We introduce orthogonal polynomials $M_j^{μ,\ell}(x)$ as eigenfunctions of a certain self-adjoint fourth order differential operator depending on two parameters $μ\in\mathbb{C}$ and $\ell\in\mathbb{N}_0$.
These polynomials arise as $K$-finite vectors in the $L^2$-model of the minimal unitary representations of indefinite orthogonal groups, and reduce to the classical Laguerre polynomials $L_j^μ(x)$ for $\ell=0$.
We establish various recurrence relations and integral representations for our polynomials, as well as a closed formula for the $L^2$-norm. Further we show that they are uniquely determined as polynomial eigenfunctions.
The purpose of this work is to analyse a family of mutually orthogonal polynomials on the unit ball with respect to an inner product which includes an additional term on the sphere. First, we will get connection formulas relating classical multivariate orthogonal polynomials on the ball with our family of orthogonal polynomials. Then, using the representation of these polynomials in terms of spherical harmonics, algebraic and differential properties will be deduced.
We find an explicit integral formula for the eigenfunctions of a fourth order differential operator against the kernel involving two Bessel functions. Our formula establishes the relation between K-types in two different realizations of the minimal representation of the indefinite orthogonal group, namely the L^2-model and the conformal model.
We develop a theory of "special functions" associated to a certain fourth order differential operator $\mathcal{D}_{μ,ν}$ on $\mathbb{R}$ depending on two parameters $μ,ν$. For integers $μ,ν\geq-1$ with $μ+ν\in2\mathbb{N}_0$ this operator extends to a self-adjoint operator on $L^2(\mathbb{R}_+,x^{μ+ν+1}dx)$ with discrete spectrum. We find a closed formula for the generating functions of the eigenfunctions, from which we derive basic properties of the eigenfunctions such as orthogonality, completeness, $L^2$-norms, integral representations and various recurrence relations. This fourth order dif…
On a general method for deriving a fourth-order differential equation satisfied by Laguerre-Hahn orthogonal polynomials with new results for the class 0 analogous to Hermite
University of Monastir（莫纳斯提尔大学）；Sorbonne Université（索邦大学）；Universidade do Porto（波尔图大学）
This note reports on the recent advancements in the search for explicit representation, in classical special functions, of the solutions of the fourth-order ordinary differential equations named Bessel-type, Jacobi-type, Laguerre-type, Legendre-type.
This survey paper reports on the properties of the fourth-order Bessel-type linear ordinary differential equation, on the generated self-adjoint differential operators in two associated Hilbert function spaces, and on the generalisation of the classical Hankel integral transform. These results are based upon the properties of the classical Bessel and Laguerre secondorder differential equations, and on the fourth-order Laguerre-type differential equation. From these differential equations and their solutions, limit processes yield the fourth-order Bessel-type functions and the associated differ…
Linearization problem of ordinary differential equations by a new set of tangent transformations is considered in the paper. This set of transformations allows one to extend the set of transformations applied for the linearization problem. Criteria for fourth-order ordinary differential equations to be linearizable are obtained in a particular case; a linearization test and procedure for obtaining the linearizing transformations are provided in explicit forms.
Some solutions for one class of nonlinear fourth-order partial differential equations \[u_{tt} = ({κu + γu^2})_{xx} + νuu_{xxxx} + μu_{xxtt} + αu_x u_{xxx} + βu_{xx}^2 \] where $α,\;β,\;γ,\;μ,\,ν$ and $κ$ are arbitrary constants are presented in the paper. This equation may be thought of as a fourth-order analogue of a generalization of the Camassa-Holm equation, about which there has been considerable recent interest. Furthermore, this equation is a Boussinesq-type equation which arises as a model of vibrations of harmonic mass-spring chain. The idea of travelling wave solutions and lineariza…
In this paper, we consider the solvability of a class of nonlinear fourth order integro-differential equations with Navier boundary condition. We first deal with a corresponding linear problem and establish a maximum principle. Using the maximum principle, we develop a monotone iterative technique in the presence of lower and upper solutions to solve the nonlinear problem under certain conditions. Some examples are presented to illustrate the main results.
It is shown that positivity in $(0,1)\times (0,1)$ of Green function of positively defined fourth-order ordinary differential operator (with separated boundary conditions) is a criterium of sign-regularity of this operator.
We present here the solution of the problem on linearization of fourth-order equations by means of point transformations. We show that all fourth-order equations that are linearizable by point transformations are contained in the class of equations which is linear in the third-order derivative. We provide the linearization test and describe the procedure for obtaining the linearizing transformations as well as the linearized equation.
Using geometric methods for linearizing systems of second order cubically semi-linear ordinary differential equations and third order quintically semi-linear ordinary differential equations, we extend to the fourth order by differentiating the third order equation. This yields criteria for linearizability of a class of fourth order semi-linear ordinary differential equations, which have not been discussed in the literature previously. It is shown that the procedure can be extended to higher order. Though the results for the higher orders are complicated, they are doable by algebraic computing.…
This article deals with the asymptotic behavior of fourth order differential equation where the coefficients are perturbations of linear constant coefficient equation. We introduce a change of variable and deduce that the new variable satisfies a third order differential equation of Riccati type. We assume three hypothesis. The first is the following: all roots of the characteristic polynomial associated to the fourth order linear equation has distinct real part. The other two hypothesis are related with the behavior of the perturbation functions. Under this general hypothesis we obtain four m…
Picone-type identities are established for half-linear ODEs of fourth order (one-dimensional p-biLaplacian). It is shown that in the linear case they reduce to the known identities for fourth order linear ODEs. Picone-type identity known for two half-linear second-order equations is also generalised to set of equations greater than two.
Meleshko presented a new method for reducing third order autonomous ordinary differential equations (ODEs) to Lie linearizable second order ODEs. We extended his work by reducing fourth order autonomous ODEs to second and third order linearizable ODEs and then applying the Ibragimov and Meleshko linearization test for the obtained ODEs. The application of the algorithm to several ODEs is also presented.
When studying boundary value problems for some partial differential equations arising in applied mathematics, we often have to study the solution of a system of partial differential equations satisfied by hypergeometric functions and find explicit linearly independent solutions for the system. In this study, we construct self-similar solutions of some model degenerate partial differential equations of the second, third, and fourth order. These self-similar solutions are expressed in terms of hypergeometric functions.
We discuss the relationship between the recurrence coefficients of orthogonal polynomials with respect to a semi-classical Laguerre weight and classical solutions of the fourth Painlevé equation. We show that the coefficients in these recurrence relations can be expressed in terms of Wronskians of parabolic cylinder functions which arise in the description of special function solutions of the fourth Painlevé equation.
We study a higher order parabolic partial differential equation that arises in the context of condensed matter physics. It is a fourth order semilinear equation whose nonlinearity is the determinant of the Hessian matrix of the solution. We consider this model in a bounded domain of the real plane and study its stationary solutions both when the geometry of this domain is arbitrary and when it is the unit ball and the solution is radially symmetric. We also consider the initial-boundary value problem for the full parabolic equation. We summarize our results on existence of solutions in these c…
We study tuples of matrices with rigidity index two in $\Sp_4(\mathbb{C})$, which are potentially induced by differential operators of Calabi-Yau type. The constructions of those monodromy tuples via algebraic operations and middle convolutions and the related constructions on the level differential operators lead to previously known and new examples.
Fourth order problems, with the differential equation $y^{(4)}-(gy')'=λ^2y$, where $g\in C^1[0,a]$ and $a>0$, occur in engineering on stability of elastic rods. They occur as well in aeronautics to describe the stability of a flexible missile. Fourth order Birkhoff regular problems with the differential equation $y^{(4)}-(gy')'=λ^2y$ and eigenvalue dependent boundary conditions are considered. These problems have quadratic operator representations with non self-adjoint operators. The first four terms of the asymptotics of the eigenvalues of the problems as well as those of the eigenvalues of t…
In this paper, a fourth-order partial divided-difference equation on quadratic lattices with polynomial coefficients satisfied by bivariate Racah polynomials is presented. From this equation we obtain explicitly the matrix coefficients appearing in the three-term recurrence relations satisfied by any bivariate orthogonal polynomial solution of the equation. In particular, we provide explicit expressions for the matrices in the three-term recurrence relations satisfied by the bivariate Racah polynomials introduced by Tratnik. Moreover, we present the family of monic bivariate Racah polynomials …
We study a one-parameter family of the fourth-order ordinary differential equations obtained by similarity reduction of the modifed Sawada-Kotera equation. We show that the birational transformations take this equation to the polynomial Hamiltonian system in dimension four. We make this polynomial Hamiltonian from the viewpoint of accessible singularity and local index. We also give its symmetry and holomorphy conditions. These properties are new. Moreover, we introduce a symmetric form in dimension five for this Hamiltonian system by taking the two invariant divisors as the dependent variable…
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlevé equation when viewed as functions of one of the parameters in the weight. We compare different approaches to derive this result, namely, the ladder operators approach, the isomonodromy deformations approach and combining the Toda system for the recurrence coefficients with a discrete equation. We also discuss a relation between the recurrence coefficients for the Freud weight and the semi-classical Laguerre …
A generic differential operator on the vectorial space of polynomial functions was presented in a recent work and applied in the study of differential relations fulfilled by polynomial sequences either orthogonal or 2-orthogonal. Using the techniques therein developed, we prove an identity fulfilled by different differential operators and apply it in a systematic approach to the problem of finding polynomial eigenfunctions, assuming that those polynomials constitute a 2-orthogonal polynomial sequence. In particular, we analyse a third order differential operator that does not increase the degr…
The aim of this paper is to study differential properties of orthogonal polynomials with respect to a discrete Laguerre-Sobolev bilinear form with mass point at zero. In particular we construct the orthogonal polynomials using certain Casorati determinants. Using this construction, we prove that they are eigenfunctions of a differential operator (which will be explicitly constructed). Moreover, the order of this differential operator is explicitly computed in terms of the matrix which defines the discrete Laguerre-Sobolev bilinear form.
Considering a differential operator of third order that does not increase the degree of polynomials, we analyse some properties of elements of the dual space of 2-orthogonal polynomial eigenfunctions. In two classes of such generic operator, we prove that a 2-orthogonal polynomial solution fulfils Hahn's property.
The aim of this paper is to study differential properties of orthogonal polynomials with respect to a discrete Jacobi-Sobolev bilinear form with mass point at $-1$ and/or $+1$. In particular, we construct the orthogonal polynomials using certain Casorati determinants. Using this construction, we prove that when the Jacobi parameters $α$ and $β$ are nonnegative integers the Jacobi-Sobolev orthogonal polynomials are eigenfunctions of a differential operator of finite order (which will be explicitly constructed). Moreover, the order of this differential operator is explicitly computed in terms of…
In this paper a general theory of semi-classical matrix orthogonal polynomials is developed. We define the semi-classical linear functionals by means of a distributional equation $D(u A) = u B,$ where $A$ and $B$ are matrix polynomials. Several characterizations for these semi-classical functionals are given in terms of the corresponding (left) matrix orthogonal polynomials sequence. They involve a quasi-orthogonality property for their derivatives, a structure relation and a second order differo-differential equation. Finally we illustrate the preceding results with some non-trivial examples.
We look for spectral type differential equations for the generalized Jacobi polynomials found by T.H. Koornwinder in 1984 and for the Sobolev-Laguerre polynomials. We introduce a method which makes use of computeralgebra packages like Maple and Mathematica and we will give some preliminary results.
Differential properties for orthogonal polynomials in several variables are studied. We consider multivariate orthogonal polynomials whose gradients satisfy some quasi--orthogonality conditions. We obtain several characterizations for these polynomials including the analogous of the semiclassical Pearson differential equation, the structure relation and a differential--difference equation.
In this paper, we derive new recurrence relations for two-variable orthogonal polynomials for example Jacobi polynomial, Bateman's polynomial and Legendre polynomial via two different differential operators $Ξ=\left(\frac{\partial }{\partial z} +\sqrt{w} \frac{\partial }{\partial w} \right)$ and $Δ=\left(\frac{1}{w} \frac{\partial }{\partial z} +\frac{1}{z} \frac{\partial }{\partial w} \right)$. We also derive some special cases of our main results.
We look for spectral type differential equations for the generalized Jacobi polynomials and for the Sobolev-Laguerre polynomials. We use a method involving computeralgebra packages like Maple and Mathematica and we will give some preliminary results.
Orthogonal polynomials of degree $n$ with respect to the weight function $W_μ(x) = (1-\|x\|^2)^μ$ on the unit ball in $\RR^d$ are known to satisfy the partial differential equation $$ [ Δ- \la x, \nabla \ra^2 - (2 μ+d) \la x, \nabla \ra \right ] P = -n(n+2 μ+d) P $$ for $μ> -1$. The singular case of $μ= -1,-2, ...$ is studied in this paper. Explicit polynomial solutions are constructed and the equation for $ν= -2,-3,...$ is shown to have complete polynomial solutions if the dimension $d$ is odd. The orthogonality of the solution is also discussed.
In this paper, we obtain the ladder operators and associated compatibility conditions for the type I and the type II multiple orthogonal polynomials. These ladder equations extend known results for orthogonal polynomials and can be used to derive the differential equations satisfied by multiple orthogonal polynomials. Our approach is based on Riemann-Hilbert problems and the Christoffel-Darboux formula for multiple orthogonal polynomials, and the nearest-neighbor recurrence relations. As an illustration, we give several explicit examples involving multiple Hermite and Laguerre polynomials, and…
Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect to a well-chosen parameter, according to principles established by D. G. Chudnovsky. Examples are given. For instance, the recurrence coefficients in $a_{n+1}p_{n+1}(x)=xp_n(x) -a_np_{n-1}(x)$ of the orthogonal polynomials related to the weight $\exp(-x^4/4-tx^2)$ on {\blackb R\/} satisfy $4a_n^3\ddot a_n = (3a_n^4+2ta_n^2-n)(a_n^4+2ta_n^2+n)$, and $a_n^2$ sa…
We consider orthogonal polynomials with respect to a linear differential operator $$\mathcal{L}^{(M)}=\sum_{k=0}^{M}ρ_{k}(z)\frac{d^k}{dz^k}, $$ where $\{ρ_k\}_{k=0}^{M}$ are complex polynomials such that $deg[ρ_k]\leq k, 0\leq k \leq M$, with equality for at least one index. We analyze the uniqueness and zero location of these polynomials. An interesting phenomenon occurring in this kind of orthogonality is the existence of operators for which the associated sequence of orthogonal polynomials reduces to a finite set. For a given operator, we find a classification of the measures for which it …
Let $μ$ be a finite positive Borel measure supported on R, $\LL[f] =xf''+(α+1-x)f'$ with $α>-1$, or $\LL[f] =\frac{1}{2}f''-xf'$, and $m$ a natural number. We study algebraic, analytic and asymptotic properties of the sequence of monic polynomials $\{Q_n\}_{n>m}$ orthogonal with respect to the operator $\LL$. We also provide a fluid dynamics model for the zeros of these polynomials.
The aim of this paper is to bring into the picture a new phenomenon in the theory of orthogonal matrix polynomials satisfying second order differential equations. The last few years have witnessed some examples of a (fixed) family of orthogonal matrix polynomials whose elements are common eigenfunctions of several linearly independent second order differential operators. We show that the dual situation is also possible: there are examples of different families of matrix polynomials, each family orthogonal with respect to a different weight matrix, whose elements are eigenfunctions of a common …
Orthogonal polynomials on the real line always satisfy a three-term recurrence relation. The recurrence coefficients determine a tridiagonal semi-infinite matrix (Jacobi matrix) which uniquely characterizes the orthogonal polynomials. We investigate new orthogonal polynomials by adding to the Jacobi matrix $r$ new rows and columns, so that the original Jacobi matrix is shifted downward. The $r$ new rows and columns contain $2r$ new parameters and the newly obtained orthogonal polynomials thus correspond to an upward extension of the Jacobi matrix. We give an explicit expression of the new orth…
A limiting property of the nearest-neighbor recurrence coefficients for multiple orthogonal polynomials from a Nevai class is investigated. Namely, assuming that the nearest-neighbor coefficients have a limit along rays of the lattice, we describe it in terms of the solution of a system of partial differential equations. In the case of two orthogonality measures the differential equation becomes ordinary. For Angelesco systems, the result is illustrated numerically.
In this paper we investigate the asymptotic distribution of the zeros of polynomials $P_{n}(x)$ satisfying a first order differential-difference equation. We give several examples of orthogonal and non-orthogonal families.
Differential systems with a Fuchsian linear part are studied in regions including all the singularities in the complex plane of these equations. Such systems are not necessarily analytically equivalent to their linear part (they are not linearizable) and obstructions are found as a unique nonlinear correction after which the system becomes formally linearizable. More generally, normal forms are found. The corrections and the normal forms are found constructively. Expansions in multiple orthogonal polynomials and their generalization to matrix-valued polynomials are instrumental to these constr…
Zeilberger's algorithm provides a method to compute recurrence and differential equations from given hypergeometric series representations, and an adaption of Almquist and Zeilberger computes recurrence and differential equations for hyperexponential integrals. Further versions of this algorithm allow the computation of recurrence and differential equations from Rodrigues type formulas and from generating functions. In particular, these algorithms can be used to compute the differential/difference and recurrence equations for the classical continuous and discrete orthogonal polynomials from th…
We introduce the concept of $\D$-operators associated to a sequence of polynomials $(p_n)_n$ and an algebra $\A$ of operators acting in the linear space of polynomials. In this paper, we show that this concept is a powerful tool to generate families of orthogonal polynomials which are eigenfunctions of a higher order difference or differential operator. Indeed, given a classical discrete family $(p_n)_n$ of orthogonal polynomials (Charlier, Meixner, Krawtchouk or Hahn), we form a new sequence of polynomials $(q_n)_n$ by considering a linear combination of two consecutive $p_n$: $q_n=p_n+β_np_{…
We obtain a class of exact solutions of a Bessel-type differential equation, which is a six-parameter linear ordinary differential equation of the second order with irregular (essential) singularity at the origin. The solutions are obtained using the Tridiagonal Representation Approach (TRA) as bounded series of square integrable functions written in terms of the Bessel polynomial on the real line. The expansion coefficients of the series are orthogonal polynomials in the equation parameters space. We use our findings to obtain solutions of the Schrödinger equation for some novel potential fun…
We study travelling kinks in the spatial discretizations of the nonlinear Klein--Gordon equation, which include the discrete $ϕ^4$ lattice and the discrete sine--Gordon lattice. The differential advance-delay equation for travelling kinks is reduced to the normal form, a scalar fourth-order differential equation, near the quadruple zero eigenvalue. We show numerically non-existence of monotonic kinks (heteroclinic orbits between adjacent equilibrium points) in the fourth-order equation. Making generic assumptions on the reduced fourth-order equation, we prove the persistence of bounded solutio…
We introduce a family of weight matrices $W$ of the form $T(t)T^*(t)$, $T(t)=e^{\mathscr{A}t}e^{\mathscr{D}t^2}$, where $\mathscr{A}$ is certain nilpotent matrix and $\mathscr{D}$ is a diagonal matrix with negative real entries. The weight matrices $W$ have arbitrary size $N\times N$ and depend on $N$ parameters. The orthogonal polynomials with respect to this family of weight matrices satisfy a second order differential equation with differential coefficients that are matrix polynomials $F_2$, $F_1$ and $F_0$ (independent of $n$) of degrees not bigger than 2, 1 and 0 respectively. For size $2…
The aim of this paper is to study the finite space blow up of the solutions for a class of fourth order differential equations. Our results answer a conjecture in [F. Gazzola and R. Pavani. Wide oscillation finite time blow up for solutions to nonlinear fourth order differential equations. Arch. Ration. Mech. Anal., 207(2):717--752, 2013] and they have implications on the nonexistence of beam oscillation given by traveling wave profile at low speed propagation.
An effective method to obtain exact analytical solutions of equations describing the coherent dynamics of multilevel systems is presented. The method is based on the usage of orthogonal polynomials, integral transforms and their discrete analogues. All the obtained solutions are expressed by way of special or elementary functions.
Via a generalization of the pseudospectral method for numerical solution of differential equations, a family of nonlinear algebraic identities satisfied by the zeros of a wide class of orthogonal polynomials is derived. The generalization is based on a modification of pseudospectral matrix representations of linear differential operators proposed in the paper, which allows these representations to depend on two, rather than one, sets of interpolation nodes. The identities hold for every polynomial family $\{p_ν(x)\}_{ν=0}^\infty$ orthogonal with respect to a measure supported on the real line …
