Associated Legendre polynomials

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Template:Short description In mathematics, the associated Legendre polynomials are the canonical solutions of the general Legendre differential equation

(1−x2)d2dx2Pℓm(x)−2xddxPℓm(x)+[ℓ(ℓ+1)−m21−x2]Pℓm(x)=0,

or equivalently

ddx[(1−x2)ddxPℓm(x)]+[ℓ(ℓ+1)−m21−x2]Pℓm(x)=0,

where the indices ℓ and m (which are integers) are referred to as the order and degree of the associated Legendre polynomial respectively. This equation has nonzero solutions that are nonsingular on Template:Closed-closed only if ℓ and m are integers with 0 ≤ m ≤ ℓ, or with trivially equivalent negative values. When in addition m is even, the function is a polynomial. When m is zero and ℓ integer, these functions are identical to the Legendre polynomials. In general, when ℓ and m are integers, the regular solutions are sometimes called "associated Legendre polynomials", even though they are not polynomials when m is odd. The fully general class of functions with arbitrary real or complex values of ℓ and m are Legendre functions. In that case the parameters are usually labelled with Greek letters.

The Legendre ordinary differential equation is frequently encountered in physics and other technical fields. In particular, it occurs when solving Laplace's equation (and related partial differential equations) in spherical coordinates. Associated Legendre polynomials play a vital role in the definition of spherical harmonics.

Definition for non-negative integer parameters Template:Mvar and Template:Mvar

These functions are denoted Pℓm(x), where the superscript indicates the order and not a power of P. Their most straightforward definition is in terms of derivatives of ordinary Legendre polynomials (m ≥ 0)

Pℓm(x)=(−1)m(1−x2)m/2dmdxm(Pℓ(x)),

The Template:Math factor in this formula is known as the Condon–Shortley phase. Some authors omit it. That the functions described by this equation satisfy the general Legendre differential equation with the indicated values of the parameters ℓ and m follows by differentiating m times the Legendre equation for Template:Math:[1] (1−x2)d2dx2Pℓ(x)−2xddxPℓ(x)+ℓ(ℓ+1)Pℓ(x)=0.

Moreover, since by Rodrigues' formula, Pℓ(x)=12ℓℓ! dℓdxℓ[(x2−1)ℓ], the PTemplate:Su can be expressed in the form Pℓm(x)=(−1)m2ℓℓ!(1−x2)m/2 dℓ+mdxℓ+m(x2−1)ℓ.

This equation allows extension of the range of m to: Template:Math. The definitions of Template:Math, resulting from this expression by substitution of Template:Math, are proportional. Indeed, equate the coefficients of equal powers on the left and right hand side of dℓ−mdxℓ−m(x2−1)ℓ=clm(1−x2)mdℓ+mdxℓ+m(x2−1)ℓ, then it follows that the proportionality constant is clm=(−1)m(ℓ−m)!(ℓ+m)!, so that Pℓ−m(x)=(−1)m(ℓ−m)!(ℓ+m)!Pℓm(x).

Alternative notations

The following alternative notations are also used in literature:[2] Pℓm(x)=(−1)mPℓm(x)

Closed Form

Starting from the explicit form provided in the article of Legendre Polynomials

Pl(x)=2l∑k=0lxk(lk)((l+k−1)/2l)

one obtains with the standard rules for m-fold derivatives for powers

Plm(x)=(−1)m⋅2l⋅(1−x2)m/2⋅∑k=mlk!(k−m)!⋅xk−m⋅(lk)(l+k−12l)

with simple monomials and the generalized form of the binomial coefficient. The sum effectively extends only over terms where l−k is even, because for odd l−k the binomial factor ((l+k−1)/2l) is zero.

Summarizing results of Doha [3] the expansion of derivatives into Legendre Polynomials defines coefficients τ

dmdxmPl(x)=∑t=0⌊(l−m)/2⌋τl,m,tPl−m−2t(x),

where

τl,m,t=ϵl−tl−m−2t+1/22l−2t+1(2m)!2mm!(2l−2t+12m)mm+t(m+tt)1(l−tm),

and where

ϵq≡{1,q=0;2,q≥1

is the Neumann factor.

Orthogonality

The associated Legendre polynomials are not mutually orthogonal in general. For example, P11 is not orthogonal to P22. However, some subsets are orthogonal. Assuming 0 ≤ m ≤ ℓ, they satisfy the orthogonality condition for fixed m:

∫−11PkmPℓmdx=2(ℓ+m)!(2ℓ+1)(ℓ−m)! δk,ℓ

Where Template:Math is the Kronecker delta.

Also, they satisfy the orthogonality condition for fixed Template:Mvar:

∫−11PℓmPℓn1−x2dx={0if m≠n(ℓ+m)!m(ℓ−m)!if m=n≠0∞if m=n=0

Negative Template:Mvar and/or negative Template:Mvar

The differential equation is clearly invariant under a change in sign of m.

The functions for negative m were shown above to be proportional to those of positive m: Pℓ−m=(−1)m(ℓ−m)!(ℓ+m)!Pℓm

(This followed from the Rodrigues' formula definition. This definition also makes the various recurrence formulas work for positive or negative Template:Mvar.) If|m|>ℓthenPℓm=0.

The differential equation is also invariant under a change from Template:Mvar to Template:Math, and the functions for negative Template:Mvar are defined by

P−ℓm=Pℓ−1m, (ℓ=1,2,…).

Parity

From their definition, one can verify that the Associated Legendre functions are either even or odd according to

Pℓm(−x)=(−1)ℓ−mPℓm(x)

The first few associated Legendre functions

Associated Legendre functions for m = 0
Associated Legendre functions for m = 1
Associated Legendre functions for m = 2

The first few associated Legendre functions, including those for negative values of m, are:

P00(x)=1

P1−1(x)=−12P11(x)P10(x)=xP11(x)=−(1−x2)1/2

P2−2(x)=124P22(x)P2−1(x)=−16P21(x)P20(x)=12(3x2−1)P21(x)=−3x(1−x2)1/2P22(x)=3(1−x2)

P3−3(x)=−1720P33(x)P3−2(x)=1120P32(x)P3−1(x)=−112P31(x)P30(x)=12(5x3−3x)P31(x)=32(1−5x2)(1−x2)1/2P32(x)=15x(1−x2)P33(x)=−15(1−x2)3/2

P4−4(x)=140320P44(x)P4−3(x)=−15040P43(x)P4−2(x)=1360P42(x)P4−1(x)=−120P41(x)P40(x)=18(35x4−30x2+3)P41(x)=−52(7x3−3x)(1−x2)1/2P42(x)=152(7x2−1)(1−x2)P43(x)=−105x(1−x2)3/2P44(x)=105(1−x2)2

Recurrence formula

These functions have a number of recurrence properties:

(ℓ−m+1)Pℓ+1m(x)=(2ℓ+1)xPℓm(x)−(ℓ+m)Pℓ−1m(x)

2mxPℓm(x)=−1−x2[Pℓm+1(x)+(ℓ+m)(ℓ−m+1)Pℓm−1(x)]

11−x2Pℓm(x)=−12m[Pℓ−1m+1(x)+(ℓ+m−1)(ℓ+m)Pℓ−1m−1(x)]

11−x2Pℓm(x)=−12m[Pℓ+1m+1(x)+(ℓ−m+1)(ℓ−m+2)Pℓ+1m−1(x)]

1−x2Pℓm(x)=12ℓ+1[(ℓ−m+1)(ℓ−m+2)Pℓ+1m−1(x)−(ℓ+m−1)(ℓ+m)Pℓ−1m−1(x)]

1−x2Pℓm(x)=−12ℓ+1[Pℓ+1m+1(x)−Pℓ−1m+1(x)]

1−x2Pℓm+1(x)=(ℓ−m)xPℓm(x)−(ℓ+m)Pℓ−1m(x)

1−x2Pℓm+1(x)=(ℓ−m+1)Pℓ+1m(x)−(ℓ+m+1)xPℓm(x)

1−x2ddxPℓm(x)=12[(ℓ+m)(ℓ−m+1)Pℓm−1(x)−Pℓm+1(x)]

(1−x2)ddxPℓm(x)=12ℓ+1[(ℓ+1)(ℓ+m)Pℓ−1m(x)−ℓ(ℓ−m+1)Pℓ+1m(x)]

(x2−1)ddxPℓm(x)=ℓxPℓm(x)−(ℓ+m)Pℓ−1m(x)

(x2−1)ddxPℓm(x)=−(ℓ+1)xPℓm(x)+(ℓ−m+1)Pℓ+1m(x)

(x2−1)ddxPℓm(x)=1−x2Pℓm+1(x)+mxPℓm(x)

(x2−1)ddxPℓm(x)=−(ℓ+m)(ℓ−m+1)1−x2Pℓm−1(x)−mxPℓm(x)

(ℓ−m−1)(ℓ−m)Pℓm(x)=−Pℓm+2(x)+Pℓ−2m+2(x)+(ℓ+m)(ℓ+m−1)Pℓ−2m(x)

Helpful identities (initial values for the first recursion):

Pℓ+1ℓ+1(x)=−(2ℓ+1)1−x2Pℓℓ(x) Pℓℓ(x)=(−1)ℓ(2ℓ−1)!!(1−x2)(ℓ/2) Pℓ+1ℓ(x)=x(2ℓ+1)Pℓℓ(x)

with Template:Math the double factorial.

Gaunt's formula

The integral over the product of three associated Legendre polynomials (with orders matching as shown below) is a necessary ingredient when developing products of Legendre polynomials into a series linear in the Legendre polynomials. For instance, this turns out to be necessary when doing atomic calculations of the Hartree–Fock variety where matrix elements of the Coulomb operator are needed. For this we have Gaunt's formula [4][5] 12∫−11Plu(x)Pmv(x)Pnw(x)dx=(−1)s−m−w(m+v)!(n+w)!(2s−2n)!s!(m−v)!(s−l)!(s−m)!(s−n)!(2s+1)!× ∑t=pq(−1)t(l+u+t)!(m+n−u−t)!t!(l−u−t)!(m−n+u+t)!(n−w−t)! This formula is to be used under the following assumptions:

  1. the degrees are non-negative integers l,m,n≥0
  2. all three orders are non-negative integers u,v,w≥0
  3. u is the largest of the three orders
  4. the orders sum up u=v+w
  5. the degrees obey m≥n

Other quantities appearing in the formula are defined as 2s=l+m+n p=max⁡(0,n−m−u) q=min⁡(m+n−u,l−u,n−w)

The integral is zero unless

  1. the sum of degrees is even so that s is an integer
  2. the triangular condition is satisfied m+n≥l≥m−n

Dong and Lemus (2002)[6] generalized the derivation of this formula to integrals over a product of an arbitrary number of associated Legendre polynomials.

Generalization via hypergeometric functions

Template:Main These functions may actually be defined for general complex parameters and argument:[7]

Pλμ(z)=1Γ(1−μ)[1+z1−z]μ/22F1(−λ,λ+1;1−μ;1−z2)

where Γ is the gamma function and 2F1 is the hypergeometric function

2F1(α,β;γ;z)=Γ(γ)Γ(α)Γ(β)∑n=0∞Γ(n+α)Γ(n+β)Γ(n+γ) n!zn,

They are called the Legendre functions when defined in this more general way. They satisfy the same differential equation as before:

(1−z2)y″−2zy′+(λ[λ+1]−μ21−z2)y=0.

Since this is a second order differential equation, it has a second solution, Qλμ(z), defined as:

Qλμ(z)=π Γ(λ+μ+1)2λ+1Γ(λ+3/2)1zλ+μ+1(1−z2)μ/22F1(λ+μ+12,λ+μ+22;λ+32;1z2)

Pλμ(z) and Qλμ(z) both obey the various recurrence formulas given previously.

Reparameterization in terms of angles

These functions are most useful when the argument is reparameterized in terms of angles, letting x=cos⁡θ (for integer m≥0):

Pℓm(cos⁡θ)=(−1)m(sin⁡θ)m dmd(cos⁡θ)m(Pℓ(cos⁡θ))

Using the relation (1−x2)1/2=sin⁡θ, the list given above yields the first few polynomials, parameterized this way, as:

P00(cos⁡θ)=1P10(cos⁡θ)=cos⁡θP11(cos⁡θ)=−sin⁡θP20(cos⁡θ)=12(3cos2θ−1)P21(cos⁡θ)=−3cos⁡θsin⁡θP22(cos⁡θ)=3sin2θP30(cos⁡θ)=12(5cos3θ−3cos⁡θ)P31(cos⁡θ)=−32(5cos2θ−1)sin⁡θP32(cos⁡θ)=15cos⁡θsin2θP33(cos⁡θ)=−15sin3θP40(cos⁡θ)=18(35cos4θ−30cos2θ+3)P41(cos⁡θ)=−52(7cos3θ−3cos⁡θ)sin⁡θP42(cos⁡θ)=152(7cos2θ−1)sin2θP43(cos⁡θ)=−105cos⁡θsin3θP44(cos⁡θ)=105sin4θ

The orthogonality relations given above become in this formulation: for fixed m, Pℓm(cos⁡θ) are orthogonal, parameterized by θ over [0,π], with weight sin⁡θ:

∫0πPkm(cos⁡θ)Pℓm(cos⁡θ)sin⁡θdθ=2(ℓ+m)!(2ℓ+1)(ℓ−m)! δk,ℓ

Also, for fixed ℓ:

∫0πPℓm(cos⁡θ)Pℓn(cos⁡θ)csc⁡θdθ={0if m≠n(ℓ+m)!m(ℓ−m)!if m=n≠0∞if m=n=0

In terms of θ, Pℓm(cos⁡θ) are solutions of

d2ydθ2+cot⁡θdydθ+[λ−m2sin2θ]y=0

More precisely, given an integer m≥0, the above equation has nonsingular solutions only when λ=ℓ(ℓ+1) for ℓ an integer ≥ m, and those solutions are proportional to Pℓm(cos⁡θ).

Applications in physics: spherical harmonics

Template:Main In many occasions in physics, associated Legendre polynomials in terms of angles occur where spherical symmetry is involved. The colatitude angle in spherical coordinates is the angle θ used above. The longitude angle, ϕ, appears in a multiplying factor. Together, they make a set of functions called spherical harmonics. These functions express the symmetry of the two-sphere under the action of the Lie group SO(3).Template:Cn

What makes these functions useful is that they are central to the solution of the equation ∇2ψ+λψ=0 on the surface of a sphere. In spherical coordinates θ (colatitude) and φ (longitude), the Laplacian is

∇2ψ=∂2ψ∂θ2+cot⁡θ∂ψ∂θ+csc2θ∂2ψ∂ϕ2.

When the partial differential equation

∂2ψ∂θ2+cot⁡θ∂ψ∂θ+csc2θ∂2ψ∂ϕ2+λψ=0

is solved by the method of separation of variables, one gets a φ-dependent part sin⁡(mϕ) or cos⁡(mϕ) for integer m≥0, and an equation for the θ-dependent part

d2ydθ2+cot⁡θdydθ+[λ−m2sin2θ]y=0

for which the solutions are Pℓm(cos⁡θ) with ℓ≥m and λ=ℓ(ℓ+1).

Therefore, the equation

∇2ψ+λψ=0

has nonsingular separated solutions only when λ=ℓ(ℓ+1), and those solutions are proportional to

Pℓm(cos⁡θ) cos⁡(mϕ)    0≤m≤ℓ

and

Pℓm(cos⁡θ) sin⁡(mϕ)    0<m≤ℓ.

For each choice of ℓ, there are Template:Nowrap functions for the various values of m and choices of sine and cosine. They are all orthogonal in both ℓ and m when integrated over the surface of the sphere.

The solutions are usually written in terms of complex exponentials:

Yℓ,m(θ,ϕ)=(2ℓ+1)(ℓ−m)!4π(ℓ+m)! Pℓm(cos⁡θ) eimϕ−ℓ≤m≤ℓ. The functions Yℓ,m(θ,ϕ) are the spherical harmonics, and the quantity in the square root is a normalizing factor. Recalling the relation between the associated Legendre functions of positive and negative m, it is easily shown that the spherical harmonics satisfy the identity[8]

Yℓ,m∗(θ,ϕ)=(−1)mYℓ,−m(θ,ϕ).

The spherical harmonic functions form a complete orthonormal set of functions in the sense of Fourier series. Workers in the fields of geodesy, geomagnetism and spectral analysis use a different phase and normalization factor than given here (see spherical harmonics).

When a 3-dimensional spherically symmetric partial differential equation is solved by the method of separation of variables in spherical coordinates, the part that remains after removal of the radial part is typically of the form

∇2ψ(θ,ϕ)+λψ(θ,ϕ)=0,

and hence the solutions are spherical harmonics.

Generalizations

The Legendre polynomials are closely related to hypergeometric series. In the form of spherical harmonics, they express the symmetry of the two-sphere under the action of the Lie group SO(3). There are many other Lie groups besides SO(3), and analogous generalizations of the Legendre polynomials exist to express the symmetries of semi-simple Lie groups and Riemannian symmetric spaces. Crudely speaking, one may define a Laplacian on symmetric spaces; the eigenfunctions of the Laplacian can be thought of as generalizations of the spherical harmonics to other settings.

By solving the Laplace equation in higher dimensions (with a potential that does not fall of ∼1/r) Legendre Polynomials in higher than 3D can be defined.[9]

See also

Notes and references

Template:Reflist

Template:Authority control

  1. ↑ Template:Harvnb.
  2. ↑ Template:Abramowitz Stegun ref
  3. ↑ Template:Cite journal
  4. ↑ From John C. Slater Quantum Theory of Atomic Structure, McGraw-Hill (New York, 1960), Volume I, page 309, which cites the original work of J. A. Gaunt, Philosophical Transactions of the Royal Society of London, A228:151 (1929)
  5. ↑ Template:Cite journal
  6. ↑ Dong S.H., Lemus R., (2002), "The overlap integral of three associated Legendre polynomials", Appl. Math. Lett. 15, 541-546.
  7. ↑ Template:Cite journal
  8. ↑ This identity can also be shown by relating the spherical harmonics to Wigner D-matrices and use of the time-reversal property of the latter. The relation between associated Legendre functions of ±m can then be proved from the complex conjugation identity of the spherical harmonics.
  9. ↑ Template:Cite journal