N-symmetric Chebyshev polynomials in a composite model of a generalized oscillator

We continue to study a composite model of a generalized oscillator generated by an N-periodic Jacobi matrix. The foundation of the model is a system of orthogonal polynomials connected to this matrix for N = 3, 4, 5. We show that such polynomials do not exist for N ?? 6.     

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.     

Differential equations for the elementary 3-symmetric Chebyshev polynomials

We continue the study of a “compound model of a generalized oscillator” and related elementary 3-symmetric Chebyshev polynomials. For these polynomials, we obtain second-order differential equations which are of Fuchs type and have 13 singular points. In the considered simplest case, the obtained results give us an answer to a more general question: What changes in the differential equations for polynomials of the Askey–Wilson scheme when the Jacobi matrix related to these polynomials is perturbed by a diagonal matrix with a complex diagonal? Bibliography: 8 titles.     

A Jacobi spectral Galerkin method for the integrated forms of fourth‐order elliptic differential equations

This article analyzes the solution of the integrated forms of fourth‐order elliptic differential equations on a rectilinear domain using a spectral Galerkin method. The spatial approximation is based on Jacobi polynomials P (x), with α, β ∈ (?1, ∞) and n the polynomial degree. For α = β, one recovers the ultraspherical polynomials (symmetric Jacobi polynomials) and for α = β = ?½, α = β = 0, the Chebyshev of the first and second kinds and Legendre polynomials respectively; and for the nonsymmetric Jacobi polynomials, the two important special cases α = ?β = ±½ (Chebyshev polynomials of the third and fourth kinds) are also recovered. The two‐dimensional version of the approximations is obtained by tensor products of the one‐dimensional bases. The various matrix systems resulting from these discretizations are carefully investigated, especially their condition number. An algebraic preconditioning yields a condition number of O(N), N being the polynomial degree of approximation, which is an improvement with respect to the well‐known condition number O(N⁸) of spectral methods for biharmonic elliptic operators. The numerical complexity of the solver is proportional to N^d+1 for a d‐dimensional problem. This operational count is the best one can achieve with a spectral method. The numerical results illustrate the theory and constitute a convincing argument for the feasibility of the method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

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.     

Hermitean Matrix Ensembles and Orthogonal Polynomials

In this article, we investigate orthogonal polynomials associated with complex Hermitean matrix ensembles using the combination of the methods of Coulomb fluid (or potential theory), chain sequences, and Birkhoff–Trjitzinsky theory. We give a general formula for the largest eigenvalue of the N×N Jacobi matrices (which is equivalent to estimating the largest zero of a sequence of orthogonal polynomials) and the two-level correlation function for the α ensembles (α>0) introduced previously for α>1. In the case of 0<α<1, we give a natural representation for the weight function that is a special case of the general Nevanlinna parametrization. We also discuss Hermitean matrix ensembles associated with general indeterminate moment problems.     

Generalized oscillator and its coherent states

We construct a system (a generalized oscillator) that is similar to the oscillator and is related to a system of orthogonal polynomials on the real axis. We define coherent states in the Fock space associated with the generalized oscillator. In the example of the generalized oscillator related to the Gegenbauer polynomials, we prove the (super)completeness of these coherent states, i.e., we construct a measure determining a partition of unity. We present a formula that allows calculating the Mandel parameter for the constructed coherent states. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 153, No. 3, pp. 363–380, December, 2007.     

Recursive Three-Term Recurrence Relations for?the?Jacobi Polynomials on a Triangle

Given a suitable weight on ℝ ^d , there exist many (recursive) three-term recurrence relations for the corresponding multivariate orthogonal polynomials. In principle, these can be obtained by calculating pseudoinverses of a sequence of matrices. Here we give an explicit recursive three-term recurrence for the multivariate Jacobi polynomials on a simplex. This formula was obtained by seeking the best possible three-term recurrence. It defines corresponding linear maps, which have the same symmetries as the spaces of Jacobi polynomials on which they are defined. The key idea behind this formula is that some Jacobi polynomials on a simplex can be viewed as univariate Jacobi polynomials, and for these the recurrence reduces to the univariate three-term recurrence.     

Toda-type differential equations for the recurrence coefficients of orthogonal polynomials and Freud transformation

Transformations of the measure of orthogonality for orthogonal polynomials, namely Freud transformations, are considered. Jacobi matrix of the recurrence coefficients of orthogonal polynomials possesses an isospectral deformation under these transformations. Dynamics of the coefficients are described by generalized Toda equations. The classical Toda lattice equations are the simplest special case of dynamics of the coefficients under the Freud transformation of the measure of orthogonality. Also dynamics of Hankel determinants, its minors and other notions corresponding to the orthogonal polynomials are studied.     

Coherent states for a generalized oscillator with a finite-dimensional Hilbert space

A construction of oscillator-like systems connected with a given set of orthogonal polynomials and coherent states for such systems developed by the authors is extended to the case of systems with a finite-dimensional state space. As an example, we consider a generalized oscillator connected with Krawtchouk polynomials. Bibliography: 24 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 335, 2006, pp. 75–99.     

Generalized coherent states for oscillators connected with Meixner and Meixner—Pollaczek polynomials

The authors continue to study generalized coherent states for oscillator-like systems connected with a given family of orthogonal polynomials. In this work, we consider oscillators connected with Meixner and Meixner— Pollaczek polynomials and define generalized coherent states for these oscillators. A completeness condition for these states is proved by solution of a related classical moment problem. The results are compared with the other authors ones. In particular, we show that the Hamiltonian of the relativistic model of a linear harmonic oscillator can be treated as the linearization of a quadratic Hamiltonian, which arises naturally in our formalism. Bibliography: 56 titles. The authors dedicate this work to their friend and colleague P. P. Kulish on the occasion of his 60th birthday __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 317, 2004, pp. 66–93.     

Strong asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight

We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on [−1,1]. The recurrence coefficients can be written in terms of the solution of the corresponding Riemann–Hilbert (RH) problem for orthogonal polynomials. Using the steepest descent method of Deift and Zhou, we analyze the RH problem, and obtain complete asymptotic expansions of the recurrence coefficients. We will determine explicitly the order 1/n terms in the expansions. A critical step in the analysis of the RH problem will be the local analysis around the algebraic singularities, for which we use Bessel functions of appropriate order. In addition, the RH approach gives us also strong asymptotics of the orthogonal polynomials near the algebraic singularities in terms of Bessel functions.     

A new algorithm for computing the Geronimus transformation with large shifts

A monic Jacobi matrix is a tridiagonal matrix which contains the parameters of the three-term recurrence relation satisfied by the sequence of monic polynomials orthogonal with respect to a measure. The basic Geronimus transformation with shift α transforms the monic Jacobi matrix associated with a measure dμ into the monic Jacobi matrix associated with dμ/(x − α) + Cδ(x − α), for some constant C. In this paper we examine the algorithms available to compute this transformation and we propose a more accurate algorithm, estimate its forward errors, and prove that it is forward stable. In particular, we show that for C = 0 the problem is very ill-conditioned, and we present a new algorithm that uses extended precision.     

High-order generalized Gauss–Radau and Gauss–Lobatto formulae for Jacobi and Laguerre weight functions

The generation of generalized Gauss–Radau and Gauss–Lobatto quadrature formulae by methods developed by us earlier breaks down in the case of Jacobi and Laguerre measures when the order of the quadrature rules becomes very large. The reason for this is underflow resp. overflow of the respective monic orthogonal polynomials. By rescaling of the polynomials, and other corrective measures, the problem can be circumvented, and formulae can be generated of orders as high as 1,000. In memoriam Gene H. Golub.     

Polynomial approximation of functions with given order of thekth generalized modulus of smoothness

The problem of approximation by algebraic polynomials is considered on function classes characterized by the value of thekth generalized modulus of smoothness defined by the Jacobi generalized shift operator. Translated fromMatematicheskie Zametki, Vol. 63, No. 3, pp. 425–436, March, 1998.     

Approximate Properties of the de la Vallee Poussin Means for the Discrete Fourier-Jacobi Sums

We consider the system of the classical Jacobi polynomials of degree at most N which generate an orthogonal system on the discrete set of the zeros of the Jacobi polynomial of degree N. Given an arbitrary continuous function on the interval [-1,1], we construct the de la Vallee Poussin-type means for discrete Fourier–Jacobi sums over the orthonormal system introduced above. We prove that, under certain relations between N and the parameters in the definition of de la Vall'ee Poussin means, the latter approximate a continuous function with the best approximation rate in the space C[-1,1] of continuous functions.     

Computation of connection coefficients and measure modifications for orthogonal polynomials

We observe that polynomial measure modifications for families of univariate orthogonal polynomials imply sparse connection coefficient relations. We therefore propose connecting L ² expansion coefficients between a polynomial family and a modified family by a sparse transformation. Accuracy and conditioning of the connection and its inverse are explored. The connection and recurrence coefficients can simultaneously be obtained as the Cholesky decomposition of a matrix polynomial involving the Jacobi matrix; this property extends to continuous, non-polynomial measure modifications on finite intervals. We conclude with an example of a useful application to families of Jacobi polynomials with parameters (γ,δ) where the fast Fourier transform may be applied in order to obtain expansion coefficients whenever 2γ and 2δ are odd integers.     

Pseudo-Orthogonal Polynomials

We consider the classical problem of transforming an orthogonality weight of polynomials by means of the space R _n . We describe systems of polynomials called pseudo-orthogonal on a finite set of n points. Like orthogonal polynomials, the polynomials of these systems are connected by three-term relations with tridiagonal matrix which is nondecomposable but does not enjoy the Jacobi property. Nevertheless these polynomials possess real roots of multiplicity one; moreover, almost all roots of two neighboring polynomials separate one another. The pseudo-orthogonality weights are partly negative. Another result is the analysis of relations between matrices of two different orthogonal systems which enables us to give explicit conditions for existence of pseudo-orthogonal polynomials.     

Jost functions and Jost solutions for Jacobi matrices, I. A necessary and sufficient condition for Szegő asymptotics

We provide necessary and sufficient conditions for a Jacobi matrix to produce orthogonal polynomials with Szegő asymptotics off the real axis. A key idea is to prove the equivalence of Szegő asymptotics and of Jost asymptotics for the Weyl solution. We also prove L² convergence of Szegő asymptotics on the spectrum.     

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.