Chapter 4

Legendre Polynomials

by

Sandip Banerjee

Department of Mathematics
Indian Institute of Technology Roorkee
Roorkee 247667, Uttarakhand.
E-mail: [email protected]
Module 3: Recurrence Relations.

1. Recurrence Relation
In trying to find a formula for some mathematical sequence, a common inter-
mediate step is to find the nth term, not as a function of n, but in terms of
earlier terms of the sequence. Such relations are called recurrence relations.
In mathematics, a recurrence relation is an equation that recursively defines a
sequence or multidimensional array of values.

Recurrence Relation I: (n+1)Pn+1 = (2n+1)xPn −nPn−1 , n ≥

1.
Proof: Generating function for Legendre polynomial is given by
X
∞
2 − 12
(1 − 2xz + z ) = z n Pn (x), | x |≤ 1, | z |< 1. (1)
n=0

We differentiate (1) with respect to z and get

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

We now multiply (2) both sides by (1 − 2xz + z 2 ) and obtain

1
X
∞
(x − z)(1 − 2xz + z 2 )− 2 = (1 − 2xz + z 2 ) nz n−1 Pn (x).
n=0

X
∞ X
∞
⇒ (x − z) z n Pn (x) = (1 − 2xz + z 2 ) nz n−1 Pn (x).
n=0 n=0
X
∞ X
∞ X
∞ X
∞
⇒ x z n Pn (x) − z n+1 Pn (x) = nz n−1 Pn − 2x nz n Pn
n=0 n=0 n=0 n=0
X∞
+ nz n+1 Pn .
n=0

Equating the coefficients of z n from both sides, we obtain

xPn − Pn−1 = (n + 1)Pn+1 − 2nxPn + (n − 1)Pn−1

⇒ (n + 1)Pn+1 = (2n + 1)xPn − nPn−1 .

1
 ′ ′
Recurrence Relation II: nPn = xPn (x) − Pn−1 (x).
Proof: Generating function for Legendre polynomial is given by

1
X
∞
(1 − 2xz + z 2 )− 2 = z n Pn (x), | x |≤ 1, | z |< 1. (3)
n=0

We differentiate (3) with respect to z and get

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

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

We again differentiate (3) with respect to x and get

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

We next multiply both sides by (x-z) and get

X
∞
′
z(x − z)(1 − 2xz + z 2 )−3/2 = (x − z) z n Pn (x),
n=0

X
∞
′
z(x − z)(1 − 2xz + z 2 )−3/2 = (x − z) z n Pn (x),
n=0
X
∞ X∞
′
⇒ z nz n−1 Pn (x) = (x − z) z n Pn (x)
n=0 n=0
X∞ X
∞
′ X
∞
′
⇒ nz n Pn (x) = x nz n Pn (x) − z n+1 Pn (x).
n=0 n=0 n=0

n
Equating the coefficients of z from both sides we get,
′ ′
nPn (x) = xPn (x) − Pn−1 (x).

2
 ′ ′
Recurrence Relation III: (2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x).
Proof: Recurrence relation I gives
(2n + 1)xPn (x) = (n + 1)Pn+1 (x) + nPn (x)
Differentiating with respect to x, we get
′ ′
(2n + 1)xPn (x) + (2n + 1)Pn (x) = (n + 1)Pn+1 (x) + nPn−1 (x) (4)
Recurrence relation II gives
′ ′
nPn (x) = xPn (x) − Pn−1 (x)
′ ′
⇒ xPn (x) = nPn (x) + Pn−1 (x). (5)
′
Substituting the value of xPn (x), from (5) in (4), we get,
′ ′
(2n + 1)[nPn (x) + Pn−1 )(x)] + (2n + 1)Pn (x) = (n + 1)Pn+1 (x) + nPn−1 (x)
′ ′
⇒ (2n + 1)(n + 1)Pn (x) = (n + 1)Pn+1 (x) − (n + 1)Pn−1 (x)
′ ′
⇒ (2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x).

′ ′
Recurrence Relation IV: (n + 1)Pn (x) = Pn+1 (x) − xPn (x).
Proof: Recurrence relations II:
′ ′
nPn (x) = xPn (x) − Pn−1 (x) (6)
Recurrence relations III:
′ ′
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x) (7)
(7)-(6) gives
′ ′
(n + 1)Pn (x) = Pn+1 (x) − xPn (x).

′
Recurrence Relation V: (x2 − 1)Pn (x) = n(xPn (x) − Pn−1 (x)).
Proof: Recurrence relations II:
′ ′
nPn (x) = xPn (x) − Pn−1 (x)
′ ′
nxPn (x) = x2 Pn (x) − xPn−1 (x) (multiplying by x) (8)
Recurrence relations IV:
′ ′
(n + 1)Pn (x) = Pn+1 (x) − xPn (x)
′ ′
⇒ nPn−1 (x) = Pn (x) − xPn−1 (x) (replacing n by (n-1)) (9)
′
Eliminating xPn−1 (x) from (8) and (9), we get,
′
nxPn (x) − nPn−1 (x) = (x2 − 1)Pn+1 (x)
′
(x2 − 1)Pn (x) = n(xPn (x) − Pn−1 (x)).

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Recurrence Relation VI:
′
(1 − x2 )Pn (x) = (n + 1)(xPn (x) − Pn+1 (x)).
Proof: Recurrence relations I:

(2n + 1)xPn (x) = (n + 1)Pn+1 (x) + nPn (x)

⇒ (n + n + 1)xPn (x) = (n + 1)Pn+1 (x) + nPn (x)
⇒ nxPn (x) + (n + 1)xPn (x) = (n + 1)Pn+1 (x) + nPn (x)
⇒ nxPn (x) − nPn (x) = (n + 1)(Pn+1 (x) − xPn (x)) (10)

Recurrence relations V:
′
(x2 − 1)Pn (x) = n(xPn (x) − Pn−1 (x))
′
2
(x − 1)Pn (x) = (n + 1)(Pn+1 (x) − xPn (x)) (using (10))

Example 1. Prove that

Z
(i)(Pn+1 − Pn−1 )/(2n + 1) = c + Pn dx.
Z 1
(ii) Pn dx = (Pn−1 − Pn+1 )/(2n + 1).
x

Solution: Recurrence relation III:

′ ′
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x)
1 d
⇒ (Pn+1 (x) − Pn−1 (x)) = Pn (x) (11)
2n + 1 dx
(i) Integrating (11), we get,
Z
(Pn+1 − Pn−1 )/(2n + 1) = Pn dx + c.

(ii) Integrating (11) with respect to x, from x to 1, we get

Z 1
1
Pn (x)dx = [Pn+1 (x) − Pn−1 (x)]1x
x 2n + 1
1
= [Pn+1 (1) − Pn−1 (1) − {Pn+1 (x) − Pn−1 (x)}]
2n + 1
1
= [Pn−1 (x) − Pn+1 (x)]
2n + 1
(Since, Pn+1 (1) = Pn−1 (1) = 1.)

4
Example 2. Show that
′
(2n + 1)(x2 − 1)Pn (x) = n(n + 1)(Pn+1 (x) + Pn−1 (x))

Solution: Recurrence relation V:

′
(x2 − 1)Pn (x) = n(xPn (x) − Pn−1 (x)) (12)

Recurrence relation VI:

′
(x2 − 1)Pn (x) = (n + 1)(Pn+1 (x) − xPn (x)) (13)

Multiplying (12) by (n+1) and (13) by n and adding we obtain,

′ ′
(n + 1)(x2 − 1)Pn (x) + n(x2 − 1)Pn (x)
= (n + 1)n(xPn (x) − Pn−1 (x)) + n(n + 1)(Pn+1 (x) − xPn (x))
′
⇒ (2n + 1)(x2 − 1)Pn (x) = n(n + 1)(Pn+1 (x) + Pn−1 (x))

′ ′
Example 3. Show that Pn+1 (x) + Pn (x) = P0 + 3P1 + ... + (2n + 1)Pn .
Solution: Recurrence relation III:
′ ′
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x) (14)

We replace n by 1,2,...,(n-1) in (14) to obtain

′ ′
3P1 (x) = P2 (x) − P0 (x)
′ ′
5P2 (x) = P3 (x) − P1 (x)
′ ′
7P3 (x) = P4 (x) − P2 (x)
′ ′
9P4 (x) = P5 (x) − P3 (x)
...... ... ........
′ ′
(2n − 1)Pn−1 (x) = Pn (x) − Pn−2 (x)
′ ′
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x)

Adding we get,
′ ′ ′ ′
3P1 + 5P2 + 7P3 + ... + (2n + 1)Pn = −P0 − P1 + Pn + Pn+1 (15)
′ ′
Since P0 (x) = 1 and P1 (x) = x, we get, P0 (x) = 0 and P1 (x) = 1 = P0 (x).
Substituting these values in (15), we get,
′ ′
3P1 + 5P2 + 7P3 + ... + (2n + 1)Pn = −0 − P0 + Pn + Pn+1
′ ′
⇒ Pn (x) + Pn+1 (x) = P0 + 3P1 + 5P2 + 7P3 + ... + (2n + 1)Pn

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Example 4. Show that
′
xPn (x) = nPn + (2n − 3)Pn−2 + (2n − 7)Pn−4 + ...

Solution:
′ ′
Recurrence relation II: nPn (x) = xPn (x) − Pn−1 (x) (16)
′ ′
⇒ xPn (x) = nPn (x) + Pn−1 (x) (17)

′ ′
Recurrence relation III: (2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x) (18)

We replace n by n-2, n-4, n-6, ... in (18) to obtain

′ ′ ′
Pn−1 − Pn−3 = (2n − 3)Pn−2
′ ′ ′
Pn−3 − Pn−5 = (2n − 7)Pn−4
′ ′ ′
Pn−5 − Pn−7 = (2n − 11)Pn−6 (19)
............ ... .............

Adding (17) and (19) we get,

′
xPn (x) = nPn + (2n − 3)Pn−2 + (2n − 7)Pn−4 + ...