Legendre function

The general Legendre equation reads

$${\displaystyle \left(1-x^{2}\right)y''-2xy'+\left[\lambda (\lambda +1)-{\frac {\mu ^{2}}{1-x^{2}}}\right]y=0,}$$

where the numbers λ and μ may be complex, and are called the degree and order of the relevant function, respectively. The polynomial solutions when λ is an integer (denoted n), and μ = 0 are the Legendre polynomials P_n; and when λ is an integer (denoted n), and μ = m is also an integer with |m| < n are the associated Legendre polynomials. All other cases of λ and μ can be discussed as one, and the solutions are written P^μ
_λ, Q^μ
_λ. If μ = 0, the superscript is omitted, and one writes just P_λ, Q_λ. However, the solution Q_λ when λ is an integer is often discussed separately as Legendre's function of the second kind, and denoted Q_n.

This is a second order linear equation with three regular singular points (at 1, −1, and ∞). Like all such equations, it can be converted into a hypergeometric differential equation by a change of variable, and its solutions can be expressed using hypergeometric functions.

Since the differential equation is linear, homogeneous (the right hand side =zero) and of second order, it has two linearly independent solutions, which can both be expressed in terms of the hypergeometric function, ${\displaystyle _{2}F_{1}}$. With ${\displaystyle \Gamma }$ being the gamma function, the first solution is

$${\displaystyle P_{\lambda }^{\mu }(z)={\frac {1}{\Gamma (1-\mu )}}\left[{\frac {z+1}{z-1}}\right]^{\mu /2}\,_{2}F_{1}\left(-\lambda ,\lambda +1;1-\mu$$ ;{\frac {1-z}{2}}\right),\qquad {\text{for }}\ |1-z|<2}

and the second is,

$${\displaystyle Q_{\lambda }^{\mu }(z)={\frac {{\sqrt {\pi }}\ \Gamma (\lambda +\mu +1)}{2^{\lambda +1}\Gamma (\lambda +3/2)}}{\frac {e^{i\mu \pi }(z^{2}-1)^{\mu /2}}{z^{\lambda +\mu +1}}}\,_{2}F_{1}\left({\frac {\lambda +\mu +1}{2}},{\frac {\lambda +\mu +2}{2}};\lambda +{\frac {3}{2}};{\frac {1}{z^{2}}}\right),\qquad {\text{for}}\ \ |z|>1.}$$

Plot of the Legendre function of the second kind Q n(x) with n=0.5 in the complex plane from -2-2i to 2+2i with colors created with Mathematica 13.1 function ComplexPlot3D

These are generally known as Legendre functions of the first and second kind of noninteger degree, with the additional qualifier 'associated' if μ is non-zero. A useful relation between the P and Q solutions is Whipple's formula.

Positive integer order

For positive integer ${\displaystyle \mu =m\in \mathbb {N} ^{+}}$ the evaluation of ${\displaystyle P_{\lambda }^{\mu }}$ above involves cancellation of singular terms. We can find the limit valid for ${\displaystyle m\in \mathbb {N} _{0}}$ as[1]

$${\displaystyle P_{\lambda }^{m}(z)=\lim _{\mu \to m}P_{\lambda }^{\mu }(z)={\frac {(-\lambda )_{m}(\lambda +1)_{m}}{m!}}\left[{\frac {1-z}{1+z}}\right]^{m/2}\,_{2}F_{1}\left(-\lambda ,\lambda +1;1+m;{\frac {1-z}{2}}\right),}$$

with ${\displaystyle (\lambda )_{n}}$ the (rising) Pochhammer symbol.

Plot of the first five Legendre functions of the second kind.

The nonpolynomial solution for the special case of integer degree ${\displaystyle \lambda =n\in \mathbb {N} _{0}}$, and ${\displaystyle \mu =0}$, is often discussed separately. It is given by

$${\displaystyle Q_{n}(x)={\frac {n!}{1\cdot 3\cdots (2n+1)}}\left(x^{-(n+1)}+{\frac {(n+1)(n+2)}{2(2n+3)}}x^{-(n+3)}+{\frac {(n+1)(n+2)(n+3)(n+4)}{2\cdot 4(2n+3)(2n+5)}}x^{-(n+5)}+\cdots \right)}$$

This solution is necessarily singular when ${\displaystyle x=\pm 1}$.

The Legendre functions of the second kind can also be defined recursively via Bonnet's recursion formula

$${\displaystyle Q_{n}(x)={\begin{cases}{\frac {1}{2}}\log {\frac {1+x}{1-x}}&n=0\\P_{1}(x)Q_{0}(x)-1&n=1\\{\frac {2n-1}{n}}xQ_{n-1}(x)-{\frac {n-1}{n}}Q_{n-2}(x)&n\geq 2\,.\end{cases}}}$$

The nonpolynomial solution for the special case of integer degree ${\displaystyle \lambda =n\in \mathbb {N} _{0}}$, and ${\displaystyle \mu =m\in \mathbb {N} _{0}}$ is given by

$${\displaystyle Q_{n}^{m}(x)=(-1)^{m}(1-x^{2})^{\frac {m}{2}}{\frac {d^{m}}{dx^{m}}}Q_{n}(x)\,.}$$

The Legendre functions can be written as contour integrals. For example,

$${\displaystyle P_{\lambda }(z)=P_{\lambda }^{0}(z)={\frac {1}{2\pi i}}\int _{1,z}{\frac {(t^{2}-1)^{\lambda }}{2^{\lambda }(t-z)^{\lambda +1}}}dt}$$

where the contour winds around the points 1 and z in the positive direction and does not wind around −1. For real x, we have

$${\displaystyle P_{s}(x)={\frac {1}{2\pi }}\int _{-\pi }^{\pi }\left(x+{\sqrt {x^{2}-1}}\cos \theta \right)^{s}d\theta ={\frac {1}{\pi }}\int _{0}^{1}\left(x+{\sqrt {x^{2}-1}}(2t-1)\right)^{s}{\frac {dt}{\sqrt {t(1-t)}}},\qquad s\in \mathbb {C} }$$

The real integral representation of ${\displaystyle P_{s}}$ are very useful in the study of harmonic analysis on ${\displaystyle L^{1}(G//K)}$ where ${\displaystyle G//K}$ is the double coset space of ${\displaystyle SL(2,\mathbb {R} )}$ (see Zonal spherical function). Actually the Fourier transform on ${\displaystyle L^{1}(G//K)}$ is given by

$${\displaystyle L^{1}(G//K)\ni f\mapsto {\hat {f}}}$$

where

Legendre functions P_λ of non-integer degree are unbounded at the interval [-1, 1] . In applications in physics, this often provides a selection criterion. Indeed, because Legendre functions Q_λ of the second kind are always unbounded, in order to have a bounded solution of Legendre's equation at all, the degree must be integer valued: only for integer degree, Legendre functions of the first kind reduce to Legendre polynomials, which are bounded on [-1, 1] . It can be shown[2] that the singularity of the Legendre functions P_λ for non-integer degree is a consequence of the mirror symmetry of Legendre's equation. Thus there is a symmetry under the selection rule just mentioned.

• Ferrers function

• 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.
• Courant, Richard; Hilbert, David (1953), Methods of Mathematical Physics, Volume 1, New York: Interscience Publisher, Inc.
• 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.
• Ivanov, A.B. (2001) [1994], "Legendre function", Encyclopedia of Mathematics, EMS Press
• Snow, Chester (1952) [1942], Hypergeometric and Legendre functions with applications to integral equations of potential theory, National Bureau of Standards Applied Mathematics Series, No. 19, Washington, D.C.: U. S. Government Printing Office, hdl:2027/mdp.39015011416826, MR 0048145
• Whittaker, E. T.; Watson, G. N. (1963), A Course in Modern Analysis, Cambridge University Press, ISBN 978-0-521-58807-2

• Legendre function P on the Wolfram functions site.
• Legendre function Q on the Wolfram functions site.
• Associated Legendre function P on the Wolfram functions site.
• Associated Legendre function Q on the Wolfram functions site.