Fourth-order differential equation for the co-modified of semi-classical orthogonal polynomials (Q1263713)

Let a given family of orthogonal polynomials, say \(\{P_ n(x)\}\), satisfies a certain recurrence relation of the form \[ (1)\quad P_{n+2}(x)=(x-\beta_{n+1})P_{n+1}(x)-\gamma_{n+1}P_ n(x),\quad n\geq 0 \] with initial conditions \[ P_ 0(x)=1,\quad P_ 1(x)=x- \beta_ 0. \] Here \(\beta_ n\in {\mathbb{C}}\) and \(\gamma_ n\in {\mathbb{C}}\) are given constants such that \(\gamma_ n\neq 0\) \(\forall n\). Then the family of orthogonal polynomials defined by the recurrence relation obtained from (1) by replacing \(\beta_ 0\) and \(\gamma_ 1\) by \(\beta_ 0-\mu\) and \(\lambda \gamma_ 1\), respectively, is called a co- modified (family) of the original family \(\{P_ n(x)\}\). The aim of the authors is to derive an explicit expression of the fourth-order differential equation satisfied by the co-modified family when \(\{P_ n(x)\}\) is a semi-classical family of orthogonal polynomials. In this case the original polynomials are orthogonal with respect to a certain linear functional u, namely: \(<u,P_ nP_ m>=0\) for \(n\neq m\) while \(<u,P^ 2_ n>\neq 0\). In order to derive the sought fourth-order differential equation they consider the second-order differential equation (supposed to be known) satisfied by the original family and a new differential relation which is a generalization of a relation known in the case of classical families.