On Sobolev bilinear forms and polynomial solutions of second-order differential equations
Given a set of \(N+1\) linear functionals defined on polynomials, \(u_{k}\, , \, 0 \leq k \leq N\), the authors consider the symmetric Sobolev bilinear form defined by \[\mathcal{B}_{N}(p,q)= \sum_{k=0}^{N} \langle u_{k}, p^{(k)}q^{(k)}\rangle \] where \(p\), \(q\) are real polynomials and \(N\) is an arbitrary non-negative integer. Considering that two polynomials \(p\) and \(q\) are orthogonal with respect to \(\mathcal{B}_{N}\) if \[\mathcal{B}_{N}(p,q)=0\, , \] they analyse the corresponding orthogonality of polynomials that are also solutions of the known linear second-order differential equation described in Bochner's characterisation of the classical orthogonal polynomials [\textit{S. Bochner}, Math. Z. 29, 730--736 (1929; JFM 55.0260.01)]. Denoting by \(\mathcal{L}\) the second-order differential operator associated with Bochner's condition, the authors prove, among other results, that \(\mathcal{L}\) is symmetric with respect to \(\mathcal{B}_{N}\) if and only if the functionals \(u_{k}\, , \, 0 \leq k \leq N,\) fulfil Pearson equations connected with \(\mathcal{L}\). Furthermore, the authors investigate the Sobolev orthogonality of classical orthogonal polynomials for both standard and non-standard parameters.
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