Question on orthogonal Legendre series expansion.

In summary, there are two ways to calculate the integral of a function at a given point: using the absolute value function and using the integrals of first and second degree. However, the absolute value function is only valid if the function is a first degree function, while the integrals of first and second degree are not always valid if the function is a second degree function. Additionally, if the function is not a first or second degree function, the integrals of both degree are not always valid.
  • #1
yungman
5,718
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This start out as homework but my question is not about helping me solving the problem but instead I get conflicting answers depend on what way I approach the problem and no way to resolve. I know the answer. I am not going to even present the original question, instead just the part that I have issue with. The difference is by using:

A) [itex]\int_{-1}^1 f(x)P_n(x)dx = \frac{1}{2^n n!}\int_{-1}^{1} f^n(x)(x^2-1)^n dx[/itex]

And

B) [tex](n+1)P_{n+1}(x) + nP_{n-1}(x) = (2n+1)xP_n(x)[/tex]



The function [itex]f(\theta) = cos(\theta)[/itex] and I want to compute:

[tex]\int_0^{\pi} f(\theta) sin(\theta) P_n(cos(\theta)d\theta [/tex]

[tex]= \int_0^{\pi} cos(\theta) sin(\theta) P_n(cos(\theta)d\theta \hbox { we let }x=cos(\theta) \Rightarrow dx=-sin(\theta) d \theta [/tex]

[tex]\Rightarrow \int_0^{\pi} cos(\theta) sin(\theta) P_n(cos(\theta)d\theta = \int_{-1}^{1} x P_n(x)dx[/tex] (1)

Using A) This imply [itex] f(x)[/itex] is only first degree and [itex]\int_{-1}^{1} x P_n(cos(x)dx = 0[/itex] for n larger than 1. The answer is 0 for n=0 and 2/3 for n=1 and the rest is 0 for n>1.

But using B)

[tex]\int_{-1}^{1} x P_n(x)dx = \frac{n+1}{2n+1}\int_{-1}^{1} P_{n+1}(x)dx + \frac{n}{2n+1}\int_{-1}^{1} P_{n-1}(x)dx[/tex]

Recall [tex]\int_{-1}^{1} P_{n}(x)dx = 0 \;\Rightarrow\; \int_{-1}^{1} P_{n+1}(x)dx = \int_{-1}^{1} P_{n-1}(x)dx = 0[/tex]

[tex] \Rightarrow \int_{-1}^{1} x P_n(x)dx = 0[/tex]

So you see you get two different answers using A) and B). I double and triple check this and I cannot see where I did wrong.
 
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  • #2
yungman said:
Recall [tex]\int_{-1}^{1} P_{n}(x)dx = 0 [/tex].

This is not true for all n. [itex]P_n(-x) = (-1)^nP_n(x)[/itex], from which you can show that your identity is only valid if n is odd.
 
  • #3
I was wrong on this:

[tex]\int_{-1}^{1} P_{n}(x)dx = 0 \hbox { only if n not equal to 0, equal to 2 if n=0 }[/tex]

I just post the question to confirm n cannot be negative. I am still waiting for the answer. If n cannot be negative, then one cannot use B) because [itex]\int_{-1}^{1} P_{n-1}(x)dx[/itex] is not legal for n=0. This will clarify my question that there is only one way I can get the answer.

And I was wrong on n=1. It is not zero. for n=1, I do get 2/3 as the answer, so it agree in both ways of calculation.
 
  • #4
yungman said:
I was wrong on this:

[tex]\int_{-1}^{1} P_{n}(x)dx = 0 \hbox { only if n not equal to 0, equal to 2 if n=0 }[/tex]

That's still not correct. I'm not sure if you are just stating that it was wrong and you realize it now or if you think this is the corrected statement, so I will clarify: the correct statement is

[tex]\int_{-1}^{1} P_{n}(x)dx = \left\{\begin{array}{c c} 0~\mbox{if n is odd}\\2~\mbox{if n is even}\end{array}\right.[/tex]

As for your other question, n cannot be negative but you case still use n = 0 in the identity you labeled B): the [itex]P_{n-1}(x)[/itex] term vanishes in this case because it is multiplied by n, and indeed, you find that the identity tells you [itex]P_1(x) = xP_0(x)[/itex], which is true.
 
  • #5
Mute said:
That's still not correct. I'm not sure if you are just stating that it was wrong and you realize it now or if you think this is the corrected statement, so I will clarify: the correct statement is

[tex]\int_{-1}^{1} P_{n}(x)dx = \left\{\begin{array}{c c} 0~\mbox{if n is odd}\\2~\mbox{if n is even}\end{array}\right.[/tex]

As for your other question, n cannot be negative but you case still use n = 0 in the identity you labeled B): the [itex]P_{n-1}(x)[/itex] term vanishes in this case because it is multiplied by n, and indeed, you find that the identity tells you [itex]P_1(x) = xP_0(x)[/itex], which is true.


Thanks for your help. If n=0,1,2...and [itex]P_{n-1}(x) [/itex] term disappeared for n=0, then that answer all my question.

Regarding the formula, it is correct and written in the book. To proof it is correct, we use the identity:

[tex] P'_{n+1}(x) = P'_{n-1}(x) +(2n+1)P_n(x) \hbox { and } P_{n+1}(1) = P_{n-1}(1) = 1 \hbox { and } P_{n+1}(-1) = P_{n-1}(-1) = (-1)^{n+1}P_{n-1}(1)[/tex]

[tex]\Rightarrow \int_{-1}^{1} P_{n}(x)dx = \frac{1}{2n+1} [P_{n+1}(x) - P_{n-1}(x)]_{-1}^1 = \frac{1}{2n+1}[P_{n+1}(1) - P_{n-1}(1) - P_{n+1}(-1) + P_{n-1}(-1)] = 0 [/tex]

This is actually the bases of orthogonal relation of Legendre polynomial.

Thanks for your help.

Alan
 
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1. What is an orthogonal Legendre series expansion?

An orthogonal Legendre series expansion is a mathematical method used to represent a function as a series of Legendre polynomials, which are a set of orthogonal polynomials. This expansion allows for the efficient approximation of functions and is commonly used in fields such as physics and engineering.

2. How is an orthogonal Legendre series expansion calculated?

The coefficients of an orthogonal Legendre series expansion can be calculated using numerical integration methods, such as the Gauss-Legendre quadrature rule. This involves finding the inner product of the function being approximated and each Legendre polynomial, and then solving a system of equations to determine the coefficients.

3. What are the applications of orthogonal Legendre series expansion?

Orthogonal Legendre series expansion has many practical applications, including in physics, engineering, and statistics. It is commonly used to approximate functions and solve differential equations, as well as in signal processing and data analysis.

4. What are the advantages of using orthogonal Legendre series expansion?

One of the main advantages of using orthogonal Legendre series expansion is its ability to efficiently approximate functions with a high degree of accuracy. It also allows for the manipulation and analysis of complex functions using a series of simpler polynomial functions.

5. Are there any limitations to using orthogonal Legendre series expansion?

One limitation of orthogonal Legendre series expansion is that it may not be suitable for functions that are not well-behaved or have discontinuities. In these cases, other methods, such as Fourier series expansion, may be more appropriate. Additionally, the convergence of the series may be slow for functions with sharp peaks or rapid changes.

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