Let me work on the first differential equation.
\(\displaystyle \frac{\partial^2 \Theta}{\partial \theta^2} + \cot \theta \frac{\partial \Theta}{\partial \theta} + \lambda \Theta = 0\)
This is an ordinary differential equation, so we can change the partial operator to ordinary.
\(\displaystyle \frac{d^2 \Theta}{d \theta^2} + \cot \theta \frac{d \Theta}{d \theta} + \lambda \Theta = 0\)
At this point, we don't know how to solve this ordinary differential equation
so we will try to play around to change its form. May be the new form will be known to solve. We know that \(\displaystyle \cot\theta = \frac{\cos \theta}{\sin \theta}\), so the equation will become:
\(\displaystyle \frac{d^2 \Theta}{d \theta^2} + \frac{\cos \theta}{\sin \theta} \frac{d \Theta}{d \theta} + \lambda \Theta = 0\)
Multiply each term by \(\displaystyle \sin \theta\).
\(\displaystyle \sin \theta\frac{d^2 \Theta}{d \theta^2} + \cos \theta \frac{d \Theta}{d \theta} + \sin \theta \lambda \Theta = 0\)
By the product rule, we can combine the first and the second derivatives together.
\(\displaystyle \frac{d}{d\theta}\left(\sin \theta \frac{d \Theta}{d \theta}\right) + \sin \theta \lambda \Theta = 0\)
Now let us focus on the inside of the brackets. Let \(\displaystyle x = \cos \theta\) and \(\displaystyle v(x) = \Theta(\theta)\).
From the chain rule we get:
\(\displaystyle \sin \theta \frac{d \Theta}{d \theta} = \sin \theta \frac{dv}{d\theta} = \sin \theta \frac{dv}{dx}\frac{dx}{d\theta} = -\sin^2 \theta \frac{dv}{dx}\)
\(\displaystyle = -(1 - \cos^2 \theta)\frac{dv}{dx} = -(1 - x^2)\frac{dv}{dx}\)
This means that:
\(\displaystyle \frac{d}{d\theta}\left(\sin \theta \frac{d \Theta}{d \theta}\right) = \frac{d}{dx}\left(\sin \theta \frac{d \Theta}{d \theta}\right)\frac{dx}{d\theta} = -\sin \theta \frac{d}{dx}\left(\sin \theta \frac{d \Theta}{d \theta}\right)\)
\(\displaystyle = -\sin \theta \frac{d}{dx}\left(-(1 - x^2)\frac{dv}{dx}\right)\)
Back to the ordinary differential equation with this new substitution.
\(\displaystyle -\sin \theta \frac{d}{dx}\left(-(1 - x^2)\frac{dv}{dx}\right) + \sin \theta \lambda v = 0\)
Divide each term by \(\displaystyle \sin \theta\).
\(\displaystyle -\frac{d}{dx}\left(-(1 - x^2)\frac{dv}{dx}\right) + \lambda v = 0\)
Take the derivative of the brackets and simplify.
\(\displaystyle (1 - x^2)\frac{d^2 v}{dx^2} - 2x\frac{dv}{dx} + \lambda v = 0\)
This is just the Legendre's equation
and it has the solution:
\(\displaystyle v(x) = P_n(x)\) only when \(\displaystyle \lambda = n(n + 1), \ \ n = 0, 1, 2, \cdots \ \ \) in the interval \(\displaystyle -1 < x < 1\).
Then
\(\displaystyle \Theta(\theta) = v(x) = P_n(x) = P_n(\cos \theta)\)
And we have solved the first ordinary differential equation. I will continue in the next post.