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308                              Appendix E
                                                                   d mÿ1  P l
                                                                 l
                                                         w mÿ1 ˆ 2 l!
                                                                   dì mÿ1
                             and
                                                                        m
                                                      dw mÿ1  ˆ w m ˆ 2 l!  d P l
                                                                     l
                                                        dì              dì m
                             so that
                                                   m                                   mÿ1
                                      d        2 m  d P l                        2 mÿ1  d  P l
                                      dì  (1 ÿ ì )  dì m  ˆÿ(l ‡ m)(l ÿ m ‡ 1)(1 ÿ ì )  dì mÿ1
                             Thus, equation (E.20) takes the form
                                                                            "      # 2
                                                               … 1           d mÿ1
                                                                                  P l
                                                                       2 mÿ1
                                          I lm ˆ (l ‡ m)(l ÿ m ‡ 1)  (1 ÿ ì )   mÿ1   dì
                                                                ÿ1            dì
                             Using equation (E.10) to introduce P mÿ1 (ì), we have
                                                            l
                                                                     1
                                                                    …
                                                                               2
                                               I lm ˆ (l ‡ m)(l ÿ m ‡ 1)  [P mÿ1 (ì)] dì
                                                                         l
                                                                     ÿ1
                                                  ˆ (l ‡ m)(l ÿ m ‡ 1)I l,mÿ1
                             which relates I lm to I l,mÿ1 . This process can be repeated until I l0 is obtained
                                   I lm ˆ [(l ‡ m)(l ‡ m ÿ 1)][(l ÿ m ‡ 1)(l ÿ m ‡ 2)]I l,mÿ2
                                       . .
                                       .
                                      ˆ [(l ‡ m)(l ‡ m ÿ 1)     (l ‡ 1)][(l ÿ m ‡ 1)(l ÿ m ‡ 2)     l]I l0
                                        (l ‡ m)!  l!
                                      ˆ                I l0
                                           l!  (l ÿ m)!
                             so that
                                                   1
                                                  …
                                                       m    2        2(l ‡ m)!
                                                     [P (ì)] dì ˆ
                                                       l
                                                   ÿ1             (2l ‡ 1)(l ÿ m)!


                             Completeness
                                                                   m
                             The set of associated Legendre polynomials P (ì) with m ®xed and l ˆ m,
                                                                   l
                                                                 1
                             m ‡ 1, .. . , form a complete orthogonal set in the range ÿ1 < ì < 1. Thus, an
                             arbitrary function f (ì) can be expanded in the series
                                                               1
                                                               X      m
                                                        f (ì) ˆ   a lm P (ì)
                                                                      l
                                                               lˆm
                             with the expansion coef®cients given by


                             1  The proof of completeness may be found in W. Kaplan (1991) Advanced Calculus, 4th edition (Addison-
                              Wesley, Reading, MA) p. 537 and in G. Birkhoff and G.-C. Rota (1989) Ordinary Differential Equations,
                              4th edition (John Wiley & Sons, New York), pp. 350±4.
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