Structural Formulas for Orthogonal Matrix Polynomials Satisfying Second-Order Differential Equations, I

We develop structural formulas satisfied by some families of orthogonal matrix polynomials of size $2\times 2$ satisfying second-order differential equations with polynomial coefficients. We consider here two one-parametric families of weight matrices, namely \[ H_{a,1}(t)\;=\;e^{-t^2} \left( \begin{array}{@{}cc@{}} 1+\vert a\vert ^2t^2 & at \\bar at & 1 \end{array} \right) \quad {\rm and} \quad H_{a,2}(t)\;=\;e^{-t^2} \left( \begin{array} {@{}cc@{}} 1+\vert a\vert ^2t^4 & at^2 \\bar at^2 & 1 \end{array} \right), \] $a\in \mbox{\bf C} $ and $t\in \mbox{\bf R} $, and their corresponding orthogonal polynomials.     

Orthogonal Polynomials Satisfying Higher-Order Difference Equations

We introduce a large class of measures with orthogonal polynomials satisfying higher-order difference equations with coefficients independent of the degree of the polynomials. These measures are constructed by multiplying the discrete classical weights of Charlier, Meixner, Krawtchouk, and Hahn by certain variants of the annihilator polynomial of a finite set of numbers.     

Orthogonal Polynomials and Second-order Differential Equations

We show that a sequence of polynomials can be eigenfunctionsof a second-order differential operator only under severe restrictions.     

Resonant Equations with Classical Orthogonal Polynomials. II

Ukrainian Mathematical Journal - We study some resonant equations related to the classical orthogonal polynomials on infinite intervals, i.e., the Hermite and the Laguerre orthogonal polynomials,...     

Universal Relations in Asymptotic Formulas for Orthogonal Polynomials

Functional Analysis and Its Applications - Orthogonal polynomials $$P_{n}(lambda)$$ are oscillating functions of $$n$$ as $$ntoinfty$$ for $$lambda$$ in the absolutely continuous spectrum of...     

Ratio Asymptotics for Orthogonal Matrix Polynomials

Ratio asymptotic results give the asymptotic behaviour of the ratio between two consecutive orthogonal polynomials with respect to a positive measure. In this paper, we obtain ratio asymptotic results for orthogonal matrix polynomials and introduce the matrix analogs of the scalar Chebyshev polynomials of the second kind.     

Riesz's Theorem for Orthogonal Matrix Polynomials

We describe the image through the Stieltjes transform of the set of solutions V of a matrix moment problem. We extend Riesz's theorem to the matrix setting, proving that those matrices of measures of V for which the matrix polynomials are dense in the corresponding ² space are precisely those whose Stieltjes transform is an extremal point (in the sense of convexity) of the image set. May 20, 1997. Date revised: January 8, 1998.     

A New Matrix Approach For Solving Second-Order Linear Matrix Partial Differential Equations

The basic aim of this article is to present a novel efficient matrix approach for solving the second-order linear matrix partial differential equations (MPDEs) under given initial conditions. For imposing the given initial conditions to the main MPDEs, the associated matrix integro-differential equations (MIDEs) with partial derivatives are obtained from direct integration with regard to the spatial variable x and time variable t. Hence, operational matrices of differentiation and integration together with the completeness of Bernoulli polynomials are used to reduce the obtained MIDEs to the corresponding algebraic Sylvester equations. Using two well-known subspace Krylov iterative methods (i.e., GMRES(10) and Bi-CGSTAB) we provide two algorithms for solving the mentioned Sylvester equations. A numerical example is provided to show the efficiency and accuracy of the presented approach.

     

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.     

Convergence of Gaussian Quadrature Formulas for Power Orthogonal Polynomials

In classical theorems on the convergence of Gaussian quadrature formulas for power orthogonal polynomials with respect to a weight w on I =（a,b）,a function G ∈ S（w）:= { f:∫_I | f（x）| w（x）d x < ∞} satisfying the conditions G ^2j（x） ≥ 0,x ∈（a,b）,j = 0,1,...,and growing as fast as possible as x → a + and x → b,plays an important role.But to find such a function G is often difficult and complicated.This implies that to prove convergence of Gaussian quadrature formulas,it is enough to find a function G ∈ S（w） with G ≥ 0 satisfying sup n ∑λ0knG（xkn） k=1 n<∞ instead,where the xkn ’s are the zeros of the n th power orthogonal polynomial with respect to the weight w and λ0kn ’s are the corresponding Cotes numbers.Furthermore,some results of the convergence for Gaussian quadrature formulas involving the above condition are given.     

Difference Equations and Discriminants for Discrete Orthogonal Polynomials

We prove that any set of polynomials orthogonal with respect to a discrete measure supported on equidistant points contained in a half line satisfy a second order difference equation. We also give a discrete analogue of the discriminant and give a general formula for the discrete discriminant of a discrete orthogonal polynomial. As an application we give explicit evaluations of the discrete discriminants of the Meixner and the Hahn polynomials. A difference analogue of the Bethe Ansatz equations is also mentioned.Research partially supported by NSF grant DMS 99-70865     

Modified Moments and Matrix Orthogonal Polynomials

In the scalar case, computation of recurrence coefficients of polynomials orthogonal with respect to a nonnegative measure is done via the modified Chebyshev algorithm. Using the concept of matrix biorthogonality, we extend this algorithm to the vector case.     

Hermitean Matrix Ensembles and Orthogonal Polynomials

In this article, we investigate orthogonal polynomials associated with complex Hermitean matrix ensembles using the combination of the methods of Coulomb fluid (or potential theory), chain sequences, and Birkhoff–Trjitzinsky theory. We give a general formula for the largest eigenvalue of the N×N Jacobi matrices (which is equivalent to estimating the largest zero of a sequence of orthogonal polynomials) and the two-level correlation function for the α ensembles (α>0) introduced previously for α>1. In the case of 0<α<1, we give a natural representation for the weight function that is a special case of the general Nevanlinna parametrization. We also discuss Hermitean matrix ensembles associated with general indeterminate moment problems.     

Second-Order Methods for Solving Stochastic Differential Equations

In this paper we discuss the numerical methods with second-order accuracy for solving stochastic differential equations. An unbiased sample approximation method for $I_n=\int ^{t_{n+1}}_{t_n}(B_u-B_{t_n})^2du$ is proposed, where {$B_u$} is a Brownian motion. Then second-order schemes are derived both for scalar cases and for system cases. The errors are measured in the mean square sense. Several numerical examples are included, and numerical results indicate that second-order schemes compare favorably with Euler's schemes and 1.5th-order schemes.     

Asymptotic Expansions for Second-Order Linear Difference Equations,II

Infinite asymptotic expansions are derived for the solutions to the second-order linear difference equation where p and q are integers, a(n) and b(n) have power series expansions of the form for large values of n, and a₀ ≠ 0, b₀ ≠ 0. Recurrence relations are also given for the coefficients in the asymptotic solutions. Our proof is based on the method of successive approximations. This paper is a continuation of an earlier one, in which only the special case p ≤ 0 and q = 0 is considered.     

Regular Functions Satisfying Irregular Ordinary Differential Equations

This paper deals with entire solutions to linear ordinary differential equations in the complex domain. We show that certain entire solutions to singular equations, cannot satisfy any normalized equation without singularities. We provide two proofs of this result, one based on the indicial equation and the other using the Frobenius notion of irreducibility. Our examples include the entire Bessel function.     

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.