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book   Mobk070    March 22, 2007  11:7








                                        SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS          69
                   4.3    LEGENDRE FUNCTIONS
                   We now consider another second-order linear differential that is common for problems involv-
                   ing the Laplacian in spherical coordinates. It is called Legendre’s equation,


                                                     2


                                                (1 − x )u − 2xu + ku = 0                       (4.132)
                   This is clearly a Sturm–Liouville equation and we will seek a series solution near the origin,
                   which is a regular point. We therefore assume a solution in the form of (4.3).


                                                           ∞
                                                                 j
                                                      u =     c j x                            (4.133)
                                                           j=0

                   Differentiating (4.133) and substituting into (4.132) we find

                                    ∞
                                                   j−2     2         j             j
                                       [ j( j − 1)c j x  (1 − x ) − 2 jc j x + n(n + 1)c j x ]  (4.134)
                                    j=0

                   or

                                        ∞
                                                           j              j−2
                                          {[k − j( j + 1)]c j x + j( j − 1)c j x  }= 0         (4.135)
                                        j=0

                   On shifting the last term,

                                      ∞
                                                                              j
                                         {( j + 2)( j + 1)c j+2 + [k − j( j + 1)]c j }x = 0    (4.136)
                                      j=0

                   The recurrence relation is

                                                          j( j + 1) − k
                                                c j+2 =−              c j                      (4.137)
                                                         ( j + 1)( j + 2)

                   There are thus two independent Frobenius series. It can be shown that they both diverge at
                   x = 1 unless they terminate at some point. It is easy to see from (4.137) that they do in fact
                   terminate if k = n(n + 1).
                        Since n and j are integers it follows that c n+2 = 0 and consequently c n+4 , c n+6 , etc. are
                   all zero. Therefore the solutions, which depend on n (i.e., the eigenfunctions) are polynomials,
                   series that terminate at j = n. For example, if n = 0, c 2 = 0 and the solution is a constant. If
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