Nonlinear functional equations satisfied by orthogonal polynomials

Let c be a linear functional defined by its moments c(xⁱ)=c_i for i=0,1,…. We proved that the nonlinear functional equations P(t)=c(P(x)P(αx+t)) and P(t)=c(P(x)P(xt)) admit polynomial solutions which are the polynomials belonging to the family of formal orthogonal polynomials with respect to a linear functional related to c. This equation relates the polynomials of the family with those of the scaled and shifted family. Other types of nonlinear functional equations whose solutions are formal orthogonal polynomials are also presented. Applications to Legendre and Chebyshev polynomials are given. Then, orthogonality with respect to a definite inner product is studied. When c is an integral functional with respect to a weight function, the preceding functional equations are nonlinear integral equations, and these results lead to new characterizations of orthogonal polynomials on the real line, on the unit circle, and, more generally, on an algebraic curve.     

A construction of real weight functions for certain orthogonal polynomials in two variables

H.L. Krall and I.M. Sheffer considered the problem of classifying certain second-order partial differential equations having an algebraically complete, weak orthogonal bivariate polynomial system of solutions. Two of the equations that they considered are

(x²+y)uxx+2xyuxy+y²uyy+gxux+g(y−1)uy=λu,     

The generalized Bochner condition about classical orthogonal polynomials revisited

We bring a new proof for showing that an orthogonal polynomial sequence is classical if and only if any of its polynomial fulfils a certain differential equation of order 2k, for some k?1. So, we build those differential equations explicitly. If k=1, we get the Bochner's characterization of classical polynomials. With help of the formal computations made in Mathematica, we explicitly give those differential equations for k=1,2 and 3 for each family of the classical polynomials. Higher order differential equations can be obtained similarly.     

Generating orthogonal matrix polynomials satisfying second order differential equations from a trio of triangular matrices

The method developed in [A.J. Durán, F.A. Grünbaum, Orthogonal matrix polynomials satisfying second order differential equations, Int. Math. Res. Not. 10 (2004) 461–484] led us to consider matrix polynomials that are orthogonal with respect to weight matrices W(t) of the form , , and (1−t)^α(1+t)^βT(t)T^*(t), with T satisfying T^′=(2Bt+A)T, T(0)=I, T^′=(A+B/t)T, T(1)=I, and T^′(t)=(−A/(1−t)+B/(1+t))T, T(0)=I, respectively. Here A and B are in general two non-commuting matrices. We are interested in sequences of orthogonal polynomials (P_n)_n which also satisfy a second order differential equation with differential coefficients that are matrix polynomials F₂, F₁ and F₀ (independent of n) of degrees not bigger than 2, 1 and 0 respectively. To proceed further and find situations where these second order differential equations hold, we only dealt with the case when one of the matrices A or B vanishes.The purpose of this paper is to show a method which allows us to deal with the case when A, B and F₀ are simultaneously triangularizable (but without making any commutativity assumption).     

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.     

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.     

Orthogonal polynomial eigenfunctions of second-order partial differerential equations

In this paper, we show that for several second-order partial differential equations

which have orthogonal polynomial eigenfunctions, these polynomials can be expressed as a product of two classical orthogonal polynomials in one variable. This is important since, otherwise, it is very difficult to explicitly find formulas for these polynomial solutions. From this observation and characterization, we are able to produce additional examples of such orthogonal polynomials together with their orthogonality that widens the class found by H. L. Krall and Sheffer in their seminal work in 1967. Moreover, from our approach, we can answer some open questions raised by Krall and Sheffer.

     

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.     

Jacobi-Sobolev-type orthogonal polynomials: Second-order differential equation and zeros

We obtain an explicit expression for the Sobolev-type orthogonal polynomials {Q_n} associated with the inner product

, where p(x) = (1 − x)(1 + x)^β is the Jacobi weight function, ,β> − 1, A₁,B₁,A₂,B₂0 and p, q P, the linear space of polynomials with real coefficients. The hypergeometric representation (₆F₅) and the second-order linear differential equation that such polynomials satisfy are also obtained. The asymptotic behaviour of such polynomials in [−1, 1] is studied. Furthermore, we obtain some estimates for the largest zero of Q_n(x). Such a zero is located outside the interval [−1, 1]. We deduce his dependence of the masses. Finally, the WKB analysis for the distribution of zeros is presented.     

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.     

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

(∗)     

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.     

Complex versus real orthogonal polynomials of two variables

Orthogonal polynomials of two real variables can often be represented in complex variables. We explore the connection between the two types of representations and study the structural relations of complex orthogonal polynomials. The complex Hermite orthogonal polynomials and the disk polynomials are used as illustrating examples.     

A miraculously commuting family of orthogonal matrix polynomials satisfying second order differential equations

We find structural formulas for a family (P_n)_n of matrix polynomials of arbitrary size orthogonal with respect to the weight matrix e^−t2e^Ate^A∗t, where A is certain nilpotent matrix. It turns out that this family is a paradigmatic example of the many new phenomena that show the big differences between scalar and matrix orthogonality. Surprisingly, the polynomials P_n, n≥0, form a commuting family. This commuting property is a genuine and miraculous matrix setting because, in general, the coefficients of P_n do not commute with those of P_m, n≠m.     

A result on common zeros location of orthogonal polynomials in two variables

The aim of this paper is to investigate some general properties of common zeros of orthogonal polynomials in two variables for any given region D⊂R² from a view point of invariant factor. An important result is shown that if X₀ is a common zero of all the orthogonal polynomials of degree k then the intersection of any line passing through X₀ and D is not empty. This result can be used to settle the problem of location of common zeros of orthogonal polynomials in two variables. The main result of the paper can be considered as an extension of the univariate 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.      

Linear partial difference equations of hypergeometric type: Orthogonal polynomial solutions in two discrete variables

In this paper a systematic study of the orthogonal polynomial solutions of a second order partial difference equation of hypergeometric type of two variables is done. The Pearson's systems for the orthogonality weight of the solutions and also for the difference derivatives of the solutions are presented. The orthogonality property in subspaces is treated in detail, which leads to an analog of the Rodrigues-type formula for orthogonal polynomials of two discrete variables. A classification of the admissible equations as well as some examples related with bivariate Hahn, Kravchuk, Meixner, and Charlier families, and their algebraic and difference properties are explicitly given.     

Some examples of orthogonal matrix polynomials satisfying odd order differential equations

It is well known that if a finite order linear differential operator with polynomial coefficients has as eigenfunctions a sequence of orthogonal polynomials with respect to a positive measure (with support in the real line), then its order has to be even. This property no longer holds in the case of orthogonal matrix polynomials. The aim of this paper is to present examples of weight matrices such that the corresponding sequences of matrix orthogonal polynomials are eigenfunctions of certain linear differential operators of odd order. The weight matrices are of the form

W(t)=t^αe^-te^Att^Bt^B*e^A*t,