Classical orthogonal polynomials in two variables: a matrix approach

Classical orthogonal polynomials in two variables are defined as the orthogonal polynomials associated to a two-variable moment functional satisfying a matrix analogue of the Pearson differential equation. Furthermore, we characterize classical orthogonal polynomials in two variables as the polynomial solutions of a matrix second order partial differential equation. AMS subject classification 42C05, 33C50Partially supported by Ministerio de Ciencia y Tecnología (MCYT) of Spain and by the European Regional Development Fund (ERDF) through the grant BFM2001-3878-C02-02, Junta de Andalucía, G.I. FQM 0229 and INTAS Project 2000-272.     

Matrix differential equations and scalar polynomials satisfying higher order recursions

We show that any scalar differential operator with a family of polynomials as its common eigenfunctions leads canonically to a matrix differential operator with the same property. The construction of the corresponding family of matrix valued polynomials has been studied in [A. Durán, A generalization of Favard's theorem for polynomials satisfying a recurrence relation, J. Approx. Theory 74 (1993) 83-109; A. Durán, On orthogonal polynomials with respect to a positive definite matrix of measures, Canad. J. Math. 47 (1995) 88-112; A. Durán, W. van Assche, Orthogonal matrix polynomials and higher order recurrence relations, Linear Algebra Appl. 219 (1995) 261-280] but the existence of a differential operator having them as common eigenfunctions had not been considered. This correspondence goes only one way and most matrix valued situations do not arise in this fashion. We illustrate this general construction with a few examples. In the case of some families of scalar valued polynomials introduced in [F.A. Grünbaum, L. Haine, Bispectral Darboux transformations: An extension of the Krall polynomials, Int. Math. Res. Not. 8 (1997) 359-392] we take a first look at the algebra of all matrix differential operators that share these common eigenfunctions and uncover a number of phenomena that are new to the matrix valued case.     

On differential properties for bivariate orthogonal polynomials

In this paper, we consider bivariate orthogonal polynomials associated with a quasi-definite moment functional which satisfies a Pearson-type partial differential equation. For these polynomials differential properties are obtained. In particular, we deduce some structure and orthogonality relations for the successive partial derivatives of the polynomials.      

Structure relations for monic orthogonal polynomials in two discrete variables

In this paper, extensions of several relations linking differences of bivariate discrete orthogonal polynomials and polynomials themselves are given, by using an appropriate vector–matrix notation. Three-term recurrence relations are presented for the partial differences of the monic polynomial solutions of admissible second order partial difference equation of hypergeometric type. Structure relations, difference representations as well as lowering and raising operators are obtained. Finally, expressions for all matrix coefficients appearing in these finite-type relations are explicitly presented for a finite set of Hahn and Kravchuk orthogonal polynomials.     

On differential equations for orthogonal polynomials on the unit circle

In this paper we characterize sequences of orthogonal polynomials on the unit circle whose corresponding Carathéodory function satisfies a Riccati differential equation with polynomial coefficients, in terms of second order matrix differential equations. In the semi-classical case, a characterization in terms of second order linear differential equations with polynomial coefficients is deduced.     

Matrix orthogonal polynomials whose derivatives are also orthogonal

In this paper we prove some characterizations of the matrix orthogonal polynomials whose derivatives are also orthogonal, which generalize other known ones in the scalar case. In particular, we prove that the corresponding orthogonality matrix functional is characterized by a Pearson-type equation with two matrix polynomials of degree not greater than 2 and 1. The proofs are given for a general sequence of matrix orthogonal polynomials, not necessarily associated with a hermitian functional. We give several examples of non-diagonalizable positive definite weight matrices satisfying a Pearson-type equation, which show that the previous results are non-trivial even in the positive definite case.A detailed analysis is made for the class of matrix functionals which satisfy a Pearson-type equation whose polynomial of degree not greater than 2 is scalar. We characterize the Pearson-type equations of this kind that yield a sequence of matrix orthogonal polynomials, and we prove that these matrix orthogonal polynomials satisfy a second order differential equation even in the non-hermitian case. Finally, we prove and improve a conjecture of Durán and Grünbaum concerning the triviality of this class in the positive definite case, while some examples show the non-triviality for hermitian functionals which are not positive definite.     

Difference equations for discrete classical multiple orthogonal polynomials

For discrete multiple orthogonal polynomials such as the multiple Charlier polynomials, the multiple Meixner polynomials, and the multiple Hahn polynomials, we first find a lowering operator and then give a (r+1)th order difference equation by combining the lowering operator with the raising operator. As a corollary, explicit third order difference equations for discrete multiple orthogonal polynomials are given, which was already proved by Van Assche for the multiple Charlier polynomials and the multiple Meixner polynomials.     

Sobolev orthogonal polynomials in two variables and second order partial differential equations

We consider polynomials in two variables which satisfy an admissible second order partial differential equation of the form

(∗)     

Formulas for zonal polynomials

New integral and differential formulas for zonal polynomials are proved. As illustrations, zonal polynomials corresponding to partitions of two parts are computed. A method is presented, based on a certain partial differential operator, for expressing an orthogonally invariant polynomial as a linear combination of zonals. Zonal polynomials are expressed as linear combinations of well-known symmetric polynomials.     

Second-order differential equations in the Laguerre–Hahn class

Laguerre–Hahn families on the real line are characterized in terms of second-order differential equations with matrix coefficients for vectors involving the orthogonal polynomials and their associated polynomials, as well as in terms of second-order differential equation for the functions of the second kind. Some characterizations of the classical families are derived.     

Adomian polynomials: A powerful tool for iterative methods of series solution of nonlinear equations

In this article, we illustrate how the Adomian polynomials can be utilized with different types of iterative series solution methods for nonlinear equations. Two methods are considered here: the differential transform method that transforms a problem into a recurrence algebraic equation and the homotopy analysis method as a generalization of the methods that use inverse integral operator. The advantage of the proposed techniques is that equations with any analytic nonlinearity can be solved with less computational work due to the properties and available algorithms of the Adomian polynomials. Numerical examples of initial and boundary value problems for differential and integro-differential equations with different types of nonlinearities show good results.     

Bivariate orthogonal polynomials in the Lyskova class

Classical orthogonal polynomials in two variables can be characterized as the polynomial solutions of a matrix second-order partial differential equation involving matrix polynomial coefficients. In this work, we study classical orthogonal polynomials in two variables whose partial derivatives satisfy again a second-order partial differential equation of the same type.     

Orthogonal polynomials in two variables as solutions of higher order partial differential equations

Classical orthogonal polynomials in two variables can be characterized as the polynomial solutions of a second order partial differential equation involving polynomial coefficients. We study orthogonal polynomials in two variables which satisfy higher order partial differential equations. In particular, fourth order partial differential equations as well as some examples are studied.     

Orthogonal matrix polynomials, scalar-type Rodrigues’ formulas and Pearson equations

Some families of orthogonal matrix polynomials satisfying second-order differential equations with coefficients independent of n have recently been introduced (see [Internat. Math. Res. Notices 10 (2004) 461–484]). An important difference with the scalar classical families of Jacobi, Laguerre and Hermite, is that these matrix families do not satisfy scalar type Rodrigues’ formulas of the type (ΦⁿW)⁽ⁿ⁾W^-1, where Φ is a matrix polynomial of degree not bigger than 2. An example of a modified Rodrigues’ formula, well suited to the matrix case, appears in [Internat. Math. Res. Notices 10 (2004) 482].In this note, we discuss some of the reasons why a second order differential equation with coefficients independent of n does not imply, in the matrix case, a scalar type Rodrigues’ formula and show that scalar type Rodrigues’ formulas are most likely not going to play in the matrix valued case the important role they played in the scalar valued case. We also mention the roles of a scalar-type Pearson equation as well as that of a noncommutative version of it.     

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.     

Perturbed Recurrence Relations

In this paper, we give some new relations between two families of polynomials defined by three-term recurrence relations. These relations allow us to study how some properties of a family of orthogonal polynomials are affected when the coefficients of the recurrence relation are perturbed. In the literature some methods are already available. However, most of them are only effective for small perturbations. In order to show the sharpness of our method, we compare it with Gronwall's classical method in the case of large perturbations. Using our tool, we also give a relation between the differential equation satisfied by a family of orthogonal polynomials and its perturbed family. Some explicit results are obtained for Chebyshev polynomials of the second kind.     

Matrix Valued Orthogonal Polynomials Arising from the Complex Projective Space

The main purpose of this paper is to display new families of matrix valued orthogonal polynomials satisfying second-order differential equations, obtained from the representation theory of U(n). Given an arbitrary positive definite weight matrix W(t) one can consider the corresponding matrix valued orthogonal polynomials. These polynomials will be eigenfunctions of some symmetric second-order differential operator D only for very special choices of W(t). Starting from the theory of spherical functions associated to the pair (SU(n+1), U(n)) we obtain new families of such pairs {W,D}. These depend on enough integer parameters to obtain an immediate extension beyond these cases.     

Two‐dimensional shifted Legendre polynomial collocation method for electromagnetic waves in dielectric media via almost operational matrices

In this paper, a numerical solution of fractional partial differential equations (FPDEs) for electromagnetic waves in dielectric media will be discussed. For the solution of FPDEs, we developed a numerical collocation method using an algorithm based on two‐dimensional shifted Legendre polynomials approximation, which is proposed for electromagnetic waves in dielectric media. By implementing the partial Riemann–Liouville fractional derivative operators, two‐dimensional shifted Legendre polynomials approximation and its operational matrix along with collocation method are used to convert FPDEs first into weakly singular fractional partial integro‐differential equations and then converted weakly singular fractional partial integro‐differential equations into system of algebraic equation. Some results concerning the convergence analysis and error analysis are obtained. Illustrative examples are included to demonstrate the validity and applicability of the technique. Copyright © 2017 John Wiley & Sons, Ltd.     

An efficient spectral method for ordinary differential equations with rational function coefficients

We present some relations that allow the efficient approximate inversion of linear differential operators with rational function coefficients. We employ expansions in terms of a large class of orthogonal polynomial families, including all the classical orthogonal polynomials. These families obey a simple 3-term recurrence relation for differentiation, which implies that on an appropriately restricted domain the differentiation operator has a unique banded inverse. The inverse is an integration operator for the family, and it is simply the tridiagonal coefficient matrix for the recurrence. Since in these families convolution operators (i.e., matrix representations of multiplication by a function) are banded for polynomials, we are able to obtain a banded representation for linear differential operators with rational coefficients. This leads to a method of solution of initial or boundary value problems that, besides having an operation count that scales linearly with the order of truncation , is computationally well conditioned. Among the applications considered is the use of rational maps for the resolution of sharp interior layers.

     

A new perspective on single and multi-variate differential equations

We elaborate upon a new method of solving linear differential equations, of arbitrary order, which is applicable to a wide class of single and multi-variate equations. Our procedure separates the operator part of the equation under study in to a part containing a function of the Euler operator and constants, and another one retaining the rest. The solution of the equation is then obtained from the monomials (or the monomial symmetric functions, for the multi-variate case), which are the eigenfunctions of the Euler operator. Novel exponential forms of the solutions of the differential equations enable one to analyze the underlying symmetries of the equations and explore the algebraic structures of the solution spaces in a straightforward manner. The procedure allows one to derive various properties of the orthogonal polynomials and functions in a unified manner. After showing how the generating functions and Rodriguez formulae emerge naturally in this method, we briefly outline the generalization of the present approach to the multi-variate case.