CHAPTER THREE

3.2 Legendre Equation and Legendre Polynomials

Legendre equation:
his
hi is
i a range off interest
i
(
dx )
d 1 x 2 du + ( + 1) u = 0 , for 1 x 1 to physics. Mathmatically,
dx it can be extended to the
The solutions are: u (x) = AP ( x) + BQ ( x) entire complex x+iy plane
P ( x) : Legendre function of the first kind (See Refs. below).

Q ( x) : Legendre function of the second kind
Ref. 1. Gradshteyn & Ryzhik, "Table of Integrals, Series, and Products," Chs. 7 & 8.
Ref. 2. Abramowitz & Stegun, "Handbook of Mathematical Functions," Ch. 8.
Q ( x) diverges as x 1. Hence, Q ( x) is not commonly used in physics.
P ( x) is finite if x < 1 and x = 1, but P (1) diverges unless is an integer
(see p.105.) The form of the Legendre equation is unchanged if 1.
H
Hence, P 1 ( x) = P ( x).
) In
I many physics
h i problems,
bl the
th boundary
b d condition
diti
requires to be an integer and its range is from 0 to infinity.
 Legendre Equation and Legendre Polynomials (contd)
When = l = 0,1,
, , 2...,, P ( x) becomes the Legendre
g ppolynomial
y Pl ( x),

( )
l 2 l
1
Pl ( x) = l d x 1 Pl ( x ) = ( 1)l Pl ( x) (3.16)
2 l ! dx l
Q1 (1)
Pl (1) = 1

Pl (1) = (1)l
Lengendre polynomials P2(x) - P5(x) Second Lengendre functions
[P0(x) = 1, P1(x) = x] Q0(x), Q1(x), and Q2(x)
 3.5 Associated Legendre Functions and
Spherical Harmonics
Associated Legendre equation:

dx ( )
d 1 x 2 du + ( + 1) m2 u = 0 , for 1 x 1
dx 1 x2
sol tions are: u ( x) = APm ( x) + BQm ( x)
The solutions
Pm : associated Legendre function of the first kind
m
Q : associated
i t d Legendre
L d function
f ti off the th secondd kind
ki d
(Refs.: Gradshteyn & Ryzhik; Abramowitz & Stegun)
diverges as x 1.
Qm ( x) di 1 Hence, Qm is
i not commonly
l usedd in
i physics.
h i
To have finite solutions on the interval 1 x 1, must be zero or a
positive
i i integer
i ( = l = 0,1, 2...)) andd m = l , ( l 1) ,K , 1, 0,1,K , ( l 1) , l
(see p. 107.) Under these conditions, we have (for positive or negative m)
2 2 d l +m 2
( 1)m
( )
m
Pl ( x) =
m
l (1 x ) dx (x 1)l Pl m ( x) = (1)l + m Pl m ( x) (3.50)
2 l!
Spherical harmonics (contd)
Definition of spherical harmonics Ylm ( , ):
2l + 1 (l m)! m
Ylm ( , ) = Pl (cos )eim , (3.53)
4 (l + m)!
l = 0 or a positive integer
where
h
m = l , (l 1),K , 0,K , (l 1), l
Examples
Y0,0 ( , ) = 1
4

Y1,1 ( , ) = 3
8
sin e i

Y1,0 ( , ) = 3
4
cos

Y1,1 ( , ) = 3
8
i ei
sin
Spherical harmonics (contd)
Properties
i off spherical
h i l harmonics:
h i
(i) Using the orthogonality relation,

1 2 (l + m)!
P m
1 l ( x ) P m
=
l ( x ) dx ll (3.52)
2l + 1 (l m)!
we can show that Ylm( , )s are orthonormal, i.e
*
d Yl m ( , )Ylm ( , ) = ll mm ,
where
2 2 1
d = 0 d 0 sin d = 0 d 1 d cos (3.55)
Spherical harmonics (contd)
(ii) The set Ylm( , ) is complete, i e an arbitrary function g( , )
complete i.e.
can be expanded as
l
g ( , ) = AlmYlm ( , ) (3 58)
(3.58)
l =0 m =l
*
Multiplying
p y g both sides byy Ylm ( , ), integrating
g g over , , and
making use of (3.55), we obtain
*
Alm = d Ylm ( , ) g ( , ) (2)

Substitution of (2) into (3.58) gives the following expression

for the arbitrary function g(, ),
)
l
g ( , ) = d Ylm *
( , )Ylm ( , ) g ( , )
l =0 m=l
* l
Ylm ( , )Ylm ( , ) = ( ) (cos cos ) (3.56)
l =0 m = l
This is the completeness relation of Ylm(,) [cf. Eqs. (2.34) & (2.35).]
Spherical harmonics (contd)

(iii) Other properties of Ylm( , ) ,

Yl , m ( , ) = ( 1) m Ylm
*
( , )

2l + 1
l ,00
Y ( , ) = Pl ((cos )
4
This can be seen from the definition of Ylm
2l + 1 (l m)! m
Ylm ( , ) = Pl (cos )eim
4 (l + m)!
and
d the
h relations
l i
(l m)! m
Pl m ( x) = (1) m Pl ( x) (3.51)
(l + m)!
Pl0 ( x) = Pl ( x)
 Spherical harmonics (contd)
(iv) Addition theorem for spherical harmonics (see 3.6 3 6 for proof.)
proof )
4 l *
Pl (cos ) = Ylm ( , )Ylm ( , ), (3.62)
2l + 1 m=l
where is the angle between x and x, and (, ) and (, )
are the directional coordinates of x and x, respectively.
respectively
Special case: l = 1
P1 (cos ) = cos

Y1,,1 = 3
8
sin e i

Y1,0 = 3
4
cos

Y1,1 = 3
8
sin ei
Sett l = 1 in
S (3 62) cos = cos cos + sin
i (3.62) i cos(( ).
i sin )
This relation has been used earlier in Eq. (2.19).
 3.1 Laplace Eq. in Spherical Coordinates
2 (x) = 0

1 2
r r 2 ( r ) + 1
r 2 sin (sin )

+ 2 2 1 2
r sin 2
=0

Let (x) = U r( r ) P( )Q( )

( sin ) + d 2Q
2
d
PQ U + UQ d dP UP =0
dr 2
r 2 sin d d r 2 sin 2 d 2
r 2 sin 2
Multiply by Dividing all terms by sin2, we see that the
UPQ
r-dependence is isolated in this term. So it
( +1) must be a constant. Let it be ( + 1).
6 4 74 8
2
sin [U r
1 2 d 2U
+ P sin d ( sin d )] + Q 2 = 0
1 d dP 1 d 2Q
(3.3)
dr 2 d
{
The -dependence
dependence is isolated in this term,
term so m2
this term must be a constant. Let it be m2.
 Laplace Eq. in Spherical Coordinates (contd)
(3 3) the equation for P is sin d ( sin d ) + ( + 1) 2 P = 0.
2
In (3.3), 1 d d P m 0
sin
Let x = cos, we get the associated Legendre eq.:
Pm ( x) Pm (cos )
( )
d 1 x 2 dP+
dx
( + 1) m2 P
2
1 x
=0 P = m = m
Q ( x) Q (cos )
dx
2U ( +1) +1 U 1
Equation for U : d
2 2 U = 0 U = r , r = r ,r
dr r r
d 2Q
Equation for Q: 2 + m 2Q = 0 Q = eim , e im
d
Question: If U (r) obeys
r Pm (cos ) eim
Thus, = 1 m im , homog. b.c.s, can we get an
r Q (cos ) e eigenvalue problem for U(r)?
where each bracket represents a linear combination of the two
functions inside. Any linear combination of such solutions is also a
solution, because of the linearity of the differential equation. Note that
and m are arbitrary constants until we apply boundary conditions.
 3.3 Boundary-Value Problems with
Azimuthal Symmetry
y y
Problem 1 Potential of 2 hemispheres at opposite potentials (cf. 2.7)
V , 0 <
2 = 0, (a, ) =
2
V , 2
Find inside the sphere (r a )).
r Pm (cos ) eim
= 1 m im
r Q (cos ) e
(i) is independent of . m = 0
Note :
(ii) is finite at = 0 and (i.e. at
1. P (1) diverges unless
cos = 1 and 1). is an integer
g (p.105.)
(p )
= l = 0,1, 2,K and drop Qm 2. We have chosen 0
((iii)) is finite at r = 0. dropp r 1 because P 1( x) = P ( x).
3. Q ( x) as x 1.
(r , ) = Al r l Pl (cos )
l =1
 Problem 1 (contd)
V , 0 <
W it the
Write b att r = a : (a, ) = Al al Pl (cos
th b.c. ( ) =
2
l V , 2
To evaluate Al , we make use of the orthogonality relation for Pl ( x)
1
1 Pl ( x) Pl ( x)dx = 2l2+1 ll (3.21)
b.c. 11 Pl (cos ) (a, )d cos = Al al 11 Pl2 (cos )d cos = Al al 2
2l +1

Al = Vl 2l2+1 [ 01 Pl (cos ) d cos 01 Pl (cos )d cos ]

a
l 1
(2n+1)!!=(2n+1)(2n1)(2n3)531
V ( 2 ) ( 2l + 1)( l 2 ) !! , for
1 2
f odd dd l
= a l
2 ( 2 )!
l +1

99 100
pp 99-100
pp. 0 , for even l

(r , ) = V 2 a P1 (cos ) 8 ( a ) P3 (cos ) + L , r a (3.36)

3 r 7 r 3

To find for r > a, replace ( ) in (3.36) by ( ) [See Eq (2.27)]
r l a l +1
a r
 Problem 2 Potential due to a point source at xin infinite space
First, let
letss assume the point source is on the zz-axis
axis (at a distance r
from the origin) and divide the space into two regions: r < r and r
> r. In each region,
g we have 2 =.0Hence
r Pm (cos ) eim
= 1 m im
r ( ) e
Q (cos
(i) is indep. of . m = 0
(ii) is finite at = 0 and .
= l = 0,1, 2, and drop Qm
at r = 0. drop r l 1 in region r < r
(iii) is finite
as r . drop r l
in region r > r

Al r l Pl (cos ), r < r
l = 0
=
Bl r l 1Pl (cos ), r > r
l = 0
 Problem 2 (contd)
The formal method to solve for Al and Bl is to match the b.c. at
r = r (as will be done in 3.9). Here we solve for Al and Bl by
takingg advantage
g of the fact that we already y know = 1/ |xx|| ((for
a unit point source, q 40). So, by the uniqueness theorem, we
have

Al r l Pl (cos ) , r < r
1 l =0
= =
x x l 1
Bl r Pl (cos ) , r > r
l =0
For = 0, we have Pl (1) = 1 and x x = r r . Hence,

Al r l , r < r
1 l =0
=
r r l 1
Bl r , r > r
l =0
Problem 2 n(n 1) n2 2 n(n 1)(n 2) n3 3
( x + y ) n = x n + nx n1 y + x y + x y +L
(contd) 2! 3!
1 1 1 1 r
l rl
= = = l +1 , r < r
r r r 1 r r l =0 r l =0 r
r
1
B t
But =
r r 1 1 1 1 r
l r l
r r = r 1 r = r l = l +1 , r > r
r =0 r l =0 r

Equating the RHS of this equation and the RHS of the equation on
the previous page
page, we obtain
rl
l +1 Pl (cos ), r < r
1 1 l = 0 r
Al = l +1 , Bl = r l
=
r x x r l
l P (cos ) , r > r
l +1 l
=0 r
r l
1
or = l<+1 Pl (cos ), (two equations in one) (3.38)
x x l =0 r>

where { r< is the smaller of r and r

r> is the larger of r and r
 Problem 2 (contd)

The relation
1 rl
= l<+1 Pl (cos
( ) (3
(3.38)
38)
x x l =0 r>
was derived with the unit point source
on the z-axis (upper figure on the
right) However,
right). However it depends only on
the magnitudes (r, r) of and the
g () between x and x.
relative angle
So the expression in (3.38) also holds
true if the unit point charge
g is at an
arbitrary point (lower figure on the
right).
 Problem 2 (contd)

Substituting the RHS of the addition theorem

4 l *
Pl (cos ) = Ylm ( , )Ylm ( , ) (3.62)
2l + 1 m=l
for Pl (cos ) in (3.38),
(3 38) we get
1 l 1 r<l *
= 4 + l ( , )Ylm
Ylm l ( , ) (3 70)
(3.70)
x x l = 0 m =l 2l + 1 r>
l 1

So, we started with a physics problem (the potential of a

So
point charge in infinite space), but end up with a mathematical
relation (3.70).
( )

Question: Why write a simple function = 1/ |xx| in such a

complicated form? See next problem.
 Problem 3 Potential due to charge q uniformly distributed
around a circular ring of radius a.
a
Let ( x) = K ( ) (r c) in spherical coordinates
q = ( x) d 3 x d 3
x
644744 8
= K ( ) (r c ) r 2 sin drd d
= 2 Kc 2 sin
q
K=
2 c2 sin
q
( x) = 2
( ) (r c)
2 c sin
q
= 2
(cos cos ) (r c )
2 c
( xa )
[ f ( x)] =
f ( a )
 Problem 3 (contd) q
( x ) =
(cos cos ) ( r c )
2
2 c
l
1 (x) 3 1 l 1 r< Y * ( , )Y ( , )
( x) = d x x x = 4
v 2 + 1 l +1 lm lm
4 0 x x l = 0 m = l l r>

q l 1 r <
l
Y *
( , )Y ( , )
2
= v r dr d cos d r>
l +1 lm lm
2 0c l =0 m=l 2l + 1
2
(cos cos ) (r c)
2l + 1 (l m)! m
Ylm ( , ) = Pl (cos )eim
4 (l + m)!
Apparently only the m = 0 terms survive the integration.
Apparently, integration
q 2 r <
l
P (cos ) P (cos )
( x) = 0
r dr
1
1
d cos r>
l +1 l l
2
4 0c l =0
(cos cos ) (r c)

q r<l
= l +1 Pl (cos ) Pl (cos )
4 0 l =0 r>
Jackson uses a slightly different method to derive this. See p.103.
 3.4 Behavior of Fields in a Conical Hole or
Near a Sharp Point
2 = 0
r Pm (cos ) eim
= 1 m im
r Q (cos ) e
(i) The geometry is indep. of (We also
assume the b.c. is indep. of .) m = 0
(ii) Qm (cos ) diverges at = 0 or cos = 1.
drop ( )
p Qm (cos
r
Hence, = 1 P (cos )
r
Note: P ( x) diverges at x = 1 unless = integer. However, in this
problem,
bl we have
h < cos 1 in i the
th region
i off
interest. Hence, is not required to be an integer.
 Fields in a conical hole or near a sharp edge (contd)
(iii) is finite at r = 0.
0
(a) demand > 0 and drop r 1 = r P (cos )
1
(b) demand 1 > 0 and drop r = r P (cos )
( )), hence = r 1P 1 ((cos )
But P ((cos ) = P 1 (cos
Either option (a) or option (b) gives = r P (cos ), > 0
(iv) = 0 at =
P (cos ) = 0 = 1 , 2 , 3 ,K ( > 0)
N t 1 , 2 , 3 ,K are positive
Note: iti eigenvalues.
i l
Hence,
r 0

= Ak r k P (cos ) A1r 1 P (cos ),
k 1
(3.44)
k =1
where 1 is the smallest eigenvalue [the first root of P(cos) = 0].
 Fields in a conical hole or near a sharp point (contd)
r 0
Er = 1 A1r1 1P (cos ) r1 1
r 1

1 A r1 1 sin P (cos ) r1 1

E = r 1 1

= 0 E ( = ) A1 0 r1 1 sin P (cos ) r1 1
1

Behavior of 1 as a function
of is shown in the figure on
the right. Note that

1 > 1, if < 90

1 = 1,
1 if = 90

1 < 1, if > 90
When < 90 (conical hole), both E and 0 as r 0.
 Fields in a conical hole or near a sharp point (contd)
However when > 90 (sharp point),
However, point) both E and as r
0. Large electric field (E > 2.5104 V/cm) causes the air to
breakdown to form a conducting path in the air for the sharp point
to discharge. This is the principle of the lightning rod (see Jackson
pp 77-78.)
pp. 77 78 )
The coefficients Ak in (3.44) can be determined by, for example,
the b.c. (r = a ) = ( ) through the equation

( ) = Ak a k P (cos )
k
k =1
If (r = a ) = ( ) = 0, then all Ak = 0. = 0 everywhere
In reality, the lightning rod is not perfectly sharp. Hence, is finite
p and on a clear dayy when there is a small ppotential difference
at the tip,
between the ground the clouds, the lightning rod will not discharge.
Fields in a conical hole or near a sharp point (contd)

A physical picture of the lightning rod.

 3.7-3.8 Laplace Eq. in Cylindrical Coordinates
2 2 2
2 1 1
( x) = 0 2 + + 2 2 + 2 =0
z
Let (x) = R( )Q( ) Z ( z )
2Z 2 kz
z 2 k Z = 0 Z = e
2
Q
2 + 2Q = 0 Q = ei


2 R 1 R 2 2
2 + + k 2 R = 0 R = J (k ), N (k )
J and N are Bessel functions of the first and second kind, kind respectively.
respectively

J (k ) ei ekz
= i kz (3)
N (k ) e e
 Laplace Eq. in Cylindrical Coordinates (contd)
If we let x = k, the equation
q for R takes the standard form of the
Bessel equation
d 2 R 1 dR 2
2
+ + 1 2 R = 0 (3.77)
(3 77)
dx x dx x
with solutions J(x) and N(x),
(x) from which we can define the
Hankel functions
H(1) ( x) = J ( x) + iN ( x)
(2)
(3.86)
H ( x) = J ( x) iN ( x)
and
d the
h modified
difi d Bessell functions
f i (
(Bessel
l ffunction
i off pure
imaginary argument)
I ( x) = i J (ix) (3 100)
(3.100)
K ( x) = 2 i +1H(1) (ix) (3.101)
See Jackson pp. 112-116, Gradshteyn & Ryzhik, and Abramowitz
& Stegun for properties of these special functions.
 Laplace Eq. in Cylindrical Coordinates (contd)

Bessel functions J0(x), J1(x), and J2(x)

Modified
difi d Bessell
functions I0(x), I1(x),
Neumann functions N0(x),
(x) N1(x),
(x) and K0(x),
(x) and K1(x)
N2(x)
 Example 1 Potential inside a charge-free cylinder with the b.c.
(z = L) = V ( , ) and = 0 on other surfaces.
2 J (k ) ei ekz
( x) = 0 = i kz

N ( k ) e e
(i) Z ( z ) = Aekz + Be kz
= 0 att z = 0 Z (0) = 0 B = A
( )
Z ( z ) = A ekz e kz = A sinh kz
(ii) ( ) = ( + 2 ), i. e. is single-valued.
= m = integer
im
Q ( ) = Cm e = ( Am sin m + Bm cos m )
m = m =0 xmn: n-th root
(iii) is fi i at = 0.
i finite 0 drop
d N m (k ) R = J m (k ) of Jm(x) = 0
(iv) = 0 at = a J m (ka ) = 0 k = kmn = xmn a , n = 1, 2,K

( , , z ) = J m ( kmn ) sinh ( kmn z )( Amn sin m + Bmn cos m )
m =0 n =1
 Example 1 (contd)
( ) ( , , z = L ) = V ( , )
(v)

V ( , ) = sinh ( kmn L ) J m ( kmn )( Amn sin m + Bmn cos m )

m,n

p g both side with

Operating
2
0
a
{
d 0 d J m (kmn ) }
sin m
cos m
and usingg

the orthogonal properties of J m (kmn ), sin m , and cos m

2cosech ( kmn L ) 2 a
Amn = 2 2 0 d 0 d V ( , ) J m (kmn ) sin m
a J m+1 ( kmn a )

2cosech ( kmn L ) 2 a
Bmn = a 2 J 2 k a 0 d 0 d V ( , ) J m (kmn ) cos m
m +1 ( mn )
(for m = 0, use 12 B0 n )
 Example 2 Potential in the charge-free region of z 0
( , , z = 0 ) = V ( , )
subject to the b.c.
( , , z ) = 0
J ( k ) i kz
e e
2 (x) = 0 = i kz
N (k ) e e
(i) remains fini te as z . drop ekz Z ( z ) = Ae kz
(ii) ( ) = ( + 2 ) = m = integer
i

Q( ) = ( Am sin m + Bm cos m )
m =0
(iii) is finite at = 0. drop N m (k ) R = J m (k )
(i ) = 0 att J m (k ) = 0 continuous
(iv) ti eigenvalue
i l k

( , , z ) = 0 dke kz J m (k ) [ Am (k ) sin m + Bm ( k ) cos m ]

m=0
(3.106)
Example 2 (contd)
(v) ( , , z = 0 ) = V ( , )

V ( , ) = 0 dkJ m ( k ) [ Am (k ) sin m + Bm (k ) cos m ]
m =0

Operating both side with 2

0

d 0 d J m (k ) {
sin m
cos m }
and using the orthogonal properties of J m (k ), sin m , and cos m ,
1
xJ m ( kx ) J m ( k x ) dx = ( k k )
(3.108)
0 k
Am (k ) k 2

Bm (k )
sin m
= 0 d 0 d V ( , ) J m (k ) cos m { } (3.109)

1
For m = 0, use B0 (k ) in series (3.106).
2
 3.9 Expansion of Green Functions in
S h i lC
Spherical Coordinates
di t
The Green function for a potential problem satisfies
2G ( x, x ) = 4 ( x x )
with G ( x, x ) =0
0 for x on the
boundary surface.

Case 1 Infinite space

1 l 1 r<l *
G ( x, x ) = = 4 +
Ylm ( , )Ylm ( , ) (3.70)
(3 70)
x x l = 0 m =l 2l + 1 r>
l 1

Question: Jackson p.120 states the b.c. as G(x, x) = 0 for either

x or x on the boundary surface. Why?
Expansion of Green Functions in Spherical Coordinates (contd)
Case 2 Outside a ggrounded conductingg sphere
p
Use the method of images to obtain G(x, x)
1 a
G ( x, x ) =
(2 16)
(2.16)
x x x x a x
2

x2
Th first
The fi t term
t in
i (2.16),
(2 16) 1 , is
i given
i b (3.70).
by (3 70)
xx
2
The second term be expanded
p in the same manner. Since x > 2 x ,
a
x
2 2
we substitute r> = x = r and r< = 2 x = r into (3.70). Thus,
a a
x

( )
l
a2
a l 1 a r *
= 4 Y
l +1 lm
( , )Ylm ( , )
l =0 m =l 2l + 1 r r
2
x x a 2 x
x
r l +1
1 r< 1 a
l 2
G ( x, x ) = 4
+
Y *
lm ( , )Ylm ( , ), (3.114)
l ,m 2l + 1 r>
l 1 a rr

Expansion of Green Functions in Spherical Coordinates (contd)
Case 3 Inside a spherical shell bounded by grounded conductors
This problem is difficult to solve by the method
of images,
images since it requires an infinite set of images.
images
We will use the method of expansion instead.
2G ( x, x ) = 4 ( x x )
with the b.c. G (r = a ) = G (r = b) = 0
Write ( x x) in spherical coordinates,
(x x) = 1
2 (r r ) ( ) (cos cos )
r
Use the completeness relation (3.56)
l *
(x x) = 1
2 (r r ) Ylm ( , )Ylm ( , ) (3.117)
r l =0 m =l
Note that we have just decomposed a point charge into an infinite
number spherical "charge layers", all of radius r .
Case 3 (contd)
l
2G ( x, x ) = 4 1 ( r r ) Y * ( , )Y ( , )
l
lm lm
l (4)
r2 l =0 m =l

variable constant constants variables

The RHS of this equation is an expansion in sperical harmonics,
which suggests that we expand G ( x, x ) similarly.
similarly This is possible
since Ylm ( , ) form a complete set.
l
G ( x, x ) = Alm ( r | r , , ) Ylm ( , ), (3.118)
l =0 m =l

variable constants variables

where Alm is a function of r to be solved from (4).

Expressing Alm as

Alm ( r | r , , ) = gl (r , r )Ylm ( , ) (5)
and sub. (5) into (3.118), we get an equation for gl ( r , r ),
Case 3 (contd)

1 d2 l (l + 1) 4
2 [ rgl (r , r )] 2 gl (r , r ) = 2 (r r ) (3.120)
r dr r r
Divide the region into r < r and r > r . In each region, (3.120)
reduces to
1 d2 l (l + 1)
2 [ rggl (r , r )] 2 gl (r , r ) = 0
r dr r
Ar l + Br l 1 , r < r
gl (r , r ) = (6)
Ar l + Br l 1 , r > r

The remaining
Th i i job
j b is
i to find
fi d 4
boundary conditions to solve for the
4 constants A, B, A, B iin (6).
(6)
 Case 3 (contd)
( l a 2 l +1
(i) gl (r = a, r ) = 0 gl (r , r ) = A r l +1 ,
r
) r < r

(ii) g (r = b, r ) = 0 g (r , r ) = B (
l l
1
l +1 rl
2 l +1 ), r > r
r b
(iii) gl (r , r ) is continuous at r = r .
y
Physical reason: is continuous across the charge y at r = r .
g layer
(E is finite at r = r . = lim E r = 0)
r 0
2l +1
1 r l
A = C l +1 2l +1
1 r l
( )
( l a 2 l +1
) (
A r l +1 = B 1l +1 2rl+1 = )
l A r l +1
b


r b
r r b B r a 2ll++11
r
l

l a 2 l +1
B = C r rl +1 ( )

gl ( r , r ) =
(
C 1 rl
r l +1 b 2 )(
l +1
l a 2l +1
r l +1 ,
r ) r < r

(
C r l a l +1
r )(
2l +1
r
1 rl ,
l +1 b 2 l +1 ) r > r

l a 2l +1 1
= C r< l +1 l +1 2l +1
r>l
(3.122)
r< r> b
 Case 3 (contd)
(iv) We need one more condition to get the remaining constant C in (3.122).
(3 122)
Physically, we expect this condition to be related to the discontinuity of
d g ) across the charge layer at r = r . Mathematicaly,
Er ( dr Mathematicaly we expect
d l
an integration of the delta funtion in (3.120) to bring out its full meaning.
1 d2 l (l + 1) 4
2 [ rgl (r , r )] 2 gl (r , r ) = 2 (r r )
(3.120)
r dr r r
Multiply
p y both sides byy r and integrate g from r to r + ( 0))
d d 4
[ rgl (r , r )]r+ [ rgl (r , r )]r =
dr dr r
( )
2l +1
r 1 ( r )
2l +1
C a l + (l + 1) b r

4
( )
2l +1
r (l + 1) + l ( r )
2l +1
C a 1 b r =
r
4
C=
( )
2l +1
(2l + 1) 1 b a

 Case 3 (contd)

Behavior of rgl (r , r )
near r = r is shown in the
right
g t figure.
gu e.

S b C iinto
Sub. t (3.122),
(3 122) we gett
( , )Ylm ( , ) l
l +1 l1+1 2r>l +1 (3.125)
l* 2l +1 l
G ( x, x) = 4
Ylm a
r< 3 125)
(b)
2 +1
l =0 m=l (2l +1) 1 a
l

r< r> b

Special case 1: a 0 & b , (3.125) (3.70)

Special case 22:: b , (3.125) (3.114)
 3.10 Solution of Potential Problems with the
Spherical Green Function Expansion
Example 1 Potential inside a charge-free
sphere of radius b subject to the b.c.
bc
(r = b) = V ( , )
U (1
Use (1.44),
44)
1 3 1
( x) = (x) G (x, x)d x
v { s (x) G (x, x)da ((1.44))
4 0 4 n
=0
Note: The unit vector n is normal to the surface and pointing
outward from volume of interest. n is a differentiation

(
along n n = r for this example . )
* ( , )Y ( , )
rl l +1 l +1 2r>l +1 (3.125)
l 2l +1 1 l
G ( x, x ) = 4
Ylm a
lm
2 l +1 <
(3 125)

l =0 m=l (2l +1) 1 a
b
()

r< r> b

Example 1 (contd) G (x, x) is to be evaluated at r = b.
n
For this example, a = 0, r> = r , and r< = r , hence
1 1 r l
G ( x, x ) = 4 Ylm*
( , )Ylm ( , )r l l +1 2l +1
l ,m 2l + 1 r b
l 1
G G 1 * l + 1 l
lr
= = 4 Ylm ( , )Ylm ( , )r l l + 2 2l +1
n r l ,m 2l + 1 r b
4 r *
l
G G
= 2 Ylm ( , )Ylm ( , ) (7)
n r=b r r=b b l ,m b
da = r 2 sin d d = b 2 d (8)
( x ) s = ( r = b ) = V ( , ) (9)
Sub. (7) - (9) in (1.44), we get
l
*
r
( x ) = V ( , )Ylm ( , )d Ylm ( , ) (3.128)
l ,m b
Example 2 Potential due to a uniformly charged ring of radius a and
total charge Q located on the xx-yy plane inside a grounded
conducting sphere of radius b
2 = (x) 0 , 0 r b, (r = b) = 0
The charge density ( x) can be
written in spherical coordinates as
(The x-y plane is at = 2.)
Q
( x) = 2
(r a) (cos ) (3.129)
2 a
The potental is given by
1 3 1
( x) =
v (x )G (x, x )d x s {
(x ) G (x, x)da (1.44)
4 0 4 n
=0
For this example, we let the inner radius a = 0 in (3.125)
G ( x, x ) =
l *
4 2l1+1 Ylm
l =0 m =l
(
( , )Ylm ( , )r<l l1+1
r>

b
r>l
2 l +1 ) (10)
 Example 2 (contd)
S t iin m = 0
Symmetry
Ylm ( , ) Yl 0 ( , ) = 2l +1P (cos )
4 l

G ( x , x )

l =0
(
= Pl (cos ) Pl (cos )r<l l1+1
r>

b
r>l
2 l +1 ) (11)

Sub. (3.129) and (11) into (1.44)

1
x (x)G ( x, x )
3
( x) = d
4 0
(r a ) (cos )

( )
Q 2
= r dr d cos d l
Pl (cos ) Pl (cos )r< r l +1 b2l +1
l 1 r>
8 0 a 2
l =0 >
=
Q
4 0 l =0 (
Pl (0) Pl (cos ) r< l +1 2 l +1
l 1
r> b
r>l
) (3.130)

where r< ( r> ) is the smaller (larger) of r and a.

Example 3 Potential due to a uniformly charged
line of length
g 2b and total chargeg Q
located on the z-axis inside a grounded
conducting sphere of radius b
2 = (x) 0 , 0 r b, (r = b) = 0
The charge density (x) can be
written in spherical coordinates as
(see exercise below
below.))
Q 1
( x) = 2 [ (cos 1) + (cos + 1)] (3.132)
2b 2 r
1 3 1
( x) = v ( x)G ( x , x) d x s { G (x, x)da (1.44)
( x)
4 0 4 n
=0
Use (11) again

G ( x, x )

l =0
(
= Pl (cos ) Pl (cos )r<l l1+1
r>

b
r>l
2 l +1 ) (11)
 Example 3 (contd)
(cos 1)+ (cos +1)
2
Q 2 2 r
( )
( x) = r dr d cos d

8 0b
l
Pl (cos ) Pl (cos ) r< l +1 2l +1
l 1 r>
l =0 r> b

=
Q
8 0b l =0 144>42444
r b
r>l
[ Pl (1) + Pl ( 1) ] Pl (cos ) 0 r< l +1 2 l +1 dr
b l 1
3
( (3.133) )
( ) ( ) dr
r b
r l
r dr + r
= 1 rl l l 1
l +1 2 l +1 l +1 2 l +1
r b 0 r r b

= 2l +1 1 r l
l (l +1)
b ()
Pl (1) = (1)l and Pl (1) = 1 Odd l terms vanish.
b 4 j + 1 r
2j
Q
( x) = ln + 1 P2 j (cos ) (3.136)
4 0b r j =1 2 j (2 j + 1) b
Note that the l = 0 term in (3.133) is given by ln br . See p.124. ()
Exercise The charge density (x) in (3.132) does not look uniform
along the length of the line. Prove that it really is uniform.
Q 1
( x) = 2 [ (cos 1) + (cos + 1)] (3.132)
2b 2 r
3 Q b 2 1 2 (cos 1) + (cos + 1)
( x) d x = 0 r dr 1 d cos 0 d
2b 2 r 2
Q b 1
= 0 dr 1 d cos [ (cos 1) + (cos + 1) ]
2b
2b 144444 42444444 3

The cos-integration yields a constant value of 2, hence a

uniform density along r in both the = 0 and = directions.
Note: The cos-integration
g above starts from cos = 1 and ends at
cos = 1. It does not cross 1 or 1. This issue can be resolved
by a limiting procedure; namely, we write
(cos 1) + (cos + 1) = lim[ (cos 1 + ) + (cos + 1 )]
0
 3.11 Expansion of Green Functions in
C li d i l Coordinates
Cylindrical C di t

2G ( x, x ) = 4 ( x x )
G ( x, x ) = 0 as x

( x x ) = 1 ( ) ( ) ( z z )
im ( )
( ) = 1
2
e
m=

dke (
ik z z) 1
= 0 dk cos [ k ( z z )]

( z z ) = 21

( )
G ( x, x ) =
2 2


0 dke im ( )
cos [ k ( z z )] (12)
m =
 Expansion of Green Functions in Cylindrical Coordinates (contd)

Since eim and eikz are complete sets, we can expand G ( x, x ) in terms of
and z

G ( x, x ) = 1 1
2

0 dkg m (k , , )e
im ( )
cos [ k ( z z )], (3.140)
m=
where
h the ffi i g m (k , , ) is
h coefficient i off m, k , and .
i a function
f
Sub. (3.140) into (12) we get
1


2 2 m= 0
dk
( 2

2 2 2 z 2 m
2 2
( )
+ 1 + 1 + g ( k , , )eim ( ) cos k z z
)
( ) im ( )
=2 0 dke cos k ( z z ) (13)
m=

In (13), 2 m2 , 2 k 2 , 2 + 1 = 1 . Hence,
2 z 2 2

(
2 m )
1 k 2 + m2 g (k , , ) = 4 ( )
(3.141)
Expansion of Green Functions in Cylindrical Coordinates (contd)
See Jackson Eqs. (3.98)
(3.98)-(3.101)
(3.101)

AI m (k ) + BK m (k ), <
g m (k , , ) =
AI m (k ) + BK m (k ), >
(i) g m is finite at = 0. B = 0
(ii) g m remains finite as . A = 0
(iii) g m is continuous at = .
AI m (k ) = BK m (k )

A K m (k ) A = CK m (k )
=
B I m (k ) B = CI m (k )
CK m (k ) I m (k ), <
g m (k , , ) = (14)
CI m (k ) K m (k ), >
= CI m (k < ) K m (k > )
Expansion of Green Functions in Cylindrical Coordinates (contd)
(iv) Mutiply (3 141) by and integrate form to + ( 0)
(3.141)
dg m dg m 4
=
d + d
Use (14),
Ck [ I m (k ) K m (k ) K m (k ) I m (k ) ] = 4

( )
Ck k1 = 4 C = 4
im( )
G ( x, x ) = 0

dke cos [ k ( z z )] I m (k < ) K m (k > )
2 m=

1 im( )
= 0 dke cos [ k ( z z )]I m (k < ) K m (k > ) (3.148)
x x 2 m=
1
Useful relations: I m ( x) K m ( x) I m ( x) K m ( x) = ,
x
I m ( x) = I m ( x)
K m ( x) = K m ( x)
3.12 Eigenfunction Expansion for Green Functions
(see Appendix A for a discussion of the eigenvalue problem.)
problem )

Consider the following equation with homogeneous b.c.

a given function of x (real value, can be 0)

2G ( x, x ) + [ f (x) + ] G ( x, x ) = 4 ( x x ) (3 156)
(3.156)
a given constant (can be 0)

We shall solve for G(x,x) by expanding it in terms of the

eigenfunctions of a related eigenvalue problem formulated as
follows. an eigenvalue (to be decided by the
b.c.), not the same as in (3.156)
2 ( x ) + [ f (x) + ] ( x ) = 0 (3.153)
the same f ((x)) as in (3.156)
( )
with the same homogeneous b.c. as for (3.156).
Eigenfunction Expansion for Green Functions (contd)
Let'ss assume the eigenfunctions for (3.153) are n ( x). Since the
Let
operator [ 2 + f (x)] in (3.153) is Hermitian, we have
3
m ( x) n ( x)d x = mn
v
and n form a complete set with real eigenvalues n . Write
G (x, x) = an (x) n (x) (3.157)
n
and use the completeness relation (2.35)
(2 35)
(x x) = n (x) n (x) (15)
n
Sub. (15) and (3.157) into (3.156), and use
2 n (x) + [ f (x) + n ] n (x) = 0
an (x)( n ) n (x) = 4 n (x) n (x)
n n
n (x) n (x) n (x)
an (x) = 4 G (x, x) = 4 (3.160)
n n n
 Eigenfunction Expansion for Green Functions (contd)

Example 1

2G ( x, x ) = 4 ( x x )
x = 0 and a

G ( x, x ) = 0 at y = 0 and b
z = 0 and c

Consider the eigenvalue problem

2 (x) + k 2 (x) = 0 with the same b.c.
Let (x) = X ( x)Y ( y ) Z ( z )
1 d 2 X 1 d 2Y 1 d 2 Z 2
2
+ 2
+ 2
+ k =0
X424
1 dx3 Y dy Z dz
123
123
kl2 2
km kn2
 Example 1 (contd)

X = sin lax , kl = la

m y
Y = sin b , km = mb
n z ,
Z = sin c kn = nc

k = 2 2
klmn = 2 l2
(
a
m
b
2
2 + 2 + 2
n
c
2
)
( x) = 8 sin l x sin m y sin n z
abc a b c
j (x) j (x) 2
G (x, x) = 4 , j klmn , = 0
j j j l , m, n

m y m y
32 sin lax sin lax sin b sin b sin nc z sin nc z
=
abc l ,m,n=1 l2 + 2
m 2
+ 2
n 2
a2 b c
(3.167)
Example 2
I (3
In 156) we llett f (x) = 0 andd = 0
(3.156),
2G ( x, x ) = 4 ( x x ) , G ( x, x ) = 0 as x
Consider the eigenvalue problem
2 (x) + k 2 (x) = 0
1 ik x 1 ik x x +ik y y +ik z z
k ( x) = 32
e = 32
e (3.162)
( 2 ) ( 2 )
where k = k xe x + k y e y + k z e z
Si
Since th
the region
i off interest
i t t is
i infinite
i fi it space, we have
h continuous
ti
engenvalue k 2 and the normalization condition is [see Jackson p.69]

k (x) k (x)d x = ( k k )
3
(3.163)
Example 2 (contd)
n (x) n (x)
So the series expansion: G ( x, x) = 4 becomes
n n
k (x) k (x) 3
G (x, x) = 4 d k
k
With k = k 2 , = 0, and k given by (3.162), we get
ik ( x x)
1 e
G (x, x) = 2 d 3k
2 k2
Since G (x, x) = 1 , we get another mathematical expression
xx
for 1 by the uniquess theorem
xx
ik ( x x)
1 1 e
= 2 d 3k (3.164)
x x 2 k2
 Example 2 (contd)
To demonstrate the usefulness of the eigenfunction expansion,
expansion
we consider a general inhomogeneous differential equation with
homogeneous
g b.c. (Ref.
( M&W,, 9.4))
given constant source function

Lu (x) u (x) = S (x)

Hermitian operator [of which 2 + f (x) in (3.156) is a special case.]

Note that if S(x) = (x x), the solution for u(x) is the Green
function.
function
As before, let un, n be, respectively, the eigenfunction and
g
eigenvalue of L u((x) u((x) = 0 with the same b.c. as the
inhomo. equation above.
Expand u(x) and S(x) of the inhomo. eq. in terms of un(x),
u (x) = Cnun (x) , S (x) = d nun (x)
n n
Example 2 (contd)
Sub u (x) and S (x) into the inhomog.
Sub. inhomog eq.,
eq we obtain
Cn (n )un (x)= d nun (x)
n n

Cn = n = 1 v un (x) S (x)d 3 x
d
n n
u ( x)
u (x) = n v un (x) S (x)d 3 x = v G (x, x) S (x)d 3 x,
n n
un (x)un (x)
where G (x, x) = is the solution of
n n
LG (x, x) G (x, x) = (x x) with
ith the same b.c.
bc
[G (x, x) can be obtained by the same procedure as above]
Note: (i) G (x, x) = G (x, x) since n is real.
(ii) u (x) solved this way automatically satisfies the b.c.
(iii) If = n , there is no solution unless v un ( x) S ( x) d 3 x = 0.
 Appendix A. Eigenvalue Problem
((Ref. Mathews and Walker Math. Meth. in Phys.
y 2nd Ed.,, Ch. 9))
1. Relevant definitions :
(i) Linear differential operator: If L is a linear differential operator,
operator
then, L(au1 + bu 2) = aLu1 + bLu 2
(u1 and u 2 are functions;; a and b are arbitrary
y constants))
Examples: dn , d d q( x)
p( x) dx
dx n dx
(ii) Linear
i D.E.: A D.E. is
i linear
li if it
i can be
b put in
i the
h form
f
N nu
f n ( x) n = g ( x)
d
n =0 d
dx
Dependent variables in all terms are of the first degree or
zero degree.
d
(iii) Homogeneous linear D.E.: The above equation with g ( x) = 0.
Dependent
D d t variables
i bl in
i all
ll terms
t are off th
the same degree.
d
If u satisfies the D. E., so does au (see M & W, p. 218.)
Eigenvalue Problem (contd)

(iv) Homogeneous b.c.: If u satisfies the b.c., so does au.

((v)) Homogeneous
g boundary-value
y problem:
p ap problem ggoverned
by a homog. D.E with homog. b.c.'s.
If u iss a so
solution
ut o oof tthee D.E.
. . an
a d b.c s, so iss au.
b.c's,
Note: A problem can be inhomogeneous because either the
b c or the D.E.
b.c. D E is inhomogeneous (see M&W
M&W, pp. 218
218.))
(vi) Linear and homogeneous boundary-value problem: The D.E of
a homogeneous boundary-value
boundary value problem is linear.
linear
The linear combination of all the solutions of the D.E. and
b c'ss, f = a nu n, is also a solution
b.c solution.
n
 Eigenvalue Problem (contd)
2 An eigenvalue
2. eigen al e problem involving
in ol ing the differential operator*
consists of:
a linear homog. D.E. of the form + homog. b.c.'s of the form
14444442444444 3 14444244443
Lu ( x) = ( x)u ( x ),
) a xb u (a ) = 0 & u (b) = 0
L : linear differential operator or u (a) = 0 & u(b) = 0
: eigenvlue
i l
or u (a ) = u (b) & u (a ) = u (b)
u : eigenfunction
( x) : density
d i function,
i a given
i or u (a ) & u (b) are finite
fi it
function of real value

*There are also eigenvalue problems which involve the matrix or

integral
g operator.
p
 Eigenvalue Problem (contd)
3 Hermitian operator: definition and examples
3.

L is a Hermitian operator if
b

a u1 ( x) Lu2 ( x)dx = a u2 ( x) Lu1 ( x)dx ,
b

where u1 and u2 are arbitrary functions obeying the homog. b.c.'s.

2
Example 1: L = 2
d
integration by parts
dx
b 2 d b b du1 du2
a u1 ( x) dx 2 u2 ( x)dx = u1 dx u2 a a dx dx dx
d

b
du1
+ a u2 2 u1dx
b 2
= u 2 dx
d d
a dx

= a u2 2 u1dx

b 2
d
dx
 Eigenvalue Problem (contd)

Example 2: L = dx
d p ( x ) d q ( x ) (cf. Sturm-Liouville D.E.)
dx

real function of x
b
a 1 2
u Lu dx = b d
(
a 1 dx dx 2
u p )
d u dx b qu u dx
a 1 2
d b du1
= u1 p dx u2 a dx p dx dx ab qu1u2 dx
b du2
a

d b
= u2 p dx u1
a
+ ab u2 dx( dx 1 )
d p d u dx b qu u dx
a 1 2

(
= ab u2 dx )
d p d u dx b qu u d
dx 1 a 2 1
 Eigenvalue Problem (contd)
4. L is Hermitian n's are real and u n's are orthogonal
proof : Let ui , u j be eigenfunctions belonging to eigenvalues i , j ,
respectively, i.e.
Lui = i ui b b
u Lu dx = i a u j ui dx

Lu j = j u j
a j i

Usingg Hermitian pproperty

p y of L

LHS = ab ui Lu j dx = j ab uiu j dx = j ab ui u j dx

( )
i j ab ui u j dx = 0
i = j i i = 0 & j j = 0 i & j are real.
real



a i j dx = 0 ui & u j are orthogonal.
b
i j u u
 Eigenvalue Problem (contd)
5 The
5. The eigenfunctions of a Hermitian operator form a complete set
under very general conditions. We shall not prove this property
here but it is in fact true for all the commonly encountered D.E.
D E ss
in physics. (M&W, p.265)*.
The eigenvalue problem is a linear and homogeneous boundary-
boundary
value problem. So, if u n 's are solutions, a nu n is also a solution.
n
If th
the diff
differential
ti l operator
t off the
th eigenvalue
i l problem
bl is i Hermitian,
H iti
u n 's form a complete set. Hence, an arbitrary function can be
expaned in terms of u n 's.
's This makes the the set of eigenfunctions a
powerful tool in physics. Ch. 3 demonstrates how some electrostatic
problems can be solved by the method of eigenfunction expansion
expansion.
*This is a statement consistent with but more specific than: All
orthonormal
h l sets off functions
f i normally
ll occurring
i ini mathematical
h i l
physics have been proved to be complete. (Jackson, p.68)
Eigenvalue Problem (contd)
p of eigenvalue
6. Examples g pproblems
Example (i): 2 X = 2 X , b.c. X (0) = 0 and X ( a ) = 0 (Jackson, p. 70)
x 2
A i x + Be
X ( x) = Ae B i x
X (0) = 0 B = A X ( x) = A(ei x e i x ) = A sin x
n , n = 1,
X ( a ) = 0 = n = a 1 22,K eigenvalues
i l
X ( x) = An sin n x sum of eigenfunctions
n
This simple example illustrates the following general properties of
g
an eigenvalue problem:
p
a. Eigenvalues ( n = n / a ) are determined by the b.c.
b. The operator
p ( d 2/ dx 2) is Hermitian Eige
g nvalues are real.
c. The operator (d 2/ dx 2) is Hermitian Eigenfunctions (sin n x)
are orthogonal
g to each other and they y form a complete
p set.
d. The D.E. & b.c. are both homogeneous. Eigenfunctions are
only determined up to an arbitrary multiplicative factor An .
Eigenvalue Problem (contd)
Example (ii): Eigenvalue problem involving the Legendre
equation (Jackson 3.2, & 3.4, M&W 7.1)

( )
d 1 x 2 du + ( + 1) u = 0 , 1 x 1 , b.c.
dx dx { u (1) = finite
u (1) = finite
This is an eigenvalue problem of the form
Hermitian operator
644 47444 8 } 1
d p( x) d q( x) u ( x) = ( x) u ( x)
dx dx
1x2 0 ( + 1)
Solution of the D.E.: u ( x) = AP ( x) + BQ ( x)
P : Legendre function of the first kind

Q : Legendre function of the second kind
Note: Strictly speaking ( + 1) is the eigenvalue.
eigenvalue But we shall
loosely call an eigenvalue (see M&W, p.262).
 Eigenvalue Problem (contd)
u ( x) = AP ( x) + BQ ( x)
Apply the b.c.: u (1) is finite.
P ( x) is finite if x < 1 and x = 1,
1 but P (1)
= l = 0,1, 2,K diverges unless is an integer (Jackson p.105.)

B = 0 We have chosen 0 because P 1( x) = P ( x)).
u ( x) = Al Pl ( x), Q Q ( x) diverges as x 1.

( x 1)
2 l
where Pl ( x) = 1 dl
2l l ! dxl

Note: The index l is the eigenvalue. Hence, Pl (x ) form a complete set in

index l for 1 x 1 (Jackson pp. 99)
99).

Any function f (x) can be expended as f (x)= AlPl (x).
l =0
Eigenvalue Problem (contd)

Example
l (iii):
(iii) Eigenvalue
i l problem
bl i l i the
involving h Associatedd
Legendre equation (Jackson 3.5, M&W 7.1)

dx ( )
d 1 x 2 du + ( + 1) m2 u = 0 , 1
dx 1 x 2
x 1 , { u (1) = finite
u (1) = finite
This is an eigenvalue problem of the form
} 1
d p ( x) d q ( x) u ( x) = ( x) u ( x)
dx dx
m2
1 x 2
( + 1)
1 x 2
Solution of the D.E.: u ( x) = APm ( x) + BQm ( x)
Pm : associat
i tedd L
Legendre
d function
f ti off th
the fi
firstt ki
kindd
m
Q : associated Legendre function of the second kind
 Eigenvalue Problem (contd)

Apply the b.c.'s: u (1) and u (1) are both finite.

= l = 0,1,
0 1 22, K [see example (ii)]

m = l , ( l 1) , K , 1, 0,1, K , ( l 1) , l i.e. m l [Jackson, p. 107]

B = 0 [ Q Q m
diverges as x 1 , M&W p.175]
l ( x ) di

( )
d l +m ( x2
m
( 1) m 2
u ( x) = APl ( x), where Pl ( x) =
m m
(1 x ) 2 1)l
2l l ! d
dx

Note: The index l is the eigenvalue;

g ; m is not an eigenvalue.
g Hence,,
1. Plm form a complete set in index l An arbitrary function f ( x) can

be expanded as f ( x) = Cl Plm ( x) with m fixed (M&W, p.175).
l= m
2 Plm are orthogonal
2. th l in th sense 11 Plm
i the ( x ) P m
d ll .
l ( x )dx
 Eigenvalue Problem (contd)
p ((iv):
Example ) Eigenvalue
g pproblem involvingg the Bessel
equation (Jackson 3.7, M&W 7.2)

dx 2 x dx ( x 2 )
d 2u + 1 du + k 2 2 u = 0 , 0 x a , b
b.c. {
u (0) = finite
u (a ) = 0 or u(a ) = 0
The D.E. can be written

( )
d x du + k 2 x 2 u = 0
dx dx x
Hence, the D.E. and b.c. form an eigenvalue problem of the form
} x (density function)
d p ( x) d q ( x) u ( x) = ( x) u ( x) = 0
dx dx
x 2 k 2
x
Solution of the D.E.: u ( x) = AJ ( kx) + BN ( kx)
J : B
Bessell function
f i off the
h first
fi kind
ki d

N : Bessel function of the second kind
 Eigenvalue Problem (contd)

Now, apply the b.c.'s:

u (0) = finite B = 0 [since N (ka) as x 0]
u ( x) = AJ (kx)
u (a) = 0 [[or u(a) = 0] k = k n , n = 11, 22,3,
3
where k n is the root of J ( ka) = 0 [or J (ka ) = 0.]

Note: The index k n is the eigenvalue; is not an eigenvalue. Hence,

1. J (k n x) form a complete set in index k n : f ( x) = Cn J (k n x)
n =1
2 J (k n x) are orthogonal in the sense
2.
a
0 J (k n x) J (k m x) xdx = 0 if m n
density function
 Homework
Problems 3.1, 3.5, 3.11, 3.14