On Sobolev orthogonal polynomials (Q491952)

This very valuable review article summarizes the results and development in the field of the Sobolev orthogonal polynomials. The Sobolev orthogonal polynomials of one variable are polynomials orthogonal with respect to the scalar product of the general form \[ \langle f,\, g \rangle = \int_\mathbb{R} f(x)g(x)\, d \mu_0 + \sum_{k=1}^m \int _\mathbb{R} f^{(k)}(x)g^{(k)}(x)\, d \mu_k, \] with \(d \mu_0, \dots, d \mu_m\) positive Borel measures on \(\mathbb{R}\). Properties of the Borel measures \(d \mu_0, \dots, d \mu_m\) as well as several other modifications of the scalar product lead to various kinds of the corresponding orthogonal polynomials. The links between the families of classical polynomials and the Sobolev orthogonal polynomials are discussed. It is shown that the Sobolev orthogonal polynomials can be viewed as generalizations of the classical polynomials. For the scalar product with \(m=1\), the notion of coherent pair of measures \(d \mu_0,\, d \mu_1\) is recalled. Classification results for the coherent pairs as well as various results about generalized \((M,N)\) coherent pairs are summarized. The results for the Sobolev orthogonal polynomials regarding them as solutions of differential equations are reviewed. A summary of results concerning the distribution of zeros and asymptotic properties of these polynomials is also included. The necessity of a further study of the orthogonal expansions and of the multivariate generalizations corresponding to the Sobolev orthogonal polynomials is pointed out.