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.     

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).     

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.     

Orthogonal polynomials and differential equations in neutron-transport and radiative-transfer theories

There is a set of orthogonal polynomials {g_n(x)} which plays a relevant role in the treatment of the case of anisotropic scattering in neutron-transport and radiative-transfer theories. They appear also in the spherical harmonics treatment of the isotropic scattering. These polynomials are orthogonal with respect to a weight function which is continuous in the interval [−1, + 1] and has a finite number of symmetric Dirac masses. Although some other structural properties of these polynomials (e.g., the three-term recurrence relation) as well as some properties of their zeros have been published, much more need to be known. In particular, neither the second-order differential equation nor the density of zeros (i.e., the number of zeros per unit of interval) of the polynomial g_n(x) have been found. Here we obtain the second-order differential equation in the case that these polynomials are hypergeometric, so leaving open the general case. Furthermore, the exact expressions of the moments around the origin of the density of zeros of g_n(x) are given in the general case. The asymptotic density of zeros is also pointed out. Finally, these polynomials are shown to belong to the Nevai's class.     

On the relation between the full Kostant-Toda lattice and multiple orthogonal polynomials

The correspondence between a high-order non-symmetric difference operator with complex coefficients and the evolution of an operator defined by a Lax pair is established. The solution of the discrete dynamical system is studied, giving explicit expressions for the resolvent function and, under some conditions, the representation of the vector of functionals, associated with the solution for our integrable systems. The method of investigation is based on the evolutions of the matrical moments.     

The relation of the d-orthogonal polynomials to the Appell polynomials

We are dealing with the concept of d-dimensional orthogonal (abbreviated d-orthogonal) polynomials, that is to say polynomials verifying one standard recurrence relation of order d + 1. Among the d-orthogonal polynomials one singles out the natural generalizations of certain classical orthogonal polynomials. In particular, we are concerned, in the present paper, with the solution of the following problem (P): Find all polynomial sequences which are at the same time Appell polynomials and d-orthogonal. The resulting polynomials are a natural extension of the Hermite polynomials.

A sequence of these polynomials is obtained. All the elements of its (d + 1)-order recurrence are explicitly determined. A generating function, a (d + 1)-order differential equation satisfied by each polynomial and a characterization of this sequence through a vectorial functional equation are also given. Among such polynomials one singles out the d-symmetrical ones (Definition 1.7) which are the d-orthogonal polynomials analogous to the Hermite classical ones. When d = 1 (ordinary orthogonality), we meet again the classical orthogonal polynomials of Hermite.     

On differential equations for Sobolev-type Laguerre polynomials

The Sobolev-type Laguerre polynomials are orthogonal with respect to the inner product

where , and . In 1990 the first and second author showed that in the case and the polynomials are eigenfunctions of a unique differential operator of the form

where are independent of . This differential operator is of order if is a nonnegative integer, and of infinite order otherwise. In this paper we construct all differential equations of the form

where the coefficients , and are independent of and the coefficients , and are independent of , satisfied by the Sobolev-type Laguerre polynomials . Further, we show that in the case and the polynomials are eigenfunctions of a linear differential operator, which is of order if is a nonnegative integer and of infinite order otherwise. Finally, we show that in the case and the polynomials are eigenfunctions of a linear differential operator, which is of order if is a nonnegative integer and of infinite order otherwise.

     

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

(∗)     

Matrix polynomials satisfying first order differential equations and three term recurrence relations

We describe families of matrix valued polynomials satisfying simultaneously a first order differential equation and a three term recurrence relation. Our goal is to address the classification of the matrix valued polynomials satisfying first order differential equations through the solutions of the so-called bispectral problem. At the heart of this lies the need to solve some complicated nonlinear equations with matrix coefficients called ad-conditions. The solutions of these equations are studied under a variety of sufficient conditions on its coefficients.     

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.     

Lyapunov-type integral inequalities for certain higher order differential equations

In this paper, first we will give a short survey of the most basic results on Lyapunov inequality, and next we obtain this-type integral inequalities for certain higher order differential equations. Our results are sharper than some results of Yang (2003) [20].     

Solving high‐order linear differential equations by a Legendre matrix method based on hybrid Legendre and Taylor polynomials

A numerical method for solving the high‐order linear differential equations with variable coefficients under the mixed conditions is presented. The method is based on the hybrid Legendre and Taylor polynomials. The solution is obtained in terms of Legendre polynomials. Comparison of the present solution is made with the existing solution and excellent agreement is noted. Illustrative examples are included to demonstrate the validity and applicability of the technique. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Oscillations of higher order differential equations of neutral type

In this paper, sufficient conditions have been obtained for oscillation of solutions of a class of nth order linear neutral delay-differential equations. Some of these results have been used to study oscillatory behaviour of solutions of a class of boundary value problems for neutral hyperbolic partial differential equations.     

Orthogonal matrix polynomials, scalar-type Rodrigues’ formulas and Pearson equations

Some families of orthogonal matrix polynomials satisfying second-order differential equations with coefficients independent of n have recently been introduced (see [Internat. Math. Res. Notices 10 (2004) 461–484]). An important difference with the scalar classical families of Jacobi, Laguerre and Hermite, is that these matrix families do not satisfy scalar type Rodrigues’ formulas of the type (ΦⁿW)⁽ⁿ⁾W^-1, where Φ is a matrix polynomial of degree not bigger than 2. An example of a modified Rodrigues’ formula, well suited to the matrix case, appears in [Internat. Math. Res. Notices 10 (2004) 482].In this note, we discuss some of the reasons why a second order differential equation with coefficients independent of n does not imply, in the matrix case, a scalar type Rodrigues’ formula and show that scalar type Rodrigues’ formulas are most likely not going to play in the matrix valued case the important role they played in the scalar valued case. We also mention the roles of a scalar-type Pearson equation as well as that of a noncommutative version of it.     

Numerical solution of multiterm variable‐order fractional differential equations via shifted Legendre polynomials

In this paper, shifted Legendre polynomials will be used for constructing the numerical solution for a class of multiterm variable‐order fractional differential equations. In the proposed method, the shifted Legendre operational matrix of the fractional variable‐order derivatives will be investigated. The fundamental problem is reduced to an algebraic system of equations using the constructed matrix and the collocation technique, which can be solved numerically. The error estimate of the proposed method is investigated. Some numerical examples are presented to prove the applicability, generality, and accuracy of the suggested method.     

Hypergeometric series solutions of linear operator equations

Let K be a field and L:K[x]→K[x] be a linear operator acting on the ring of polynomials in x over the field K. We provide a method to find a suitable basis {b_k(x)} of K[x] and a hypergeometric term c_k such that is a formal series solution to the equation L(y(x))=0. This method is applied to construct hypergeometric representations of orthogonal polynomials from the differential/difference equations or recurrence relations they satisfied. Both the ordinary cases and the q-cases are considered.     

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,