A new generalized Laguerre spectral approximation and its applications (Q5921639)

A new family of generalized Laguerre polynomials is introduced. Various orthogonal projections are investigated. Some approximation results are established. As an example of their important applications, the mixed spherical harmonic-generalized Laguerre approximation is developed. A mixed spectral scheme is proposed for a three-dimensional model problem. Its convergence is proved. Numerical results demonstrate the high accuracy of this new spectral method. The theory can be used for the solution of some partial differential equations on the unbounded domain, which can be applied in some economical problems and financial mathematic as a simulation tool. Similar problems arise also in quantum mechanics.