On a class of polynomials orthogonal with respect to a discrete Sobolev inner product
Suppose \(\rho\) (x) is a nonnegative integrable function on \({\mathbb{R}}\) with finite moments and let \(\{P_ n: n=0,1,2,...\}\) be the family of monic orthogonal polynomials for the inner product \(\phi (f,g):=\int_{{\mathbb{R}}}f(x)g(x)\rho (x)dx.\) The authors study the modified inner product \({\tilde \phi}(f,g):=\phi (f,g)+f^{(r)}(c)g^{(r)}(c)/\lambda\) for some fixed \(c\in {\mathbb{R}},\quad r=1,2,3,..., \lambda >0.\) Let \(\{Q_ n:\;n=0,1,2,...\}\) denote the monic orthogonal polynomials for \({\tilde \phi}\). There are formulas for \(Q_ n\) in terms of \(\{P_ n\}\) which involve the Christoffel-Darboux kernel. For the ``semiclassical case, that is, when \(\rho '(x)/\rho (x)\) is rational, the authors find second-order differential equations satisfied by \(Q_ n\). They obtain explicit results for the example \(\rho =e^{-x^ 2},\quad r=1,\quad c=0\).
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