A construction of real weight functions for certain orthogonal polynomials in two variables (Q2491671)

Real orthogonalizing weight functions for the orthogonal polynomials satisfying to the following four types of partial differential equations \[ \begin{gathered} x^2u_{xx}+2xyu_{xy}+(y^2-y)u_{yy}+g(x-1)u_x+g(y-\gamma)u_y=\lambda y\\ (x^2+y)u_{xx}+2xyu_{xy}+y^2u_{yy}+gxu_x+g(y-1)u_y=\lambda y\\ (x^2-x)u_{xx}+2xyu_{xy}+y^2u_{yy}+(dx+e)u_x+(dy+h)u_y=\lambda y\\ xu_{xx}+2yu_{xy}+(dx+e)u_x+(dy+h)u_y=\lambda y\\ \end{gathered} \] are constructed. The first and the second of these equations were considered earlier by \textit{H. L. Krall} and \textit{I. M. Sheffer} in [Ann. Mat. Pura Appl., IV. Ser. 76, 325--376 (1967; Zbl 0186.38602)]. In Example 5.1 it is proved that the first equation above has a bivariate polynomial system of the form \(\psi_{n- k,k}(x,y)= B_{n-k}^{(g+2k, -g)}(x)x^k L_k^{(g\gamma- 1)}(gy/x), \,k=0, \dotsc,n\), where \(B_{k}^{(g+2k,-g)}\) and \(L_k^{(g\gamma- 1)}\) are Bessel and Laguerre polynomials. The function \(\omega(x,y)=\bar\omega^{(g- 1,-g)}(x) e^{-gy/x}x^{1- g\gamma} y^{g\gamma-1}\), where \((t^2\bar\omega^{(a,b)}(t))'= (at+b)\bar\omega^{(a,b)}(t)+ G^{(a,b)}(t)\) is a polynomial killer and \(G^{(a,b)}(t)\) is a weight function for the orthogonal polynomial system \(\{\psi_{n- k,k}(x,y)\}\).