Optimally Space Localized Polynomials with Applications in Signal Processing

For the filtering of peaks in periodic signals, we specify polynomial filters that are optimally localized in space. The space localization of functions f having an expansion in terms of orthogonal polynomials is thereby measured by a generalized mean value ε(f). Solving an optimization problem including the functional ε(f), we determine those polynomials out of a polynomial space that are optimally localized. We give explicit formulas for these optimally space localized polynomials and determine in the case of the Jacobi polynomials the relation of the functional ε(f) to the position variance of a well-known uncertainty principle. Further, we will consider the Hermite polynomials as an example on how to get optimally space localized polynomials in a non-compact setting. Finally, we investigate how the obtained optimal polynomials can be applied as filters in signal processing.     

The coefficients of the Laurent series expansions of real analytic functions

Letf be a real analytic function of a real variable such that 0 is an isolated (possibly essential) singularity off. In the existing literature the coefficients of the Laurent series expansion off around 0 are obtained by applying Cauchy's integral formula to the analytic continuation off on the complex plane. Here by means of a conformal mapping we derive a formula which determines the Laurent coefficients off solely in terms of the values off and the derivatives off at a real point of analyticity off. Using a more complicated mapping, we similarly determine the coefficients of the Laurent expansion off around 0 where now 0 is a singularity off which is not necessarily isolated.     

On convolutions of Siegel modular forms

In this article we study a Rankin‐Selberg convolution of n complex variables for pairs of degree n Siegel cusp forms. We establish its analytic continuation to ?ⁿ, determine its functional equations and find its singular curves. Also, we introduce and get similar results for a convolution of degree n Jacobi cusp forms. Furthermore, we show how the relation of a Siegel cusp form and its Fourier‐Jacobi coefficients is reflected in a particular relation connecting the two convolutions studied in this paper. As a consequence, the Dirichlet series introduced by Kalinin [7] and Yamazaki [19] are obtained as particular cases. As another application we generalize to any degree the estimate on the size of Fourier coefficients given in [14]. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A tail empirical process approach to some nonstandard laws of the iterated logarithm

We show that a number of nonstandard laws of the iterated logarithm have limiting constants which may be expressed as the extreme values of functionals off, wheref varies over suitable compact sets of functions. By solving the corresponding extremal problems, we show how these constants are generated. In addition, several new laws are presented.     

On the Euler and Jacobi differential equations for variational problems with impulse parameters

We study the differential equation −(pu′)′ + qu = f with generalized coefficients for the case in which it is realized in the form of the Euler equation or the Jacobi equation for a variational problem with impulse parameters.     

Laguerre functions and representations of su(1,1)

Spectral analysis of a certain doubly infinite Jacobi operator leads to orthogonality relations for confluent hypergeometric functions, which are called Laguerre functions. This doubly infinite Jacobi operator corresponds to the action of a parabolic element of the Lie algebra su(l, 1). The Clebsch-Gordan coefficients for the tensor product representation of a positive and a negative discrete series representation of su(l,l) are determined for the parabolic bases. They turn out to be multiples of Jacobi functions. From the interpretation of Laguerre polynomials and functions as overlap coefficients, we obtain a product formula for the Laguerre polynomials, given by an integral over Laguerre functions, Jacobi functions and continuous dual Hahn polynomials.     

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.     

Compound model of the generalized oscillator. I

We study the problem of realization of a given generalized oscillator by a system of N generalized oscillators of a different type. We consider a generalized oscillator related to a fixed system of orthogonal polynomials that are determined by three-term recurrent relations and the corresponding three-diagonal Jacobi matrix J. The case N =2 was considered in a previous paper. It was shown that in this case the orthogonality measure is symmetric with respect to rotation at angle π. In this paper, we consider the case N =3. We prove that such a problem has a solution only in two cases. In the first case, the Jacobi matrix related to the given “composite” generalized oscillator has block-diagonal form and consists of similar 3×3 blocks. In the second (more interesting) possible case, the Jacobi matrix is not block-diagonal. For this matrix, we construct the corresponding system of orthogonal polynomials. This system decomposes into three series which are related to Chebyshev polynomials of the second kind. The main result of the paper is a solution of the moment problem for the corresponding Jacobi matrix. In this case, the constructed measure is symmetric with respect to rotation at angle 2π/3. Bibliography: 6 titles.     

A note on the polynomial solution of a class of dual integral equations arising in mixed boundary value problems of elasticity

Summary The present paper is concerned with finding an effective polynomial solution to a class of dual integral equations which arise in many mixed boundary value problems in the theory of elasticity. The dual integral equations are first transformed into a Fredholm integration equation of the second kind via an auxiliary function, which is next reduced to an infinite system of linear algebraic equations by representing the unknown auxiliary function in the form of an infinite series of Jacobi polynomials. The approximate solution of this infinite system of equations can be obtained by a suitable truncation. It is shown that the unknown function involving the dual integral equations can also be expressed in the form of an infinite series of Jacobi polynomials with the same expansion coefficients with no numerical integration involved. The main advantage of the present approach is that the solution of the dual integral equations thus obtained is numerically more stable than that obtained by reducing themdirectly into an infinite system of equations, insofar as the expansion coefficients are determined essentially by solving asecond kind integral equation.     

A new explicit solution method for the diffraction through a slit – Part 2

In the paper [N. Gorenflo, A new explicit solution method for the diffraction through a slit, ZAMP 53 (2002), 877–886] the problem of diffraction through a slit in a screen has been considered for arbitrary Dirichlet data, prescribed in the slit, and under the assumption that the normal derivative of the diffracted wave vanishes on the screen itself. For this problem certain functions with the following properties have been constructed: Each function f is defined on the whole of R and on the screen the values f(x), |x|  ≥  1, are the Dirichlet data of the diffracted wave which takes on the Dirichlet data f(x), |x|  ≤  1, in the slit. The problem of expanding arbitrary Dirichlet data, prescribed in the slit, into a series of functions of the considered form has been addressed, but not solved in a satisfactory way (only the application of the Gram-Schmidt orthogonalization process to such functions has been proposed). In this continuation of the aforementioned paper we choose the remaining degrees of freedom in the earlier given representations of such functions in a certain way. The resulting concrete functions can be expressed by Hankel functions and explicitly given coefficients. We suggest the expansion of arbitrary Dirichlet data, prescribed in the slit, into a series of these functions, here the expansion coefficients can be expressed explicitly by certain moments of the expanded data. Using this expansion, the diffracted wave can be expressed in an explicit form. In the future it should be examined whether similar techniques as those which are presented in the present paper can be used to solve other canonical diffraction problems, inclusively vectorial diffraction problems.     

On the continuum limit of a discrete inverse spectral problem on optimal finite difference grids

We consider finite difference approximations of solutions of inverse Sturm‐Liouville problems in bounded intervals. Using three‐point finite difference schemes, we discretize the equations on so‐called optimal grids constructed as follows: For a staggered grid with 2 k points, we ask that the finite difference operator (a k × k Jacobi matrix) and the Sturm‐Liouville differential operator share the k lowest eigenvalues and the values of the orthonormal eigenfunctions at one end of the interval. This requirement determines uniquely the entries in the Jacobi matrix, which are grid cell averages of the coefficients in the continuum problem. If these coefficients are known, we can find the grid, which we call optimal because it gives, by design, a finite difference operator with a prescribed spectral measure. We focus attention on the inverse problem, where neither the coefficients nor the grid are known. A key question in inversion is how to parametrize the coefficients, i.e., how to choose the grid. It is clear that, to be successful, this grid must be close to the optimal one, which is unknown. Fortunately, as we show here, the grid dependence on the unknown coefficients is weak, so the inversion can be done on a precomputed grid for an a priori guess of the unknown coefficients. This observation leads to a simple yet efficient inversion algorithm, which gives coefficients that converge pointwise to the true solution as the number k of data points tends to infinity. The cornerstone of our convergence proof is showing that optimal grids provide an implicit, natural regularization of the inverse problem, by giving reconstructions with uniformly bounded total variation. The analysis is based on a novel, explicit perturbation analysis of Lanczos recursions and on a discrete Gel'fand‐Levitan formulation. © 2005 Wiley Periodicals, Inc.     

Fourier–Jacobi Type Spherical Functions for Discrete Series Representations of Sp(2, R)

In this paper we define a kind of generalized spherical functions on Sp(2, R). We call it Fourier–Jacobi type, since it can be considered as a generalized Whittaker model associated with the Jacobi maximal parabolic subgroup. Also we give the multiplicity theorem and an explicit formula of these functions for discrete series representations of Sp(2, R).     

A new explicit solution method for the diffraction through a slit – Part 2

In the paper [N. Gorenflo, A new explicit solution method for the diffraction through a slit, ZAMP 53 (2002), 877–886] the problem of diffraction through a slit in a screen has been considered for arbitrary Dirichlet data, prescribed in the slit, and under the assumption that the normal derivative of the diffracted wave vanishes on the screen itself. For this problem certain functions with the following properties have been constructed: Each function f is defined on the whole of R and on the screen the values f(x), |x| ≥ 1, are the Dirichlet data of the diffracted wave which takes on the Dirichlet data f(x), |x| ≤ 1, in the slit. The problem of expanding arbitrary Dirichlet data, prescribed in the slit, into a series of functions of the considered form has been addressed, but not solved in a satisfactory way (only the application of the Gram-Schmidt orthogonalization process to such functions has been proposed). In this continuation of the aforementioned paper we choose the remaining degrees of freedom in the earlier given representations of such functions in a certain way. The resulting concrete functions can be expressed by Hankel functions and explicitly given coefficients. We suggest the expansion of arbitrary Dirichlet data, prescribed in the slit, into a series of these functions, here the expansion coefficients can be expressed explicitly by certain moments of the expanded data. Using this expansion, the diffracted wave can be expressed in an explicit form. In the future it should be examined whether similar techniques as those which are presented in the present paper can be used to solve other canonical diffraction problems, inclusively vectorial diffraction problems.     

Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions

Asymptotic expansions for large deviation probabilities are used to approximate the cumulative distribution functions of noncentral generalized chi-square distributions, preferably in the far tails. The basic idea of how to deal with the tail probabilities consists in first rewriting these probabilities as large parameter values of the Laplace transform of a suitably defined function f_k; second making a series expansion of this function, and third applying a certain modification of Watson's lemma. The function f_k is deduced by applying a geometric representation formula for spherical measures to the multivariate domain of large deviations under consideration. At the so-called dominating point, the largest main curvature of the boundary of this domain tends to one as the large deviation parameter approaches infinity. Therefore, the dominating point degenerates asymptotically. For this reason the recent multivariate asymptotic expansion for large deviations in Breitung and Richter (1996, J. Multivariate Anal.58, 1–20) does not apply. Assuming a suitably parametrized expansion for the inverse g⁻¹ of the negative logarithm of the density-generating function, we derive a series expansion for the function f_k. Note that low-order coefficients from the expansion of g⁻¹ influence practically all coefficients in the expansion of the tail probabilities. As an application, classification probabilities when using the quadratic discriminant function are discussed.     

Approximation processes for fourier-jacobi expansions †

This paper deals with the approximation theoretic aspects of summation methods for expansions in terms of Jacobi polynomials. When a funcation f is expanded in a Fourier-Jacobi series, many summation methods for this series may be looked upon as approximation processes for the function f. The main object of this paper is to investigate the order of approximation of these processes and to characterize the functions which allow a certain order of approximation. Many of these processes exhibit the phenomenon of saturation, which is equivalent to the existence of an optimal order of approximation (the saturation, which is equivalent to the existence of an optimal order of approximation (the saturation order). For the approximation processes treated in this paper the saturation order and the saturation class, that is the class if functions which can be approximated with the optimal order, are derived. The characterization of the classes of functions is accomplished by means of the theory of intermediate spaces due to Peetre[19] (compare Butzer and Berens [7]). Another basic tool in this work is the convolution structure for Jacobi series, introduced by Askey and Wainger [1] (see also Gasper [14], {15})     

Connection coefficients, orthogonal polynomials and the WZ-algorithms

In this paper we explore the relationship between the coefficients in the expansion of a function f(x) in orthogonal polynomials and the coefficients for the expansion of (1-x) ^m f(x), with particular attention to the case of Jacobi polynomials. Such problems arise frequently in computational chemistry. The analysis of the situation is substantially assisted by the use of two of the so-called Wilf-Zeilberger algorithms: the algorithm zeil and the algorithm hyper. We explain these algorithms and give several examples. This revised version was published online in June 2006 with corrections to the Cover Date.     

Jacobi–Hecke algebras and a rationality theorem for a formal Hecke series

It is well known that the L-function associated to a Siegel eigenform f is equal to a Rankin-Selberg type zeta-integral involving f and a restricted Eisenstein series ([3], [14]). At some point in the proof one has to show the equality of a certain Dirichlet series and the L-function, which follows from a rationality theorem for a certain formal power series over the Hecke algebra. The main purpose of this paper is to develop a Hecke theory for the Jacobi group and to prove such a rationality theorem. Received: 17 August 1998 / Revised version: 17 February 1999     

An application of <Emphasis Type="Italic">H</Emphasis>-differentiability to nonnegative and unrestricted generalized complementarity problems

This paper deals with nonnegative nonsmooth generalized complementarity problem, denoted by GCP(f,g). Starting with H-differentiable functions f and g, we describe H-differentials of some GCP functions and their merit functions. We show how, under appropriate conditions on H-differentials of f and g, minimizing a merit function corresponding to f and g leads to a solution of the generalized complementarity problem. Moreover, we generalize the concepts of monotonicity, P ₀-property and their variants for functions and use them to establish some conditions to get a solution for generalized complementarity problem. Our results are generalizations of such results for nonlinear complementarity problem when the underlying functions are C ¹, semismooth, and locally Lipschitzian.     

Singularity conjecture and constructions of Jacobi forms

This paper verifies the singularity conjecture for Jacobi forms with higher degree in some typical cases, and gives constructions for the Jacobi cusp forms whose Fourier coefficients can be expressed by some kind of Rankin-typeL-series.     

On an Extended Lagrange Claim

Lagrange once made a claim having the consequence that a smooth function f has a local minimum at a point if all the directional derivatives of f at that point are nonnegative. That the Lagrange claim is wrong was shown by a counterexample given by Peano. In this note, we show that an extended claim of Lagrange is right. We show that, if all the lower directional derivatives of a locally Lipschitz function f at a point are positive, then f has a strict minimum at that point.