Legendre polynomials

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Legendre polynomials
In mathematics, Legendre functions are solutions to Legendre's differential equation:
They are named after Adrien-Marie Legendre. This ordinary differential equation is frequently encountered in
physics and other technical fields. In particular, it occurs when solving Laplace's equation (and related partial
differential equations) in spherical coordinates.
The Legendre differential equation may be solved using the standard power series method. The equation has 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 P
n
(x) that is regular at x=1 is also regular at x=1, and the series for this solution terminates
(i.e. is a polynomial).
These solutions for n=0,1,2,... (with the normalization P
n
(1)=1) form a polynomial sequence of orthogonal
polynomials called the Legendre polynomials. Each Legendre polynomial P
n
(x) is an nth-degree polynomial. It
may be expressed using Rodrigues' formula:
That these polynomials satisfy the Legendre differential equation (1) follows by differentiating (n+1) times both
sides of the identity
and employing the general Leibniz rule for repeated differentiation.
[1]
The P
n
can also be defined as the coefficients
in a Taylor series expansion:
[2]
.
In physics, this generating function is the basis for multipole expansions.
Recursive Definition
Expanding the Taylor series in equation (1) for the first two terms gives
for the first two Legendre Polynomials. To obtain further terms without resorting to direct expansion of the Taylor
series, equation (1) is differentiated with respect to t on both sides and rearranged to obtain
Replacing the quotient of the square root with its definition in (1), and equating the coefficients of powers of t in the
resulting expansion gives Bonnets recursion formula
This relation, along with the first two polynomials and , allows the Legendre Polynomials to be generated
recursively.
The first few Legendre polynomials are:
Legendre polynomials
2
n
0
1
2
3
4
5
6
7
8
9
10
The graphs of these polynomials (up to n = 5) are shown below:
Legendre polynomials
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Orthogonality
An important property of the Legendre polynomials is that they are orthogonal with respect to the L
2
inner product
on the interval 1x1:
(where
mn
denotes the Kronecker delta, equal to 1 if m=n and to 0 otherwise). In fact, an alternative derivation of
the Legendre polynomials is by carrying out the Gram-Schmidt process on the polynomials {1,x,x
2
,...} with respect
to this inner product. The reason for this orthogonality property is that the Legendre differential equation can be
viewed as a SturmLiouville problem, where the Legendre polynomials are eigenfunctions of a Hermitian
differential operator:
where the eigenvalue corresponds to n(n+1).
Applications of Legendre polynomials in physics
The Legendre polynomials were first introduced in 1782 by Adrien-Marie Legendre
[3]
as the coefficients in the
expansion of the Newtonian potential
where and are the lengths of the vectors and respectively and is the angle between those two vectors.
The series converges when . The expression gives the gravitational potential associated to a point mass or
the Coulomb potential associated to a point charge. The expansion using Legendre polynomials might be useful, for
instance, when integrating this expression over a continuous mass or charge distribution.
Legendre polynomials occur in the solution of Laplace equation of the potential, , in a charge-free
region of space, using the method of separation of variables, where the boundary conditions have axial symmetry (no
dependence on an azimuthal angle). Where is the axis of symmetry and is the angle between the position of the
observer and the axis (the zenith angle), the solution for the potential will be
and are to be determined according to the boundary condition of each problem.
[4]
They also appear when solving Schrdinger equation in three dimensions for a central force.
Legendre polynomials in multipole expansions
Legendre polynomials
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Figure 2
Legendre polynomials are also useful in expanding functions of the
form (this is the same as before, written a little differently):
which arise naturally in multipole expansions. The left-hand side of the
equation is the generating function for the Legendre polynomials.
As an example, the electric potential (in spherical
coordinates) due to a point charge located on the z-axis at
(Figure2) varies like
If the radius r of the observation point P is greater than a, the potential
may be expanded in the Legendre polynomials
where we have defined =a/r<1 and x=cos. This expansion is used to develop the normal multipole expansion.
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 exchanged. This expansion is the basis of interior multipole
expansion.
Additional properties of Legendre polynomials
Legendre polynomials are symmetric or antisymmetric, that is

[2]
Since the differential equation and the orthogonality property are independent of scaling, the Legendre polynomials'
definitions are "standardized" (sometimes called "normalization", but note that the actual norm is not unity) by being
scaled so that
The derivative at the end point is given by
As discussed above, the Legendre polynomials obey the three term recurrence relation known as Bonnets recursion
formula
and
Useful for the integration of Legendre polynomials is
From the above one can see also that
or equivalently
Legendre polynomials
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where is the norm over the interval 1 x 1
From Bonnets recursion formula one obtains by induction the explicit representation
Shifted Legendre polynomials
The shifted Legendre polynomials are defined as . Here the "shifting" function
(in fact, it is an affine transformation) is chosen such that it bijectively maps the interval [0,1] to the
interval [1,1], implying that the polynomials are orthogonal on [0,1]:
An explicit expression for the shifted Legendre polynomials is given by
The analogue of Rodrigues' formula for the shifted Legendre polynomials is
The first few shifted Legendre polynomials are:
n
0 1
1
2
3
Legendre functions of fractional order
Legendre functions of fractional order exist and follow from insertion of fractional derivatives as defined by
fractional calculus and non-integer factorials (defined by the gamma function) into the Rodrigues' formula. The
resulting functions continue to satisfy the Legendre differential equation throughout (1,1), but are no longer regular
at the endpoints. The fractional order Legendre function P
n
agrees with the associated Legendre polynomial P .
Notes
[1] Courant & Hilbert 1953, II, 8
[2] George B. Arfken, Hans J. Weber (2005), Mathematical Methods for Physicists, Elsevier Academic Press, p.743, ISBN0120598760
[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. 411-435 (Paris, 1785). [Note: Legendre submitted his
findings to the Academy in 1782, but they were published in 1785.] Available on-line (in French) at: http:/ / edocs. ub. uni-frankfurt. de/
volltexte/ 2007/ 3757/ pdf/ A009566090. pdf .
[4] Jackson, J.D. Classical Electrodynamics, 3rd edition, Wiley & Sons, 1999. page 103
Legendre polynomials
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References
Abramowitz, Milton; Stegun, Irene A., eds. (1965), "Chapter 8" (http:/ / www. math. sfu. ca/ ~cbm/ aands/
page_332. htm), Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, New
York: Dover, pp.332, ISBN978-0486612720, MR0167642 See also chapter 22 (http:/ / www. math. sfu. ca/
~cbm/ aands/ page_773. htm).
Bayin, S.S. (2006), Mathematical Methods in Science and Engineering, Wiley, Chapter 2.
Belousov, S. L. (1962), Tables of normalized associated Legendre polynomials, Mathematical tables, 18,
Pergamon Press.
Courant, Richard; Hilbert, David (1953), Methods of Mathematical Physics, Volume 1, New York: Interscience
Publischer, Inc.
Dunster, T. M. (2010), "Legendre and Related Functions" (http:/ / dlmf. nist. gov/ 14), in Olver, Frank W. J.;
Lozier, Daniel M.; Boisvert, Ronald F. et al., NIST Handbook of Mathematical Functions, Cambridge University
Press, ISBN978-0521192255, MR2723248
Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, Ren F. (2010), "Orthogonal
Polynomials" (http:/ / dlmf. nist. gov/ 18), in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F. et al.,
NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN978-0521192255, MR2723248
Refaat El Attar (2009), Legendre Polynomials and Functions, CreateSpace, ISBN978-1441490124
External links
A quick informal derivation of the Legendre polynomial in the context of the quantum mechanics of hydrogen
(http:/ / www. physics. drexel. edu/ ~tim/ open/ hydrofin)
Wolfram MathWorld entry on Legendre polynomials (http:/ / mathworld. wolfram. com/ LegendrePolynomial.
html)
Module for Legendre Polynomials by John H. Mathews (http:/ / math. fullerton. edu/ mathews/ n2003/
LegendrePolyMod. html)
Dr James B. Calvert's article on Legendre polynomials from his personal collection of mathematics (http:/ / www.
du. edu/ ~jcalvert/ math/ legendre. htm)
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