POWER SERIES

Legendre’s Equation
d2y dy
The differential equation (1 - x 2 ) 2
- 2 x + n(n + 1) y = 0 ----- (1) is called Legendre’s equation. Here n �R .
dx dx
n
Whenever is a +ve integer the general solution of (1) consists of a polynomial solution and an infinite series
solution.
The polynomial solutions are called Legendre polynomials of order n and are denoted by Pn ( x ) . The infinite
series solution is called Legendre function of the second kind and is denoted by Qn ( x) . According to Legendre
Pn (1) = 1 .
Rodrigue’s formula
1 dn 2
Pn ( x ) = ( x - 1) n ----- (1)
n !2n dx n
Proof: - Let V = ( x 2 - 1) n
� V1 = 2nx( x 2 - 1) n -1
2nx( x 2 - 1) n
� V1 =
( x 2 - 1)
� ( x 2 - 1)V1 = 2nx( x 2 - 1) n = 2nxV
� (1 - x 2 )V1 + 2nxV = 0
Again differentiating w.r.t. x ,
(1 - x 2 )V2 - 2 xV1 + 2nxV1 + 2nV = 0
� (1 - x 2 )V2 + 2 x(n - 1)V1 + 2nV = 0
Differentiating n times using Leibnitz theorem we get,
Vn + 2 (1 - x 2 ) + n C1Vn +1 (-2 x) + n C2 Vn (-2) + 2(n - 1)[Vn +1 x + n C1Vn ] + 2nVn = 0
n(n - 1)
� (1 - x 2 )Vn + 2 - 2nxVn +1 - 2 Vn + 2( n - 1) xVn +1 + 2n(n - 1)Vn + 2nVn = 0
2
� (1 - x 2 )Vn + 2 - 2 xVn+1 + n( n + 1)Vn = 0
d2 d
� (1 - x 2 ) 2
(Vn ) - 2 x (Vn ) + n( n + 1)Vn = 0
dx dx
which is a Legendre’s equation and CVn is its solution. Also its finite series solution is Pn ( x )
dn 2
\ Pn ( x) = CVn = C ( x - 1) n -----(2)
dx n
To determine the constant C, let us put x = 1 in (2) we get,
�d n �
Pn (1) = c � n { ( x - 1)n ( x + 1) n } �
�dx �
x =1

� 1 = c[n !( x + 1) n + terms containing ( x - 1) and its powers]x =1 = c n !2n

1
�c =
n !2n
Putting the value of c in equation (2) we get,
1 dn 2
Pn ( x ) = ( x - 1) n which is Rodrigues formula.
n !2n dx n
Legendre polynomial
1 1
From eq (1) and we have, P0 ( x) = 1 , P1 ( x) = x , P2 ( x ) = (3x - 1) , P3 ( x) = (5 x - 3 x) ,
2 3

2 2
 1
P4 ( x) = (35 x 4 - 30 x 2 + 3)
8
�n
� , n is even
N (-1) r (2n - 2r )! �2
where N = �
n-2 r
In general, Pn ( x ) = S n x
�n - 1 , n is odd
r = 0 2 r !( n - r )!( n - 2 r )!

�2
Proof:- From Rodrigues formula we have,
1 dn 2
Pn ( x ) = n n
( x - 1) n
n !2 dx
1 dn n n 2 n-r
S Cr ( x ) ( -1)
r
= n n r =0
n !2 dx
1 n ( -1) r n ! d n 2 n - 2 r
= S x
n !2n r =0 r !( n - r )! dx n
N (-1) r (2n - 2r )!
=S n x n-2r
r = 0 2 r !( n - r )!( n - 2r )!

�n
� , n is even
�2
where N = �
�n - 1 , n is odd
�2
Generating function for R n ( x )
�
(1 - 2 xt + t 2 ) -1/ 2 = S t n Pn ( x)
n =0

* Pn (1) = 1
�
Proof: - We know from the generating function for Pn ( x ) , (1 - 2 xt + t 2 ) -1/ 2 = S t n Pn ( x) Putting x = 1,
n =0
� �
(1 - 2t + t 2 ) -1/ 2 = S t n Pn (1) � S t n Pn (1) = (1 - t ) -1 = 1 + t + t 2 + t 3 + .....
n =0 n =0

Equating the coefficient of t n , Pn (1) = 1

* Pn (-1) = ( -1) n
�
Proof:- We know (1 - 2 xt + t 2 ) -1/ 2 = S t n Pn ( x)
n =0
�
Putting x = -1, S t n Pn (-1) = (1 + t ) -1 = 1 - t + t 2 ..... + (-1)n t n + .....
n =0

Equating the coefficient of t n , Pn (-1) = (-1) n

1 ���
3 5 �
��(2m - 1)
�
* P2 m (0) = ( -1) m and P2 m+1 (0) = 0
2 ���
4 6 �
���
2m
�
Proof:- We know, (1 - 2 xt + t 2 ) -1/ 2 = S t n Pn ( x)
n =0
�
2 -1/ 2 1 2 1� 3 4 1 ���
3 5 �
��(2r - 1) 2 r
�
Putting x = 0 we get, S t Pn (0) = (1 + t ) = 1 - t + t - ..... + ( -1) r t + .....
n
n =0 2 2�4 2 ���
4 6 �
���2r
m 1 ���
3 5 ���(2m - 1)
�
Equating coefficients of t 2m we get, P2 m (0) = ( -1)
2 ���
4 6 � �
��2m
Similarly equating coefficient of t 2 m +1
, P2 m+1 (0) = 0
* Recurrence formulae for Pn (x) :
1. Bonnet’s Recursion formulae:- (n + 1)Pn +1 ( x) = (2n + 1) xPn ( x) - nPn -1 ( x)
2. nPn ( x) = xPn�
( x) - Pn -1�
( x)
3. (2n + 1) Pn ( x) = Pn +1�
( x) - Pn -1�
( x)
4. Pn�
( x) = xPn -1�
( x ) + nPn -1 ( x )
5. (1 - x 2 ) Pn�
( x) = n[ Pn -1 ( x) - xPn ( x)]
Proof:-
�
1. We know, (1 - 2 xt + t 2 ) -1/ 2 = S Pn ( x)t n -----(1)
n =0

Differentiating partially w.r.t. t we get,

1 �
- (1 - 2 xt + t 2 ) -3/ 2 (-2 x + 2t ) = S nPn ( x)t n -1 � ( x - t )SPn ( x)t n = (1 - 2 xt + t 2 )SnPn ( x)t n -1
2 n =0
n
Equating the coefficients of t from both sides,
nPn ( x) - Pn-1 ( x) = (n + 1)Pn +1 ( x) - 2nxPn ( x) + ( n - 1)Pn -1 ( x) � (n + 1)Pn +1 ( x) = (2n + 1) xPn ( x ) - nPn-1 ( x)
�
2. We know (1 - 2 xt + t 2 ) -1/2 = S Pn ( x)t n -----(1)
n =0

Differentiating eqn(1) partially w.r.t. x,

1
- (1 - 2 xt + t 2 ) -3/ 2 (-2t ) = SPn� ( x)t n � t (1 - 2 xt + t 2 ) -3/ 2 = SPn�
( x)t n -----(2)
2
Differentiating eqn(1) partially w.r.t. t ,
( x - t )(1 - 2 xt + t 2 ) -3/ 2 = SnPn ( x )t n -1 -----(3)
x - t SnPn ( x)t n -1
Dividing (3) by (2) we get, = � SnPn ( x )t n = ( x - t )SPn�
( x )t n
t �
SPn ( x )t n

Equating coefficients of t n from both sides, nPn ( x) = xPn� ( x ) - Pn -1�

( x)
3. From Bonnet’s Recursion formula we know, (n + 1)Pn +1 ( x) = (2n + 1) xPn ( x) - nPn -1 ( x)
Differentiating this equation w.r.t. x, (n + 1)Pn +1�
( x) = (2n + 1) Pn ( x) + (2n + 1) xPn�
( x) - nPn -1�
( x) -----(1)
Again we know, nPn ( x) = xPn�
( x) - Pn -1�
( x ) � xPn�
( x) = nPn ( x) + Pn -1�
( x) -----(2)
Putting eqn(2) in eqn (1), (n + 1) Pn +1�
( x) = (2n + 1) Pn ( x) + (2n + 1){nPn ( x) + Pn -1�
( x)} - nPn -1�
( x) = 0
� (2n + 1) Pn ( x ) = Pn +1�
( x) - Pn -1�
( x)
4. From Bonnet’s Recursion formula we know, (n + 1) Pn +1 ( x) = (2n + 1) xPn ( x) - nPn -1 ( x)
Differentiating w.r.t. x, (n + 1) Pn +1�
( x) = (2n + 1) Pn ( x) + (2n + 1) xPn�
( x) - nPn -1�
( x)
= (2n + 1) Pn ( x) + ( n + 1) xPn�
( x) + n[ xPn�
( x) - Pn -1�
( x)]
= (2n + 1) Pn ( x) + (n + 1) xPn�
( x) + n 2 Pn ( x) [Q nPn ( x) = xPn�
( x ) - Pn -1�
( x)]
= (n + 1) xPn�
( x ) + (n 2 + 2n + 1) Pn ( x) � Pn +1�
( x ) = xPn�
( x) + (n + 1) Pn ( x)
Replacing n by (n - 1) we get, Pn�
( x) = xPn -1�
( x ) + nPn -1 ( x)
5. We know, nPn ( x) = xPn�
( x ) - Pn -1�
( x ) � xPn�
( x) - Pn -1�
( x) = nPn ( x) -----(1)
and Pn�
( x) = xPn -1�
( x ) + nPn -1 ( x ) � Pn�
( x) - xPn -1�
( x ) = nPn -1 ( x ) -----(2)
Multiplying eqn(1) by x and subtracting from (2) we get, (1 - x 2 ) Pn�
( x ) = n[ Pn -1 ( x) - xPn ( x )]
Recurrence formulae for J n ( x ) :-
The following recurrence formulae can easily derived from the series expression for J n ( x)
d n
(1) [ x J n ( x)] = x n J n -1 ( x)
dx
d -n
(2) [ x J n ( x)] = - x - n J n +1 ( x)
dx
x
(3) J n ( x) = [J n -1 ( x) + J n +1 ( x)]
2n
1
(4) J n� ( x) = [J n -1 ( x) - J n +1 ( x)]
2
n
(5) J n� ( x) = J n ( x) - J n +1 ( x)
x
2n
(6) J n +1 ( x) = J n ( x) - J n -1 ( x)
x
Proofs: - (1)
n+ 2r
�
�x � 1
We know J n ( x) = S (-1) r � �
r =0
�2 � r !G(n + r + 1)
n+2r
�x �
(-1) r � � � (-1) r x 2( n + r )
�
�2 � = S
xn J n (x) = x n S r = 0 2 2 r + n r !G ( n + r + 1)
r = 0 r !G ( n + r + 1)

d n � ( -1) r 2( n + r ) x 2( n + r ) -1 � ( -1) r ( x /2) n -1+ 2 r

\ [ x J n ( x)] = S 2 r + n =x Sn
= x n J n -1 ( x)
dx r = 0 2 r !G(n + r + 1) r = 0 r !G( n - 1 + r + 1)
Proofs: - (2)
n+ 2r
�
r � x� 1
We know that J n ( x) = S (-1) � �
r =0
�2 � r !G(n + r + 1)
� (-1) xr 2 r
x- n J n ( x) = S n+2r
r =0 2 r !G(n + r + 1)
d � (-1) r 2rx 2 r -1 � ( -1)r -1 x n +1+ 2( r -1) � ( -1) k ( x /2) n +1+ 2 k
\ [ x - n J n ( x)] = S n + 2 r = - x - n S n +1+ 2( r -1) = - x-n S
dx r =0 2 r !G(n + r + 1) r =0 2 (r - 1)!G( n + r + 1) r = 0 k !G ( n + 1 + k + 1)

-n
where k = r - 1 = - x J n +1 ( x)
Proofs: - (3)
d n
From [ x J n ( x)] = x n J n -1 ( x) we have x n J n� ( x) + nx n -1J n ( x) = x n J n -1 ( x) ----- (i) or dividing by
dx
�n �
x n J n�( x) + � � J n ( x) = J n -1 ( x) ----- (ii)
�x �
d -n
Similarly from [ x J n ( x)] = - x - n J n +1 ( x)
dx
n
We get x - n J n� ( x ) - n - n-1J n ( x) = - x - n J n +1 ( x) - J n� ( x) + J n ( x) = J n +1 ( x) ----- (ii)
x
2n x
Adding (i) and (ii), we obtain J n ( x) = J n -1 ( x ) + J n +1 ( x) i.e., J n ( x) = [J n -1 ( x) + J n +1 ( x)]
x 2n
Proofs: - (4)
 �n � �n �
We have, J n� ( x) + � � J n ( x) = J n -1 ( x) ----- (i) and -J n� ( x) + � � J n ( x) = J n +1 ( x) ----- (ii)
�x � �x �
1
Subtracting (ii) from (i), we get 2J n� ( x) = J n -1 ( x) - J n +1 ( x ) i.e., J n� ( x) = [J n -1 ( x) - J n +1 ( x)]
2
Proofs: - (5)
d -n
We have, [ x J n ( x)] = - x - n J n +1 ( x )
dx
�n �
( x) - n - n -1J n ( x) = - x - n J n +1 ( x) -J n�
So, x - n J n� ( x) + � � J n ( x) = J n +1 ( x)
�x �
n
Hence, J n� ( x) = J n ( x) - J n +1 ( x)
x
Proofs: - (6)
x 2n 2n
We have, J n ( x) = [J n -1 ( x) + J n +1 ( x)] or, J n ( x) = J n -1 ( x) + J n +1 ( x) or, J n +1 ( x) = J n ( x ) - J n -1 ( x)
2n x x
Value of J 1/ 2 :-
n+ 2r
�x �
� 1
We know, J n ( x) = S (-1) � � r
r =0
�2 � r !G(n + r + 1)
�
� 1 �x � 1 �x �
2
1
1/ 24
�x � �
�
Taking n = 1/ 2 in the above equation J1/ 2 ( x) = � �
� - �� + �� - .....�
�G(3/2) 1!G(5/2) �2 � 2!G(7/2) �2 �
�2 � �
�x � � �
1/ 2 2 4
� 1 1 �x � 1 �x � �
=�� � - �� + �� - .....�
�2 � � 1/2G(1/2) 3/2 � G(1/2) �2 � 2 �
1/2 � 5/2 �
3/2 �1/2G(1/2) �2 � �
x �2 2 x 2 2 x 4 �
= �- + - .....�
2G(1/2) �1! 3! 5!
x �x x 3 x 5 � �2 �
Now multiplying the series by x /2 and outside by 2/x we get J1/ 2 ( x) = � - + - .....� = � �sin x
2π �1! 3! 5! �πx �
Value of J -1/ 2 ( x ) :-
n+ 2r
�
�x � 1
J n ( x) = S (-1) r � �
r =0
�2 � r !G( n + r + 1)
-1/2 + 2 r 2k
�
�x � 1 2 � ( -1) r �x �
J -1/2 ( x) = S (-1) � � r
= S ��
r =0
�2 � r !G(r + 1/ 2) x r !G(r + 1/ 2) �2 �
r = 0

2 �1 1 x2 1 x4 � 2 � x2 x4 � 2
= � - 2
+ 4
- .....�= 1 - + - .....�=
� cos x
x � π 1!1/2 π 2 2!3/2 �
1/2 π 2 � x π � 2! 4! πx
�2 ��sin x �
* Prove J 3/ 2 ( x) = � �� - cos x �
�πx �� x �
2n
Proof: - We know J n +1 ( x) = J n ( x ) - J n -1 ( x)
x
1
Putting, n = 1/2, J 3/ 2 ( x) = J1/ 2 ( x) - J(1/ 2) ( x)
x
�2 � �2 �
We have J1/ 2 ( x) = � �sin x and J -1/ 2 ( x) = � �cos x
�πx � �πx �
 1 �2 � �2 � �2 �� sin x �
So, J 3/ 2 ( x) = � �sin x - � �cos x = � �� - cos x �
x �πx � �πx � �πx �� x �
Value of J -3/ 2 ( x ) :-
2n
We know, J n +1 ( x) = J n ( x) - J n -1 ( x)
x
2 x(-1/2) -1 -1
Putting n = -1/2, J1/ 2 ( x) = J -1/ 2 ( x) - J -3/ 2 ( x) = J -1/ 2 ( x ) - J -3/ 2 ( x ) � J -3/ 2 ( x) = J -1/ 2 ( x) - J1/ 2 ( x)
x x x
�2 � �2 �
We have J1/ 2 ( x) = � �sin x and J -1/ 2 ( x) = � � (cos x )
�πx � �πx �
-1 �2 � �2 � �2 ��cos x �
So, J -3/ 2 ( x) = � �cos x - � �sin x = - � �� + sin x �
x �πx � �πx � �πx �� x �
* Prove that �
J 3 ( x)dx = c - J 2 ( x) - 2/xJ1 ( x)
d -n
�
-n
Proof: - We know that [ x J n ( x)] = - x - n J n +1 ( x)J n ( x) ----- (1) or, x J n +1 ( x)dx = - x - n J n ( x) ----- (2)
dx
\�
J 3 ( x) dx - �2
x �x - 2J 3 ( x) dx + c (Integrate by parts)

�
= x2 � 2x �
x -2 J 3 ( x) dx - � � x -2 J 3 ( x )dx �
dx + c = x 2 �
� 2x �
�- �
- x -2 J 2 ( x) � �- x -2 J 2 ( x)dx �
dx + c ] by (2) when n = 2 ]
� � � �
2 2
= c - J 2 ( x) + �J 2 ( x) dx = c - J 2 ( x) - J1 ( x) [by (2) when n = 1 ]
x x
�2 ��3 - x �
2
3
* Prove that J 5/ 2 ( x) = � �� 2 sin x - cos x �
�πx �� x x
2n
Proof: - We know that J n +1 ( x) = J n ( x ) - J n -1 ( x) ----- (1)
x
1 �2 ��sin x �
Putting n = 1/2, we get J 3/ 2 ( x ) = J1/ 2 ( x) - J -1/ 2 ( x) = � �� - cos x �
x �πx �� x �
3 3 � �2 ��sin x � �2 �
�
Again putting n = 3/2 in (1), we get J 5/ 2 ( x) = J 3/ 2 ( x) - J1/ 2 ( x) = � � �� - cos x �
�- � �sin x
x x � �πx �� x � �πx �
�
�2 ��3 - x2 3 �
= � �� 2 sin x - cos x �which is the required result.
�πx �� x x �