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Since the eigenfunctions are also complete, we can expand any piecewise continuous
                        function f in a Fourier–Bessel series

                                                 ∞
                                                	           x
                                          f (x) =  c m J ν p νm  ,  0 ≤ x ≤ L,ν > −1.
                                                            L
                                                m=1
                        By (A.85) and (E.22) we have
                                                     2        L           x
                                           c m =               f (x)J ν p νm  xdx.
                                                L J 2  (p νm )            L
                                                  2
                                                    ν+1     0
                        The associated Legendre equation.   Legendre’s equation occurs when problems are
                        solved in spherical coordinates. It is often written in one of two forms. Letting θ be the
                        polar angle of spherical coordinates (0 ≤ θ ≤ π), the equation is
                                          d       dψ(θ)              m 2
                                              sin θ      + λ sin θ −      ψ(θ) = 0.
                                          dθ        dθ              sin θ
                                                                                         2
                        This is Sturm–Liouville with p(θ) = sin θ, σ(θ) = sin θ, and q(θ) =−m / sin θ. The
                        boundary conditions

                                                |ψ(0)| < ∞  and |ψ(π)| < ∞
                        define a singular problem: the conditions are not homogeneous, p(θ) = 0 at both end-
                        points, and q(θ) < 0. Despite this, the Legendre problem does share properties of a
                        regular Sturm–Liouville problem — including eigenfunction orthogonality and complete-
                        ness.
                          Using x = cos θ, we can put Legendre’s equation into its other common form
                                          d        2  dψ(x)          m 2
                                              [1 − x ]      + λ −         ψ(x) = 0,            (A.92)
                                          dx          dx           1 − x 2
                        where −1 ≤ x ≤ 1. It is found that ψ is bounded at x =±1 only if
                                                         λ = n(n + 1)

                        where n ≥ m is an integer. These λ are the eigenvalues of the Sturm–Liouville problem,
                        and the corresponding ψ n (x) are the eigenfunctions.
                          As a second-order partial differential equation, (A.92) has two solutions known as
                        associated Legendre functions. The solution bounded at both x =±1 is the associated
                                                                m
                        Legendre function of the first kind, denoted P (x). The second solution, unbounded at
                                                                n
                                                                                   m
                        x =±1, is the associated Legendre function of the second kind Q (x). Appendix E.2
                                                                                   n
                        tabulates some properties of these functions.
                                                                                  m
                                                                                               m
                          For fixed m, each λ mn is associated with a single eigenfunction P (x). Since P (x) is
                                                                                  n           n
                        bounded at x =±1, and since p(±1) = 0, the eigenfunctions obey Lagrange’s identity
                        (A.79), hence are orthogonal on [−1, 1] with respect to the weight function σ(x) = 1.
                        Evaluation of the orthogonality integral leads to
                                                1
                                                  m    m             2  (n + m)!
                                                P (x)P (x) dx = δ ln                           (A.93)
                                                 l
                                                       n
                                              −1                  2n + 1 (n − m)!
                        or equivalently
                                          π
                                            m       m                    2   (n + m)!
                                           P (cos θ)P (cos θ) sin θ dθ = δ ln       .
                                            l       n
                                        0                              2n + 1 (n − m)!
                        © 2001 by CRC Press LLC
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