120 5 Numerical Integration
ForL 1 (x)we have the general expressionL 1 (x) =a+bx,and using the orthogonality relation
∫ 1
− 1
L 0 (x)L 1 (x)dx= 0 ,we obtaina= 0 and with the conditionL 1 ( 1 ) = 1 , we obtainb= 1 , yielding
L 1 (x) =x.We can proceed in a similar fashion in order to determine the coefficients ofL 2
L 2 (x) =a+bx+cx^2 ,using the orthogonality relations
∫ 1
− 1
L 0 (x)L 2 (x)dx= 0 ,and ∫ 1
− 1L 1 (x)L 2 (x)dx= 0 ,and the conditionL 2 ( 1 ) = 1 we would get
L 2 (x) =^1
2(
3 x^2 − 1)
. (5.12)
We note that we have three equations to determine the three coefficientsa,bandc.
Alternatively, we could have employed the recursion relation of Eq. (5.11), resulting in2 L 2 (x) = 3 xL 1 (x)−L 0 ,which leads to Eq. (5.12).
The orthogonality relation above is important in our discussion on how to obtain the
weights and mesh points. Suppose we have an arbitrary polynomialQN− 1 of orderN− 1 and a
Legendre polynomialLN(x)of orderN. We could representQN− 1 by the Legendre polynomials
through
QN− 1 (x) =N− 1
∑
k= 0αkLk(x), (5.13)whereαk’s are constants.
Using the orthogonality relation of Eq. (5.10) we see that
∫ 1
− 1
LN(x)QN− 1 (x)dx=N− 1
∑
k= 0∫ 1
− 1LN(x)αkLk(x)dx= 0. (5.14)We will use this result in our construction of mesh points andweights in the next subsection.
In summary, the first few Legendre polynomials are
L 0 (x) = 1 ,L 1 (x) =x,
L 2 (x) = ( 3 x^2 − 1 )/ 2 ,