MATHEMATICS OF COMPUTATION, VOLUME 28, NUMBER 125, JANUARY, 1974

Some Integrals Involving Associated Legendre Functions

By S. N. Samaddar
Abstract. Calculations of some uncommon integrals involving Legendre functions
and their derivatives, which may not be readily evaluated using known results, are presented.
Some results show a special type of orthogonality relation in a certain sense. A few of these
integrals find their applications in diffraction or scattering problems.
1. Introduction. In the analysis [1] of the scattering of a cylindrical electro-
magnetic wave by a spherical object, one encounters some special type of integrals
involving associated Legendre functions. In the process of computing these integrals,
one finds a number of related integrals as by-products, which may not be readily
evaluated using the known results. Once a few of these integrals are calculated, the
rest may be found by using the recurrence relations or other known results. For the
sake of briefness, the proofs of only the primary results will be sketched and the rest
will simply be presented.
2. Some Preliminary Results. Let us consider the following recurrence rela-
tions [2]:
(1) (1 - x2)U2-PT\x) = [p:+Ax) - K-Ax)]/{2n + 1)
= [xP:ix) - P:-,ix)]/{n - m + 1),
where m, n = 0, 1, 2, .
Then the following relation can easily be established:
f1 xp:jx)p:+21+ax) dx _ r1 p:jx)p:+2ax) dx
J-i 1 x ./_, 1 x2
i i -ii . i ->\ / " (x)Pn+2i+Ax) dx
= in + 21 m + 2) I --37172- . where / = 0, 1, 2, .
J-i (1 x )
None of the integrals appearing in (2) can be calculated easily using the tables of
integrals. Therefore, we shall seek to replace the associated Legendre function Pnm{x)
by its equivalent Rodrigues' formula defined by
(3) PTix) = ZX -mTkix2 - if, ft = 0,1,2, ,
2 -ft! dx
and then perform repeated integration by parts. For this purpose, let us first consider
the integral on the right-hand side of Eq. (2). This can be expressed in the following
manner:
Received October 16, 1972.
AMS (MOS) subject classifications (1970). Primary 33A45.
Key words and phrases. Legendre function, integration by parts, recurrence relations, Rodrigues'
formula, Leibnitz theorem for derivatives of products, Kxonecker delta, orthogonality.
Copyright 1974, American Mathematical Society
257
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258
S. N. SAMADDAR
...... / PnjX)Pn+2l + liX) dX 1V-I A /n2+2ltl , , 1-1,1 Ml
(4i) J - _ ^2,1/2- = (-1) A,/[2 !( + 2/+ 1)!],
where
/l jn + 2l+m sin+m
dx\J^r^{x2 - ir2,+]J-[(^2- i)"-1 ^2- D"J-
Since, at x = 1, the quantities
,n + m + 21 i .i 1 ( sjn + m
/ 2 ,,n+2I + l . " // 2 ,\"i-l "
A--'(* -!) and ^r ~1} ^
vanish for m g / and m ^ / + 1 respectively (with / = 0,1,2, ),(+ m + 2/)-times
repeated integrations by parts, starting with the integration of the first factor in the
integrand of (4ii), result in the following expression for A,:
Al = (_l)"+~+'
(5)
/l ,n + m + 2l I" jn + m
dxix-i) -pw^L^-l) -^(x-Dj.
By employing the Leibnitz theorem for derivatives of products, it can be shown
that A i = 0, for all / = 0, 1, 2, . Thus it is proved that
#^=0, /= 0,1,2,
f pz{x)p:+-2\,a
(6) L, (i - *y
Then, from (2) and (6), we have the following result:
(7i) /,= /,, / = 0, 1,2, ,
where
,_... . T1 xPZ(x)PZ*2i + Ax) dx
(7ll) '< = L, n^? -
,-.... t fl P"{x)PZ+2Ax) dx
(7m) 7 = 1 -:-2-
J-, 1 JC
With the aid of Eqs. (1) and (6), the following relations can be established:
(8i) i+. = L, 1= 0,1,2, ,
i.e.
(8ii) 0 = , /2 = = /, = .
Similarly, one finds also (using (7i) and (8i))
(9) / = /, = h = - - - = /, = .
In view of the following recurrence relation
(10) (1 - x2)1/2-PT\x) = (ft + m)PT_,ix) - (ft - m)xPix),
and the equality (7i), we have
(Hi) /, = /, = h/2m, m r 0,
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INTEGRALS INVOLVING ASSOCIATED LEGENDRE FUNCTIONS 259
where
/.,..x / Pn{x)Pn2l + l{x) dX nil
Clin) L = / r,-2072-. i = 0,1,2, .
J-i (1 x )
Let us now define the following quantities:
(12i) 7, = f xP:ix)P^2l.,ix)/H -x2)dx,
(1211) Jl = f_ dxKMK-tt(pe)/0 - x),
(12iii) Jl = f dxK{x)KZ2\-i{x)/il - x2)1/2.
Now employing the relations
(13i) (1 - x2)1/2-PV\x) = (ft + m + DxPTix) - (ft - m + l)Pf+Ax),
and
(13ii) (1 - x2)1/2-Pr\x) = [P+Ax) - xPTix)]/ik + m),
one can easily obtain the following results:
in + m - 2Q f_1 f1 KQc)P,\-i(x) rfx
U4i; ( - m - 2/) y' "/l " in - m - 20 J-, (1 - *2)1/2
and
(14ii) J, - Jt = in + m - 21 - 1)7,, in - m - l)/2 ^ / ^ 0.
By appropriate choice of indices, n, m and /, it follows from (6), that
,.., f P"ix)P-2l-,jx) dx _
(!>) j ,. _ 2,,l/2 s).
nmix)p:.+2\
(1 - x)
Then the relations (14i) and (14ii) reduce to
,,,, jn- m- 2Q a jn + m - 21 - l)jn - m - 21) f
(16) Ji = --rr ./, =- 7,, m 5 0.
(ti+ m 20 27
3. A Theorem. We now prove that, for integer values of n, m and s,
=/;,-
-2 p:x)p:x) dx
X
(171) Win + m)!/[m(it - m)!])5.,B+2(+1, if s > n,
(17ii) = \((n + m - 21 - l)\/[m(n - m - 21 - l)]])&.,n-n-u if 5 < n,
I = 0, 1, 2, , and m ^ 0,
where the Kronecker delta function 5U has its usual meaning.
Let us consider that m and n {>m) are fixed and s is a variable index. If s =
n 21, then the integrand becomes an odd function of x and consequently the integral
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260 S. N. SAMADDAR
vanishes. However, the integral does not vanish for s = n (2/ + 1). This establishes
the validity of the introduction of the Kronecker delta function in (17i) and (17ii).
In order to compute the integral for various s, let us first take s = n + 1 (i.e., / = 0)
and replace the associated Legendre functions by the Rodrigues' formula (3). Then
we have
Fn+, = f xp:x)p:+,x)/h - x
2)dx - ^
L**
2n+1-n\in + l)\
(loi) /.l ,n+m+l An+m
,\m-l U_ . 2 iV+1 " / 2 , \n j
D , n-tm+1 {X 1) - , n+m {X ~ I) dx.
dx dx
Writing x{x2 - l)m_1 = {l/2m)(d{x2 - l)m/dx), m ^ 0, and then integrating by
parts once, we have, from (18i),
(D"
(18ii) Fn+, = -2 + 2 , , , ~.-[l + 2a,
2 m-n\ in + l)\
where
(18iii) i = f ix2 - l)m-^
n + m + 2
, n + m + 2 v
dx dx
and
_n + m+l n +m+l
d , 2 .,n+i
(18iv) d2 = / ix2 l)m- "n+m+, ix2 - l)n+1- "+m+i ix2 l)n dx.
For the integral integrating by parts {n + m)-times starting with the integration
of the factor d"+m(x2 l)n/dxn+m and then using in the resulting expression the
Leibnitz theorem for derivatives of products, we have
fi j\ in + m ;')!
(18v) .1 t jn + m-i \ f jn + m + 2+j ^
/_, dx2 - xAir^{x - x)l\z^^x - 1)n7-
A little effort will show that all the terms of the above series in (18v) vanish except
for j = n m. Thus the contribution for j = n m can be shown to be
(19) Si = (-Dm-22n+2-n! (m + 1)! in + m)\/in - m)\.
For the integral in (18iv), we apply again repeated integrations by parts (n + m +
l)-times starting with the integration of the factor dn+m+\x2 - l)n+1/dxn+m+1. This
procedure shows that 2 = 0. If now the Rodrigues' formula (3) is used in (18iv) to
replace the derivatives of ix2 1)"+ ' and (x2 1)" by appropriate Legendre functions,
then vanishing of 2 can be shown to be equivalent to the following relation:
<ok f p:+Ax)PT\x) , n ,
(20) / -2,1/2 dx = 0 = 2.
It turns out that the result in (20) is a special case of the relation (15). In view of
(19) and (20), we have from (18i) and (18ii) the following result:
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INTEGRALS INVOLVING ASSOCIATED LEGENDRE FUNCTIONS 261
"n+1 I a
J-, I X
(2D f,+1 = --2-p:ix)p:+,ix)dx =
in + m)\
min m)l
Comparing now (21) and (7ii), one finds Fn+, = I0. Furthermore, F, = /, for
s > n. When these relations are combined with the result in (9), we have
(22) F. = I, = ID = F+i = (ti + m)\/min - m)\, s > n,
which is the result desired in the first part [Eq. (17i)] of the theorem. The second half
[Eq. (17ii)] of the theorem can be proved in a similar manner or it can be derived
from (17i) by a judicious change of various indices. Thus one finds
(ti + m - 2/ - 1)!
(23) F. = J, = .-777 , s < 71.
77i(tI 771 2/ 1)!
Similarly, in view of the relations (7i), (8i), (16), (17i) and (17ii), one may also write
f P:ix)P:jx)dx / (71 + 771)!
(24i) / -:-2- = \}-77 5..B+2I. if s g n,
J-, I x [min m)\
(24ii)
(71 + 771 - 2Q!
~ 0.n-2!, if S S 77,
771(t 771 20!
/ = 0, 1, 2,
In [2], the above result is stated as
r1 *?(*)*<(*)
L, 1 - x*
nvJC) (71 + 7?l)!
(25) / -j dx = - 5*.m,
77l(71 77l)!
which is true as it stands. However, Jones [4] in his book presents it in the following
manner
f1 p:jx)P:jx)
L, 1 - x2
.. ?jx) dx jn + 77i)!
(2o) I - 2 = -, \~. o,,n,
771(t 77l)!
which is not correct in view of the results given here in (24i) and (24ii).
Another integral which was also used in [1] appears in Hobson's book [3] in-
correctly as an exercise. This is
f.i
xP"ix)PTix) dx.
!
This is not a difficult integral to evaluate. Using the last two expressions in Eq. (1)
to replace xPZ"{x) and the well-known ([2], [3]) result
) dx = r-XT-!" + mVs\ 5'.>
2ti + 1 (ti 77l)!
it can easily be shown that
ii
xP:ix)PT{x) dx

(28) _ 2(/ + 771 + 1)! Sn.l + , 2jl + 771)! nA-,

(2/ + 1)(2/ + 3)(/ - m)\ "" (2/ - 1)(2/ + 1)(/ -777-1)!"
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262 S. N. SAMADDAR
4. Additional Results. In this section, we present a number of results, without
offering any proof since these results can be obtained from those given in Sections 2
and 3 together with some well-known relations. For / = 0, 1, 2, , we have
(29)
(38)
(39)
(40)
(41)
,
1 m, -.m+1
p:jx)p::21+ax) dX 2(71 + 7)!
(1 - x2)U2 in - 771)! '
,.1 r>"'+1/ \i,m
,,m f P7 jx)P+2i + Ax) dx _
(30) J^ - _ xy/2 - 0,
/' p:-ax)p:^ax) dx _
(31) U n - x2)1'2 - '
,. f1 p:jx)P::2VAx) dx _ 2(ti + 777 - 2/ - 2)!
(32) L (1 - *2)1/2 " in- m- 20! '
03) f p:+21+ax) - p:x) dx = d0,m - <"+ m)'-,
J-, dx in m)
/jas. C o"/ ^ d m , , , . 1 in + 7?l)!
(34) / Pnix) Pn+2l + ,ix) dx = S0,m +- ,
J-, dx in 777)!
/o<n f dv \ d o \ j a jn 21 I + m)\
(35) / Pix) Pn-2l-,ix) dx = 50.m ---;-77 ,
J-, dx in 21 1 777)!
/^i f1 d ( \ d d( ^ a x j. (n - 21 - I + m)\
(36) 1 Pn-2i-,ix) Pn{x) dx = d0,m +-- ,
J-, dx in 21 1 777)!
/ais f1 dv \ d m jn + 777)!
(37) / xPn(x) Pn{x) dx = S0,m p. , .,,-77 ,
J-, dx (2t7 + 1)(t7 777)!
/1 .
xp:ix) p:2lAx)dx = 0,
f xp:2l,ix)p:ix)dx = 0,
(1 - x2)P7ix) - PT(jc) dx = 1^-
n.i-1
2(/ + !)(/ +771 + 1)!
.(2/ + 1)(2/ + 3)(/ - 771)! n'I + 1
2(/ - !)(/ - 771)!
(2/- 1)(2/+ 1)(/- 771 - 1)!
L(i - *
-2)2 4- KM -f ITC*) * =
rf* "v ' dx 'v ' (2/ + 1) (' - 1)!
(/ + 1)2(/ + m)jl - m) fjl - m + !)(/ + m + l)\
21-1 "*" 21+7,
2/(/ + 3)(/ +777 + 2)! Sn.l+2
(2/ + 1)(2/ + 3)(2/ + 5)(/ - 777)!
_ 2jl - 2)jl + l)jl + 777)! n,,_2
(2/ - 3)(2/ - 1)(2/ + l)il - m - 2)\
For / = 1, 2, 3, , we have the following relations:
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INTEGRALS INVOLVING ASSOCIATED LEGENDRE FUNCTIONS 263
/ xKix)
<) -f P:+2,{x) dx = 5.m + " + m)Z ,
dx in 777)!
tAV\ i* D"/ i d o 1 ^ a x (77 - 2/ + 777)!
(43) / xPnix) Pn-2i{x) dx = S0.m --7777 ,
J-, dx in m 20!
(44) J jc7>+21(jc) P(x) ^ = 50.m -
DC (77 77l)!
(45) f xP:_2Ax) Pm(^) dx = 5o,m + ?-^-^
J-, dx in m
771)!
20!'
It may be noted that one of the referees brought to the author's knowledge some
related work by Power [5]. For this, the author is thankful to the referee. It appears
that any related results Power presented turn out to be respective special cases of the
author's. For instance, Power's equations (j), (k) and (m) are the special cases of the
results presented here in (29), (6) and (24), respectively.
Cornell Aeronautical Laboratory, Inc.*
P. O. Box 235
Buffalo, New York 14221
1. S. N. Samaddar, Scattering of Cylindrical Waves by a Spherical Object, Proc. 1971
International Sympos. Antennas and Propagation, Sendai, Japan, Sept. 1-3, 1971, p. 195.
2. P. M. Morse & H. Feshback, Methods of Theoretical Physics. Vol. II, Chap. 11,
McGraw-Hill, New York, 1953. MR 15, 583.
3. E. W. Hobson, The Theory of Spherical and Ellipsoidal Harmonies, Chelsea, New
York, 1955. MR 16, 356.
4. D. S. Jones, The Theory of Electromagnetism, Internat. Ser. of Monographs on Pure
and Appl. Math., vol. 47, Macmillan, New York, 1964. MR 28 #4759.
5. G. Power, "The associated Legendre polynomial," Math. Gaz., v. 38, 1954, pp. 115-
116. MR 15, 701.
* Present name : Calspan Corporation.
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