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Poularikas A. D. “<strong>Legendre</strong> <strong>Polynomials</strong>”<br />

The Handbook of Formulas and Tables for Signal Processing.<br />

Ed. Alexander D. Poularikas<br />

Boca Raton: CRC Press LLC,1999<br />

© 1999 by CRC Press LLC


<strong>21</strong>.1 <strong>Legendre</strong> <strong>Polynomials</strong><br />

<strong>21</strong>.1.1 Definition<br />

<strong>21</strong>.1.2 Generating Function<br />

© 1999 by CRC Press LLC<br />

w(–t,–s) = w(t,s)<br />

<strong>21</strong>.1.3 Rodrigues Formula<br />

<strong>21</strong>.1.4 Recursive Formulas<br />

1.<br />

2.<br />

P () t =<br />

n<br />

<strong>21</strong><br />

<strong>Legendre</strong> <strong>Polynomials</strong><br />

<strong>21</strong>.1 <strong>Legendre</strong> <strong>Polynomials</strong><br />

<strong>21</strong>.2 <strong>Legendre</strong> Functions of the Second Kind<br />

(Second Solution)<br />

<strong>21</strong>.3 Associated <strong>Legendre</strong> <strong>Polynomials</strong><br />

<strong>21</strong>.4 Bounds for <strong>Legendre</strong> <strong>Polynomials</strong><br />

<strong>21</strong>.5 Table of <strong>Legendre</strong> and Associate <strong>Legendre</strong><br />

Functions<br />

References<br />

[ n / 2] k n 2k<br />

∑<br />

k=<br />

0<br />

−<br />

( −1) ( 2n−2k)! t<br />

n<br />

2 k!( n−k)!( n−2k)! ⎧n/<br />

2 neven<br />

[ n / 2]<br />

= ⎨<br />

⎩(<br />

n−1)/ 2 n odd<br />

wts (, ) =<br />

1<br />

1− 2st<br />

+ s<br />

2<br />

⎧<br />

⎪<br />

⎪<br />

= ⎨<br />

⎪<br />

⎪<br />

⎩<br />

∞<br />

∑<br />

n=<br />

0<br />

∞<br />

∑<br />

n=<br />

0<br />

n<br />

P () t s s < 1<br />

n<br />

−n−1 P () t s s > 1<br />

n<br />

1 d 2 n<br />

Pn() t = ( t − 1) n = 012 , , L<br />

n n<br />

2 n!<br />

dt<br />

( n+ 1) P () t − ( 2n+ 1) tP() t + nP () t = 0 n = 12 , ,<br />

n+ 1 n n−1<br />

L<br />

P′ + − ′ = + ′ = ⋅<br />

n 1() t tPn() t ( n 1) Pn() t ( P () t derivative of P() t n = 012 ,, , L<br />

n<br />

generating function


3.<br />

4.<br />

5.<br />

6.<br />

Figure <strong>21</strong>.1 shows a few <strong>Legendre</strong> functions.<br />

FIGURE <strong>21</strong>.1<br />

<strong>21</strong>.1.5 <strong>Legendre</strong> Differential Equation<br />

If y = P ( x) ( n = 012L , , , ) is a solution to the second-order DE<br />

For<br />

tP′ () t − P′ () t = nP() t n=<br />

12L , ,<br />

n n−1 n<br />

Pn′ + 1() t − Pn′ −1()<br />

t = ( 2n+ 1) Pn() t n = 12 , ,L<br />

2<br />

( t − 1)<br />

Pn′ () t = ntPn() t −nPn−1() t<br />

P() t = 1 P() t = t<br />

n<br />

0 1<br />

t = cos ϕ:<br />

© 1999 by CRC Press LLC<br />

TABLE <strong>21</strong>.1 <strong>Legendre</strong> <strong>Polynomials</strong><br />

P 0<br />

= 1<br />

P1 t =<br />

3 P = t −<br />

2<br />

2<br />

2 1 2<br />

5 P = t − t<br />

3<br />

2<br />

3 3 2<br />

35 P = t − t +<br />

4<br />

8<br />

4 30 8<br />

2 3 8<br />

63 P = t − t + t<br />

5<br />

8<br />

5 70 8<br />

3 15 8<br />

231 6 315 4 105<br />

P = t − t + t −<br />

6<br />

16<br />

16<br />

16<br />

2 5<br />

16<br />

429 7 693 5 315 3 35<br />

P = t − t + t − t<br />

7<br />

16<br />

16<br />

16<br />

2<br />

( 1− t ) y′′ − 2ty′ + n( n+ 1) y = 0<br />

1 d ⎛ dy ⎞<br />

⎜sin<br />

ϕ ⎟ + nn ( + 1) y=<br />

0<br />

sinϕ<br />

dϕ⎝<br />

dϕ⎠<br />

16


Example<br />

From (<strong>21</strong>.1.4.4) and t = 1 implies 0 = nPn() 1 − nPn−1() 1 or Pn() 1 = Pn−1().<br />

1 For n = 1, P1( 1) = P0(<br />

1) = 1.<br />

For n = 2, P ( 1) = P(<br />

1) = 1 and so forth. Hence Pn () 1 = 1.<br />

<strong>21</strong>.1.6 Integral Representation<br />

1. Laplace integral:<br />

2. Mehler-Dirichlet formula:<br />

3. Schläfli integral:<br />

1<br />

Pn() t =<br />

2π<br />

j<br />

C<br />

2 n<br />

( z − 1)<br />

dz<br />

n n+<br />

1<br />

2 ( z−t) where C is any regular, simple, closed curve surrounding t.<br />

<strong>21</strong>.1.7 Complete Orthonormal System<br />

The <strong>Legendre</strong> polynomials are orthogonal in [–1,1]<br />

and therefore the set<br />

is orthonormal.<br />

2 1<br />

<strong>21</strong>.1.8 Asymptotic Representation:<br />

δ = fixed positive number<br />

<strong>21</strong>.1.9 Series Expansion<br />

If f(t) is integrable in [–1,1] then<br />

© 1999 by CRC Press LLC<br />

∫<br />

π<br />

1<br />

2<br />

n<br />

Pn( t) = [ t+ t −1cos<br />

ϕ] dϕ<br />

π 0<br />

2<br />

Pn<br />

(cos θ)<br />

=<br />

π<br />

1<br />

1/ 2<br />

{[ ( 2n+ 1)]<br />

P ( t)}<br />

∫<br />

2<br />

n m<br />

−1<br />

∫<br />

1<br />

1<br />

−1<br />

P () t P () t dt = 0<br />

n<br />

θ<br />

∫0<br />

2 2<br />

[ Pn( t)] dt =<br />

n = 012 , , L<br />

2n+ 1<br />

2n+ 1<br />

() P () t n = 012L ,,<br />

2<br />

ϕn t =<br />

n<br />

∫<br />

1 cos( n + 2 ) ψ<br />

dψ 0< θ< π,<br />

n = 012 , , , …<br />

2cosψ−cosθ<br />

Pn<br />

(cos )<br />

sin n , n<br />

nsin<br />

θ<br />

π<br />

≅<br />

⎛<br />

+<br />

⎞<br />

θ<br />

δ θ π δ<br />

π θ ⎝ ⎠ +<br />

2 ⎡ 1 ⎤<br />

⎢<br />

⎥ →∞, ≤ ≤ −<br />

⎣ 2 4⎦<br />

∞<br />

∑<br />

n=<br />

0<br />

f() t = a P () t − 1< t < 1<br />

n n


For even f(t), the series will contain term Pn(t) of even index; if f(t) is odd, the term of odd index only.<br />

If the real function f(t) is piecewise smooth in (–1,1) and if it is square integrable in (–1,1), then the<br />

series converges to f(t) at every continuity point of f(t). If there is a discontinuity at t then the series<br />

converges at [ f( t + 0) + f( t −0)]/<br />

2.<br />

<strong>21</strong>.1.10 Change of Range<br />

If a function f(t) is defined in [a,b], it is sometimes necessary in the applications to expand the function<br />

in a series in the applications to expand the function in a series of orthogonal polynomials in this interval.<br />

Clearly the substitution<br />

transform the interval [a,b] of the x-axis into the interval [–1,1] of the t-axis. It is, therefore, sufficient<br />

to consider<br />

The above equation can also be accomplished as follows:<br />

Example<br />

Suppose f(t) is given by<br />

Then<br />

© 1999 by CRC Press LLC<br />

a<br />

2n+ 1<br />

=<br />

2<br />

∫<br />

n n<br />

1<br />

−1<br />

f () t P () t dt n = 012 ,, L<br />

t<br />

b a x<br />

b a<br />

b a b a<br />

= − a b x t<br />

−<br />

+ ⎡ ⎤<br />

−<br />

< = +<br />

⎣⎢ ⎦⎥<br />

+<br />

2<br />

, ,<br />

⎡<br />

⎤<br />

2 ⎣⎢ 2 2 ⎦⎥<br />

f b a − b a<br />

t + +<br />

⎡<br />

⎤<br />

⎣⎢<br />

⎦⎥ =<br />

2 2<br />

a<br />

1<br />

∫<br />

∞<br />

∑<br />

n=<br />

0<br />

a P () t<br />

n n<br />

n<br />

f b a + − b a<br />

=<br />

t + P t dt<br />

+<br />

2 1 ⎡<br />

⎤<br />

()<br />

2 ⎣⎢ 2 2 ⎦⎥<br />

n n<br />

−1<br />

f() t = a X () t<br />

1<br />

X () t =<br />

n!( b−a) a<br />

n<br />

∞<br />

∑<br />

n=<br />

0<br />

2n+ 1<br />

=<br />

b−a n n<br />

n n<br />

a<br />

∫<br />

b<br />

d ( t −a) ( t −b)<br />

n<br />

dt<br />

n n n<br />

f() t X () t dt<br />

⎧0<br />

−1≤ t < a<br />

f()= t ⎨<br />

⎩1<br />

a < t ≤1<br />

a<br />

n<br />

2n+ 1<br />

=<br />

2<br />

1<br />

∫<br />

a<br />

n<br />

P ()<br />

t dt<br />

n


Using (<strong>21</strong>.1.4.4), and noting that P n(1) =1 we obtain<br />

which leads to the expansion<br />

Example<br />

Suppose f(t) is given by<br />

The function is an odd function and, therefore, f(t)P n(t) is an odd function of P n(t) with even index.<br />

Hence a n are zero for n = 0,2,4,…. For odd index n, the product f(t)P n(t) is even and hence<br />

Using (<strong>21</strong>.1.4.4) and setting n = 2k + 1, k = 0,1,2… we obtain<br />

where we have used the property P n(1) =1 for all n. But<br />

and, thus, we have<br />

The expansion is<br />

© 1999 by CRC Press LLC<br />

1<br />

1<br />

a =− [ P ( a) − P ( a)], a = ( −a)<br />

n 2 n+ 1 n−1<br />

0<br />

∞<br />

∑<br />

1<br />

f() t ≅ ( −a) − [ Pn+ ( a) − Pn− ( a)] Pn(), t − < t <<br />

2 1<br />

1<br />

1 1<br />

1 1<br />

2<br />

1<br />

n=<br />

1<br />

2 1<br />

⎧−1<br />

−1≤ t < 0<br />

f()= t ⎨<br />

⎩1<br />

0 < t ≤1<br />

∫ ∫<br />

an =<br />

⎛ 1<br />

n+ ⎞<br />

f t Pn t dt =<br />

⎛ 1<br />

() () 2 n+ ⎞<br />

Pn() t dt n = 135 , , ,L<br />

⎝ 2⎠<br />

⎝ 2⎠<br />

a<br />

−1<br />

1<br />

∫ ∫<br />

a = ( 4k+ 3)<br />

P ( t) dt = [ P′ ( t) − P′ ( t)] dt<br />

2k+ 1<br />

2k+ 1<br />

2k+ 2 2k<br />

0<br />

0<br />

1<br />

= [ P ( t) − P ( t)] = P ( 0) −P<br />

( 0)<br />

2k+ 2 2k 0 2k 2k+ 2<br />

P<br />

2n<br />

1<br />

n<br />

2 ( 1) ( 2n)!<br />

( 0)<br />

= 2n2 n 2 (!) n<br />

− ⎛ ⎞<br />

⎜ ⎟ =<br />

⎝ ⎠<br />

−<br />

k<br />

k+<br />

1<br />

k<br />

1 2k<br />

1 2k2 1 2k<br />

2k1 = 1<br />

k<br />

2k+ 2 2 2k 2<br />

2 k 2 k 1 2 k 2k2 − − +<br />

− =<br />

+<br />

−<br />

( ) ( )! ( ) ( ) ( ) ( )! ⎡ +<br />

+<br />

⎤<br />

(!) [( )!] (!) ⎣⎢ + ⎦⎥<br />

2k+ 1 2 2<br />

k<br />

1 2k 4k 3<br />

= 2k+ 1<br />

2 k k 1<br />

− +<br />

( ) ( )!( )<br />

!( + )!<br />

f() t =<br />

∞<br />

∑<br />

n=<br />

0<br />

1<br />

1<br />

0<br />

k<br />

( − 1) ( 2k)!( 4k + 3)<br />

P t t<br />

k k () − ≤ ≤<br />

2 + 1 2 + 1 1 1<br />

2 k!( k + 1)!


<strong>21</strong>.1.11 Expansion of <strong>Polynomials</strong><br />

k<br />

If q t c x is an arbitrary polynomial, then where =<br />

m()= k<br />

qm() t = c0P0() t + c1P1() t + + cmPm() t L cn ∫<br />

Example<br />

To find P 2n(0) we use the summation<br />

with k = 0. Hence<br />

Example<br />

m<br />

∑<br />

k=<br />

0<br />

1<br />

⎛ 1<br />

n+ ⎞<br />

qm() t Pn() t dt = 0, n = 012 ,, L.<br />

⎝ 2⎠<br />

−1<br />

1<br />

q t P t dt = 0 m < r<br />

∫ m() r()<br />

, .<br />

−1<br />

∫<br />

© 1999 by CRC Press LLC<br />

1<br />

n k<br />

P t<br />

k n k n k t<br />

n<br />

( 1)<br />

( 1) ( 2 2 1)!<br />

2n () = 2n1 2 ( 2 )!( 1)!(<br />

)!<br />

− − + −<br />

−<br />

+ − −<br />

P<br />

If q m(t) is a polynomial of degree m and m < r, then<br />

To evaluate P for m ≠ 0 we must consider the two cases: m = odd and m = even.<br />

m t dt<br />

0<br />

(a) m = even and m ≠ 0<br />

()<br />

The result is due to the orthogonality principle.<br />

(b) m = odd and m ≠ 0. From the relation (see Table <strong>21</strong>.2)<br />

with t = 0 we obtain<br />

∑<br />

n k<br />

k=<br />

0<br />

n<br />

n<br />

n<br />

( 1) ( 2n1)! ( 1) 2n[( 2n 1)!]<br />

( 1) ( 2n)!<br />

( 0)<br />

= n<br />

n<br />

n<br />

2 ( n 1)!<br />

n!<br />

2 n[( n 1)!]<br />

n!<br />

2 (!) n<br />

− −<br />

=<br />

−<br />

− −<br />

=<br />

−<br />

−<br />

−<br />

2n 2 1 2 2 2<br />

Using the results of the previous example, we obtain<br />

1<br />

∫ 0<br />

2k<br />

1<br />

1<br />

1<br />

1<br />

1<br />

1<br />

1<br />

1<br />

∫ m<br />

0 ∫ m<br />

1 ∫ m ⋅<br />

− −1 ∫ m<br />

−1<br />

P () t dt = P () t dt = P () t dt = P () t P0() t dt = 0<br />

2<br />

2<br />

2<br />

∫<br />

1<br />

1<br />

P () t dt = [ P () t − P ()] t<br />

2m+ 1<br />

m m− 1 m+<br />

1<br />

−1<br />

1<br />

∫ 0<br />

1<br />

Pm() t dt = [ Pm− 1( 0) − Pm+<br />

1(<br />

0)]<br />

2m+ 1<br />

⎡<br />

⎤<br />

⎢ m− 1<br />

m+<br />

1 ⎥<br />

2<br />

2<br />

1 1 1 1 1<br />

= ⎢ ( − ) ( m − )! ( − ) ( m + )!<br />

P 2 − ⎥<br />

m()<br />

t dt<br />

2<br />

2m+ 1⎢<br />

1⎡<br />

−1<br />

1 1<br />

2<br />

⎛ ⎞ ⎤ ⎡ +<br />

⎢<br />

2<br />

⎛ ⎞ ⎤ ⎥<br />

m− m<br />

m+<br />

m<br />

⎢<br />

!<br />

⎣⎝<br />

2 ⎠ ⎥ ⎢ !<br />

⎦ ⎣⎝<br />

2 ⎠ ⎥ ⎥<br />

⎣<br />

⎦ ⎦<br />

m−1<br />

m−1<br />

2<br />

2<br />

( −1) ( m− 1)!( 2m+ 1)(<br />

m+<br />

1)<br />

( −1) ( m −1)!<br />

=<br />

=<br />

m+ 1 m 1 m 1 m 1 m m 1 m 1<br />

( 2m+ 1) 2<br />

⎛ + ⎞<br />

!<br />

⎛ + ⎞ ⎛ − ⎞<br />

! 2<br />

⎛ + ⎞<br />

!<br />

⎛ − ⎞<br />

!<br />

⎝ 2 ⎠ ⎝ 2 ⎠ ⎝ 2 ⎠ ⎝ 2 ⎠ ⎝ 2 ⎠<br />

m = odd


<strong>21</strong>.2 <strong>Legendre</strong> Functions of the Second Kind (Second Solution)<br />

<strong>21</strong>.2.1 Second Kind:<br />

1.<br />

2.<br />

3.<br />

4.<br />

<strong>21</strong>.2.2 Recursions<br />

Q n(t) satisfies all the recurrence relations of P n(t).<br />

<strong>21</strong>.2.3 Property<br />

<strong>21</strong>.2.4 Newman Formula<br />

<strong>21</strong>.3 Associated <strong>Legendre</strong> <strong>Polynomials</strong><br />

<strong>21</strong>.3.1 Definition<br />

If m is a positive integer and –1 ≤ t ≤ 1, then<br />

m<br />

where P () t is known as the associated <strong>Legendre</strong> function or Ferrers’ functions.<br />

<strong>21</strong>.3.2 Rodrigues Formula<br />

<strong>21</strong>.3.3 Properties<br />

1.<br />

Q<br />

0<br />

© 1999 by CRC Press LLC<br />

1 1+<br />

t<br />

= ln , t < 1;<br />

2 1−<br />

t<br />

1 1 + t<br />

Q1() t = tln<br />

− 1, t < 1;<br />

2 1 − t<br />

2n+ 1 n<br />

Qn+ 1() t = tQn() t − Qn−1(), t n = 12 , ,L<br />

n + 1 n + 1<br />

[ 1(<br />

n−1)]<br />

∑<br />

2<br />

2n−4k−1 Qn() t = Pn() t Q0() t −<br />

Pn−2k−1(), t t < 1, n=<br />

12 , , L<br />

( 2k+ 1)(<br />

n−k) k=<br />

0<br />

for [ ( n −1)]<br />

1<br />

see <strong>21</strong>.1.1.<br />

2<br />

n<br />

−<br />

P () t = ( −1)<br />

m m<br />

n<br />

m ( 1 − t )<br />

Pn() t = n<br />

2 n!<br />

( n−m)! m<br />

Pn() t<br />

( n+ m)! 1<br />

Qn() t =<br />

2<br />

∞<br />

∑<br />

1<br />

= ( 2n+ 1)<br />

Pn( t) Qn( x)<br />

x − t<br />

∫<br />

1<br />

−1<br />

n=<br />

0<br />

Pn( x)<br />

dx, n = 012 , , L<br />

t − x<br />

m<br />

m 2 m/<br />

2 d Pn() t<br />

Pn() t = ( 1− t )<br />

m = 12 , , L,<br />

n<br />

m<br />

dt<br />

2 m / 2<br />

d<br />

dt<br />

n+ m<br />

n+ m<br />

2 n<br />

( t − 1) , m = 12 , , L,<br />

n; n+ m ≥ 0


2.<br />

3.<br />

4.<br />

5.<br />

6.<br />

7.<br />

8.<br />

9.<br />

10.<br />

11.<br />

0<br />

P () t = P() t<br />

n n<br />

m<br />

m<br />

m<br />

( n− m+ 1) P () t − ( 2n+ 1) tP () t + ( n+ m) P () t = 0<br />

<strong>21</strong>.3.4 Differential Equation<br />

<strong>21</strong>.3.5 Schlafli Formula<br />

where C is any regular closed curve surrounding the point t and taking it counterclockwise.<br />

<strong>21</strong>.4 Bounds for <strong>Legendre</strong> <strong>Polynomials</strong><br />

<strong>21</strong>.4.1 Stieltjes Theorem<br />

<strong>21</strong>.4.2 Second Stieltjes Theorem<br />

© 1999 by CRC Press LLC<br />

n+<br />

1 n<br />

n−1<br />

2 1/ 2 m 1 m+<br />

1 m+<br />

1<br />

( 1 − t ) Pn( t)<br />

= [ Pn+ 1 ( t) − Pn−1( t)]<br />

2n+ 1<br />

2 1/ 2 m 1<br />

m−1<br />

m−1<br />

( 1 − t ) Pn( t)<br />

= [( n+ m)( n+ m−1) Pn−1( t) −( n− m+ 1)( n− m+ 2)<br />

Pn+ 1 ( t)]<br />

2n+ 1<br />

m<br />

2 −1/ 2 m<br />

m−1<br />

P () t = 2mt( 1−t ) P () t − [ n( n+ 1) −m( m−1)] P () t<br />

n<br />

n<br />

m+<br />

1 2 −1/<br />

2<br />

m<br />

m<br />

P ( t) = ( t −1) [( n−m) tP ( t) − ( n+ m) P ( t)]<br />

n<br />

m m<br />

2 1/ 2 m−1<br />

P () t = P () t + ( 2n+ 1)( t −1)<br />

P () t<br />

n+<br />

1 n−1<br />

P () t = ( t −1)<br />

m<br />

n<br />

2 m/<br />

2<br />

1<br />

−1<br />

m<br />

d Pn() t<br />

m<br />

dt<br />

m m<br />

P t P t dt = 0 k ≠ n<br />

∫ n () k ()<br />

1<br />

∫<br />

−1<br />

m 2 2(<br />

n+ m)!<br />

[ Pn( t)] dt =<br />

( 2n+ 1)(<br />

n−m)! n<br />

n<br />

n−1<br />

2 m<br />

m<br />

d P () () ⎡<br />

2 ⎤<br />

2 n t dPn t<br />

m m<br />

( 1−t) − 2t+ ( + 1)<br />

− () 0<br />

2<br />

⎢nn<br />

2 ⎥ Pn t =<br />

dt dt<br />

⎣⎢<br />

( 1−<br />

t )<br />

⎦⎥<br />

n<br />

m 2 m/<br />

2<br />

∫ n n+ m+<br />

1<br />

C<br />

( n m)!<br />

Pn() t<br />

t<br />

jn!<br />

( )<br />

+<br />

= 1 −<br />

2π<br />

n<br />

2<br />

( x − 1)<br />

2 ( x − t)<br />

Pn<br />

(cos )<br />

, , n , ,<br />

n sin γ<br />

4 1<br />

≤ 2 0 < γ < π = 12L<br />

π γ<br />

P () t − P () t <<br />

n n+2<br />

4<br />

π<br />

n + 2<br />

dx


<strong>21</strong>.4.3<br />

<strong>21</strong>.4.4<br />

<strong>21</strong>.5 Table of <strong>Legendre</strong> and Associate <strong>Legendre</strong> Functions<br />

TABLE <strong>21</strong>.2 Properties of <strong>Legendre</strong> and Associate <strong>Legendre</strong> Functions [P n(t) = <strong>Legendre</strong> Functions,<br />

= Associate <strong>Legendre</strong> Functions, Q n(t) = <strong>Legendre</strong> Functions of the Second Kind]<br />

1.<br />

2.<br />

3.<br />

4.<br />

5.<br />

6.<br />

7.<br />

8.<br />

9.<br />

10.<br />

11.<br />

12.<br />

13.<br />

14.<br />

15.<br />

16.<br />

17.<br />

18.<br />

19.<br />

20.<br />

<strong>21</strong>.<br />

22.<br />

dPn t<br />

dt<br />

()<br />

<<br />

© 1999 by CRC Press LLC<br />

2 n<br />

π 1 − t<br />

2<br />

, t < 1, n = 12 , , L<br />

6 2 1 1<br />

Pn+ 1()<br />

t + Pn() t <<br />

,<br />

π n 1 − t<br />

1<br />

1− 2tx+<br />

x<br />

P () t =<br />

n<br />

P ()= t 1<br />

0<br />

P<br />

2n<br />

P n+<br />

2<br />

∞<br />

∑ n<br />

n=<br />

0<br />

n<br />

= P () t x t ≤ 1 x < 1<br />

[ n / 2] k n 2k<br />

∑<br />

k=<br />

0<br />

−<br />

( −1) ( 2n−2k)! t<br />

n<br />

2 k!( n−k)!( n−2k)! n<br />

1 ( 1) ( 2n)!<br />

( 0)<br />

= 2<br />

2n2 n 2 (!) n<br />

− ⎛ ⎞<br />

⎜ ⎟ =<br />

⎝ ⎠<br />

−<br />

2 1( 0) = 0<br />

P ( − t) = P ( t) P ( − t) = −P<br />

( t)<br />

2n 2n 2n+ 1 2n+ 1<br />

n<br />

P ( − t) = ( −1 ) P ( t)<br />

n<br />

n<br />

P() 1 = 1 n= 012 ,, L ; P(<br />

− 1) = ( −1)<br />

n n<br />

n<br />

1 d 2 n<br />

Pn() t = ( t − 1)<br />

= Rodrigues formula, n n<br />

2 n!<br />

dt<br />

( n+ 1) Pn+ 1() t − ( 2n+ 1) tPn() t + nPn−1 () t = 0<br />

P′ () t − 2tP′ () t + P′ () t − P () t = 0<br />

n+ 1 n n−1 n<br />

P′ () t = P () t + 2tP′<br />

() t − P′ () t<br />

n− 1 n n n+<br />

1<br />

P′ () t = P () t + 2tP′<br />

() t − P′ () t<br />

n+ 1 n n n−1<br />

P′ () t − tP′ () t = ( n+ 1)<br />

P () t<br />

n+ 1 n n<br />

tP′ () t − P′ () t = nP() t<br />

n n−1 n<br />

Pn′ + 1() t − Pn′ −1()<br />

t = ( 2n+ 1)<br />

Pn () t<br />

2<br />

( 1 − t ) P′ () t = nP () t −ntP<br />

() t<br />

n n−1 n<br />

P () t < 1, − 1< t < 1<br />

n<br />

∑<br />

n k<br />

n<br />

( 1)<br />

( 1) ( 2n 2k 1)!<br />

P2n() t = t<br />

2n1 2 ( 2k)!( n k 1)!(<br />

n k)!<br />

− − + −<br />

−<br />

+ − −<br />

k=<br />

0<br />

2<br />

( 1− t ) Pn′ ( t) = ( n+ 1)[<br />

tPn ( t) − Pn + ( t)]<br />

1<br />

∫<br />

−1<br />

Pn t dt ()<br />

= 0<br />

1<br />

t < 1<br />

n<br />

[ n / 2]<br />

= n = even ; [ n/ 2] = ( n− 1)/ 2 n = odd<br />

2<br />

n<br />

2k<br />

n = 12 , ,L<br />

n = 012 ,, L<br />

n = 012 ,, L<br />

n = 012 ,, L<br />

n = 012 ,, L<br />

n = 012 ,, L<br />

n = 12 , ,L<br />

n = 12 , ,L<br />

n = 12 , ,L<br />

n = 12 , ,L<br />

n = 012 ,, L<br />

n = 012 ,, L<br />

n = 12 , ,L<br />

Pn ()≤ t 1 t ≤ 1<br />

m<br />

Pn() t


TABLE <strong>21</strong>.2 Properties of <strong>Legendre</strong> and Associate <strong>Legendre</strong> Functions [P n(t) = <strong>Legendre</strong> Functions,<br />

= Associate <strong>Legendre</strong> Functions, Q n(t) = <strong>Legendre</strong> Functions of the Second Kind] (continued)<br />

23.<br />

24.<br />

25.<br />

26.<br />

27.<br />

28.<br />

29.<br />

30.<br />

31.<br />

32.<br />

33.<br />

34.<br />

35.<br />

36.<br />

37.<br />

38.<br />

39.<br />

40.<br />

41.<br />

∫<br />

−1<br />

© 1999 by CRC Press LLC<br />

1<br />

1<br />

∫<br />

−1<br />

1<br />

2<br />

1<br />

2<br />

1<br />

∫<br />

−1<br />

Pn() t Pm() t dt = 0<br />

n≠m 2 2<br />

[ Pn ( t)] dt =<br />

2n+ 1<br />

1<br />

∫<br />

−1<br />

1<br />

∫<br />

−1<br />

m<br />

mm−2 m− s+<br />

2<br />

t Ps t dt =<br />

m+ s+ 1 m+ s− 1 m+<br />

1<br />

()<br />

( ) L(<br />

)<br />

( )( ) L(<br />

)<br />

m<br />

m−1 m−3 m− s+<br />

2<br />

t Ps t dt =<br />

m+ s+ 1 m+ s− 1 m+<br />

2<br />

()<br />

( )( ) L(<br />

)<br />

( )( ) L(<br />

)<br />

2n<br />

tPn() t Pn−1() t dt=<br />

2<br />

4n−1 1<br />

P ′ ∫ n() t Pn+ 1()<br />

t dt =<br />

−1<br />

1<br />

2n<br />

tP′ = ∫ n() t Pn() t dt<br />

2n+ 1<br />

−1<br />

1<br />

−1<br />

2<br />

n = 012 ,, L<br />

ms , = even<br />

ms , = odd<br />

n = 12 , ,L<br />

n = 012 ,, L<br />

n = 012 ,, L<br />

2<br />

( 1− t ) P′ () t P′ () t dt = 0<br />

∫ n k k ≠ n<br />

1<br />

−1/<br />

2<br />

( 1 − t) P ( ) = ∫ n t dt<br />

−1<br />

1<br />

∫<br />

−1<br />

2 2<br />

2n+ 1<br />

2<br />

2nn ( + 1)<br />

t Pn+ 1() t Pn−1() t dt = 2<br />

( 4n − 1)( 2n+ 3)<br />

1<br />

2<br />

( t − 1)<br />

P ∫ n+ 1()<br />

t Pn ′ () t dt =<br />

−1<br />

1<br />

∫<br />

−1<br />

1<br />

∫<br />

−1<br />

n+<br />

1 2<br />

n 2 (!) n<br />

t Pn() t dt =<br />

( 2n+ 1)!<br />

2nn ( + 1)<br />

( 2n+ 1)( 2n+ 3)<br />

2 2<br />

2 2 2 ⎡(<br />

n + 1)<br />

n ⎤<br />

t [ Pn( t)] dt = ⎢ +<br />

2<br />

⎥<br />

( 2n+ 1)<br />

⎣ 2n+ 3 2n−1⎦ m<br />

m 2 m/<br />

2 d<br />

Pn() t = ( 1 −t<br />

) P t m n ()<br />

dt<br />

m<br />

Pn() t<br />

t<br />

n<br />

n!<br />

n m<br />

m d<br />

n m<br />

dt<br />

t<br />

( ) [( ) ]<br />

1 2<br />

= 1− 2<br />

+<br />

/ 2<br />

+<br />

2<br />

−1<br />

n<br />

−m<br />

m ( n−m)! m<br />

Pn() t = ( −1)<br />

Pn() t<br />

( n+ m)! 0<br />

P () t = P(), t<br />

m<br />

P () t = 0 for m> n<br />

n n n<br />

m<br />

m<br />

m<br />

( n− m+ 1) P () t − ( 2n+ 1) tP () t + ( n+ m) P () t = 0<br />

n+<br />

1 n<br />

n−1<br />

2 1/ 2 m 1 m+<br />

1 m+<br />

1<br />

( 1−<br />

t ) Pn( t)<br />

= [ Pn+ 1 ( t) − Pn−1( t)]<br />

2n+ 1<br />

n = 012 ,, L<br />

n = 12 , ,L<br />

n = 12 , ,L<br />

n = 012 ,, L<br />

n = 012 ,, L<br />

m > 0<br />

m+ n ≥ 0<br />

m<br />

Pn() t


TABLE <strong>21</strong>.2 Properties of <strong>Legendre</strong> and Associate <strong>Legendre</strong> Functions [P n(t) = <strong>Legendre</strong> Functions,<br />

= Associate <strong>Legendre</strong> Functions, Q n(t) = <strong>Legendre</strong> Functions of the Second Kind] (continued)<br />

42.<br />

43.<br />

44.<br />

45.<br />

46.<br />

47.<br />

48.<br />

49.<br />

50.<br />

51.<br />

52.<br />

53.<br />

54.<br />

55.<br />

56.<br />

57.<br />

2 1/ 2 m 1<br />

m−1<br />

( 1 − t ) Pn( t)<br />

= [( n+ m)( n+ m−1) Pn−1( t)<br />

2n+ 1<br />

m−1<br />

−( n− m+ 2)<br />

P ( t)]<br />

© 1999 by CRC Press LLC<br />

n+<br />

1<br />

m+<br />

1 2 −1/ 2 m<br />

m−1<br />

P () t = 2mt( 1−t) P () t − [ n( n + 1) −m( m −1)]<br />

P () t<br />

1<br />

∫<br />

n<br />

−1<br />

1<br />

∫<br />

−1<br />

n<br />

m m<br />

P () t P () t dt = 0<br />

k ≠ n<br />

n<br />

k<br />

m 2 2 ( n+ m)!<br />

[ Pn( t)] dt =<br />

2n+ 1 ( n−m)! m n+ m m<br />

P ( − t) = ( −1)<br />

P ( t)<br />

n<br />

P n<br />

n<br />

m<br />

( ± 1) = 0 m > 0<br />

n<br />

1<br />

1 ( − 1) ( 2n+ 1)!<br />

P2n( 0) = 0 P2n+<br />

1(<br />

0)<br />

= 2n2 2 (!) n<br />

P n<br />

P<br />

m<br />

( 0) = 0<br />

n+ m = odd<br />

( 0) = ( −1)<br />

m ( n−m)/ 2<br />

n<br />

1<br />

∫<br />

−1<br />

m k<br />

Pnt Pnt 2<br />

− t<br />

−1<br />

dt =<br />

( n+ m)!<br />

n<br />

2 [( n− m) / 2]![( n+ m)<br />

/ 2]!<br />

() ()( 1 ) 0<br />

k ≠ m<br />

1<br />

2 −1/<br />

2<br />

( 1 − t ) P = ∫ 2m<br />

( t) dt<br />

−1<br />

1<br />

2 −1<br />

2<br />

t( 1 − t ) P ∫ 2m+ 1(<br />

t) dt =<br />

−1<br />

1<br />

∫<br />

t<br />

1<br />

0<br />

1 ⎡ Γ(<br />

2 + m)<br />

⎤<br />

⎢ ⎥<br />

⎣ m!<br />

⎦<br />

1<br />

3<br />

/ Γ( 2 + m) Γ(<br />

2 + m)<br />

m!( m+<br />

1)!<br />

1<br />

Pn () t dt = [ Pn− 1() t − Pn+ 1()]<br />

t<br />

2n+ 1<br />

n k<br />

( − 1) Γ ( n+ k + 1)<br />

q<br />

t P t dt = q+<br />

1 ∫ n () Γ(<br />

) ∑ k<br />

2 k! Γ ( n− k + 1)( q+ k + 2)<br />

1<br />

1 2<br />

∫<br />

0<br />

− /<br />

1<br />

∫<br />

0<br />

Q<br />

0<br />

k=<br />

0<br />

⎧ n / 2<br />

⎪2(<br />

−1)<br />

⎪ 2n+ 1<br />

t Pn() t dt = ⎨<br />

⎪<br />

⎪2(<br />

−1)<br />

⎩<br />

⎪<br />

2n+ 1<br />

1/ 2<br />

t Pn() t dt<br />

1 1+<br />

t<br />

= ln ,<br />

2 1−<br />

t<br />

( n−1)/<br />

2<br />

⎧<br />

( n+<br />

2)/ 2<br />

⎪ 2( −1)<br />

⎪<br />

⎪<br />

( 2n− 1)( 2n+ 3)<br />

= ⎨<br />

⎪<br />

( n+<br />

3)/ 2<br />

⎪ 2( −1)<br />

⎪<br />

⎩(<br />

2n− 1)( 2n+ 3)<br />

t < 1<br />

2<br />

n = even<br />

n = odd<br />

n = even<br />

n = odd<br />

n<br />

n+ m = even<br />

q >−1<br />

m<br />

Pn() t


TABLE <strong>21</strong>.2 Properties of <strong>Legendre</strong> and Associate <strong>Legendre</strong> Functions [P n(t) = <strong>Legendre</strong> Functions,<br />

= Associate <strong>Legendre</strong> Functions, Q n(t) = <strong>Legendre</strong> Functions of the Second Kind] (continued)<br />

58.<br />

59.<br />

60.<br />

61.<br />

62.<br />

63.<br />

64.<br />

65.<br />

References<br />

1 1+<br />

t<br />

Q1() t = tln<br />

− 1= tQ0() t − 1, t < 1<br />

2 1−<br />

t<br />

2n+ 1 n<br />

Qn+ 1() t = tQn() t − Qn−1(), t n = 12 , ,L<br />

n + 1 n + 1<br />

Q () t = P() t Q () t −<br />

n n<br />

Abramowitz, M. and I. S. Stegun, Handbook of Mathematical Functions, Dover Publications, Inc., New<br />

York, NY, 1965.<br />

Andrews, L. C., Special Functions for Engineers and Applied Mathematicians, MacMillan Publishing<br />

Co. New York, NY. 1985.<br />

Hochstadt, H., The Functions of Mathematical Physics, Dover Publications Inc., New York, NY, 1986.<br />

McLachlan, N. W., Bessel Functions for Engineers, 2nd Edition, Oxford University Press, London, 1961.<br />

Sansone, G., Orthogonal Functions, Interscience Publishers, New York, NY., 1959.<br />

© 1999 by CRC Press LLC<br />

0<br />

[ 1 ( n−1)]<br />

2<br />

∑<br />

k=<br />

0<br />

1 1 Pn( x)<br />

Qn() t =<br />

dx<br />

2 ∫−1<br />

t−x n = 012 ,, L<br />

Q′ () t − 2tQ′ () t + Q′ () t − Q () t = 0<br />

n+ 1 n n−1 n<br />

Qn′ + 1() t − tQn′ () t − ( n+ 1) Qn() t = 0<br />

Qn′ + 1() t − Qn′ −1()<br />

t = ( 2n+ 1)<br />

Qn() t<br />

2n−4k−1 Pn−2k−1(), t t < 1<br />

( 2k+ 1)(<br />

n−k) n+<br />

1<br />

Q ( − t) = −Q ( t), Q ( − t) = ( − 1) Q ( t), n=<br />

12 , , L<br />

0 0<br />

n<br />

n<br />

m<br />

Pn() t

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