The search for differential equations for certain sets of orthogonal polynomials (Q1318394)

The author considers the polynomials orthogonal on \([-1,1]\) with respect to the weight function \[ {{\Gamma(\alpha+\beta+2)}\over {2^{\alpha+\beta+1}}\Gamma(\alpha+1)\Gamma (\beta+1)} (1- x)^{\alpha}(1+x)^{\beta}+ M\delta(x+ 1)+ N\delta(x-1) \] with \(\alpha>-1\), \(\beta>-1\) and the coefficients of the delta-functions satisfying \(M\geq 0\), \(N\geq 0\), and those orthogonal on \([0,\infty)\) with respect to the Sobolev inner product \[ \langle f,g\rangle={{1}\over {\Gamma(\alpha+1)}} \int_ 0^{\infty}x^{\alpha}e^{-x} f(x) g(x)dx+ Mf(0) g(0)= Nf'(0)g'(0) \] with \(g\alpha>-1\), \(M\geq 0\), \(N\geq 0\). The aim is to find infinite order differential equations of the form \[ \sum_{i=0}^{\infty} c_ i(x) y^{(i)}(x)= 0 \] for the \(n\)th degree orthogonal polynomials, where all the coefficients \(c_ i(x)\) are continuous on the real line and, moreover, the \(c_ i(x)\) with \(i\geq 1\) are independent of the degree \(n\) of the polynomial. For the proofs, the reader is referred to the author's papers [J. Comput. Appl. Math. 49, 111-119 (1993)] and [Differential equations for symmetric generalized ultraspherical polynomials, Report 92-08, Delft University of Technology 1992; to appear in: Trans. Am. Math. Soc.].