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14 Legendre and Related FunctionsReal Arguments

§14.17 Integrals

Contents
  1. §14.17(i) Indefinite Integrals
  2. §14.17(ii) Barnes’ Integral
  3. §14.17(iii) Orthogonality Properties
  4. §14.17(iv) Definite Integrals of Products
  5. §14.17(v) Laplace Transforms
  6. §14.17(vi) Mellin Transforms

§14.17(i) Indefinite Integrals

14.17.1 ∫(1−x2)−μ/2⁢𝖯νμ⁡(x)⁢dx=−(1−x2)−(μ−1)/2⁢𝖯νμ−1⁡(x).
14.17.2 ∫(1−x2)μ/2⁢𝖯νμ⁡(x)⁢dx=(1−x2)(μ+1)/2(ν−μ)⁢(ν+μ+1)⁢𝖯νμ+1⁡(x),
μ≠ν or −ν−1.
14.17.3 ∫x⁢𝖯νμ⁡(x)⁢𝖰νμ⁡(x)⁢dx=12⁢ν⁢(ν+1)⁢((μ2−(ν+1)⁢(ν+x2))⁢𝖯νμ⁡(x)⁢𝖰νμ⁡(x)+(ν+1)⁢(ν−μ+1)⁢x⁢(𝖯νμ⁡(x)⁢𝖰ν+1μ⁡(x)+𝖯ν+1μ⁡(x)⁢𝖰νμ⁡(x))−(ν−μ+1)2⁢𝖯ν+1μ⁡(x)⁢𝖰ν+1μ⁡(x)),
ν≠0,−1.
14.17.4 ∫x(1−x2)3/2⁢𝖯νμ⁡(x)⁢𝖰νμ⁡(x)⁢dx=1(1−4⁢μ2)⁢(1−x2)1/2×((1−2⁢μ2+2⁢ν⁢(ν+1))⁢𝖯νμ⁡(x)⁢𝖰νμ⁡(x)+(2⁢ν+1)⁢(μ−ν−1)⁢x×(𝖯νμ⁡(x)⁢𝖰ν+1μ⁡(x)+𝖯ν+1μ⁡(x)⁢𝖰νμ⁡(x))+2⁢(μ−ν−1)2⁢𝖯ν+1μ⁡(x)⁢𝖰ν+1μ⁡(x)),
μ≠±12.

In (14.17.1)–(14.17.4), 𝖯 may be replaced by 𝖰, and in (14.17.3) and (14.17.4), 𝖰 may be replaced by 𝖯.

For further results, see Maximon (1955) and Prudnikov et al. (1990, pp. 37–39). See also (14.12.2), (14.12.5), and (14.12.12).

§14.17(ii) Barnes’ Integral

14.17.5 ∫01xσ⁢(1−x2)μ/2⁢𝖯ν−μ⁡(x)⁢dx=Γ⁡(12⁢σ+12)⁢Γ⁡(12⁢σ+1)2μ+1⁢Γ⁡(12⁢σ−12⁢ν+12⁢μ+1)⁢Γ⁡(12⁢σ+12⁢ν+12⁢μ+32),
ℜ⁡σ>−1, ℜ⁡μ>−1.

§14.17(iii) Orthogonality Properties

For l,m,n=0,1,2,…,

14.17.6 ∫−11𝖯lm⁡(x)⁢𝖯nm⁡(x)⁢dx=(n+m)!(n−m)!⁢(n+12)⁢δl,n,
14.17.7 ∫−11𝖯lm⁡(x)⁢𝖯n−m⁡(x)⁢dx =(−1)ml+12⁢δl,n,
14.17.8 ∫−11𝖯nl⁡(x)⁢𝖯nm⁡(x)1−x2⁢dx =(n+m)!(n−m)!⁢m⁢δl,m,
m>0,
14.17.9 ∫−11𝖯nl⁡(x)⁢𝖯n−m⁡(x)1−x2⁢dx =(−1)ll⁢δl,m,
l>0.

Orthogonality relations for the associated Legendre functions of imaginary order are given in Bielski (2013).

§14.17(iv) Definite Integrals of Products

With ψ⁡(x)=Γ′⁡(x)/Γ⁡(x) (§5.2(i)),

14.17.10 ∫−11𝖯ν⁡(x)⁢𝖯λ⁡(x)⁢dx=2⁢(2⁢sin⁡(ν⁢π)⁢sin⁡(λ⁢π)⁢(ψ⁡(ν+1)−ψ⁡(λ+1))+π⁢sin⁡((λ−ν)⁢π))π2⁢(λ−ν)⁢(λ+ν+1),
λ≠ν or −ν−1.
14.17.11 ∫−11(𝖯ν⁡(x))2⁢dx=π2−2⁢sin2⁡(ν⁢π)⁢ψ′⁡(ν+1)π2⁢(ν+12),
ν≠−12.
14.17.12 ∫−11𝖰ν⁡(x)⁢𝖰λ⁡(x)⁢dx=((ψ⁡(ν+1)−ψ⁡(λ+1))⁢(1+cos⁡(ν⁢π)⁢cos⁡(λ⁢π))+12⁢π⁢sin⁡((λ−ν)⁢π))(λ−ν)⁢(λ+ν+1),
λ≠ν or −ν−1, λ⁢ and ⁢ν≠−1,−2,−3,….
14.17.13 ∫−11(𝖰ν⁡(x))2⁢dx=π2−2⁢(1+cos2⁡(ν⁢π))⁢ψ′⁡(ν+1)2⁢(2⁢ν+1),
ν≠−12 or −1,−2,−3,….
14.17.14 ∫−11𝖯ν⁡(x)⁢𝖰λ⁡(x)⁢dx=2⁢sin⁡(ν⁢π)⁢cos⁡(λ⁢π)⁢(ψ⁡(ν+1)−ψ⁡(λ+1))+π⁢cos⁡((λ−ν)⁢π)−ππ⁢(λ−ν)⁢(λ+ν+1),
ℜ⁡λ>0, ℜ⁡ν>0, λ≠ν.
14.17.16 ∫−11𝖯lm⁡(x)⁢𝖰nm⁡(x)⁢dx=(1−(−1)l+n)⁢(l+m)!(l−n)⁢(l+n+1)⁢(l−m)!,
l,m,n=0,1,2,…, l≠n.

(When l+m+n is even the condition |m−n|<l<m+n is not needed.) Next,

14.17.18 ∫1∞Pν⁡(x)⁢Qλ⁡(x)⁢dx=1(λ−ν)⁢(ν+λ+1),
ℜ⁡λ>ℜ⁡ν>0.
14.17.19 ∫1∞Qν⁡(x)⁢Qλ⁡(x)⁢dx=ψ⁡(λ+1)−ψ⁡(ν+1)(λ−ν)⁢(λ+ν+1),
ℜ⁡(λ+ν)>−1, λ≠ν, λ and ν≠−1,−2,−3,….
14.17.20 ∫1∞(Qν⁡(x))2⁢dx=ψ′⁡(ν+1)2⁢ν+1,
ℜ⁡ν>−12.

For further results, see Prudnikov et al. (1990, pp. 194–240); also (34.3.21).

§14.17(v) Laplace Transforms

For Laplace transforms and inverse Laplace transforms involving associated Legendre functions, see Erdélyi et al. (1954a, pp. 179–181, 270–272), Oberhettinger and Badii (1973, pp. 113–118, 317–324), Prudnikov et al. (1992a, §§3.22, 3.32, and 3.33), and Prudnikov et al. (1992b, §§3.20, 3.30, and 3.31).

§14.17(vi) Mellin Transforms

For Mellin transforms involving associated Legendre functions see Oberhettinger (1974, pp. 69–82) and Marichev (1983, pp. 247–283), and for inverse transforms see Oberhettinger (1974, pp. 205–215).