Laguerre transformation as a tool for the numerical solution of integral equations of convolution type

A novel transform is presented which maps continuum functions (such as probability densities) into discrete sequences and permits rapid numerical calculation of convolutions, multiple convolutions, and Neumann expansions for Volterra integral equations. The transform is based on the Laguerre polynomials, associated Laguerre functions and their simple convolution properties. A second transform employs Erlang functions as elements of the basis. The limitations and advantages of the two transforms are discussed. Numerical inversion of Laplace transforms relates simply to the Erlang transform. The deconvolution of two functions, i.e., the solution of a(t) = x(t)*b(t), may also be obtained quickly in this way.     

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.     

Asymptotics of orthogonal polynomials with asymptotic Freud-like weights

We derive uniform asymptotic expansions for polynomials orthogonal with respect to a class of weight functions that are real analytic and behave asymptotically like the Freud weight at infinity. Although the limiting zero distributions are the same as in the Freud cases, the asymptotic expansions are different due to the fact that the weight functions may have a finite or infinite number of zeros on the imaginary axis. To resolve the singularities caused by these zeros, an auxiliary function is introduced in the Riemann–Hilbert analysis. Asymptotic formulas are established in several regions covering the whole complex plane. We take the continuous dual Hahn polynomials as an example to illustrate our main results. Some numerical verifications are also given.     

Applications of?the Cosecant and Related Numbers

Power series expansions for cosecant and related functions together with a vast number of applications stemming from their coefficients are derived here. The coefficients for the cosecant expansion can be evaluated by using: (1) numerous recurrence relations, (2) expressions resulting from the application of the partition method for obtaining a power series expansion and (3) the result given in Theorem 3. Unlike the related Bernoulli numbers, these rational coefficients, which are called the cosecant numbers and are denoted by c _k , converge rapidly to zero as k????. It is then shown how recent advances in obtaining meaningful values from divergent series can be modified to determine exact numerical results from the asymptotic series derived from the Laplace transform of the power series expansion for tcsc?(at). Next the power series expansion for secant is derived in terms of related coefficients known as the secant numbers d _k . These numbers are related to the Euler numbers and can also be evaluated by numerous recurrence relations, some of which involve the cosecant numbers. The approaches used to obtain the power series expansions for these fundamental trigonometric functions in addition to the methods used to evaluate their coefficients are employed in the derivation of power series expansions for integer powers and arbitrary powers of the trigonometric functions. Recurrence relations are of limited benefit when evaluating the coefficients in the case of arbitrary powers. Consequently, power series expansions for the Legendre-Jacobi elliptic integrals can only be obtained by the partition method for a power series expansion. Since the Bernoulli and Euler numbers give rise to polynomials from exponential generating functions, it is shown that the cosecant and secant numbers gives rise to their own polynomials from trigonometric generating functions. As expected, the new polynomials are related to the Bernoulli and Euler polynomials, but they are found to possess far more interesting properties, primarily due to the convergence of the coefficients. One interesting application of the new polynomials is the re-interpretation of the Euler-Maclaurin summation formula, which yields a new regularisation formula.     

Orthogonal Structure on a Wedge and on the Boundary of a Square

Orthogonal polynomials with respect to a weight function defined on a wedge in the plane are studied. A basis of orthogonal polynomials is explicitly constructed for two large class of weight functions and the convergence of Fourier orthogonal expansions is studied. These are used to establish analogous results for orthogonal polynomials on the boundary of the square. As an application, we study the statistics of the associated determinantal point process and use the basis to calculate Stieltjes transforms.

     

Expansions of one density via polynomials orthogonal with respect to the other

We expand the Chebyshev polynomials and some of its linear combination in linear combinations of the q-Hermite, the Rogers (q-utraspherical) and the Al-Salam-Chihara polynomials and vice versa. We use these expansions to obtain expansions of some densities, including q-Normal and some related to it, in infinite series constructed of the products of the other density times polynomials orthogonal to it, allowing deeper analysis and discovering new properties. On the way we find an easy proof of expansion of the Poisson-Mehler kernel as well as its reciprocal. We also formulate simple rule relating one set of orthogonal polynomials to the other given the properties of the ratio of the respective densities of measures orthogonalizing these polynomials sets.     

The Gibbs phenomenon for series of orthogonal polynomials

This note considers the four classes of orthogonal polynomials – Chebyshev, Hermite, Laguerre, Legendre – and investigates the Gibbs phenomenon at a jump discontinuity for the corresponding orthogonal polynomial series expansions. The perhaps unexpected thing is that the Gibbs constant that arises for each class of polynomials appears to be the same as that for Fourier series expansions. Each class of polynomials has features which are interesting numerically. Finally a plausibility argument is included showing that this phenomenon for the Gibbs constants should not have been unexpected. These findings suggest further investigations suitable for undergraduate research projects or small group investigations.     

A Convolution Operator Related to the Generalized Mehler–Fock and Kontorovich–Lebedev Transforms

In this paper we study a generalization of an index integral involving the product of modified Bessel functions and associated Legendre functions. It is applied to a convolution construction associated with this integral, which is related to the classical Kontorovich–Lebedev and generalized Mehler–Fock transforms. Mapping properties and norm estimates in weighted L _p -spaces, 1 ≤ p ≤ 2, are investigated. An application to a class of convolution integral equations is considered. Necessary and sufficient conditions are found for the solvability of these equations in L ₂.     

The overlap integral of three associated Legendre polynomials

A closed formula with a double sum is obtained for the overlap integral of three associated Legendre polynomials (ALPs). The result is applicable to integral involving the ALP with arbitrary degree l and order m. Special overlap integrals, including the cases m₃ = m₁ + m₂ or |m₁ – m₂|, are presented. A general formula for the overlap integral of an arbitrary number of ALPs is also developed.     

Exact solutions for the rotational flow of a generalized Maxwell fluid between two circular cylinders

Unsteady flow of an incompressible generalized Maxwell fluid between two coaxial circular cylinders is studied by means of the Laplace and finite Hankel transforms. The motion of the fluid is produced by the rotation of cylinders around their common axis. The solutions that have been obtained, written in integral and series form in terms of the generalized G_a,b,c(·, t)-functions, are presented as a sum of the Newtonian solutions and the corresponding non-Newtonian contributions. They satisfy all imposed initial and boundary conditions and for λ → 0 reduce to the solutions corresponding to the Newtonian fluids performing the same solution. Furthermore, the corresponding solutions for ordinary Maxwell fluids are also obtained for β = 1. Finally, in order to reveal some relevant physical aspects of the obtained results, the diagrams of the velocity field ω(r, t) have been depicted against r and t for different values of the material and fractional parameters.     

Connection coefficients for Laguerre-Sobolev orthogonal polynomials

Laguerre-Sobolev polynomials are orthogonal with respect to an inner product of the form , where α>−1, λ?0, and , the linear space of polynomials with real coefficients. If dμ(x)=xαe−xdx, the corresponding sequence of monic orthogonal polynomials {Q_n^(α,λ)(x)} has been studied by Marcellán et al. (J. Comput. Appl. Math. 71 (1996) 245-265), while if dμ(x)=δ(x)dx the sequence of monic orthogonal polynomials {L_n^(α)(x;λ)} was introduced by Koekoek and Meijer (SIAM J. Math. Anal. 24 (1993) 768-782). For each of these two families of Laguerre-Sobolev polynomials, here we give the explicit expression of the connection coefficients in their expansion as a series of standard Laguerre polynomials. The inverse connection problem of expanding Laguerre polynomials in series of Laguerre-Sobolev polynomials, and the connection problem relating two families of Laguerre-Sobolev polynomials with different parameters, are also considered.     

A special class of polynomials orthogonal on the unit circle including the associated polynomials

Let (P _ν) be a sequence of monic polynomials orthogonal on the unit circle with respect to a nonnegative weight function, let (Ω_υ) the monic associated polynomials of (P _v), and letA andB be self-reciprocal polynomials. We show that the sequence of polynomials (AP_υλ+BΩ_υλ)/A^λ, λ stuitably determined, is a sequence of orthogonal polynomials having, up to a multiplicative complex constant, the same recurrence coefficients as theP _ν's from a certain index value onward, and determine the orthogonality measure explicity. Conversely, it is also shown that every sequence of orthogonal polynomials on the unit circle having the same recurrence coefficients from a certain index value onward is of the above form. With the help of these results an explicit representation of the associated polynomials of arbitrary order ofP _ν and of the corresponding orthogonality measure and Szegö function is obtained. The asymptotic behavior of the associated polynomials is also studied. Finally necessary and suficient conditions are given such that the measure to which the above introduced polynomials are orthogonal is positive.     

Uniform Asymptotic Expansions for Meixner Polynomials

Meixner polynomials m _n (x;β,c) form a postive-definite orthogonal system on the positive real line x > 0 with respect to a distribution step function whose jumps are Unlike classical orthogonal polynomials, they do not satisfy a second-order linear differential equation. In this paper, we derive two infinite asymptotic expansions for m _n (nα;β,c) as . One holds uniformly for , and the other holds uniformly for , where a and b are two small positive quantities. Both expansions involve the parabolic cylinder function and its derivative. Our results include all five asymptotic formulas recently given by W. M. Y. Goh as special cases. April 16, 1996. Date revised: October 30, 1996.     

第二类Volterra型积分方程的Chebyshev-Legendre谱配置方法

提出了一种新的求解第二类线性Volterra型积分方程的Chebyshev谱配置方法.该方法分别对方程中积分部分的核函数和未知函数在Chebyshev-Gauss-Lobatto点上进行插值,通过Chebyshev-Legendre变换,把插值多项式表示成Legendre级数形式,从而将积分转换为内积的形式,再利用Legendre多项式的正交性进行计算.利用Chebyshev插值算子在不带权范数意义下的逼近结果,对该方法在理论上给出了L∞范数意义下的误差估计,并通过数值算例验证了算法的有效性和理论分析的正确性.     

An Index Integral and Convolution Operator Related to the Kontorovich-Lebedev and Mehler-Fock Transforms

We deal with an index integral involving the product of the modified Bessel functions and associated Legendre functions. It was discovered by Ferrell (Nucl Instrum Methods Phys Res B 96:483?C485, 1995) while comparing solutions of the Laplace equation in different coordinate systems in his study of the so-called surface plasmons in various condensed matter samples. This integral is quite interesting from the pure mathematical point of view and it is absent in famous reference books for series and integrals. We give a rigorous proof of this formula and discuss its particular cases. We also construct a convolution operator associated with this integral, which is related to the classical Kontorovich-Lebedev and Mehler-Fock transforms. Mapping properties and the norm estimates in weighted L _p -spaces, 1 ?? p ?? 2 are investigated. An application to a class of convolution integral equations is considered. Necessary and sufficient conditions are found for the solvability of these equations in L ₂.     

The Riemann-Hilbert approach to strong asymptotics for orthogonal polynomials on [−1,1]

We consider polynomials that are orthogonal on [−1,1] with respect to a modified Jacobi weight (1−x)^α(1+x)^βh(x), with α,β>−1 and h real analytic and strictly positive on [−1,1]. We obtain full asymptotic expansions for the monic and orthonormal polynomials outside the interval [−1,1], for the recurrence coefficients and for the leading coefficients of the orthonormal polynomials. We also deduce asymptotic behavior for the Hankel determinants and for the monic orthogonal polynomials on the interval [−1,1]. For the asymptotic analysis we use the steepest descent technique for Riemann-Hilbert problems developed by Deift and Zhou, and applied to orthogonal polynomials on the real line by Deift, Kriecherbauer, McLaughlin, Venakides, and Zhou. In the steepest descent method we will use the Szeg? function associated with the weight and for the local analysis around the endpoints ±1 we use Bessel functions of appropriate order, whereas Deift et al. use Airy functions.     

THE KRALL POLYNOMIALS: A NEW CLASS OF ORTHOGONAL POLYNOMIALS

Abstract

A new set of orthogonal polynomials is found that are solutions to a sixth order formally self adjoint differential equation. These polynomials are shown to generalize the Legendre and Legendre type polynomials. We also show that these polynomials satisfy many properties shared by the classical orthogonal polynomials of Jacobi, Laguerre and Hermite.     

符号函数的Legendre非线性逼近

1引言许多数学和物理工作者研究了逼近形式正交多项式级数的具有较好收敛性的非线性方法,如文献[2-5,9]．这些非线性逼近方法的一个共同点是使用了线性级数中正交多项式的母函数．众所周知,的符号函数具有很多的应用,如文献[7]利用符号函数的积分表示来分析相联存储器的回想过程．文献[1]及其中所引用的一些文献为了获得交迭格Dirac算子,讨论了符号函数的有理逼近和连分式展开．在本文中,我们研究符号函数的Lengendre     

On expansions in orthogonal polynomials

A recently introduced fast algorithm for the computation of the first N terms in an expansion of an analytic function into ultraspherical polynomials consists of three steps: Firstly, each expansion coefficient is represented as a linear combination of derivatives; secondly, it is represented, using the Cauchy integral formula, as a contour integral of the function multiplied by a kernel; finally, the integrand is transformed to accelerate the convergence of the Taylor expansion of the kernel, allowing for rapid computation using Fast Fourier Transform. In the current paper we demonstrate that the first two steps remain valid in the general setting of orthogonal polynomials on the real line with finite support, orthogonal polynomials on the unit circle and Laurent orthogonal polynomials on the unit circle.     

Comparative asymptotics of solutions and trace formulas for a class of difference equations

Properties of Jacobi operators generated by Markov functions are studied. The main results refer to the case where the support of the corresponding spectral measure µ consists of several intervals of the real line. In this class of operators, a comparative asymptotic formula for two solutions of the corresponding difference equation, polynomials orthogonal with respect to the measure µ and functions of the second kind (Weyl solutions) is found. Asymptotic trace formulas for the coefficients a _n and b _n in this difference equation are obtained. The derivation of the asymptotic formulas is based on standard techniques for studying the asymptotic properties of polynomials orthogonal on several intervals and consists in reducing the asymptotic problem to investigating properties of solutions to the Nuttall singular integral equation.