A note on the theorems of M.G. Krein and L.A. Sakhnovich on continuous analogs of orthogonal polynomials on the circle

Continuous analogs of orthogonal polynomials on the circle are solutions of a canonical system of differential equations, introduced and studied by Krein and recently generalized to matrix systems by Sakhnovich. We prove that the continuous analogs of the adjoint polynomials converge in the upper half-plane in the case of L² coefficients, but in general the limit can be defined only up to a constant multiple even when the coefficients are in L^p for any p>2, the spectral measure is absolutely continuous and the Szegö-Kolmogorov-Krein condition is satisfied. Thus, we point out that Krein's and Sakhnovich's papers contain an inaccuracy, which does not undermine known implications from these results.     

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.     

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.     

Lyapunov,Bézout,and Hankel

Given a polynomial f of degree n, we denote by C its companion matrix, and by S the truncated shift operator of order n. We consider Lyapunov-type equations of the form X?SXC=>W and X?CXS=W. We derive some properties of these equations which make it possible to characterize Bezoutian matrices as solutions of the first equation with suitable right-hand sides W (similarly for Hankel and the second equation) and to write down explicit expressions for these solutions. This yields explicit factorization formulae for polynomials in C, for the Schur-Cohn matrix, and for matrices satisfying certain intertwining relations, as well as for Bezoutian matrices.     

Matrix Valued Orthogonal Polynomials Arising from the Complex Projective Space

The main purpose of this paper is to display new families of matrix valued orthogonal polynomials satisfying second-order differential equations, obtained from the representation theory of U(n). Given an arbitrary positive definite weight matrix W(t) one can consider the corresponding matrix valued orthogonal polynomials. These polynomials will be eigenfunctions of some symmetric second-order differential operator D only for very special choices of W(t). Starting from the theory of spherical functions associated to the pair (SU(n+1), U(n)) we obtain new families of such pairs {W,D}. These depend on enough integer parameters to obtain an immediate extension beyond these cases.     

Fractional-Parabolic Systems

We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzhrbashyan fractional derivative in the time variable t. The class of systems considered in the paper is a fractional extension of the class of systems of the first order in t satisfying the uniform strong parabolicity condition. We construct and investigate the Green matrix of the Cauchy problem. While similar results for the fractional diffusion equations were based on the H-function representation of the Green matrix for equations with constant coefficients (not available in the general situation), here we use, as a basic tool, the subordination identity for a model homogeneous system. We also prove a uniqueness result based on the reduction to an operator-differential equation.     

Computation of the canonical polynomials and applications to some optimal control problems

The Tau method is a numerical technique that consists in constructing polynomial approximate solutions for ordinary differential equations. This method has two approaches: operational and recursive. The former converts the differential problem to a matrix problem and produces approximations in terms of a prescribed orthogonal polynomials basis. In the recursive approach, we construct approximate solutions in terms of a special set of polynomials {Q _k (t); k?=?0, 1, 2...} called canonical polynomials basis. In some cases, the Q _k ??s can be obtained explicitly through a recursive formula. But no analogous formulae are reported in the literature for the general cases. In this paper, utilizing the operational Tau method, we develop an algorithm that allows to generate those canonical polynomials iteratively and explicitly. In addition, we demonstrate the capability of the operational Tau method in treating quadratic optimal control problems governed by ordinary differential equations.     

Unicity of meromorphic solutions of partial differential equations

In this survey, results on the existence, growth, uniqueness, and value distribution of meromorphic (or entire) solutions of linear partial differential equations of the second order with polynomial coefficients that are similar or different from that of meromorphic solutions of linear ordinary differential equations have been obtained. We have characterized those entire solutions of a special partial differential equation that relate to Jacobian polynomials. We prove a uniqueness theorem of meromorphic functions of several complex variables sharing three values taking into account multiplicity such that one of the meromorphic functions satisfies a nonlinear partial differential equations of the first order with meromorphic coefficients, which extends the Brosch??s uniqueness theorem related to meromorphic solutions of nonlinear ordinary differential equations of the first order.     

Some Results on the Coefficients of Integrated Expansions of Ultraspherical Polynomials and their Integrals

The formula of expressing the coefficients of an expansion of ultraspherical polynomials that has been integrated an arbitrary number of times in terms of the coefficients of the original expansion is stated in a more compact form and proved in a simpler way than the formula of Phillips and Karageorghis (1990). A new formula is proved for the q times integration of ultraspherical polynomials, of which the Chebyshev polynomials of the first and second kinds and Legendre polynomials are important special cases. An application of these formulae for solving ordinary differential equations with varying coefficients is discussed.     

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.     

Hall Polynomials for Affine Quivers of Type Am（m≥1）

It is well known that Hall polynomials as structural coefficients play an important role in the structure of Lie algebras and quantum groups. By using the properties of representation categories of affine quivers, the task of computing Hall polynomials for affine quivers can be reduced to counting the numbers of solutions of some matrix equations. This method has been applied to obtain Hall polynomials for indecomposable representations of quivers of type Am（m≥1）     

An algebra of differential operators and generating functions on the set of univalent functions

With a method close to that of Kirillov [4], we define sequences of vector fields on the set of univalent functions and we construct systems of partial differential equations which have the sequence of the Faber polynomials (F_n) as a solution. Through the Faber polynomials and Grunsky coefficients, we obtain the generating functions for some of the sequences of vector fields.     

An existence and uniqueness criterion for solutions of boundary value problems

In this paper a technique is developed for the study of the existence and uniqueness of solutions to nth order ordinary differential equations satisfying n-point boundary conditions. Liapunov-like functions are employed to determine the existence and uniqueness of solutions to linear equations satisfying the boundary conditions, and these solutions are in turn used to determine existence for the general nonlinear case. A by-product of this technique is a matching technique for linear equations by which solutions of certain k-point boundary value problems (k < n) can be matched to extend the interval of existence for solutions to the n-point problem.     

Estimates for weak solutions of a nondiagonal parabolic system of two equations

Estimates for the L ^∞-norms of weak solutions are obtained for a model nondiagonal parabolic system of nonlinear differential equations with matrix of coefficients satisfying special structure conditions. A technique based on estimating the certain function of unknowns is employed to this end.     

Extending the notions of companion and infinite companion to matrix polynomials

The notion of infinite companion matrix is extended to the case of matrix polynomials (including polynomials with singular leading coefficient). For row reduced polynomials a finite companion is introduced as the compression of the shift matrix. The methods are based on ideas of dilation theory. Connections with systems theory are indicated. Applications to the problem of linearization of matrix polynomials, solution of systems of difference and differential equations and new factorization formulae for infinite block Hankel matrices having finite rank are shown. As a consequence, any system of linear difference or differential equations with constant coefficients can be transformed into a first order system of dimension n = deg det D.     

Matrix valued Jacobi polynomials

For every value of the parameters α,β>−1 we find a matrix valued weight whose orthogonal polynomials satisfy an explicit differential equation of Jacobi type.     

Palindromic matrix polynomials, matrix functions and integral representations

We study the properties of palindromic quadratic matrix polynomials φ(z)=P+Qz+Pz², i.e., quadratic polynomials where the coefficients P and Q are square matrices, and where the constant and the leading coefficients are equal. We show that, for suitable choices of the matrix coefficients P and Q, it is possible to characterize by means of φ(z) well known matrix functions, namely the matrix square root, the matrix polar factor, the matrix sign and the geometric mean of two matrices. Finally we provide some integral representations of these matrix functions.     

Plancherel–Rotach Asymptotics for q-Orthogonal Polynomials

We establish the Plancherel–Rotach-type asymptotics around the largest zero (the soft edge asymptotics) for some classes of polynomials satisfying three-term recurrence relations with exponentially increasing coefficients. As special cases, our results include this type of asymptotics for q ^?1-Hermite polynomials of Askey, Ismail, and Masson; q-Laguerre polynomials; and the Stieltjes–Wigert polynomials. We also introduce a one-parameter family of solutions to the q-difference equation of the Ramanujan function.     

On differential equations for orthogonal polynomials on the unit circle

In this paper we characterize sequences of orthogonal polynomials on the unit circle whose corresponding Carathéodory function satisfies a Riccati differential equation with polynomial coefficients, in terms of second order matrix differential equations. In the semi-classical case, a characterization in terms of second order linear differential equations with polynomial coefficients is deduced.     

Accurate spectral solutions for the parabolic and elliptic partial differential equations by the ultraspherical tau method

We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.