We study multiple orthogonal polynomials of type I and type II which have orthogonality conditions with respect to r measures. These polynomials are connected by their recurrence relation of order r+1. First we show a relation with the eigenvalue problem of a banded lower Hessenberg matrix L_n, containing the recurrence coefficients. As a consequence, we easily find that the multiple orthogonal polynomials of type I and type II satisfy a generalized Christoffel-Darboux identity. Furthermore, we explain the notion of multiple Gaussian quadrature (for proper multi-indices), which is an extension of the theory of Gaussian quadrature for orthogonal polynomials and was introduced by C. F. Borges. In particular we show that the quadrature points and quadrature weights can be expressed in terms of the eigenvalue problem of L_n.
In this paper we obtain $L^1$-weighted norms of classical orthogonal polynomials (Hermite, Laguerre and Jacobi polynomials) in terms of the zeros of these orthogonal polynomials; these expressions are usually known as quadrature rules. In particular these new formulae are useful to calculate directly some positive defined integrals as several examples show.
A result of Pólya states that every sequence of quadrature formulas $Q_n(f)$ with $n$ nodes and positive numbers converges to the integral $I(f)$ of a continuous function $f$ provided $Q_n(f)=I(f)$ for a space of algebraic polynomials of certain degree that depends on $n$. The classical case when the algebraic degree of precision is the highest possible is well-known and the quadrature formulas are the Gaussian ones whose nodes coincide with the zeros of the corresponding orthogonal polynomials and the numbers are expressed in terms of the so-called kernel polynomials. In many cases it is reas…
We give several descriptions of positive quadrature formulas which are exact for trigonometric -, respectively, Laurent polynomials of degree less or equal $n-1-m$, $0\leq m\leq n-1$. A complete and simple description is obtained with the help of orthogonal polynomials on the unit circle. In particular it is shown that the nodes polynomial can be generated by a simple recurrence relation. As a byproduct interlacing properties of zeros of para-orthogonal polynomials are obtained. Finally, asymptotics for the quadrature weights are presented.
We investigate simultaneous Gaussian quadrature for two integrals of the same function $f$ but on two disjoint intervals. The quadrature nodes are zeros of a type II multiple orthogonal polynomial for an Angelesco system. We recall some known results for the quadrature nodes and the quadrature weights and prove some new results about the convergence of the quadrature formulas. Furthermore we give some estimates of the quadrature weights. Our results are based on a vector equilibrium problem in potential theory and weighted polynomial approximation.
Asymptotic approximations to the zeros of Hermite and Laguerre polynomials are given, together with methods for obtaining the coefficients in the expansions. These approximations can be used as a standalone method of computation of Gaussian quadratures for high enough degrees, with Gaussian weights computed from asymptotic approximations for the orthogonal polynomials. We provide numerical evidence showing that for degrees greater than $100$ the asymptotic methods are enough for a double precision accuracy computation ($15$-$16$ digits) of the nodes and weights of the Gauss--Hermite and Gauss-…
We develop a theory of Sobolev orthogonal polynomials on the Sierpiński gasket ($SG$). These orthogonal polynomials arise through the Gram-Schmidt orthogonalisation process applied on the set of monomials on $SG$ using several notions of a Sobolev inner products. After establishing some recurrence relations for these orthogonal polynomials, we give estimates for their $L^2$, $L^\infty$ and Sobolev norms, and study their asymptotic behaviour. Finally, we study the properties of zero sets of polynomials and develop fast computational tools to explore applications to quadrature and interpolation.
Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_jx}$ with different means $c_j/2$, $1 \leq j \leq r$. These polynomials have a number of properties, such as a Rodrigues formula, recurrence relations (connecting polynomials with nearest neighbor multi-indices), a differential equation, etc. The asymptotic distribution of the (scaled) zeros is investigated and an interesting new feature happens: depending on the distance between the $c_j$, $1 \leq j …
Spectral and factorization properties of oscillatory matrices leads to a spectral Favard theorem for bounded banded matrices, that admit a positive bidiagonal factorization, in terms of sequences of mixed multiple orthogonal polynomials with respect to a set positive Lebesgue-Stieltjes measures. A mixed multiple Gauss quadrature formula with corresponding degrees of precision is given.
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition for the characterization is the commutativity of the multiplication operators on finite polynomial subspaces modulo an ideal. Moreover, starting from the orthogonal polynomials or the three-term recurrence, our method constructs a sequence of moment sequences that provides an approximation of the maximal order for recovering the moment sequence that defines…
We derive explicit formulas for the resultants and discriminants of classical quasi-orthogonal polynomials, as a full generalization of the results of Dilcher and Stolarsky (2005) and Gishe and Ismail (2008). We consider a certain system of Diophantine equations, originally designed by Hausdorff (1909) as a simplification of Hilbert's solution (1909) of Waring's problem, and then create the relationship to quadrature formulas and quasi-Hermite polynomials. We reduce these equations to the existence problem of rational points on a hyperelliptic curve associated with discriminants of quasi-Hermi…
We consider polynomials $p_n^ω(x)$ that are orthogonal with respect to the oscillatory weight $w(x)=e^{iωx}$ on $[-1,1]$, where $ω>0$ is a real parameter. A first analysis of $p_n^ω(x)$ for large values of $ω$ was carried out in connection with complex Gaussian quadrature rules with uniform good properties in $ω$. In this contribution we study the existence, asymptotic behavior and asymptotic distribution of the roots of $p_n^ω(x)$ in the complex plane as $n\to\infty$. The parameter $ω$ grows with $n$ linearly. The tools used are logarithmic potential theory and the $S$-property, together with…
We consider polynomials $P_n$ orthogonal with respect to the weight $J_ν$ on $[0,\infty)$, where $J_ν$ is the Bessel function of order $ν$. Asheim and Huybrechs considered these polynomials in connection with complex Gaussian quadrature for oscillatory integrals. They observed that the zeros are complex and accumulate as $n \to \infty$ near the vertical line $\textrm{Re}\, z = \frac{νπ}{2}$. We prove this fact for the case $0 \leq ν\leq 1/2$ from strong asymptotic formulas that we derive for the polynomials $P_n$ in the complex plane. Our main tool is the Riemann-Hilbert problem for orthogonal…
We investigate asymptotic behavior of polynomials $p^ω_n(z)$ satisfying varying non-Hermitian orthogonality relations $$ \int_{-1}^{1} x^kp^ω_n(x)h(x) e^{\mathrm{i} ωx}\mathrm{d} x =0, \quad k\in\{0,\ldots,n-1\}, $$ where $h(x) = h^*(x) (1 - x)^α (1 + x)^β, \ ω= λn, \ λ\geq 0 $ and $h(x)$ is holomorphic and non-vanishing in a certain neighborhood in the plane. These polynomials are an extension of so-called kissing polynomials ($α= β= 0$) introduced in connection with complex Gaussian quadrature rules with uniform good properties in $ω$.
We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function $w(x)=(1-x)^α(1+x)^βh(x)$, $α,β>-1$ and $h(x)$ a real, analytic and strictly positive function on $[-1,1]$. This information is available in the work of Kuijlaars, McLaughlin, Van Assche and Vanlessen, where the authors use the Riemann--Hilbert formulation and the Deift--Zhou non-linear steepest descent method. We show that computing higher-order terms can be simplified, leading to their effic…
We show that repulsive random variables can yield Monte Carlo methods with faster convergence rates than the typical $N^{-1/2}$, where $N$ is the number of integrand evaluations. More precisely, we propose stochastic numerical quadratures involving determinantal point processes associated with multivariate orthogonal polynomials, and we obtain root mean square errors that decrease as $N^{-(1+1/d)/2}$, where $d$ is the dimension of the ambient space. First, we prove a central limit theorem (CLT) for the linear statistics of a class of determinantal point processes, when the reference measure is…
A spectral Favard theorem for bounded banded lower Hessenberg matrices that admit a positive bidiagonal factorization is found. The large knowledge on the spectral and factorization properties of oscillatory matrices leads to this spectral Favard theorem in terms of sequences of multiple orthogonal polynomials of types I and II with respect to a set of positive Lebesgue-Stieltjes~measures. Also a multiple Gauss quadrature is proven and corresponding degrees of precision are found. This spectral Favard theorem is applied to Markov chains with $(p+2)$-diagonal transition matrices, i.e. beyond bi…
We study a family of polynomials which are orthogonal with respect to the varying, highly oscillatory complex weight function $e^{niλz}$ on $[-1,1]$, where $λ$ is a positive parameter. This family of polynomials has appeared in the literature recently in connection with complex quadrature rules, and their asymptotics have been previously studied when $λ$ is smaller than a certain critical value, $λ_c$. Our main goal is to compute their asymptotics when $λ>λ_c$. We first provide a geometric description, based on the theory of quadratic differentials, of the curves in the complex plane which wil…
