solutions in terms of classical orthogonal polynomials

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1: 18.40 Methods of Computation

… ►Orthogonal polynomials can be computed from their explicit polynomial form by Horner’s scheme (§1.11(i)). …For applications in which the OP’s appear only as terms in series expansions (compare §18.18(i)) the need to compute them can be avoided altogether by use instead of Clenshaw’s algorithm (§3.11(ii)) and its straightforward generalization to OP’s other than Chebyshev. … ►

§18.40(ii) The Classical Moment Problem

… ►A simple set of choices is spelled out in Gordon (1968) which gives a numerically stable algorithm for direct computation of the recursion coefficients in terms of the moments, followed by construction of the J-matrix and quadrature weights and abscissas, and we will follow this approach: Let $N$ be a positive integer and define …

2: 18.38 Mathematical Applications

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Quadrature

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Quadrature “Extended” to Pseudo-Spectral (DVR) Representations of Operators in One and Many Dimensions

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Integrable Systems

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Riemann–Hilbert Problems

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Radon Transform

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3: 18.36 Miscellaneous Polynomials

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§18.36(ii) Sobolev Orthogonal Polynomials

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§18.36(iv) Orthogonal Matrix Polynomials

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§18.36(vi) Exceptional Orthogonal Polynomials

… ►EOP’s are non-classical in that not only are certain polynomial orders missing, but, also, not all EOP polynomial zeros are within the integration range of their generating measure, and EOP-orthogonality properties do not allow development of Gaussian-type quadratures. … ►Hermite EOP’s are defined in terms of classical Hermite OP’s. …

4: 18.39 Applications in the Physical Sciences

… ►This indicates that the Laguerre polynomials appearing in (18.39.29) are not classical OP’s, and in fact, even though infinite in number for fixed $l$, do not form a complete set. … ►The solution, (18.39.29), of the spherical radial equation (18.39.28), now expressed in terms of the Bohr quantum number $n$, is … ►The same solutions as in paragraph c), above, appear frequently in the literature in terms of associated Laguerre polynomials, which are referred to here as associated Coulomb–Laguerre polynomials to avoid confusion with the more recent meaning of ‘associated’ of §18.30. … ►These same solutions are expressed here in terms of Laguerre and Pollaczek OP’s. … ►For interpretations of zeros of classical OP’s as equilibrium positions of charges in electrostatic problems (assuming logarithmic interaction), see Ismail (2000a, b).

5: Bibliography M

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Affine Hecke Algebras and Orthogonal Polynomials. Cambridge Tracts in Mathematics, Vol. 157, Cambridge University Press, Cambridge.

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External Links:

ISBN 0-521-82472-9, MathReview (Eric M. Opdam), ZentralBlatt

Referenced by:

§18.37(iii).

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Painlevé-type differential equations for the recurrence coefficients of semi-classical orthogonal polynomials. J. Comput. Appl. Math. 57 (1-2), pp. 215–237.

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ISSN 0377-0427, Document, MathReview (Leonid B. Golinskiĭ), ZentralBlatt

Referenced by:

§32.15.

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Chebyshev polynomials of the second, third and fourth kinds in approximation, indefinite integration, and integral transforms. In Proceedings of the Seventh Spanish Symposium on Orthogonal Polynomials and Applications (VII SPOA) (Granada, 1991), Vol. 49, pp. 169–178.

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External Links:

ISSN 0377-0427, Document, Link, MathReview Entry, ZentralBlatt

Referenced by:

Erratum (V1.0.28) for Table 18.3.1.

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Exceptional orthogonal polynomials.

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Notes:

Lecture at ICMAT School on Orthogonal Polynomials in Approximation Theory and Mathematical Physics, available at https://www.icmat.es/RT/optrim/school/lectures/Milson/icmat17.pdf

Referenced by:

§18.36(vi), §18.38(iii).

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Classical solutions of the third Painlevé equation. Nagoya Math. J. 139, pp. 37–65.

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External Links:

ISSN 0027-7630, MathReview (Andrei A. Kapaev), ZentralBlatt

Referenced by:

§32.8(iii).

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6: Bibliography L

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Exact operator solution of the Calogero-Sutherland model. Comm. Math. Phys. 178 (2), pp. 425–452.

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Notes:

For a Maple implementation of the algorithm given in this paper for Jack and zonal polynomials see Zeilberger (website).

External Links:

ISSN 0010-3616, Link, MathReview (Kazuhiro Hikami), ZentralBlatt

Referenced by:

§35.12.

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Lie algebraic approaches to classical partition identities. Adv. in Math. 29 (1), pp. 15–59.

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External Links:

ISSN 0001-8708, Document, MathReview (S. I. Gel’fand), ZentralBlatt

Referenced by:

§17.16.

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Orthogonal Polynomials for Exponential Weights. CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC, 4, Springer-Verlag, New York.

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External Links:

ISBN 0-387-98941-2, MathReview (Walter Van Assche), ZentralBlatt

Referenced by:

§18.32.

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Approximation of orthogonal polynomials in terms of Hermite polynomials. Methods Appl. Anal. 6 (2), pp. 131–146.

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External Links:

ISSN 1073-2772, Pdf, MathReview, ZentralBlatt

Referenced by:

§18.15(vi), §18.16(vi).

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Uniform approximations of Bernoulli and Euler polynomials in terms of hyperbolic functions. Stud. Appl. Math. 103 (3), pp. 241–258.

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External Links:

ISSN 0022-2526, Document, Link, MathReview, ZentralBlatt

Referenced by:

§24.11, §24.11.

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7: Bibliography B

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Orthogonal Polynomials in Coding Theory and Algebraic Combinatorics. In Orthogonal Polynomials (Columbus, OH, 1989), NATO Adv. Sci. Inst. Ser. C Math. Phys. Sci., Vol. 294, pp. 25–53.

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External Links:

MathReview, ZentralBlatt

Referenced by:

§18.38(iii).

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The Bounds for the Error Term of an Asymptotic Approximation of Jacobi Polynomials. In Orthogonal Polynomials and Their Applications (Segovia, 1986), Lecture Notes in Math., Vol. 1329, pp. 203–221.

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External Links:

MathReview (F. W. J. Olver), ZentralBlatt

Referenced by:

§18.15(i), §18.15(i).

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On the Associated Legendre Polynomials. In Orthogonal Expansions and their Continuous Analogues (Proc. Conf., Edwardsville, Ill., 1967), pp. 43–50.

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External Links:

MathReview (B. R. Bhonsle), ZentralBlatt

Referenced by:

§18.30.

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Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model. Ann. of Math. (2) 150 (1), pp. 185–266.

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External Links:

ISSN 0003-486X, Document, MathReview (Thomas Kriecherbauer), ZentralBlatt

Referenced by:

§18.32.

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Padé-type Approximation and General Orthogonal Polynomials. International Series of Numerical Mathematics, Vol. 50, Birkhäuser Verlag, Basel.

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External Links:

ISBN 3-7643-1100-2, MathReview (A. Magnus), ZentralBlatt

Referenced by:

§3.11(iv).

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BibTeX

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8: Bibliography

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Some orthogonal $q$-polynomials. Math. Nachr. 30, pp. 47–61.

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External Links:

ISSN 0025-584X, Document, MathReview (A. E. Danese), ZentralBlatt

Referenced by:

§18.27(vii).

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Characterization theorems for orthogonal polynomials. In Orthogonal Polynomials (Columbus, OH, 1989), NATO Adv. Sci. Inst. Ser. C Math. Phys. Sci., Vol. 294, pp. 1–24.

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External Links:

Link, MathReview (Walter Van Assche), ZentralBlatt

Referenced by:

§18.3.

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Classical Orthogonal Polynomials. In Orthogonal Polynomials and Applications, C. Brezinski, A. Draux, A. P. Magnus, P. Maroni, and A. Ronveaux (Eds.), Lecture Notes in Math., Vol. 1171, pp. 36–62.

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External Links:

MathReview, ZentralBlatt

Referenced by:

(18.27.12_5), (18.27.6).

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Numerical Solution of Boundary Value Problems for Ordinary Differential Equations. Classics in Applied Mathematics, Vol. 13, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA.

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Notes:

Corrected reprint of the 1988 original

External Links:

ISBN 0-89871-354-4, MathReview, ZentralBlatt

Referenced by:

§3.7(iii).

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Orthogonal Polynomials and Special Functions. CBMS-NSF Regional Conference Series in Applied Mathematics, Vol. 21, Society for Industrial and Applied Mathematics, Philadelphia, PA.

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External Links:

ISBN 0-89871-018-9, MathReview (G. Gasper), ZentralBlatt

Referenced by:

§18.10(ii), §18.18(vii), Profile Richard A. Askey.

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9: Bibliography S

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Orthogonal polynomials arising in the numerical evaluation of inverse Laplace transforms. Math. Tables Aids Comput. 9 (52), pp. 164–177.

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External Links:

FullText, MathReview (S. C. van Veen), ZentralBlatt

Referenced by:

§3.5(viii).

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Characterization of Jacobian varieties in terms of soliton equations. Invent. Math. 83 (2), pp. 333–382.

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External Links:

ISSN 0020-9910, Document, MathReview (Bert van Geemen), ZentralBlatt

Referenced by:

§21.9.

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Orthogonal Polynomials on the Unit Circle. Part 1: Classical Theory. American Mathematical Society Colloquium Publications, Vol. 54, American Mathematical Society, Providence, RI.

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External Links:

ISBN 0-8218-3446-0, MathReview (P. L. Duren), ZentralBlatt

Referenced by:

(18.33.17), (18.33.18), (18.33.21), (18.33.22), (18.33.23), (18.33.24), (18.33.25), (18.33.26), (18.33.27), (18.33.28), (18.33.30), (18.33.31), (18.33.32), §18.33(vi), §18.33(i), §18.33(vi).

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On certain special sets of orthogonal polynomials. Proc. Amer. Math. Soc. 1, pp. 731–737.

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External Links:

ISSN 0002-9939, Document, Link, MathReview (A. C. Offord)

Referenced by:

§18.35(i).

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Orthogonal Polynomials. 3rd edition, American Mathematical Society, New York.

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Notes:

American Mathematical Society Colloquium Publications, Vol. 23

External Links:

MathReview (J. Burlak)

Referenced by:

Ch.14, §9.1, Notations A.

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10: Errata

… ►In 2016, on the advice of the senior associate editors, is was decided to expand Chapter 18 (Orthogonal Polynomials (OP)). … ►In regard to orthogonal polynomials on the unit circle, we now discuss monic polynomials, Verblunsky’s Theorem, and Szegő’s theorem. We also discuss non-classical Laguerre polynomials and give much more details and examples on exceptional orthogonal polynomials. We have also completely expanded our discussion on applications of orthogonal polynomials in the physical sciences, and also methods of computation for orthogonal polynomials. … ►

The following additions were made in Chapter 18:

• In Subsection 18.2(i), Equation (18.2.1_5); the paragraph title “Orthogonality on Finite Point Sets” has been changed to “Orthogonality on Countable Sets”, and there are minor changes in the presentation of the final paragraph, including a new equation (18.2.4_5). The presentation of Subsection 18.2(iii) has changed, Equation (18.2.5_5) was added and an extra paragraph on standardizations has been included. The presentation of Subsection 18.2(iv) has changed and it has been expanded with two extra paragraphs and several new equations, (18.2.9_5), (18.2.11_1)–(18.2.11_9). Subsections 18.2(v) (with (18.2.12_5), (18.2.14)–(18.2.17)) and 18.2(vi) (with (18.2.17)–(18.2.20)) have been expanded. New subsections, 18.2(vii)–18.2(xii), with Equations (18.2.21)–(18.2.46),

• A new introduction, minor changes in the presentation, and three new paragraphs.

• Extra details for Chebyshev polynomials, and Equations (18.5.4_5), (18.5.11_1)–(18.5.11_4), (18.5.17_5).

• Line numbers and two extra rows were added to Table 18.8.1.

• Subsection 18.9(i) has been expanded, and 18.9(iii) has some additional explanation. Equations (18.9.2_1), (18.9.2_2), (18.9.18_5) and Table 18.9.2 were added.

• Three extra generating functions, (18.12.2_5), (18.12.3_5), (18.12.17).

• Equation (18.14.3_5). New subsection, 18.14(iv), with Equations (18.14.25)–(18.14.27).

• Equation (18.15.4_5).

• The title of Subsection 18.16(iii) was changed from “Ultraspherical and Legendre” to “Ultraspherical, Legendre and Chebyshev”. New subsection, 18.16(vii) Discriminants, with Equations (18.16.19)–(18.16.21).

• Extra explanatory text at many places and seven extra integrals (18.17.16_5), (18.17.21_1)–(18.17.21_3), (18.17.28_5), (18.17.34_5), (18.17.41_5).

• Extra explanatory text at several places and the title of Subsection 18.18(iv) was changed from “Connection Formulas” to “Connection and Inversion Formulas”.

• A new introduction.

• Equation (18.21.13).

• Extra explanatory text in Subsection 18.25(i) and the title of Subsection 18.25(ii) was changed from “Weights and Normalizations: Continuous Cases” to “Weights and Standardizations: Continuous Cases”.

• In Subsection 18.26(i) an extra paragraph on dualities has been included, with Equations (18.26.4_1), (18.26.4_2).

• Extra text at the start of this section and twenty seven extra formulas, (18.27.4_1), (18.27.4_2), (18.27.6_5), (18.27.9_5), (18.27.12_5), (18.27.14_1)–(18.27.14_6), (18.27.17_1)–(18.27.17_3), (18.27.20_5), (18.27.25), (18.27.26), (18.28.1_5).

• A big expansion. Six extra formulas in Subsection 18.28(ii) ((18.28.6_1)–(18.28.6_5)) and three extra formulas in Subsection 18.28(viii) ((18.28.21)–(18.28.23)). New subsections, 18.28(ix)–18.28(xi), with Equations (18.28.23)–(18.28.34).

• Originally this section did not have subsections. The original seven formulas have now more explanatory text and are split over two subsections. New subsections 18.30(iii)–18.30(viii), with Equations (18.30.8)–(18.30.31).

• This short section has been expanded, with Equation (18.32.2).

• Additional references and a new large subsection, 18.33(vi), including Equations (18.33.17)–(18.33.32).

• This section has been expanded, including an extra orthogonality relations (18.34.5_5), (18.34.7_1)–(18.34.7_3).

• This section on Pollaczek polynomials has been significantly updated with much more explanations and as well to include the Pollaczek polynomials of type 3 which are the most general with three free parameters. The Pollaczek polynomials which were previously treated, namely those of type 1 and type 2 are special cases of the type 3 Pollaczek polynomials. In the first paragraph of this section an extensive description of the relations between the three types of Pollaczek polynomials is given which was lacking previously. Equations (18.35.0_5), (18.35.2_1)–(18.35.2_5), (18.35.4_5), (18.35.6_1)–(18.35.6_6), (18.35.10).

• This section on miscellaneous polynomials has been expanded with new subsections, 18.36(v) on non-classical Laguerre polynomials and 18.36(vi) with examples of exceptional orthogonal polynomials, with Equations (18.36.1)–(18.36.10). In the titles of Subsections 18.36(ii) and 18.36(iii) we replaced “OP’s” by “Orthogonal Polynomials”.

• The paragraphs of Subsection 18.38(i) have been re-ordered and one paragraph was added. The title of Subsection 18.38(ii) was changed from “Classical OP’s: Other Applications” to “Classical OP’s: Mathematical Developments and Applications”. Subsection 18.38(iii) has been expanded with seven new paragraphs, and Equations (18.38.4)–(18.38.11).

• This section was completely rewritten. The previous 18.39(i) Quantum Mechanics has been replaced by Subsections 18.39(i) Quantum Mechanics and 18.39(ii) A 3D Separable Quantum System, the Hydrogen Atom, containing the same essential information; the original content of the subsection is reproduced below for reference. Subsection 18.39(ii) was moved to 18.39(v) Other Applications. New subsections, 18.39(iii) Non Classical Weight Functions of Utility in DVR Method in the Physical Sciences, 18.39(iv) Coulomb–Pollaczek Polynomials and J-Matrix Methods; Equations (18.39.7)–(18.39.48); and Figures 18.39.1, 18.39.2.

  The original text of 18.39(i) Quantum Mechanics was:

  “Classical OP’s appear when the time-dependent Schrödinger equation is solved by separation of variables. Consider, for example, the one-dimensional form of this equation for a particle of mass $m$ with potential energy $V(x)$:

  errata.1 $$\left(\frac{-{\mathrm{\hslash }}^2}{2m}\frac{{\partial }^2}{{\partial x}^2}+V(x)\right)\psi (x,t)=i\mathrm{\hslash }\frac{\partial }{\partial t}\psi (x,t),$$

  where $\mathrm{\hslash }$ is the reduced Planck’s constant. On substituting $\psi (x,t)=\eta (x)\zeta (t)$, we obtain two ordinary differential equations, each of which involve the same constant $E$. The equation for $\eta (x)$ is

  errata.2 $$\frac{d^2\eta }{{dx}^2}+\frac{2m}{{\mathrm{\hslash }}^2}\left(E-V(x)\right)\eta =0.$$

  For a harmonic oscillator, the potential energy is given by

  errata.3 $$V(x)=\frac{1}{2}m{\omega }^2{x}^2,$$

  where $\omega$ is the angular frequency. For (18.39.2) to have a nontrivial bounded solution in the interval , the constant $E$ (the total energy of the particle) must satisfy

  errata.4 $$E=E_n=\left(n+\frac{1}{2}\right)\mathrm{\hslash }\omega ,$$ $n=0,1,2,\mathrm{\dots }$.

  The corresponding eigenfunctions are

  errata.5 $${\eta }_n(x)={\pi }^{-\frac{1}{4}}{2}^{-\frac{1}{2}n}{(n!b)}^{-\frac{1}{2}}{H}_n\left(x/b\right){\mathrm{e}}^{-x^2/2b^2},$$

  where $b={(\mathrm{\hslash }/m\omega )}^{1/2}$, and $H_n$ is the Hermite polynomial. For further details, see Seaborn (1991, p. 224) or Nikiforov and Uvarov (1988, pp. 71-72).

  A second example is provided by the three-dimensional time-independent Schrödinger equation

  errata.6 $${\nabla }^2\psi +\frac{2m}{{\mathrm{\hslash }}^2}\left(E-V(𝐱)\right)\psi =0,$$

  when this is solved by separation of variables in spherical coordinates (§1.5(ii)). The eigenfunctions of one of the separated ordinary differential equations are Legendre polynomials. See Seaborn (1991, pp. 69-75).

  For a third example, one in which the eigenfunctions are Laguerre polynomials, see Seaborn (1991, pp. 87-93) and Nikiforov and Uvarov (1988, pp. 76-80 and 320-323).”

• The old section is now Subsection 18.40(i) and a large new subsection, 18.40(ii), on the classical moment problem has been added, with formulae (18.40.1)–(18.40.10) and Figures 18.40.1, 18.40.2.

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