The Legendre Equation. Problems 22 through 29 deal with the Legendre equation
$$
\left(1-x^{2}\right) y^{\prime \prime}-2 x y^{\prime}+\alpha(\alpha+1) y=0
$$
As indicated in Example \(3,\) the point \(x=0\) is an ordinaty point of this
equation, and the distance from the origin to the nearest zero of
\(P(x)=1-x^{2}\) is 1 . Hence the radius of convergence of
series solutions about \(x=0\) is at least 1 . Also notice that it is necessary
to consider only
\(\alpha>-1\) because if \(\alpha \leq-1\), then the substitution
\(\alpha=-(1+\gamma)\) where \(\gamma \geq 0\) leads to the Legendre equation
\(\left(1-x^{2}\right) y^{\prime \prime}-2 x y^{\prime}+\gamma(\gamma+1) y=0\)
Show that the I.egendre equation can also be written as
$$
\left[\left(1-x^{2}\right) y^{\prime}\right]=-\alpha(\alpha+1) y
$$
Then it follows that \(\left[\left(1-x^{2}\right)
P_{n}^{\prime}(x)\right]^{\prime}=-n(n+1) P_{n}(x)\) and
\(\left[\left(1-x^{2}\right) P_{m}^{\prime}(x)\right]^{\prime}=\)
\(-m(m+1) P_{m}(x) .\) By multiplying the first equation by \(P_{m}(x)\) and the
second equation by \(P_{n}(x),\) and then integrating by parts, show that
$$
\int_{-1}^{1} P_{n}(x) P_{m}(x) d x=0 \quad \text { if } \quad n \neq m
$$
This property of the Legendre polynomials is known as the orthogonality
property. If \(m=n,\) it can be shown that the value of the preceding integral
is \(2 /(2 n+1) .\)