Past exam of the differential equations 2 course of the University of Oxford 2023 2 a ii Solution 2026-10-25
Use . The Legendre differential equation becomesSubstituting a Frobenius series , , gives the indicial equation : the indicial root zero is repeated. For , the coefficient of yieldsorFor the multiplying factor is nonzero. At it vanishes, so and all later coefficients are zero. Thus one solution is a polynomial of exact polynomial degree , including a nonzero constant when . Denote a chosen normalization by .
The linear recurrence relation determines every analytic coefficient from , so there cannot be a second independent analytic solution at . To see the required logarithm explicitly, reduction of order gives the second solution locally asNear , the integrand is plus an analytic function. After rescaling the second solution, its form is thereforeThe analytic remainder converges locally; its constant term may be set to zero by adding a multiple of . The nonzero logarithmic coefficient makes linearly independent of . This Frobenius expansion of the Legendre equation at an endpoint gives a Logarithmic Frobenius solution; the same endpoint calculation at explains why the independent Legendre function of the second kind is excluded when boundedness at both ends is required.