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#This file was created by <bruno> Sun Feb 16 14:24:48 1997
#LyX 0.10 (C) 1995 1996 Matthias Ettrich and the LyX Team
\lyxformat 2.10
\textclass article
\begin_preamble
\catcode`@=11 % @ ist ab jetzt ein gewoehnlicher Buchstabe
\def\mod#1{\allowbreak \mkern8mu \mathop{\operator@font mod}\,\,{#1}}
\def\pmod#1{\allowbreak \mkern8mu \left({\mathop{\operator@font mod}\,\,{#1}}\right)}
\catcode`@=12 % @ ist ab jetzt wieder ein Sonderzeichen
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\language default
\inputencoding latin1
\fontscheme default
\epsfig dvips
\papersize a4paper
\paperfontsize 12
\baselinestretch 1.00
\secnumdepth 3
\tocdepth 3
\paragraph_separation indent
\quotes_language english
\quotes_times 2
\paperorientation portrait
\papercolumns 0
\papersides 1
\paperpagestyle plain
\layout Standard
\cursor 47
The Legendre polynomials
\begin_inset Formula \( P_{n}(x) \)
\end_inset
are defined through
\begin_inset Formula
\[
P_{n}(x)=\frac{1}{2^{n}n!}\cdot \left( \frac{d}{dx}\right) ^{n}(x^{2}-1)^{n}\]
\end_inset
(For a motivation of the
\begin_inset Formula \( 2^{n} \)
\end_inset
in the denominator, look at
\begin_inset Formula \( P_{n}(x) \)
\end_inset
modulo an odd prime
\begin_inset Formula \( p \)
\end_inset
, and observe that
\begin_inset Formula \( P_{n}(x)\equiv P_{p-1-n}(x)\mod p \)
\end_inset
for
\begin_inset Formula \( 0\leq n\leq p-1 \)
\end_inset
.
This wouldn't hold if the
\begin_inset Formula \( 2^{n} \)
\end_inset
factor in the denominator weren't present.
)
\layout Description
Theorem:
\layout Standard
\begin_inset Formula \( P_{n}(x) \)
\end_inset
satisfies the recurrence relation
\layout Standard
\begin_inset Formula
\[
P_{0}(x)=1\]
\end_inset
\layout Standard
\begin_inset Formula
\[
(n+1)\cdot P_{n+1}(x)=(2n+1)x\cdot P_{n}(x)-n\cdot P_{n-1}(x)\]
\end_inset
for
\begin_inset Formula \( n\geq 0 \)
\end_inset
and the differential equation
\begin_inset Formula \( (1-x^{2})\cdot P_{n}^{''}(x)-2x\cdot P_{n}^{'}(x)+(n^{2}+n)\cdot P_{n}(x)=0 \)
\end_inset
for all
\begin_inset Formula \( n\geq 0 \)
\end_inset
.
\layout Description
Proof:
\layout Standard
Let
\begin_inset Formula \( F:=\sum ^{\infty }_{n=0}P_{n}(x)\cdot z^{n} \)
\end_inset
be the generating function of the sequence of polynomials.
It is the diagonal series of the power series
\begin_inset Formula
\[
G:=\sum _{m,n=0}^{\infty }\frac{1}{2^{n}m!}\cdot \left( \frac{d}{dx}\right) ^{m}(x^{2}-1)^{n}\cdot y^{m}\cdot z^{n}\]
\end_inset
Because the Taylor series development theorem holds in formal power series
rings (see [1], section 2.
16), we can simplify
\begin_inset Formula
\begin{eqnarray*}
G & = & \sum _{n=0}^{\infty }\frac{1}{2^{n}}\cdot \left( \sum _{m=0}^{\infty }\frac{1}{m!}\cdot \left( \frac{d}{dx}\right) ^{m}(x^{2}-1)^{n}\cdot y^{m}\right) \cdot z^{n}\\
& = & \sum _{n=0}^{\infty }\frac{1}{2^{n}}\cdot \left( (x+y)^{2}-1\right) ^{n}\cdot z^{n}\\
& = & \frac{1}{1-\frac{1}{2}\left( (x+y)^{2}-1\right) z}
\end{eqnarray*}
\end_inset
We take over the terminology from the
\begin_inset Quotes eld
\end_inset
diag_rational
\begin_inset Quotes erd
\end_inset
paper; here
\begin_inset Formula \( R=Q[x] \)
\end_inset
and
\begin_inset Formula \( M=Q[[x]] \)
\end_inset
(or, if you like it better,
\begin_inset Formula \( M=H(C) \)
\end_inset
, the algebra of functions holomorphic in the entire complex plane).
\begin_inset Formula \( G\in M[[y,z]] \)
\end_inset
is rational; hence
\begin_inset Formula \( F \)
\end_inset
is algebraic over
\begin_inset Formula \( R[z] \)
\end_inset
.
Let's proceed exactly as in the
\begin_inset Quotes eld
\end_inset
diag_series
\begin_inset Quotes erd
\end_inset
paper.
\begin_inset Formula \( F(z^{2}) \)
\end_inset
is the coefficient of
\begin_inset Formula \( t^{0} \)
\end_inset
in
\begin_inset Formula
\[
G(zt,\frac{z}{t})=\frac{2t}{2t-\left( (x+zt)^{2}-1\right) z}=\frac{2t}{-z^{3}\cdot t^{2}+2(1-xz^{2})\cdot t+(z-x^{2}z)}\]
\end_inset
The splitting field of the denominator is
\begin_inset Formula \( L=Q(x)(z)(\alpha ) \)
\end_inset
where
\begin_inset Formula
\[
\alpha _{1/2}=\frac{1-xz^{2}\pm \sqrt{1-2xz^{2}+z^{4}}}{z^{3}}\]
\end_inset
\begin_inset Formula
\[
\alpha =\alpha _{1}=\frac{2}{z^{3}}-\frac{2x}{z}+\frac{1-x^{2}}{2}z+\cdots \in Q(x)[[z]][\frac{1}{z}]\]
\end_inset
\begin_inset Formula
\[
\alpha _{2}=\frac{x^{2}-1}{2}z+\cdots \in Q(x)[[z]][\frac{1}{z}]\]
\end_inset
The partial fraction decomposition of
\begin_inset Formula \( G(zt,\frac{z}{t}) \)
\end_inset
reads
\begin_inset Formula
\[
G(zt,\frac{z}{t})=-\frac{2}{z^{3}}\cdot \frac{1}{\alpha _{1}-\alpha _{2}}\cdot \left( \frac{\alpha _{1}}{t-\alpha _{1}}-\frac{\alpha _{2}}{t-\alpha _{2}}\right) \]
\end_inset
It follows that
\begin_inset Formula
\[
F(z^{2})=-\frac{2}{z^{3}}\cdot \frac{1}{\alpha _{1}-\alpha _{2}}\cdot \left( \frac{\alpha _{1}}{0-\alpha _{1}}-0\right) =\frac{1}{\sqrt{1-2xz^{2}+z^{4}}}\]
\end_inset
hence
\begin_inset Formula
\[
F(z)=\frac{1}{\sqrt{1-2xz+z^{2}}}\]
\end_inset
\layout Standard
It follows that
\begin_inset Formula \( (1-2xz+z^{2})\cdot \frac{d}{dz}F+(z-x)\cdot F=0 \)
\end_inset
.
This is equivalent to the claimed recurrence.
\layout Standard
Starting from the closed form for
\begin_inset Formula \( F \)
\end_inset
, we compute a linear relation for the partial derivatives of
\begin_inset Formula \( F \)
\end_inset
.
Write
\begin_inset Formula \( \partial _{x}=\frac{d}{dx} \)
\end_inset
and
\begin_inset Formula \( \Delta _{z}=z\frac{d}{dz} \)
\end_inset
.
One computes
\begin_inset Formula
\[
F=1\cdot F\]
\end_inset
\begin_inset Formula
\[
\left( 1-2xz+z^{2}\right) \cdot \partial _{x}F=z\cdot F\]
\end_inset
\begin_inset Formula
\[
\left( 1-2xz+z^{2}\right) ^{2}\cdot \partial _{x}^{2}F=3z^{2}\cdot F\]
\end_inset
\begin_inset Formula
\[
\left( 1-2xz+z^{2}\right) \cdot \Delta _{z}F=(xz-z^{2})\cdot F\]
\end_inset
\begin_inset Formula
\[
\left( 1-2xz+z^{2}\right) ^{2}\cdot \partial _{x}\Delta _{z}F=(z+xz^{2}-2z^{3})\cdot F\]
\end_inset
\begin_inset Formula
\[
\left( 1-2xz+z^{2}\right) ^{2}\cdot \Delta _{z}^{2}F=\left( xz+(x^{2}-2)z^{2}-xz^{3}+z^{4}\right) \cdot F\]
\end_inset
Solve a homogeneous
\begin_inset Formula \( 5\times 6 \)
\end_inset
system of linear equations over
\begin_inset Formula \( Q(x) \)
\end_inset
to get
\begin_inset Formula
\[
\left( 1-2xz+z^{2}\right) ^{2}\cdot \left( (-2x)\cdot \partial _{x}F+(1-x^{2})\cdot \partial _{x}^{2}F+\Delta _{z}F+\Delta _{z}^{2}F\right) =0\]
\end_inset
Divide by the first factor to get
\begin_inset Formula
\[
(-2x)\cdot \partial _{x}F+(1-x^{2})\cdot \partial _{x}^{2}F+\Delta _{z}F+\Delta _{z}^{2}F=0\]
\end_inset
This is equivalent to the claimed equation
\begin_inset Formula \( (1-x^{2})\cdot P_{n}^{''}(x)-2x\cdot P_{n}^{'}(x)+(n^{2}+n)\cdot P_{n}(x)=0 \)
\end_inset
.
\layout Bibliography
[1] Bruno Haible: D-finite power series in several variables.
\shape italic
Diploma thesis, University of Karlsruhe, June 1989
\shape default
.
Sections 2.
14, 2.
15 and 2.
22.