Asymptotic Approximations between the Hahn-Type Polynomials and Hermite, Laguerre and Charlier Polynomials

It has been shown in Ferreira et al. (Adv. Appl. Math 31:61–85, [2003]), López and Temme (Methods Appl. Anal. 6:131–196, [1999]; J. Cpmput. Appl. Math. 133:623–633, [2001]) that the three lower levels of the Askey table of hypergeometric orthogonal polynomials are connected by means of asymptotic expansions. In this paper we continue with that investigation and establish asymptotic connections between the fourth level and the two lower levels: we derive twelve asymptotic expansions of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of Hermite, Charlier and Laguerre polynomials. From these expansions, several limits between polynomials are derived. Some numerical experiments give an idea about the accuracy of the approximations and, in particular, about the accuracy in the approximation of the zeros of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of the zeros of the Hermite, Charlier and Laguerre polynomials.      

Zeros of Gegenbauer-Sobolev Orthogonal Polynomials: Beyond Coherent Pairs

Iserles et al. (J. Approx. Theory 65:151–175, 1991) introduced the concepts of coherent pairs and symmetrically coherent pairs of measures with the aim of obtaining Sobolev inner products with their respective orthogonal polynomials satisfying a particular type of recurrence relation. Groenevelt (J. Approx. Theory 114:115–140, 2002) considered the special Gegenbauer-Sobolev inner products, covering all possible types of coherent pairs, and proves certain interlacing properties of the zeros of the associated orthogonal polynomials. In this paper we extend the results of Groenevelt, when the pair of measures in the Gegenbauer-Sobolev inner product no longer form a coherent pair. This research is supported by grants from CNPq and FAPESP.     

Random Block Matrices and Matrix Orthogonal Polynomials

In this paper we consider random block matrices, which generalize the general beta ensembles recently investigated by Dumitriu and Edelmann (J. Math. Phys. 43:5830–5847, 2002; Ann. Inst. Poincaré Probab. Stat. 41:1083–1099, 2005). We demonstrate that the eigenvalues of these random matrices can be uniformly approximated by roots of matrix orthogonal polynomials which were investigated independently from the random matrix literature. As a consequence, we derive the asymptotic spectral distribution of these matrices. The limit distribution has a density which can be represented as the trace of an integral of densities of matrix measures corresponding to the Chebyshev matrix polynomials of the first kind. Our results establish a new relation between the theory of random block matrices and the field of matrix orthogonal polynomials, which have not been explored so far in the literature.     

Multipoint Schur algorithm and orthogonal rational functions,I: Convergence properties

Classical Schur analysis is intimately related to the theory of orthogonal polynomials on the circle. We investigate the connection between multipoint Schur analysis and orthogonal rational functions. Specifically, we study the convergence of the Wall rational functions via the development of a rational analogue to the Szegő theory in the case that interpolation points may accumulate on the unit circle. This leads to a generalization of results in [22, 10], and new types of asymptotics.     

Divisibility of polynomials over finite fields and combinatorial applications

Consider a maximum-length shift-register sequence generated by a primitive polynomial f over a finite field. The set of its subintervals is a linear code whose dual code is formed by all polynomials divisible by f. Since the minimum weight of dual codes is directly related to the strength of the corresponding orthogonal arrays, we can produce orthogonal arrays by studying divisibility of polynomials. Munemasa (Finite Fields Appl 4(3):252–260, 1998) uses trinomials over \mathbbF₂{\mathbb{F}_2} to construct orthogonal arrays of guaranteed strength 2 (and almost strength 3). That result was extended by Dewar et al. (Des Codes Cryptogr 45:1–17, 2007) to construct orthogonal arrays of guaranteed strength 3 by considering divisibility of trinomials by pentanomials over \mathbbF₂{\mathbb{F}_2} . Here we first simplify the requirement in Munemasa’s approach that the characteristic polynomial of the sequence must be primitive: we show that the method applies even to the much broader class of polynomials with no repeated roots. Then we give characterizations of divisibility for binomials and trinomials over \mathbbF₃{\mathbb{F}_3} . Some of our results apply to any finite field \mathbbF_q{\mathbb{F}_q} with q elements.     

Legendre modified moments for Euler's constant

Polynomial moments are often used for the computation of Gauss quadrature to stabilize the numerical calculation of the orthogonal polynomials, see [W. Gautschi, Computational aspects of orthogonal polynomials, in: P. Nevai (Ed.), Orthogonal Polynomials-Theory and Practice, NATO ASI Series, Series C: Mathematical and Physical Sciences, vol. 294. Kluwer, Dordrecht, 1990, pp. 181–216 [6]; W. Gautschi, On the sensitivity of orthogonal polynomials to perturbations in the moments, Numer. Math. 48(4) (1986) 369–382 [5]; W. Gautschi, On generating orthogonal polynomials, SIAM J. Sci. Statist. Comput. 3(3) (1982) 289–317 [4]] or numerical resolution of linear systems [C. Brezinski, Padé-type approximation and general orthogonal polynomials, ISNM, vol. 50, Basel, Boston, Stuttgart, Birkhäuser, 1980 [3]]. These modified moments can also be used to accelerate the convergence of sequences to a real or complex numbers if the error satisfies some properties as done in [C. Brezinski, Accélération de la convergence en analyse numérique, Lecture Notes in Mathematics, vol. 584. Springer, Berlin, New York, 1977; M. Prévost, Padé-type approximants with orthogonal generating polynomials, J. Comput. Appl. Math. 9(4) (1983) 333–346]. In this paper, we use Legendre modified moments to accelerate the convergence of the sequence H_n-log(n+1) to the Euler's constant γ. A formula for the error is given. It is proved that it is a totally monotonic sequence. At last, we give applications to the arithmetic property of γ.     

Theoretical analysis of numerical integration in Galerkin meshless methods

In this paper, we study effects of numerical integration on Galerkin meshless methods for solving elliptic partial differential equations with Neumann boundary conditions. The shape functions used in the meshless methods reproduce linear polynomials. The numerical integration rules are required to satisfy the so-called zero row sum condition of stiffness matrix, which is also used by Babuška et al. (Int. J. Numer. Methods Eng. 76:1434–1470, 2008). But the analysis presented there relies on a certain property of the approximation space, which is difficult to verify. The analysis in this paper does not require this property. Moreover, the Lagrange multiplier technique was used to handle the pure Neumann condition. We have also identified specific numerical schemes, diagonal elements correction and background mesh integration, that satisfy the zero row sum condition. The numerical experiments are carried out to verify the theoretical results and test the accuracy of the algorithms.     

Fast transforms for high order boundary conditions in deconvolution problems

We study strategies to increase the precision in deconvolution models, while maintaining the complexity of the related numerical linear algebra procedures (matrix-vector product, linear system solution, computation of eigenvalues, etc.) of the same order of the celebrated fast Fourier transform. The key idea is the choice of a suitable functional basis to represent signals and images. Starting from an analysis of the spectral decomposition of blurring matrices associated to the antireflective boundary conditions introduced in Serra Capizzano (SIAM J. Sci. Comput. 25(3):1307–1325, 2003), we extend the model for preserving polynomials of higher degree and fast computations also in the nonsymmetric case.     

Estimates of the trace of the inverse of a symmetric matrix using the modified Chebyshev algorithm

In this paper we study how to compute an estimate of the trace of the inverse of a symmetric matrix by using Gauss quadrature and the modified Chebyshev algorithm. As auxiliary polynomials we use the shifted Chebyshev polynomials. Since this can be too costly in computer storage for large matrices we also propose to compute the modified moments with a stochastic approach due to Hutchinson (Commun Stat Simul 18:1059–1076, 1989). In memory of Gene H. Golub.     

Computer-assisted proofs of special function identities related to Poisson integrals

As a by-product of his work, E. Symeonidis obtained in (Comment. Math. Univ. Carol. 44(3):437–460, 2003) indirect proofs of two interesting special function identities involving Gegenbauer polynomials. In (Muldoon, 2004 ) the question of direct proofs was posed. We answer this question by presenting proofs obtained with the help of computer algebra algorithms based on WZ theory.     

Computing orthogonal polynomials in Sobolev spaces

Summary. Numerical methods are considered for generating polynomials orthogonal with respect to an inner product of Sobolev type, i.e., one that involves derivatives up to some given order, each having its own (positive) measure associated with it. The principal objective is to compute the coefficients in the increasing-order recurrence relation that these polynomials satisfy by virtue of them forming a sequence of monic polynomials with degrees increasing by 1 from one member to the next. As a by-product of this computation, one gains access to the zeros of these polynomials via eigenvalues of an upper Hessenberg matrix formed by the coefficients generated. Two methods are developed: One is based on the modified moments of the constitutive measures and generalizes what for ordinary orthogonal polynomials is known as "modified Chebyshev algorithm". The other - a generalization of "Stieltjes's procedure" - expresses the desired coefficients in terms of a Sobolev inner product involving the orthogonal polynomials in question, whereby the inner product is evaluated by numerical quadrature and the polynomials involved are computed by means of the recurrence relation already generated up to that point. The numerical characteristics of these methods are illustrated in the case of Sobolev orthogonal polynomials of old as well as new types. Based on extensive numerical experimentation, a number of conjectures are formulated with regard to the location and interlacing properties of the respective zeros. Received July 13, 1994 / Revised version received September 26, 1994     

A generating function for nonstandard orthogonal polynomials involving differences: the Meixner case

In this paper we deal with a family of nonstandard polynomials orthogonal with respect to an inner product involving differences. This type of inner product is the so-called Δ-Sobolev inner product. Concretely, we consider the case in which both measures appearing in the inner product correspond to the Pascal distribution (the orthogonal polynomials associated to this distribution are known as Meixner polynomials). The aim of this work is to obtain a generating function for the Δ-Meixner–Sobolev orthogonal polynomials and, by using a limit process, recover a generating function for Laguerre–Sobolev orthogonal polynomials.     

Upward Extension of the Jacobi Matrix for Orthogonal Polynomials

Orthogonal polynomials on the real line always satisfy a three-term recurrence relation. The recurrence coefficients determine a tridiagonal semi-infinite matrix (Jacobi matrix) which uniquely characterizes the orthogonal polynomials. We investigate new orthogonal polynomials by adding to the Jacobi matrixrnew rows and columns, so that the original Jacobi matrix is shifted downward. Thernew rows and columns contain 2rnew parameters and the newly obtained orthogonal polynomials thus correspond to an upward extension of the Jacobi matrix. We give an explicit expression of the new orthogonal polynomials in terms of the original orthogonal polynomials, their associated polynomials, and the 2rnew parameters, and we give a fourth order differential equation for these new polynomials when the original orthogonal polynomials are classical. Furthermore we show how the 1?orthogonalizing measure for these new orthogonal polynomials can be obtained and work out the details for a one-parameter family of Jacobi polynomials for which the associated polynomials are again Jacobi polynomials.     

Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems

In this paper, a new numerical approach via reconstructed Legendre orthogonal polynomials (LOPs) is presented to solve the linear quadratic optimal control problems (LQPs). By using the elegant operational properties of orthogonal polynomials, a computationally attractive algorithm is developed for calculating LQP. A numerical example illustrates the techniques and demonstrates the accuracy and efficiency of these controllers.     

Asymptotic relations between the Hahn-type polynomials and Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials

It has been shown in Ferreira et al. [Asymptotic relations in the Askey scheme for hypergeometric orthogonal polynomials, Adv. in Appl. Math. 31(1) (2003) 61–85], López and Temme [Approximations of orthogonal polynomials in terms of Hermite polynomials, Methods Appl. Anal. 6 (1999) 131–146; The Askey scheme for hypergeometric orthogonal polynomials viewed from asymptotic analysis, J. Comput. Appl. Math. 133 (2001) 623–633] that the three lower levels of the Askey table of hypergeometric orthogonal polynomials are connected by means of asymptotic relations. In Ferreira et al. [Limit relations between the Hahn polynomials and the Hermite, Laguerre and Charlier polynomials, submitted for publication] we have established new asymptotic connections between the fourth level and the two lower levels. In this paper, we continue with that program and obtain asymptotic expansions between the fourth level and the third level: we derive 16 asymptotic expansions of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials. From these expansions, we also derive three new limits between those polynomials. Some numerical experiments show the accuracy of the approximations and, in particular, the accuracy in the approximation of the zeros of those polynomials.     

On a class of polynomials orthogonal with respect to a discrete Sobolev inner product

This paper analyzes polynomials orthogonal with respect to the Sobolev inner product with and (x)is a weight function.We study this family of orthogonal polynomials, as linked to the polynomials orthogonal with respect to (x) and we find the recurrence relation verified by such a family. If the weight is semiclassical we obtain a second order differential equation for these polynomials. Finally, an illustrative example is shown.     

Quadratic harnesses, -commutations, and orthogonal martingale polynomials

We introduce the quadratic harness condition and show that integrable quadratic harnesses have orthogonal martingale polynomials with a three step recurrence that satisfies a -commutation relation. This implies that quadratic harnesses are essentially determined uniquely by five numerical constants. Explicit recurrences for the orthogonal martingale polynomials are derived in several cases of interest.

     

Orthogonal Laurent polynomials corresponding to certain strong Stieltjes distributions with applications to numerical quadratures

In this paper we shall be mainly concerned with sequences of orthogonal Laurent polynomials associated with a class of strong Stieltjes distributions introduced by A.S. Ranga. Algebraic properties of certain quadratures formulae exactly integrating Laurent polynomials along with an application to estimate weighted integrals on with nearby singularities are given. Finally, numerical examples involving interpolatory rules whose nodes are zeros of orthogonal Laurent polynomials are also presented.

     

On Romanovski–Jacobi polynomials and their related approximation results

The aim of this article is to present the essential properties of a finite class of orthogonal polynomials related to the probability density function of the F -distribution over the positive real line. We introduce some basic properties of the Romanovski–Jacobi polynomials, the Romanovski–Jacobi–Gauss type quadrature formulae and the associated interpolation, discrete transforms, spectral differentiation and integration techniques in the physical and frequency spaces, and basic approximation results for the weighted projection operator in the nonuniformly weighted Sobolev space. We discuss the relationship between such kinds of finite orthogonal polynomials and other classes of infinite orthogonal polynomials. Moreover, we derive spectral Galerkin schemes based on a Romanovski–Jacobi expansion in space and time to solve the Cauchy problem for a scalar linear hyperbolic equation in one and two space dimensions posed in the positive real line. Two numerical examples demonstrate the robustness and accuracy of the schemes.     

Varying Jacobi–Krall orthogonal polynomials: local asymptotic behaviour and zeros

Krall orthogonal polynomials are well known and they constitute a generalization of classical orthogonal polynomials obtained by addition of positive masses located at some points on the real line. In this contribution we consider two families of Krall polynomials already known in the literature, but now the corresponding absolutely continuous measure is perturbed by a sequence of nonnegative masses located at the point 1 in the Jacobi case and at the end points of the interval of orthogonality in the Gegenbauer case. We analyze the asymptotic behaviour of these varying Krall orthogonal polynomials in the neighbourhood of the points where the perturbation has been done. To do this we use Mehler–Heine type asymptotic formulae. As a consequence we can establish limit relations between the zeros of these polynomials and the ones of the Bessel functions of the first kind (or linear combinations of them). We do some numerical experiments to illustrate the results.