Derivatives – Deriving the Normalization Formula for Associated Legendre Functions

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The question that follows is needed as part of a derivation of the Associated Legendre Functions Normalization Formula: $$\color{blue}{\displaystyle\int_{x=-1}^{1}[{P_{L}}^m(x)]^2\,\mathrm{d}x=\left(\frac{2}{2L+1}\right)\frac{(L+m)!}{(L-m)!}}$$ where for each $m$, the functions $${P_L}^m(x)=\frac{1}{2^LL!}\left(1-x^2\right)^{m/2}\frac{\mathrm{d}^{L+m}}{\mathrm{d}x^{L+m}}\left(x^2-1\right)^L$$ are the associated Legendre functions on $[−1, 1]$.

The question in my textbook asks me to

Show that $$\begin{align}\require{enclose}\frac{\mathrm{d}^{L-m}}{\mathrm{d}x^{L-m}}\left(x^2-1\right)^L&=\frac{(L-m)!}{(L+m)!}\left(x^2-1\right)^m\frac{\mathrm{d}^{L+m}}{\mathrm{d}x^{L+m}}\left(x^2-1\right)^L\end{align}$$ Where $L\,\text&\,m\, \text{are constants}$ and $0\leq m\leq L$.

Hint: Write $$(x^2-1)^L=(x-1)^L(x+1)^L$$ and find the derivatives by Leibniz' rule.

So this is what I have tried:

$$\begin{align}\require{enclose}\frac{\mathrm{d}^{L-m}}{\mathrm{d}x^{L-m}}\left(x^2-1\right)^L&=\frac{\mathrm{d}^{L-m}}{\mathrm{d}x^{L-m}}(x^2-1)^L
\\&=\frac{\mathrm{d}^{L-m}}{\mathrm{d}x^{L-m}}(x-1)^L(x+1)^L\quad\quad\longleftarrow\bbox[#F8A]{\text{Using the Hint}}
\\&=(x-1)^L\frac{\mathrm{d}^{L-m}}{\mathrm{d}x^{L-m}}(x+1)^L
+(L-m)\frac{\mathrm{d}}{\mathrm{d}x}\left(x-1\right)^L\frac{\mathrm{d}^{L-(m+1)}}{\mathrm{d}x^{L-(m+1)}}(x+1)^L
\\&\phantom{Abcde}+\frac{(L-m)(L-[m+1])}{2}\frac{\mathrm{d}^2}{\mathrm{d}x^2}\left(x-1\right)^L\frac{\mathrm{d}^{L-(m+2)}}{\mathrm{d}x^{L-(m+2)}}(x+1)^L+\ldots\,.\end{align}$$

But this could go on forever and I have no idea how to evaluate (or simplify) terms like $$\frac{\mathrm{d}^{L-(m+2)}}{\mathrm{d}x^{L-(m+2)}}(x+1)^L\,.$$

Is there any chance someone could please give me some hints or advice on how to show that
$$\frac{\mathrm{d}^{L-m}}{\mathrm{d}x^{L-m}}\left(x^2-1\right)^L=\color{#180}{\fbox{$\frac{(L-m)!}{(L+m)!}\left(x^2-1\right)^m\frac{\mathrm{d}^{L+m}}{\mathrm{d}x^{L+m}}\left(x^2-1\right)^L$}}$$ by starting at one side of the equation and showing that it is equal to the other side?

Best Regards.

Best Answer

We show the following is valid for $0\leq m\leq L$ \begin{align*} \frac{d^{L-m}}{dx^{L-m}}\left(x^2-1\right)^L =\frac{(L-m)!}{(L+m)!}\left(x^2-1\right)^m\frac{d^{L+m}}{dx^{L+m}}\left(x^2-1\right)^L \end{align*}

We apply the Leibniz Product Rule \begin{align*} (f\cdot g)^{(n)}=\sum_{j=0}^n\binom{n}{j}f^{(j)}g^{(n-j)} \end{align*} to $(x^2-1)^L=(x+1)^L(x-1)^L$ according to the hint.

We obtain \begin{align*} &\frac{d^{L-m}}{dx^{L-m}}\left(x^2-1\right)^L\\ &\quad=\sum_{j=0}^{L-m}\binom{L-m}{j}\frac{d^j}{dx^j}(x+1)^L\frac{d^{L-m-j}}{dx^{L-m-j}}(x-1)^L\tag{1}\\ &\quad=\sum_{j=0}^{L-m}\binom{L-m}{j}\frac{L!}{(L-j)!}(x+1)^{L-j}\frac{L!}{(m+j)!}(x-1)^{m+j}\tag{2}\\ &\quad=\frac{(L-m)!}{(L+m)!} \sum_{j=0}^{L-m}\frac{(L+m)!}{j!(L-m-j)!}\cdot\frac{L!}{(L-j)!}(x+1)^{L-j}\frac{L!}{(m+j)!}(x-1)^{m+j}\tag{3}\\ &\quad=\frac{(L-m)!}{(L+m)!} \sum_{j=m}^{L}\frac{(L+m)!}{(j-m)!(L-j)!}\cdot\frac{L!}{(L+m-j)!}(x+1)^{L+m-j}\frac{L!}{j!}(x-1)^{j}\tag{4}\\ &\quad=\frac{(L-m)!}{(L+m)!}(x^2-1)^m \sum_{j=m}^{L}\binom{L+m}{j}\frac{L!}{(L-j)!}(x+1)^{L-j}\frac{L!}{(j-m)!}(x-1)^{j-m}\tag{5}\\ &\quad=\frac{(L-m)!}{(L+m)!}\left(x^2-1\right)^m \sum_{j=m}^{L}\binom{L+m}{j}\frac{d^j}{dx^j}(x+1)^L\frac{d^{L+m-j}}{dx^{L+m-j}}(x-1)^L\tag{6}\\ &\quad=\frac{(L-m)!}{(L+m)!}\left(x^2-1\right)^m \sum_{j=0}^{L+m}\binom{L+m}{j}\frac{d^j}{dx^j}(x+1)^L\frac{d^{L+m-j}}{dx^{L+m-j}}(x-1)^L\tag{7}\\ &\quad=\frac{(L-m)!}{(L+m)!}\left(x^2-1\right)^m\frac{d^{L+m}}{dx^{L+m}}\left(x^2-1\right)^L\tag{8}\\ \end{align*} and the claim is finished.

Comment:

  • In (1) we apply the Leibniz product rule.

  • In (2) we do the differentiation which is not too hard since we have powers of linear factors only \begin{align} \frac{d^j}{dx^j}(x+1)^L &= L(L-1)(L-2)\cdots(L-j+1)(x+1)^{L-j}\\ &=\frac{L!}{(L-j)!}(x+1)^{L-j}\\ \frac{d^{L-m-j}}{dx^{L-m-j}}(x-1)^L &= \frac{L!}{(L-(L-m-j))!}(x-1)^{L-(L-m-j)}\\ &=\frac{L!}{(m+j)!}(x-1)^{m+j} \end{align}

  • In (3) we factor out $(L-m)!$ from $\binom{L-m}{j}$ and expand the expression with $\frac{(L+m)!}{(L+m)!}$.

  • In (4) we shift the index $j$ to start from $m$ and substitute in the expression $j\rightarrow j-m$ accordingly.

  • In (5) we factor out $(x+1)^m(x-1)^m=(x^2-1)^m$ and rearrange the factorials.

  • In (6) we write the expression using derivatives.

  • In (7) we extend the range of $j$ to $0\leq j \leq L+m$ without changing anything, since we are just adding zeros.

More detailed: Since $(x+1)^L$ and $(x-1)^L$ are polynomials in $x$ of degree $L$ we get \begin{align*} \frac{d^j}{dx^j}(x+1)^L&=0\qquad\qquad L<j\leq L+m\\ \frac{d^{L+m-j}}{dx^{L+m-j}}(x-1)^L&=0\qquad\qquad 0\leq j<m\\ \end{align*}

  • In (8) we use Leibniz' rule again.
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