General recurrence and ladder relations of hypergeometric-type functions

A method for the explicit construction of general linear sum rules involving hypergeometric-type functions and their derivatives of any order is developed. This method only requires the knowledge of the coefficients of the differential equation that they satisfy, namely the hypergeometric-type differential equation. Special attention is paid to the differential-recurrence or ladder relations and to the fundamental three-term recurrence formulas. Most recurrence and ladder relations published in the literature for numerous special functions including the classical orthogonal polynomials, are instances of these sum rules. Moreover, an extension of the method to the generalized hypergeometric-type functions is also described, allowing us to obtain explicit ladder operators for the radial wave functions of multidimensional hydrogen-like atoms, where the varying parameter is the dimensionality.     

Connections between Romanovski and other polynomials

A connection between Romanovski polynomials and those polynomials that solve the one-dimensional Schrödinger equation with the trigonometric Rosen-Morse and hyperbolic Scarf potential is established. The map is constructed by reworking the Rodrigues formula in an elementary and natural way. The generating function is summed in closed form from which recursion relations and addition theorems follow. Relations to some classical polynomials are also given.     

Exact solutions to a class of differential equation and some new mathematical properties for the universal associated-Legendre polynomials

The exact solutions to a class of differential equation are studied. Some special cases are discussed for the central potentials, single ring-shaped potential and the angular Teukolsky equation. A new expression to the associated Legendre polynomials is found. Some new properties of the universal associated-Legendre polynomials (UALPs) including the generating function, Rodrigues’ formula, parity, some special values and the recurrence relations are presented. A new different Rodrigues’ formula of associated Legendre polynomials is also obtained.     

Generalized Hermite polynomials

Hermite polynomials of several variables are defined by a generalization of the Rodrigues formula for ordinary Hermite polynomials. Several properties are derived, including the differential equation satisfied by the polynomials and their explicit expression. An application is given.     

Generalized Hermite polynomials

Hermite polynomials of several variables are defined by a generalization of the Rodrigues formula for ordinary Hermite polynomials. Several properties are derived, including the differential equation satisfied by the polynomials and their explicit expression. An application is given.     

Representations of orthogonal polynomials

Zeilberger's algorithm provides a method to compute recurrence and differential equations from given hypergeometric series representations, and an adaption of Almquist and Zeilberger computers recurrence and differential equations for hyperexponential integrals. Further versions of this algorithm allow the computation of recurrence and differential equations from Rodrigues type formulas and from generating functions. In particular, these algorithms can be used to compute the differential/difference and recurrence equations for the classical continuous and discrete orthogonal polynomials from their hypergeometric representations, and from their Rodrigues representations and generating functions.In recent work, we used an explicit formula for the recurrence equation of families of classical continuous and discrete orthogonal polynomials, in terms of the coefficients of their differential/difference equations, to give an algorithm to identify the polynomial system from a given recurrence equation.In this article we extend these results by presenting a collection of algorithms with which any of the conversions between the differential/difference equation, the hypergeometric representation, and the recurrence equation is possible.The main technique is again to use explicit formulas for structural identities of the given polynomial systems.     

Polynomial extensions of distributions and their applications in actuarial and financial modeling

The paper deals with orthogonal polynomials as a useful technique which can be attracted to actuarial and financial modeling. We use Pearson’s differential equation as a way for orthogonal polynomials construction and solution. The generalized Rodrigues formula is used for this goal. Deriving the weight function of the differential equation, we use it as a basic distribution density of variables like financial asset returns or insurance claim sizes. In this general setting, we derive explicit formulas for option prices as well as for insurance premiums. The numerical analysis shows that our new models provide a better fit than some previous actuarial and financial models.     

Rodrigues solutions of the dirac equation for shape-invariant potentials: Master function approach

We show that a Schrödinger-like differential equation for the upper spinor component, derived from the Dirac equation for a charged spinor in spherically symmetric electromagnetic potentials, can be transformed into the Schrödinger equation with some shape-invariant potentials. By choosing different electrostatic potentials and relativistic energies and also introducing new functions and changing the variables, we show that this equation transforms into the differential equations in mathematical physics. We solve these equations using the master function approach and write the spinor wave functions in terms of Rodrigues polynomials associated with these differential equations.     

Bivariate second-order linear partial differential equations and orthogonal polynomial solutions

In this paper we construct the main algebraic and differential properties and the weight functions of orthogonal polynomial solutions of bivariate second-order linear partial differential equations, which are admissible potentially self-adjoint and of hypergeometric type. General formulae for all these properties are obtained explicitly in terms of the polynomial coefficients of the partial differential equation, using vector matrix notation. Moreover, Rodrigues representations for the polynomial eigensolutions and for their partial derivatives of any order are given. As illustration, these results are applied to a two parameter monic Appell polynomials. Finally, the non-monic case is briefly discussed.     

Spectral properties of solutions of hypergeometric-type differential equations

The second-order differential equation σ(x)y″ + τ(x)y′ + λy = 0 is usually called equation of hypergeometric type, provided that σ, τ are polynomials of degree not higher than two and one, respectively, and λ is a constant. Their solutions are commonly known as hypergeometric-type functions (HTFs). In this work, a study of the spectrum of zeros of those HTFs for which , v , and σ, τ are independent of ν, is done within the so-called semiclassical (or WKB) approximation. Specifically, the semiclassical or WKB density of zeros of the HTFs is obtained analytically in a closed way in terms of the coefficients of the differential equation that they satisfy. Applications to the Gaussian and confluent hypergeometric functions as well as to Hermite functions are shown.     

A class of matrix-valued polynomials generalizing Jacobi polynomials

A hierarchy of matrix-valued polynomials which generalize the Jacobi polynomials is found. Defined by a Rodrigues formula, they are also products of a sequence of differential operators. Each class of polynomials is complete, satisfies a three term recurrence relation, integral inter-relations, and weak orthogonality relations.     

Polynomials associated with a functional product of the Hermite type

We have found the motivation for this paper in the research of a quantized closed Friedmann cosmological model. There, the second‐order linear ordinary differential equation emerges as a wave equation for the physical state functions. Studying the polynomial solutions of this equation, we define a new functional product in the space of real polynomials. This product includes the indexed weight functions which depend on the degrees of participating polynomials. Although it does not have all of the properties of an inner product, a unique sequence of polynomials can be associated with it by an additional condition. In the special case presented here, we consider the Hermite‐type weight functions and prove that the associated polynomial sequence can be expressed in the closed form via the Hermite polynomials. Also, we find their Rodrigues‐type formula and a four‐term recurrence relation. In contrast to the zeros of Hermite polynomials, which are symmetrically located with respect to the origin, the zeros of the new polynomial sequence are all positive. Copyright © 2015 John Wiley & Sons, Ltd.     

Wahrscheinlichkeitsfunktionen diskreter Verteilungen als Lösungen der Pearsonschen Differenzengleichung für die diskreten klassischen Orthogonalpolynome

Using the Pearson difference equation for the discrete classical orthogonal polynomials the difference equations and the Rodrigues formulas are obtained. The resulting weight functions prove to be the probability functions of the most important discrete probability distributions: Pólya distribution from the Hahn and Krawtchouk polynomials, negative binomial distribution from the Meixner polynomials, Poisson distribution from the Charlier polynomials.     

Analysis of least squares finite element methods for a parameter-dependent first-order system *

We consider polynomials orthagonal with respect to a measure μ with an absolutely continuous component and a finite discrete part. We prove that subject to certatin integrability conditions, the polynomials satisfy a second order differential equation. The zeroes of such polynomials determine the equilibrium position of movable n unit charges in an external field determined by the measure μ. We also evaluate the discriminant of such orthagonal polynomials and use it to compute the total energy of the system at equilibrium in terms of the recursion coefficients of the orthonormal polynomials. We also investigate several explicit models, the Koornwinder polynomials, the Ginzburg-Landau potential and the generalized Jacobi weights.     

Multiple Orthogonal Polynomials Associated with the Modified Bessel Functions of the First Kind

Abstract. We consider polynomials which are orthogonal with respect to weight functions, which are defined in terms of the modified Bessel function I _ν and which are related to the noncentral χ ² -distribution. It turns out that it is the most convenient to use two weight functions with indices ν and ν+1 and to study orthogonality with respect to these two weights simultaneously. We show that the corresponding multiple orthogonal polynomials of type I and type II exist and give several properties of these polynomials (differential properties, Rodrigues formula, explicit formulas, recurrence relation, differential equation, and generating functions).     

Riemann‐Hilbert problem and matrix discrete Painlevé II systems

Matrix Szeg? biorthogonal polynomials for quasi‐definite matrices of Hölder continuous weights are studied. A Riemann‐Hilbert problem is uniquely solved in terms of the matrix Szeg? polynomials and its Cauchy transforms. The Riemann‐Hilbert problem is given as an appropriate framework for the discussion of the Szeg? matrix and the associated Szeg? recursion relations for the matrix orthogonal polynomials and its Cauchy transforms. Pearson‐type differential systems characterizing the matrix of weights are studied. These are linear systems of ordinary differential equations that are required to have trivial monodromy. Linear ordinary differential equations for the matrix Szeg? polynomials and its Cauchy transforms are derived. It is shown how these Pearson systems lead to nonlinear difference equations for the Verblunsky matrices and two examples, of Fuchsian and non‐Fuchsian type, are considered. For both cases, a new matrix version of the discrete Painlevé II equation for the Verblunsky matrices is found. Reductions of these matrix discrete Painlevé II systems presenting locality are discussed.     

Hermite Matrix-Valued Functions Associated to Matrix Differential Equations

Some sequences of matrix polynomials have been introduced recently as solutions of certain second-order differential equations, which can be seen as appropriate generalizations, to the matrix setting, of classical orthogonal polynomials. In this paper, we consider families (in a complex parameter) of matrix-valued special functions of Hermite type, which arise as natural extensions of the aforementioned matrix polynomials of the same type. We show that such families are solutions of corresponding differential equations and enjoy several structural properties. In particular, they satisfy a Rodrigues formula expressed in terms of the Weyl fractional calculus. We also show that, unlike the scalar case, a second-order differential operator having such a family as a set of joint eigenfunctions need not be unique.     

Multiple Orthogonal Polynomials Associated with the Modified Bessel Functions of the First Kind

   Abstract. We consider polynomials which are orthogonal with respect to weight functions, which are defined in terms of the modified Bessel function I _ν and which are related to the noncentral χ ² -distribution. It turns out that it is the most convenient to use two weight functions with indices ν and ν+1 and to study orthogonality with respect to these two weights simultaneously. We show that the corresponding multiple orthogonal polynomials of type I and type II exist and give several properties of these polynomials (differential properties, Rodrigues formula, explicit formulas, recurrence relation, differential equation, and generating functions).     

Riemann–Hilbert Problems,Matrix Orthogonal Polynomials and Discrete Matrix Equations with Singularity Confinement

In this paper, matrix orthogonal polynomials in the real line are described in terms of a Riemann–Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The discrete equation is explicitly derived in the matrix Freud case, associated with matrix quartic potentials. It is shown that, when the initial condition and the measure are simultaneously triangularizable, this matrix discrete equation possesses the singularity confinement property, independently if the solution under consideration is given by the recursion coefficients to quartic Freud matrix orthogonal polynomials or not.     

On some properties of q-Hahn multiple orthogonal polynomials

This contribution deals with multiple orthogonal polynomials of type II with respect to q-discrete measures (q-Hahn measures). In addition, we show that this family of multiple orthogonal polynomials has a lowering operator, and raising operators, as well as a Rodrigues type formula. The combination of lowering and raising operators leads to a third order q-difference equation when two orthogonality conditions are considered. An explicit expression of this q-difference equation will be given. Indeed, this q-difference equation relates polynomials with a given degree evaluated at four consecutive non-uniformed distributed points, which makes these polynomials interesting from the point of view of bispectral problems.