Factorization of fourth-order differential equations for perturbed classical orthogonal polynomials. (Q1421234)

A sequence of monic polynomials \((M_n)_n\) which are orthogonal with respect to a regular linear functional \({\mathcal U}\) is said to belong to the Laguerre-Hahn class if the Stieltjes function \[ S(z):=-\sum_{n=0}^{\infty} {{\langle {\mathcal U}, x^n\rangle}\over{z^{n+1}}}, \] satisfies a Riccati differential equation \(\Phi S'=B S^2+CS+D\), where \(\Phi\neq 0\), \(B, C\) and \(D\) are polynomials. Each Laguerre-Hahn orthogonal polynomial sequence \((M_n)_n\) satisfies a common fourth-order differential equation \[ {\mathbb F}_n(y(x))=\sum_{i=0}^4 J_i(x, n)y^{(i)}(x)=0 \] where the coefficients \(J_i\) are polynomials in \(x\), with degree not depending on \(n\). The authors factorize \({\mathbb F}_n\) as product of two second-order linear differential operators (with polynomial coefficients) for the case of Laguerre-Hahn sequences \[ M_n(x)=A_n(x) P_{n+k-1}^{(1)} +B_n(x) P_{n+k} \] where \((P_n)_n\) is an arbitrary classical orthogonal polynominal sequence, \((P_n^{(1)})_n\) is the first associated of \((P_n)_n\) and \(A_n\), \(B_n\) are polynomials of degree not depending on \(n\). Moreover, the authors find four lineary independent solutions of the fourth-order differential equations \({\mathbb F}_n(y)=0\) for the followig five perturbations of classical orthogonal polynomial sequences \((P_n)_n\): the rth associated, the generalized co-recursive, the generalized co-dilated, the generalized co-recursive associated and the generalized co-modified. Some results are also extended to the case of semi-classical \((P_n)_n\).