Recurrence Formula

 
xPk ( x ) − Pk −1 ( x ) = kPk ( x )


 P (x)t
 Step 1: Identify the formula 1
k
k
=
k =0 1 − 2xt + t 2
 Step 2: Differentiate the generating function wrt
to x and t respectively.
      
( )
1


−
 Pk ( x ) t k  =  1 − 2xt + t 2 2 

x  k =0  x  
  
1 − 
( )
 3

 Pk ( x ) t k = −  1 − 2 xt + t 2 2   (− 2t )
k =0 2 
 − 
( )
 3

 Pk ( x ) t k = t  1 − 2 xt + t 2 2  (i)
k =0  

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    
( )
1


−
 Pk ( x ) t k  =  1 − 2 xt + t 2 2 
t  k =0  t 
 


1 
( )
 3

   (− 2 x + 2t )
−
kPk ( x ) t k −1 = −  1 − 2 xt + t 2 2
k =0 2  


 
( )
 3

 kP ( x ) t   (x − t )
−
k
k −1
=  1 − 2 xt + t 2 2
 (ii)
k =0  

Step 3: Use elimination method for eqn(i) and (ii).

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1
  (x − t ) in eqn (i ),
 
( )
 3
(x − t ) Pk  ( x ) t k = t  1 − 2xt + t 2 − 2 (x − t )
 (iii)
k =0  
 t in eqn (ii ),
 − 
( )
 3
t  kPk ( x ) t k −1 = t  1 − 2 xt + t 2 2   (x − t ) (iv)
k =0  
eqn (iii ) − eqn (iv ),
 
(x − t ) Pk  ( x ) t k −  kPk ( x ) t k =0
k =0 k =0

Step 4: Expand the series and equate to tk.

  

 xP  ( x ) t
k =0
k
k
−  P (x ) t
k =0
k
k +1
−  kP ( x ) t
k =0
k
k
=0

  
 

k =0
xPk ( x ) t k − 
k =1
Pk −1 ( x ) t k −  kP ( x ) t
k =0
k
k
=0

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 
k  1, xPk ( x ) − Pk −1 ( x ) − kPk ( x ) = 0
 
xPk ( x ) − Pk −1 ( x ) = kPk ( x )

Exercise: Use Pk +1( x ) = 2k + 1 xPk ( x ) − k Pk −1( x ) and

k +1 k +1
 
xPk ( x ) − Pk −1 ( x ) = kPk ( x ) to derive the

 
recurrence relation Pk +1 ( x ) − Pk −1 ( x ) = (2k + 1)Pk ( x ) .

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2
21

Orthogonality of Legendre Polynomials

1 0, mk


−1
Pm ( x )Pk ( x ) dx =  2
 2k + 1, m = k

Series of Legendre Polynomials

(i) f(x) is a piecewise (ii) f(x) is a polynomial
continuous function function


f (x) =  A P ( x ) = A P ( x ) + A P ( x ) + A P ( x ) + ...
k =0
k k 0 0 1 1 2 2

1
2k + 1
Ak =
2 −1 
f ( x )Pk ( x ) dx

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3
 1

Example 1: 
(i ) P2 ( x )P4 ( x ) dx = ?
−1
1

 (P ( x )) dx = ?
2
(ii ) 4
−1

= A0 P0 ( x ) + A1P1( x ) + A2P2 ( x ) + A3 P3 ( x )

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Exercise

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4
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5
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