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306                              Appendix E

                             We then substitute equation (E.15) for w m and take the ®rst and second derivatives as
                             indicated to obtain
                                                               "               #
                                                 2
                                                d P m    dP m              m 2    m
                                              2
                                                            l
                                                   l
                                        (1 ÿ ì )     ÿ 2ì    ‡ l(l ‡ 1) ÿ       P (ì) ˆ 0      (E:17)
                                                                                  l
                                                dì 2      dì              1 ÿ ì 2
                             Equation (E.17) is the associated Legendre differential equation.
                             Orthogonality
                                                        m
                                                                    m
                             Equation (E.17) as satis®ed by P (ì) and by P (ì) may be written as
                                                        l           l9
                                                             "               #
                                                        m                 2
                                           d        2  dP l              m     m
                                              (1 ÿ ì )     ‡ l(l ‡ 1) ÿ       P (ì) ˆ 0
                                           dì         dì               1 ÿ ì 2  l
                             and
                                                            "                #
                                                        m                  2
                                           d       2  dP l9              m      m
                                              (1 ÿ ì )    ‡ l9(l9 ‡ 1) ÿ       P (ì) ˆ 0
                                          dì          dì                1 ÿ ì 2  l9
                                                    m
                                                                         m
                             If we multiply the ®rst by P (ì) and the second by P (ì) and then subtract, we have
                                                    l9                   l
                                                m                     m
                                   d        2  dP l    m  d      2  dP l9                     m  m
                                 m
                                P l9  (1 ÿ ì )     ÿ P l    (1 ÿ ì )    ˆ [l9(l9 ‡ 1) ÿ l(l ‡ 1)]P P l9
                                                                                              l
                                   dì         dì        dì          dì
                             We then add to and subtract from the left-hand side the term
                                                                   m
                                                                 dP dP m
                                                                       l9
                                                                   l
                                                               2
                                                         (1 ÿ ì )
                                                                 dì dì
                             so as to obtain
                                                      m        m
                                     d       2    m  dP l  m  dP l9                      m  m
                                        (1 ÿ ì ) P      ÿ P         ˆ [l9(l9 ‡ 1) ÿ l(l ‡ 1)]P P
                                    dì            l9  dì   l  dì                         l  l9
                             We next integrate with respect to ì from ÿ1to ‡1 and note that
                                                               m         m     1
                                                             dP l    m  dP l9
                                                       2
                                                           m
                                                 (1 ÿ ì ) P l9   ÿ P l        ˆ 0
                                                                       dì
                                                             dì
                                                                            ÿ1
                             giving
                                                                    1
                                                                   …
                                                                       m
                                                                          m
                                                [l9(l9 ‡ 1) ÿ l(l ‡ 1)]  P P dì ˆ 0
                                                                       l  l9
                                                                    ÿ1
                             If l9 6ˆ l, then the integral must vanish
                                                       …
                                                        1
                                                           m
                                                                 m
                                                          P (ì)P (ì)dì ˆ 0                     (E:18)
                                                           l     l9
                                                        ÿ1
                                                                   m
                             so that the associated Legendre polynomials P (ì) with ®xed m form an orthogonal
                                                                   l
                             set of functions. Since equation (E.18) is valid for m ˆ 0, the Legendre polynomials
                             P l (ì) are also an orthogonal set.
                             Normalization
                             We next wish to evaluate the integral I lm
                                                              1
                                                             …
                                                                  m
                                                                       2
                                                        I lm    [P (ì)] dì
                                                                  l
                                                              ÿ1
                             As a ®rst step, we evaluate I l0
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