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.     

单位圆周上正交多项式渐近分析的Riemann-Hilbert方法

在单位圆周上考虑带特定权函数的正交多项式,利用Deift P．和Zhou X．所引进的关于振荡型Riemann-Hilbert问题的最速下降法,建立了这类正交多项式在整个复平面上的强渐近公式,发展和改进了一些经典结果．     

Strong Asymptotics of Laguerre-Type Orthogonal Polynomials and Applications in Random Matrix Theory

We consider polynomials orthogonal on [0,∞) with respect to Laguerre-type weights w(x) = x^α e^-Q(x), where α > -1 and where Q denotes a polynomial with positive leading coefficient. The main purpose of this paper is to determine Plancherel-Rotach-type asymptotics in the entire complex plane for the orthonormal polynomials with respect to w, as well as asymptotics of the corresponding recurrence coefficients and of the leading coefficients of the orthonormal polynomials. As an application we will use these asymptotics to prove universality results in random matrix theory. We will prove our results by using the characterization of orthogonal polynomials via a 2 × 2 matrix valued Riemann--Hilbert problem, due to Fokas, Its, and Kitaev, together with an application of the Deift-Zhou steepest descent method to analyze the Riemann-Hilbert problem asymptotically.     

Global Asymptotics of Orthogonal Polynomials Associated with a Generalized Freud Weight

In this paper,the authors consider the asymptotic behavior of the monic polynomials orthogonal with respect to the weight function w(x) = |x|~(2α)e~(-(x~4+tx~2)),x ∈ R,where α is a constant larger than -1/2 and t is any real number. They consider this problem in three separate cases:(i) c -2,(ii) c =-2,and(iii) c -2,where c := t N~(-1/2) is a constant,N = n + α and n is the degree of the polynomial. In the first two cases,the support of the associated equilibrium measure μ_t is a single interval,whereas in the third case the support of μ_t consists of two intervals. In each case,globally uniform asymptotic expansions are obtained in several regions. These regions together cover the whole complex plane. The approach is based on a modified version of the steepest descent method for Riemann-Hilbert problems introduced by Deift and Zhou(1993).     

Szego Orthogonal Polynomials with Respect to an Analytic Weight: Canonical Representation and Strong Asymptotics

We provide a representation in terms of certain canonical functions for a sequence of polynomials orthogonal with respect to a weight that is strictly positive and analytic on the unit circle. These formulas yield a complete asymptotic expansion for these polynomials, valid uniformly in the whole complex plane. As a consequence, we obtain some results about the distribution of zeros of these polynomials. The main technique is the steepest descent analysis of Deift and Zhou, based on the matrix Riemann-Hilbert characterization proposed by Fokas, Its, and Kitaev.     

Construction and implementation of asymptotic expansions for Jacobi–type orthogonal polynomials

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree n goes to \(\infty \). These are defined on the interval [?1, 1] with weight function

$$w(x)=(1-x)^{\alpha}(1+x)^{\beta}h(x), \quad \alpha,\beta>-1 $$

and h(x) a real, analytic and strictly positive function on [?1, 1]. This information is available in the work of Kuijlaars et al. (Adv. Math. 188, 337–398 2004), where the authors use the Riemann–Hilbert formulation and the Deift–Zhou non-linear steepest descent method. We show that computing higher-order terms can be simplified, leading to their efficient construction. The resulting asymptotic expansions in every region of the complex plane are implemented both symbolically and numerically, and the code is made publicly available. The main advantage of these expansions is that they lead to increasing accuracy for increasing degree of the polynomials, at a computational cost that is actually independent of the degree. In contrast, the typical use of the recurrence relation for orthogonal polynomials in computations leads to a cost that is at least linear in the degree. Furthermore, the expansions may be used to compute Gaussian quadrature rules in \(\mathcal {O}(n)\) operations, rather than \(\mathcal {O}(n^{2})\) based on the recurrence relation.

     

A Semi-Conjugate Matrix Boundary Value Problem for General Orthogonal Polynomials on an Arbitrary Smooth Jordan Curve

In this article, the author characterizes orthogonal polynomials on an arbitrary smooth Jordan curve by a semi-conjugate matrix boundary value problem, which is different from the Riemann-Hilbert problems that appear in the theory of Riemann -Hilbert approach to asymptotic analysis for orthogonal polynomials on a real interval introduced by Fokas, Its, and Kitaev and on the unit circle introduced by Baik, Deift, and Johansson. The author hopes that their characterization may be applied to asymptotic analysis for general orthogonal polynomials by combining with a new extension of steepest descent method which we are looking for.     

Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

We consider asymptotics for orthogonal polynomials with respect to varying exponential weights w_n(x)dx = e^−nV(x) dx on the line as n → ∞. The potentials V are assumed to be real analytic, with sufficient growth at infinity. The principle results concern Plancherel‐Rotach‐type asymptotics for the orthogonal polynomials down to the axis. Using these asymptotics, we then prove universality for a variety of statistical quantities arising in the theory of random matrix models, some of which have been considered recently in [31] and also in [4]. An additional application concerns the asymptotics of the recurrence coefficients and leading coefficients for the orthonormal polynomials (see also [4]). The orthogonal polynomial problem is formulated as a Riemann‐Hilbert problem following [19, 20]. The Riemann‐Hilbert problem is analyzed in turn using the steepest‐descent method introduced in [12] and further developed in [11, 13]. A critical role in our method is played by the equilibrium measure dμ_V for V as analyzed in [8]. © 1999 John Wiley & Sons, Inc.     

Menke points on the real line and their connection to classical orthogonal polynomials

We investigate the properties of extremal point systems on the real line consisting of two interlaced sets of points solving a modified minimum energy problem. We show that these extremal points for the intervals [−1,1], [0,∞) and (−∞,∞), which are analogues of Menke points for a closed curve, are related to the zeros and extrema of classical orthogonal polynomials. Use of external fields in the form of suitable weight functions instead of constraints motivates the study of “weighted Menke points” on [0,∞) and (−∞,∞). We also discuss the asymptotic behavior of the Lebesgue constant for the Menke points on [−1,1].     

Strong asymptotics of orthogonal polynomials with respect to exponential weights

We consider asymptotics of orthogonal polynomials with respect to weights w(x)dx = e^−Q(x) dx on the real line, where Q(x) = Σ q_k x^k, q_2m > 0, denotes a polynomial of even order with positive leading coefficient. The orthogonal polynomial problem is formulated as a Riemann‐Hilbert problem following [22, 23]. We employ the steepest‐descent‐type method introduced in [18] and further developed in [17, 19] in order to obtain uniform Plancherel‐Rotach‐type asymptotics in the entire complex plane, as well as asymptotic formulae for the zeros, the leading coefficients, and the recurrence coefficients of the orthogonal polynomials. © 1999 John Wiley & Sons, Inc.     

Hermite pseudospectral approximations. An error estimate

We find an error bound for the pseudospectral approximation of a function in terms of Hermite functions, hn(x)=e−x²Hn(x), in certain weighted Sobolev spaces. We use properties of Hermite polynomials, as well as an asymptotic expression for their largest zeroes to achieve the mentioned estimate.     

Long-time asymptotic for the Hirota equation via nonlinear steepest descent method

We present the Riemann–Hilbert problem formalism for the initial value problem for the Hirota equation on the line. We show that the solution of this initial value problem can be obtained from that of associated Riemann–Hilbert problem, which allows us to use nonlinear steepest descent method/Deift–Zhou method to analyze the long-time asymptotic for the Hirota equation.     

Connection coefficients for Laguerre-Sobolev orthogonal polynomials

Laguerre-Sobolev polynomials are orthogonal with respect to an inner product of the form , where α>−1, λ?0, and , the linear space of polynomials with real coefficients. If dμ(x)=xαe−xdx, the corresponding sequence of monic orthogonal polynomials {Q_n^(α,λ)(x)} has been studied by Marcellán et al. (J. Comput. Appl. Math. 71 (1996) 245-265), while if dμ(x)=δ(x)dx the sequence of monic orthogonal polynomials {L_n^(α)(x;λ)} was introduced by Koekoek and Meijer (SIAM J. Math. Anal. 24 (1993) 768-782). For each of these two families of Laguerre-Sobolev polynomials, here we give the explicit expression of the connection coefficients in their expansion as a series of standard Laguerre polynomials. The inverse connection problem of expanding Laguerre polynomials in series of Laguerre-Sobolev polynomials, and the connection problem relating two families of Laguerre-Sobolev polynomials with different parameters, are also considered.     

Orthogonality and recurrence for ordered Laurent polynomial sequences

We consider orderings of nested subspaces of the space of Laurent polynomials on the real line, more general than the balanced orderings associated with the ordered bases {1,z⁻¹,z,z⁻²,z²,…} and {1,z,z⁻¹,z²,z⁻²,…}. We show that with such orderings the sequence of orthonormal Laurent polynomials determined by a positive linear functional satisfies a three-term recurrence relation. Reciprocally, we show that with such orderings a sequence of Laurent polynomials which satisfies a recurrence relation of this form is orthonormal with respect to a certain positive functional.     

Long-time asymptotics of the focusing Kundu–Eckhaus equation with nonzero boundary conditions

The long-time asymptotics of the focusing Kundu–Eckhaus equation with nonzero boundary conditions at infinity is investigated by the nonlinear steepest descent method of Deift and Zhou. Three asymptotic sectors in space–time plane are found: the plane wave sector I, plane wave sector II and an intermediate sector with a modulated one-phase elliptic wave. The asymptotic solutions of the three sectors are proposed by successively deforming the corresponding Riemann–Hilbert problems to solvable model problems. Moreover, a time-dependent g-function mechanism is introduced to remove the exponential growths of the jump matrices in the modulated one-phase elliptic wave sector. Finally, the modulational instability is studied to reveal the criterion for the existence of modulated elliptic waves in the central region.     

Continuous symmetrized Sobolev inner products of order N (I)

Given a symmetrized Sobolev inner product of order N, the corresponding sequence of monic orthogonal polynomials {Qn} satisfies that Q2n(x)=Pn(x²), Q2n+1(x)=xRn(x²) for certain sequences of monic polynomials {Pn} and {Rn}. In this paper, we deduce the integral representation of the inner products such that {Pn} and {Rn} are the corresponding sequences of orthogonal polynomials. Moreover, we state a relation between both inner products which extends the classical result for symmetric linear functionals.     

Asymptotics for polynomials orthogonal over the unit disk with respect to a positive polynomial weight

We derive asymptotics for polynomials orthogonal over the complex unit disk with respect to a weight of the form ²|h(z)|, with h(z) a polynomial without zeros in |z|<1. The behavior of the polynomials is established at every point of the complex plane. The proofs are based on adapting to the unit disk a technique of J. Szabados for the asymptotic analysis of polynomials orthogonal over the unit circle with respect to the same type of weight.     

Orthogonal polynomials for Jacobi-exponential weights (1−x 2) ρ e −Q(x) on (−1,1)

This paper deals with orthogonal polynomials for Jacobi-exponential weights (1?x ²) ^ρ e ^?Q(x) on (?1,1) and gives bounds on orthogonal polynomials, zeros, and Christofel functions. In addition, restricted range inequalities are also obtained.     

A special class of polynomials orthogonal on the unit circle including the associated polynomials

Let (P _ν) be a sequence of monic polynomials orthogonal on the unit circle with respect to a nonnegative weight function, let (Ω_υ) the monic associated polynomials of (P _v), and letA andB be self-reciprocal polynomials. We show that the sequence of polynomials (AP_υλ+BΩ_υλ)/A^λ, λ stuitably determined, is a sequence of orthogonal polynomials having, up to a multiplicative complex constant, the same recurrence coefficients as theP _ν's from a certain index value onward, and determine the orthogonality measure explicity. Conversely, it is also shown that every sequence of orthogonal polynomials on the unit circle having the same recurrence coefficients from a certain index value onward is of the above form. With the help of these results an explicit representation of the associated polynomials of arbitrary order ofP _ν and of the corresponding orthogonality measure and Szegö function is obtained. The asymptotic behavior of the associated polynomials is also studied. Finally necessary and suficient conditions are given such that the measure to which the above introduced polynomials are orthogonal is positive.