Past exam of the mathematics course of the University of Cambridge / 2017 / ib / Paper 4 / 5A / ii

This subpart is also present in the original PDF but missing from the local TeX. Put $p(x)=1-x^2$ and ${\lambda }_n=n(n+1)$. Multiply the Legendre differential equation for $P_n$ by $P_m$, multiply the equation for $P_m$ by $P_n$, and subtract. The product rule givesIntegrating from $-1$ to $1$, the boundary term vanishes: $p(\pm 1)=0$, and the Legendre polynomials and their derivatives are finite there. For distinct nonnegative integers $m,n$, ${\lambda }_m\ne {\lambda }_n$. Thus the Orthogonality of Legendre polynomials isThe vanishing coefficient at the endpoints causes no difficulty here because the solutions are polynomials.