Legendre Polynomials
Legendre Equation
Equation
\begin{align} (1-x^2) P''(x) - 2xP'(x) + \lambda P(x) = 0 \label{eq:leq} \end{align}
Boundary conditons
\[\mathrm{Nonsingularity at} x = \pm 1\]
Frobenius' Methods
尝试级数解
\begin{align} P(x) =& x^{s} (a_0 + a_1 x + a_2 x^2 + \cdots) \\ =& \sum_{j=0}^{\infty}a_j x^{s+j}, \quad a_0 \neq 0 \end{align}代回原始方程 \eqref{eq:leq} , 得
\begin{align} \sum_{j=0}^{\infty}\left[ a_j (s+j) (s+j-1) x^{s+j-2} - a_j (s+j) (s+j-1) x^{s+j} - 2(s+j)a_j x^{s+j} + \lambda a_j x^{s+j} \right] = 0 \end{align}\(j=0\) 时, 得 \(x\) 的最低阶即 \(x-2\) ,对应的系数方程为
\begin{align} a_0 s (s-1) = 0 \end{align}\(j=1\) 时
\begin{align} a_1 (s+1)s = 0 \end{align}并且 \(a_0\neq 0\) , 所以
\begin{align} s(s-1) = 0 \quad \quad \mathrm{(indical\quad equation)} \end{align}即 \(s=0\) 或 \(s=1\)
\(s=0\)
此时得 recurrence relation 为
\begin{align} a_{j+2} = \frac{j(j+1)-\lambda}{(j+1)(j+2)}a_j \end{align}假设 \(a_1 = 0\) . 那么所有的奇数项都为 \(0\) . 当 \(j\to \infty\) 时, 级数 解 \(P(x = \pm 1)\) 不收敛, 不满足边界条件. 使其收敛, \(\lambda\) 必须取
\begin{align} \lambda = l(l+1) \end{align}其中 \(l\) 是偶数. 这样的话, 级数解就在 \(l\) 阶截断了.
\(s=1\)
此时得 recurrence relation 为
\begin{align} a_{j+2} = \frac{(j+1)(j+2) -\lambda}{(j+2)(j+3)} a_j \end{align}而且必须有 \(a_1=0\) 那么此时所有的奇数项都为 \(0\) . 此时截断的条件为
\begin{align} \lambda = (l+1)(l+2) \end{align}其中 \(l\) 是偶数.
合并
\(s=0, a_1 = 0\) 时, 对应的级数解, 都是 \(x\) 的偶数次幂. \(s = 1\) 时, 对应 的级数解, 都是 \(x\) 的奇数次幂, 其实对应于 \(s=0, a_1 \neq 0\) 时解. 两种 \(s\) 的取值, 对应的截断条件也可以合并为
\begin{align} \lambda = l(l+1) \end{align}其中 \(l\) 是整数. 合并的 recurrence relation 为
\begin{align} a_{j+2} = \frac{j(j+1)-\lambda}{(j+1)(j+2)}a_j \end{align}有 \(a_1, a_2\) 两个待定的系数, 这恰好是一个二阶微分方程所需要的!
Legendre Polynomials
下面是画前七阶 Legendre Polynomials 的图像
import numpy as np |
下面是用 sympy 输出前七阶 Legendre Polynomials
from sympy import Rational as R |
结果
\begin{align*} : P_0(x)=& 1 \\ : P_1(x)=& x \\ : P_2(x)=& \frac{3 x^{2} - 1}{2} \\ : P_3(x)=& \frac{x \left(5 x^{2} - 3\right)}{2} \\ : P_4(x)=& \frac{35 x^{4} - 30 x^{2} + 3}{8} \\ : P_5(x)=& \frac{x \left(63 x^{4} - 70 x^{2} + 15\right)}{8} \\ : P_6(x)=& \frac{231 x^{6} - 315 x^{4} + 105 x^{2} - 5}{16} \\ : P_7(x)=& \frac{x \left(429 x^{6} - 693 x^{4} + 315 x^{2} - 35\right)}{16} \\ \end{align*}其中 \(a_1\) 和 \(a_0\) r 取为, 满足 \(P_l(1) = 1\) , 并且 \(x\) 的最高次幂的 系数为正的值.
Orthogonality
Legendre Polynomials 的正交归一性为
\begin{align} \int_{-1}^{1} P_l(x)P_m(x) \cdot \mathrm{d}x = \frac{2 \delta_{lm}}{2l+1} \end{align}Associated Legendre Functions
Associated Legendre Equation
分母中的 \(1-x^2\) 是个问题, 尝试通过做变换把它从分母中去掉. 令
\begin{align} P(x) = (1-x^2)^p \mathcal{P}(x) \end{align}原式变为
\begin{align} \mathcal{P}(1-x^2)^{p-1}\left[ -2p(1+x^2) + 4p^2 x^2 +4px^2 +\lambda(1-x^2) -m^2 \right]\\ -2x \mathcal{P}'(1-x^2)^p(2p + 1) + \mathcal{P}''(1-x^2)^{p+1} = 0 \end{align}这和原来的 Legendre equation 有些类似. \(\mathcal{P}\) 的系数中有 \(\lambda(1-x^2)\) 而且如果我们能提取出一个 \(1-x^2\) 话, 它和 Legendre equation 就更像了. 我们还有 \(p\) 是可调的, 可以令常数项和 \(x^{2}\) 项前 面的系数差一负号, 就可以提出啦! 即
\begin{align} -2p+4p^2+4p = -(-2p-m^2) \end{align}得 \(p = \frac{m}{2}\) .将它代回, 就可以得到
\begin{align} (1-x^2)\mathcal{P}''- 2x(m+1)\mathcal{P}' + \left[ \lambda - m(m+1) \right]\mathcal{P} = 0 \end{align}Frobenius' Methods
这个变换后的方程就可以由 Frobenius' Methods 得到级数解
尝试级数解
\begin{align} P(x) =& x^{s} (a_0 + a_1 x + a_2 x^2 + \cdots) \\ =& \sum_{j=0}^{\infty}a_j x^{s+j}, \quad a_0 \neq 0 \end{align}代回原始方程 \eqref{eq:leq} , 得
\begin{align} \sum_{j=0}^{\infty} \left[ (s+j)(s+j-1)a_jx^{s+j-2} -(s+j)(s+j-1)a_jx^{s+j} \\ -2a_j(m+1)(s+j)x^{s+j} + a_j(\lambda -m(m+1))x^{s+j} \right] = 0 \end{align}\(j=0\) 时, 得 \(x\) 的最低阶即 \(x-2\) ,对应的系数方程为
\begin{align} a_0 s (s-1) = 0 \end{align}\(j=1\) 时
\begin{align} a_1 (s+1)s = 0 \end{align}并且 \(a_0\neq 0\) , 所以得到了和 Legendre equation 一样的 indical equation
\begin{align} s(s-1) = 0 \quad \quad \mathrm{(indical\quad equation)} \end{align}即 \(s=0\) 或 \(s=1\)
当 $s=0$时, recurrence relation 为
\begin{align} a_{j+2} = \frac{(j+m)(j+m+1)-\lambda}{(j+1)(j+2)}a_j \end{align}假设 \(a_1 = 0\) . 那么所有的奇数项都为 \(0\) . 当 \(j\to \infty\) 时, 级数 解 \(P(x = \pm 1)\) 不收敛, 不满足边界条件. 使其收敛, \(\lambda\) 必须取
\begin{align} \lambda = (j+m)(j+m+1) \end{align}其中 \(l\) 是偶数. 这样的话, 级数解就在 \(l\) 阶截断了. 与 Legendre equation 类似, \(s=1\) 时得到的结果是对应的奇数项, 所以 \(l\) 取整数就是最 后的结果.
Bessel Functions
Bessel ODE
\begin{align} x^2 J_{\nu}'' +x J_{\nu}' + (x^2 - \nu^2)J_{\nu} = 0 \end{align}
Frobenius' Methods and Bessel Functions of the First Kind
尝试级数解
\begin{align} J_{\nu}(x) =& x^{s} (a_0 + a_1 x + a_2 x^2 + \cdots) \\ =& \sum_{j=0}^{\infty}a_j x^{s+j}, \quad a_0 \neq 0 \end{align}代回 Bessel ODE , 得
\begin{align} \sum_{j = 0}^{\infty} \left[ (s+j)(s+j-1) + (s+j) -\nu^2 \right] a_j x^j + a_{j}x^{j+2} = 0 \end{align}\(j=0\) 时, 得 \(x\) 的最低阶即 \(x\) ,对应的系数方程为
\begin{align} ( s^2 - \nu^2 ) a_0 = 0 \end{align}并且 \(a_0\neq 0\) , 所以
\begin{align} (s+\nu)(s-\nu) = 0 \quad \quad \mathrm{(indical\quad equation)} \end{align}得
\begin{align} s = \pm \nu \end{align}\(j=1\) 时
\begin{align} (s+1+\nu)(s+1-\nu)a_1 = 0 \end{align}由于 \(s = \pm \nu\) , 所以 \(a_1 = 0\)
以下先讨论 \(\nu = n\) 是整数的情况
\(s = n\)
此时得 recurrence relation 为
\begin{align} a_{j+2} = - \frac{1}{(j+2)(2n +j + 2)} a_j \end{align}任意系数为
\begin{align} a_{2p} = (-1)^p \frac{a_0 n!}{2^{2p}p! (n+p)!} \end{align}Bessel ODE 的解为
\begin{align} J_n(x) = \sum_{s=0}^{\infty} \frac{(-1)^s}{s!(n+s)!} \left( \frac{x}{2} \right)^{n+2s} \end{align}上式中按习惯取 \(a_0 = \frac{1}{2^n n!}\) .
\(s = -n\)
此时得 recurrence relation 为
\begin{align} a_{j+2} = \frac{1}{(j+2)(2n -j - 2)} a_j \end{align}当 \(j = 2n-2\) 时上式发散, 并且不满足级数是从 \(x^{-n}\) 开始的假设. 因此 \(s = -n\) 不给出解.
\(\nu = n\) 是整数的情况给出了 Bessel 的一个解, 称为 Bessel function of first kink. 且有以下性质
\begin{align} J_{-n}(x) = (-1)^n J_n(x) \end{align}code
下面是画前3阶 Bessel functions of the first kind 的图像
import numpy as np |
可以看出它在 \(x=0\) 处没有发散.
the Bessel Functions of the Second Kind
Definition
Bessel ODE 是一个二阶微分方程, 它应该有两个独立的解. 上面 \(\nu\) 取整数 的时候只给出了一个解. 它的另一个解由 Neumann functions 给出, 定义如下
\begin{align} Y_{\nu}(x) = \frac{\cos (\nu\pi) J_{\nu}(x)-J_{-\nu(x)}}{\sin(\nu\pi)} \end{align}当 \(\nu\) 不整数的时候, 上式就是 Bessel functions of the first kind 的 线性组合. 当 \(\nu = n\) 取整数的时候, 它应取极限
\begin{align} Y_n(x) = \lim_{\nu\to n}Y_{\nu}(x) \end{align}它在 \(x = 0\) 处是发散的. 它就是 Bessel Functions 的第二个解, Bessel functions of the second kind . 这里不详细讨论它.
Hankel Functions
Hankel Functions 曾经也常被叫做 Bessel functions of the third kind . 它由 Bessel functions of the first kind and the second kind 的线性 组合定义
\begin{align} H_{\nu}^{(1)} = J_{\nu}(x) + \mathrm{i}Y_{\nu}(x) \\ H_{\nu}^{(2)} = J_{\nu}(x) - \mathrm{i}Y_{\nu}(x) \end{align}Modified Bessel Functions
MOdified Bessel equation
它与 Bessel ODE
\begin{align} x^2 J_{\nu}'' +x J_{\nu}' + (x^2 - \nu^2)J_{\nu} = 0 \end{align}相比, 在于 \(k^2\rho^2\) 前面的符号变了.
Modified Bessel Functions of the First Kind
它的解只须做代换 \(k\to \mathrm{i}k\) 即可得到, 即 modified Bessel functions of the first kind
\begin{align} I_{\nu}(x) = \mathrm{i}^{-\nu}J_{\nu}(\mathrm{i}x) = \sum_{s=0}^{\infty} \frac{1}{s!\Gamma(s+\nu+1)} \left( \frac{x}{2} \right)^{\nu+2s} \end{align}它的系数都是正的, 没有振荡. 它有
\begin{align} I_n(x) = I_{-n}(x) \end{align}Code
下面是画前3阶 modified Bessel functions of the first kind 的图像
import numpy as np |
Modified Bessel Functions of the Second Kind
modified Bessel functions of the second kind 有时也叫做 Whittaker functions , 定义如下
\begin{align} K_{\nu}(x) = \frac{\pi}{2}\frac{I_{-\nu}(x)-I_{\nu}(x)}{\sin(\nu\pi)} \end{align}moddified Bessel function 对于 Bessel function 的关系, 就像 \(\sinh\) 对 于 \(\sin\) 的关系, 所以有时它们也叫做 hyperbolic Bessel functions .
Spherical Bessel Functions
对于球对称的问题, 经常会遇到径向方程
\begin{align} r^2 \frac{\mathrm{d}^2 R}{\mathrm{d}r^2} + 2r \frac{\mathrm{d}R}{\mathrm{d}r} +[k^2r^2 - l(l + 1)]R = 0 \end{align}这个方程和 Bessel ODE 很像, 区别在于 \(l(l+1)\) , 而不是一个数的平方. 但 是只要做如下变量代换
\begin{align} R(kr) = \frac{Z(kr)}{\sqrt{kr}} \end{align}就可以化为 Bessel ODE 的形式
\begin{align} r^2 \frac{\mathrm{d}^2 Z}{\mathrm{d}r^2} + r \frac{\mathrm{d}Z}{\mathrm{d}r} +\left[ k^2r^2 -\left( l + \frac{1}{2} \right) \right]Z = 0 \end{align}那么它的解就可以写出
\begin{align} R(kr) = \frac{C}{\sqrt{kr}}J_{l+1/2}(kr) \end{align}它就是 Spherical Functions . \(C\) 是一个任意常数, 因为方程是齐次的
Definition
取定常数 \(C\) , Spherical Functions 定义如下
\begin{align} j_n(x) =& \sqrt{\frac{\pi}{2x}}J_{n+1/2}(x) \\ y_n(x) =& \sqrt{\frac{\pi}{2x}}Y_{n+1/2}(x) \\ h_n^{(1)}(x) =& j_n(x) +\mathrm{i}y_n(x) \\ h_n^{(2)}(x) =& j_n(x) -\mathrm{i}y_n(x) \\ \end{align}Some Examples
Asymptotic Forms
as \(x \to \infty\)
\begin{align} j_n(x) =& \frac{1}{x}\sin (x - \frac{n\pi}{2}) \\ y_n(x) =& - \frac{1}{x}\cos (x - \frac{n\pi}{2}) \end{align}Closure Relation
Closure Relation for spherical Bessel functions
\begin{align} \int_0^{\infty} r^2 j_l(k_1r)j_l(k_2r) \mathrm{d}r = \frac{\pi}{2k_1^2}\delta(k_1-k_2) \end{align}Spherical Harmonics
Associated Legendre Functions
Spherical Harmonics
它们在整个球面上是正交归一的
\begin{align} \int_0^{2\pi} \mathrm{d}\phi \int_0^{\pi}\sin \theta \mathrm{d}\theta \left[ Y_{l_1}^{m_1} (\theta,\phi) \right]^{*} Y_{l_2}^{m_2} (\theta,\phi) =\delta_{l_1l_2} \delta_{m_1m_2} \end{align}Summary
Legendre equation and its orthogonality
\begin{align} (1-x^2) P''(x) - 2xP'(x) + \lambda P(x) = 0 \end{align} \begin{align} \int_{-1}^{1} P_l(x)P_m(x) \cdot \mathrm{d}x = \frac{2 \delta_{lm}}{2l+1} \end{align}associated Legendre equation
\begin{align} (1-x^2) P''(x) -2x P'(x) + \left[ \lambda - \frac{m^2}{1-x^2} \right]P(x) = 0 \end{align}解为
\begin{align} P_l^m(x) = (-1)^m \frac{\mathrm{d}^m}{\mathrm{d}x^m}P_l(x) \end{align}Spherical Harmonics
\begin{align} Y_l^m (\theta,\phi) \equiv \sqrt{\frac{2l+1}{4\pi}\frac{(l-m)!}{(l+m)!}} P_l^m(\cos\theta)e^{\mathrm{i}m\phi} \end{align}orthogonality
\begin{align} \int_0^{2\pi} \mathrm{d}\phi \int_0^{\pi}\sin \theta \mathrm{d}\theta \left[ Y_{l_1}^{m_1} (\theta,\phi) \right]^{*} Y_{l_2}^{m_2} (\theta,\phi) =\delta_{l_1l_2} \delta_{m_1m_2} \end{align}Bessel ODE
\begin{align} x^2 J_{\nu}'' +x J_{\nu}' + (x^2 - \nu^2)J_{\nu} = 0 \end{align}the Bessel functions of the first kind
\begin{align} J_{-n}(x) = (-1)^n J_n(x) \end{align}Neumann functions ( the Bessel functions of the second kind )
\begin{align} Y_{\nu}(x) = \frac{\cos (\nu\pi) J_{\nu}(x)-J_{-\nu(x)}}{\sin(\nu\pi)} \end{align} \begin{align} Y_n(x) = \lim_{\nu\to n}Y_{\nu}(x) \end{align}Hankel Functions, 曾经也常被叫做 Bessel functions of the third kind . 它由 Bessel functions of the first kind and the second kind 的线性组 合定义
\begin{align} H_{\nu}^{(1)} = J_{\nu}(x) + \mathrm{i}Y_{\nu}(x) \\ H_{\nu}^{(2)} = J_{\nu}(x) - \mathrm{i}Y_{\nu}(x) \end{align}MOdified Bessel equation
\begin{align} \rho^2 \frac{\mathrm{d}^2}{\mathrm{d}\rho^2}P_{\nu}(k\rho) + \rho \frac{\mathrm{d}}{\mathrm{d}\rho}P_{\nu}(k\rho) - (k^2\rho^2 + \nu^2) P_{\nu} P_{\nu}(k\rho) = 0 \end{align}\(k^2\rho^2\) 前面的符号变了 Modified Bessel Functions of the First Kind
\begin{align} I_n(x) = I_{-n}(x) \end{align}它没有振荡. 它的另一个解为 Modified Bessel Functions of the Second Kind
\begin{align} K_{\nu}(x) = \frac{\pi}{2}\frac{I_{-\nu}(x)-I_{\nu}(x)}{\sin(\nu\pi)} \end{align}Spherical Bessel Functions
\begin{align} r^2 \frac{\mathrm{d}^2 R}{\mathrm{d}r^2} + 2r \frac{\mathrm{d}R}{\mathrm{d}r} +[k^2r^2 - l(l + 1)]R = 0 \end{align} \begin{align} j_n(x) =& \sqrt{\frac{\pi}{2x}}J_{n+1/2}(x) \\ y_n(x) =& \sqrt{\frac{\pi}{2x}}Y_{n+1/2}(x) \\ h_n^{(1)}(x) =& j_n(x) +\mathrm{i}y_n(x) \\ h_n^{(2)}(x) =& j_n(x) -\mathrm{i}y_n(x) \\ \end{align}asymptotic as \(x\to\infty\)
\begin{align} j_n(x) =& \frac{1}{x}\sin (x - \frac{n\pi}{2}) \\ y_n(x) =& - \frac{1}{x}\cos (x - \frac{n\pi}{2}) \end{align}Closure Relation for spherical Bessel functions
\begin{align} \int_0^{\infty} r^2 j_l(k_1r)j_l(k_2r) \mathrm{d}r = \frac{\pi}{2k_1^2}\delta(k_1-k_2) \end{align}Reference
梁昆淼编, 刘法,缪国庆修订, 数学物理方法(第四版)
- 11.5 球贝塞尔方程
Arfken, Weber, Harris, Mathematical Methods for Physicists 7ed:
- Chap 7.5 Series Solutions-Frobenius' Methods
- Example 8.3.1 Legendre Equation
- Chap 14 Bessel Functions
- Chap 15.1 Legendre Polynomials
J. J Sakurai, Jim Napolitano, Modern Quantum Mechanics 2ed:
- Chap 6.4 Phase Shifts and Partial Waves
R. Mehrem, arXiv:0909.0494v4: https://arxiv.org/pdf/0909.0494.pdf