A construction of real weight functions for certain orthogonal polynomials in two variables
Real orthogonalizing weight functions for the orthogonal polynomials satisfying to the following four types of partial differential equations \[ \begin{gathered} x^2u_{xx}+2xyu_{xy}+(y^2-y)u_{yy}+g(x-1)u_x+g(y-\gamma)u_y=\lambda y\\ (x^2+y)u_{xx}+2xyu_{xy}+y^2u_{yy}+gxu_x+g(y-1)u_y=\lambda y\\ (x^2-x)u_{xx}+2xyu_{xy}+y^2u_{yy}+(dx+e)u_x+(dy+h)u_y=\lambda y\\ xu_{xx}+2yu_{xy}+(dx+e)u_x+(dy+h)u_y=\lambda y\\ \end{gathered} \] are constructed. The first and the second of these equations were considered earlier by \textit{H. L. Krall} and \textit{I. M. Sheffer} in [Ann. Mat. Pura Appl., IV. Ser. 76, 325--376 (1967; Zbl 0186.38602)]. In Example 5.1 it is proved that the first equation above has a bivariate polynomial system of the form \(\psi_{n- k,k}(x,y)= B_{n-k}^{(g+2k, -g)}(x)x^k L_k^{(g\gamma- 1)}(gy/x), \,k=0, \dotsc,n\), where \(B_{k}^{(g+2k,-g)}\) and \(L_k^{(g\gamma- 1)}\) are Bessel and Laguerre polynomials. The function \(\omega(x,y)=\bar\omega^{(g- 1,-g)}(x) e^{-gy/x}x^{1- g\gamma} y^{g\gamma-1}\), where \((t^2\bar\omega^{(a,b)}(t))'= (at+b)\bar\omega^{(a,b)}(t)+ G^{(a,b)}(t)\) is a polynomial killer and \(G^{(a,b)}(t)\) is a weight function for the orthogonal polynomial system \(\{\psi_{n- k,k}(x,y)\}\).
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