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This second-order linear differential equation extends the Legendre differential equation by its order parameter $m$. Its solutions are associated Legendre functions. In a degree-one potential problem, with $x=\tanh \eta$, two explicit solutions are $e^{m\eta }(m-\tanh \eta )$ and $e^{-m\eta }(m+\tanh \eta )$. Their Wronskian with respect to $\eta$ is $2m(1-m^2)$, so the two formulas are not a fundamental pair at $m=0$ or $m=\pm 1$.

For density proportional to ${\mathrm{sech}}^2(z/H)$, the magnetic vertical equation $F^{\prime \prime }+k^2{\mathrm{sech}}^2(z/H)F=0$ becomes the Legendre differential equation under $\xi =\tanh (z/H)$. Bounded solutions at both surfaces are Legendre polynomials, with $k_n=\sqrt{n(n+1)}/H$. The $n=0$ constant function has no magnetically coupled finite wavenumber. The smallest MRI-relevant eigenvalue is $k_1^2=2/H^2$, which makes sufficiently strong magnetic tension stabilize all allowed modes.

For the Legendre differential equation $(1-x^2)y^{\prime \prime }-2x{y}^{\prime }+n(n+1)y=0$, put $t=1+x$. The equation becomes $t(2-t)y_{tt}+2(1-t)y_t+n(n+1)y=0$. Its indicial equation is $2r^2=0$. The exponent-zero power series $\sum a_k{t}^k$ obeys the displayed linear recurrence relation. For a nonnegative integer $n$, it terminates at degree $n$, giving a Legendre polynomial with $a_0\ne 0$. Every analytic solution at the endpoint is proportional to this one, since the recurrence determines all coefficients from $a_0$.

The second independent solution has the local form $P_n(x)\log (1+x)+B(x)$, where $B$ is analytic near $-1$. Indeed, reduction of order gives $P_n(x)\int dx/[(1-x^2)P_n(x{)}^2]$, whose integrand is $1/[2P_n(-1{)}^2(1+x)]$ plus an analytic function. Rescale the second solution to obtain the unit coefficient of $P_n\log (1+x)$. Reflection gives the corresponding expansion at $x=1$. This also proves the logarithmic divergence of the independent Legendre function of the second kind at each endpoint.

Substitute $y=x^{\sigma }{\sum }_{n\ge 0}{a}_n{x}^n$, $a_0\ne 0$, into the Legendre differential equation. The lowest powers give $\sigma (\sigma -1)=0$ and $\sigma (\sigma +1)a_1=0$; subsequent powers give the recurrence in the title. Thus exponent zero has independent even and odd coefficients, while exponent one requires $a_1=0$ and represents the odd solution. Zero is an ordinary point of the equation, so the exponent-one choice simply selects a solution that vanishes there.

The singular points at $\pm 1$ bound the generic radius of convergence about zero by one. Every nonterminating parity recurrence has successive-coefficient ratio tending to one in the variable $x^2$, giving radius exactly one. If $\lambda =N$ is a nonnegative integer, choosing the parity of $N$ makes the recurrence terminate at degree $N$, producing a Legendre polynomial with infinite radius. These are precisely the nonnegative parameters with a nonzero entire solution: even and odd parts of an entire solution would both have to be entire, so any nonzero nonterminating part is excluded.

For normalized Legendre polynomials $p_n=\sqrt{(2n+1)/2}{P}_n$, parity makes the sign function orthogonal to every even index. Integrating the Legendre differential equation gives ${\int }_0^1{P}_n=P_n^{\prime }(0)/(n(n+1))$. The differentiated generating function $z(1+z^2{)}^{-3/2}$ gives the derivatives at zero and hence the displayed odd coefficients. The Parseval identity and squared norm two then evaluate ${\sum }_{m\ge 0}((2m)!{)}^2(4m+3)/[2^{4m}(m!(m+1)!{)}^2]=4$.

For nonnegative integer $n$, a second solution of the Legendre differential equation is obtained by reduction of order from $P_n$ as $P_n(x)\int dx/[(1-x^2)P_n(x{)}^2]$. Normalize it as $Q_0=\frac{1}{2}\log |(1+x)/(1-x)|$ and $Q_1=x{Q}_0-1$, with the usual Legendre polynomial recurrence relation for higher degrees. Inside $(-1,1)$, $Q_n\sim -\frac{1}{2}\log (1-x)$ near $1$ and $Q_n\sim (-1{)}^n\frac{1}{2}\log (1+x)$ near $-1$. These follow from $P_n(1)=1$, $P_n(-1)=(-1{)}^n$ in the integral. Poles in the integral at interior polynomial zeros cancel in the product, by reduction of order across a zero of the known solution. On $x>1$, the integral from infinity defines the decaying normalization $Q_n(x)\sim 2^n(n!{)}^2{x}^{-n-1}/(2n+1)!$. For $n\ge 1$ all bounded exterior solutions decay this way; for $n=0$ an additional constant solution remains bounded.

The generating function gives $P_n(-t)=(-1{)}^n{P}_n(t)$, so the odd function $f$ is orthogonal to every even-degree Legendre polynomial. For $n\ge 1$, integrate the self-adjoint form of the Legendre differential equation from zero to one:Thus ${\int }_0^1{P}_n=P_n^{\prime }(0)/(n(n+1))$. Differentiating the generating function in $t$ and then setting $t=0$ givesCombining these identities with the normalization of $p_n$ yieldsFor the Legendre expansion of the sign function, $\Vert f{\Vert }_2^2=2$, so the Parseval identity givesTherefore the requested sum equals

A complete orthonormal sequence $(e_n)$ has $⟨e_n,e_m⟩={\delta }_{nm}$ and dense linear span; equivalently, the only vector orthogonal to every $e_n$ is zero. The Parseval identity says $\Vert x{\Vert }^2={\sum }_n|⟨x,e_n⟩{|}^2$, with expansion $x={\sum }_n⟨x,e_n⟩e_n$ in the Hilbert norm.

Put $G(t,z)=(1-2zt+z^2{)}^{-1/2}$ and $D=1-2zt+z^2$. Direct differentiation givesSubstitution yields $(1-t^2)G_{tt}-2t{G}_t+z^2{G}_{zz}+2z{G}_z=0$. Extracting the coefficient of $z^n$ in the generating function givesthe Legendre differential equation.

Use $t=x+1$. The Legendre differential equation becomesSubstituting a Frobenius series $y=t^r{\sum }_{k\ge 0}{a}_k{t}^k$, $a_0\ne 0$, gives the indicial equation $2r^2=0$: the indicial root zero is repeated. For $r=0$, the coefficient of $t^k$ yieldsorFor $0\le k<n$ the multiplying factor is nonzero. At $k=n$ it vanishes, so $a_{n+1}$ and all later coefficients are zero. Thus one solution is a polynomial of exact polynomial degree $n$, including a nonzero constant when $n=0$. Denote a chosen normalization by $P_n$.

The linear recurrence relation determines every analytic coefficient from $a_0$, so there cannot be a second independent analytic solution at $t=0$. To see the required logarithm explicitly, reduction of order gives the second solution locally asNear $t=0$, the integrand is $1/(2a_0^{2}t)$ 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 $P_n$. The nonzero logarithmic coefficient makes $y_2$ linearly independent of $P_n$. This Frobenius expansion of the Legendre equation at an endpoint gives a Logarithmic Frobenius solution; the same endpoint calculation at $x=1$ explains why the independent Legendre function of the second kind is excluded when boundedness at both ends is required.

Put $N=n(n+1)$. After division by $1-x^2$, the Legendre differential equation has coefficientsBoth are analytic functions at zero, so $\boxed{x=0\text{ is an ordinary point}}$. At either $x_0=\pm 1$, $p$ has a genuine simple pole; hence these are singular points even when $n=0$ makes $q$ vanish. However,and both products extend analytically across $x_0$. By the regular singular point criterion for a second-order equation,None of the three specified points is an irregular singular point.

Write the operator in divergence form:The Legendre differential equation therefore givesThese are the eigenvalues of $\mathcal{L}$. With the common positive-sign convention for a Sturm-Liouville problem, use $-\mathcal{L}$ instead:This is a singular Sturm-Liouville problem, because $p$ vanishes at the endpoints. Bounded eigenfunctions select the nonlogarithmic branches and satisfy $p{P}_n^{\prime }\to 0$ there. The Lagrange identity for a Sturm-Liouville operator givesThe eigenvalues are distinct, proving the orthogonality conditionThe weight is one. No choice of normalization of the Legendre polynomials is needed for this conclusion.

When $n=0$, the forcing has nonzero integral ${\int }_{-1}^{1}1dx=2$, violating the Fredholm alternative condition. There is no bounded solution. Directly, integration gives $(1-x^2)y^{\prime }=x+B$; cancellation of its logarithmic divergence at $x=-1$ requires $B=1$, while cancellation at $x=1$ requires $B=-1$.

For $n\ge 1$, the constant $1/[n(n+1)]$ is a particular solution. Subtract it from any solution. The remainder satisfies the Legendre differential equation, whose general solution is a combination of $P_n$ and the logarithmically unbounded Legendre function of the second kind. Boundedness removes the latter coefficient, givingThe constant forcing is orthogonal to $P_n$ for $n\ge 1$, consistently with Orthogonality of Legendre polynomials and the Fredholm alternative.

Differentiate the Legendre differential equation once and put $R_n=P_n^{\prime }$:Multiplying by $1-x^2$ gives its Sturm-Liouville form,Thus the weight is $w(x)=1-x^2$, not one. For $n\ge 1$, $R_n$ is a nonzero polynomial; $R_0=0$ is a trivial solution rather than a nonzero eigenfunction.

Multiply the equations for $n,m$ by $R_m,R_n$ respectively, subtract and integrate. The resulting boundary term is $[(1-x^2{)}^2(R_n^{\prime }{R}_m-R_m^{\prime }{R}_n){]}_{-1}^1=0$, since all these derivatives are finite at the endpoints. For distinct nonnegative indices, ${\lambda }_n-{\lambda }_m\ne 0$, giving the weighted orthogonality of Legendre polynomial derivatives:For $n=0$ the integral is zero simply because $R_0=0$.

Write $y(t)={\sum }_{k\ge 0}{a}_k{t}^k$ at the ordinary point zero. Substituting into the Legendre differential equation and comparing coefficients givesThe two arbitrary coefficients $a_0,a_1$ generate the even and odd series separately, convergent at least for $|t|<1$. A nonzero polynomial of degree $n$ has top coefficient satisfying $[\lambda -n(n+1)]a_n=0$, so $\lambda =n(n+1)$ is necessary. For this value the recurrence in parity $n$ terminates at degree $n$, while the other parity cannot terminate unless its initial coefficient is zero. Thus a polynomial solution exists and is unique up to scale, with $\boxed{P_n(-t)=(-1{)}^n{P}_n(t)}$.

For Orthogonality of Legendre polynomials, write the equation in self-adjoint form $[(1-t^2)P_n^{\prime }{]}^{\prime }+n(n+1)P_n=0$. Multiply it by $P_m$, subtract the equation for $P_m$ multiplied by $P_n$, and integrate. The boundary term is $[(1-t^2)(P_m{P}_n^{\prime }-P_n{P}_m^{\prime }){]}_{-1}^1=0$, because the functions are polynomials. For $m\ne n$ the eigenvalues differ, giving ${\int }_{-1}^1{P}_n{P}_m=0$. For $m=n$, the integral of the square is positive. Hence $\int P_n{P}_m=k_n{\delta }_{nm}$ with $k_n>0$.

Let $G(x,t)=(1-2xt+x^2{)}^{-1/2}$. The supplied operator $x{\partial }_x^{2}x$ means $x{\partial }_x^2(xG)$, which equals ${\partial }_x(x^2{\partial }_{x}G)$. Expand $G={\sum }_n{a}_n(x)P_n(t)$ in the given identity and use the Legendre equation. Each coefficient satisfieswhose solutions are $a_n=A_n{x}^n+B_n{x}^{-n-1}$. Regularity at $x=0$ removes $B_n$. At $t=1$, normalization $P_n(1)=1$ and $G(x,1)=1/(1-x)$ give ${\sum }_n{A}_n{x}^n={\sum }_n{x}^n$, so $A_n=1$. ThusA rigorous justification for the expansion and operations is to begin with the Taylor series of $G$ in $x$. It converges uniformly for $|x|\le r<1$, $-1\le t\le 1$. Its $x^n$ coefficient is a degree-$n$ polynomial in $t$, and the differential identity makes that coefficient solve the degree-$n$ Legendre equation. Its value at one is one, so it is exactly $P_n$. This avoids assuming an unjustified endpoint convergence of an arbitrary orthogonal expansion.

Square the generating series and integrate, using uniform convergence and orthogonality:Comparing coefficients proves the generating function and norm of Legendre polynomials result

Seek a power series $y(x)={\sum }_{k\ge 0}{a}_k{x}^k$ in the Legendre differential equation. Equating coefficients of $x^k$ givessoThe even and odd coefficients form separate chains. Choose a nonzero seed of the same parity as $n$ and set the other seed to zero. In the chosen chain, none of the factors vanishes before $k=n$, and the factor $k-n$ vanishes at $k=n$. Therefore this chain terminates with a nonzero $a_n$: it gives a polynomial of degree exactly $n$.

To impose the normalization, its value at $x=1$ must be nonzero. Suppose a nonzero polynomial solution were $y=(x-1{)}^{m}q(x)$ with $m\ge 1$ and $q(1)\ne 0$. The lowest-order coefficient in $(1-x^2)y^{\prime \prime }-2x{y}^{\prime }$ would be $-2m^{2}q(1)(x-1{)}^{m-1}$, whereas $n(n+1)y$ has order $m$. This cannot satisfy the equation. Thus divide by $y(1)$ to obtain the Legendre polynomial $P_n$ with $P_n(1)=1$. Substitution or the coefficient recurrence givesFor an axisymmetric solution of the Laplace equation regular at the two polar axes, the separated modes and their superposition in spherical polar coordinates areThis is the usual separation of variables expansion; the singular angular solutions are excluded by regularity at the axes.

Here ${\sin }^2\theta =\frac{2}{3}(P_0(\cos \theta )-P_2(\cos \theta ))$, so only degrees $0$ and $2$ are required. The degree-zero radial function $A_0+B_0/r$ takes the same value $2/3$ at $r=a,b$; since $a<b$, this forces $B_0=0$, $A_0=2/3$. Write the degree-two coefficient as $-(2/3)T(r)$, where $T=A{r}^2+B{r}^{-3}$ and $T(a)=T(b)=1$. Multiplying these boundary equations by $a^3,b^3$ and subtracting givesConsequentlyEach term is harmonic in the shell, and the radial factor is $1$ at both boundaries, so this satisfies both Dirichlet boundary conditions. The maximum principle for harmonic functions, applied to the difference of two solutions, proves uniqueness among solutions continuous on the closed shell.

Substitute the power series into $(1-x^2)y^{\prime \prime }-2x{y}^{\prime }+\lambda y=0$. The coefficient of $x^k$ is $(k+2)(k+1)a_{k+2}+[\lambda -k(k+1)]a_k$, soStarting from $a_0,a_1$ determines the even and odd coefficient sequences separately. Unless a sequence terminates, the ratio of successive same-parity coefficients has absolute value tending to one, so its series converges for $|x|<1$ and solves the Legendre differential equation there.

With $\lambda =n(n+1)$, choose the parity matching $n$ and set the other starting coefficient to zero. All factors before index $n$ are nonzero, whereas the factor at $k=n$ vanishes. Thus the chosen series is a nonzero polynomial of exactly degree $n$. Its value at one cannot vanish: a zero of multiplicity $j\ge 1$ there would give a nonzero leading term $-2j^2(x-1{)}^{j-1}$, times its local leading coefficient, in the differential equation. We can therefore scale it to $P_n(1)=1$.

For $n=2$, $a_1=0$, $a_2=-3a_0$, and all later coefficients vanish. Normalization gives $a_0=-1/2$, yieldingFor even degree this scale is fixed by $a_0$ as in the question; for odd degree $a_0=0$ by parity and the scale is fixed by $a_1$.

Inspection gives $y_1=x$ in the degree-one Legendre differential equation. After division by $1-x^2$, $p=-2x/(1-x^2)$ and $e^{-\int p}=1/(1-x^2)$. On either side of zero, reduction of order therefore givesA second solution is $y_2=x\mathrm{arctanh}x-1$. Although $v$ is singular at zero, the product $v{y}_1$ has a smooth continuation throughout $(-1,1)$. This illustrates reduction of order across a zero of the known solution. Since $y_1(0)=0$, $y_1^{\prime }(0)=1$, $y_2(0)=-1$ and $y_2^{\prime }(0)=0$, the required coefficients are $1,-1$. HenceThe ordinary differential equation has regular coefficients near zero, so the resulting initial-value solution is unique and the removable singularity in the intermediate representation causes no ambiguity.

Substitute $y(x)={\sum }_{j\ge 0}{c}_j{x}^j$ into the Legendre differential equation. Matching the coefficient of $x^j$ givesChoose the parity of $n$: start with nonzero $c_0$ for even $n$, or nonzero $c_1$ for odd $n$, and set the other parity to zero. The numerator is nonzero for every preceding index of that parity below $n$, so $c_n\ne 0$, but at $j=n$ it vanishes. All higher coefficients are zero. This constructs a nonzero polynomial solution of degree exactly $n$.

Its value at $x=1$ cannot be zero. If it had a zero there of multiplicity $k\ge 1$, write $y=(x-1{)}^{k}R$ with $R(1)\ne 0$. The lowest-order term of $(1-x^2)y^{\prime \prime }-2x{y}^{\prime }$ would be $-2k^{2}R(1)(x-1{)}^{k-1}$, whereas $n(n+1)y$ starts at order $k$. The differential equation could not hold. Hence the polynomial can be scaled to satisfy $P_n(1)=1$.

The resulting Legendre polynomials beginEach satisfies both the differential equation and the specified normalization.

Set $U=R(r)\Theta (\theta )$ in the Laplace equation, multiply by $r^2/U$, and separate:Putting $x=\cos \theta$ turns the angular equation into the Legendre differential equation. For a solution smooth on the whole spherical axis, the allowed eigenvalues are $\lambda =n(n+1)$ with angular functions $P_n(\cos \theta )$. The radial equation has the two solutions $r^n,r^{-n-1}$. Superposition yields the regular axisymmetric expansionThe coefficients and convergence region are set by the domain and boundary data. Without regularity at the poles, singular Legendre functions and more general separated degrees would also be possible; they are excluded for this exterior spherical field.

The far-field matching fixes $A_1=v_0$ and all other growing coefficients to zero. The radial Neumann boundary condition at $r_0$ isIndependence of the angular modes gives $B_1=v_0{r}_0^3/2$ and all other decaying coefficients zero. Thus the exterior harmonic potential with no flux through a sphere isIts derivative vanishes on the sphere and its difference from $v_{0}r\cos \theta$ tends to zero at infinity. A spatial constant may be added if the far-field condition is intended only to specify the gradient or the leading growing term; matching the potential difference to zero fixes that constant to zero.

Set $\xi =\tanh (z/H)$, so $h=1-{\xi }^2$ and $d/dz=(1-{\xi }^2)H^{-1}d/d\xi$. The vertical equation becomesFor $|\xi |<1$, division by the common factor gives the Legendre differential equation with eigenvalue $k^2{H}^2$. Requiring boundedness at both surfaces $\xi =\pm 1$ selectsThe second independent solution is unbounded at an endpoint. These are the bounded vertical modes of a sech-squared magnetized disk. The division by $H$ is outside the square root, as in the original PDF; the converted TeX places it incorrectly. The magnetic perturbation involves $F_n^{\prime }$, which tends to zero at either surface.

The constant $n=0$ function has $k=0$. The specified magnetic ansatz contains $1/(ik)$ and must not be applied to it. A uniform horizontal velocity with no magnetic perturbation is an epicyclic motion, not a growing magnetic mode; the zero-wavenumber formal degeneracy does not provide growing MRI at arbitrary field strength. Nontrivial magnetically coupled vertical modes have $n\ge 1$.

For $A>0$, the magnetorotational instability grows when $A<3{\Omega }^2$. Indeed, the quadratic in $s^2$ then has a negative constant term, and one positive root. For $A\ge 3{\Omega }^2$, the two roots are nonpositive, since their sum is negative, their product nonnegative, and their discriminant is ${\Omega }^4+16{\Omega }^{2}A>0$. The smallest nonzero vertical eigenvalue is $k_1^2=2/H^2$, so all vertical modes are stable ifThe strict inequality requested gives stability, and equality is marginal for $n=1$. A sufficiently strong field increases magnetic tension. The unstable MRI needs a sufficiently long vertical wavelength to exchange angular momentum without excessive restoring tension; bounded vertical structure imposes a smallest nonzero effective wavenumber. Beyond the finite-thickness magnetorotational instability criterion, no allowed magnetic mode is long enough to remain unstable.