Section 10.

1 Preview of Problems and Methods 211

to Exercises 10.1
1. Start with Laplaces equation in spherical coordinates
(1)

2
u
r
2
+
2
r
u
r
+
1
r
2
_

2
u

2
+ cot
u

+ csc
2

2
u

2
_
= 0,
where 0 < r < a, 0 < < 2, and 0 < < . To separate variable, take a product solution of the
form
u(r, , ) = R(r)()() = R,
and plug it into (1). We get
R

+
2
r
R

+
1
r
2
_
R

+ cot R

+ csc
2
R

_
= 0.
Divide by R and multiply by r
2
:
r
2
R

R
+ 2r
R

R
+

+ cot

+ csc
2

= 0.
Now proceed to separate the variables:
r
2
R

R
+ 2r
R

R
=
_

+ cot

+ csc
2

_
.
Since the left side is a function of r and the right side is a function of and , each side must be
constant and the constants must be equal. So
r
2
R

R
+ 2r
R

R
=
and

+ cot

+ csc
2

= .
The equation in R is equivalent to (3). Write the second equation in the form

+ cot

+ = csc
2

;
sin
2

+ cot

+
_
=

.
This separates the variables and , so each side must be constant and the constant must be equal.
Hence
sin
2

+ cot

+
_
=
and
=

+ = 0.
We expect 2-periodic solutions in , because is and azimuthal angle. The only way for the
last equation to have 2-periodic solutions that are essentially dierent is to set = m
2
, where
m = 0, 1, 2, . . .. This gives the two equations

+ m
2
= 0
(equation (5)) and
sin
2

+ cot

+
_
= m
2
,
which is equivalent to (6).
10 Partial Dierential Equations in Spherical Coordinates
to Exercises 10.2
1. This problem is similar to Example 2. Note that f is its own Legendre series:
f() = 20 (P
1
(cos ) + P
0
(cos )).
So really there is no need to compute the Legendre coecients using integrals. We simply have
A
0
= 20 and A
1
= 20, and the solution is
u(r, ) = 20 + 20 r cos .
3. We have
u(r, ) =

n=0
A
n
r
n
P
n
(cos ),
with
A
n
=
2n + 1
2
_

0
f()P
n
(cos ) sin d
=
2n + 1
2
_
2
0
100 P
n
(cos ) sin d +
2n + 1
2
_

2
20 P
n
(cos ) sin d.
Let x = cos , dx = sin d. Then
A
n
= 50(2n + 1)
_
1
0
P
n
(x) dx + 10 (2n + 1)
_
0
1
P
n
(x) dx.
The case n = 0 is immediate by using P
0
(x) = 1,
A
0
= 50
_
1
0
dx + 10
_
0
1
dx = 60.
For n > 0, the integrals are not straightforward and you need to refer to Exercise 10, Section 5.6,
where they are evaluated. Quoting from this exercise, we have
_
1
0
P
2n
(x)dx = 0, n = 1, 2, . . . ,
and
_
1
0
P
2n+1
(x) dx =
(1)
n
(2n)!
2
2n+1
(n!)
2
(n + 1)
, n = 0, 1, 2, . . . .
Since P
2n
(x) is an even function, then, for n > 0,
_
0
1
P
2n
(x) dx =
_
1
0
P
2n
(x) dx = 0.
Hence for n > 0,
A
2n
= 0.
Now P
2n+1
(x) is an odd function, so
_
0
1
P
2n+1
(x) dx =
_
1
0
P
2n+1
(x) dx =
(1)
n
(2n)!
2
2n+1
(n!)
2
(n + 1)
.
Section 10.2 Dirichlet Problems with Symmetry 213
Hence for n = 0, 1, 2, . . .,
A
2n+1
= 50(4n + 3)
_
1
0
P
2n+1
(x) dx + 10 (4n + 3)
_
0
1
P
2n+1
(x) dx
= 50(4n + 3)
(1)
n
(2n)!
2
2n+1
(n!)
2
(n + 1)
10 (4n + 3)
(1)
n
(2n)!
2
2n+1
(n!)
2
(n + 1)
= 40 (4n + 3)
(1)
n
(2n)!
2
2n+1
(n!)
2
(n + 1)
= 20 (4n + 3)
(1)
n
(2n)!
2
2n
(n!)
2
(n + 1)
.
So
u(r, ) = 60 + 20

n=0
(4n + 3)
(1)
n
(2n)!
2
2n
(n!)
2
(n + 1)
r
2n+1
P
2n+1
(cos ).
5. Solution We have
u(r, ) =

n=0
A
n
r
n
P
n
(cos ),
with
A
n
=
2n + 1
2
_

0
f()P
n
(cos ) sin d
=
2n + 1
2
_
2
0
cos P
n
(cos ) sin d
=
2n + 1
2
_
1
0
xP
n
(x) dx,
where, as in Exercise 3, we made the change of variables x = cos . At this point, we have to appeal
to Exercise 11, Section 5.6, for the evaluation of this integral. (The cases n = 0 and 1 can be done
by referring to the explicit formulas for the P
n
, but we may as well at this point use the full result
of Exercise 11, Section 5.6.) We have
_
1
0
xP
0
(x) dx =
1
2
;
_
1
0
xP
1
(x) dx =
1
3
;
_
1
0
xP
2n
(x) dx =
(1)
n+1
(2n 2)!
2
2n
((n 1)!)
2
n(n + 1)
; n = 1, 2, . . . ;
and
_
1
0
xP
2n+1
(x) dx = 0; n = 1, 2, . . . .
Thus,
A
0
=
1
2
1
2
=
1
4
; A
1
=
3
2
1
3
=
1
2
; A
2n+1
= 0, n = 1, 2, 3, . . . ;
and for n = 1, 2, . . .,
A
2n
=
2(2n) + 1
2
(1)
n+1
(2n 2)!
2
2n
((n 1)!)
2
n(n + 1)
= (4n + 1)
(1)
n+1
(2n 2)!
2
2n+1
((n 1)!)
2
n(n + 1)
.
So
u(r, ) =
1
4
+
1
2
r cos +

n=1
(1)
n+1
(4n + 1)(2n 2)!
2
2n+1
((n 1)!)
2
n(n + 1)
r
2n
P
2n
(cos ).
10 Partial Dierential Equations in Spherical Coordinates
to Exercises 10.3
1. (c) Starting with (4) with n = 2, we have
Y
2,m
(, ) =

5
4
(2 m)!
(2 + m)!
P
m
2
(cos )e
im
,
where m = 2, 1, 0, 1, 2. To compute the spherical harmonics explicitely, we will need the explicit
formula for the associated Legendre functions from Example 1, Section 5.7. We have
P
2
2
(x) =
1
8
(1 x
2
); P
1
2
(x) =
1
2
x

1 x
2
; P
0
2
(x) = P
2
(x) =
3x
2
1
2
;
P
1
2
(x) = 3x

1 x
2
; P
2
2
(x) = 3(1 x
2
).
So
Y
2,2
(, ) =

5
4
(2 + 2)!
(2 2)!
P
2
2
(cos )e
2i
=
_
5
4
4!
1
1
8
=sin
2

..
(1 cos
2
) e
2i
=
_
30

1
8
sin
2
e
2i
=
3
4
_
5
6
sin
2
e
2i
;
Y
2,1
(, ) =

5
4
(2 + 1)!
(2 1)!
P
1
2
(cos )e
i
=
_
5
4
3!
1!
1
2
cos
=sin
..
_
1 cos
2
e
i
=
_
15
2
1
2
cos sin e
i
=
3
2
_
5
6
cos sine
i
.
Note that since 0 , we have sin 0, and so the equality

1 cos
2
= sin that we used
above does hold. Continuing the list of spherical harmonics, we have
Y
2,0
(, ) =

5
4
(2 + 0)!
(2 0)!
P
2
(cos )e
i
=
_
5
4
3 cos
2
1
2
=
1
4
_
5

(3 cos
2
1).
The other spherical harmonics are computed similarly; or you can use the identity in Exercise 4. We
have
Y
2,2
= (1)
2
Y
2,2
= Y
2,2
=
3
4
_
5
6
sin
2
e
2i
=
3
4
_
5
6
sin
2
e
2i
.
In the preceding computation, we used two basic properties of the operation of complex conjugation:
az = az if a is a real number;
Section 5.3 Spherical Harmonics and the General Dirichlet Problem 215
and
e
ia
= e
ia
if a is a real number.
Finally,
Y
2,1
= (1)
1
Y
2,1
= Y
2,1
=
3
2
_
5
6
cos sin e
i
=
3
2
_
5
6
cos sin e
i
.

5. (a) If m = 0, the integral becomes

_
2
0
d =
1
2

2
0
= 2
2
.
Now suppose that m = 0. Using integration by parts, with u = , du = d, dv = e
im
, v =
1
im
e
im
, we obtain:
_
2
0
=u
..

=dv
..
e
im
d =
_

1
im
e
im

2
0
+
1
im
_
2
0
e
im
d
We have
e
im

=2
=
_
cos(m) i sin(m)

=2
= 1,
and
_
2
0
e
im
d =
_
2
0
_
cos m i sin m
_
d
=
_
0 if m = 0,
2 if m = 0
So if m = 0,
_
2
0
e
im
d =
2
im
=
2
m
i.
Putting both results together, we obtain
_
2
0
e
im
d =
_
2
m
i if m = 0,
2
2
if m = 0.
(b) Using n = 0 and m = 0 in (9), we get
A
0,0
=
1
2
_
1
4
0!
0!
=2
2
..
_
2
0
d
_

0
P
0
(cos ) sin d
=
1
2

_

0
1

2
sin d
=
1
2

=2
..
_

0
sin d =

10 Partial Dierential Equations in Spherical Coordinates

Using n = 1 and m = 0 in (9), we get
A
1,0
=
1
2
_
3
4
1
1
_
2
0
d
_

0
P
1
(cos ) sin d
=
1
4
_
3

(2
2
)
=0
..
_
1
1
P
1
(x) dx
= 0,
where we used
_
1
1
P
1
(x) dx = 0, because P
1
(x) = x is odd. Using n = 1 and m = 1 in (9), and
appealing to the formulas for the associated Legendre functions from Section 5.7, we get
A
1,1
=
1
2
_
3
4
2!
0!
=
2
(1)
i
..
_
2
0
e
i
d
_

0
P
1
1
(cos ) sin d
= i
_
3
2
1
2
=

2
..
_

0
sin
2
d (P
1
1
(cos ) =
1
2
sin )
=
i
4
_
3
2
.
Using n = 1 and m = 1 in (9), and appealing to the formulas for the associated Legendre functions
from Section 5.7, we get
A
1,1
=
1
2
_
3
4
0!
2!
=
2
1
i
..
_
2
0
e
i
d
_

0
P
1
1
(cos ) sin d
= i
_
3
8
=

2
..
_

0
sin
2
d (P
1
1
(cos ) = sin )
=
i
4
_
3
2
.
(c) The formula for A
n,0
contains the integral
_

0
P
0
n
(cos ) sin d. But P
0
n
= P
n
, the nth Legendre
polynomial; so
_

0
P
0
n
(cos ) sin d =
_

0
P
n
(cos ) sin d
=
_
1
1
P
n
(x) dx
= 0 (n = 1, 2, . . .),
where the last equality follows from the orthogonality of Legendre polynomials (take m = 0 in The-
orem 1, Section 5.6, and note that P
0
(x) = 1, so
_
1
1
(1)P
n
(x) dx = 0, as desired.)
9. We apply (11). Since f is its own spherical harmonics series, we have
u(r, , ) = Y
0,0
(, ) =
1
2

.
Section 10.4 The Helmholtz, Poisson, Heat, and Wave Equations 217
to Exercises 10.4
5. We apply Theorem 3 and note that since f depends only on r and not on or , the series
expansion should also not depend on or . So all the coecients in the series are 0 except for
the coecients A
j,0,0
, which we will write as A
j
for simplicity. Using (16) with m = n = 0, a = 1,
f(r, , ) = 1, and Y
0,0
(, ) =
1
2

, we get
A
j
=
2
j
2
1
(1
2
, j
)
_
1
0
_
2
0
_

0
j
0
(
0, j
r)
1
2

r
2
sin d ddr
=
1

j
2
1
(1
2
, j
)
=2
..
_
2
0
d
=2
..
_

0
sin d
_
1
0
j
0
(
0, j
r)r
2
dr
=
4

j
2
1
(1
2
, j
)
_
1
0
j
0
(
0, j
r)r
2
dr,
where
0, j
= 1
2
, j
, the jth zero of the Bessel function of order
1
2
. Now
J
1/2
(x) =
_
2
x
sin x
(see Example 1, Section 4.7), so the zeros of J
1/2
are precisely the zeros of sin x, which are j. Hence

0, j
= 1
2
, j
= j.
Also, recall that
j
0
(x) =
sin x
x
(Exercises 38, Section 4.8), so
_
1
0
j
0
(
0, j
r)r
2
dr =
_
1
0
j
0
(j r)r
2
dr =
_
1
0
sin(jr)
j r
r
2
dr
=
1
j
=
(1)
j+1
j
..
_
1
0
sin(j r)r dr
=
(1)
j+1
(j)
2
,
where the last integral follows by integration by parts. So,
A
j
=
4

j
2
1
(j)
(1)
j+1
(j)
2
.
This can be simplied by using a formula for j
1
. Recall from Exercise 38, Section 4.7,
j
1
(x) =
sin x xcos x
x
2
.
Hence
j
2
1
(j) =
_
sin(j) j cos(j)
(j)
2
_
2
=
_
cos(j)
j
_
2
=
_
(1)
j+1
j
_
2
=
1
(j)
2
,
10 Partial Dierential Equations in Spherical Coordinates
and
A
j
= 4(1)
j+1

,
and so the series expansion becomes: for 0 < r < 1,
1 =

j=1
4(1)
j+1

sin jr
jr
Y
0,0
(, )
=

j=1
4(1)
j+1

sin jr
jr
1
2

j=1
2(1)
j+1
sin jr
jr
.
It is interesting to note that this series is in fact a half range sine series expansion. Indeed, multiplying
both sides by r, we get
r =
2

j=1
(1)
j+1
sin jr
j
(0 < r < 1),
which is a familiar sines series expansion (compare with Example 1, Section 2.4).
Section 10.5 Legendres Dierential Equation 219
Solutions to Exercises 10.5
1. Putting n = 0 in (9), we obtain
P
0
(x) =
1
2
0
0

m=0
(1)
m
(0 2m)!
m!(0 m)!(0 2m)!
x
02m
.
The sum contains only one term corresponding to m = 0. Thus
P
0
(x) = (1)
0
0!
0!0!0!
x
0
= 1,
because 0! = 1. For n = 1, formula (9) becomes
P
1
(x) =
1
2
1
M

m=0
(1)
m
(2 2m)!
m!(1 m)!(1 2m)!
x
12m
,
where M =
11
2
= 0. Thus the sum contains only one term corresponding to m = 0 and so
P
1
(x) =
1
2
1
(1)
0
2!
0!1!1!
x
1
= x.
For n = 2, we have M =
2
2
= 1 and (9) becomes
P
2
(x) =
1
2
2
1

m=0
(1)
m
(4 2m)!
m!(2 m)!(2 2m)!
x
22m
=
1
2
2
m=0
..
(1)
0
4!
0!2!2!
x
2
+
1
2
2
m=1
..
(1)
1
(4 2)!
1!1!0!
x
0
=
1
4
6x
2
+
1
4
(1)2 =
3
2
x
2

1
2
.
For n = 3, we have M =
31
2
= 1 and (9) becomes
P
3
(x) =
1
2
3
1

m=0
(1)
m
(6 2m)!
m!(3 m)!(3 2m)!
x
32m
=
1
2
3
(1)
0
6!
0!3!3!
x
3
+
1
2
3
(1)
1
4!
1!2!1!
x
1
=
5
2
x
3

3
2
x.
For n = 4, we have M =
4
2
= 2 and (9) becomes
P
4
(x) =
1
2
4
2

m=0
(1)
m
(8 2m)!
m!(4 m)!(4 2m)!
x
42m
=
1
2
4
8!
0!4!4!
x
4

1
2
4
6!
1!3!2!
x
2
+
1
2
4
4!
2!2!0!
x
0
=
1
8
(35x
4
30x
2
+ 3)
10 Partial Dierential Equations in Spherical Coordinates
5. Using the explicit formulas for the Legendre polynomials, we nd
_
1
1
P
3
(x) dx =
_
1
1
(
5
2
x
3

3
2
x) dx
= (
5
8
x
4

3
4
x
2
)

1
1
= 0
Another faster way to see the answer is to simply note that P
3
is an odd function, so its integral
over any symmetric interval is 0. There is yet another more important reason for this integral to
equal 0. In fact,
_
1
1
P
n
(x) dx = 0 for all n = 0.
This is a consequence of orthogonality that you will study in Section 5.6.
9. This is Legendres equation with n(n + 1) = 30 so n = 5. Its general solution is of the form
y = c
1
P
5
(x) + c
2
Q
5
(x)
= c
1
1
8
(63x
5
70x
3
+ 15x) + c
2
_
1 15x
2
+ 30x
4
+
_
= c
1
(63x
5
70x
3
+ 15x) + c
2
_
1 15x
2
+ 30x
4
+
_
In nding P
5
(x), we used the given formulas in the text. In nding the rst few terms of Q
5
(x), we
used (3) with n = 5. (If you are comparing with the answers in your textbook, just remember that
c
1
and c
2
are arbitrary constants.)
13. This is Legendres equation with n(n + 1) = 6 or n = 2. Its general solution is y = c
1
P
2
(x) +
c
2
Q
2
(x). The solution will be bounded on [1, 1] if and only if c
2
= 0; thats because P
2
is bounded
in [1, 1] but Q
2
is not. Now, using P
2
(x) =
1
2
(3x
2
1), we nd
y(0) = c
1
P
2
(0) + c
2
Q
2
(0) =
c
1
2
+ c
2
Q
2
(0)
If c
2
= 0, then c
1
= 0 and we obtain the zero solution, which is not possible (since we are given
y

(0) = 1, the solution is not identically 0). Hence c

2
= 0 and the solutions is not bounded.
17. (To do this problem we can use the recurrence relation for the coecients, as we have done
below in the solution of Exercise 19. Instead, we oer a dierent solution based on an interesting
observation.) This is Legendres equation with n(n + 1) =
3
4
or n =
1
2
. Its general solution is still
given by (3) and (4), with n =
1
2
:
y = c
1
y
1
+ c
2
y
2
,
where
y
1
(x) = 1
1
2
(
1
2
+ 1)
2!
x
2
+
(
1
2
2)
1
2
(
1
2
+ 1)(
1
2
+ 3)
4!
x
4
+
= 1
3
8
x
2

21
128
x
4
+
and
y
2
(x) = x
(
1
2
1)(
1
2
+ 2)
3!
x
3
+
(
1
2
3)(
1
2
1)(
1
2
+ 2)(
1
2
+ 4)
5!
x
5
+
= x +
5
24
x
3
+
15
128
x
5
+
Since y
1
(0) = 1 and y
2
(0) = 0, y

1
(0) = 0 and y

2
(0) = 1 (dierentiate the series term by term, then
evaluate at x = 0), it follows that the solution is y = y
1
(x) +y
2
(x), where y
1
and y
2
are as describe
above.
Section 10.6 Legendre Polynomials and Legendre Series Expansions 221
to Exercises 10.6
1.
_
1
1
xP
7
(x) dx =
_
1
1
P
1
(x) P
7
(x) dx = 0,
by Theorem 1(i).
5.
_
1
1
x
2
P
7
(x) dx = 0, because x
2
is even and P
7
(x) is odd. So their product is odd, and the
integral of any odd function over a symmetric interval is 0.
9. (a) Write (4) in the form
(2n + 1)P
n
(t) = P

n+1
(t) P

n1
(t).
Integrate from x to 1,
(2n + 1)
_
1
x
P
n
(t) dt =
_
1
x
P

n+1
(t) dt
_
1
x
P

n1
(t) dt
= P
n+1
(t)

1
x
P
n1
(t)

1
x
=
_
P
n1
(x) P
n+1
(x)
_
+
_
P
n+1
(1) P
n1
(1)
_
.
By Example 1, we have P
n+1
(1) P
n1
(1) = 0. So for n = 1, 2, . . .
_
1
x
P
n
(t) dt =
1
2n + 1
[P
n1
(x) P
n+1
(x)] .
(b) First let us note that because P
n
is even when is even and odd when is odd, it follows that
P
n
(1) = (1)
n
P
n
(1) = (1)
n
. Taking x = 1 in (a), we get
_
1
1
P
n
(t) dt =
1
2n + 1
[P
n1
(1) P
n+1
(1)] = 0,
because n 1 and n + 1 are either both even or both odd, so P
n1
(1) = P
n+1
(1).
(c) We have
0 =
_
1
1
P
n
(t) dt =
_
x
1
P
n
(t) dt +
_
1
x
P
n
(t) dt.
So
_
x
1
P
n
(t) dt =
_
1
x
P
n
(t) dt
=
1
2n + 1
[P
n1
(x) P
n+1
(x)]
=
1
2n + 1
[P
n+1
(x) P
n1
(x)]
13. We will use D
n
f to denote the nth derivative of f. Using Exercise 12,
_
1
1
(1 x
2
) P
13
(x) dx =
(1)
13
2
13
(13)!
_
1
1
D
13
[(1 x
2
)] (x
2
1)
13
dx = 0
10 Partial Dierential Equations in Spherical Coordinates
because D
13
[(1 x
2
)] = 0.
17. Using Exercise 12,
_
1
1
ln(1 x) P
2
(x) dx =
(1)
2
2
2
2!
_
1
1
D
2
[ln(1 x)] (x
2
1)
2
dx
=
1
8
_
1
1
1
(1 x)
2
(x 1)
2
(x + 1)
2
dx
=
1
8
_
1
1
(x + 1)
2
dx =
1
24
(x + 1)
3

1
1
=
1
3
.
21. For n > 0, we have
D
n
[ln(1 x)] =
(n 1)!
(1 x)
n
.
So
_
1
1
ln(1 x) P
n
(x) dx =
(1)
n
2
n
n!
_
1
1
D
n
[ln(1 x)] (x
2
1)
n
dx
=
(1)
n+1
(n 1)!
2
n
n!
_
1
1
(x + 1)
n
(x 1)
n
(1 x)
n
dx
=
1
2
n
n
_
1
1
(x + 1)
n
dx =
1
2
n
n(n + 1)
(x + 1)
n+1

1
1
=
2
n(n + 1)
For n = 0, we use integration by parts. The integral is a convergent improper integral (the integrand
has a problem at 1)
_
1
1
ln(1 x) P
0
(x) dx =
_
1
1
ln(1 x) dx
= (1 x) ln(1 x) x

1
1
= 2 + 2 ln2.
To evaluate the integral at x = 1, we used lim
x1
(1 x) ln(1 x) = 0.
25. Take u = 1/3 is Theorem 3, Section 10.5, then, for all 1 < x < 1, we obtain
3

10 6x
=

n=0
P
n
(x)
3
n
;
and thus the Legendre series expansion
1

10 6x
=

n=0
P
n
(x)
3
n+1
;
29. Call the function in Exercise 28 g(x). Then
g(x) =
1
2
(|x| + x) =
1
2
(|x| + P
1
(x)) .
Section 10.6 Legendre Polynomials and Legendre Series Expansions 223
Let B
k
denote the Legendre coecient of g and A
k
denote the Legendre coecient of f(x) = |x|,
for 1 < x < 1. Then, because P
1
(x) is its own Legendre series, we have
B
k
=
_
1
2
A
k
if k = 1
1
2
(A
k
+ 1) if k = 1
Using Exercise 27 to compute A
k
, we nd
B
0
=
1
2
A
0
=
1
4
, B
1
=
1
2
+
1
2
A
1
=
1
2
+ 0 =
1
2
, B
2n+1
= 0, n = 1, 2, . . . ,
and
B
2n
=
1
2
A
2n
=
(1)
n+1
(2n 2)!
2
2n+1
((n 1)!)
2
n
_
4n + 1
n + 1
_
.