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.     

On differential properties for bivariate orthogonal polynomials

In this paper, we consider bivariate orthogonal polynomials associated with a quasi-definite moment functional which satisfies a Pearson-type partial differential equation. For these polynomials differential properties are obtained. In particular, we deduce some structure and orthogonality relations for the successive partial derivatives of the polynomials.      

Spectral decomposition and matrix-valued orthogonal polynomials

The relation between the spectral decomposition of a self-adjoint operator which is realizable as a higher order recurrence operator and matrix-valued orthogonal polynomials is investigated. A general construction of such operators from scalar-valued orthogonal polynomials is presented. Two examples of matrix-valued orthogonal polynomials with explicit orthogonality relations and three-term recurrence relation are presented, which both can be considered as 2×2-matrix-valued analogues of subfamilies of Askey–Wilson polynomials.     

Classical orthogonal polynomials in two variables: a matrix approach

Classical orthogonal polynomials in two variables are defined as the orthogonal polynomials associated to a two-variable moment functional satisfying a matrix analogue of the Pearson differential equation. Furthermore, we characterize classical orthogonal polynomials in two variables as the polynomial solutions of a matrix second order partial differential equation. AMS subject classification 42C05, 33C50Partially supported by Ministerio de Ciencia y Tecnología (MCYT) of Spain and by the European Regional Development Fund (ERDF) through the grant BFM2001-3878-C02-02, Junta de Andalucía, G.I. FQM 0229 and INTAS Project 2000-272.     

Linear partial difference equations of hypergeometric type: Orthogonal polynomial solutions in two discrete variables

In this paper a systematic study of the orthogonal polynomial solutions of a second order partial difference equation of hypergeometric type of two variables is done. The Pearson's systems for the orthogonality weight of the solutions and also for the difference derivatives of the solutions are presented. The orthogonality property in subspaces is treated in detail, which leads to an analog of the Rodrigues-type formula for orthogonal polynomials of two discrete variables. A classification of the admissible equations as well as some examples related with bivariate Hahn, Kravchuk, Meixner, and Charlier families, and their algebraic and difference properties are explicitly given.     

Difference equations for discrete classical multiple orthogonal polynomials

For discrete multiple orthogonal polynomials such as the multiple Charlier polynomials, the multiple Meixner polynomials, and the multiple Hahn polynomials, we first find a lowering operator and then give a (r+1)th order difference equation by combining the lowering operator with the raising operator. As a corollary, explicit third order difference equations for discrete multiple orthogonal polynomials are given, which was already proved by Van Assche for the multiple Charlier polynomials and the multiple Meixner polynomials.     

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.     

Matrix orthogonal polynomials whose derivatives are also orthogonal

In this paper we prove some characterizations of the matrix orthogonal polynomials whose derivatives are also orthogonal, which generalize other known ones in the scalar case. In particular, we prove that the corresponding orthogonality matrix functional is characterized by a Pearson-type equation with two matrix polynomials of degree not greater than 2 and 1. The proofs are given for a general sequence of matrix orthogonal polynomials, not necessarily associated with a hermitian functional. We give several examples of non-diagonalizable positive definite weight matrices satisfying a Pearson-type equation, which show that the previous results are non-trivial even in the positive definite case.A detailed analysis is made for the class of matrix functionals which satisfy a Pearson-type equation whose polynomial of degree not greater than 2 is scalar. We characterize the Pearson-type equations of this kind that yield a sequence of matrix orthogonal polynomials, and we prove that these matrix orthogonal polynomials satisfy a second order differential equation even in the non-hermitian case. Finally, we prove and improve a conjecture of Durán and Grünbaum concerning the triviality of this class in the positive definite case, while some examples show the non-triviality for hermitian functionals which are not positive definite.     

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.     

On a set of orthogonal polynomials associated with a quantized physical model

In this paper we investigate a set of orthogonal polynomials. We relate the polynomials to the Biconfluent Heun equation and present an explicit expression for the polynomials in terms of the classical Hermite polynomials. The orthogonality with a varying measure and the recurrence relation are also presented.     

Choquet order for spectra of higher Lamé operators and orthogonal polynomials

We establish a hierarchy of weighted majorization relations for the singularities of generalized Lamé equations and the zeros of their Van Vleck and Heine–Stieltjes polynomials as well as for multiparameter spectral polynomials of higher Lamé operators. These relations translate into natural dilation and subordination properties in the Choquet order for certain probability measures associated with the aforementioned polynomials. As a consequence we obtain new inequalities for the moments and logarithmic potentials of the corresponding root-counting measures and their weak-^* limits in the semi-classical and various thermodynamic asymptotic regimes. We also prove analogous results for systems of orthogonal polynomials such as Jacobi polynomials.     

Complex versus real orthogonal polynomials of two variables

Orthogonal polynomials of two real variables can often be represented in complex variables. We explore the connection between the two types of representations and study the structural relations of complex orthogonal polynomials. The complex Hermite orthogonal polynomials and the disk polynomials are used as illustrating examples.     

Second-order differential equations in the Laguerre–Hahn class

Laguerre–Hahn families on the real line are characterized in terms of second-order differential equations with matrix coefficients for vectors involving the orthogonal polynomials and their associated polynomials, as well as in terms of second-order differential equation for the functions of the second kind. Some characterizations of the classical families are derived.     

Asymptotic relations between the Hahn-type polynomials and Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials

It has been shown in Ferreira et al. [Asymptotic relations in the Askey scheme for hypergeometric orthogonal polynomials, Adv. in Appl. Math. 31(1) (2003) 61–85], López and Temme [Approximations of orthogonal polynomials in terms of Hermite polynomials, Methods Appl. Anal. 6 (1999) 131–146; The Askey scheme for hypergeometric orthogonal polynomials viewed from asymptotic analysis, J. Comput. Appl. Math. 133 (2001) 623–633] that the three lower levels of the Askey table of hypergeometric orthogonal polynomials are connected by means of asymptotic relations. In Ferreira et al. [Limit relations between the Hahn polynomials and the Hermite, Laguerre and Charlier polynomials, submitted for publication] we have established new asymptotic connections between the fourth level and the two lower levels. In this paper, we continue with that program and obtain asymptotic expansions between the fourth level and the third level: we derive 16 asymptotic expansions of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials. From these expansions, we also derive three new limits between those polynomials. Some numerical experiments show the accuracy of the approximations and, in particular, the accuracy in the approximation of the zeros of those polynomials.     

Matrix-valued polynomials generated by the scalar-type Rodrigues’ formulas

The properties of matrix-valued polynomials generated by the scalar-type Rodrigues’ formulas are analyzed. A general representation of these polynomials is found in terms of products of simple differential operators. The recurrence relations, leading coefficients, completeness are established, as well as, in the commutative case, the second order equations for which these polynomials are eigenfunctions and the corresponding eigenvalues, and ladder operators.A new, direct proof is given to the conjecture of Durán and Grünbaum that if the weights are self-adjoint and positive semidefinite then they are necessarily of scalar type.Commutative classes of orthogonal polynomials (corresponding to weights that are self-adjoint but not positive semidefinite) are found, which satisfy all the properties usually associated to orthogonal polynomials, and are not of scalar type.     

Matrix differential equations and scalar polynomials satisfying higher order recursions

We show that any scalar differential operator with a family of polynomials as its common eigenfunctions leads canonically to a matrix differential operator with the same property. The construction of the corresponding family of matrix valued polynomials has been studied in [A. Durán, A generalization of Favard's theorem for polynomials satisfying a recurrence relation, J. Approx. Theory 74 (1993) 83-109; A. Durán, On orthogonal polynomials with respect to a positive definite matrix of measures, Canad. J. Math. 47 (1995) 88-112; A. Durán, W. van Assche, Orthogonal matrix polynomials and higher order recurrence relations, Linear Algebra Appl. 219 (1995) 261-280] but the existence of a differential operator having them as common eigenfunctions had not been considered. This correspondence goes only one way and most matrix valued situations do not arise in this fashion. We illustrate this general construction with a few examples. In the case of some families of scalar valued polynomials introduced in [F.A. Grünbaum, L. Haine, Bispectral Darboux transformations: An extension of the Krall polynomials, Int. Math. Res. Not. 8 (1997) 359-392] we take a first look at the algebra of all matrix differential operators that share these common eigenfunctions and uncover a number of phenomena that are new to the matrix valued case.     

On the roots of the orthogonal polynomials and residual polynomials associated with a conjugate gradient method

In this paper we explore two sets of polynomials, the orthogonal polynomials and the residual polynomials, associated with a preconditioned conjugate gradient iteration for the solution of the linear system Ax = b. In the context of preconditioning by the matrix C, we show that the roots of the orthogonal polynomials, also known as generalized Ritz values, are the eigenvalues of an orthogonal section of the matrix C A while the roots of the residual polynomials, also known as pseudo-Ritz values (or roots of kernel polynomials), are the reciprocals of the eigenvalues of an orthogonal section of the matrix (C A)^?1. When C A is selfadjoint positive definite, this distinction is minimal, but for the indefinite or nonselfadjoint case this distinction becomes important. We use these two sets of roots to form possibly nonconvex regions in the complex plane that describe the spectrum of C A.     

Differential coefficients of orthogonal matrix polynomials

We find explicit formulas for raising and lowering first order differential operators for orthogonal matrix polynomials. We derive recurrence relations for the coefficients in the raising and lowering operators. Some examples are given.     

Zeros of a family of hypergeometric para‐orthogonal polynomials on the unit circle

Para‐orthogonal polynomials derived from orthogonal polynomials on the unit circle are known to have all their zeros on the unit circle. In this note we study the zeros of a family of hypergeometric para‐orthogonal polynomials. As tools to study these polynomials, we obtain new results which can be considered as extensions of certain classical results associated with three term recurrence relations and differential equations satisfied by orthogonal polynomials on the real line. One of these results which might be considered as an extension of the classical Sturm comparison theorem, enables us to obtain monotonicity with respect to the parameters for the zeros of these para‐orthogonal polynomials. Finally, a monotonicity of the zeros of Meixner‐Pollaczek polynomials is proved.     

On a class of bivariate second-order linear partial difference equations and their monic orthogonal polynomial solutions

In this paper we classify the bivariate second-order linear partial difference equations, which are admissible, potentially self-adjoint, and of hypergeometric type. Using vector matrix notation, explicit expressions for the coefficients of the three-term recurrence relations satisfied by monic orthogonal polynomial solutions are obtained in terms of the coefficients of the partial difference equation. Finally, we make a compilation of the examples existing in the literature belonging to the class analyzed in this paper, namely bivariate Charlier, Meixner, Kravchuk and Hahn orthogonal polynomials.