In an article about Legendre Polynomials, I encountered the following simplification.
\begin{align} (something)\dots&=\int_{-1}^{1} \int_{-1}^{1} \left[\sum_{i=n+1}^{\infty} \sum_{j=n+1}^{\infty} a_{ij}\, p_{i}(x) \,p_{j}(y) \right]^2\, dx\, dy \qquad (1)\\ &=\int_{-1}^{1} \int_{-1}^{1} \sum_{i=n+1}^{\infty} \sum_{j=n+1}^{\infty} \left[a_{ij}^2\, p_{i}^2(x) \,p_{j}^2(y) \right]\, dx\, dy \, \qquad (2) \end{align} where $p_i(x)$ and $p_j(y)$ are Legendre polynomials.
Could you please explain how we can simplify equation $(1)$ to equation $(2)$? As you know infinite sums do not have many properties that finite sums have. By the way, the article can be found here. The above equations are on page 88.
The use of $$ \int_{-1}^{1} P_{n}(x) \, P_{m}(x) \, dx = \frac{2}{2 n + 1} \, \delta_{n,m}$$ will be made as follows: \begin{align} I &= \int_{-1}^{1} \int_{-1}^{1} \left[\sum_{i=n+1}^{\infty} \sum_{j=n+1}^{\infty} b_{i,j} \, P_{i}(x) \, P_{j}(y) \right]^2 \, dx\, dy \\ &= \sum_{i} \sum_{j} \sum_{k} \sum_{m} b_{i,j} \, b_{k,m} \, \int_{-1}^{1} \int_{-1}^{1} P_{i}(x) \, P_{k}(x) \, P_{j}(y) \, P_{m}(y) \, dx \, dy \\ &= \sum_{i} \sum_{j} \sum_{k} \sum_{m} b_{i,j} \, b_{k,m} \, \int_{-1}^{1} P_{i}(x) \, P_{k}(x) \, dx \times \, \int_{-1}^{1} P_{j}(y) \, P_{m}(y) \, dy \\ &= \sum_{i} \sum_{j} \sum_{k} \sum_{m} \frac{4 \, b_{i,j} \, b_{k,m}}{(2 i+1)(2 j +1)} \, \delta_{i,k} \, \delta_{j,m} \\ &= \sum_{i} \sum_{j} \frac{4 \, b_{i,j}^{2}}{(2 i+1)(2 j+1)} \end{align} Now, since $$ \int_{-1}^{1} P_{n}^{2}(x) \, dx = \frac{2}{2 n + 1} $$ then \begin{align} I &= \sum_{i} \sum_{j} \frac{4 \, b_{i,j}^{2}}{(2 i+1)(2 j+1)} \\ &= \sum_{i} \sum_{j} b_{i,j}^{2} \, \int_{-1}^{1} \int_{-1}^{1} P_{i}^{2}(x) \, P_{j}^{2}(x) \, dx \\ &= \int_{-1}^{1} \int_{-1}^{1} \sum_{i=n+1}^{\infty} \sum_{j=n+1}^{\infty} \left( b_{i,j}^2 \, P_{i}^2(x) \, P_{j}^2(y) \right) \, dx\, dy. \end{align} This gives $$ \int_{-1}^{1} \int_{-1}^{1} \left[\sum_{i=n+1}^{\infty} \sum_{j=n+1}^{\infty} b_{i,j} \, P_{i}(x) \, P_{j}(y) \right]^2 \, dx\, dy = \int_{-1}^{1} \int_{-1}^{1} \sum_{i=n+1}^{\infty} \sum_{j=n+1}^{\infty} \left( b_{i,j}^2 \, P_{i}^2(x) \, P_{j}^2(y) \right) \, dx\, dy $$