The umbral calculus and orthogonal polynomials

We determine all orthogonal polynomials having Boas-Buck generating functions g(t)(xf(t)), where% MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacqqHOo% qwcaGGOaGaamiDaiaacMcacqGH9aqpruqqYLwySbacfaGaa8hiamaa% BeaaleaacaaIWaaabeaakiaadAeacaqGGaWaaSbaaSqaaiaabgdaae% qaaOGaaeikaiaadggacaGGSaGaa8hiaiaadshacaqGPaGaaeilaiaa% bccacaqGGaGaaeiiaiaadggacqGHGjsUcaaIWaGaaiilaiaa-bcacq% GHsislcaaIXaGaaiilaiaa-bcacqGHsislcaaIYaGaaiilaiablAci% ljaacUdaaeaacqqHOoqwcaGGOaGaamiDaiaacMcacqGH9aqpcaWFGa% WaaSraaSqaaiaaicdaaeqaaOGaamOraiaabccadaWgaaWcbaGaaeOm% aaqabaGccaGGOaWaaSqaaSqaaiaaigdaaeaacaaIZaaaaOGaaiilai% aa-bcadaWcbaWcbaGaaGOmaaqaaiaaiodaaaGccaGGSaGaa8hiaiaa% dshacaGGPaGaa8hiamaaBeaaleaacaaIWaaabeaakiaadAeacaqGGa% WaaSbaaSqaaiaabkdaaeqaaOGaaeikamaaleaaleaacaaIYaaabaGa% aG4maaaakiaacYcacaWFGaWaaSqaaSqaaiaaisdaaeaacaaIZaaaaO% Gaaiilaiaa-bcacaWG0bGaaiykaiaacYcacaWFGaWaaSraaSqaaiaa% icdaaeqaaOGaamOraiaabccadaWgaaWcbaGaaeOmaaqabaGccaGGOa% WaaSqaaSqaaiaaisdaaeaacaaIZaaaaOGaaiilaiaa-bcadaWcbaWc% baGaaGynaaqaaiaaiodaaaGccaGGSaGaa8hiaiaadshacaGGPaGaai% 4oaaqaaiabfI6azjaacIcacaWG0bGaaiykaiabg2da9iaa-bcadaWg% baWcbaGaaGimaaqabaGccaWGgbGaaeiiamaaBaaaleaacaqGZaaabe% aakiaacIcadaWcbaWcbaGaaGymaaqaaiaaisdaaaGccaGGSaGaa8hi% amaaleaaleaacaaIYaaabaGaaGinaaaakiaacYcacaWFGaWaaSqaaS% qaaiaaiodaaeaacaaI0aaaaOGaaiilaiaa-bcacaWG0bGaaiykaiaa% -bcadaWgbaWcbaGaaGimaaqabaGccaWGgbGaaeiiamaaBaaaleaaca% qGZaaabeaakiaabIcadaWcbaWcbaGaaGOmaaqaaiaaisdaaaGccaGG% SaGaa8hiamaaleaaleaacaaIZaaabaGaaGinaaaakiaacYcacaWFGa% WaaSqaaSqaaiaaiwdaaeaacaaI0aaaaOGaaiilaiaa-bcacaWG0bGa% aiykaiaacYcaaeaadaWgbaWcbaGaaGimaaqabaGccaWGgbGaaeiiam% aaBaaaleaacaqGZaaabeaakiaacIcadaWcbaWcbaGaaG4maaqaaiaa% isdaaaGccaGGSaGaa8hiamaaleaaleaacaaI1aaabaGaaGinaaaaki% aacYcacaWFGaWaaSqaaSqaaiaaiAdaaeaacaaI0aaaaOGaaiilaiaa% -bcacaWG0bGaaiykaiaacYcacaGGUaGaa8hiamaaBeaaleaacaaIWa% aabeaakiaadAeacaqGGaWaaSbaaSqaaiaabodaaeqaaOGaaeikamaa% leaaleaacaaI1aaabaGaaGinaaaakiaacYcacaWFGaWaaSqaaSqaai% aaiAdaaeaacaaI0aaaaOGaaiilaiaa-bcadaWcbaWcbaGaaG4naaqa% aiaaisdaaaGccaGGSaGaa8hiaiaadshacaGGPaGaaiOlaaaaaa!C1F3!\[\begin{gathered}\Psi (t) = {}_0F{\text{ }}_{\text{1}} {\text{(}}a, t{\text{), }}a \ne 0, - 1, - 2, \ldots ; \hfill \\\Psi (t) = {}_0F{\text{ }}_{\text{2}} (\tfrac{1}{3}, \tfrac{2}{3}, t) {}_0F{\text{ }}_{\text{2}} {\text{(}}\tfrac{2}{3}, \tfrac{4}{3}, t), {}_0F{\text{ }}_{\text{2}} (\tfrac{4}{3}, \tfrac{5}{3}, t); \hfill \\\Psi (t) = {}_0F{\text{ }}_{\text{3}} (\tfrac{1}{4}, \tfrac{2}{4}, \tfrac{3}{4}, t) {}_0F{\text{ }}_{\text{3}} {\text{(}}\tfrac{2}{4}, \tfrac{3}{4}, \tfrac{5}{4}, t), \hfill \\{}_0F{\text{ }}_{\text{3}} (\tfrac{3}{4}, \tfrac{5}{4}, \tfrac{6}{4}, t),. {}_0F{\text{ }}_{\text{3}} {\text{(}}\tfrac{5}{4}, \tfrac{6}{4}, \tfrac{7}{4}, t). \hfill \\\end{gathered}\]We also determine all Sheffer polynomials which are orthogonal on the unit circle. The formula for the product of polynomials of the Boas-Buck type is obtained.     

Applications of the classical umbral calculus

We describe applications of the classical umbral calculus to bilinear generating functions for polynomial sequences, identities for Bernoulli and related numbers, and Kummer congruences.Dedicated to the Memory of Gian-Carlo Rota     

Set maps, umbral calculus, and the chromatic polynomial

Some important properties of the chromatic polynomial also hold for any polynomial set map satisfying

     

Positivity properties in noncommutative convolution algebras with applications in pseudo-differential calculus

We study , of all such that for every ?∈C^∞₀, where denotes the twisted convolution. We prove that certain boundedness for are completely determined of the behaviour for a at origin, for example that , and that if a(0)<∞, then a∈L²∩L^∞. We use the results in order to determine wether positive pseudo-differential operators belong to certain Schatten-casses or not.     

Combined sinh-cosh-Gordon equation: Symmetry reductions,exact solutions and conservation laws

Abstract

In this paper we study the combined sinh-cosh-Gordon equation, which arises in mathematical physics and has a wide range of scientific applications that range from chemical reactions to water surface gravity waves. We employ Lie symmetry analysis along with the simplest equation method to obtain exact solutions based on the optimal systems of one-dimensional subalgebras for the combined sinh-cosh-Gordon equation. Furthermore, conservation laws for the combined sinh-cosh-Gordon equation are derived by employing two different methods; the direct method and new conservation theorem.     

Hypergeometric symbolic calculus. II - Systems of confluent equations

We apply the hypergeometric symbolic calculus introduced in the previous work [A. Debiard, B. Gaveau, Hypergeometric symbolic calculus. I - Systems of two symbolic hypergeometric equations] to the determination of the general solution of degenerate hypergeometric equations in two variables and to the determination of a basis of the vector space of solutions of the 20 confluent systems of Horn.     

Lie algebras and recurrence relations I

We study representations of the Heisenberg-Weyl algebra and a variety of Lie algebras, e.g., su(2), related through various aspects of the spectral theory of self-adjoint operators, the theory of orthogonal polynomials, and basic quantum theory. The approach taken here enables extensions from the one-variable case to be made in a natural manner. Extensions to certain infinite-dimensional Lie algebras (continuous tensor products, q-analogs) can be found as well. Particularly, we discuss the relationship between generating functions and representations of Lie algebras, spectral theory for operators that lead to systems of orthogonal polynomials and, importantly, the precise connection between the representation theory of Lie algebras and classical probability distributions is presented via the notions of quantum probability theory. Coincidentally, our theory is closed connected to the study of exponential families with quadratic variance in statistical theory.     

An efficient control variate method for pricing variance derivatives

This paper studies the pricing of variance swap derivatives with stochastic volatility by the control variate method. A closed form solution is derived for the approximate model with deterministic volatility, which plays the key role in the paper, and an efficient control variate technique is therefore proposed when the volatility obeys the log-normal process. By the analysis of moments for the underlying processes, the optimal volatility function in the approximate model is constructed. The numerical results show the high efficiency of our method; the results coincide with the theoretical results. The idea in the paper is also applicable for the valuation of other types of variance swap, options with stochastic volatility and other financial derivatives with multi-factor models.     

The optimal Euclidean L-Sobolev logarithmic inequality

We prove an optimal logarithmic Sobolev inequality in . Explicit minimizers are given. This result is connected with best constants of a special class of Gagliardo-Nirenberg-type inequalities.     

Symbolic calculus for boundary value problems on manifolds with edges

Boundary value problems for (pseudo-) differential operators on a manifold with edges can be characterised by a hierarchy of symbols. The symbolic structure is responsible for ellipticity and for the nature of parametrices within an algebra of “edge-degenerate” pseudo-differential operators. The edge symbolic component of that hierarchy takes values in boundary value problems on an infinite model cone, with edge variables and covariables as parameters. Edge symbols play a crucial role in this theory, in particular, the contribution with holomorphic operator-valued Mellin symbols. We establish a calculus in a framework of “twisted homogeneity” that refers to strongly continuous groups of isomorphisms on weighted cone Sobolev spaces. We then derive an equivalent representation with a particularly transparent composition behaviour.     

Fractional evolution Dirac-like equations: Some properties and a discrete Von Neumann-type analysis

A system of fractional evolution equations results from employing the tool of the Fractional Calculus and following the method used by Dirac to obtain his well-known equation from Klein–Gordon’s one. It represents a possible interpolation between Dirac and diffusion and wave equations in one space dimension.     

A criterion on the semisimple Brauer algebras

In this paper, we give a necessary and sufficient condition for a Brauer algebra to be semisimple.     

Some results on the qualitative properties of positive solutions of quasilinear elliptic equations

We consider the Dirichlet problem in Ω with zero Dirichlet boundary conditions. We prove local summability properties of and we exploit these results to give geometric characterizations of the critical set . We extend to the case of changing sign nonlinearities some results known in the case f(s) > 0 for s > 0. Berardino Sciunzi: Supported by MURST, Project “Metodi Variazionali ed Equazioni Differenziali Non Lineari”     

Inverse problem of the calculus of variations on Lie groups

This article studies the inverse problem of the calculus of variations for the special case of the geodesic flow associated to the canonical symmetric bi-invariant connection of a Lie group. Necessary background on the differential geometric structure of the tangent bundle of a manifold as well as the Fröhlicher-Nijenhuis theory of derivations is introduced briefly. The first obstructions to the inverse problem are considered in general and then as they appear in the special case of the Lie group connection. Thereafter, higher order obstructions are studied in a way that is impossible in general. As a result a new algebraic condition on the variational multiplier is derived, that involves the Nijenhuis torsion of the Jacobi endomorphism. The Euclidean group of the plane is considered as a working example of the theory and it is shown that the geodesic system is variational by applying the Cartan-Kähler theorem. The same system is then reconsidered locally and a closed form solution for the variational multiplier is obtained. Finally some more examples are considered that point up the strengths and weaknesses of the theory.     

On the discretization of a partial differential equation in the neighborhood of a periodic orbit

Sumamry This article is concerned with the comparison of the dynamic of a partial differential equation and its time discretization. We restrict our attention to the neighborhood of a hyperbolic periodic orbit. We show that the discretization possesses an invariant closed curve near the periodic orbit and that the trajectories of the semigroups defined by the partial differential equations and its approximation are close in a sense to be precised provided that different data are allowed. This answers partly an open problem posed in [4]. Examples of application to dissipative partial equations are provided.     

Existence, non-existence and asymptotic behavior of global solutions to the Cauchy problem for systems of semilinear hyperbolic equations with damping terms

We consider the Cauchy problem for systems of semilinear hyperbolic equations. Using the L_p→L_q type estimation for the corresponding linear parts, the existence and uniqueness of weak global solutions are investigated. We also established the behavior of solutions and their derivatives as t→+∞. Using the method of test functions developed in the works (Mitidieri and Pokhozhaev, 2001 [11], Veron and Pohozaev, 2001 [12] and Caristi, 2000 [23]) we obtain the analogue of the Fujita-Hayakawa type criterion for the absence of global solutions to some system of semilinear hyperbolic inequalities with damping. It follows that the conditions of existence theorem imposed on the growth of nonlinear parts are exact in some sense.     

Para-orthogonal Laurent polynomials and associated sequences of rational functions

On the space, , of Laurent polynomials (L-polynomials) we consider a linear functional which is positive definite on (0, ) and is defined in terms of a given bisequence, { _k } _– . Two sequences of orthogonal L-polynomials, {Q _n (z) ₀ and , are constructed which span in the order {1,z ^–1,z,z ^–2,z ²,...} and {1,z,z ^–1,z ²,z ^–2,...} respectively. Associated sequences of L-polynomials {P _n (z) ₀ , and are introduced and we define rational functions , wherew is a fixed positive number. The partial fraction decomposition and integral representation of,M _n (z, w) are given and correspondence of {M _n (z, w)} is discussed. We get additional solutions to the strong Stieltjes moment problem from subsequences of {M _n (z, w)}. In particular when { _k } _– is a log-normal bisequence, {M _2n (z, w)} and {M _2n+1 (z, w)} yield such solutions.Research supported in part by the National Science Foundation under Grant DMS-9103141.