Legendre differential equation

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The Legendre differential equation is the second order ordinary differential equation (ODE) which can be written as:

(1-x^2)d^2y/dx^2-2xdy/dx+l(l+1)=0\,

which can be written as:

{d \over dx }[(1 - x^2){dy \over dx }]+l(l+1)y=0\,
Ly=0\,

where L\, is the Legendre operator:

L={d \over dx }[(1 - x^2){d \over dx }]+l(l+1)\,

We use the Frobenius method to solve the equation in the region |x|\leq 1. We start by setting the parameter p in Frobenius method zero.


y= \sum_{n=0}^{\infty}a_n x^n,
y' = \sum_{n=0}^{\infty}n a_n x^{n-1},
y'' = \sum_{n=0}^{\infty}n(n-1) a_n x^{n-2}.


Substituting these terms into the original equation, one obtains


0=Ly\,  = \big(1-x^2)y'' -2xy'+l(l+1)y
=(1-x^2)\sum_{n=0}^{\infty}n(n-1) a_n x^{n-2} 
       - 2x\sum_{n=0}^{\infty}n a_n x^{n-1}
       + l(l+1)\sum_{n=0}^{\infty}a_n x^n
=\sum_{n=0}^{\infty}\left[-n(n-1)-2n+l(l+1)\right] a_n x^n
       + \sum_{n=0}^{\infty}n(n-1) a_n x^{n-2}
=\sum_{n=0}^{\infty}\left[l^2-n^2+l-n\right]a_n x^n
       + \sum_{n=-2}^{\infty}(n+2)(n+1) a_{n+2} x^n
=\sum_{n=0}^{\infty}\left[(l+n+1)(l-n)a_n + (n+2)(n+1)a_{n+2}\right]x^n.


Thus


 a_2 = -{l(l+1) \over 2} a_0,

and in general,

 a_{n+2} = -{(l+n+1)(l-n) \over (n+2)(n+1)}a_n  .

This series converges when

\lim_{n \to \infty}\left|{a_{n+2}x^{n+2} \over a_nx^n}\right|<1.


Therefore the series solution has to be cut by choosing:


 n =-l \mbox { or } n = -(l+1)\,.


The series cut in specific integers l and l+1 produce polynomials called Legendre polynomials.

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