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Associated Legendre polynomials
Canonical solutions of the general Legendre equation

In mathematics, the associated Legendre polynomials are canonical solutions to the general Legendre equation, an important ordinary differential equation often appearing in physics. These functions, defined for integer degree ℓ and order m, are nonsingular on [−1, 1] when 0 ≤ m ≤ ℓ. If m is zero, they reduce to the well-known Legendre polynomials, and for even m, they are true polynomials. The more general functions for complex or real parameters are Legendre functions. These polynomials are crucial in solving Laplace’s equation in spherical coordinates and underpin the construction of spherical harmonics.

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Definition for non-negative integer parameters ℓ and m

These functions are denoted P ℓ m ( x ) {\displaystyle P_{\ell }^{m}(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)

P ℓ m ( x ) = ( − 1 ) m ( 1 − x 2 ) m / 2 d m d x m ( P ℓ ( x ) ) , {\displaystyle P_{\ell }^{m}(x)=(-1)^{m}(1-x^{2})^{m/2}{\frac {d^{m}}{dx^{m}}}\left(P_{\ell }(x)\right),}

The (−1)m 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 and m follows by differentiating m times the Legendre equation for P:1 ( 1 − x 2 ) d 2 d x 2 P ℓ ( x ) − 2 x d d x P ℓ ( x ) + ℓ ( ℓ + 1 ) P ℓ ( x ) = 0. {\displaystyle \left(1-x^{2}\right){\frac {d^{2}}{dx^{2}}}P_{\ell }(x)-2x{\frac {d}{dx}}P_{\ell }(x)+\ell (\ell +1)P_{\ell }(x)=0.}

Moreover, since by Rodrigues' formula, P ℓ ( x ) = 1 2 ℓ ℓ !   d ℓ d x ℓ [ ( x 2 − 1 ) ℓ ] , {\displaystyle P_{\ell }(x)={\frac {1}{2^{\ell }\,\ell !}}\ {\frac {d^{\ell }}{dx^{\ell }}}\left[(x^{2}-1)^{\ell }\right],} the Pm can be expressed in the form P ℓ m ( x ) = ( − 1 ) m 2 ℓ ℓ ! ( 1 − x 2 ) m / 2   d ℓ + m d x ℓ + m ( x 2 − 1 ) ℓ . {\displaystyle P_{\ell }^{m}(x)={\frac {(-1)^{m}}{2^{\ell }\ell !}}(1-x^{2})^{m/2}\ {\frac {d^{\ell +m}}{dx^{\ell +m}}}(x^{2}-1)^{\ell }.}

This equation allows extension of the range of m to: −m. The definitions of P±m, resulting from this expression by substitution of ±m, are proportional. Indeed, equate the coefficients of equal powers on the left and right hand side of d ℓ − m d x ℓ − m ( x 2 − 1 ) ℓ = c l m ( 1 − x 2 ) m d ℓ + m d x ℓ + m ( x 2 − 1 ) ℓ , {\displaystyle {\frac {d^{\ell -m}}{dx^{\ell -m}}}(x^{2}-1)^{\ell }=c_{lm}(1-x^{2})^{m}{\frac {d^{\ell +m}}{dx^{\ell +m}}}(x^{2}-1)^{\ell },} then it follows that the proportionality constant is c l m = ( − 1 ) m ( ℓ − m ) ! ( ℓ + m ) ! , {\displaystyle c_{lm}=(-1)^{m}{\frac {(\ell -m)!}{(\ell +m)!}},} so that P ℓ − m ( x ) = ( − 1 ) m ( ℓ − m ) ! ( ℓ + m ) ! P ℓ m ( x ) . {\displaystyle P_{\ell }^{-m}(x)=(-1)^{m}{\frac {(\ell -m)!}{(\ell +m)!}}P_{\ell }^{m}(x).}

Alternative notations

The following alternative notations are also used in literature:2 P ℓ m ( x ) = ( − 1 ) m P ℓ m ( x ) {\displaystyle P_{\ell m}(x)=(-1)^{m}P_{\ell }^{m}(x)}

Closed Form

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

P l ( x ) = 2 l ∑ k = 0 l x k ( l k ) ( ( l + k − 1 ) / 2 l ) {\displaystyle P_{l}(x)=2^{l}\sum _{k=0}^{l}x^{k}{\binom {l}{k}}{\binom {(l+k-1)/2}{l}}}

one obtains with the standard rules for m {\displaystyle m} -fold derivatives for powers

P l m ( x ) = ( − 1 ) m ⋅ 2 l ⋅ ( 1 − x 2 ) m / 2 ⋅ ∑ k = m l k ! ( k − m ) ! ⋅ x k − m ⋅ ( l k ) ( l + k − 1 2 l ) {\displaystyle P_{l}^{m}(x)=(-1)^{m}\cdot 2^{l}\cdot (1-x^{2})^{m/2}\cdot \sum _{k=m}^{l}{\frac {k!}{(k-m)!}}\cdot x^{k-m}\cdot {\binom {l}{k}}{\binom {\frac {l+k-1}{2}}{l}}}

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

Summarizing results of Doha 3 the expansion of derivatives into Legendre Polynomials defines coefficients τ {\displaystyle \tau }

d m d x m P l ( x ) = ∑ t = 0 ⌊ ( l − m ) / 2 ⌋ τ l , m , t P l − m − 2 t ( x ) , {\displaystyle {\frac {d^{m}}{dx^{m}}}P_{l}(x)=\sum _{t=0}^{\lfloor (l-m)/2\rfloor }\tau _{l,m,t}P_{l-m-2t}(x),}

where

τ l , m , t = ϵ l − t l − m − 2 t + 1 / 2 2 l − 2 t + 1 ( 2 m ) ! 2 m m ! ( 2 l − 2 t + 1 2 m ) m m + t ( m + t t ) 1 ( l − t m ) , {\displaystyle \tau _{l,m,t}=\epsilon _{l-t}{\frac {l-m-2t+1/2}{2l-2t+1}}{\frac {(2m)!}{2^{m}m!}}{\binom {2l-2t+1}{2m}}{\frac {m}{m+t}}{\binom {m+t}{t}}{\frac {1}{\binom {l-t}{m}}},}

and where

ϵ q ≡ { 1 , q = 0 ; 2 , q ≥ 1 {\displaystyle \epsilon _{q}\equiv {\begin{cases}1,&q=0;\\2,&q\geq 1\end{cases}}}

is the Neumann factor.

Orthogonality

The associated Legendre polynomials are not mutually orthogonal in general. For example, P 1 1 {\displaystyle P_{1}^{1}} is not orthogonal to P 2 2 {\displaystyle P_{2}^{2}} . However, some subsets are orthogonal. Assuming 0 ≤ m ≤ , they satisfy the orthogonality condition for fixed m:

∫ − 1 1 P k m P ℓ m d x = 2 ( ℓ + m ) ! ( 2 ℓ + 1 ) ( ℓ − m ) !   δ k , ℓ {\displaystyle \int _{-1}^{1}P_{k}^{m}P_{\ell }^{m}dx={\frac {2(\ell +m)!}{(2\ell +1)(\ell -m)!}}\ \delta _{k,\ell }}

Where δk, is the Kronecker delta.

Also, they satisfy the orthogonality condition for fixed :

∫ − 1 1 P ℓ m P ℓ n 1 − x 2 d x = { 0 if  m ≠ n ( ℓ + m ) ! m ( ℓ − m ) ! if  m = n ≠ 0 ∞ if  m = n = 0 {\displaystyle \int _{-1}^{1}{\frac {P_{\ell }^{m}P_{\ell }^{n}}{1-x^{2}}}dx={\begin{cases}0&{\text{if }}m\neq n\\{\frac {(\ell +m)!}{m(\ell -m)!}}&{\text{if }}m=n\neq 0\\\infty &{\text{if }}m=n=0\end{cases}}}

Negative m and/or negative ℓ

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: P ℓ − m = ( − 1 ) m ( ℓ − m ) ! ( ℓ + m ) ! P ℓ m {\displaystyle P_{\ell }^{-m}=(-1)^{m}{\frac {(\ell -m)!}{(\ell +m)!}}P_{\ell }^{m}}

(This followed from the Rodrigues' formula definition. This definition also makes the various recurrence formulas work for positive or negative m.) If | m | > ℓ then P ℓ m = 0. {\displaystyle {\text{If}}\quad |m|>\ell \,\quad {\text{then}}\quad P_{\ell }^{m}=0.\,}

The differential equation is also invariant under a change from ℓ to − − 1, and the functions for negative ℓ are defined by

P − ℓ m = P ℓ − 1 m ,   ( ℓ = 1 , 2 , … ) . {\displaystyle P_{-\ell }^{m}=P_{\ell -1}^{m},\ (\ell =1,\,2,\,\dots ).}

Parity

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

P ℓ m ( − x ) = ( − 1 ) ℓ − m P ℓ m ( x ) {\displaystyle P_{\ell }^{m}(-x)=(-1)^{\ell -m}P_{\ell }^{m}(x)}

The first few associated Legendre functions

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

P 0 0 ( x ) = 1 {\displaystyle P_{0}^{0}(x)=1}

P 1 − 1 ( x ) = − 1 2 P 1 1 ( x ) P 1 0 ( x ) = x P 1 1 ( x ) = − ( 1 − x 2 ) 1 / 2 {\displaystyle {\begin{aligned}P_{1}^{-1}(x)&=-{\tfrac {1}{2}}P_{1}^{1}(x)\\P_{1}^{0}(x)&=x\\P_{1}^{1}(x)&=-(1-x^{2})^{1/2}\end{aligned}}}

P 2 − 2 ( x ) = 1 24 P 2 2 ( x ) P 2 − 1 ( x ) = − 1 6 P 2 1 ( x ) P 2 0 ( x ) = 1 2 ( 3 x 2 − 1 ) P 2 1 ( x ) = − 3 x ( 1 − x 2 ) 1 / 2 P 2 2 ( x ) = 3 ( 1 − x 2 ) {\displaystyle {\begin{aligned}P_{2}^{-2}(x)&={\tfrac {1}{24}}P_{2}^{2}(x)\\P_{2}^{-1}(x)&=-{\tfrac {1}{6}}P_{2}^{1}(x)\\P_{2}^{0}(x)&={\tfrac {1}{2}}(3x^{2}-1)\\P_{2}^{1}(x)&=-3x(1-x^{2})^{1/2}\\P_{2}^{2}(x)&=3(1-x^{2})\end{aligned}}}

P 3 − 3 ( x ) = − 1 720 P 3 3 ( x ) P 3 − 2 ( x ) = 1 120 P 3 2 ( x ) P 3 − 1 ( x ) = − 1 12 P 3 1 ( x ) P 3 0 ( x ) = 1 2 ( 5 x 3 − 3 x ) P 3 1 ( x ) = 3 2 ( 1 − 5 x 2 ) ( 1 − x 2 ) 1 / 2 P 3 2 ( x ) = 15 x ( 1 − x 2 ) P 3 3 ( x ) = − 15 ( 1 − x 2 ) 3 / 2 {\displaystyle {\begin{aligned}P_{3}^{-3}(x)&=-{\tfrac {1}{720}}P_{3}^{3}(x)\\P_{3}^{-2}(x)&={\tfrac {1}{120}}P_{3}^{2}(x)\\P_{3}^{-1}(x)&=-{\tfrac {1}{12}}P_{3}^{1}(x)\\P_{3}^{0}(x)&={\tfrac {1}{2}}(5x^{3}-3x)\\P_{3}^{1}(x)&={\tfrac {3}{2}}(1-5x^{2})(1-x^{2})^{1/2}\\P_{3}^{2}(x)&=15x(1-x^{2})\\P_{3}^{3}(x)&=-15(1-x^{2})^{3/2}\end{aligned}}}

P 4 − 4 ( x ) = 1 40320 P 4 4 ( x ) P 4 − 3 ( x ) = − 1 5040 P 4 3 ( x ) P 4 − 2 ( x ) = 1 360 P 4 2 ( x ) P 4 − 1 ( x ) = − 1 20 P 4 1 ( x ) P 4 0 ( x ) = 1 8 ( 35 x 4 − 30 x 2 + 3 ) P 4 1 ( x ) = − 5 2 ( 7 x 3 − 3 x ) ( 1 − x 2 ) 1 / 2 P 4 2 ( x ) = 15 2 ( 7 x 2 − 1 ) ( 1 − x 2 ) P 4 3 ( x ) = − 105 x ( 1 − x 2 ) 3 / 2 P 4 4 ( x ) = 105 ( 1 − x 2 ) 2 {\displaystyle {\begin{aligned}P_{4}^{-4}(x)&={\tfrac {1}{40320}}P_{4}^{4}(x)\\P_{4}^{-3}(x)&=-{\tfrac {1}{5040}}P_{4}^{3}(x)\\P_{4}^{-2}(x)&={\tfrac {1}{360}}P_{4}^{2}(x)\\P_{4}^{-1}(x)&=-{\tfrac {1}{20}}P_{4}^{1}(x)\\P_{4}^{0}(x)&={\tfrac {1}{8}}(35x^{4}-30x^{2}+3)\\P_{4}^{1}(x)&=-{\tfrac {5}{2}}(7x^{3}-3x)(1-x^{2})^{1/2}\\P_{4}^{2}(x)&={\tfrac {15}{2}}(7x^{2}-1)(1-x^{2})\\P_{4}^{3}(x)&=-105x(1-x^{2})^{3/2}\\P_{4}^{4}(x)&=105(1-x^{2})^{2}\end{aligned}}}

Recurrence formula

These functions have a number of recurrence properties:

( ℓ − m + 1 ) P ℓ + 1 m ( x ) = ( 2 ℓ + 1 ) x P ℓ m ( x ) − ( ℓ + m ) P ℓ − 1 m ( x ) {\displaystyle (\ell -m+1)P_{\ell +1}^{m}(x)=(2\ell +1)xP_{\ell }^{m}(x)-(\ell +m)P_{\ell -1}^{m}(x)}

2 m x P ℓ m ( x ) = − 1 − x 2 [ P ℓ m + 1 ( x ) + ( ℓ + m ) ( ℓ − m + 1 ) P ℓ m − 1 ( x ) ] {\displaystyle 2mxP_{\ell }^{m}(x)=-{\sqrt {1-x^{2}}}\left[P_{\ell }^{m+1}(x)+(\ell +m)(\ell -m+1)P_{\ell }^{m-1}(x)\right]}

1 1 − x 2 P ℓ m ( x ) = − 1 2 m [ P ℓ − 1 m + 1 ( x ) + ( ℓ + m − 1 ) ( ℓ + m ) P ℓ − 1 m − 1 ( x ) ] {\displaystyle {\frac {1}{\sqrt {1-x^{2}}}}P_{\ell }^{m}(x)={\frac {-1}{2m}}\left[P_{\ell -1}^{m+1}(x)+(\ell +m-1)(\ell +m)P_{\ell -1}^{m-1}(x)\right]}

1 1 − x 2 P ℓ m ( x ) = − 1 2 m [ P ℓ + 1 m + 1 ( x ) + ( ℓ − m + 1 ) ( ℓ − m + 2 ) P ℓ + 1 m − 1 ( x ) ] {\displaystyle {\frac {1}{\sqrt {1-x^{2}}}}P_{\ell }^{m}(x)={\frac {-1}{2m}}\left[P_{\ell +1}^{m+1}(x)+(\ell -m+1)(\ell -m+2)P_{\ell +1}^{m-1}(x)\right]}

1 − x 2 P ℓ m ( x ) = 1 2 ℓ + 1 [ ( ℓ − m + 1 ) ( ℓ − m + 2 ) P ℓ + 1 m − 1 ( x ) − ( ℓ + m − 1 ) ( ℓ + m ) P ℓ − 1 m − 1 ( x ) ] {\displaystyle {\sqrt {1-x^{2}}}P_{\ell }^{m}(x)={\frac {1}{2\ell +1}}\left[(\ell -m+1)(\ell -m+2)P_{\ell +1}^{m-1}(x)-(\ell +m-1)(\ell +m)P_{\ell -1}^{m-1}(x)\right]}

1 − x 2 P ℓ m ( x ) = − 1 2 ℓ + 1 [ P ℓ + 1 m + 1 ( x ) − P ℓ − 1 m + 1 ( x ) ] {\displaystyle {\sqrt {1-x^{2}}}P_{\ell }^{m}(x)={\frac {-1}{2\ell +1}}\left[P_{\ell +1}^{m+1}(x)-P_{\ell -1}^{m+1}(x)\right]}

1 − x 2 P ℓ m + 1 ( x ) = ( ℓ − m ) x P ℓ m ( x ) − ( ℓ + m ) P ℓ − 1 m ( x ) {\displaystyle {\sqrt {1-x^{2}}}P_{\ell }^{m+1}(x)=(\ell -m)xP_{\ell }^{m}(x)-(\ell +m)P_{\ell -1}^{m}(x)}

1 − x 2 P ℓ m + 1 ( x ) = ( ℓ − m + 1 ) P ℓ + 1 m ( x ) − ( ℓ + m + 1 ) x P ℓ m ( x ) {\displaystyle {\sqrt {1-x^{2}}}P_{\ell }^{m+1}(x)=(\ell -m+1)P_{\ell +1}^{m}(x)-(\ell +m+1)xP_{\ell }^{m}(x)}

1 − x 2 d d x P ℓ m ( x ) = 1 2 [ ( ℓ + m ) ( ℓ − m + 1 ) P ℓ m − 1 ( x ) − P ℓ m + 1 ( x ) ] {\displaystyle {\sqrt {1-x^{2}}}{\frac {d}{dx}}{P_{\ell }^{m}}(x)={\frac {1}{2}}\left[(\ell +m)(\ell -m+1)P_{\ell }^{m-1}(x)-P_{\ell }^{m+1}(x)\right]}

( 1 − x 2 ) d d x P ℓ m ( x ) = 1 2 ℓ + 1 [ ( ℓ + 1 ) ( ℓ + m ) P ℓ − 1 m ( x ) − ℓ ( ℓ − m + 1 ) P ℓ + 1 m ( x ) ] {\displaystyle (1-x^{2}){\frac {d}{dx}}{P_{\ell }^{m}}(x)={\frac {1}{2\ell +1}}\left[(\ell +1)(\ell +m)P_{\ell -1}^{m}(x)-\ell (\ell -m+1)P_{\ell +1}^{m}(x)\right]}

( x 2 − 1 ) d d x P ℓ m ( x ) = ℓ x P ℓ m ( x ) − ( ℓ + m ) P ℓ − 1 m ( x ) {\displaystyle (x^{2}-1){\frac {d}{dx}}{P_{\ell }^{m}}(x)={\ell }xP_{\ell }^{m}(x)-(\ell +m)P_{\ell -1}^{m}(x)}

( x 2 − 1 ) d d x P ℓ m ( x ) = − ( ℓ + 1 ) x P ℓ m ( x ) + ( ℓ − m + 1 ) P ℓ + 1 m ( x ) {\displaystyle (x^{2}-1){\frac {d}{dx}}{P_{\ell }^{m}}(x)=-(\ell +1)xP_{\ell }^{m}(x)+(\ell -m+1)P_{\ell +1}^{m}(x)}

( x 2 − 1 ) d d x P ℓ m ( x ) = 1 − x 2 P ℓ m + 1 ( x ) + m x P ℓ m ( x ) {\displaystyle (x^{2}-1){\frac {d}{dx}}{P_{\ell }^{m}}(x)={\sqrt {1-x^{2}}}P_{\ell }^{m+1}(x)+mxP_{\ell }^{m}(x)}

( x 2 − 1 ) d d x P ℓ m ( x ) = − ( ℓ + m ) ( ℓ − m + 1 ) 1 − x 2 P ℓ m − 1 ( x ) − m x P ℓ m ( x ) {\displaystyle (x^{2}-1){\frac {d}{dx}}{P_{\ell }^{m}}(x)=-(\ell +m)(\ell -m+1){\sqrt {1-x^{2}}}P_{\ell }^{m-1}(x)-mxP_{\ell }^{m}(x)}

( ℓ − m − 1 ) ( ℓ − m ) P ℓ m ( x ) = − P ℓ m + 2 ( x ) + P ℓ − 2 m + 2 ( x ) + ( ℓ + m ) ( ℓ + m − 1 ) P ℓ − 2 m ( x ) {\displaystyle (\ell -m-1)(\ell -m)P_{\ell }^{m}(x)=-P_{\ell }^{m+2}(x)+P_{\ell -2}^{m+2}(x)+(\ell +m)(\ell +m-1)P_{\ell -2}^{m}(x)}

Helpful identities (initial values for the first recursion):

P ℓ + 1 ℓ + 1 ( x ) = − ( 2 ℓ + 1 ) 1 − x 2 P ℓ ℓ ( x ) {\displaystyle P_{\ell +1}^{\ell +1}(x)=-(2\ell +1){\sqrt {1-x^{2}}}P_{\ell }^{\ell }(x)} P ℓ ℓ ( x ) = ( − 1 ) ℓ ( 2 ℓ − 1 ) ! ! ( 1 − x 2 ) ( ℓ / 2 ) {\displaystyle P_{\ell }^{\ell }(x)=(-1)^{\ell }(2\ell -1)!!(1-x^{2})^{(\ell /2)}} P ℓ + 1 ℓ ( x ) = x ( 2 ℓ + 1 ) P ℓ ℓ ( x ) {\displaystyle P_{\ell +1}^{\ell }(x)=x(2\ell +1)P_{\ell }^{\ell }(x)}

with !! 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 45 1 2 ∫ − 1 1 P l u ( x ) P m v ( x ) P n w ( x ) d x = ( − 1 ) s − m − w ( m + v ) ! ( n + w ) ! ( 2 s − 2 n ) ! s ! ( m − v ) ! ( s − l ) ! ( s − m ) ! ( s − n ) ! ( 2 s + 1 ) ! ×   ∑ t = p q ( − 1 ) t ( l + u + t ) ! ( m + n − u − t ) ! t ! ( l − u − t ) ! ( m − n + u + t ) ! ( n − w − t ) ! {\displaystyle {\begin{aligned}{\frac {1}{2}}\int _{-1}^{1}P_{l}^{u}(x)P_{m}^{v}(x)P_{n}^{w}(x)dx={}&{}(-1)^{s-m-w}{\frac {(m+v)!(n+w)!(2s-2n)!s!}{(m-v)!(s-l)!(s-m)!(s-n)!(2s+1)!}}\\&{}\times \ \sum _{t=p}^{q}(-1)^{t}{\frac {(l+u+t)!(m+n-u-t)!}{t!(l-u-t)!(m-n+u+t)!(n-w-t)!}}\end{aligned}}} This formula is to be used under the following assumptions:

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

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

The integral is zero unless

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

Main article: Legendre function

These functions may actually be defined for general complex parameters and argument:7

P λ μ ( z ) = 1 Γ ( 1 − μ ) [ 1 + z 1 − z ] μ / 2 2 F 1 ( − λ , λ + 1 ; 1 − μ ; 1 − z 2 ) {\displaystyle P_{\lambda }^{\mu }(z)={\frac {1}{\Gamma (1-\mu )}}\left[{\frac {1+z}{1-z}}\right]^{\mu /2}\,_{2}F_{1}(-\lambda ,\lambda +1;1-\mu ;{\frac {1-z}{2}})}

where Γ {\displaystyle \Gamma } is the gamma function and 2 F 1 {\displaystyle _{2}F_{1}} is the hypergeometric function

2 F 1 ( α , β ; γ ; z ) = Γ ( γ ) Γ ( α ) Γ ( β ) ∑ n = 0 ∞ Γ ( n + α ) Γ ( n + β ) Γ ( n + γ )   n ! z n , {\displaystyle \,_{2}F_{1}(\alpha ,\beta ;\gamma ;z)={\frac {\Gamma (\gamma )}{\Gamma (\alpha )\Gamma (\beta )}}\sum _{n=0}^{\infty }{\frac {\Gamma (n+\alpha )\Gamma (n+\beta )}{\Gamma (n+\gamma )\ n!}}z^{n},}

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

( 1 − z 2 ) y ″ − 2 z y ′ + ( λ [ λ + 1 ] − μ 2 1 − z 2 ) y = 0. {\displaystyle (1-z^{2})\,y''-2zy'+\left(\lambda [\lambda +1]-{\frac {\mu ^{2}}{1-z^{2}}}\right)\,y=0.\,}

Since this is a second order differential equation, it has a second solution, Q λ μ ( z ) {\displaystyle Q_{\lambda }^{\mu }(z)} , defined as:

Q λ μ ( z ) = π   Γ ( λ + μ + 1 ) 2 λ + 1 Γ ( λ + 3 / 2 ) 1 z λ + μ + 1 ( 1 − z 2 ) μ / 2 2 F 1 ( λ + μ + 1 2 , λ + μ + 2 2 ; λ + 3 2 ; 1 z 2 ) {\displaystyle Q_{\lambda }^{\mu }(z)={\frac {{\sqrt {\pi }}\ \Gamma (\lambda +\mu +1)}{2^{\lambda +1}\Gamma (\lambda +3/2)}}{\frac {1}{z^{\lambda +\mu +1}}}(1-z^{2})^{\mu /2}\,_{2}F_{1}\left({\frac {\lambda +\mu +1}{2}},{\frac {\lambda +\mu +2}{2}};\lambda +{\frac {3}{2}};{\frac {1}{z^{2}}}\right)}

P λ μ ( z ) {\displaystyle P_{\lambda }^{\mu }(z)} and Q λ μ ( z ) {\displaystyle Q_{\lambda }^{\mu }(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 {\displaystyle x=\cos \theta } :

P ℓ m ( cos ⁡ θ ) = ( − 1 ) m ( sin ⁡ θ ) m   d m d ( cos ⁡ θ ) m ( P ℓ ( cos ⁡ θ ) ) {\displaystyle P_{\ell }^{m}(\cos \theta )=(-1)^{m}(\sin \theta )^{m}\ {\frac {d^{m}}{d(\cos \theta )^{m}}}\left(P_{\ell }(\cos \theta )\right)}

Using the relation ( 1 − x 2 ) 1 / 2 = sin ⁡ θ {\displaystyle (1-x^{2})^{1/2}=\sin \theta } , the list given above yields the first few polynomials, parameterized this way, as:

P 0 0 ( cos ⁡ θ ) = 1 P 1 0 ( cos ⁡ θ ) = cos ⁡ θ P 1 1 ( cos ⁡ θ ) = − sin ⁡ θ P 2 0 ( cos ⁡ θ ) = 1 2 ( 3 cos 2 ⁡ θ − 1 ) P 2 1 ( cos ⁡ θ ) = − 3 cos ⁡ θ sin ⁡ θ P 2 2 ( cos ⁡ θ ) = 3 sin 2 ⁡ θ P 3 0 ( cos ⁡ θ ) = 1 2 ( 5 cos 3 ⁡ θ − 3 cos ⁡ θ ) P 3 1 ( cos ⁡ θ ) = − 3 2 ( 5 cos 2 ⁡ θ − 1 ) sin ⁡ θ P 3 2 ( cos ⁡ θ ) = 15 cos ⁡ θ sin 2 ⁡ θ P 3 3 ( cos ⁡ θ ) = − 15 sin 3 ⁡ θ P 4 0 ( cos ⁡ θ ) = 1 8 ( 35 cos 4 ⁡ θ − 30 cos 2 ⁡ θ + 3 ) P 4 1 ( cos ⁡ θ ) = − 5 2 ( 7 cos 3 ⁡ θ − 3 cos ⁡ θ ) sin ⁡ θ P 4 2 ( cos ⁡ θ ) = 15 2 ( 7 cos 2 ⁡ θ − 1 ) sin 2 ⁡ θ P 4 3 ( cos ⁡ θ ) = − 105 cos ⁡ θ sin 3 ⁡ θ P 4 4 ( cos ⁡ θ ) = 105 sin 4 ⁡ θ {\displaystyle {\begin{aligned}P_{0}^{0}(\cos \theta )&=1\\[8pt]P_{1}^{0}(\cos \theta )&=\cos \theta \\[8pt]P_{1}^{1}(\cos \theta )&=-\sin \theta \\[8pt]P_{2}^{0}(\cos \theta )&={\tfrac {1}{2}}(3\cos ^{2}\theta -1)\\[8pt]P_{2}^{1}(\cos \theta )&=-3\cos \theta \sin \theta \\[8pt]P_{2}^{2}(\cos \theta )&=3\sin ^{2}\theta \\[8pt]P_{3}^{0}(\cos \theta )&={\tfrac {1}{2}}(5\cos ^{3}\theta -3\cos \theta )\\[8pt]P_{3}^{1}(\cos \theta )&=-{\tfrac {3}{2}}(5\cos ^{2}\theta -1)\sin \theta \\[8pt]P_{3}^{2}(\cos \theta )&=15\cos \theta \sin ^{2}\theta \\[8pt]P_{3}^{3}(\cos \theta )&=-15\sin ^{3}\theta \\[8pt]P_{4}^{0}(\cos \theta )&={\tfrac {1}{8}}(35\cos ^{4}\theta -30\cos ^{2}\theta +3)\\[8pt]P_{4}^{1}(\cos \theta )&=-{\tfrac {5}{2}}(7\cos ^{3}\theta -3\cos \theta )\sin \theta \\[8pt]P_{4}^{2}(\cos \theta )&={\tfrac {15}{2}}(7\cos ^{2}\theta -1)\sin ^{2}\theta \\[8pt]P_{4}^{3}(\cos \theta )&=-105\cos \theta \sin ^{3}\theta \\[8pt]P_{4}^{4}(\cos \theta )&=105\sin ^{4}\theta \end{aligned}}}

The orthogonality relations given above become in this formulation: for fixed m, P ℓ m ( cos ⁡ θ ) {\displaystyle P_{\ell }^{m}(\cos \theta )} are orthogonal, parameterized by θ over [ 0 , π ] {\displaystyle [0,\pi ]} , with weight sin ⁡ θ {\displaystyle \sin \theta } :

∫ 0 π P k m ( cos ⁡ θ ) P ℓ m ( cos ⁡ θ ) sin ⁡ θ d θ = 2 ( ℓ + m ) ! ( 2 ℓ + 1 ) ( ℓ − m ) !   δ k , ℓ {\displaystyle \int _{0}^{\pi }P_{k}^{m}(\cos \theta )P_{\ell }^{m}(\cos \theta )\,\sin \theta \,d\theta ={\frac {2(\ell +m)!}{(2\ell +1)(\ell -m)!}}\ \delta _{k,\ell }}

Also, for fixed :

∫ 0 π P ℓ m ( cos ⁡ θ ) P ℓ n ( cos ⁡ θ ) csc ⁡ θ d θ = { 0 if  m ≠ n ( ℓ + m ) ! m ( ℓ − m ) ! if  m = n ≠ 0 ∞ if  m = n = 0 {\displaystyle \int _{0}^{\pi }P_{\ell }^{m}(\cos \theta )P_{\ell }^{n}(\cos \theta )\csc \theta \,d\theta ={\begin{cases}0&{\text{if }}m\neq n\\{\frac {(\ell +m)!}{m(\ell -m)!}}&{\text{if }}m=n\neq 0\\\infty &{\text{if }}m=n=0\end{cases}}}

In terms of θ, P ℓ m ( cos ⁡ θ ) {\displaystyle P_{\ell }^{m}(\cos \theta )} are solutions of

d 2 y d θ 2 + cot ⁡ θ d y d θ + [ λ − m 2 sin 2 ⁡ θ ] y = 0 {\displaystyle {\frac {d^{2}y}{d\theta ^{2}}}+\cot \theta {\frac {dy}{d\theta }}+\left[\lambda -{\frac {m^{2}}{\sin ^{2}\theta }}\right]\,y=0\,}

More precisely, given an integer m ≥ {\displaystyle \geq } 0, the above equation has nonsingular solutions only when λ = ℓ ( ℓ + 1 ) {\displaystyle \lambda =\ell (\ell +1)\,} for an integer ≥ m, and those solutions are proportional to P ℓ m ( cos ⁡ θ ) {\displaystyle P_{\ell }^{m}(\cos \theta )} .

Applications in physics: spherical harmonics

Main article: Spherical harmonics

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 {\displaystyle \theta } used above. The longitude angle, ϕ {\displaystyle \phi } , 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).

What makes these functions useful is that they are central to the solution of the equation ∇ 2 ψ + λ ψ = 0 {\displaystyle \nabla ^{2}\psi +\lambda \psi =0} on the surface of a sphere. In spherical coordinates θ (colatitude) and φ (longitude), the Laplacian is

∇ 2 ψ = ∂ 2 ψ ∂ θ 2 + cot ⁡ θ ∂ ψ ∂ θ + csc 2 ⁡ θ ∂ 2 ψ ∂ ϕ 2 . {\displaystyle \nabla ^{2}\psi ={\frac {\partial ^{2}\psi }{\partial \theta ^{2}}}+\cot \theta {\frac {\partial \psi }{\partial \theta }}+\csc ^{2}\theta {\frac {\partial ^{2}\psi }{\partial \phi ^{2}}}.}

When the partial differential equation

∂ 2 ψ ∂ θ 2 + cot ⁡ θ ∂ ψ ∂ θ + csc 2 ⁡ θ ∂ 2 ψ ∂ ϕ 2 + λ ψ = 0 {\displaystyle {\frac {\partial ^{2}\psi }{\partial \theta ^{2}}}+\cot \theta {\frac {\partial \psi }{\partial \theta }}+\csc ^{2}\theta {\frac {\partial ^{2}\psi }{\partial \phi ^{2}}}+\lambda \psi =0}

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

d 2 y d θ 2 + cot ⁡ θ d y d θ + [ λ − m 2 sin 2 ⁡ θ ] y = 0 {\displaystyle {\frac {d^{2}y}{d\theta ^{2}}}+\cot \theta {\frac {dy}{d\theta }}+\left[\lambda -{\frac {m^{2}}{\sin ^{2}\theta }}\right]\,y=0\,}

for which the solutions are P ℓ m ( cos ⁡ θ ) {\displaystyle P_{\ell }^{m}(\cos \theta )} with ℓ ≥ m {\displaystyle \ell {\geq }m} and λ = ℓ ( ℓ + 1 ) {\displaystyle \lambda =\ell (\ell +1)} .

Therefore, the equation

∇ 2 ψ + λ ψ = 0 {\displaystyle \nabla ^{2}\psi +\lambda \psi =0}

has nonsingular separated solutions only when λ = ℓ ( ℓ + 1 ) {\displaystyle \lambda =\ell (\ell +1)} , and those solutions are proportional to

P ℓ m ( cos ⁡ θ )   cos ⁡ ( m ϕ )         0 ≤ m ≤ ℓ {\displaystyle P_{\ell }^{m}(\cos \theta )\ \cos(m\phi )\ \ \ \ 0\leq m\leq \ell }

and

P ℓ m ( cos ⁡ θ )   sin ⁡ ( m ϕ )         0 < m ≤ ℓ . {\displaystyle P_{\ell }^{m}(\cos \theta )\ \sin(m\phi )\ \ \ \ 0<m\leq \ell .}

For each choice of , there are 2ℓ + 1 functions for the various values of m and choices of sine and cosine. They are all orthogonal in both and m when integrated over the surface of the sphere.

The solutions are usually written in terms of complex exponentials:

Y ℓ , m ( θ , ϕ ) = ( 2 ℓ + 1 ) ( ℓ − m ) ! 4 π ( ℓ + m ) !   P ℓ m ( cos ⁡ θ )   e i m ϕ − ℓ ≤ m ≤ ℓ . {\displaystyle Y_{\ell ,m}(\theta ,\phi )={\sqrt {\frac {(2\ell +1)(\ell -m)!}{4\pi (\ell +m)!}}}\ P_{\ell }^{m}(\cos \theta )\ e^{im\phi }\qquad -\ell \leq m\leq \ell .} The functions Y ℓ , m ( θ , ϕ ) {\displaystyle Y_{\ell ,m}(\theta ,\phi )} 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 identity8

Y ℓ , m ∗ ( θ , ϕ ) = ( − 1 ) m Y ℓ , − m ( θ , ϕ ) . {\displaystyle Y_{\ell ,m}^{*}(\theta ,\phi )=(-1)^{m}Y_{\ell ,-m}(\theta ,\phi ).}

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

∇ 2 ψ ( θ , ϕ ) + λ ψ ( θ , ϕ ) = 0 , {\displaystyle \nabla ^{2}\psi (\theta ,\phi )+\lambda \psi (\theta ,\phi )=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 {\displaystyle \sim 1/r} ) Legendre Polynonials in higher than 3D can be defined.9

See also

Notes and references

References

  1. Courant & Hilbert 1953, V, §10. - Courant, Richard; Hilbert, David (1953), Methods of Mathematical Physics, Volume 1, New York: Interscience Publischer, Inc

  2. Abramowitz, Milton; Stegun, Irene Ann, eds. (1983) [June 1964]. "Chapter 8". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. Vol. 55 (Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first ed.). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. p. 332. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253. 978-0-486-61272-0

  3. Doha, E. H. (1991). "The coefficients of differentiated expansions and derivatives of ultraspherical polynomials". Computers & Mathematics with Applications. 21 (2): 115–122. doi:10.1016/0898-1221(91)90089-M. ISSN 0898-1221. /wiki/Doi_(identifier)

  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. Xu, Yu-Lin (1996). "Fast evaluation of the Gaunt coefficients". Math. Comp. 65 (216): 1601–1612. doi:10.1090/S0025-5718-96-00774-0. /wiki/Doi_(identifier)

  6. Dong S.H., Lemus R., (2002), "The overlap integral of three associated Legendre polynomials", Appl. Math. Lett. 15, 541-546. http://www.sciencedirect.com/science/article/pii/S0893965902800040

  7. Mavromatis, H. A.; Alassar, R. S. (1999). "A generalized formula for the integral of three Associated Legendre Polynomials". Appl. Math. Lett. 12 (3): 101–105. doi:10.1016/S0893-9659(98)00180-3. /wiki/Doi_(identifier)

  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. /wiki/Wigner_D-matrix

  9. Campos, L. M. B. C.; Cunha, F. S. R. P. (2012). "On hyperspherical Legendre polynomials and higher dimensional multipole expansions" (PDF). J. Inequal. Spec. Func. 3 (3). http://ilirias.com/jiasf/repository/docs/JIASF3-3-1.pdf