#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
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\quotes_language english 
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\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.