝑛 𝑛−1 𝑛
𝑥−𝑧 𝑧 𝑃𝑛 𝑥 = 𝑛𝑧 𝑃𝑛 𝑥 − 2𝑥 𝑛 𝑧 𝑃𝑛 𝑥 + 𝑛 𝑧 𝑛+1 𝑃𝑛 𝑥
𝑛=0 𝑛=0 𝑛=0 𝑛=0

∞ ∞ ∞ ∞ ∞
𝑛 𝑛+1 𝑛−1 𝑛
𝑥 𝑧 𝑃𝑛 𝑥 − 𝑧 𝑃𝑛 𝑥 = 𝑛𝑧 𝑃𝑛 𝑥 − 2𝑥 𝑛 𝑧 𝑃𝑛 𝑥 + 𝑛 𝑧 𝑛+1 𝑃𝑛 𝑥
𝑛=0 𝑛=0 𝑛=0 𝑛=0 𝑛=0

Equating coefficients of 𝑧 𝑛−1 from both sides

𝑥𝑃𝑛−1 𝑥 − 𝑃𝑛−2 𝑥 = 𝑛𝑃𝑛 𝑥 − 2𝑥 𝑛 − 1 𝑃𝑛−1 𝑥 + 𝑛 − 2 𝑃𝑛−2 𝑥

 12

𝑛𝑃𝑛 𝑥 = 2𝑛 − 1 𝑥 𝑃𝑛−1 𝑥 − 𝑛 − 1 𝑃𝑛−2 𝑥 ….. I(a)

This is first recurrence relation.

This may also be written by changing 𝑛 → 𝑛 + 1 or equating coefficients of 𝑧 𝑛 on both sides

𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑥 𝑃𝑛 𝑥 − 𝑛 𝑃𝑛−1 𝑥 ……. I(b)

′
II. 𝑛𝑃𝑛 𝑥 = 𝑥𝑃𝑛′ 𝑥 − 𝑃𝑛−1 𝑥

Proof. From Generating function:

∞
1
1 − 2𝑥𝑧 + 𝑧2 − 2 = 𝑧 𝑛 𝑃𝑛 𝑥 ……. 1
𝑛=0

Differentiating both sides w.r.t 𝑧

∞
1 −
3
− 1 − 2𝑥𝑧 + 𝑧 2 2 −2𝑥 + 2𝑧 = 𝑛 𝑧 𝑛−1 𝑃𝑛 𝑥
2
𝑛=0

3
− ∞
𝑥 − 𝑧 1 − 2𝑥𝑧 + 𝑧 2 2 = 𝑛=0 𝑛 𝑧 𝑛−1 𝑃𝑛 𝑥 ……. (A)

Now differentiate (1) w.r.t. 𝑥

∞
1 −
3
− 1 − 2𝑥𝑧 + 𝑧 2 2 – 2𝑧 = 𝑧 𝑛 𝑃𝑛′ 𝑥
2
𝑛=0

∞
3
𝑧 1 − 2𝑥𝑧 + 𝑧 2 −2 = 𝑧 𝑛 𝑃𝑛′ 𝑥 …. 𝐵
𝑛=0

Divide A with B (A/B)

∞ 𝑛−1
𝑥−𝑧 𝑛=0 𝑛 𝑧 𝑃𝑛 𝑥
= ∞ 𝑛 ′
𝑧 𝑛=0 𝑧 𝑃𝑛 𝑥

∞ ∞
𝑛
𝑥−𝑧 𝑧 𝑃𝑛′ 𝑥 =𝑧 𝑛 𝑧 𝑛−1 𝑃𝑛 𝑥
𝑛=0 𝑛 =0

∞ ∞ ∞
𝑛
𝑥 𝑧 𝑃𝑛′ 𝑥 − 𝑧 𝑛+1
𝑃𝑛′ 𝑥 = 𝑛 𝑧 𝑛 𝑃𝑛 𝑥 … … . (𝐶)
𝑛=0 𝑛=0 𝑛=0

Comparing the coefficients of 𝑧 𝑛 on both sides

′
𝑥 𝑃𝑛′ 𝑥 − 𝑃𝑛−1 𝑥 = 𝑛 𝑃𝑛 𝑥 ……. (II)
 13

′ ′
III. 𝑃𝑛+1 𝑥 − 𝑃𝑛−1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥

Proof. From relation I(b)

𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑥 𝑃𝑛 𝑥 − 𝑛 𝑃𝑛−1 𝑥

Differentiating w.r.t. „𝑥‟

′ ′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 2𝑛 + 1 𝑥 𝑃𝑛′ 𝑥 − 𝑛𝑃𝑛−1 𝑥 ……. 𝐷

From relation II
′
𝑥 𝑃𝑛′ 𝑥 = 𝑛𝑃𝑛 𝑥 + 𝑃𝑛−1 𝑥

Substituting this value of 𝑥 𝑃𝑛′ 𝑥 in eqn. (D)

′ ′ ′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 2𝑛 + 1 𝑛𝑃𝑛 𝑥 + 𝑃𝑛−1 𝑥 − 𝑛𝑃𝑛−1 𝑥
′ ′ ′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 2𝑛 + 1 𝑛𝑃𝑛 𝑥 + 2𝑛 + 1 𝑃𝑛−1 𝑥 − 𝑛𝑃𝑛−1 𝑥
′ ′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑛 + 1 𝑃𝑛 𝑥 + 𝑛 + 1 𝑃𝑛−1 𝑥
′ ′
𝑃𝑛+1 𝑥 − 𝑃𝑛−1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 … … III 𝑎

In alternate form replacing 𝑛 with 𝑛 − 1

′
𝑃𝑛′ 𝑥 − 𝑃𝑛−2 𝑥 = 2𝑛 − 1 𝑃𝑛−1 𝑥 … … III 𝑏

′
IV. 𝑃𝑛+1 𝑥 − 𝑥𝑃𝑛′ 𝑥 = 𝑛 + 1 𝑃𝑛 𝑥

Proof. From the relation I 𝑏

𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑥 𝑃𝑛 𝑥 − 𝑛 𝑃𝑛−1 𝑥

Differentiating w.r.t. 𝑥
′ ′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 2𝑛 + 1 𝑥𝑃𝑛′ 𝑥 − 𝑛 𝑃𝑛−1 𝑥
′ ′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 𝑛 + 𝑛 + 1 𝑥𝑃𝑛′ 𝑥 − 𝑛 𝑃𝑛−1 𝑥
′ ′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 𝑛 + 1 𝑥𝑃𝑛′ 𝑥 + 𝑛 𝑥𝑃𝑛′ 𝑥 − 𝑃𝑛−1 𝑥 ….. 𝐸

From II
′
𝑥 𝑃𝑛′ 𝑥 − 𝑃𝑛−1 𝑥 = 𝑛 𝑃𝑛 𝑥

∴ eqn. (E) becomes:

′
𝑛 + 1 𝑃𝑛+1 𝑥 = 2𝑛 + 1 𝑃𝑛 𝑥 + 𝑛 + 1 𝑥𝑃𝑛′ 𝑥 + 𝑛2 𝑃𝑛 𝑥
 14

′
𝑛 + 1 𝑃𝑛+1 𝑥 = 𝑛 + 1 𝑥𝑃𝑛′ 𝑥 + 2𝑛 + 1 + 𝑛2 𝑃𝑛 𝑥
′
𝑛 + 1 𝑃𝑛+1 𝑥 = 𝑛 + 1 𝑥𝑃𝑛′ 𝑥 + 𝑛 + 1 2 𝑃𝑛 𝑥
′
⟹ 𝑃𝑛+1 𝑥 = 𝑥𝑃𝑛′ 𝑥 + 𝑛 + 1 𝑃𝑛 𝑥
′
𝑃𝑛+1 𝑥 − 𝑥𝑃𝑛′ 𝑥 = 𝑛 + 1 𝑃𝑛 𝑥 … . . IV 𝑎

Replacing 𝑛 with 𝑛−1

′
𝑃𝑛′ 𝑥 − 𝑥𝑃𝑛−1 𝑥 = 𝑛 𝑃𝑛−1 𝑥 … . . IV 𝑏

V. 1 − 𝑥 2 𝑃𝑛′ 𝑥 = 𝑛 𝑃𝑛−1 𝑥 − 𝑥 𝑃𝑛 𝑥

Proof. From relation IV b

′
𝑛𝑃𝑛−1 𝑥 = 𝑃𝑛′ 𝑥 − 𝑥 𝑃𝑛−1 𝑥 ……. 𝐹

From relation II
′
𝑛 𝑃𝑛 𝑥 = 𝑥 𝑃𝑛′ 𝑥 − 𝑃𝑛−1 𝑥

Multiply this eqn II with 𝑥 and subtract from eqn. F

′ ′
𝑛𝑃𝑛−1 − 𝑛𝑥𝑃𝑛 = 𝑃𝑛′ − 𝑥 𝑃𝑛−1 − 𝑥 2 𝑃𝑛′ + 𝑥𝑃𝑛−1

𝑛 𝑃𝑛−1 − 𝑥𝑃𝑛 = 1 − 𝑥 2 𝑃𝑛′

which is to be proved.

VI. 1 − 𝑥 2 𝑃𝑛′ 𝑥 = 𝑛 + 1 𝑥𝑃𝑛 𝑥 − 𝑃𝑛+1 𝑥

Proof . From I (b)

𝑛 + 1 𝑃𝑛+1 = 2𝑛 + 1 𝑥 𝑃𝑛 − 𝑛 𝑃𝑛−1

𝑛 + 1 𝑃𝑛+1 = 𝑛 + 1 + 𝑛 𝑥 𝑃𝑛 − 𝑛 𝑃𝑛−1

𝑛 + 1 𝑃𝑛+1 = 𝑛 + 1 𝑥 𝑃𝑛 + 𝑛𝑥𝑃𝑛 − 𝑛 𝑃𝑛−1

𝑛 + 1 𝑃𝑛+1 − 𝑥𝑃𝑛 = 𝑛 𝑥𝑃𝑛 − 𝑃𝑛−1

− 𝑛 + 1 𝑥𝑃𝑛 − 𝑃𝑛+1 = −𝑛 𝑃𝑛−1 − 𝑥𝑃𝑛

From V

𝑛 𝑃𝑛−1 − 𝑥𝑃𝑛 = 1 − 𝑥 2 𝑃𝑛′

 15

∴ 𝑛 + 1 𝑥𝑃𝑛 − 𝑃𝑛+1 = 1 − 𝑥 2 𝑃𝑛′

which is to be proved.

Associated Legendre Functions

The differential equation of the form:

𝑑2 𝑦 𝑑𝑦 𝑚2
1 − 𝑥2 − 2𝑥 + 𝑛 𝑛 + 1 − 𝑦=0
𝑑𝑥 2 𝑑𝑥 1 − 𝑥2

is called Associated Legendre equation.

It reduces to Legendre equation of order 𝑛 form 𝑚 = 0

To develop the associated Legendre polynomials and the D.E. satisfied by them, let‟s take Legendre
Differential equation

2
𝑑2 𝑦 𝑑𝑦
1−𝑥 − 2𝑥 + 𝑛 𝑛+1 𝑦 =0 …… 1
𝑑𝑥 2 𝑑𝑥

Since 𝑃𝑛 𝑥 is the solution of this equation:

𝑑 2 𝑃𝑛 𝑥 𝑑𝑃𝑛 𝑥
1 − 𝑥2 2
− 2𝑥 + 𝑛 𝑛 + 1 𝑃𝑛 𝑥 = 0 …… 2
𝑑𝑥 𝑑𝑥

Differentiate this eqn. „𝑚‟ times

𝑑𝑚 +2 𝑑𝑚 +1
1 − 𝑥2 𝑃 𝑥 +𝑚
𝐶 𝑃 𝑥 −2𝑥
𝑑𝑥 𝑚 +2 𝑛 1
𝑑𝑥 𝑚 +1 𝑛

𝑑𝑚 𝑑𝑚 +1 𝑑𝑚 𝑑𝑚
+𝑚 𝐶2 𝑃𝑛 𝑥 −2 − 2𝑥 𝑃𝑛 𝑥 +𝑚
𝐶1 𝑃 𝑥 2 +𝑛 𝑛+1 𝑃 𝑥 =0
𝑑𝑥 𝑚 𝑑𝑥 𝑚 +1 𝑑𝑥 𝑚 𝑛 𝑑𝑥 𝑚 𝑛

Now

𝑚
𝑚!
. 𝐶1 = = 𝑚
1! 𝑚 − 1 !

𝑚
𝑚! 𝑚 𝑚−1
. 𝐶2 = =
2! 𝑚 − 2 ! 2

Putting these values in the above equation

𝑑𝑚 +2 𝑑𝑚 +1 𝑚 𝑚 − 1 𝑑𝑚
1 − 𝑥2 𝑃 𝑥 − 2𝑥𝑚 𝑃 𝑥 + 𝑃 𝑥 −2
𝑑𝑥 𝑚 +2 𝑛 𝑑𝑥 𝑚 +1 𝑛 2 𝑑𝑥 𝑚 𝑛
 16

𝑑𝑚 +1 𝑑𝑚 𝑑𝑚
− 2𝑥 𝑃 𝑥 − 2𝑚 𝑃 𝑥 + 𝑛 𝑛 + 1 𝑃 𝑥 =0
𝑑𝑥 𝑚 +1 𝑛 𝑑𝑥 𝑚 𝑛 𝑑𝑥 𝑚 𝑛

𝑑𝑚 +2 𝑑𝑚 +1 𝑑𝑚
1 − 𝑥2 𝑃 𝑥 − 2𝑥 𝑚 + 1 𝑃 𝑥 + 𝑛 𝑛 + 1 − 𝑚 𝑚 − 1 − 2𝑚 𝑃 𝑥 =0
𝑑𝑥 𝑚 +2 𝑛 𝑑𝑥 𝑚 +1 𝑛 𝑑𝑥 𝑚 𝑛
But

−𝑚 𝑚 − 1 − 2𝑚 = −𝑚2 + 𝑚 − 2𝑚

= −𝑚2 − 𝑚

= −𝑚 𝑚 + 1

𝑑𝑚 +2 𝑑𝑚 +1 𝑑𝑚
1 − 𝑥2 𝑃𝑛 𝑥 − 2𝑥 𝑚 + 1 𝑃𝑛 𝑥 + 𝑛 𝑛 + 1 − 𝑚 𝑚 + 1 𝑃 𝑥 =0
𝑑𝑥 𝑚 +2 𝑑𝑥 𝑚 +1 𝑑𝑥 𝑚 𝑛
……. (3)

Substitute

𝑑𝑚
𝑃 𝑥 =𝑈 𝑥 …… 4
𝑑𝑥 𝑚 𝑛

𝑑2 𝑈 𝑥 𝑑𝑈 𝑥
1 − 𝑥2 − 2 𝑚 + 1 𝑥 + 𝑛−𝑚 𝑛+𝑚+1 𝑈 𝑥 =0
𝑑𝑥 2 𝑑𝑥

……. (5)

Note that it reduces to Legendre eqn. for 𝑚 = 0

To solve this equation assume:

𝑚
−
𝑈 𝑥 = 1 − 𝑥2 2 𝑦 𝑥 ……. 6
 17

Differentiating

𝑑𝑈 𝑚 −
𝑚
−1 −
𝑚 𝑑𝑦
= − 1 − 𝑥2 2 𝑦 𝑥 – 2𝑥 + 1 − 𝑥 2 2
𝑑𝑥 2 𝑑𝑥

𝑑𝑈 𝑑𝑦 𝑚𝑥𝑦 −
𝑚
= + 1 − 𝑥2 2
𝑑𝑥 𝑑𝑥 1 − 𝑥 2

𝑑2 𝑈 𝑑2 𝑦 2𝑚𝑥 𝑚 𝑚+2 2 𝑚𝑦 −
𝑚
= + + 𝑥 + 1 − 𝑥2 2
𝑑𝑥 2 𝑑𝑥 2 1 − 𝑥 2 1 − 𝑥2 2 1 − 𝑥2

𝑑𝑈 𝑑 2 𝑈
Substitute these values of 𝑈 , 𝑑𝑥 , 𝑑𝑥 2 in eqn. (5)

𝑑2 𝑦 𝑑𝑦 𝑚2
1 − 𝑥2 − 2𝑥 + 𝑛 𝑛 + 1 − 𝑦=0
𝑑𝑥 2 𝑑𝑥 1 − 𝑥2

This is associated Legendre equation. The solutions 𝑃𝑛𝑚 𝑥 are related to Legendre Polynomials as:

𝑚
𝑃𝑛𝑚 𝑥 ≡ 𝑦 𝑥 = 1 − 𝑥2 2 𝑈 𝑥

𝑦 𝑥 =

𝑚 𝑑𝑚
𝑃𝑛𝑚 𝑥 = 1 − 𝑥 2 2 𝑃 𝑥 𝑚≤𝑛
𝑑𝑥 𝑚 𝑛
This is called Ferrer‟s expression or formula.

The different values of 𝑃𝑛𝑚 𝑥 can be found

 18

𝑑0 𝑃𝑛 𝑥
𝑃𝑛0 𝑥 = 1 − 𝑥 2 0
= 𝑃𝑛 𝑥
𝑑𝑥 0

∴ Legendre Polynomials are special case of the associated Legendre Polynomials with 𝑚 = 0

1 𝑑
𝑃11 𝑥 = 1 − 𝑥 2 2 𝑃 𝑥
𝑑𝑥 1
1 𝑑 1
= 1 − 𝑥2 2 𝑥 = 1 − 𝑥2 2
𝑑𝑥

1 𝑑 1
𝑃21 𝑥 = 1 − 𝑥 2 2 3𝑥 2 − 1
𝑑𝑥 2
1
= 3𝑥 1 − 𝑥 2 2

3 1
𝑃31 𝑥 = 5𝑥 2 − 1 1 − 𝑥 2 2
2

Ex. Find the values of 𝑃22 𝑥 & 𝑃33 𝑥

Generating function for Associated Legendre Polynomials

The generating function for Associated Legendre Polynomials 𝑔 𝑥, 𝑧 is :

𝑚 ∞
2𝑚 ! 1 − 𝑥 2 2
𝑚
1 = 𝑃𝑠+𝑚 𝑥 𝑧𝑠
2𝑚 𝑚! 1 − 2𝑥𝑧 + 𝑧2 2 𝑠=0