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15.2 Legendre Polynomials   529


                                           More than this can be shown. A zero x 0 of f (x) is simple if f (x 0 ) = 0but f (x 0 )  = 0. For

                                                                                                         2
                                                       2
                                        example, f (x)= x −4 has simple zeros at x =2 and x =−2, while g(x)=(1+ x) has a zero at
                                        x =−1, but this zero is not simple because g(−1)= g (−1)=0. We call −1 a double or repeated

                                        zero of g(x).
                                  THEOREM 15.7   Zeros of Legendre Polynomials

                                        For each positive integer n, P n (x) has n simple zeros, all lying between −1 and 1.

                                        Proof  Let n be a positive integer.
                                        First we will show that, if P n (x) has a zero x 0 in (−1,1), then this zero must be simple.
                                           Since P n (x) satisfies Legendre’s equation with λ = n(n + 1), then

                                                                 
     2
                                                                  (1 − x )P    + n(n + 1)P n = 0.
                                                                          n
                                        If P n (x 0 ) = P (x 0 ) = 0, then P n (x) satisfies the initial value problem

                                                  n
                                                                2


                                                           [(1 − x )y ] + n(n + 1)y = 0; y(x 0 ) = y (x 0 ) = 0.
                                        But y(x) = 0, the identically zero function, is also a solution of this problem. By uniqueness of
                                        the solution to this problem, we would then have y(x) = P n (x) = 0 for all x, and this is false.
                                        Therefore, any zero that P n (x) has must be simple.
                                           Next we will show that P n (x) has at least one zero in (−1,1). Because P n (x) is orthogonal
                                        to P 0 (x) = 1,
                                                                 1                1

                                                                  P 0 (x)P n (x)dx =  P n (x)dx = 0.
                                                                −1               −1
                                        If P n (x) were strictly positive, or strictly negative, on (−1,1), then this integral would be,
                                        respectively, positive or negative. Therefore for some x 0 in (−1,1), P n (x 0 ) = 0.
                                           We now know that P n (x) has at least one zero in (−1,1), and any zero must be simple.
                                           Now we will show that P n (x) has n zeros between −1 and 1. Let x 1 ,··· , x m be all the zeros
                                        of P n (x) in (−1,1). Then 1 ≤ m ≤ n. Order these zeros from left to right across the interval
                                                                   −1 < x 1 < x 2 < ··· < x m < 1.
                                        If m < n, then the polynomial

                                                                q(x) = (x − x 1 )(x − x 2 )···(x − x m )
                                        has degree m < n and the same zeros as P n (x) in (−1,1). Then P n (x) and q(x) change sign at
                                        exactly the same points in (−1,1). This means that P n (x) and q(x) are either of the same sign
                                        on each interval (−1, x 1 ),(x 1 , x 2 ), ··· ,(x m−1 , x m ), (x m ,1), or of opposite sign on each of these
                                        intervals. But then q(x)P n (x) is either strictly positive or strictly negative on (−1,1), except at
                                        x 1 ,··· , x m . Then
                                                                         1

                                                                          q(x)P n (x)dx
                                                                        −1
                                        must be positive or negative. But this integral is zero if the degree of q(x) is less than the degree
                                        of P n (x). We conclude that m = n, hence P n (x) has n simple zeros on (−1,1), as was to be
                                        proved.

                                           The zeros of Legendre polynomials have quite fascinating properties, one of which we will
                                        now explore.




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                                   October 14, 2010  15:20  THM/NEIL   Page-529        27410_15_ch15_p505-562
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