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Legendre polynomials

In mathematics, Legendre polynomials, named after Adrien-Marie Legendre (1782), are a system of complete and orthogonal polynomials with a vast number of mathematical properties and numerous applications. They can be defined in many ways, and the various definitions highlight different aspects as well as suggest generalizations and connections to different mathematical structures and physical and numerical applications.

The first six Legendre polynomials

Closely related to the Legendre polynomials are associated Legendre polynomials, Legendre functions, Legendre functions of the second kind, and associated Legendre functions.

Definition by construction as an orthogonal system

In this approach, the polynomials are defined as an orthogonal system with respect to the weight function   over the interval  . That is,   is a polynomial of degree  , such that

 

With the additional standardization condition  , all the polynomials can be uniquely determined. We then start the construction process:   is the only correctly standardized polynomial of degree 0.   must be orthogonal to  , leading to  , and   is determined by demanding orthogonality to   and  , and so on.   is fixed by demanding orthogonality to all   with  . This gives   conditions, which, along with the standardization   fixes all   coefficients in  . With work, all the coefficients of every polynomial can be systematically determined, leading to the explicit representation in powers of   given below.

This definition of the  's is the simplest one. It does not appeal to the theory of differential equations. Second, the completeness of the polynomials follows immediately from the completeness of the powers 1,  . Finally, by defining them via orthogonality with respect to the most obvious weight function on a finite interval, it sets up the Legendre polynomials as one of the three classical orthogonal polynomial systems. The other two are the Laguerre polynomials, which are orthogonal over the half line  , and the Hermite polynomials, orthogonal over the full line  , with weight functions that are the most natural analytic functions that ensure convergence of all integrals.

Definition via generating function

The Legendre polynomials can also be defined as the coefficients in a formal expansion in powers of   of the generating function[1]

 

 

 

 

 

(2)

The coefficient of   is a polynomial in   of degree   with  . Expanding up to   gives

 
Expansion to higher orders gets increasingly cumbersome, but is possible to do systematically, and again leads to one of the explicit forms given below.

It is possible to obtain the higher  's without resorting to direct expansion of the Taylor series, however. Eq. 2 is differentiated with respect to t on both sides and rearranged to obtain

 
Replacing the quotient of the square root with its definition in Eq. 2, and equating the coefficients of powers of t in the resulting expansion gives Bonnet’s recursion formula
 
This relation, along with the first two polynomials P0 and P1, allows all the rest to be generated recursively.

The generating function approach is directly connected to the multipole expansion in electrostatics, as explained below, and is how the polynomials were first defined by Legendre in 1782.

Definition via differential equation

A third definition is in terms of solutions to Legendre's differential equation:

 

 

 

 

 

(1)

This differential equation has regular singular points at x = ±1 so if a solution is sought using the standard Frobenius or power series method, a series about the origin will only converge for |x| < 1 in general. When n is an integer, the solution Pn(x) that is regular at x = 1 is also regular at x = −1, and the series for this solution terminates (i.e. it is a polynomial). The orthogonality and completeness of these solutions is best seen from the viewpoint of Sturm–Liouville theory. We rewrite the differential equation as an eigenvalue problem,

 
with the eigenvalue   in lieu of  . If we demand that the solution be regular at  , the differential operator on the left is Hermitian. The eigenvalues are found to be of the form n(n + 1), with   and the eigenfunctions are the  . The orthogonality and completeness of this set of solutions follows at once from the larger framework of Sturm–Liouville theory.

The differential equation admits another, non-polynomial solution, the Legendre functions of the second kind  . A two-parameter generalization of (Eq. 1) is called Legendre's general differential equation, solved by the Associated Legendre polynomials. Legendre functions are solutions of Legendre's differential equation (generalized or not) with non-integer parameters.

In physical settings, Legendre's differential equation arises naturally whenever one solves Laplace's equation (and related partial differential equations) by separation of variables in spherical coordinates. From this standpoint, the eigenfunctions of the angular part of the Laplacian operator are the spherical harmonics, of which the Legendre polynomials are (up to a multiplicative constant) the subset that is left invariant by rotations about the polar axis. The polynomials appear as   where   is the polar angle. This approach to the Legendre polynomials provides a deep connection to rotational symmetry. Many of their properties which are found laboriously through the methods of analysis — for example the addition theorem — are more easily found using the methods of symmetry and group theory, and acquire profound physical and geometrical meaning.

Orthogonality and completeness

The standardization   fixes the normalization of the Legendre polynomials (with respect to the L2 norm on the interval −1 ≤ x ≤ 1). Since they are also orthogonal with respect to the same norm, the two statements[clarification needed] can be combined into the single equation,

 
(where δmn denotes the Kronecker delta, equal to 1 if m = n and to 0 otherwise). This normalization is most readily found by employing Rodrigues' formula, given below.

That the polynomials are complete means the following. Given any piecewise continuous function   with finitely many discontinuities in the interval [−1, 1], the sequence of sums

 
converges in the mean to   as  , provided we take
 

This completeness property underlies all the expansions discussed in this article, and is often stated in the form

 
with −1 ≤ x ≤ 1 and −1 ≤ y ≤ 1.

Rodrigues' formula and other explicit formulas

An especially compact expression for the Legendre polynomials is given by Rodrigues' formula:

 

This formula enables derivation of a large number of properties of the  's. Among these are explicit representations such as

 
In the third representation, ⌊n/2⌋ stands for the largest integer less than or equal to n/2. The last representation, which is also immediate from the recursion formula, expresses the Legendre polynomials by simple monomials and involves the generalized form of the binomial coefficient.

The first few Legendre polynomials are:

   
0  
1  
2  
3  
4  
5  
6  
7  
8  
9  
10  

The graphs of these polynomials (up to n = 5) are shown below:

 

Applications of Legendre polynomials

Expanding a 1/r potential

The Legendre polynomials were first introduced in 1782 by Adrien-Marie Legendre[2] as the coefficients in the expansion of the Newtonian potential

 
where r and r are the lengths of the vectors x and x respectively and γ is the angle between those two vectors. The series converges when r > r. The expression gives the gravitational potential associated to a point mass or the Coulomb potential associated to a point charge. The expansion using Legendre polynomials might be useful, for instance, when integrating this expression over a continuous mass or charge distribution.

Legendre polynomials occur in the solution of Laplace's equation of the static potential, 2 Φ(x) = 0, in a charge-free region of space, using the method of separation of variables, where the boundary conditions have axial symmetry (no dependence on an azimuthal angle). Where is the axis of symmetry and θ is the angle between the position of the observer and the axis (the zenith angle), the solution for the potential will be

 

Al and Bl are to be determined according to the boundary condition of each problem.[3]

They also appear when solving the Schrödinger equation in three dimensions for a central force.

Legendre polynomials in multipole expansions

 

Legendre polynomials are also useful in expanding functions of the form (this is the same as before, written a little differently):

 
which arise naturally in multipole expansions. The left-hand side of the equation is the generating function for the Legendre polynomials.

As an example, the electric potential Φ(r,θ) (in spherical coordinates) due to a point charge located on the z-axis at z = a (see diagram right) varies as

 

If the radius r of the observation point P is greater than a, the potential may be expanded in the Legendre polynomials

 
where we have defined η = a/r < 1 and x = cos θ. This expansion is used to develop the normal multipole expansion.

Conversely, if the radius r of the observation point P is smaller than a, the potential may still be expanded in the Legendre polynomials as above, but with a and r exchanged. This expansion is the basis of interior multipole expansion.

Legendre polynomials in trigonometry

The trigonometric functions cos , also denoted as the Chebyshev polynomials Tn(cos θ) ≡ cos , can also be multipole expanded by the Legendre polynomials Pn(cos θ). The first several orders are as follows:

 

Another property is the expression for sin (n + 1)θ, which is

 

Legendre polynomials in recurrent neural networks

A recurrent neural network that contains a d-dimensional memory vector,  , can be optimized such that its neural activities obey the linear time-invariant system given by the following state-space representation:

 
 

In this case, the sliding window of   across the past   units of time is best approximated by a linear combination of the first   shifted Legendre polynomials, weighted together by the elements of   at time  :

 

When combined with deep learning methods, these networks can be trained to outperform long short-term memory units and related architectures, while using fewer computational resources.[4]

Additional properties of Legendre polynomials

Legendre polynomials have definite parity. That is, they are even or odd,[5] according to

 

Another useful property is

 
which follows from considering the orthogonality relation with  . It is convenient when a Legendre series   is used to approximate a function or experimental data: the average of the series over the interval [−1, 1] is simply given by the leading expansion coefficient  .

Since the differential equation and the orthogonality property are independent of scaling, the Legendre polynomials' definitions are "standardized" (sometimes called "normalization", but the actual norm is not 1) by being scaled so that

 

The derivative at the end point is given by

 

The Askey–Gasper inequality for Legendre polynomials reads

 

The Legendre polynomials of a scalar product of unit vectors can be expanded with spherical harmonics using

 
where the unit vectors r and r have spherical coordinates (θ, φ) and (θ′, φ′), respectively.

Recurrence relations

As discussed above, the Legendre polynomials obey the three-term recurrence relation known as Bonnet's recursion formula given by

 
and
 
or, with the alternative expression, which also holds at the endpoints
 

Useful for the integration of Legendre polynomials is

 

From the above one can see also that

 
or equivalently
 
where Pn is the norm over the interval −1 ≤ x ≤ 1
 

Asymptotics

Asymptotically, for  , the Legendre polynomials can be written as [6]

 
and for arguments of magnitude greater than 1[7]
 
where J0 and I0 are Bessel functions.

Zeros

All   zeros of   are real, distinct from each other, and lie in the interval  . Furthermore, if we regard them as dividing the interval   into   subintervals, each subinterval will contain exactly one zero of  . This is known as the interlacing property. Because of the parity property it is evident that if   is a zero of  , so is  . These zeros play an important role in numerical integration based on Gaussian quadrature. The specific quadrature based on the  's is known as Gauss-Legendre quadrature.

From this property and the facts that  , it follows that   has   local minima and maxima in  . Equivalently,   has   zeros in  .

Pointwise evaluations

The parity and normalization implicate the values at the boundaries   to be

 
At the origin   one can show that the values are given by
 

Legendre polynomials with transformed argument

Shifted Legendre polynomials

The shifted Legendre polynomials are defined as

 
Here the "shifting" function x ↦ 2x − 1 is an affine transformation that bijectively maps the interval [0, 1] to the interval [−1, 1], implying that the polynomials n(x) are orthogonal on [0, 1]:
 

An explicit expression for the shifted Legendre polynomials is given by

 

The analogue of Rodrigues' formula for the shifted Legendre polynomials is

 

The first few shifted Legendre polynomials are:

   
0  
1  
2  
3  
4  
5  

Legendre rational functions

The Legendre rational functions are a sequence of orthogonal functions on [0, ∞). They are obtained by composing the Cayley transform with Legendre polynomials.

A rational Legendre function of degree n is defined as:

 

They are eigenfunctions of the singular Sturm–Liouville problem:

 
with eigenvalues
 

See also

Notes

  1. ^ Arfken & Weber 2005, p.743
  2. ^ Legendre, A.-M. (1785) [1782]. (PDF). Mémoires de Mathématiques et de Physique, présentés à l'Académie Royale des Sciences, par divers savans, et lus dans ses Assemblées (in French). Vol. X. Paris. pp. 411–435. Archived from the original (PDF) on 2009-09-20.
  3. ^ Jackson, J. D. (1999). Classical Electrodynamics (3rd ed.). Wiley & Sons. p. 103. ISBN 978-0-471-30932-1.
  4. ^ Voelker, Aaron R.; Kajić, Ivana; Eliasmith, Chris (2019). Legendre Memory Units: Continuous-Time Representation in Recurrent Neural Networks (PDF). Advances in Neural Information Processing Systems.
  5. ^ Arfken & Weber 2005, p.753
  6. ^ Szegő, Gábor (1975). Orthogonal polynomials (4th ed.). Providence: American Mathematical Society. pp. 194 (Theorem 8.21.2). ISBN 0821810235. OCLC 1683237.
  7. ^ "DLMF: 14.15 Uniform Asymptotic Approximations".

References

External links

  • A quick informal derivation of the Legendre polynomial in the context of the quantum mechanics of hydrogen
  • "Legendre polynomials", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
  • Wolfram MathWorld entry on Legendre polynomials
  • Legendre Polynomials from Hyperphysics

legendre, polynomials, legendre, homogeneous, equation, legendre, equation, mathematics, named, after, adrien, marie, legendre, 1782, system, complete, orthogonal, polynomials, with, vast, number, mathematical, properties, numerous, applications, they, defined. For Legendre s Homogeneous equation see Legendre s equation In mathematics Legendre polynomials named after Adrien Marie Legendre 1782 are a system of complete and orthogonal polynomials with a vast number of mathematical properties and numerous applications They can be defined in many ways and the various definitions highlight different aspects as well as suggest generalizations and connections to different mathematical structures and physical and numerical applications The first six Legendre polynomials Closely related to the Legendre polynomials are associated Legendre polynomials Legendre functions Legendre functions of the second kind and associated Legendre functions Contents 1 Definition by construction as an orthogonal system 2 Definition via generating function 3 Definition via differential equation 4 Orthogonality and completeness 5 Rodrigues formula and other explicit formulas 6 Applications of Legendre polynomials 6 1 Expanding a 1 r potential 6 2 Legendre polynomials in multipole expansions 6 3 Legendre polynomials in trigonometry 6 4 Legendre polynomials in recurrent neural networks 7 Additional properties of Legendre polynomials 7 1 Recurrence relations 7 2 Asymptotics 7 3 Zeros 7 4 Pointwise evaluations 8 Legendre polynomials with transformed argument 8 1 Shifted Legendre polynomials 8 2 Legendre rational functions 9 See also 10 Notes 11 References 12 External linksDefinition by construction as an orthogonal system EditIn this approach the polynomials are defined as an orthogonal system with respect to the weight function w x 1 displaystyle w x 1 over the interval 1 1 displaystyle 1 1 That is P n x displaystyle P n x is a polynomial of degree n displaystyle n such that 1 1 P m x P n x d x 0 if n m displaystyle int 1 1 P m x P n x dx 0 quad text if n neq m With the additional standardization condition P n 1 1 displaystyle P n 1 1 all the polynomials can be uniquely determined We then start the construction process P 0 x 1 displaystyle P 0 x 1 is the only correctly standardized polynomial of degree 0 P 1 x displaystyle P 1 x must be orthogonal to P 0 displaystyle P 0 leading to P 1 x x displaystyle P 1 x x and P 2 x displaystyle P 2 x is determined by demanding orthogonality to P 0 displaystyle P 0 and P 1 displaystyle P 1 and so on P n displaystyle P n is fixed by demanding orthogonality to all P m displaystyle P m with m lt n displaystyle m lt n This gives n displaystyle n conditions which along with the standardization P n 1 1 displaystyle P n 1 1 fixes all n 1 displaystyle n 1 coefficients in P n x displaystyle P n x With work all the coefficients of every polynomial can be systematically determined leading to the explicit representation in powers of x displaystyle x given below This definition of the P n displaystyle P n s is the simplest one It does not appeal to the theory of differential equations Second the completeness of the polynomials follows immediately from the completeness of the powers 1 x x 2 x 3 displaystyle x x 2 x 3 ldots Finally by defining them via orthogonality with respect to the most obvious weight function on a finite interval it sets up the Legendre polynomials as one of the three classical orthogonal polynomial systems The other two are the Laguerre polynomials which are orthogonal over the half line 0 displaystyle 0 infty and the Hermite polynomials orthogonal over the full line displaystyle infty infty with weight functions that are the most natural analytic functions that ensure convergence of all integrals Definition via generating function EditThe Legendre polynomials can also be defined as the coefficients in a formal expansion in powers of t displaystyle t of the generating function 1 1 1 2 x t t 2 n 0 P n x t n displaystyle frac 1 sqrt 1 2xt t 2 sum n 0 infty P n x t n 2 The coefficient of t n displaystyle t n is a polynomial in x displaystyle x of degree n displaystyle n with x 1 displaystyle x leq 1 Expanding up to t 1 displaystyle t 1 givesP 0 x 1 P 1 x x displaystyle P 0 x 1 quad P 1 x x Expansion to higher orders gets increasingly cumbersome but is possible to do systematically and again leads to one of the explicit forms given below It is possible to obtain the higher P n displaystyle P n s without resorting to direct expansion of the Taylor series however Eq 2 is differentiated with respect to t on both sides and rearranged to obtainx t 1 2 x t t 2 1 2 x t t 2 n 1 n P n x t n 1 displaystyle frac x t sqrt 1 2xt t 2 left 1 2xt t 2 right sum n 1 infty nP n x t n 1 Replacing the quotient of the square root with its definition in Eq 2 and equating the coefficients of powers of t in the resulting expansion gives Bonnet s recursion formula n 1 P n 1 x 2 n 1 x P n x n P n 1 x displaystyle n 1 P n 1 x 2n 1 xP n x nP n 1 x This relation along with the first two polynomials P0 and P1 allows all the rest to be generated recursively The generating function approach is directly connected to the multipole expansion in electrostatics as explained below and is how the polynomials were first defined by Legendre in 1782 Definition via differential equation EditA third definition is in terms of solutions to Legendre s differential equation 1 x 2 P n x 2 x P n x n n 1 P n x 0 displaystyle 1 x 2 P n x 2xP n x n n 1 P n x 0 1 This differential equation has regular singular points at x 1 so if a solution is sought using the standard Frobenius or power series method a series about the origin will only converge for x lt 1 in general When n is an integer the solution Pn x that is regular at x 1 is also regular at x 1 and the series for this solution terminates i e it is a polynomial The orthogonality and completeness of these solutions is best seen from the viewpoint of Sturm Liouville theory We rewrite the differential equation as an eigenvalue problem d d x 1 x 2 d d x P x l P x displaystyle frac d dx left left 1 x 2 right frac d dx right P x lambda P x with the eigenvalue l displaystyle lambda in lieu of n n 1 displaystyle n n 1 If we demand that the solution be regular at x 1 displaystyle x pm 1 the differential operator on the left is Hermitian The eigenvalues are found to be of the form n n 1 with n 0 1 2 displaystyle n 0 1 2 ldots and the eigenfunctions are the P n x displaystyle P n x The orthogonality and completeness of this set of solutions follows at once from the larger framework of Sturm Liouville theory The differential equation admits another non polynomial solution the Legendre functions of the second kind Q n displaystyle Q n A two parameter generalization of Eq 1 is called Legendre s general differential equation solved by the Associated Legendre polynomials Legendre functions are solutions of Legendre s differential equation generalized or not with non integer parameters In physical settings Legendre s differential equation arises naturally whenever one solves Laplace s equation and related partial differential equations by separation of variables in spherical coordinates From this standpoint the eigenfunctions of the angular part of the Laplacian operator are the spherical harmonics of which the Legendre polynomials are up to a multiplicative constant the subset that is left invariant by rotations about the polar axis The polynomials appear as P n cos 8 displaystyle P n cos theta where 8 displaystyle theta is the polar angle This approach to the Legendre polynomials provides a deep connection to rotational symmetry Many of their properties which are found laboriously through the methods of analysis for example the addition theorem are more easily found using the methods of symmetry and group theory and acquire profound physical and geometrical meaning Orthogonality and completeness EditThe standardization P n 1 1 displaystyle P n 1 1 fixes the normalization of the Legendre polynomials with respect to the L2 norm on the interval 1 x 1 Since they are also orthogonal with respect to the same norm the two statements clarification needed can be combined into the single equation 1 1 P m x P n x d x 2 2 n 1 d m n displaystyle int 1 1 P m x P n x dx frac 2 2n 1 delta mn where dmn denotes the Kronecker delta equal to 1 if m n and to 0 otherwise This normalization is most readily found by employing Rodrigues formula given below That the polynomials are complete means the following Given any piecewise continuous function f x displaystyle f x with finitely many discontinuities in the interval 1 1 the sequence of sumsf n x ℓ 0 n a ℓ P ℓ x displaystyle f n x sum ell 0 n a ell P ell x converges in the mean to f x displaystyle f x as n displaystyle n to infty provided we take a ℓ 2 ℓ 1 2 1 1 f x P ℓ x d x displaystyle a ell frac 2 ell 1 2 int 1 1 f x P ell x dx This completeness property underlies all the expansions discussed in this article and is often stated in the form ℓ 0 2 ℓ 1 2 P ℓ x P ℓ y d x y displaystyle sum ell 0 infty frac 2 ell 1 2 P ell x P ell y delta x y with 1 x 1 and 1 y 1 Rodrigues formula and other explicit formulas EditAn especially compact expression for the Legendre polynomials is given by Rodrigues formula P n x 1 2 n n d n d x n x 2 1 n displaystyle P n x frac 1 2 n n frac d n dx n x 2 1 n This formula enables derivation of a large number of properties of the P n displaystyle P n s Among these are explicit representations such asP n x 1 2 n k 0 n n k 2 x 1 n k x 1 k P n x k 0 n n k n k k x 1 2 k P n x 1 2 n k 0 n 2 1 k n k 2 n 2 k n x n 2 k P n x 2 n k 0 n x k n k n k 1 2 n displaystyle begin aligned P n x amp frac 1 2 n sum k 0 n binom n k 2 x 1 n k x 1 k P n x amp sum k 0 n binom n k binom n k k left frac x 1 2 right k P n x amp frac 1 2 n sum k 0 left lfloor frac n 2 right rfloor 1 k binom n k binom 2n 2k n x n 2k P n x amp 2 n sum k 0 n x k binom n k binom frac n k 1 2 n end aligned In the third representation n 2 stands for the largest integer less than or equal to n 2 The last representation which is also immediate from the recursion formula expresses the Legendre polynomials by simple monomials and involves the generalized form of the binomial coefficient The first few Legendre polynomials are n displaystyle n P n x displaystyle P n x 0 1 textstyle 1 1 x textstyle x 2 1 2 3 x 2 1 textstyle tfrac 1 2 left 3x 2 1 right 3 1 2 5 x 3 3 x textstyle tfrac 1 2 left 5x 3 3x right 4 1 8 35 x 4 30 x 2 3 textstyle tfrac 1 8 left 35x 4 30x 2 3 right 5 1 8 63 x 5 70 x 3 15 x textstyle tfrac 1 8 left 63x 5 70x 3 15x right 6 1 16 231 x 6 315 x 4 105 x 2 5 textstyle tfrac 1 16 left 231x 6 315x 4 105x 2 5 right 7 1 16 429 x 7 693 x 5 315 x 3 35 x textstyle tfrac 1 16 left 429x 7 693x 5 315x 3 35x right 8 1 128 6435 x 8 12012 x 6 6930 x 4 1260 x 2 35 textstyle tfrac 1 128 left 6435x 8 12012x 6 6930x 4 1260x 2 35 right 9 1 128 12155 x 9 25740 x 7 18018 x 5 4620 x 3 315 x textstyle tfrac 1 128 left 12155x 9 25740x 7 18018x 5 4620x 3 315x right 10 1 256 46189 x 10 109395 x 8 90090 x 6 30030 x 4 3465 x 2 63 textstyle tfrac 1 256 left 46189x 10 109395x 8 90090x 6 30030x 4 3465x 2 63 right The graphs of these polynomials up to n 5 are shown below Applications of Legendre polynomials EditExpanding a 1 r potential Edit The Legendre polynomials were first introduced in 1782 by Adrien Marie Legendre 2 as the coefficients in the expansion of the Newtonian potential1 x x 1 r 2 r 2 2 r r cos g ℓ 0 r ℓ r ℓ 1 P ℓ cos g displaystyle frac 1 left mathbf x mathbf x right frac 1 sqrt r 2 r 2 2r r cos gamma sum ell 0 infty frac r ell r ell 1 P ell cos gamma where r and r are the lengths of the vectors x and x respectively and g is the angle between those two vectors The series converges when r gt r The expression gives the gravitational potential associated to a point mass or the Coulomb potential associated to a point charge The expansion using Legendre polynomials might be useful for instance when integrating this expression over a continuous mass or charge distribution Legendre polynomials occur in the solution of Laplace s equation of the static potential 2 F x 0 in a charge free region of space using the method of separation of variables where the boundary conditions have axial symmetry no dependence on an azimuthal angle Where ẑ is the axis of symmetry and 8 is the angle between the position of the observer and the ẑ axis the zenith angle the solution for the potential will beF r 8 ℓ 0 A ℓ r ℓ B ℓ r ℓ 1 P ℓ cos 8 displaystyle Phi r theta sum ell 0 infty left A ell r ell B ell r ell 1 right P ell cos theta Al and Bl are to be determined according to the boundary condition of each problem 3 They also appear when solving the Schrodinger equation in three dimensions for a central force Legendre polynomials in multipole expansions Edit Legendre polynomials are also useful in expanding functions of the form this is the same as before written a little differently 1 1 h 2 2 h x k 0 h k P k x displaystyle frac 1 sqrt 1 eta 2 2 eta x sum k 0 infty eta k P k x which arise naturally in multipole expansions The left hand side of the equation is the generating function for the Legendre polynomials As an example the electric potential F r 8 in spherical coordinates due to a point charge located on the z axis at z a see diagram right varies asF r 8 1 R 1 r 2 a 2 2 a r cos 8 displaystyle Phi r theta propto frac 1 R frac 1 sqrt r 2 a 2 2ar cos theta If the radius r of the observation point P is greater than a the potential may be expanded in the Legendre polynomialsF r 8 1 r k 0 a r k P k cos 8 displaystyle Phi r theta propto frac 1 r sum k 0 infty left frac a r right k P k cos theta where we have defined h a r lt 1 and x cos 8 This expansion is used to develop the normal multipole expansion Conversely if the radius r of the observation point P is smaller than a the potential may still be expanded in the Legendre polynomials as above but with a and r exchanged This expansion is the basis of interior multipole expansion Legendre polynomials in trigonometry Edit The trigonometric functions cos n8 also denoted as the Chebyshev polynomials Tn cos 8 cos n8 can also be multipole expanded by the Legendre polynomials Pn cos 8 The first several orders are as follows T 0 cos 8 1 P 0 cos 8 T 1 cos 8 cos 8 P 1 cos 8 T 2 cos 8 cos 2 8 1 3 4 P 2 cos 8 P 0 cos 8 T 3 cos 8 cos 3 8 1 5 8 P 3 cos 8 3 P 1 cos 8 T 4 cos 8 cos 4 8 1 105 192 P 4 cos 8 80 P 2 cos 8 7 P 0 cos 8 T 5 cos 8 cos 5 8 1 63 128 P 5 cos 8 56 P 3 cos 8 9 P 1 cos 8 T 6 cos 8 cos 6 8 1 1155 2560 P 6 cos 8 1152 P 4 cos 8 220 P 2 cos 8 33 P 0 cos 8 displaystyle begin aligned T 0 cos theta amp 1 amp amp P 0 cos theta 4pt T 1 cos theta amp cos theta amp amp P 1 cos theta 4pt T 2 cos theta amp cos 2 theta amp amp tfrac 1 3 bigl 4P 2 cos theta P 0 cos theta bigr 4pt T 3 cos theta amp cos 3 theta amp amp tfrac 1 5 bigl 8P 3 cos theta 3P 1 cos theta bigr 4pt T 4 cos theta amp cos 4 theta amp amp tfrac 1 105 bigl 192P 4 cos theta 80P 2 cos theta 7P 0 cos theta bigr 4pt T 5 cos theta amp cos 5 theta amp amp tfrac 1 63 bigl 128P 5 cos theta 56P 3 cos theta 9P 1 cos theta bigr 4pt T 6 cos theta amp cos 6 theta amp amp tfrac 1 1155 bigl 2560P 6 cos theta 1152P 4 cos theta 220P 2 cos theta 33P 0 cos theta bigr end aligned Another property is the expression for sin n 1 8 which issin n 1 8 sin 8 ℓ 0 n P ℓ cos 8 P n ℓ cos 8 displaystyle frac sin n 1 theta sin theta sum ell 0 n P ell cos theta P n ell cos theta Legendre polynomials in recurrent neural networks Edit A recurrent neural network that contains a d dimensional memory vector m R d displaystyle mathbf m in mathbb R d can be optimized such that its neural activities obey the linear time invariant system given by the following state space representation 8 m t A m t B u t displaystyle theta dot mathbf m t A mathbf m t Bu t A a i j R d d a i j 2 i 1 1 i lt j 1 i j 1 i j B b i R d 1 b i 2 i 1 1 i displaystyle begin aligned A amp left a right ij in mathbb R d times d text quad amp amp a ij left 2i 1 right begin cases 1 amp i lt j 1 i j 1 amp i geq j end cases B amp left b right i in mathbb R d times 1 text quad amp amp b i 2i 1 1 i end aligned In this case the sliding window of u displaystyle u across the past 8 displaystyle theta units of time is best approximated by a linear combination of the first d displaystyle d shifted Legendre polynomials weighted together by the elements of m displaystyle mathbf m at time t displaystyle t u t 8 ℓ 0 d 1 P ℓ 8 8 m ℓ t 0 8 8 displaystyle u t theta approx sum ell 0 d 1 widetilde P ell left frac theta theta right m ell t quad 0 leq theta leq theta When combined with deep learning methods these networks can be trained to outperform long short term memory units and related architectures while using fewer computational resources 4 Additional properties of Legendre polynomials EditLegendre polynomials have definite parity That is they are even or odd 5 according toP n x 1 n P n x displaystyle P n x 1 n P n x Another useful property is 1 1 P n x d x 0 for n 1 displaystyle int 1 1 P n x dx 0 text for n geq 1 which follows from considering the orthogonality relation with P 0 x 1 displaystyle P 0 x 1 It is convenient when a Legendre series i a i P i textstyle sum i a i P i is used to approximate a function or experimental data the average of the series over the interval 1 1 is simply given by the leading expansion coefficient a 0 displaystyle a 0 Since the differential equation and the orthogonality property are independent of scaling the Legendre polynomials definitions are standardized sometimes called normalization but the actual norm is not 1 by being scaled so thatP n 1 1 displaystyle P n 1 1 The derivative at the end point is given byP n 1 n n 1 2 displaystyle P n 1 frac n n 1 2 The Askey Gasper inequality for Legendre polynomials reads j 0 n P j x 0 for x 1 displaystyle sum j 0 n P j x geq 0 quad text for quad x geq 1 The Legendre polynomials of a scalar product of unit vectors can be expanded with spherical harmonics usingP ℓ r r 4 p 2 ℓ 1 m ℓ ℓ Y ℓ m 8 f Y ℓ m 8 f displaystyle P ell left r cdot r right frac 4 pi 2 ell 1 sum m ell ell Y ell m theta varphi Y ell m theta varphi where the unit vectors r and r have spherical coordinates 8 f and 8 f respectively Recurrence relations Edit As discussed above the Legendre polynomials obey the three term recurrence relation known as Bonnet s recursion formula given by n 1 P n 1 x 2 n 1 x P n x n P n 1 x displaystyle n 1 P n 1 x 2n 1 xP n x nP n 1 x and x 2 1 n d d x P n x x P n x P n 1 x displaystyle frac x 2 1 n frac d dx P n x xP n x P n 1 x or with the alternative expression which also holds at the endpoints d d x P n 1 x n 1 P n x x d d x P n x displaystyle frac d dx P n 1 x n 1 P n x x frac d dx P n x Useful for the integration of Legendre polynomials is 2 n 1 P n x d d x P n 1 x P n 1 x displaystyle 2n 1 P n x frac d dx bigl P n 1 x P n 1 x bigr From the above one can see also thatd d x P n 1 x 2 n 1 P n x 2 n 2 1 P n 2 x 2 n 4 1 P n 4 x displaystyle frac d dx P n 1 x 2n 1 P n x bigl 2 n 2 1 bigr P n 2 x bigl 2 n 4 1 bigr P n 4 x cdots or equivalently d d x P n 1 x 2 P n x P n 2 2 P n 2 x P n 2 2 displaystyle frac d dx P n 1 x frac 2P n x left P n right 2 frac 2P n 2 x left P n 2 right 2 cdots where Pn is the norm over the interval 1 x 1 P n 1 1 P n x 2 d x 2 2 n 1 displaystyle P n sqrt int 1 1 bigl P n x bigr 2 dx sqrt frac 2 2n 1 Asymptotics Edit Asymptotically for ℓ displaystyle ell to infty the Legendre polynomials can be written as 6 P ℓ cos 8 8 sin 8 J 0 ℓ 1 2 8 O ℓ 1 2 2 p ℓ sin 8 cos ℓ 1 2 8 p 4 O ℓ 3 2 8 0 p displaystyle begin aligned P ell cos theta amp sqrt frac theta sin theta J 0 ell 1 2 theta mathcal O left ell 1 right amp frac 2 sqrt 2 pi ell sin theta cos left left ell tfrac 1 2 right theta frac pi 4 right mathcal O left ell 3 2 right quad theta in 0 pi end aligned and for arguments of magnitude greater than 1 7 P ℓ cosh 3 3 sinh 3 I 0 ℓ 1 2 3 1 O ℓ 1 P ℓ 1 1 e 2 1 2 p ℓ e 1 e ℓ 1 2 1 e ℓ 2 O ℓ 1 displaystyle begin aligned P ell left cosh xi right amp sqrt frac xi sinh xi I 0 left left ell frac 1 2 right xi right left 1 mathcal O left ell 1 right right P ell left frac 1 sqrt 1 e 2 right amp frac 1 sqrt 2 pi ell e frac 1 e frac ell 1 2 1 e frac ell 2 mathcal O left ell 1 right end aligned where J0 and I0 are Bessel functions Zeros Edit All n displaystyle n zeros of P n x displaystyle P n x are real distinct from each other and lie in the interval 1 1 displaystyle 1 1 Furthermore if we regard them as dividing the interval 1 1 displaystyle 1 1 into n 1 displaystyle n 1 subintervals each subinterval will contain exactly one zero of P n 1 displaystyle P n 1 This is known as the interlacing property Because of the parity property it is evident that if x k displaystyle x k is a zero of P n x displaystyle P n x so is x k displaystyle x k These zeros play an important role in numerical integration based on Gaussian quadrature The specific quadrature based on the P n displaystyle P n s is known as Gauss Legendre quadrature From this property and the facts that P n 1 0 displaystyle P n pm 1 neq 0 it follows that P n x displaystyle P n x has n 1 displaystyle n 1 local minima and maxima in 1 1 displaystyle 1 1 Equivalently d P n x d x displaystyle dP n x dx has n 1 displaystyle n 1 zeros in 1 1 displaystyle 1 1 Pointwise evaluations Edit The parity and normalization implicate the values at the boundaries x 1 displaystyle x pm 1 to beP n 1 1 P n 1 1 for n 2 m 1 for n 2 m 1 displaystyle P n 1 1 quad P n 1 begin cases 1 amp text for quad n 2m 1 amp text for quad n 2m 1 end cases At the origin x 0 displaystyle x 0 one can show that the values are given by P n 0 1 m 4 m 2 m m 1 m 2 2 m 2 m m 2 for n 2 m 0 for n 2 m 1 displaystyle P n 0 begin cases frac 1 m 4 m tbinom 2m m frac 1 m 2 2m frac 2m left m right 2 amp text for quad n 2m 0 amp text for quad n 2m 1 end cases Legendre polynomials with transformed argument EditShifted Legendre polynomials Edit The shifted Legendre polynomials are defined asP n x P n 2 x 1 displaystyle widetilde P n x P n 2x 1 Here the shifting function x 2x 1 is an affine transformation that bijectively maps the interval 0 1 to the interval 1 1 implying that the polynomials P n x are orthogonal on 0 1 0 1 P m x P n x d x 1 2 n 1 d m n displaystyle int 0 1 widetilde P m x widetilde P n x dx frac 1 2n 1 delta mn An explicit expression for the shifted Legendre polynomials is given byP n x 1 n k 0 n n k n k k x k displaystyle widetilde P n x 1 n sum k 0 n binom n k binom n k k x k The analogue of Rodrigues formula for the shifted Legendre polynomials isP n x 1 n d n d x n x 2 x n displaystyle widetilde P n x frac 1 n frac d n dx n left x 2 x right n The first few shifted Legendre polynomials are n displaystyle n P n x displaystyle widetilde P n x 0 1 displaystyle 1 1 2 x 1 displaystyle 2x 1 2 6 x 2 6 x 1 displaystyle 6x 2 6x 1 3 20 x 3 30 x 2 12 x 1 displaystyle 20x 3 30x 2 12x 1 4 70 x 4 140 x 3 90 x 2 20 x 1 displaystyle 70x 4 140x 3 90x 2 20x 1 5 252 x 5 630 x 4 560 x 3 210 x 2 30 x 1 displaystyle 252x 5 630x 4 560x 3 210x 2 30x 1 Legendre rational functions Edit Main article Legendre rational functions The Legendre rational functions are a sequence of orthogonal functions on 0 They are obtained by composing the Cayley transform with Legendre polynomials A rational Legendre function of degree n is defined as R n x 2 x 1 P n x 1 x 1 displaystyle R n x frac sqrt 2 x 1 P n left frac x 1 x 1 right They are eigenfunctions of the singular Sturm Liouville problem x 1 x x x x 1 v x l v x 0 displaystyle x 1 partial x x partial x x 1 v x lambda v x 0 with eigenvalues l n n n 1 displaystyle lambda n n n 1 See also EditGaussian quadrature Gegenbauer polynomials Turan s inequalities Legendre wavelet Jacobi polynomials Romanovski polynomials Laplace expansion potential Notes Edit Arfken amp Weber 2005 p 743 Legendre A M 1785 1782 Recherches sur l attraction des spheroides homogenes PDF Memoires de Mathematiques et de Physique presentes a l Academie Royale des Sciences par divers savans et lus dans ses Assemblees in French Vol X Paris pp 411 435 Archived from the original PDF on 2009 09 20 Jackson J D 1999 Classical Electrodynamics 3rd ed Wiley amp Sons p 103 ISBN 978 0 471 30932 1 Voelker Aaron R Kajic Ivana Eliasmith Chris 2019 Legendre Memory Units Continuous Time Representation in Recurrent Neural Networks PDF Advances in Neural Information Processing Systems Arfken amp Weber 2005 p 753 Szego Gabor 1975 Orthogonal polynomials 4th ed Providence American Mathematical Society pp 194 Theorem 8 21 2 ISBN 0821810235 OCLC 1683237 DLMF 14 15 Uniform Asymptotic Approximations References EditAbramowitz 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 pp 332 773 ISBN 978 0 486 61272 0 LCCN 64 60036 MR 0167642 LCCN 65 12253 See also chapter 22 Arfken George B Weber Hans J 2005 Mathematical Methods for Physicists Elsevier Academic Press ISBN 0 12 059876 0 Bayin S S 2006 Mathematical Methods in Science and Engineering Wiley ch 2 ISBN 978 0 470 04142 0 Belousov S L 1962 Tables of Normalized Associated Legendre Polynomials Mathematical Tables Vol 18 Pergamon Press ISBN 978 0 08 009723 7 Courant Richard Hilbert David 1953 Methods of Mathematical Physics Vol 1 New York NY Interscience ISBN 978 0 471 50447 4 Dunster T M 2010 Legendre and Related Functions in Olver Frank W J Lozier Daniel M Boisvert Ronald F Clark Charles W eds NIST Handbook of Mathematical Functions Cambridge University Press ISBN 978 0 521 19225 5 MR 2723248 El Attar Refaat 2009 Legendre Polynomials and Functions CreateSpace ISBN 978 1 4414 9012 4 Koornwinder Tom H Wong Roderick S C Koekoek Roelof Swarttouw Rene F 2010 Orthogonal Polynomials in Olver Frank W J Lozier Daniel M Boisvert Ronald F Clark Charles W eds NIST Handbook of Mathematical Functions Cambridge University Press ISBN 978 0 521 19225 5 MR 2723248External links Edit Wikimedia Commons has media related to Legendre polynomials A quick informal derivation of the Legendre polynomial in the context of the quantum mechanics of hydrogen Legendre polynomials Encyclopedia of Mathematics EMS Press 2001 1994 Wolfram MathWorld entry on Legendre polynomials Dr James B Calvert s article on Legendre polynomials from his personal collection of mathematics The Legendre Polynomials by Carlyle E Moore Legendre Polynomials from Hyperphysics Retrieved from https en wikipedia org w index php title Legendre polynomials amp oldid 1135854592, wikipedia, wiki, book, books, library,

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