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15.2 Legendre Polynomials   523


                                        By comparing coefficients in these two Maclaurin series for 1/(1 + t), we conclude that
                                        P n (−1) = (−1) .
                                                    n

                                        15.2.2  A Recurrence Relation for Legendre Polynomials
                                        There is a recurrence relation for Legendre polynomials that gives P n+1 (x) in terms of P n (x) and
                                        P n−1 (x).



                                  THEOREM 15.4   A Recurrence Relation

                                        If n is a positive integer, then
                                                         (n + 1)P n+1 (x) − (2n + 1)xP n (x) + nP n−1 (x) = 0.    (15.6)


                                        Proof  Begin with
                                                                     ∂L       x − t
                                                                        =              .
                                                                     ∂t   (1 − 2xt + t )
                                                                                    2 3/2
                                                                      2
                                        Multiply this equation by 1 − 2xt + t to obtain
                                                                        ∂L
                                                                      2
                                                            (1 − 2xt + t )  (x,t) − (x − t)L(x,t) = 0.
                                                                        ∂t
                                                          ∞       n

                                        Substitute L(x,t) =  n=0  P n (x)t into this equation to obtain
                                                                    ∞                   ∞
                                                                             n−1                n
                                                                  2
                                                        (1 − 2xt + t )  nP n (x)t  − (x − t)  P n (x)t = 0.
                                                                    n=1                 n=0
                                        Carry out the indicated multiplications to write
                                                           ∞           ∞             ∞

                                                                                  n
                                                              nP n t  n−1  −  2nx P n (x)t +  nP n (x)t  n+1 −
                                                           n=1        n=1            n=1
                                                           ∞            ∞

                                                                    n           n+1
                                                              xP n (x)t +  P n (x)t  = 0.
                                                           n=0         n=0
                                                                             n
                                        Rearrange the series where necessary to have t as the power of t in each summation:
                                                      ∞                  ∞             ∞

                                                                     n              n                 n
                                                        (n + 1)P n+1 (x)t −  2nx P n (x)t +  (n − 1)P n−1 (x)t
                                                      n=0               n=1            n=2
                                                        ∞            ∞

                                                                 n            n
                                                      −    xP n (x)t +  P n−1 (x)t = 0.
                                                        n=0         n=1
                                        Combine these summations from n = 2 on, writing the terms for n = 0 and n = 1 separately, to
                                        obtain
                                              P 1 (x) + 2P 2 (x)t − 2xP 1 (x)t − xP 0 (x) − xP 1 (x)t + P 0 (x)t
                                                 ∞

                                                                                                          n
                                              +    [(n + 1)P n+1 (x) − 2nx P n (x) + (n − 1)P n−1 (x) − xP n (x) + P n−1 (x)]t = 0.
                                                n=2
                                           For this power series in t to be zero for all t in some open interval about 0, the coefficient of
                                        each power of t must equal 0. Therefore
                                                                               P 1 (x) − xP 0 (x) = 0
                                                              2P 2 (x) − 2xP 1 (x) − xP 1 (x) + P 0 (x) = 0




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                                   October 14, 2010  15:20  THM/NEIL   Page-523        27410_15_ch15_p505-562
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