Multiple Hermite polynomials and simultaneous Gaussian quadrature

DOI10.1553/ETNA_VOL50S182MaRDI QIDQ1716859zbMATH OpenOpenAlexWikidataFDO

Authors Anton Vuerinckx, Walter Van Assche

Publication date 5 February 2019

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.01446, http://etna.mcs.kent.edu/volumes/2011-2020/vol50/abstract.php?vol=50&pages=182-198

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zbMATH Keywords

multiple Hermite polynomialsquadrature coefficientssimultaneous Gauss quadraturezero distribution

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Approximate quadratures (41A55) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Numerical quadrature and cubature formulas (65D32)

Abstract: Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_{j}x}$ with different means $c_j/2$, $1leqjleqr$. These polynomials have a number of properties, such as a Rodrigues formula, recurrence relations (connecting polynomials with nearest neighbor multi-indices), a differential equation, etc. The asymptotic distribution of the (scaled) zeros is investigated and an interesting new feature happens: depending on the distance between the $c_j$, $1leqjleqr$, the zeros may accumulate on $s$ disjoint intervals, where $1leqsleqr$. We will use the zeros of these multiple Hermite polynomials to approximate integrals of the form $displaystylein{t}_{-infty}^{infty}f(x)exp(-x^2+c_{j}x),dx$ simultaneously for $1leqjleqr$ for the case $r=3$ and the situation when the zeros accumulate on three disjoint intervals. We also give some properties of the corresponding quadrature weights.

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Cites work

• Gaussian quadrature for multiple orthogonal polynomials
• Hermite--Padé approximation and simultaneous quadrature formulas
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Cited in

(7)

• Gaussian quadrature for multiple orthogonal polynomials
• Christoffel functions for multiple orthogonal polynomials
• scientific article; zbMATH DE number 718799 (Why is no real title available?)
• Simultaneous Gaussian quadrature for Angelesco systems
• Hermite-Padé approximations and multiple orthogonal polynomial ensembles
• Electrostatic partners and zeros of orthogonal and multiple orthogonal polynomials
• A Golub-Welsch version for simultaneous Gaussian quadrature

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