Orthogonal matrix polynomials and systems of second order differential equations (Q1355826)

The system of second order differential equations of the form \[ (1-t^2) X''(t)+ tDX'(t)+ CX(t)=0,\;| t|<1 \] was considered. An explicit analytic expression for the introduced orthogonal matrix polynomials as the solution of the above system was constructed without increasing the problem dimension. These solutions are of the \(X(t)= X_1(t)c_1+ X_2(t) c_2\), \(c_i\in R^m\), \(i=1,2\). To establish a connection with the differential equations through the Frobenius method the scalar theory of Legendre and Gegenbauer polynomials was generalized. Expressions for such matrix polynomials were given using an appropriate generating matrix function. Orthogonality properties of the Gegenbauer matrix polynomials and an upper bound of them were discussed.