Sobolev orthogonal polynomials and second-order differential equations (Q1293400)

The main aim of the authors is to give necessary and sufficient conditions for the existence of real Borel measures \(\mu_0\) and \(\mu_1\) such that the polynomials orthogonal with respect to the bilinear form \[ (p,q)_i:= \int_{\mathbb{R}} pq d\mu_0+ \int_{\mathbb{R}} p'q'd\mu_i \] satisfy a differential equation of the type \[ a_2(x) y''(x)+ a_1(x) y'(x)= \lambda_n y(x),\quad n= 0,1,\dots, \] where \(a_1(x)\) and \(a_2(x)\) are real-valued functions while \(\lambda_n\) is a real parameter (= eigenvalue). By using the obtained result, they characterize all sequences of polynomials which satisfy the obtained conditions. This latter involves a new characterization of the classical orthogonal polynomials of Jacobi, Laguerre, Hermite and Bessel. Besides two main theorems, the paper involves 9 lemmas, 6 propositions, 3 corollaries and 6 theorems on which the results are based.