Second order partial differential equations for gradients of orthogonal polynomials in two variables

In this work, we introduce the classical orthogonal polynomials in two variables as the solutions of a matrix second order partial differential equation involving matrix polynomial coefficients, the usual gradient operator, and the divergence operator. Here we show that the successive gradients of these polynomials also satisfy a matrix second order partial differential equation closely related to the first one.     

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

(∗)     

Diophantine equations for classical continuous orthogonal polynomials

Let A, B, C denote rational numbers with AB ≠ 0 and m > n ≥ 3 arbitrary rational integers. We study the Diophantine equation AP_m(x) + Bp_n(y) = C, in x, y ? , where {Pk(x)}I is one of the three classical continuous orthogonal polynomial families, i.e. Laguerre polynomials, Jacobi polynomials (including Gegenbauer, Legendre or Chebyshev polynomials) and Hermite polynomials. We prove that with exception of the Chebyshev polynomials for all such polynomial families there are at most finitely many solutions (x, y) ? ² provided n > 4. The tools are besides the criterion [3], a theorem of Szeg— [14] on monotonicity of stationary points of polynomials which satisfy a second order Sturm-Liouville differential equation,

     

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.     

Differential coefficients of orthogonal matrix polynomials

We find explicit formulas for raising and lowering first order differential operators for orthogonal matrix polynomials. We derive recurrence relations for the coefficients in the raising and lowering operators. Some examples are given.     

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.     

Differential equations for deformed Laguerre polynomials

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painlevé transcendent. The generating function of a certain discontinuous linear statistic of the Laguerre unitary ensemble can similarly be expressed in terms of a solution of the fifth Painlevé equation. The methodology used to derive these results rely on two theories regarding differential equations for orthogonal polynomial systems, one involving isomonodromic deformations and the other ladder operators. We compare the two theories by showing how either can be used to obtain a characterization of a more general Laguerre unitary ensemble average in terms of the Hamiltonian system for Painlevé V.     

Diophantine equations for Morgan-Voyce and other modified orthogonal polynomials

It is well-known that Morgan-Voyce polynomials B _n(x) and b _n(x) satisfy both a Sturm-Liouville equation of second order and a three-term recurrence equation ([SWAMY, M.: Further properties of Morgan-Voyce polynomials, Fibonacci Quart. 6 (1968), 167–175]). We study Diophantine equations involving these polynomials as well as other modified classical orthogonal polynomials with this property. Let A, B, C ∈ ? and {pk(x)} be a sequence of polynomials defined by

$\begin{gathered} p_0 (x) = 1 \hfill \\ p_1 (x) = x - c_0 \hfill \\ p_{n + 1} (x) = (x - c_n )p_n (x) - d_n p_{n - 1} (x), n = 1,2,..., \hfill \\ \end{gathered} $

with

$(c_0 ,c_n ,d_n ) \in \{ (A,A,B),(A + B,A,B^2 ),(A,Bn + A,\tfrac{1}{4}B^2 n^2 + Cn)\} $

with A ≠ 0, B > 0 in the first, B ≠ 0 in the second and C > ?¼B ² in the third case. We show that the Diophantine equation

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with m > n ≥ 4,

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≠ 0 has at most finitely many solutions in rational integers x, y.

     

A product formula for orthogonal polynomials associated with infinite distance-transitive graphs

The infinite, locally finite distance-transitive graphs form an extension of homogeneous trees and are described by two discrete parameters. The associated orthogonal polynomials may be regarded as spherical functions of certain Gelfand pairs or as characters of some polynomial hypergroups; they are certain Bernstein polynomials and admit a discrete nonnegative product formula. In this paper we use the graph-theoretic origin of these polynomials to derive the existence of positive dual continuous product and transfer formulas. The dual product formulas will be computed explicitly.     

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.     

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).     

Nonlinear equations for the recurrence coefficients of discrete orthogonal polynomials

We study polynomials orthogonal on a uniform grid. We show that each weight function gives two potentials and each potential leads to a structure relation (lowering operator). These results are applied to derive second order difference equations satisfied by the orthogonal polynomials and nonlinear difference equations satisfied by the recursion coefficients in the three-term recurrence relations.     

Second order Chebyshev methods based on orthogonal polynomials

Summary. Stabilized methods (also called Chebyshev methods) are explicit Runge-Kutta methods with extended stability domains along the negative real axis. These methods are intended for large mildly stiff problems, originating mainly from parabolic PDEs. The aim of this paper is to show that with the use of orthogonal polynomials, we can construct nearly optimal stability polynomials of second order with a three-term recurrence relation. These polynomials can be used to construct a new numerical method, which is implemented in a code called ROCK2. This new numerical method can be seen as a combination of van der Houwen-Sommeijer-type methods and Lebedev-type methods. Received January 14, 2000 / Revised version received November 3, 2000 / Published online May 4, 2001     

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.     

A survey of general orthogonal polynomials for weights on finite and infinite intervals

We survey the analytic aspects of general o.p.'s (orthogonal polynomials) associated with weights on finite and infinite intervals, concentrating on their asymptotics. We consider also the associated o.p.'s on the circle, and briefly discuss o.p.'s for complex weights.Part time at Department of Mathematics, Witwatersrand University, 1 Jan Smuts Avenue, Johannesburg 2001, Republic of South Africa.     

Discrete orthogonal polynomials and difference equations of several variables

The goal of this work is to characterize all second order difference operators of several variables that have discrete orthogonal polynomials as eigenfunctions. Under some mild assumptions, we give a complete solution of the problem.     

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,