Sobolev orthogonal polynomials and \((M,N)\)-coherent pairs of measures (Q455828)

The authors deal with sequences of monic polynomials, \((S^{\lambda}_{n})_{n\geq0},\) orthogonal with respect to the Sobolev inner product \[ \langle f,g\rangle = \int_{-\infty} ^{\infty} f(x)g(x) d\mu_{0}(x) + \lambda \int_{-\infty} ^{\infty} f'(x)g'(x) d\mu_{1}(x), \] where \(\lambda\) is a positive real number and they assume that \((d\mu_{0}, d\mu_{1})\) is an \((M,N)\)-coherent pair of positive Borel measures supported on an infinite subset \(I\) of the real line, i.e. if \((Q_{n})_{n\geq 0}\) and \((P_{n})_{n\geq0}\) are sequences of monic polynomials orthogonal with respect to \(d\mu_{1}\) and \(d\mu_{0},\) respectively, then \[ P_{n} (x) + \sum_{j=1}^{N} r_{j,n} P_{n-j}(x) = \frac {Q'_{n+1}(x)}{n+1} + \sum_{k=1}^{M} s_{k,n} \frac {Q'_{n-k+1}(x)}{n-k+1}, \tag{1} \] with \(r_{N,n} s_{M,n} \neq 0\) for every \(n\geq \max\{M,N\}.\) The case \((M,N) = (1,0)\) has been introduced and analyzed in [\textit{A. Iserles} et al., J. Approximation Theory 65, No. 2, 151--175 (1991; Zbl 0734.42016)]. Such a pair of measures is said to be a coherent pair. Later on, by \textit{H. G. Meijer} [J. Approximation Theory 89, No. 3, 321--343 (1997; Zbl 0880.42012)], all the coherent pairs of measures were described. Indeed, one of the measures must be a classical one (Jacobi or Laguerre) and the other one is a rational perturbation of it. In the paper under review, the authors prove that in a more general framework (quasi-definite linear functionals) if two sequences of monic orthogonal polynomials satisfy an \((M,N)\)-coherent relation as (1), then the corresponding linear functionals are semi-classical and they are related by a rational factor. For a survey about semi-classical linear functionals, the basic reference is \textit{P. Maroni} [in: Proceedings of the third international symposium held in Erice, Italy, June 1-8, 1990. Basel: J. C. Baltzer, IMACS Ann. Comput. Appl. Math. 9, 95--130 (1991; Zbl 0944.33500)]. When the above linear functionals are associated with positive Borel measures, then a useful algebraic relation between the sequences \((S^{\lambda}_{n})_{n\geq0}\) and \((Q_{n})_{n\geq0}\) is deduced. In such a way, the authors are able to built and implement an efficient algorithm for the computation of the Fourier-Sobolev coefficients, i.e. the coefficients of the Fourier expansion of functions of the Sobolev space \(W^{1,2}(I, d\mu_{0}, d\mu_{1})\) in terms of the sequence of orthogonal polynomials \((S^{\lambda}_{n})_{n\geq0}.\) Notice that from such an algorithm the evaluation of such Fourier-Sobolev coefficients does not need the explicit expressions of the Sobolev orthogonal polynomials. Some illustrative examples of Fourier-Sobolev expansions are presented for particular cases of \((M,N)\)-coherent pairs of measures.