Bivariate second-order linear partial differential equations and orthogonal polynomial solutions (Q655522)

Bivariate polynomials \(\mathbb P_n\) are considered, which are solutions of admissible potentially self-adjoint linear second-order partial differential equation of hypergeometric type \[ \begin{multlined} (ax^2+b_1x+c_1)u_{xx}(x,y)+2(axy+b_3x+c_3y+d_3)u_{xy}(x,y) + (ay^2+b_2y+c_2)u_{yy}(x,y)\\+(ex+f_1)u_{x}(x,y)+ (ey+f_2)u_{y}(x,y)+\lambda_nu(x,y)=0, \end{multlined} \] where \(\lambda_n=-n((n-1)a+e)\) and coefficients \(a\), \(b_j\), \(c_j\), \(d_j\), \(e\), \(f_j\) are arbitrary fixed numbers, but \(ak+e\neq0\) for a non-negative integer \(k\). In Section 2, after introducing basic definitions and notations in Propositions 2.4 and 2.5, the admissible potentially self-adjoint linear second-order partial differential equations of hypergeometric type are presented. In Section 3 the partial differential equations for the partial derivatives of the eigensolutions are given and the corresponding weight functions for the orthogonal polynomials are constructed. A Rodrigues formula for the orthogonal polynomial solutions and for their partial derivatives is deduced. In Sections 4 and 5, using vector matrix notation, formulae for the main algebraic and differential properties (three-terms recurrence relations, structure relations and derivative representation) are explicitly obtained. In Section 6 the results obtained are applied to two-parameter monic Appel polynomials. In the bivariate discrete case some results are already given in [\textit{J. Rodal, I. Area} and \textit{E. Godoy}, J. Math. Anal. Appl. 340, No. 2, 825--844 (2008; Zbl 1142.33004)].