<s>[INST] Given the Rodrigues' formula for Legendre's polynomials, show that it satisfies the ODE. The Rodrigues Formula for Legendre's Polynomials is $P_{l}(x)=\frac{1}{2^{l}l!}\frac{d^{l}}{dx^{l}}(x^2-1)^l$. 
I wrote $P_{l}(x)=\frac{1}{2^{l}l!}\frac{d^l}{dx^l}\sum_{k=0}^l(-1)^{k-l}\frac{l!}{k!(l-k)!}x^{2k}=\sum_{k=0}^l\frac{(-1)^{k-l}}{2^l}\frac{(2k)!}{k!(l-k)!(2k-l)!}x^{2k-l}$ and put it into the ordinary Legendre's Equation :$\frac{d}{dx}[(1-x^2)\frac{d}{dx}P_{l}(x)]+l(l+1)P_{l}(x)=0$. 
I got $\frac{d}{dx}[(1-x^2)\frac{d}{dx}P_{l}(x)]+l(l+1)P_{l}(x)=\sum_{k=0}^l\frac{(-1)^{k-l}}{2^l}\frac{(2k)!}{k!(l-k)!(2k-l-1)!}[(2k-l-1)x^{2k-l-2}+(2k-l+1)x^{2k-l}+\frac{l(l+1)}{2k-l}x^{2k-l}]$
But I can't see why it equals to zero.
Is there other way to do it?
Thanks
 [/INST] This is another approach that does not explicitly use integration.  Use $ D $ to stand for $ d/dx$.
First, apply Leibniz rule for the $n+2$ derivative of a product,
$$
 \begin{align} 
  D^{n+2}(x^2-1)^{n+1} &= (x^2-1) D^{n+2}(x^2-1)^n \\
  & \quad + \left( n+2 \atop 1 \right) 2x D^{n+1}(x^2-1)^n \\
  &\quad\quad  + 2 \left(n+2 \atop 2\right) D^n (x^2-1)^n \tag{1}
 \end{align}
$$
Second, evaluate the same expression, but take one derivative first
$$ 
 \begin{aligned}
  D^{n+2}(x^2-1)^{n+1} &= D^{n+1} \Big( D(x^2-1)^{n+1} \Big) \\
  &= D^{n+1} \Big( (n+1) (x^2-1)^n \cdot 2x \Big)
 \end{aligned}
 $$
And apply Leibniz again,
$$
 \begin{align}
  D^{n+2}(x^2-1)^{n+1} &= 2x(n+1) D^{n+1}(x^2-1)^n \\
  &\quad + 2(n+1)\left(n+1 \atop 1 \right) D^n(x^2-1)^n \tag{2}
 \end{align}
 $$
Now divide through by $2^n n!$, subtract (1) from (2)  and use Rodrigues's formula to obtain,
$$
 \begin{align}
  0 &= -(x^2-1) P''_n - 2 (n+2) x P'_n - (n+2)(n+1) P_n \\
               &\quad \quad + 2(n+1)x P'_n + 2(n+1)(n+1) P_n \\
   &= (1-x^2)P''_n -2x P'_n +n(n+1) P_n 
 \end{align}
 $$
which is exactly what we wanted.
</s>