Proof: Legendre Polynomials Solving the Corresponding Differential Equation












2












$begingroup$


In a homework question, we are asked to show that the Legendre polynomials do indeed solve the Legendre Differential Equation:
$$
frac{d}{dx} left[ (1 - x^2) frac{d}{dx} P_n(x) right] + n (n + 1) P_n(x)
= 0.
$$

According to Wikipedia, it is sufficient to show that after deriving it n+1 times the following equation must hold true:
$$
(x^2 - 1) frac{d}{dx} (x^2 - 1)^n
= 2 n x (x^2 - 1)^n.
$$

This was also given as a hint in the problem. Since I don't want to blindly accept the hint, I was trying to figure out how it was deduced, but didn't manage to.
My question therefore is, how do we arrive at the equation above (the "hint equation")?



I can see, that the left part of the equation is nearly equal to the first part of the Legendre Differential Equation, except for a missing outer derivative.
However, I am somehow missing the steps taken to arrive at the right side: Where does the $2nx$ come from?










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  • $begingroup$
    What is your definition of the Legendre polynomials? I'm assuming using Rodrigue's formula? To prove the Hint equation, try using induction.
    $endgroup$
    – Raghav
    Nov 26 '13 at 21:44


















2












$begingroup$


In a homework question, we are asked to show that the Legendre polynomials do indeed solve the Legendre Differential Equation:
$$
frac{d}{dx} left[ (1 - x^2) frac{d}{dx} P_n(x) right] + n (n + 1) P_n(x)
= 0.
$$

According to Wikipedia, it is sufficient to show that after deriving it n+1 times the following equation must hold true:
$$
(x^2 - 1) frac{d}{dx} (x^2 - 1)^n
= 2 n x (x^2 - 1)^n.
$$

This was also given as a hint in the problem. Since I don't want to blindly accept the hint, I was trying to figure out how it was deduced, but didn't manage to.
My question therefore is, how do we arrive at the equation above (the "hint equation")?



I can see, that the left part of the equation is nearly equal to the first part of the Legendre Differential Equation, except for a missing outer derivative.
However, I am somehow missing the steps taken to arrive at the right side: Where does the $2nx$ come from?










share|cite|improve this question











$endgroup$












  • $begingroup$
    What is your definition of the Legendre polynomials? I'm assuming using Rodrigue's formula? To prove the Hint equation, try using induction.
    $endgroup$
    – Raghav
    Nov 26 '13 at 21:44
















2












2








2





$begingroup$


In a homework question, we are asked to show that the Legendre polynomials do indeed solve the Legendre Differential Equation:
$$
frac{d}{dx} left[ (1 - x^2) frac{d}{dx} P_n(x) right] + n (n + 1) P_n(x)
= 0.
$$

According to Wikipedia, it is sufficient to show that after deriving it n+1 times the following equation must hold true:
$$
(x^2 - 1) frac{d}{dx} (x^2 - 1)^n
= 2 n x (x^2 - 1)^n.
$$

This was also given as a hint in the problem. Since I don't want to blindly accept the hint, I was trying to figure out how it was deduced, but didn't manage to.
My question therefore is, how do we arrive at the equation above (the "hint equation")?



I can see, that the left part of the equation is nearly equal to the first part of the Legendre Differential Equation, except for a missing outer derivative.
However, I am somehow missing the steps taken to arrive at the right side: Where does the $2nx$ come from?










share|cite|improve this question











$endgroup$




In a homework question, we are asked to show that the Legendre polynomials do indeed solve the Legendre Differential Equation:
$$
frac{d}{dx} left[ (1 - x^2) frac{d}{dx} P_n(x) right] + n (n + 1) P_n(x)
= 0.
$$

According to Wikipedia, it is sufficient to show that after deriving it n+1 times the following equation must hold true:
$$
(x^2 - 1) frac{d}{dx} (x^2 - 1)^n
= 2 n x (x^2 - 1)^n.
$$

This was also given as a hint in the problem. Since I don't want to blindly accept the hint, I was trying to figure out how it was deduced, but didn't manage to.
My question therefore is, how do we arrive at the equation above (the "hint equation")?



I can see, that the left part of the equation is nearly equal to the first part of the Legendre Differential Equation, except for a missing outer derivative.
However, I am somehow missing the steps taken to arrive at the right side: Where does the $2nx$ come from?







real-analysis analysis ordinary-differential-equations legendre-polynomials






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edited Jan 18 at 15:15









Viktor Glombik

9841527




9841527










asked Nov 25 '13 at 18:45









R.G.R.G.

359210




359210












  • $begingroup$
    What is your definition of the Legendre polynomials? I'm assuming using Rodrigue's formula? To prove the Hint equation, try using induction.
    $endgroup$
    – Raghav
    Nov 26 '13 at 21:44




















  • $begingroup$
    What is your definition of the Legendre polynomials? I'm assuming using Rodrigue's formula? To prove the Hint equation, try using induction.
    $endgroup$
    – Raghav
    Nov 26 '13 at 21:44


















$begingroup$
What is your definition of the Legendre polynomials? I'm assuming using Rodrigue's formula? To prove the Hint equation, try using induction.
$endgroup$
– Raghav
Nov 26 '13 at 21:44






$begingroup$
What is your definition of the Legendre polynomials? I'm assuming using Rodrigue's formula? To prove the Hint equation, try using induction.
$endgroup$
– Raghav
Nov 26 '13 at 21:44












1 Answer
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It is the other way around: if you wish to prove Rodrigues' formula
$$P_n(x) = frac{1}{2^nn!}[(x^2-1)^n]^{(n)}$$
where $f^{(n)}$ is symbolic for the $n$th derivative of $f$, then the first step is to prove that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the differential equation.
When $$[(1-x^2)y']' + n(n+1)y = 0$$
then obviously also $$(1-x^2)y'' - 2xy' + n(n+1)y = 0$$
So we wish to somehow evaluate $$(1-x^2)[(x^2-1)^n]^{(n+2)} - 2x[(x^2-1)^n]^{(n+1)}$$
Now starting with $$(x^2-1) cdot [(x^2-1)^n]^{(1)} = (x^2-1) cdot n(x^2-1)^{(n-1)} cdot 2x = 2nx(x^2-1)^{n}$$
and taking left and right the $(n+1)$st derivative, we find that
$$(x^2-1)[(x^2-1)^n]^{(n+2)} + binom{n+1}{1}cdot 2x cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{2}cdot 2 cdot [(x^2-1)^n]^{(n)} \ = 2nx cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{1}cdot 2n cdot [(x^2-1)^n]^{(n)}$$
or
$$(x^2-1)[(x^2-1)^n]^{(n+2)} + (2x(n+1)-2nx)[(x^2-1)^n]^{(n+1)} + (n(n+1) - 2n(n+1)) [(x^2-1)^n]^{(n)} = 0$$
which leads to
$$(x^2-1)F''(x) + 2xF'(x) - n(n+1)F(x) = 0$$
or, equivalently
$$[(1-x^2)F'(x)]' + n(n+1)F(x) = 0$$
which shows that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the Legendre differential equation.
Normalizing $P_n = alpha cdot F$ by requiring $P_n(1) = 1$, we then find the factor $alpha = 1/2^nn!$






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    1 Answer
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    6












    $begingroup$

    It is the other way around: if you wish to prove Rodrigues' formula
    $$P_n(x) = frac{1}{2^nn!}[(x^2-1)^n]^{(n)}$$
    where $f^{(n)}$ is symbolic for the $n$th derivative of $f$, then the first step is to prove that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the differential equation.
    When $$[(1-x^2)y']' + n(n+1)y = 0$$
    then obviously also $$(1-x^2)y'' - 2xy' + n(n+1)y = 0$$
    So we wish to somehow evaluate $$(1-x^2)[(x^2-1)^n]^{(n+2)} - 2x[(x^2-1)^n]^{(n+1)}$$
    Now starting with $$(x^2-1) cdot [(x^2-1)^n]^{(1)} = (x^2-1) cdot n(x^2-1)^{(n-1)} cdot 2x = 2nx(x^2-1)^{n}$$
    and taking left and right the $(n+1)$st derivative, we find that
    $$(x^2-1)[(x^2-1)^n]^{(n+2)} + binom{n+1}{1}cdot 2x cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{2}cdot 2 cdot [(x^2-1)^n]^{(n)} \ = 2nx cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{1}cdot 2n cdot [(x^2-1)^n]^{(n)}$$
    or
    $$(x^2-1)[(x^2-1)^n]^{(n+2)} + (2x(n+1)-2nx)[(x^2-1)^n]^{(n+1)} + (n(n+1) - 2n(n+1)) [(x^2-1)^n]^{(n)} = 0$$
    which leads to
    $$(x^2-1)F''(x) + 2xF'(x) - n(n+1)F(x) = 0$$
    or, equivalently
    $$[(1-x^2)F'(x)]' + n(n+1)F(x) = 0$$
    which shows that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the Legendre differential equation.
    Normalizing $P_n = alpha cdot F$ by requiring $P_n(1) = 1$, we then find the factor $alpha = 1/2^nn!$






    share|cite|improve this answer











    $endgroup$


















      6












      $begingroup$

      It is the other way around: if you wish to prove Rodrigues' formula
      $$P_n(x) = frac{1}{2^nn!}[(x^2-1)^n]^{(n)}$$
      where $f^{(n)}$ is symbolic for the $n$th derivative of $f$, then the first step is to prove that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the differential equation.
      When $$[(1-x^2)y']' + n(n+1)y = 0$$
      then obviously also $$(1-x^2)y'' - 2xy' + n(n+1)y = 0$$
      So we wish to somehow evaluate $$(1-x^2)[(x^2-1)^n]^{(n+2)} - 2x[(x^2-1)^n]^{(n+1)}$$
      Now starting with $$(x^2-1) cdot [(x^2-1)^n]^{(1)} = (x^2-1) cdot n(x^2-1)^{(n-1)} cdot 2x = 2nx(x^2-1)^{n}$$
      and taking left and right the $(n+1)$st derivative, we find that
      $$(x^2-1)[(x^2-1)^n]^{(n+2)} + binom{n+1}{1}cdot 2x cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{2}cdot 2 cdot [(x^2-1)^n]^{(n)} \ = 2nx cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{1}cdot 2n cdot [(x^2-1)^n]^{(n)}$$
      or
      $$(x^2-1)[(x^2-1)^n]^{(n+2)} + (2x(n+1)-2nx)[(x^2-1)^n]^{(n+1)} + (n(n+1) - 2n(n+1)) [(x^2-1)^n]^{(n)} = 0$$
      which leads to
      $$(x^2-1)F''(x) + 2xF'(x) - n(n+1)F(x) = 0$$
      or, equivalently
      $$[(1-x^2)F'(x)]' + n(n+1)F(x) = 0$$
      which shows that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the Legendre differential equation.
      Normalizing $P_n = alpha cdot F$ by requiring $P_n(1) = 1$, we then find the factor $alpha = 1/2^nn!$






      share|cite|improve this answer











      $endgroup$
















        6












        6








        6





        $begingroup$

        It is the other way around: if you wish to prove Rodrigues' formula
        $$P_n(x) = frac{1}{2^nn!}[(x^2-1)^n]^{(n)}$$
        where $f^{(n)}$ is symbolic for the $n$th derivative of $f$, then the first step is to prove that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the differential equation.
        When $$[(1-x^2)y']' + n(n+1)y = 0$$
        then obviously also $$(1-x^2)y'' - 2xy' + n(n+1)y = 0$$
        So we wish to somehow evaluate $$(1-x^2)[(x^2-1)^n]^{(n+2)} - 2x[(x^2-1)^n]^{(n+1)}$$
        Now starting with $$(x^2-1) cdot [(x^2-1)^n]^{(1)} = (x^2-1) cdot n(x^2-1)^{(n-1)} cdot 2x = 2nx(x^2-1)^{n}$$
        and taking left and right the $(n+1)$st derivative, we find that
        $$(x^2-1)[(x^2-1)^n]^{(n+2)} + binom{n+1}{1}cdot 2x cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{2}cdot 2 cdot [(x^2-1)^n]^{(n)} \ = 2nx cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{1}cdot 2n cdot [(x^2-1)^n]^{(n)}$$
        or
        $$(x^2-1)[(x^2-1)^n]^{(n+2)} + (2x(n+1)-2nx)[(x^2-1)^n]^{(n+1)} + (n(n+1) - 2n(n+1)) [(x^2-1)^n]^{(n)} = 0$$
        which leads to
        $$(x^2-1)F''(x) + 2xF'(x) - n(n+1)F(x) = 0$$
        or, equivalently
        $$[(1-x^2)F'(x)]' + n(n+1)F(x) = 0$$
        which shows that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the Legendre differential equation.
        Normalizing $P_n = alpha cdot F$ by requiring $P_n(1) = 1$, we then find the factor $alpha = 1/2^nn!$






        share|cite|improve this answer











        $endgroup$



        It is the other way around: if you wish to prove Rodrigues' formula
        $$P_n(x) = frac{1}{2^nn!}[(x^2-1)^n]^{(n)}$$
        where $f^{(n)}$ is symbolic for the $n$th derivative of $f$, then the first step is to prove that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the differential equation.
        When $$[(1-x^2)y']' + n(n+1)y = 0$$
        then obviously also $$(1-x^2)y'' - 2xy' + n(n+1)y = 0$$
        So we wish to somehow evaluate $$(1-x^2)[(x^2-1)^n]^{(n+2)} - 2x[(x^2-1)^n]^{(n+1)}$$
        Now starting with $$(x^2-1) cdot [(x^2-1)^n]^{(1)} = (x^2-1) cdot n(x^2-1)^{(n-1)} cdot 2x = 2nx(x^2-1)^{n}$$
        and taking left and right the $(n+1)$st derivative, we find that
        $$(x^2-1)[(x^2-1)^n]^{(n+2)} + binom{n+1}{1}cdot 2x cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{2}cdot 2 cdot [(x^2-1)^n]^{(n)} \ = 2nx cdot [(x^2-1)^n]^{(n+1)} + binom{n+1}{1}cdot 2n cdot [(x^2-1)^n]^{(n)}$$
        or
        $$(x^2-1)[(x^2-1)^n]^{(n+2)} + (2x(n+1)-2nx)[(x^2-1)^n]^{(n+1)} + (n(n+1) - 2n(n+1)) [(x^2-1)^n]^{(n)} = 0$$
        which leads to
        $$(x^2-1)F''(x) + 2xF'(x) - n(n+1)F(x) = 0$$
        or, equivalently
        $$[(1-x^2)F'(x)]' + n(n+1)F(x) = 0$$
        which shows that $F(x) = [(x^2-1)^n]^{(n)}$ is indeed a solution of the Legendre differential equation.
        Normalizing $P_n = alpha cdot F$ by requiring $P_n(1) = 1$, we then find the factor $alpha = 1/2^nn!$







        share|cite|improve this answer














        share|cite|improve this answer



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        edited Apr 23 '14 at 5:55

























        answered Apr 23 '14 at 5:49









        Maestro13Maestro13

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