Associated Legendre Polynomials Orthogonality Proof: $int_{-1}^1 P_k^m(x) cdot P_l^m(x) ; mathrm{d} x =...












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I have to solve the following equation using associated legendre polynomials,




$$int_{-1}^1 P_k^m(x) cdot P_l^m(x) ; mathrm{d} x = frac{2(l+m)!}{(2l+1)(l-m)!} delta_{k,l}$$




Where they are associated Legendre polynomials.



Any hint or help will be great.










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    I have to solve the following equation using associated legendre polynomials,




    $$int_{-1}^1 P_k^m(x) cdot P_l^m(x) ; mathrm{d} x = frac{2(l+m)!}{(2l+1)(l-m)!} delta_{k,l}$$




    Where they are associated Legendre polynomials.



    Any hint or help will be great.










    share|cite|improve this question



























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      I have to solve the following equation using associated legendre polynomials,




      $$int_{-1}^1 P_k^m(x) cdot P_l^m(x) ; mathrm{d} x = frac{2(l+m)!}{(2l+1)(l-m)!} delta_{k,l}$$




      Where they are associated Legendre polynomials.



      Any hint or help will be great.










      share|cite|improve this question















      I have to solve the following equation using associated legendre polynomials,




      $$int_{-1}^1 P_k^m(x) cdot P_l^m(x) ; mathrm{d} x = frac{2(l+m)!}{(2l+1)(l-m)!} delta_{k,l}$$




      Where they are associated Legendre polynomials.



      Any hint or help will be great.







      physics legendre-polynomials






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      edited Dec 7 at 16:01









      Nosrati

      26.4k62353




      26.4k62353










      asked Apr 11 '16 at 9:16









      MathCurious314

      148110




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          Let be
          $$mathcal A_{k l}^m = int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x $$
          where the associated Legendre functions are
          $$P^m_l left({x}right) = left({1 - x^2}right)^{m/2} dfrac {mathrm d^m P_l left({x}right)} {mathrm d x^m}={left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }qquad 0 le m le l$$
          Thus we have
          $$mathcal A_{k l}^m = frac 1 {2^{k + l} k! l!} int_{-1}^1 left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k}right) left({frac{mathrm d^{l + m} } {mathrm d x^{l + m} } left({x^2 - 1}right)^l }right) , mathrm d x$$
          where $k$ and $l$ occur symmetrically.
          Let $l ge k$.



          We can integrate by parts $l + m$ times
          $$int_{-1}^1 u v' mathrm d x = left.{u v}right|_{-1}^1 - int_{-1}^1 v u' mathrm d x$$
          where $u = left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k$ and
          $v' = frac {mathrm d^{l + m}} {mathrm d x^{l + m}} left({x^2 - 1}right)^l$



          For each of the first $m$ integrations by parts, $u$ in the $left.{uv}right|_{-1}^1$ term contains the factor $left({1 - x^2}right)$, so the term vanishes.



          For each of the remaining $l$ integrations, $v$ in that term contains the factor $left({x^2 - 1}right)$ so the term also vanishes.



          This means
          $$ mathcal A_{k l}^m = frac {left({-1}right)^{l + m} } {2^{k + l} k! l!} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }right) , mathrm d x$$



          Expanding the second factor using Leibniz's Rule
          $$frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k= sum_{r mathop = 0}^{l + m} binom {l + m} r
          frac {mathrm d^r} {mathrm d x^r} left({1 - x^2}right)^m frac {mathrm d^{l + k + 2 m - r} } {mathrm d x^{l + k + 2 m - r} } left({x^2 - 1}right)^k$$
          the leftmost derivative in the sum is non-zero only when $r le 2 m$ (remembering that $m le l$) and the other derivative is non-zero only when $k + l + 2 m - r le 2 k$, that is, when $r ge 2 m + l - k$.



          Because $l ge k$, these two conditions imply that the only non-zero term in the sum occurs when $r = 2 m$ and $l = k$.



          Thus
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac {left({-1}right)^{l + m} } {2^{2 l} left({l!}right)^2}
          binom {l + m} {2 m} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{2 m} } {mathrm d x^{2 m} } left({1 - x^2}right)^m frac {mathrm d^{2 l} } {mathrm d x^{2 l} } left({1 - x^2}right)^l mathrm d x$$
          where $delta_{k l}$ is the Kronecker Delta.



          The factor $(-1)^l$ at the front of $mathcal A_{k l}^m$ comes from switching the sign of $x^2 - 1$ inside $left({x^2 - 1}right)^l$.



          To evaluate the differentiated factors, expand $left({1 - x^2}right)^k$ using the Binomial Theorem
          $$left({1 - x^2}right)^k = sum_{j mathop = 0}^k binom k j left({-1}right)^{k-j} x^{2 left({k-j}right)}$$



          The only term that survives differentiation $2^k$ times is the $x^{2 k}$ term, which after differentiation gives
          $$left({-1}right)^k binom k 0 2 k! = left({-1}right)^k left({2k}right)!$$



          Therefore
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} int_{-1}^1 left({x^2 - 1}right)^l mathrm d x =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l$$



          The integral
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x$$
          can be evaluated by a change of variable $x = cos theta$



          Thus
          $$mathcal B_l= left({-1}right)^{l + 1} int_pi^0 left({sin theta }right)^{2 l + 1} , mathrm d theta=left({-1}right)^{l} int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$$



          Integration of
          $$frac {mathrm d left({sin^{n - 1} theta cos theta}right)} {mathrm d theta} = left({n-1}right) sin^{n-2} theta - n sin^n theta$$
          gives
          $$int_0^pi sin^n theta , mathrm d theta = frac {left.{-sin^{n - 1} theta cos theta}right|_0^pi} n + frac {left({n - 1}right)} n int_0^pi sin^{n - 2} theta , mathrm d theta= frac {left({n - 1}right)} n int_0^pi sin ^{n - 2} theta , mathrm d theta$$



          since
          $displaystyle left.{-sin^{n-1} theta cos theta}right|_0^pi = 0$ for $n > 1$.
          Applying this result to $int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$ and changing the variable back to $x$ yields:



          $$int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = - frac {2 l} {2 l + 1} int_{-1}^1 left({x^2 - 1}right)^{l - 1} , mathrm d xquadtext{for};l ge 1$$



          Using this recursively
          $$displaystyle int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = left({-1}right)^l left({frac {2 l} {2 l + 1} frac {2 left({l - 1}right)} {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3}right) int_{-1}^1 , mathrm d x$$



          and noting that



          $$ frac {2 l} {2 l + 1} frac {2 left({l-1}right) } {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3= frac {2^l l!} {left({2 l + 1}right) left({2 l - 1}right) left({2 l - 3}right) cdots 3}
          = frac{2^l l!} {frac {left({2 l + 1}right)!} {2^l l!} }
          = frac {2^{2 l} left({l!}right)^2} {left({2 l + 1}right)!}
          $$



          it follows that
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x = left({-1}right)^l frac{2^{2l+1} left({l!}right)^2} {left({2l+1}right) !}$$



          Therefore we have
          $$mathcal A_{k l}^m =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l= delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$
          that is




          $$int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x = delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$







          share|cite|improve this answer





















          • In your second equation you have a "$k$" which is on the right side but not in the left, and $k$ is not a dummy variable. Did you copy this from some source? What is "k" there? how do you justify changing the power from $m/2$ to $m$?
            – Herman Jaramillo
            Apr 7 '17 at 0:35










          • It seems that you are using Rodriguez's formula but if so, then you are forgetting the $1/(2^k k!)$ factor....
            – Herman Jaramillo
            Apr 7 '17 at 0:41










          • I think I know what happened. You forgot to write the $P_k^m(x)$ factor on the left (and the coefficients of the Rodriguez's formula).
            – Herman Jaramillo
            Apr 7 '17 at 0:49











          Your Answer





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          Let be
          $$mathcal A_{k l}^m = int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x $$
          where the associated Legendre functions are
          $$P^m_l left({x}right) = left({1 - x^2}right)^{m/2} dfrac {mathrm d^m P_l left({x}right)} {mathrm d x^m}={left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }qquad 0 le m le l$$
          Thus we have
          $$mathcal A_{k l}^m = frac 1 {2^{k + l} k! l!} int_{-1}^1 left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k}right) left({frac{mathrm d^{l + m} } {mathrm d x^{l + m} } left({x^2 - 1}right)^l }right) , mathrm d x$$
          where $k$ and $l$ occur symmetrically.
          Let $l ge k$.



          We can integrate by parts $l + m$ times
          $$int_{-1}^1 u v' mathrm d x = left.{u v}right|_{-1}^1 - int_{-1}^1 v u' mathrm d x$$
          where $u = left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k$ and
          $v' = frac {mathrm d^{l + m}} {mathrm d x^{l + m}} left({x^2 - 1}right)^l$



          For each of the first $m$ integrations by parts, $u$ in the $left.{uv}right|_{-1}^1$ term contains the factor $left({1 - x^2}right)$, so the term vanishes.



          For each of the remaining $l$ integrations, $v$ in that term contains the factor $left({x^2 - 1}right)$ so the term also vanishes.



          This means
          $$ mathcal A_{k l}^m = frac {left({-1}right)^{l + m} } {2^{k + l} k! l!} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }right) , mathrm d x$$



          Expanding the second factor using Leibniz's Rule
          $$frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k= sum_{r mathop = 0}^{l + m} binom {l + m} r
          frac {mathrm d^r} {mathrm d x^r} left({1 - x^2}right)^m frac {mathrm d^{l + k + 2 m - r} } {mathrm d x^{l + k + 2 m - r} } left({x^2 - 1}right)^k$$
          the leftmost derivative in the sum is non-zero only when $r le 2 m$ (remembering that $m le l$) and the other derivative is non-zero only when $k + l + 2 m - r le 2 k$, that is, when $r ge 2 m + l - k$.



          Because $l ge k$, these two conditions imply that the only non-zero term in the sum occurs when $r = 2 m$ and $l = k$.



          Thus
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac {left({-1}right)^{l + m} } {2^{2 l} left({l!}right)^2}
          binom {l + m} {2 m} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{2 m} } {mathrm d x^{2 m} } left({1 - x^2}right)^m frac {mathrm d^{2 l} } {mathrm d x^{2 l} } left({1 - x^2}right)^l mathrm d x$$
          where $delta_{k l}$ is the Kronecker Delta.



          The factor $(-1)^l$ at the front of $mathcal A_{k l}^m$ comes from switching the sign of $x^2 - 1$ inside $left({x^2 - 1}right)^l$.



          To evaluate the differentiated factors, expand $left({1 - x^2}right)^k$ using the Binomial Theorem
          $$left({1 - x^2}right)^k = sum_{j mathop = 0}^k binom k j left({-1}right)^{k-j} x^{2 left({k-j}right)}$$



          The only term that survives differentiation $2^k$ times is the $x^{2 k}$ term, which after differentiation gives
          $$left({-1}right)^k binom k 0 2 k! = left({-1}right)^k left({2k}right)!$$



          Therefore
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} int_{-1}^1 left({x^2 - 1}right)^l mathrm d x =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l$$



          The integral
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x$$
          can be evaluated by a change of variable $x = cos theta$



          Thus
          $$mathcal B_l= left({-1}right)^{l + 1} int_pi^0 left({sin theta }right)^{2 l + 1} , mathrm d theta=left({-1}right)^{l} int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$$



          Integration of
          $$frac {mathrm d left({sin^{n - 1} theta cos theta}right)} {mathrm d theta} = left({n-1}right) sin^{n-2} theta - n sin^n theta$$
          gives
          $$int_0^pi sin^n theta , mathrm d theta = frac {left.{-sin^{n - 1} theta cos theta}right|_0^pi} n + frac {left({n - 1}right)} n int_0^pi sin^{n - 2} theta , mathrm d theta= frac {left({n - 1}right)} n int_0^pi sin ^{n - 2} theta , mathrm d theta$$



          since
          $displaystyle left.{-sin^{n-1} theta cos theta}right|_0^pi = 0$ for $n > 1$.
          Applying this result to $int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$ and changing the variable back to $x$ yields:



          $$int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = - frac {2 l} {2 l + 1} int_{-1}^1 left({x^2 - 1}right)^{l - 1} , mathrm d xquadtext{for};l ge 1$$



          Using this recursively
          $$displaystyle int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = left({-1}right)^l left({frac {2 l} {2 l + 1} frac {2 left({l - 1}right)} {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3}right) int_{-1}^1 , mathrm d x$$



          and noting that



          $$ frac {2 l} {2 l + 1} frac {2 left({l-1}right) } {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3= frac {2^l l!} {left({2 l + 1}right) left({2 l - 1}right) left({2 l - 3}right) cdots 3}
          = frac{2^l l!} {frac {left({2 l + 1}right)!} {2^l l!} }
          = frac {2^{2 l} left({l!}right)^2} {left({2 l + 1}right)!}
          $$



          it follows that
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x = left({-1}right)^l frac{2^{2l+1} left({l!}right)^2} {left({2l+1}right) !}$$



          Therefore we have
          $$mathcal A_{k l}^m =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l= delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$
          that is




          $$int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x = delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$







          share|cite|improve this answer





















          • In your second equation you have a "$k$" which is on the right side but not in the left, and $k$ is not a dummy variable. Did you copy this from some source? What is "k" there? how do you justify changing the power from $m/2$ to $m$?
            – Herman Jaramillo
            Apr 7 '17 at 0:35










          • It seems that you are using Rodriguez's formula but if so, then you are forgetting the $1/(2^k k!)$ factor....
            – Herman Jaramillo
            Apr 7 '17 at 0:41










          • I think I know what happened. You forgot to write the $P_k^m(x)$ factor on the left (and the coefficients of the Rodriguez's formula).
            – Herman Jaramillo
            Apr 7 '17 at 0:49
















          3














          Let be
          $$mathcal A_{k l}^m = int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x $$
          where the associated Legendre functions are
          $$P^m_l left({x}right) = left({1 - x^2}right)^{m/2} dfrac {mathrm d^m P_l left({x}right)} {mathrm d x^m}={left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }qquad 0 le m le l$$
          Thus we have
          $$mathcal A_{k l}^m = frac 1 {2^{k + l} k! l!} int_{-1}^1 left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k}right) left({frac{mathrm d^{l + m} } {mathrm d x^{l + m} } left({x^2 - 1}right)^l }right) , mathrm d x$$
          where $k$ and $l$ occur symmetrically.
          Let $l ge k$.



          We can integrate by parts $l + m$ times
          $$int_{-1}^1 u v' mathrm d x = left.{u v}right|_{-1}^1 - int_{-1}^1 v u' mathrm d x$$
          where $u = left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k$ and
          $v' = frac {mathrm d^{l + m}} {mathrm d x^{l + m}} left({x^2 - 1}right)^l$



          For each of the first $m$ integrations by parts, $u$ in the $left.{uv}right|_{-1}^1$ term contains the factor $left({1 - x^2}right)$, so the term vanishes.



          For each of the remaining $l$ integrations, $v$ in that term contains the factor $left({x^2 - 1}right)$ so the term also vanishes.



          This means
          $$ mathcal A_{k l}^m = frac {left({-1}right)^{l + m} } {2^{k + l} k! l!} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }right) , mathrm d x$$



          Expanding the second factor using Leibniz's Rule
          $$frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k= sum_{r mathop = 0}^{l + m} binom {l + m} r
          frac {mathrm d^r} {mathrm d x^r} left({1 - x^2}right)^m frac {mathrm d^{l + k + 2 m - r} } {mathrm d x^{l + k + 2 m - r} } left({x^2 - 1}right)^k$$
          the leftmost derivative in the sum is non-zero only when $r le 2 m$ (remembering that $m le l$) and the other derivative is non-zero only when $k + l + 2 m - r le 2 k$, that is, when $r ge 2 m + l - k$.



          Because $l ge k$, these two conditions imply that the only non-zero term in the sum occurs when $r = 2 m$ and $l = k$.



          Thus
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac {left({-1}right)^{l + m} } {2^{2 l} left({l!}right)^2}
          binom {l + m} {2 m} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{2 m} } {mathrm d x^{2 m} } left({1 - x^2}right)^m frac {mathrm d^{2 l} } {mathrm d x^{2 l} } left({1 - x^2}right)^l mathrm d x$$
          where $delta_{k l}$ is the Kronecker Delta.



          The factor $(-1)^l$ at the front of $mathcal A_{k l}^m$ comes from switching the sign of $x^2 - 1$ inside $left({x^2 - 1}right)^l$.



          To evaluate the differentiated factors, expand $left({1 - x^2}right)^k$ using the Binomial Theorem
          $$left({1 - x^2}right)^k = sum_{j mathop = 0}^k binom k j left({-1}right)^{k-j} x^{2 left({k-j}right)}$$



          The only term that survives differentiation $2^k$ times is the $x^{2 k}$ term, which after differentiation gives
          $$left({-1}right)^k binom k 0 2 k! = left({-1}right)^k left({2k}right)!$$



          Therefore
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} int_{-1}^1 left({x^2 - 1}right)^l mathrm d x =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l$$



          The integral
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x$$
          can be evaluated by a change of variable $x = cos theta$



          Thus
          $$mathcal B_l= left({-1}right)^{l + 1} int_pi^0 left({sin theta }right)^{2 l + 1} , mathrm d theta=left({-1}right)^{l} int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$$



          Integration of
          $$frac {mathrm d left({sin^{n - 1} theta cos theta}right)} {mathrm d theta} = left({n-1}right) sin^{n-2} theta - n sin^n theta$$
          gives
          $$int_0^pi sin^n theta , mathrm d theta = frac {left.{-sin^{n - 1} theta cos theta}right|_0^pi} n + frac {left({n - 1}right)} n int_0^pi sin^{n - 2} theta , mathrm d theta= frac {left({n - 1}right)} n int_0^pi sin ^{n - 2} theta , mathrm d theta$$



          since
          $displaystyle left.{-sin^{n-1} theta cos theta}right|_0^pi = 0$ for $n > 1$.
          Applying this result to $int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$ and changing the variable back to $x$ yields:



          $$int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = - frac {2 l} {2 l + 1} int_{-1}^1 left({x^2 - 1}right)^{l - 1} , mathrm d xquadtext{for};l ge 1$$



          Using this recursively
          $$displaystyle int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = left({-1}right)^l left({frac {2 l} {2 l + 1} frac {2 left({l - 1}right)} {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3}right) int_{-1}^1 , mathrm d x$$



          and noting that



          $$ frac {2 l} {2 l + 1} frac {2 left({l-1}right) } {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3= frac {2^l l!} {left({2 l + 1}right) left({2 l - 1}right) left({2 l - 3}right) cdots 3}
          = frac{2^l l!} {frac {left({2 l + 1}right)!} {2^l l!} }
          = frac {2^{2 l} left({l!}right)^2} {left({2 l + 1}right)!}
          $$



          it follows that
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x = left({-1}right)^l frac{2^{2l+1} left({l!}right)^2} {left({2l+1}right) !}$$



          Therefore we have
          $$mathcal A_{k l}^m =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l= delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$
          that is




          $$int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x = delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$







          share|cite|improve this answer





















          • In your second equation you have a "$k$" which is on the right side but not in the left, and $k$ is not a dummy variable. Did you copy this from some source? What is "k" there? how do you justify changing the power from $m/2$ to $m$?
            – Herman Jaramillo
            Apr 7 '17 at 0:35










          • It seems that you are using Rodriguez's formula but if so, then you are forgetting the $1/(2^k k!)$ factor....
            – Herman Jaramillo
            Apr 7 '17 at 0:41










          • I think I know what happened. You forgot to write the $P_k^m(x)$ factor on the left (and the coefficients of the Rodriguez's formula).
            – Herman Jaramillo
            Apr 7 '17 at 0:49














          3












          3








          3






          Let be
          $$mathcal A_{k l}^m = int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x $$
          where the associated Legendre functions are
          $$P^m_l left({x}right) = left({1 - x^2}right)^{m/2} dfrac {mathrm d^m P_l left({x}right)} {mathrm d x^m}={left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }qquad 0 le m le l$$
          Thus we have
          $$mathcal A_{k l}^m = frac 1 {2^{k + l} k! l!} int_{-1}^1 left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k}right) left({frac{mathrm d^{l + m} } {mathrm d x^{l + m} } left({x^2 - 1}right)^l }right) , mathrm d x$$
          where $k$ and $l$ occur symmetrically.
          Let $l ge k$.



          We can integrate by parts $l + m$ times
          $$int_{-1}^1 u v' mathrm d x = left.{u v}right|_{-1}^1 - int_{-1}^1 v u' mathrm d x$$
          where $u = left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k$ and
          $v' = frac {mathrm d^{l + m}} {mathrm d x^{l + m}} left({x^2 - 1}right)^l$



          For each of the first $m$ integrations by parts, $u$ in the $left.{uv}right|_{-1}^1$ term contains the factor $left({1 - x^2}right)$, so the term vanishes.



          For each of the remaining $l$ integrations, $v$ in that term contains the factor $left({x^2 - 1}right)$ so the term also vanishes.



          This means
          $$ mathcal A_{k l}^m = frac {left({-1}right)^{l + m} } {2^{k + l} k! l!} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }right) , mathrm d x$$



          Expanding the second factor using Leibniz's Rule
          $$frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k= sum_{r mathop = 0}^{l + m} binom {l + m} r
          frac {mathrm d^r} {mathrm d x^r} left({1 - x^2}right)^m frac {mathrm d^{l + k + 2 m - r} } {mathrm d x^{l + k + 2 m - r} } left({x^2 - 1}right)^k$$
          the leftmost derivative in the sum is non-zero only when $r le 2 m$ (remembering that $m le l$) and the other derivative is non-zero only when $k + l + 2 m - r le 2 k$, that is, when $r ge 2 m + l - k$.



          Because $l ge k$, these two conditions imply that the only non-zero term in the sum occurs when $r = 2 m$ and $l = k$.



          Thus
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac {left({-1}right)^{l + m} } {2^{2 l} left({l!}right)^2}
          binom {l + m} {2 m} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{2 m} } {mathrm d x^{2 m} } left({1 - x^2}right)^m frac {mathrm d^{2 l} } {mathrm d x^{2 l} } left({1 - x^2}right)^l mathrm d x$$
          where $delta_{k l}$ is the Kronecker Delta.



          The factor $(-1)^l$ at the front of $mathcal A_{k l}^m$ comes from switching the sign of $x^2 - 1$ inside $left({x^2 - 1}right)^l$.



          To evaluate the differentiated factors, expand $left({1 - x^2}right)^k$ using the Binomial Theorem
          $$left({1 - x^2}right)^k = sum_{j mathop = 0}^k binom k j left({-1}right)^{k-j} x^{2 left({k-j}right)}$$



          The only term that survives differentiation $2^k$ times is the $x^{2 k}$ term, which after differentiation gives
          $$left({-1}right)^k binom k 0 2 k! = left({-1}right)^k left({2k}right)!$$



          Therefore
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} int_{-1}^1 left({x^2 - 1}right)^l mathrm d x =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l$$



          The integral
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x$$
          can be evaluated by a change of variable $x = cos theta$



          Thus
          $$mathcal B_l= left({-1}right)^{l + 1} int_pi^0 left({sin theta }right)^{2 l + 1} , mathrm d theta=left({-1}right)^{l} int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$$



          Integration of
          $$frac {mathrm d left({sin^{n - 1} theta cos theta}right)} {mathrm d theta} = left({n-1}right) sin^{n-2} theta - n sin^n theta$$
          gives
          $$int_0^pi sin^n theta , mathrm d theta = frac {left.{-sin^{n - 1} theta cos theta}right|_0^pi} n + frac {left({n - 1}right)} n int_0^pi sin^{n - 2} theta , mathrm d theta= frac {left({n - 1}right)} n int_0^pi sin ^{n - 2} theta , mathrm d theta$$



          since
          $displaystyle left.{-sin^{n-1} theta cos theta}right|_0^pi = 0$ for $n > 1$.
          Applying this result to $int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$ and changing the variable back to $x$ yields:



          $$int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = - frac {2 l} {2 l + 1} int_{-1}^1 left({x^2 - 1}right)^{l - 1} , mathrm d xquadtext{for};l ge 1$$



          Using this recursively
          $$displaystyle int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = left({-1}right)^l left({frac {2 l} {2 l + 1} frac {2 left({l - 1}right)} {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3}right) int_{-1}^1 , mathrm d x$$



          and noting that



          $$ frac {2 l} {2 l + 1} frac {2 left({l-1}right) } {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3= frac {2^l l!} {left({2 l + 1}right) left({2 l - 1}right) left({2 l - 3}right) cdots 3}
          = frac{2^l l!} {frac {left({2 l + 1}right)!} {2^l l!} }
          = frac {2^{2 l} left({l!}right)^2} {left({2 l + 1}right)!}
          $$



          it follows that
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x = left({-1}right)^l frac{2^{2l+1} left({l!}right)^2} {left({2l+1}right) !}$$



          Therefore we have
          $$mathcal A_{k l}^m =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l= delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$
          that is




          $$int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x = delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$







          share|cite|improve this answer












          Let be
          $$mathcal A_{k l}^m = int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x $$
          where the associated Legendre functions are
          $$P^m_l left({x}right) = left({1 - x^2}right)^{m/2} dfrac {mathrm d^m P_l left({x}right)} {mathrm d x^m}={left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }qquad 0 le m le l$$
          Thus we have
          $$mathcal A_{k l}^m = frac 1 {2^{k + l} k! l!} int_{-1}^1 left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k}right) left({frac{mathrm d^{l + m} } {mathrm d x^{l + m} } left({x^2 - 1}right)^l }right) , mathrm d x$$
          where $k$ and $l$ occur symmetrically.
          Let $l ge k$.



          We can integrate by parts $l + m$ times
          $$int_{-1}^1 u v' mathrm d x = left.{u v}right|_{-1}^1 - int_{-1}^1 v u' mathrm d x$$
          where $u = left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k$ and
          $v' = frac {mathrm d^{l + m}} {mathrm d x^{l + m}} left({x^2 - 1}right)^l$



          For each of the first $m$ integrations by parts, $u$ in the $left.{uv}right|_{-1}^1$ term contains the factor $left({1 - x^2}right)$, so the term vanishes.



          For each of the remaining $l$ integrations, $v$ in that term contains the factor $left({x^2 - 1}right)$ so the term also vanishes.



          This means
          $$ mathcal A_{k l}^m = frac {left({-1}right)^{l + m} } {2^{k + l} k! l!} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k }right) , mathrm d x$$



          Expanding the second factor using Leibniz's Rule
          $$frac {mathrm d^{l + m} } {mathrm d x^{l + m} } left({1 - x^2}right)^m frac {mathrm d^{k + m} } {mathrm d x^{k + m} } left({x^2 - 1}right)^k= sum_{r mathop = 0}^{l + m} binom {l + m} r
          frac {mathrm d^r} {mathrm d x^r} left({1 - x^2}right)^m frac {mathrm d^{l + k + 2 m - r} } {mathrm d x^{l + k + 2 m - r} } left({x^2 - 1}right)^k$$
          the leftmost derivative in the sum is non-zero only when $r le 2 m$ (remembering that $m le l$) and the other derivative is non-zero only when $k + l + 2 m - r le 2 k$, that is, when $r ge 2 m + l - k$.



          Because $l ge k$, these two conditions imply that the only non-zero term in the sum occurs when $r = 2 m$ and $l = k$.



          Thus
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac {left({-1}right)^{l + m} } {2^{2 l} left({l!}right)^2}
          binom {l + m} {2 m} int_{-1}^1 left({x^2 - 1}right)^l frac {mathrm d^{2 m} } {mathrm d x^{2 m} } left({1 - x^2}right)^m frac {mathrm d^{2 l} } {mathrm d x^{2 l} } left({1 - x^2}right)^l mathrm d x$$
          where $delta_{k l}$ is the Kronecker Delta.



          The factor $(-1)^l$ at the front of $mathcal A_{k l}^m$ comes from switching the sign of $x^2 - 1$ inside $left({x^2 - 1}right)^l$.



          To evaluate the differentiated factors, expand $left({1 - x^2}right)^k$ using the Binomial Theorem
          $$left({1 - x^2}right)^k = sum_{j mathop = 0}^k binom k j left({-1}right)^{k-j} x^{2 left({k-j}right)}$$



          The only term that survives differentiation $2^k$ times is the $x^{2 k}$ term, which after differentiation gives
          $$left({-1}right)^k binom k 0 2 k! = left({-1}right)^k left({2k}right)!$$



          Therefore
          $$mathcal A_{k l}^m = left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} int_{-1}^1 left({x^2 - 1}right)^l mathrm d x =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l$$



          The integral
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x$$
          can be evaluated by a change of variable $x = cos theta$



          Thus
          $$mathcal B_l= left({-1}right)^{l + 1} int_pi^0 left({sin theta }right)^{2 l + 1} , mathrm d theta=left({-1}right)^{l} int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$$



          Integration of
          $$frac {mathrm d left({sin^{n - 1} theta cos theta}right)} {mathrm d theta} = left({n-1}right) sin^{n-2} theta - n sin^n theta$$
          gives
          $$int_0^pi sin^n theta , mathrm d theta = frac {left.{-sin^{n - 1} theta cos theta}right|_0^pi} n + frac {left({n - 1}right)} n int_0^pi sin^{n - 2} theta , mathrm d theta= frac {left({n - 1}right)} n int_0^pi sin ^{n - 2} theta , mathrm d theta$$



          since
          $displaystyle left.{-sin^{n-1} theta cos theta}right|_0^pi = 0$ for $n > 1$.
          Applying this result to $int_0^pi left({sin theta }right)^{2 l + 1} , mathrm d theta$ and changing the variable back to $x$ yields:



          $$int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = - frac {2 l} {2 l + 1} int_{-1}^1 left({x^2 - 1}right)^{l - 1} , mathrm d xquadtext{for};l ge 1$$



          Using this recursively
          $$displaystyle int_{-1}^1 left({x^2 - 1}right)^l , mathrm d x = left({-1}right)^l left({frac {2 l} {2 l + 1} frac {2 left({l - 1}right)} {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3}right) int_{-1}^1 , mathrm d x$$



          and noting that



          $$ frac {2 l} {2 l + 1} frac {2 left({l-1}right) } {2 l - 1} frac {2 left({l - 2}right)} {2 l - 3} cdots frac 2 3= frac {2^l l!} {left({2 l + 1}right) left({2 l - 1}right) left({2 l - 3}right) cdots 3}
          = frac{2^l l!} {frac {left({2 l + 1}right)!} {2^l l!} }
          = frac {2^{2 l} left({l!}right)^2} {left({2 l + 1}right)!}
          $$



          it follows that
          $$mathcal B_l=int_{-1}^1 left({x^2 - 1}right)^l mathrm d x = left({-1}right)^l frac{2^{2l+1} left({l!}right)^2} {left({2l+1}right) !}$$



          Therefore we have
          $$mathcal A_{k l}^m =left({-1}right)^l delta_{k l} frac 1 {2^{2 l} left({l!}right)^2} frac {left({2 l}right)! left({l + m}right)!} {left({l - m}right)!} mathcal B_l= delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$
          that is




          $$int_{-1}^1 P_k^m left({x}right) P_l^m left({x}right) , mathrm d x = delta _{k l} frac 2 {2 l + 1}
          frac {left({l + m}right) !} {left({l - m}right)!}$$








          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Apr 11 '16 at 13:12









          alexjo

          12.2k1329




          12.2k1329












          • In your second equation you have a "$k$" which is on the right side but not in the left, and $k$ is not a dummy variable. Did you copy this from some source? What is "k" there? how do you justify changing the power from $m/2$ to $m$?
            – Herman Jaramillo
            Apr 7 '17 at 0:35










          • It seems that you are using Rodriguez's formula but if so, then you are forgetting the $1/(2^k k!)$ factor....
            – Herman Jaramillo
            Apr 7 '17 at 0:41










          • I think I know what happened. You forgot to write the $P_k^m(x)$ factor on the left (and the coefficients of the Rodriguez's formula).
            – Herman Jaramillo
            Apr 7 '17 at 0:49


















          • In your second equation you have a "$k$" which is on the right side but not in the left, and $k$ is not a dummy variable. Did you copy this from some source? What is "k" there? how do you justify changing the power from $m/2$ to $m$?
            – Herman Jaramillo
            Apr 7 '17 at 0:35










          • It seems that you are using Rodriguez's formula but if so, then you are forgetting the $1/(2^k k!)$ factor....
            – Herman Jaramillo
            Apr 7 '17 at 0:41










          • I think I know what happened. You forgot to write the $P_k^m(x)$ factor on the left (and the coefficients of the Rodriguez's formula).
            – Herman Jaramillo
            Apr 7 '17 at 0:49
















          In your second equation you have a "$k$" which is on the right side but not in the left, and $k$ is not a dummy variable. Did you copy this from some source? What is "k" there? how do you justify changing the power from $m/2$ to $m$?
          – Herman Jaramillo
          Apr 7 '17 at 0:35




          In your second equation you have a "$k$" which is on the right side but not in the left, and $k$ is not a dummy variable. Did you copy this from some source? What is "k" there? how do you justify changing the power from $m/2$ to $m$?
          – Herman Jaramillo
          Apr 7 '17 at 0:35












          It seems that you are using Rodriguez's formula but if so, then you are forgetting the $1/(2^k k!)$ factor....
          – Herman Jaramillo
          Apr 7 '17 at 0:41




          It seems that you are using Rodriguez's formula but if so, then you are forgetting the $1/(2^k k!)$ factor....
          – Herman Jaramillo
          Apr 7 '17 at 0:41












          I think I know what happened. You forgot to write the $P_k^m(x)$ factor on the left (and the coefficients of the Rodriguez's formula).
          – Herman Jaramillo
          Apr 7 '17 at 0:49




          I think I know what happened. You forgot to write the $P_k^m(x)$ factor on the left (and the coefficients of the Rodriguez's formula).
          – Herman Jaramillo
          Apr 7 '17 at 0:49


















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