Legendre Equation: Analyzing Differential Equation at Interval $(-1,1)$

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In summary, at the interval $(-1,1)$, the differential equation $(1-x^2)y''-2xy'+p(p+1)y=0$ can be written as $y''+p(x)y'+q(x)y=0$, where $p(x)=-\frac{2x}{1-x^2}$ and $q(x)=\frac{p(p+1)}{1-x^2}$. The functions $p$ and $q$ can be written as power series with center $0$ and radius of convergence $1$, suggesting a solution of the form $y(x)=\sum_{n=0}^{\infty} a_n x^n$ with radius of convergence $
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evinda
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Hello! (Wave)

$$(1-x^2)y''-2xy'+p(p+1)y=0, p \in \mathbb{R} \text{ constant } \\ -1 < x<1$$

At the interval $(-1,1)$ the above differential equation can be written equivalently

$$y''+p(x)y'+q(x)y=0, -1<x<1 \text{ where } \\p(x)=\frac{-2x}{1-x^2} \\ q(x)= \frac{p(p+1)}{1-x^2}$$

$p,q$ can be written as power series $\sum_{n=0}^{\infty} p_n x^n, \sum_{n=0}^{\infty} q_n x^n$ respectively with centre $0$ and $\sum_{n=0}^{\infty} p_n x^n=p(x)$ and $\sum_{n=0}^{\infty} q_nx^n=q(x), \ \forall -1<x<1$

$$p(x)= \sum_{n=0}^{\infty} (-2) x^{2n+1}, -1<x<1$$

$$q(x)= \sum_{n=0}^{\infty} p(p+1) x^{2n}, \forall -1<x<1$$Since $p,q$ can be written as power series with centre $0$ and radius of convergence $1$, it's logical to look for a solution of the differential equation of the form$$y(x)=\sum_{n=0}^{\infty} a_n x^n \text{ with radius of convergence } R>0$$

$$-2xy'(x)= \sum_{n=1}^{\infty} -2n a_n x^n$$

$$y''(x)= \sum_{n=0}^{\infty} (n+2)(n+1) a_{n+2} x^n \\ -x^2y''(x)=\sum_{n=2}^{\infty} -n(n-1)a_nx^n$$We have:

$$\sum_{n=0}^{\infty} \left[ (n+2)(n+1) a_{n+2}-n(n-1)a_n-2na_n+p(p+1)a_n\right]x^n=0, \forall x \in (-R,R)$$It has to hold: $(n+2)(n+1)a_{n+2}-n(n-1)a_n-2na_n+p(p+1)a_n=0, \forall n=0,1,2, \dots$

Thus: $$a_{n+2}=-\frac{(p-n)(p+n+1)}{(n+1)(n+2)}a_n, \forall n=0,1,2, \dots$$So the solution is written as follows:$$y(x)=a_0 \left[ 1- \frac{p(p+1)}{2!}x^2+ \frac{p(p-2)(p+1)(p+3)}{4!}x^4- \frac{p(p-2)(p-4)(p+1)(p+3)(p+5)}{6!}x^6+ \dots \right] +a_1 \left[ x- \frac{(p-1)(p+2)}{3!}x^3+ \frac{(p-1)(p-3)(p+2)(p+4)}{5!}x^5-\frac{(p-1)(p-3)(p-5)(p+2)(p+4)(p+6)}{7!}x^7+ \dots\right]$$We will show that if $p \in \mathbb{R} \setminus{\mathbb{Z}}$ then the power series at the right of $a_0,a_1$ have radius of convergence $1$ and so they define functions $y_1(x), y_2(x)$, that are infinitely many times differentiable at $(-1,1)$.
We have for $-1<x<1, x \neq 0$:$$\left | \frac{a_{2(n+1)} x^{2(n+1)}}{a_{2n} x^{2n}}\right |= \left |- \frac{(p-2n)(p+2n+1)}{(2n+1)(2n+2)}\right| |x|^2 \to |x|^2<1$$So the series $\sum_{n=0}^{\infty} \overline{a_{2n}} x^{2n}$ converges for $-1<x<1$In the same way, we show that the series $\sum_{n=0}^{\infty} \overline{a_{2n+1}}x^{2n+1}$ converges for $-1<x<1$.

According to the above, if $p \in \mathbb{R} \setminus{\mathbb{Z}}$ the power series at the right of $a_0, a_1$ have radius of convergence $1$ and so they define functions $y_1(x), y_2(x)$ that are infinitely many times differentiable at $(-1,1)$.Then we show that $y_1(x)$ converges and in the same way we could show that $y_2(x)$ converges.But have we shown like that that the radius of convergence is $1$? And how do we deduce that the functions are infinitely many times differentiable?Also what is meant with $\overline{a_{2n}}$?Furthermore, what happens if $p \in \mathbb{Z}$?
 
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In that case, the power series will have a singularity at $x=1$ which can be seen by substituting $p=n \in \mathbb{Z}$ in the general term $a_{n+2}=-\frac{(p-n)(p+n+1)}{(n+1)(n+2)}a_n$ and simplifying it. Therefore, in this case, the solution $y(x)$ will not have a radius of convergence of $1$ and may not be infinitely differentiable at $(-1,1)$. We would need to find a different approach to solve the differential equation in this case.
 

FAQ: Legendre Equation: Analyzing Differential Equation at Interval $(-1,1)$

What is the Legendre equation and why is it important?

The Legendre equation is a second-order linear differential equation that is used to model physical phenomena in a variety of fields including physics, engineering, and mathematics. It is important because it has many applications in real-world problems and its solutions provide valuable insights into the behavior of physical systems.

What is the interval of the Legendre equation and why is it limited to (-1,1)?

The Legendre equation is typically analyzed on the interval of (-1,1) because it has been found to have the most significant physical applications within this range. Additionally, the solutions to the equation are not well-behaved outside of this interval, making it necessary to limit the analysis to (-1,1).

How is the Legendre equation solved?

The Legendre equation can be solved using various methods such as power series, Frobenius series, and integral transforms. The solutions are typically expressed in terms of Legendre polynomials, which are a special class of orthogonal polynomials.

What are some real-world applications of the Legendre equation?

The Legendre equation has a wide range of applications in physics, engineering, and mathematics. Some examples include modeling the motion of a pendulum, the behavior of charged particles in a magnetic field, and the distribution of heat in a solid object.

What are the boundary conditions for the Legendre equation?

The boundary conditions for the Legendre equation depend on the specific problem being studied. However, some common boundary conditions include the value of the dependent variable at the boundary, the slope of the dependent variable at the boundary, and the continuity of the dependent variable at the boundary.

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