Differential equations of infinite order for Sobolev-type orthogonal polynomials

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) General spectral theory of ordinary differential operators (34L05)

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The authors consider a quasi-definite moment functional \(\sigma\) defined on polynomials and its a point mass perturbation \(\varphi\) defined by \(\varphi(p,q)= \langle\sigma, pq\rangle+ Np^{(k)} (c)q^{(k)} (c)\), where \(N(\neq 0)\) and \(c\) are real constants, \(k\) is a non-negative integer, and \(p\) and \(q\) are polynomials. They assume that there exists a set of polynomials \(\{P_n(x)\}^\infty_{n=0}\) which are orthogonal with respect to \(\sigma\) and satisfy a differential equation of spectral type as follows: \[ L_D[y](x)= \sum^D_{i=1} l_i(x)y^{(i)} (x)= \lambda_ny(x), \] where \(l_i(x)\) are polynomials of degree \(\leq i\), namely: \[ l_i(x)= \sum^i_{j= 0} l_{ij} x^j\quad \text{and} \quad \lambda_n= l_{11} n+l_{22} n(n-1 )+ \cdots+ l_{DD} n(n-1) \dots (n-D+1). \] Then they first give a necessary and sufficient condition for \(\varphi\) to be quasi-definite. They show that if \(\varphi\) is quasi-definite, then the corresponding Sobolev-type orthogonal polynomials, say \(\{R_n^{N,k,c} (x)\}_{n=0}^\infty\), satisfy a differential equation (not unique in general) of infinite order of the form \[ N\left\{a_0 (x,n)y(x)+ \sum^\infty_{i=1} a_i(x) y^{(i)} (x)\right\} +L_D[y](x)= \lambda_n(x), \tag{*} \] where \(\{a_i(x)\}^\infty_{i=0}\) are polynomials of degree \(\leq i\) such that \(a_i(x)\) \((i=1,2, \dots)\) are independent of \(n\). They also discuss conditions under which (*) is of finite order when \(\sigma\) is positive-definite, \(D< \infty\), \(N>0\) and \(k=0\). It is also shown that if, in particular, \(P_n^{(k)} (c)\neq 0\), \(n\geq k+1\), then there is a unique differential equation of the form (*) with \(a_i(x) \equiv 0\) for \(1\leq i\leq k\).

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