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).     

Solutions to a family of matrix equations by using the Kronecker matrix polynomials

Closed form solutions to a family of generalized Sylvester matrix equation in form of are given by using the so-called Kronecker matrix polynomials. It is found that the structure of the solutions is independent of the orders ?,ψ and φ. This type of uniform closed form solutions includes our early results as special cases. The results provide great convenience to the computation and analysis of the solutions to this class of equations, and can perform important functions in many analysis and design problems in linear systems.     

Some classes of special functions using Fourier transforms of some two-Variable orthogonal polynomials

ABSTRACT

In this paper some new classes of two-variable orthogonal functions by using Fourier transforms of two-variable orthogonal polynomials are introduced. Orthogonality relations are obtained by using the Parseval identity. Recurrence relations for new families of orthogonal functions are also presented.     

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.     

Properties of some families of hypergeometric orthogonal polynomials in several variables

Limiting cases are studied of the Koornwinder-Macdonald multivariable generalization of the Askey-Wilson polynomials. We recover recently and not so recently introduced families of hypergeometric orthogonal polynomials in several variables consisting of multivariable Wilson, continuous Hahn and Jacobi type polynomials, respectively. For each class of polynomials we provide systems of difference (or differential) equations, recurrence relations, and expressions for the (squared) norms of the polynomials in question.

     

Inverse functions of polynomials and orthogonal polynomials as operator monotone functions

We study the operator monotonicity of the inverse of every polynomial with a positive leading coefficient. Let be a sequence of orthonormal polynomials and the restriction of to , where is the maximum zero of . Then and the composite are operator monotone on . Furthermore, for every polynomial with a positive leading coefficient there is a real number so that the inverse function of defined on is semi-operator monotone, that is, for matrices , implies

     

Fibonacci polynomials and Sylvester determinant of tridiagonal matrix

By means of left eigenvector method, we evaluate the determinant of a tridiagonal matrix, which extends the determinant due to Sylvester [5].     

Relative asymptotic of multiple orthogonal polynomials for Nikishin systems

We prove the relative asymptotic behavior for the ratio of two sequences of multiple orthogonal polynomials with respect to the Nikishin systems of measures. The first Nikishin system is such that for each k, σ_k has a constant sign on its compact support consisting of an interval , on which almost everywhere, and a discrete set without accumulation points in . If denotes the smallest interval containing , we assume that Δ_k∩Δ_k+1=0/, k=1,…,m−1. The second Nikishin system is a perturbation of the first by means of rational functions r_k, k=1,…,m, whose zeros and poles lie in .     

A new extension of Hermite matrix polynomials and its applications

In this paper, an extension of the Hermite matrix polynomials is introduced. Some relevant matrix functions appear in terms of the two-variable Hermite matrix polynomials. Furthermore, in order to give qualitative properties of this family of matrix polynomials, the Chebyshev matrix polynomials of the second kind are introduced.     

Resurgence relation and global asymptotic analysis of orthogonal polynomials via the Riemann-Hilbert approach

A global asymptotic analysis of orthogonal polynomials via the Riemann-Hilbert approach is presented,with respect to the polynomial degree.The domains of uniformity are described in certain phase variables.A resurgence relation within the sequence of Riemann-Hilbert problems is observed in the procedure of derivation.Global asymptotic approximations are obtained in terms of the Airy function.The system of Hermite polynomials is used as an illustration.     

Rectangular matrix Padé approximants and square matrix orthogonal polynomials

In this paper we study Padé-type and Padé approximants for rectangular matrix formal power series, as well as the formal orthogonal polynomials which are a consequence of the definition of these matrix Padé approximants. Recurrence relations are given along a diagonal or two adjacent diagonals of the table of orthogonal polynomials and their adjacent ones. A matrix qd-algorithm is deduced from these relations. Recurrence relations are also proved for the associated polynomials. Finally a short presentation of right matrix Padé approximants gives a link between the degrees of orthogonal polynomials in right and left matrix Padé approximants in order to show that the latter are identical. This revised version was published online in June 2006 with corrections to the Cover Date.     

On some properties of q-Hahn multiple orthogonal polynomials

This contribution deals with multiple orthogonal polynomials of type II with respect to q-discrete measures (q-Hahn measures). In addition, we show that this family of multiple orthogonal polynomials has a lowering operator, and raising operators, as well as a Rodrigues type formula. The combination of lowering and raising operators leads to a third order q-difference equation when two orthogonality conditions are considered. An explicit expression of this q-difference equation will be given. Indeed, this q-difference equation relates polynomials with a given degree evaluated at four consecutive non-uniformed distributed points, which makes these polynomials interesting from the point of view of bispectral problems.     

Doubly periodic lozenge tilings of a hexagon and matrix valued orthogonal polynomials

We analyze a random lozenge tiling model of a large regular hexagon, whose underlying weight structure is periodic of period 2 in both the horizontal and vertical directions. This is a determinantal point process whose correlation kernel is expressed in terms of non‐Hermitian matrix valued orthogonal polynomials (OPs). This model belongs to a class of models for which the existing techniques for studying asymptotics cannot be applied. The novel part of our method consists of establishing a connection between matrix valued and scalar valued OPs. This allows to simplify the double contour formula for the kernel obtained by Duits and Kuijlaars by reducing the size of a Riemann–Hilbert problem. The proof relies on the fact that the matrix valued weight possesses eigenvalues that live on an underlying Riemann surface of genus 0. We consider this connection of independent interest; it is natural to expect that similar ideas can be used for other matrix valued OPs, as long as the corresponding Riemann surface is of genus 0. The rest of the method consists of two parts, and mainly follows the lines of a previous work of Charlier, Duits, Kuijlaars and Lenells. First, we perform a Deift–Zhou steepest descent analysis to obtain asymptotics for the scalar valued OPs. The main difficulty is the study of an equilibrium problem in the complex plane. Second, the asymptotics for the OPs are substituted in the double contour integral and the latter is analyzed using the saddle point method. Our main results are the limiting densities of the lozenges in the disordered flower‐shaped region. However, we stress that the method allows in principle to rigorously compute other meaningful probabilistic quantities in the model.     

Optimal control of lumped parameter systems via shifted Legendre polynomial approximation

Shifted Legendre polynomial functions are employed to solve the linear-quadratic optimal control problem for lumped parameter system. Using the characteristics of the shifted Legendre polynomials, the system equations and the adjoint equations of the optimal control problem are reduced to functional ordinary differential equations. The solution of the functional differential equations are obtained in a series of the shifted Legendre functions. The operational matrix for the integration of the shifted Legendre polynomial functions is also introduced in the simulation step in order to simplify the computational procedure. An illustrative example of an optimal control problem is given, and the computational results are compared with those of the exact solution. The proposed method is effective and accurate.     

Dynamics and interpretation of some integrable systems via multiple orthogonal polynomials

High-order non-symmetric difference operators with complex coefficients are considered. The correspondence between dynamics of the coefficients of the operator defined by a Lax pair and its resolvent function is established. The method of investigation is based on the analysis of the moments for the operator. The solution of a discrete dynamical system is studied. We give explicit expressions for the resolvent function and, under some conditions, the representation of the vector of functionals, associated with the solution for the integrable systems.     

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,