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| -rw-r--r-- | buch/papers/kugel/main.tex | 1 | ||||
| -rw-r--r-- | buch/papers/kugel/proofs.tex | 245 | ||||
| -rw-r--r-- | buch/papers/kugel/spherical-harmonics.tex | 424 |
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diff --git a/buch/papers/kugel/main.tex b/buch/papers/kugel/main.tex index a281cae..ad19178 100644 --- a/buch/papers/kugel/main.tex +++ b/buch/papers/kugel/main.tex @@ -14,6 +14,7 @@ % \input{papers/kugel/preliminaries} \input{papers/kugel/spherical-harmonics} \input{papers/kugel/applications} +\input{papers/kugel/proofs} \printbibliography[heading=subbibliography] \end{refsection} diff --git a/buch/papers/kugel/proofs.tex b/buch/papers/kugel/proofs.tex new file mode 100644 index 0000000..143caa8 --- /dev/null +++ b/buch/papers/kugel/proofs.tex @@ -0,0 +1,245 @@ +% vim:ts=2 sw=2 et spell tw=80: +\section{Proofs} + +\subsection{Legendre Functions} \label{kugel:sec:proofs:legendre} + +\kugeltodo{Fix theorem numbers to match, review text.} + +\begin{lemma} + The polynomial function + \begin{align*} + y_n(x)&=\sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{(2n-2k)!}{2^n k! (n-k)!(n-2k)!} x^{n-2k}\\ + &= \frac{1}{n!2^n}\frac{d^n}{dx^n}(1-x^2)^n =: P_n(x), + \end{align*} + is a solution to the second order differential equation + \begin{equation}\label{kugel:eq:sol_leg} + (1-x^2)\frac{d^2y}{dx^2}-2x\frac{dy}{dx} + n(n+1)y=0, \quad \forall n>0. + \end{equation} +\end{lemma} +\begin{proof} + In order to find a solution to Eq.\eqref{eq:legendre}, the following Ansatz can be performed: + \begin{equation}\label{eq:ansatz} + y(x) = \sum_{k=0}^\infty a_k x^k. + \end{equation} + Given Eq.\eqref{eq:ansatz}, then + \begin{align*} + \frac{dy}{dx} &= \sum_{k=0}^\infty k a_k x^{k-1}, \\ + \frac{d^2y}{dx^2} &= \sum_{k=0}^\infty k (k-1) a_k x^{k-2}. + \end{align*} + Eq.\eqref{eq:legendre} can be therefore written as + \begin{align} + &(1-x^2)\sum_{k=0}^\infty k (k-1) a_k x^{k-2} - 2x\sum_{k=0}^\infty k a_k x^{k-1} + n(n+1)\sum_{k=0}^\infty a_k x^k=0 \label{eq:ansatz_in_legendre} \\ + &=\sum_{k=0}^\infty k (k-1) a_k x^{k-2} - \sum_{k=0}^\infty k (k-1) a_k x^{k} - 2x\sum_{k=0}^\infty k a_k x^{k-1} + n(n+1)\sum_{k=0}^\infty a_k x^k=0. \nonumber + \end{align} + If one consider the term + \begin{equation}\label{eq:term} + \sum_{k=0}^\infty k (k-1) a_k x^{k-2}, + \end{equation} + the substitution $\tilde{k}=k-2$ yields Eq.\eqref{eq:term} to + \begin{equation*} + \sum_{\tilde{k}=-2}^\infty (\tilde{k}+2) (\tilde{k}+1) a_{\tilde{k}+2} x^{\tilde{k}}=\sum_{\tilde{k}=0}^\infty (\tilde{k}+2) (\tilde{k}+1) a_{\tilde{k}} x^{\tilde{k}}. + \end{equation*} + This means that Eq.\eqref{eq:ansatz_in_legendre} becomes + \begin{align} + &\sum_{k=0}^\infty (k+1)(k+2) a_{k+2} x^{k} - \sum_{k=0}^\infty k (k-1) a_k x^{k} - 2\sum_{k=0}^\infty k a_k x^k + n(n+1)\sum_{k=0}^\infty a_k x^k \nonumber \\ + = &\sum_{k=0}^\infty \big[ (k+1)(k+2) a_{k+2} - k (k-1) a_k - 2 k a_k + n(n+1) a_k \big] x^k \stackrel{!}{=} 0. \label{eq:condition} + \end{align} + The condition in Eq.\eqref{eq:condition} is equivalent to + \begin{equation}\label{eq:condition_2} + (k+1)(k+2) a_{k+2} - k (k-1) a_k - 2 k a_k + n(n+1) a_k = 0. + \end{equation} + We can derive a recursion formula for $a_{k+2}$ from Eq.\eqref{eq:condition_2}, which can be expressed as + \begin{equation}\label{eq:recursion} + a_{k+2}= \frac{k (k-1) - 2 k + n(n+1)}{(k+1)(k+2)}a_k = \frac{(k-n)(k+n+1)}{(k+2)(k+1)}a_k. + \end{equation} + All coefficients can be calculated using the latter. + + Following Eq.\eqref{eq:recursion}, if we want to compute $a_6$ we would have + \begin{align*} + a_{6}= -\frac{(n-4)(n+5)}{6\cdot 5}a_4 &= -\frac{(n-4)(5+n)}{6 \cdot 5} -\frac{(n-2)(n+3)}{4 \cdot 3} a_2 \\ + &= -\frac{(n-4)(n+5)}{6 \cdot 5} -\frac{(n-2)(n+3)}{4 \cdot 3} -\frac{n(n+1)}{2 \cdot 1} a_0 \\ + &= -\frac{(n+5)(n+3)(n+1)n(n-2)(n-4)}{6!} a_0. + \end{align*} + One can generalize this relation for the $i^\text{th}$ even coefficient as + \begin{equation*} + a_{2k} = (-1)^k \frac{(n+(2k-1))(n+(2k-1)-2)\hdots (n-(2k-2)+2)(n-(2k-2))}{(2k)!}a_0 + \end{equation*} + where $i=2k$. + + A similar expression can be written for the odd coefficients $a_{2k-1}$. In this case, the equation starts from $a_1$ and to find the pattern we can write the recursion for an odd coefficient, $a_7$ for example + \begin{align*} + a_{7}= -\frac{(n-5)(n+6)}{7\cdot 6}a_5 &= - \frac{(n-5)(n+6)}{7\cdot 6} -\frac{(n-3)(n+4)}{5 \cdot 4} a_3 \\ + &= - \frac{(n-5)(n+6)}{7\cdot 6} -\frac{(n-3)(n+4)}{5 \cdot 4} -\frac{(n-1)(n+2)}{3 \cdot 2} a_1 \\ + &= -\frac{(n+6)(n+4)(n+2)(n-1)(n-3)(n-5)}{7!} a_1. + \end{align*} + As before, we can generalize this equation for the $i^\text{th}$ odd coefficient + \begin{equation*} + a_{2k+1} = (-1)^k \frac{(n + 2k)(n+2k-2)\hdots(n-(2k-1)+2)(n-(2k-1))}{(2k+1)!}a_1 + \end{equation*} + where $i=2k+1$. + + Let be + \begin{align*} + y_\text{e}^K(x) &:= \sum_{k=0}^K(-1)^k \frac{(n+(2k-1))(n+(2k-1)-2)\hdots \color{red}(n-(2k-2)+2)(n-(2k-2))}{(2k)!} x^{2k}, \\ + y_\text{o}^K(x) &:= \sum_{k=0}^K(-1)^k \frac{(n + 2k)(n+2k-2)\hdots \color{blue} (n-(2k-1)+2)(n-(2k-1))}{(2k+1)!} x^{2k+1}. + \end{align*} + The solution to the Eq.\eqref{eq:legendre} can be written as + \begin{equation}\label{eq:solution} + y(x) = \lim_{K \to \infty} \left[ a_0 y_\text{e}^K(x) + a_1 y_\text{o}^K(x) \right]. + \end{equation} + + The colored parts can be analyzed separately: + \begin{itemize} + \item[\textcolor{red}{\textbullet}] Suppose that $n=n_0$ is an even number. Then the red part, for a specific value of $k=k_0$, will follow the following relation: + \begin{equation*} + n_0-(2k_0-2)=0. + \end{equation*} + From that point on, given the recursive nature of Eq.\eqref{eq:recursion}, all the subsequent coefficients will also be 0, making the sum finite. + \begin{equation*} + a_{2k}=0 \iff y_{\text{o}}^{2k}(x)=y_{\text{o}}^{2k_0}(x), \quad \forall k>k_0 + \end{equation*} + \item[\textcolor{blue}{\textbullet}] Suppose that $n=n_0$ is an odd number. Then the blue part, for a specific value of $k=k_0$, will follow the following relation + \begin{equation*} + n_0-(2k_0-1)=0. + \end{equation*} + From that point on, for the same reason as before, all the subsequent coefficients will also be 0, making the sum finite. + \begin{equation*} + a_{2k+1}=0 \iff y_{\text{o}}^{2k+1}(x)=y_{\text{o}}^{2k_0+1}(x), \quad \forall k>k_0 + \end{equation*} + \end{itemize} + + There is the possibility of expressing the solution in Eq.\eqref{eq:solution} in a more compact form, combining the two solutions $y_\text{o}^K(x)$ and $y_\text{e}^K(x)$. They are both a polynomial of maximum degree $n$, assuming $n \in \mathbb{N}$. In the case where $n$ is even, the polynomial solution + \begin{equation*} + \lim_{K\to \infty} y_\text{e}^K(x) + \end{equation*} + will be a finite sum. If instead $n$ is odd, will be + \begin{equation*} + \lim_{K\to \infty} y_\text{o}^K(x) + \end{equation*} + to be a finite sum. + + Depending on the coefficient we start with, $a_1$ or $a_0$, we will obtain the odd or even polynomial respectively. Starting with the last coefficient $a_n$ and, recursively, calculating all the others in descending order, we can express the two parts $y_\text{o}^K(x)$ and $y_\text{e}^K(x)$ with a single sum. Hence, because we start with the last coefficient, the choice concerning $a_1$ and $a_0$ will be at the end of the sum, and not at the beginning. To compact Eq.\eqref{eq:solution}, Eq.\eqref{eq:recursion} can be reconsidered to calculate the coefficient $a_{k-2}$, using $a_k$ + \begin{equation*} + a_{k-2} = -\frac{(k+2)(k+1)}{(k-n)(k+n+1)}a_k + \end{equation*} + Now the game is to find a pattern, as before. Remember that $n$ is a fixed parameter of Eq.\eqref{eq:legendre}. + \begin{align*} + a_{n-2} &= -\frac{n(n-1)}{2(2n-1)}a_n, \\ + a_{n-4} &= -\frac{(n-2)(n-3)}{4(2n-3)}a_{n-2} \\ + &= -\frac{(n-2)(n-3)}{4(2n-3)}-\frac{n(n-1)}{2(2n-1)}a_n. + \end{align*} + In general + \begin{equation}\label{eq:general_recursion} + a_{n-2k} = (-1)^k \frac{n(n-1)(n-2)(n-3) \hdots (n-2k+1)}{2\cdot4\hdots 2k(2n-1)(2n-3)\hdots(2n-2k+1)}a_n + \end{equation} + The whole solution can now be written as + \begin{align} + y(x) &= a_n x^n + a_{n-2} x^{n-2} + a_{n-4} x^{n-4} + a_{n-6} x^{n-6} + \hdots + \begin{cases} + a_1 x, \quad &\text{if } n \text{ odd} \\ + a_0, \quad &\text{if } n \text{ even} + \end{cases} \nonumber \\ + &= \sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} a_{n-2k}x^{n-2k} \label{eq:solution_2} + \end{align} + By considering + \begin{align} + (2n-1)(2n-3)\hdots (2n-2k+1)&=\frac{2n(2n-1)(2n-2)(2n-3)\hdots(2n-2k+1)} + {2n(2n-2)(2n-4)(2n-6)\hdots(2n-2k+2)} \nonumber \\ + &=\frac{\frac{(2n)!}{(2n-2k)!}} + {2^kn(n-1)(n-2)(n-3)\hdots(n-k+1)} \nonumber \\ + &=\frac{\frac{(2n)!}{(2n-2k)!}} + {2^k\frac{n!}{(n-k)!}}=\frac{(n-k)!(2n)!}{n!(2n-2k)!2^k} \label{eq:1_sub_recursion}, \\ + 2 \cdot 4 \hdots 2k &= 2^r 1\cdot2 \hdots r = 2^r r!\label{eq:2_sub_recursion}, \\ + n(n-1)(n-2)(n-3) \hdots (n-2k+1) &= \frac{n!}{(n-2k)!}\label{eq:3_sub_recursion}. + \end{align} + Eq.\eqref{eq:solution_2} can be rewritten as + \begin{equation}\label{eq:solution_3} + y(x)=a_n \sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{n!^2(2n-2k)!}{k!(n-2k)!(n-k)!(2n)!} x^{n-2k}. + \end{equation} + Eq.\eqref{eq:solution_3} is defined for any $a_n$. By letting $a_n$ be declared as + \begin{equation*} + a_{n} := \frac{(2n)!}{2^n n!^2}, + \end{equation*} + the so called \emph{Legendre polynomial} emerges + \begin{equation}\label{eq:leg_poly} + P_n(x):=\sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{(2n-2k)!}{2^n k! (n-k)!(n-2k)!} x^{n-2k} + \end{equation} +\end{proof} + + +\begin{lemma} + If $Z_n(z)$ is a solution of the Legendre equation \eqref{kugel:eqn:legendre}, + then + \begin{equation*} + P^m_n(z) = (1 - z^2)^{m/2} \frac{d^m}{dz^m}Z_n(z) + \end{equation*} + solves the associated Legendre equation \eqref{kugel:eqn:associated-legendre}. +\end{lemma} +% \begin{proof} [TODO: modificare la $m$ (è già usata come costante di separazione) o forse è giusta (?)] +\begin{proof} + To begin, we can start by differentiating $m$ times Eq.\eqref{kugel:eq:leg_eq} (which is staisfied by $y(x)$), obtaining + \begin{equation}\label{eq:lagrange_mderiv} + \frac{d^m}{dx^m}\left[ (1-x^2)\frac{d^2y}{dx^2} \right] -2 \frac{d^m}{dx^m}\left[ x\frac{dy}{dx} \right] + n(n+1)\frac{d^m}{dx^m}y=0. + \end{equation} + \emph{Leibniz's theorem} says, that if we want to differentiate $m$ times a multiplication of two functions, we can use the binomial coefficients to build up a sum. This allows us to be more compact, obtaining + \begin{equation}\label{eq:leibniz} + \frac{d^m}{dx^m}[u(x)v(x)] = \sum_{i=0}^m \binom{n}{i} \frac{d^{m-i}u}{dx^{m-1}} \frac{d^{i}v}{dx^i}. + \end{equation} + Using Eq.\eqref{eq:leibniz} in Eq.\eqref{eq:lagrange_mderiv}, we have + \begin{align} + (1-x^2)\frac{d^{m+2}y}{dx^{m+2}} &+ m \frac{d}{dx}(1-x^2)\frac{d^{m+1}y}{dx^{m+1}} + \frac{m(m-1)}{2}\frac{d^{2}}{dx^{2}}(1-x^2)\frac{d^{m}y}{dx^{m}} + n(n+1)\frac{d^m{}y}{dx^{m}} \nonumber \\ + &-2\left(x\frac{d^{m+1}y}{dx^{m+1}} + m\frac{d}{dx}x\frac{d^{m}y}{dx^{m}} \right) \nonumber \\ + &= (1-x^2)\frac{d^{m+2}y}{dx^{m+2}} -2x(m+1)\frac{d^{m+1}y}{dx^{m+1}}+(n(n+1)-m(m-1)-2m)\frac{d^{m}y}{dx^{m}}=0. \label{eq:aux_3} + \end{align} + To make the notation easier to follow, a new function can be defined + \begin{equation*} + \frac{d^{m}y}{dx^{m}} := y_m. + \end{equation*} + Eq.\eqref{eq:aux_3} now becomes + \begin{equation}\label{eq:1st_subs} + (1-x^2)\frac{d^{2}y_m}{dx^{2}} -2x(m+1)\frac{dy_m}{dx}+(n(n+1)-m(m+1))y_m=0 + \end{equation} + A second function can be further defined as + \begin{equation*} + (1-x^2)^{\frac{m}{2}}\frac{d^{m}y}{dx^{m}} = (1-x^2)^{\frac{m}{2}}y_m := \hat{y}_m, + \end{equation*} + allowing to write Eq.\eqref{eq:1st_subs} as + \begin{equation}\label{eq:2st_subs} + (1-x^2)\frac{d^2}{dx^2}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] -2(m+1)x\frac{d}{dx}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] + (n(n+1)-m(m+1))\hat{y}_m(1-x^2)^{-\frac{m}{2}}=0. + \end{equation} + The goal now is to compute the two terms + \begin{align*} + \frac{d^2}{dx^2}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] &= \frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} + \frac{d\hat{y}_m}{dx}\frac{m}{2}(1-x^2)^{-\frac{m}{2}-1}2x \\ + &+ m\left( \frac{d\hat{y}_m}{dx} x (1-x^2)^{-\frac{m}{2}-1} + \hat{y}_m (1-x^2)^{-\frac{m}{2}-1} - \hat{y}_m x (-\frac{m}{2}-1)(1-x^2)^{-\frac{m}{2}} 2x\right) \\ + &= \frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} + \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-\frac{m}{2}-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-\frac{m}{2}-1}\\ + &+ m\hat{y}_m (1-x^2)^{-\frac{m}{2}-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-\frac{m}{2}-2} + \end{align*} + and + \begin{align*} + \frac{d}{dx}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] &= \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_m\frac{m}{2}(1-x^2)^{-\frac{m}{2}-1}2x \\ + &= \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_mm(1-x^2)^{-\frac{m}{2}-1}x, + \end{align*} + to use them in Eq.\eqref{eq:2st_subs}, obtaining + \begin{align*} + (1-x^2)\biggl[\frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} &+ \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-\frac{m}{2}-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-\frac{m}{2}-1} \\ + &+ m\hat{y}_m (1-x^2)^{-\frac{m}{2}-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-\frac{m}{2}-2}\biggr] \\ + &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_mm(1-x^2)^{-\frac{m}{2}-1}x \right] \\ + &+ (n(n+1)-m(m+1))\hat{y}_m(1-x^2)^{-\frac{m}{2}}=0.\\ + \end{align*} + We can now divide by $(1-x^2)^{-\frac{m}{2}}$, obtaining + \begin{align*} + (1-x^2)\biggl[\frac{d^2\hat{y}_m}{dx^2} &+ \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-1} + m\hat{y}_m (1-x^2)^{-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-2}\biggr] \\ + &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx} + \hat{y}_mm(1-x^2)^{-1}x \right] + (n(n+1)-m(m+1))\hat{y}_m\\ + &= \frac{d^2\hat{y}_m}{dx^2} + \frac{d\hat{y}_m}{dx}mx + m\frac{d\hat{y}_m}{dx}x + m\hat{y}_m + m\hat{y}_m x^2(m+2)(1-x^2)^{-1} \\ + &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx} + \hat{y}_mm(1-x^2)^{-1}x \right] + (n(n+1)-m(m+1))\hat{y}_m\\ + \end{align*} + and collecting some terms + \begin{equation*} + (1-x^2)\frac{d^2\hat{y}_m}{dx^2} - 2x\frac{d\hat{y}_m}{dx} + \left( -x^2 \frac{m^2}{1-x^2} + m+n(n+1)-m(m+1)\right)\hat{y}_m=0. + \end{equation*} + Showing that + \begin{align*} + -x^2 \frac{m^2}{1-x^2} + m+n(n+1)-m(m+1) &= n(n+1)- m^2 -x^2 \frac{m^2}{1-x^2} \\ + &= n(n+1)- \frac{m}{1-x^2} + \end{align*} + implies $\hat{y}_m(x)$ being a solution of Eq.\eqref{kugel:eq:associated_leg_eq} +\end{proof} diff --git a/buch/papers/kugel/spherical-harmonics.tex b/buch/papers/kugel/spherical-harmonics.tex index 70657c9..5645941 100644 --- a/buch/papers/kugel/spherical-harmonics.tex +++ b/buch/papers/kugel/spherical-harmonics.tex @@ -1,6 +1,6 @@ % vim:ts=2 sw=2 et spell tw=80: -\section{Spherical Harmonics} +\section{Construction of the Spherical Harmonics} \if 0 \kugeltodo{Rewrite this section if the preliminaries become an addendum} @@ -111,7 +111,7 @@ that satisfy the equation \surflaplacian f = -\lambda f. \end{equation} Perhaps it may not be obvious at first glance, but we are in fact dealing with a -partial differential equation (PDE). If we unpack the notation of the operator +partial differential equation (PDE) \kugeltodo{Boundary conditions?}. If we unpack the notation of the operator $\nabla^2_{\partial S}$ according to definition \ref{kugel:def:surface-laplacian}, we get: \begin{equation} \label{kugel:eqn:eigen-pde} @@ -126,7 +126,7 @@ Since all functions satisfying \eqref{kugel:eqn:eigen-pde} are the The task may seem very difficult but we can simplify it with a well-known technique: \emph{the separation Ansatz}. It consists in assuming that the function $f(\vartheta, \varphi)$ can be factorized in the following form: -\begin{equation} \label{kugel:eqn:sep-ansatz:0} +\begin{equation} f(\vartheta, \varphi) = \Theta(\vartheta)\Phi(\varphi). \end{equation} In other words, we are saying that the effect of the two independent variables @@ -135,34 +135,34 @@ effect separately. This separation process was already presented in section \ref{buch:pde:section:kugel}, but we will briefly rehearse it here for convenience. If we substitute this assumption in \eqref{kugel:eqn:eigen-pde}, we have: -\begin{equation} \label{kugel:eqn:sep-ansatz:1} +\begin{equation*} \frac{1}{\sin\vartheta} \frac{\partial}{\partial \vartheta} \left( \sin\vartheta \frac{\partial \Theta(\vartheta)}{\partial\vartheta} \right) \Phi(\varphi) + \frac{1}{\sin^2 \vartheta} \frac{\partial^2 \Phi(\varphi)}{\partial\varphi^2} \Theta(\vartheta) + \lambda \Theta(\vartheta)\Phi(\varphi) = 0. -\end{equation} +\end{equation*} Dividing by $\Theta(\vartheta)\Phi(\varphi)$ and introducing an auxiliary -variable $m$, the separation constant, yields: +variable $m^2$, the separation constant, yields: \begin{equation*} \frac{1}{\Theta(\vartheta)}\sin \vartheta \frac{d}{d \vartheta} \left( \sin \vartheta \frac{d \Theta}{d \vartheta} \right) + \lambda \sin^2 \vartheta = -\frac{1}{\Phi(\varphi)} \frac{d^2\Phi(\varphi)}{d\varphi^2} - = m, + = m^2, \end{equation*} which is equivalent to the following system of 2 first order differential equations (ODEs): \begin{subequations} \begin{gather} - \frac{d^2\Phi(\varphi)}{d\varphi^2} = -m \Phi(\varphi), + \frac{d^2\Phi(\varphi)}{d\varphi^2} = -m^2 \Phi(\varphi), \label{kugel:eqn:ode-phi} \\ \sin \vartheta \frac{d}{d \vartheta} \left( \sin \vartheta \frac{d \Theta}{d \vartheta} \right) - + \left( \lambda - \frac{m}{\sin^2 \vartheta} \right) + + \left( \lambda - \frac{m^2}{\sin^2 \vartheta} \right) \Theta(\vartheta) = 0 \label{kugel:eqn:ode-theta}. \end{gather} @@ -174,291 +174,141 @@ write the solutions \Phi(\varphi) = e^{i m \varphi}, \quad m \in \mathbb{Z}. \end{equation} The restriction that the separation constant $m$ needs to be an integer arises -from the fact that we require a $2\pi$-periodicity in $\varphi$ since -$\Phi(\varphi + 2\pi) = \Phi(\varphi)$. Unfortunately, solving -\eqref{kugel:eqn:ode-theta} is not so straightforward. Actually it is quite -difficult, and the process is so involved that it will require a dedicated -section of its own. +from the fact that we require a $2\pi$-periodicity in $\varphi$ since the +coordinate systems requires that $\Phi(\varphi + 2\pi) = \Phi(\varphi)$. +Unfortunately, solving \eqref{kugel:eqn:ode-theta} is as straightforward, +actually, it is quite difficult, and the process is so involved that it will +require a dedicated section of its own. \subsection{Legendre Functions} -To solve \eqref{kugel:eqn:ode-theta} -We can begin by considering the substitution $x = \cos \vartheta$. The operator $\frac{d}{d \vartheta}$ will be: -\begin{align*} - \frac{d}{d \vartheta} = \frac{dx}{d \vartheta}\frac{d}{dx} &= -\sin \vartheta \frac{d}{dx} \\ - &= -\sqrt{1-x^2} \frac{d}{dx}. -\end{align*} -Eq.(\ref{kugel:eq:ODE_2}) will then become. +To solve \eqref{kugel:eqn:ode-theta} we start with the substitution $z = \cos +\vartheta$ \kugeltodo{Explain geometric origin with picture}. The operator +$\frac{d}{d \vartheta}$ becomes +\begin{equation*} + \frac{d}{d \vartheta} + = \frac{dz}{d \vartheta}\frac{d}{dz} + = -\sin \vartheta \frac{d}{dz} + = -\sqrt{1-z^2} \frac{d}{dz}, +\end{equation*} +since $\sin \vartheta = \sqrt{1 - \cos^2 \vartheta} = \sqrt{1 - z^2}$, and +then \eqref{kugel:eqn:ode-theta} becomes \begin{align*} - \frac{-\sqrt{1-x^2}}{\sqrt{1-x^2}} \frac{d}{dx} \left( \left(\sqrt{1-x^2}\right) \left(-\sqrt{1-x^2}\right) \frac{d \Theta}{dx} \right) + \left( \lambda - \frac{m}{\sin^2 \vartheta} \right)\Theta(\vartheta) &= 0 \\ - \frac{d}{dx} \left( (1-x^2) \frac{d \Theta}{dx} \right) + \left( \lambda - \frac{m}{\sin^2 \vartheta} \right)\Theta(\vartheta) &= 0 \\ - (1-x^2)\frac{d^2 \Theta}{dx} - 2x\frac{d \Theta}{dx} + \left( \lambda - \frac{m}{\sin^2 \vartheta} \right)\Theta(\vartheta) &= 0 \\ - (1-x^2)\frac{d^2 \Theta}{dx} - 2x\frac{d \Theta}{dx} + \left( \lambda - \frac{m}{1-x^2} \right)\Theta(\vartheta) &= 0 + \frac{-\sqrt{1-z^2}}{\sqrt{1-z^2}} \frac{d}{dz} \left[ + \left(\sqrt{1-z^2}\right) \left(-\sqrt{1-z^2}\right) \frac{d \Theta}{dz} + \right] + + \left( \lambda - \frac{m^2}{1 - z^2} \right)\Theta(\vartheta) &= 0, + \\ + \frac{d}{dz} \left[ (1-z^2) \frac{d \Theta}{dz} \right] + + \left( \lambda - \frac{m^2}{1 - z^2} \right)\Theta(\vartheta) &= 0, + \\ + (1-z^2)\frac{d^2 \Theta}{dz} - 2z\frac{d \Theta}{dz} + + \left( \lambda - \frac{m^2}{1 - z^2} \right)\Theta(\vartheta) &= 0. \end{align*} -By making two final cosmetic substitutions, namely $\Theta(\vartheta)=\Theta(\cos^{-1}x):=y(x)$ and $\lambda=n(n+1)$, we will be able to define the \emph{Associated Legendre Equation} in its standard and most familiar form -\begin{definition}{Associated Legendre Equation} - \begin{equation}\label{kugel:eq:associated_leg_eq} - (1-x^2)\frac{d^2 y}{dx} - 2x\frac{d y}{dx} + \left( n(n+1) - \frac{m}{1-x^2} \right)y(x) = 0. - \end{equation} -\end{definition} -Our new goal then became solving Eq.(\ref{kugel:eq:asssociated_leg_eq}). After that we can fit the solution into Eq.(\ref{kugel:eq:sep_ansatz_0}), obtaining $f(\vartheta, \varphi)$, the solution of the eigenvalue problem. \newline -We simplified the problem somewhat but the task still remains very difficult. We can rely on a lemma to continue but first we need to define an additional equation, namely the \emph{Legendre Equation} -\begin{definition}{Legendre equation}\newline - Setting $m=0$ in Eq.(\ref{kugel:eq:asssociated_leg_eq}), we get - \begin{equation}\label{kugel:eq:leg_eq} - (1-x^2)\frac{d^2 y}{dx} - 2x\frac{d y}{dx} + n(n+1)y(x) = 0, - \end{equation} - also known as \emph{Legendre Equation}. -\end{definition} -Now we can continue with the lemma -\begin{lemma}\label{kugel:lemma_1} - If $y_n(x)$ is a solution of Eq.(\ref{kugel:eq:leg_eq}), then the function - \begin{equation*} - y_{m,n}(x) = (1-x^2)^{\frac{m}{2}}\frac{d^m}{dx^m}y_n(x) - \end{equation*} - satisfies Eq.(\ref{kugel:eq:associated_leg_eq}) +By making two final cosmetic substitutions, namely $Z(z) = \Theta(\cos^{-1}z)$ +and $\lambda = n(n+1)$, we obtain what is known in the literature as the +\emph{associated Legendre equation of order $m$}: +\nocite{olver_introduction_2013} +\begin{equation} \label{kugel:eqn:associated-legendre} + (1 - z^2)\frac{d^2 Z}{dz} + - 2z\frac{d Z}{dz} + + \left( n(n + 1) - \frac{m^2}{1 - z^2} \right) Z(z) = 0, + \quad + z \in [-1; 1], m \in \mathbb{Z}. +\end{equation} + +Our new goal has therefore become to solve +\eqref{kugel:eqn:associated-legendre}, since if we find a solution for $Z(z)$ we +can perform the substitution backwards and get back to our eigenvalue problem. +However, the associated Legendre equation is not any easier, so to attack the +problem we will look for the solutions in the easier special case when $m = 0$. +This reduces the problem because it removes the double pole, which is always +tricky to deal with. In fact, the reduced problem when $m = 0$ is known as the +\emph{Legendre equation}: +\begin{equation} \label{kugel:eqn:legendre} + (1 - z^2)\frac{d^2 Z}{dz} + - 2z\frac{d Z}{dz} + + n(n + 1) Z(z) = 0, + \quad + z \in [-1; 1]. +\end{equation} + +The Legendre equation is a second order differential equation, and therefore it +has 2 independent solutions, which are known as \emph{Legendre functions} of the +first and second kind. For the scope of this text we will only derive a special +case of the former that is known known as the \emph{Legendre polynomials}, since +we only need a solution between $-1$ and $1$. + +\begin{lemma}[Legendre polynomials] + \label{kugel:lem:legendre-poly} + The polynomial function + \[ + P_n(z) = \sum^{\lfloor n/2 \rfloor}_{k=0} + \frac{(-1)^k}{2^n s^k!} \frac{(2n - 2k)!}{(n - k)! (n-2k)!} z^{n - 2k} + \] + is the only finite solution of the Legendre equation + \eqref{kugel:eqn:legendre} when $n \in \mathbb{Z}$ and $z \in [-1; 1]$. \end{lemma} -\begin{proof} [TODO: modificare la $m$ (è già usata come costante di separazione) o forse è giusta (?)] - To begin, we can start by differentiating $m$ times Eq.\eqref{kugel:eq:leg_eq} (which is staisfied by $y(x)$), obtaining - \begin{equation}\label{eq:lagrange_mderiv} - \frac{d^m}{dx^m}\left[ (1-x^2)\frac{d^2y}{dx^2} \right] -2 \frac{d^m}{dx^m}\left[ x\frac{dy}{dx} \right] + n(n+1)\frac{d^m}{dx^m}y=0. - \end{equation} - \emph{Leibniz's theorem} says, that if we want to differentiate $m$ times a multiplication of two functions, we can use the binomial coefficients to build up a sum. This allows us to be more compact, obtaining - \begin{equation}\label{eq:leibniz} - \frac{d^m}{dx^m}[u(x)v(x)] = \sum_{i=0}^m \binom{n}{i} \frac{d^{m-i}u}{dx^{m-1}} \frac{d^{i}v}{dx^i}. - \end{equation} - Using Eq.\eqref{eq:leibniz} in Eq.\eqref{eq:lagrange_mderiv}, we have - \begin{align} - (1-x^2)\frac{d^{m+2}y}{dx^{m+2}} &+ m \frac{d}{dx}(1-x^2)\frac{d^{m+1}y}{dx^{m+1}} + \frac{m(m-1)}{2}\frac{d^{2}}{dx^{2}}(1-x^2)\frac{d^{m}y}{dx^{m}} + n(n+1)\frac{d^m{}y}{dx^{m}} \nonumber \\ - &-2\left(x\frac{d^{m+1}y}{dx^{m+1}} + m\frac{d}{dx}x\frac{d^{m}y}{dx^{m}} \right) \nonumber \\ - &= (1-x^2)\frac{d^{m+2}y}{dx^{m+2}} -2x(m+1)\frac{d^{m+1}y}{dx^{m+1}}+(n(n+1)-m(m-1)-2m)\frac{d^{m}y}{dx^{m}}=0. \label{eq:aux_3} - \end{align} - To make the notation easier to follow, a new function can be defined - \begin{equation*} - \frac{d^{m}y}{dx^{m}} := y_m. - \end{equation*} - Eq.\eqref{eq:aux_3} now becomes - \begin{equation}\label{eq:1st_subs} - (1-x^2)\frac{d^{2}y_m}{dx^{2}} -2x(m+1)\frac{dy_m}{dx}+(n(n+1)-m(m+1))y_m=0 - \end{equation} - A second function can be further defined as - \begin{equation*} - (1-x^2)^{\frac{m}{2}}\frac{d^{m}y}{dx^{m}} = (1-x^2)^{\frac{m}{2}}y_m := \hat{y}_m, - \end{equation*} - allowing to write Eq.\eqref{eq:1st_subs} as - \begin{equation}\label{eq:2st_subs} - (1-x^2)\frac{d^2}{dx^2}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] -2(m+1)x\frac{d}{dx}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] + (n(n+1)-m(m+1))\hat{y}_m(1-x^2)^{-\frac{m}{2}}=0. - \end{equation} - The goal now is to compute the two terms - \begin{align*} - \frac{d^2}{dx^2}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] &= \frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} + \frac{d\hat{y}_m}{dx}\frac{m}{2}(1-x^2)^{-\frac{m}{2}-1}2x \\ - &+ m\left( \frac{d\hat{y}_m}{dx} x (1-x^2)^{-\frac{m}{2}-1} + \hat{y}_m (1-x^2)^{-\frac{m}{2}-1} - \hat{y}_m x (-\frac{m}{2}-1)(1-x^2)^{-\frac{m}{2}} 2x\right) \\ - &= \frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} + \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-\frac{m}{2}-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-\frac{m}{2}-1}\\ - &+ m\hat{y}_m (1-x^2)^{-\frac{m}{2}-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-\frac{m}{2}-2} - \end{align*} - and - \begin{align*} - \frac{d}{dx}[\hat{y}_m(1-x^2)^{-\frac{m}{2}}] &= \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_m\frac{m}{2}(1-x^2)^{-\frac{m}{2}-1}2x \\ - &= \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_mm(1-x^2)^{-\frac{m}{2}-1}x, - \end{align*} - to use them in Eq.\eqref{eq:2st_subs}, obtaining - \begin{align*} - (1-x^2)\biggl[\frac{d^2\hat{y}_m}{dx^2} (1-x^2)^{-\frac{m}{2}} &+ \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-\frac{m}{2}-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-\frac{m}{2}-1} \\ - &+ m\hat{y}_m (1-x^2)^{-\frac{m}{2}-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-\frac{m}{2}-2}\biggr] \\ - &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx}(1-x^2)^{-\frac{m}{2}} + \hat{y}_mm(1-x^2)^{-\frac{m}{2}-1}x \right] \\ - &+ (n(n+1)-m(m+1))\hat{y}_m(1-x^2)^{-\frac{m}{2}}=0.\\ - \end{align*} - We can now divide by $(1-x^2)^{-\frac{m}{2}}$, obtaining - \begin{align*} - (1-x^2)\biggl[\frac{d^2\hat{y}_m}{dx^2} &+ \frac{d\hat{y}_m}{dx}mx (1-x^2)^{-1} + m\frac{d\hat{y}_m}{dx}x (1-x^2)^{-1} + m\hat{y}_m (1-x^2)^{-1} + m\hat{y}_m x^2(m+2)(1-x^2)^{-2}\biggr] \\ - &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx} + \hat{y}_mm(1-x^2)^{-1}x \right] + (n(n+1)-m(m+1))\hat{y}_m\\ - &= \frac{d^2\hat{y}_m}{dx^2} + \frac{d\hat{y}_m}{dx}mx + m\frac{d\hat{y}_m}{dx}x + m\hat{y}_m + m\hat{y}_m x^2(m+2)(1-x^2)^{-1} \\ - &-2(m+1)x\left[ \frac{d\hat{y}_m}{dx} + \hat{y}_mm(1-x^2)^{-1}x \right] + (n(n+1)-m(m+1))\hat{y}_m\\ - \end{align*} - and collecting some terms - \begin{equation*} - (1-x^2)\frac{d^2\hat{y}_m}{dx^2} - 2x\frac{d\hat{y}_m}{dx} + \left( -x^2 \frac{m^2}{1-x^2} + m+n(n+1)-m(m+1)\right)\hat{y}_m=0. - \end{equation*} - Showing that - \begin{align*} - -x^2 \frac{m^2}{1-x^2} + m+n(n+1)-m(m+1) &= n(n+1)- m^2 -x^2 \frac{m^2}{1-x^2} \\ - &= n(n+1)- \frac{m}{1-x^2} - \end{align*} - implies $\hat{y}_m(x)$ being a solution of Eq.\eqref{kugel:eq:associated_leg_eq} +\begin{proof} + This results is derived in section \ref{kugel:sec:proofs:legendre}. \end{proof} -In simpler words, if we find a solution to Eq.\eqref{kugel:eq:leg_eq}, we can extend the latter according to the Lemma \ref{kugel:lemma_1} obtaining the solution of Eq.\eqref{kugel:eq:associated_leg_eq}.\newline -We can say that we are going in the right direction, as the problem to be solved is decreasing in difficulty. We moved from having to find a solution to Eq.\eqref{kugel:eq:associated_leg_eq} to finding a solution to Eq.\eqref{kugel:eq:leg_eq}, which is much more approachable as a problem. Luckily for us, the lemma we will present below will help us extensively, which is something of an euphemism, since it will give us the solution directly. -\begin{lemma} - The polynomial function - \begin{align*} - y_n(x)&=\sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{(2n-2k)!}{2^n k! (n-k)!(n-2k)!} x^{n-2k}\\ - &= \frac{1}{n!2^n}\frac{d^n}{dx^n}(1-x^2)^n =: P_n(x), - \end{align*} - is a solution to the second order differential equation - \begin{equation}\label{kugel:eq:sol_leg} - (1-x^2)\frac{d^2y}{dx^2}-2x\frac{dy}{dx} + n(n+1)y=0, \quad \forall n>0. - \end{equation} + +Since the Legendre \emph{polynomials} are indeed polynomials, they can also be +expressed using the hypergeometric functions described in section +\ref{buch:rekursion:section:hypergeometrische-funktion}, so in fact +\begin{equation} + P_n(z) = {}_2F_1 \left( \begin{matrix} + n + 1, & -n \\ \multicolumn{2}{c}{1} + \end{matrix} ; \frac{1 - z}{2} \right). +\end{equation} +Further, there are a few more interesting but not very relevant forms to write +$P_n(z)$ such as \emph{Rodrigues' formula} and \emph{Laplace's integral +representation} which are +\begin{equation*} + P_n(z) = \frac{1}{2^n} \frac{d^n}{dz^n} (x^2 - 1)^n, + \qquad \text{and} \qquad + P_n(z) = \frac{1}{\pi} \int_0^\pi \left( + z + \cos\vartheta \sqrt{z^2 - 1} + \right) \, d\vartheta +\end{equation*} +respectively, both of which we will not prove (see chapter 3 of +\cite{bell_special_2004} for a proof). Now that we have a solution for the +Legendre equation, we can make use of the following lemma patch the solutions +such that they also become solutions of the associated Legendre equation +\eqref{kugel:eqn:associated-legendre}. + +\begin{lemma} \label{kugel:lem:extend-legendre} + If $Z_n(z)$ is a solution of the Legendre equation \eqref{kugel:eqn:legendre}, + then + \begin{equation*} + Z^m_n(z) = (1 - z^2)^{m/2} \frac{d^m}{dz^m}Z_n(z) + \end{equation*} + solves the associated Legendre equation \eqref{kugel:eqn:associated-legendre}. + \nocite{bell_special_2004} \end{lemma} \begin{proof} - In order to find a solution to Eq.\eqref{eq:legendre}, the following Ansatz can be performed: - \begin{equation}\label{eq:ansatz} - y(x) = \sum_{k=0}^\infty a_k x^k. - \end{equation} - Given Eq.\eqref{eq:ansatz}, then - \begin{align*} - \frac{dy}{dx} &= \sum_{k=0}^\infty k a_k x^{k-1}, \\ - \frac{d^2y}{dx^2} &= \sum_{k=0}^\infty k (k-1) a_k x^{k-2}. - \end{align*} - Eq.\eqref{eq:legendre} can be therefore written as - \begin{align} - &(1-x^2)\sum_{k=0}^\infty k (k-1) a_k x^{k-2} - 2x\sum_{k=0}^\infty k a_k x^{k-1} + n(n+1)\sum_{k=0}^\infty a_k x^k=0 \label{eq:ansatz_in_legendre} \\ - &=\sum_{k=0}^\infty k (k-1) a_k x^{k-2} - \sum_{k=0}^\infty k (k-1) a_k x^{k} - 2x\sum_{k=0}^\infty k a_k x^{k-1} + n(n+1)\sum_{k=0}^\infty a_k x^k=0. \nonumber - \end{align} - If one consider the term - \begin{equation}\label{eq:term} - \sum_{k=0}^\infty k (k-1) a_k x^{k-2}, - \end{equation} - the substitution $\tilde{k}=k-2$ yields Eq.\eqref{eq:term} to - \begin{equation*} - \sum_{\tilde{k}=-2}^\infty (\tilde{k}+2) (\tilde{k}+1) a_{\tilde{k}+2} x^{\tilde{k}}=\sum_{\tilde{k}=0}^\infty (\tilde{k}+2) (\tilde{k}+1) a_{\tilde{k}} x^{\tilde{k}}. - \end{equation*} - This means that Eq.\eqref{eq:ansatz_in_legendre} becomes - \begin{align} - &\sum_{k=0}^\infty (k+1)(k+2) a_{k+2} x^{k} - \sum_{k=0}^\infty k (k-1) a_k x^{k} - 2\sum_{k=0}^\infty k a_k x^k + n(n+1)\sum_{k=0}^\infty a_k x^k \nonumber \\ - = &\sum_{k=0}^\infty \big[ (k+1)(k+2) a_{k+2} - k (k-1) a_k - 2 k a_k + n(n+1) a_k \big] x^k \stackrel{!}{=} 0. \label{eq:condition} - \end{align} - The condition in Eq.\eqref{eq:condition} is equivalent to - \begin{equation}\label{eq:condition_2} - (k+1)(k+2) a_{k+2} - k (k-1) a_k - 2 k a_k + n(n+1) a_k = 0. - \end{equation} - We can derive a recursion formula for $a_{k+2}$ from Eq.\eqref{eq:condition_2}, which can be expressed as - \begin{equation}\label{eq:recursion} - a_{k+2}= \frac{k (k-1) - 2 k + n(n+1)}{(k+1)(k+2)}a_k = \frac{(k-n)(k+n+1)}{(k+2)(k+1)}a_k. - \end{equation} - All coefficients can be calculated using the latter. - - Following Eq.\eqref{eq:recursion}, if we want to compute $a_6$ we would have - \begin{align*} - a_{6}= -\frac{(n-4)(n+5)}{6\cdot 5}a_4 &= -\frac{(n-4)(5+n)}{6 \cdot 5} -\frac{(n-2)(n+3)}{4 \cdot 3} a_2 \\ - &= -\frac{(n-4)(n+5)}{6 \cdot 5} -\frac{(n-2)(n+3)}{4 \cdot 3} -\frac{n(n+1)}{2 \cdot 1} a_0 \\ - &= -\frac{(n+5)(n+3)(n+1)n(n-2)(n-4)}{6!} a_0. - \end{align*} - One can generalize this relation for the $i^\text{th}$ even coefficient as - \begin{equation*} - a_{2k} = (-1)^k \frac{(n+(2k-1))(n+(2k-1)-2)\hdots (n-(2k-2)+2)(n-(2k-2))}{(2k)!}a_0 - \end{equation*} - where $i=2k$. - - A similar expression can be written for the odd coefficients $a_{2k-1}$. In this case, the equation starts from $a_1$ and to find the pattern we can write the recursion for an odd coefficient, $a_7$ for example - \begin{align*} - a_{7}= -\frac{(n-5)(n+6)}{7\cdot 6}a_5 &= - \frac{(n-5)(n+6)}{7\cdot 6} -\frac{(n-3)(n+4)}{5 \cdot 4} a_3 \\ - &= - \frac{(n-5)(n+6)}{7\cdot 6} -\frac{(n-3)(n+4)}{5 \cdot 4} -\frac{(n-1)(n+2)}{3 \cdot 2} a_1 \\ - &= -\frac{(n+6)(n+4)(n+2)(n-1)(n-3)(n-5)}{7!} a_1. - \end{align*} - As before, we can generalize this equation for the $i^\text{th}$ odd coefficient - \begin{equation*} - a_{2k+1} = (-1)^k \frac{(n + 2k)(n+2k-2)\hdots(n-(2k-1)+2)(n-(2k-1))}{(2k+1)!}a_1 - \end{equation*} - where $i=2k+1$. - - Let be - \begin{align*} - y_\text{e}^K(x) &:= \sum_{k=0}^K(-1)^k \frac{(n+(2k-1))(n+(2k-1)-2)\hdots \color{red}(n-(2k-2)+2)(n-(2k-2))}{(2k)!} x^{2k}, \\ - y_\text{o}^K(x) &:= \sum_{k=0}^K(-1)^k \frac{(n + 2k)(n+2k-2)\hdots \color{blue} (n-(2k-1)+2)(n-(2k-1))}{(2k+1)!} x^{2k+1}. - \end{align*} - The solution to the Eq.\eqref{eq:legendre} can be written as - \begin{equation}\label{eq:solution} - y(x) = \lim_{K \to \infty} \left[ a_0 y_\text{e}^K(x) + a_1 y_\text{o}^K(x) \right]. - \end{equation} - - The colored parts can be analyzed separately: - \begin{itemize} - \item[\textcolor{red}{\textbullet}] Suppose that $n=n_0$ is an even number. Then the red part, for a specific value of $k=k_0$, will follow the following relation: - \begin{equation*} - n_0-(2k_0-2)=0. - \end{equation*} - From that point on, given the recursive nature of Eq.\eqref{eq:recursion}, all the subsequent coefficients will also be 0, making the sum finite. - \begin{equation*} - a_{2k}=0 \iff y_{\text{o}}^{2k}(x)=y_{\text{o}}^{2k_0}(x), \quad \forall k>k_0 - \end{equation*} - \item[\textcolor{blue}{\textbullet}] Suppose that $n=n_0$ is an odd number. Then the blue part, for a specific value of $k=k_0$, will follow the following relation - \begin{equation*} - n_0-(2k_0-1)=0. - \end{equation*} - From that point on, for the same reason as before, all the subsequent coefficients will also be 0, making the sum finite. - \begin{equation*} - a_{2k+1}=0 \iff y_{\text{o}}^{2k+1}(x)=y_{\text{o}}^{2k_0+1}(x), \quad \forall k>k_0 - \end{equation*} - \end{itemize} - - There is the possibility of expressing the solution in Eq.\eqref{eq:solution} in a more compact form, combining the two solutions $y_\text{o}^K(x)$ and $y_\text{e}^K(x)$. They are both a polynomial of maximum degree $n$, assuming $n \in \mathbb{N}$. In the case where $n$ is even, the polynomial solution - \begin{equation*} - \lim_{K\to \infty} y_\text{e}^K(x) - \end{equation*} - will be a finite sum. If instead $n$ is odd, will be - \begin{equation*} - \lim_{K\to \infty} y_\text{o}^K(x) - \end{equation*} - to be a finite sum. - - Depending on the coefficient we start with, $a_1$ or $a_0$, we will obtain the odd or even polynomial respectively. Starting with the last coefficient $a_n$ and, recursively, calculating all the others in descending order, we can express the two parts $y_\text{o}^K(x)$ and $y_\text{e}^K(x)$ with a single sum. Hence, because we start with the last coefficient, the choice concerning $a_1$ and $a_0$ will be at the end of the sum, and not at the beginning. To compact Eq.\eqref{eq:solution}, Eq.\eqref{eq:recursion} can be reconsidered to calculate the coefficient $a_{k-2}$, using $a_k$ - \begin{equation*} - a_{k-2} = -\frac{(k+2)(k+1)}{(k-n)(k+n+1)}a_k - \end{equation*} - Now the game is to find a pattern, as before. Remember that $n$ is a fixed parameter of Eq.\eqref{eq:legendre}. - \begin{align*} - a_{n-2} &= -\frac{n(n-1)}{2(2n-1)}a_n, \\ - a_{n-4} &= -\frac{(n-2)(n-3)}{4(2n-3)}a_{n-2} \\ - &= -\frac{(n-2)(n-3)}{4(2n-3)}-\frac{n(n-1)}{2(2n-1)}a_n. - \end{align*} - In general - \begin{equation}\label{eq:general_recursion} - a_{n-2k} = (-1)^k \frac{n(n-1)(n-2)(n-3) \hdots (n-2k+1)}{2\cdot4\hdots 2k(2n-1)(2n-3)\hdots(2n-2k+1)}a_n - \end{equation} - The whole solution can now be written as - \begin{align} - y(x) &= a_n x^n + a_{n-2} x^{n-2} + a_{n-4} x^{n-4} + a_{n-6} x^{n-6} + \hdots + \begin{cases} - a_1 x, \quad &\text{if } n \text{ odd} \\ - a_0, \quad &\text{if } n \text{ even} - \end{cases} \nonumber \\ - &= \sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} a_{n-2k}x^{n-2k} \label{eq:solution_2} - \end{align} - By considering - \begin{align} - (2n-1)(2n-3)\hdots (2n-2k+1)&=\frac{2n(2n-1)(2n-2)(2n-3)\hdots(2n-2k+1)} - {2n(2n-2)(2n-4)(2n-6)\hdots(2n-2k+2)} \nonumber \\ - &=\frac{\frac{(2n)!}{(2n-2k)!}} - {2^kn(n-1)(n-2)(n-3)\hdots(n-k+1)} \nonumber \\ - &=\frac{\frac{(2n)!}{(2n-2k)!}} - {2^k\frac{n!}{(n-k)!}}=\frac{(n-k)!(2n)!}{n!(2n-2k)!2^k} \label{eq:1_sub_recursion}, \\ - 2 \cdot 4 \hdots 2k &= 2^r 1\cdot2 \hdots r = 2^r r!\label{eq:2_sub_recursion}, \\ - n(n-1)(n-2)(n-3) \hdots (n-2k+1) &= \frac{n!}{(n-2k)!}\label{eq:3_sub_recursion}. - \end{align} - Eq.\eqref{eq:solution_2} can be rewritten as - \begin{equation}\label{eq:solution_3} - y(x)=a_n \sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{n!^2(2n-2k)!}{k!(n-2k)!(n-k)!(2n)!} x^{n-2k}. - \end{equation} - Eq.\eqref{eq:solution_3} is defined for any $a_n$. By letting $a_n$ be declared as - \begin{equation*} - a_{n} := \frac{(2n)!}{2^n n!^2}, - \end{equation*} - the so called \emph{Legendre polynomial} emerges - \begin{equation}\label{eq:leg_poly} - P_n(x):=\sum_{k=0}^{\lfloor \frac{n}{2} \rfloor} (-1)^k \frac{(2n-2k)!}{2^n k! (n-k)!(n-2k)!} x^{n-2k} - \end{equation} + See section \ref{kugel:sec:proofs:legendre}. \end{proof} -As can be seen, the solution is a $n$-dependent power series, traditionally denoted as $P_n(x)$. This set of polynomials are called \emph{Legendre Polynomials}, because precisely they are polynomials satisfying the Legendre equation.\newline -Now that we have a solution to Eq.\eqref{kugel:eq:leg_eq}, we can then extend Eq.\eqref{kugel:eq:sol_leg}, as stated in Lemma \ref{kugel:lemma_1}. We will then have -\begin{align*} -y_{m,n}(x) &= (1-x^2)^{\frac{m}{2}}\frac{d^m}{dx^m}P_n(x) \\ -&= \frac{1}{n!2^n}(1-x^2)^{\frac{m}{2}}\frac{d^{m+n}}{dx^{m+n}}(1-x^2)^n -\end{align*} -This set of functions are defined as \emph{Associated Legendre functions}, because similarly to before, they solve the Associated Legendre equation, defined in Eq.\eqref{kugel:eq:eq_leg}. -\begin{definition}{Associated Legendre Functions} -\begin{equation}\label{kugel:eq:associated_leg_func} -P_{m,n}(x) := \frac{1}{n!2^n}(1-x^2)^{\frac{m}{2}}\frac{d^{m+n}}{dx^{m+n}}(1-x^2)^n -\end{equation} + +What is happening in lemma \ref{kugel:lem:extend-legendre}, is that we are +essentially inserting a square root function in the solution in order to be able +to reach the parts of the domain near the poles at $\pm 1$ of the associated +Legendre equation, which is not possible only using power series +\kugeltodo{Reference book theory on extended power series method.}. Now, since +we have a solution in our domain, namely $P_n(z)$, we can insert it in the lemma +obtain the \emph{associated Legendre functions}. + +\begin{definition}[Ferrers or Associated Legendre functions] + The functions + \begin{equation}\label{kugel:eq:associated_leg_func} + P^m_n (z) = \frac{1}{n!2^n}(1-z^2)^{\frac{m}{2}}\frac{d^{m}}{dz^{m}} P_n(z) + = \frac{1}{n!2^n}(1-z^2)^{\frac{m}{2}}\frac{d^{m+n}}{dz^{m+n}}(1-z^2)^n + \end{equation} + are known as Ferrers or associated Legendre functions. \end{definition} + +\subsection{Spherical Harmonics} + As you may recall, previously we performed the substitution $x=\cos \vartheta$. Now we need to return to the old domain, which can be done straightforwardly: \begin{equation*} \Theta(\vartheta) = P_{m,n}(\cos \vartheta), @@ -512,6 +362,10 @@ Ora, visto che la soluzione dell'eigenfunction problem è formata dalla moltipli \subsection{Recurrence Relations} -\section{Series Expansions in \(C(S^2)\)} +\section{Series Expansions in $C(S^2)$} -\nocite{olver_introduction_2013} +\subsection{Orthogonality of $P_n$, $P^m_n$ and $Y^m_n$} + +\subsection{Series Expansion} + +\subsection{Fourier on $S^2$} |