Bivariate second-order linear partial differential equations and orthogonal polynomial solutions

DOI10.1016/J.JMAA.2011.10.024MaRDI QIDQ655522zbMATH OpenOpenAlexFDO

Authors A. Zarzo, Iván Area, Eduardo Godoy, A. Ronveaux

Publication date 4 January 2012

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.2640

Appel polynomials bivariate orthogonal polynomials Rodrigues formula

Other special orthogonal polynomials and functions (33C47) Hypergeometric functions associated with root systems (33C67) Solutions to PDEs in closed form (35C05)

Abstract: In this paper we construct the main algebraic and differential properties and the weight functions of orthogonal polynomial solutions of bivariate second--order linear partial differential equations, which are admissible potentially self--adjoint and of hypergeometric type. General formulae for all these properties are obtained explicitly in terms of the polynomial coefficients of the partial differential equation, using vector matrix notation. Moreover, Rodrigues representations for the polynomial eigensolutions and for their partial derivatives of any order are given. Finally, as illustration, these results are applied to specific Appell and Koornwinder orthogonal polynomials, solutions of the same partial differential equation.

Review text

Bivariate polynomials \(\mathbb P_n\) are considered, which are solutions of admissible potentially self-adjoint linear second-order partial differential equation of hypergeometric type \[ \begin{multlined} (ax^2+b_1x+c_1)u_{xx}(x,y)+2(axy+b_3x+c_3y+d_3)u_{xy}(x,y) + (ay^2+b_2y+c_2)u_{yy}(x,y)\\+(ex+f_1)u_{x}(x,y)+ (ey+f_2)u_{y}(x,y)+\lambda_nu(x,y)=0, \end{multlined} \] where \(\lambda_n=-n((n-1)a+e)\) and coefficients \(a\), \(b_j\), \(c_j\), \(d_j\), \(e\), \(f_j\) are arbitrary fixed numbers, but \(ak+e\neq0\) for a non-negative integer \(k\). In Section 2, after introducing basic definitions and notations in Propositions 2.4 and 2.5, the admissible potentially self-adjoint linear second-order partial differential equations of hypergeometric type are presented. In Section 3 the partial differential equations for the partial derivatives of the eigensolutions are given and the corresponding weight functions for the orthogonal polynomials are constructed. A Rodrigues formula for the orthogonal polynomial solutions and for their partial derivatives is deduced. In Sections 4 and 5, using vector matrix notation, formulae for the main algebraic and differential properties (three-terms recurrence relations, structure relations and derivative representation) are explicitly obtained. In Section 6 the results obtained are applied to two-parameter monic Appel polynomials. In the bivariate discrete case some results are already given in [\textit{J. Rodal, I. Area} and \textit{E. Godoy}, J. Math. Anal. Appl. 340, No. 2, 825--844 (2008; Zbl 1142.33004)].

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