SPECIAL MATHEMATICAL FUNCTIONS

Legendre’s Differential Equation

The differential equation, 

where n is a real constant known as Legendre’s equation of order n. When n is a nonnegative integer, i.e., n = 0, 1, 2, …., one solution of the above equation is called the Legendre polynomial (or Legendre function of the first kind) of degree n and is represented by P_n(x). The functions P_n(x) are expressed as follows:

Legendre polynomials are orthogonal with each other, i.e.,

The second solution of the Legendre equation is denoted by Q_n(x) and is called the Legendre function of the second kind of order n. The functions Q_n(x) are expressed as follows:

where A_n and B_n are suitably chosen constants. In particular:

Therefore, the general solution of Legendre’s differential equation is expressed as follows:

The substitution x = cos θ transforms Legendre’s equation into the following form:

The solution of Eq. (11) is given by

Legendre’s Associated Differential Equation

The differential equation:

where m and n are nonnegative integers, is known as Legendre’s associated equation of order n. Solutions of this equation are called associated Legendre functions. The general solution is:

where P_n^m (x) and Q_n^m (x) are called the associated Legendre function of the first kind and associated Legendre function of the second kind, respectively. Associated Legendre functions of the first kind are defined by:

Associated Legendre functions of the first kind are orthogonal with each other, i.e.,

Associated Legendre functions of the second kind are defined by:

The substitution x = cos θ transforms Legendre’s associated differential equation into the equation:

which is satisfied by P_n^m (cos θ) and Q_n^m (cos θ)

Hermite's Differential Equation

The differential equation:

where n is a real constant, is known as Hermite’s equation of order n. If n is a nonnegative integer, i.e., n = 0, 1, 2, ….. then solutions of Hermite’s equation are Hermite polynomials H_n(x) given by:

Hermite polynomials are orthogonal with each other, i.e.,

Laguerre's Differential Equation

The differential equation:

where n is a real constant, is known as Laguerre’s equation of order n. If n is a nonnegative integer, i.e., n = 0, 1, 2, ….., then solutions of Laguerre’s equation are Laguerre polynomials L_n(x) given by:

Laguerre polynomials are orthogonal with each other, i.e.,

Chebyshev's Differential Equation

The differential equation:

is known as Chebyshev’s equation of order n. The general solution of Chebyshev’s differential equation is:

where T_n(x) and S_n(x) are called the Chebyshev polynomials of the first kind and Chebyshev polynomials of the second kind, respectively. Chebyshev polynomial of the first kind is defined by:

Chebyshev polynomials of the first kind are orthogonal with each other, i.e.,

Chebyshev polynomial of the second kind S_n(x) is defined by:

Chebyshev polynomials of the second kind are orthogonal with each other, i.e.,