On an extension of generalized coherent pairs of orthogonal polynomials: the classical case
Jong Hwan Lee, Sung Jun An, Hwan Yong Lee

TL;DR
This paper extends the concept of generalized coherent pairs of orthogonal polynomials, unifying various cases and deriving new recurrence relations and modifications when classical functionals are involved.
Contribution
It introduces a broader framework for extended coherent pairs, including symmetric cases, and provides explicit formulas for recurrence coefficients and rational modifications.
Findings
Unified extended coherent pairs framework
Explicit recurrence coefficients for new polynomial systems
Rational modifications of classical moment functionals
Abstract
Given two quasi-definite moment functionals, the corresponding orthogonal polynomial systems satisfy an algebraic differential relation(called an extended coherent pair). We study generalizing extended coherent pairs that unify extended coherent pairs and extended symmetric coherent pairs and find the related coefficients. When one of the moment functionals is (strongly) classical, we find another orthogonal polynomial system to find three-term recurrence coefficients. Moreover, we determine the companion moment functional as a rational modification of the classical one.
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Taxonomy
TopicsQuantum Mechanics and Non-Hermitian Physics · Mathematical functions and polynomials · Nonlinear Waves and Solitons
On an extension of generalized coherent pairs of orthogonal polynomials: the classical case
J. H. Lee
S. J. An
H. Y. Lee
Abstract
Given two quasi-definite moment functionals, the corresponding orthogonal polynomial systems satisfy an algebraic differential relation(called an extended coherent pair). We study generalizing extended coherent pairs that unify extended coherent pairs and extended symmetric coherent pairs and find the related coefficients. When one of the moment functionals is (strongly) classical, we find another orthogonal polynomial system to find three-term recurrence coefficients. Moreover, we determine the companion moment functional as a rational modification of the classical one.
keywords:
Orthogonal Polynomials , Coherent Pairs , Sobolev Inner Product
PACS:
Primary 33C45 , 42C05
††journal: Indagationes Mathematicae
\affiliation
[inst1]organization=ARIST,addressline=85 Wolpyeongbuk-ro, city=Seo-gu, postcode=35213, state=Daejeon, country=Korea
\affiliation
[inst2]organization=Dept. of Intelligent System Engineering,addressline=Cheju Halla University, 38 Halladaehak-ro, city=Jeju-si, postcode=63092, state=Jeju Special Self-Governing Province, country=Korea
\affiliation
[inst3]organization=Dept. of Mathematics,addressline=University of Utah Asia Campus, 119-3 Songdo Moonwha-ro, city=Yeonsu-Gu, postcode=21985, state=Incheon, country=Korea
1 Introduction
Concerning polynomials orthogonal with respect to a Sobolev inner product
[TABLE]
where and are quasi-definite moment functionals, Iserles et al.[8] introduced the concept of coherency and symmetric coherency for the pair of moment functionals . is a coherent pair(resp. symmetrically coherent pair) if there are nonzero constants (resp. ) such that
[TABLE]
where and are the monic orthogonal polynomials with respect to and , respectively, and in [20], all coherent pairs are classified.
After the work by Iserles et al.[8], the coherency was studied in various ways. One is concerned with generalizing the coherency. In [13], generalized coherency, which unifies both coherency and symmetric coherency, was studied. Generalized coherency is given by the relation,
[TABLE]
where , , and .
In this case, the monic orthogonal polynomials with respect to and satisfy the relation
[TABLE]
where , and and are evaluated.
Another approach for generalizing coherency has occurred. Extended coherency was introduced and studied in [11] when and have the relation
[TABLE]
Note that this relation is the 2-term case of (1.3), and and satisfy the relation
[TABLE]
for some . We call this extended coherency.
In [7], extended symmetric coherency was studied. When and have the relation
[TABLE]
note that this relation is the symmetric case of (1.3), and then and satisfy the relation
[TABLE]
for some . We call this extended symmetric coherency.
The concept of coherency is based on Sobolev orthogonality and is applicable for Fourier-Sobolev expansions. This brought a lot of attention in the area of coherency and the research of extending coherency has been studied in many different directions.
In [3, 17], the concept of coherent pairs of measures was extended from the real line to Jordan arcs and curves, focusing on the coherent pairs supported on the unit circle.
In [10, 22], coherency was introduced as extending terms of polynomials. coherency has the relation
[TABLE]
with the conditions if and if , and the conventions if and if .
In [4, 9, 16], coherency was extended to the relation of higher-order differentials of the corresponding polynomials. Combining with coherency, coherency of order has the relation
[TABLE]
where and are complex numbers with if and if , and if .
In [1], linearly related orthogonal polynomials and their functionals are studied, and which can be applied to the linear relation of two polynomials. In [6], companion of linear functional in Sobolev inner product is studied.
In [18], Marcellán and Xu provided a survey of Sobolev orthogonal polynomials, including coherent pairs and generalizing coherent pairs.
In this work, we will generalize extended coherency that unifies extended coherency and extended symmetric coherency, that is, in the case that and have the relation (1.3), we have the result that unifies the result of extended coherency and that of extended symmetric coherency.
In section 3, we introduce generalized extended coherency and find the related coefficients. In section 4, when one of the moment functionals is (strongly) classical, we find the three-term recurrence relation coefficients of the monic orthogonal polynomial system relative to the other moment functional. We find the companion moment functional if one is given.
2 Preliminaries
Let be the linear space of all polynomials in one variable with complex coefficients. We denote the degree of a polynomial by with the convention that . A polynomial system(PS) is a sequence of polynomials with . For convenience, let if , and we denote instead of for simplicity.
A linear functional on is called a moment functional, and we denote its action on a polynomial by . We say that a moment functional is quasi-definite(positive-definite, respectively) if its moments , satisfy the Hamburger condition
[TABLE]
Definition 2.1**.**
A PS is said to be an orthogonal polynomial system(OPS) if there is a linear functional on such that
[TABLE]
where are non-zero constants.
In this case, we call an OPS relative to , and is said to be an orthogonalizing moment functional of .
A linear functional is quasi-definite if and only if there is an OPS relative to (see [5]).
Moreover, in this case, each is uniquely determined up to a non-zero constant factor.
A polynomial is monic if the leading coefficient of is equal to . We call an MOPS(monic OPS) if all polynomials in are monic.
It is well-known([5]) that such sequences of monic polynomials satisfy three-term recurrence relations
[TABLE]
where , , for , and .
For a moment functional , a polynomial , and a constant , we define moment functionals , and by
[TABLE]
Definition 2.2**.**
([19]) A quasi-definite moment functional is said to be semiclassical if satisfies
[TABLE]
for some polynomials and with . We then have and . The corresponding OPS is called a semiclassical OPS.
For a semiclassical moment functional ,
[TABLE]
the class number of , where the minimum is taken over all pairs of polynomials satisfying (2.2). In particular, a semiclassical moment functional of class [math] is called a classical moment functional.
It is well-known that there are essentially four distinct classical OPS’s, up to a linear change of variable([2, 12]), for each case, we denote the corresponding orthogonalizing moment functional by :
- (i)
Hermite polynomials : , , ;
- (ii)
Laguerre polynomials : , ),;
- (iii)
Bessel polynomials : , ( ), ;
- (iv)
Jacobi polynomials : , (), .
We say a quasi-definite moment functional with MOPS to be strongly classical(see [13]) if there is another MOPS relative to such that . Then and must be classical moment functionals of the same type satisfying
[TABLE]
Classical moment functionals , , , and are strongly classical.
Definition 2.3**.**
([13]) Let and be quasi-definite moment functionals with corresponding MOPS and , respectively. Let
- (i)
is a coherent pair if there exist complex numbers , , such that
[TABLE]
where .
- (ii)
Assume and are symmetric moment functionals. is a symmetrically coherent pair if there exist complex numbers , , such that
[TABLE]
where .
- (iii)
is a generalized coherent pair if there exist complex numbers and , , such that
[TABLE]
where .
Definition 2.4**.**
([7, 11]) Let and be quasi-definite moment functionals with corresponding MOPS and , respectively. Let
- (i)
is an extended (2-term) coherent pair if there exist complex numbers and , , such that
[TABLE]
where .
- (ii)
Assume and are symmetric moment functionals. is an extended symmetrically coherent pair if there exist complex numbers and , , such that
[TABLE]
where .
3 Extended Generalized Coherent Pairs
Let and be two quasi-definite moment functionals with corresponding MOPS’s and , respectively. Let be the MOPS relative to the Sobolev inner product (1.1). We define
[TABLE]
When is a generalized coherent pair, and satisfy the relation in Definition 2.3 (iii).
In this case, and satisfy the relation (see [13]), for some and
[TABLE]
where and and satisfy the relations
[TABLE]
Now we consider the inverse case. We assume that and satisfy the relation (3.1).
Theorem 3.1**.**
Assume and satisfy the relation (3.1), then and satisfy the relation
[TABLE]
for some and , with and
[TABLE]
*Proof. *By the orthogonality of , we have
[TABLE]
or equivalently,
[TABLE]
so we have (3.3) for some and , with . To find , by using the orthogonality of , we have
[TABLE]
so we have
[TABLE]
This gives (3.5). To find , by using the orthogonality of , we have, for ,
[TABLE]
Since, from (3.1),
[TABLE]
we have the first part of (3.6) as
[TABLE]
[TABLE]
the second part of (3.6) becomes
[TABLE]
Combining (3.7) and (3.8) with (3.6), we have
[TABLE]
Hence we have , , in (3.4). ∎
Now we define extended generalized coherent pair.
Definition 3.1**.**
Let and be quasi-definite moment functionals with corresponding MOPS’s and , respectively. Let
is an extended generalized coherent pair if there exist complex numbers , , and such that
[TABLE]
where .
In particular, is an extended 3-term coherent pair if , .
Notice that if , then extended generalized coherency is reduced to a simpler case such as extended coherency or .
This definition of an extended generalized coherent pair is equivalent to (3.3).
Remark 3.1*.*
The following show that Theorem 3.1 covers the extended coherent pair and the extended symmetric coherent pair.
- (i)
If and for in (3.1), then is an extended coherent pair.
- (ii)
Assume and are symmetric moment functionals. If and for in (3.1), then is an extended symmetric coherent pair.
Theorem 3.2**.**
* is a generalized coherent pair if and only if the associated MOPS’s and satisfy the relation in (3.1) along with (3.2).*
*Proof. *Assume that the MOPS’s and associated with the functionals satisfy (3.1) and (3.2). Then from (3.4) and (3.5), (3.2) implies that and for in (3.3). The proof of the converse can be found in [13]. ∎
From this theorem, notice that extended generalized coherency is an extension of generalized coherency.
4 Extended 3-term Coherent Pairs: The Classical Case
In this section, let be an extended generalized coherent pair. And let and be the MOPS’s relative to quasi-definite moment functionals and , respectively, and satisfy extended 3-term coherency in (3.9) with .
We also assume that one of the moment functionals is classical, that is, the first case is when is classical, and the second case is when is strongly classical.
For the first case, consider that is classical with . Then, it is well-known([5]) that is also a classical MOPS relative to .
By acting and on (3.9), we have
[TABLE]
Theorem 4.1**.**
Let be an extended generalized coherent pair, and let be a classical moment functional(or be a strongly classical one). Then
- (i)
if and (or equivalently, and ), then and and for ; 2. (ii)
if , (i.e., extended coherent pair) and , then and ; 3. (iii)
if , (i.e., extended symmetric coherent pair) and , then and for .
*Proof. *(i) From (4.1) and (4.2), the given conditions and give and , , inductively. Thus and consequently and for . In the same way, (ii) and (iii) (see [11]) hold. ∎
In the following, we assume that is an extended 3-term coherent pair in (3.9) with , . And we classify the 3-term extended coherent pairs when one of the moment functionals is classical or strongly classical. We find the coefficient relations between two corresponding MOPS’s relative to the functionals.
We assume that and satisfy the following three-term recurrence relation, for some ,
[TABLE]
Now, we find the relations between coefficients, that is, for , for , and for the extended generalized coherent relation.
By multiplying (3.9) by , then using (4.3) and (4.4), we have
[TABLE]
By applying (3.9) to (4.5) and then applying in (3.9) with replaced by , we have
[TABLE]
where
[TABLE]
with .
From (4.6), since the leading coefficient of both sides are the same, we have , .
Case I: , .
Then (4.6) becomes
[TABLE]
Since the leading coefficients of both sides are the same, we have , .
Case I-1: , .
Then (4.8) becomes
[TABLE]
Since the leading coefficients of both sides are the same, we have , .
Case I-1-(i): , .
Then , . Hence we have from (4.7)
[TABLE]
Case I-1-(ii): , .
Then (4.9) is to be
[TABLE]
Hence with (3.9), , . This implies .
Case I-2: , .
Then (4.8) is to be
[TABLE]
Hence with (3.9) this is reduced to trivial case or 2-term extended coherency, not the extended 3-term case.
Case II: , .
[TABLE]
Since the leading coefficients of both side are the same, we have
[TABLE]
Case II-1: , .
Then (4.11) is to be
[TABLE]
Hence,
[TABLE]
Case II-1-(i): , .
Then , . Hence we have from (4.7)
[TABLE]
Case II-1-(ii): , .
Then (4.12) is to be
[TABLE]
Then with (3.9), , . This implies .
Case II-2: , .
Then (4.11) is to be
[TABLE]
Then with (3.9), this is not the extended 3-term case. ∎
For the second case, we define as , then we integrate (3.9). Hence we have
[TABLE]
where . For to be classical, we assume is strongly classical. Then this case is the same as the first case with different notations. So we have the same result as the first case: when is classical.
So far, we find the relations concerned with the coefficients of extended generalized coherent pairs and the three-term recurrence relations of the corresponding MOPS when one of the moment functional is classical (or strongly classical).
In this classification, there are four pairs of coefficients, that is, and () for extended 3-term coherent pairs in (3.9) and , () for the three-term recurrence coefficients of and , respectively in (4.3) and (4.4). To find other coefficient relations for four pairs when some of the pairs are given, it is enough to give only one pair.
In the above classification, there are two cases which are the extended 3-term coherency.
For the first case Case I-1-(i), (4.10) gives
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
Now, we consider four cases that one of the four pairs is given, then we find coefficient relations for the other three pairs as follows.
Case 1 : For the first case, when are given, then from (4.16) and (4.18), we have
[TABLE]
Hence, we have , from (4.22), and also we have , from (4.22) and (4.23) recursively. Next, from (4.17), (4.19), and (4.21), we have
[TABLE]
Hence, from (4.15) and (4.24)—(4.26), we find , , , and , , recursively with initial condition and (or equivalently and ) in the order of , .
Case 2 : Now, consider the second case by assuming that only are given, then (4.16) implies
[TABLE]
we get , with initial condition . (4.18) and (4.21) imply
[TABLE]
we have , . Then, in the same way as the first case, we get , , , and , , recursively with initial condition and (or equivalently and ) in the order of , .
Case 3 : For third case, we assume that only , are given, then (4.15) implies
[TABLE]
hence we get , with initial condition . And (4.17) implies
[TABLE]
hence we have , with the initial .
Then, in the same way as the first case, we get , , , and , , recursively with initial condition and (or equivalently and ) in the order of , .
Case 4 : Lastly, we assume are given, then we find from (4.15) , , from (4.17) we find , .
[TABLE]
Then, in the same way as the first case, we get , , , and , , recursively with initial condition and in the order of , .
For the second case Case II-1-(i), we have from (4.13)
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
In this case, (4.32)—(4.37) are related to each of the two pairs, (4.33) and (4.35) are related to the first two pairs and and (4.34) and (4.36) are related to the second two pairs and . Thus to solve four pairs of coefficients, we need at least two pairs of coefficients, of which one must be given from the first two pairs, and the other is given from the second two pairs.
From these classifications, we conclude with the following theorem.
Theorem 4.2**.**
Let and be moment functionals with the corresponding MOPS’s and , respectively, are related by (3.9) with , . And and satisfy the three-term recurrence relations (4.3) and (4.4), respectively.
Then we have the relation (4.6), , , and , , that is,
[TABLE]
[TABLE]
Moreover, there are only two cases for extended 3-term coherent pairs.
- (I)
When , , and in (4.6), the coefficients for the above four pairs have the relations (4.15)—(4.21).
And for getting four pairs of coefficients, it is enough that only one of the pairs is given, then we find other three pairs of coefficients relations as Case 1 — Case 4
- (II)
When , , and the coefficients for the above four pairs have the relations (4.32)—(4.37).
And for getting four pairs of coefficients, it is enough that only two of the pairs are given, of which one is one of and and the other is one of and , then we find other two pairs of coefficients relations from (4.32)—(4.37).
Now, we study the companion moment functional of the extended 3-term coherent pairs when is classical or when is strongly classical. When is strong classical, we have the same result as when is classical. Hence we state the following:
Theorem 4.3**.**
Let and be moment functionals with the corresponding MOPS’s and , respectively, related by (3.9). Then there exist polynomials and of degree 2, satisfying
[TABLE]
*Proof. *Let and be polynomials of degree 2. We define , .
By using (3.9), we have
[TABLE]
and
[TABLE]
Since , , only , , and remain.
To satisfy (4.39) inductively, hold in (4.40).
Since , we have . Hence we can solve and from (4.40) (iv) and (v). Then these and make (4.40) (iii) . Thus, we have a polynomial of degree 2, satisfying and (4.40). ∎
Remark 4.1*.*
(i) When a strongly classical moment functional with MOPS and a classical moment functional with MOPS satisfy , then and . Hence Theorem 4.3 implies, if is an extended 3-term coherent pair, then
[TABLE]
and , in detail
[TABLE]
(ii) When and are a symmetric coherent pair, then Theorem 4.3 gives the result of Theorem 3.5 in [7].
When only are given in Case 2, we describe the algorithm in order to obtain , , , , , and , . Note that and , , can be obtained without concerning other parameters. So we construct the algorithm with two parts.
- STEP I
FROM (4.27) FINDING AND FROM (4.28) FINDING
- STARTING INITIAL VALUES:
[TABLE]
- STEP I-1
FROM (4.27) WE GET RECURSIVELY BY
[TABLE]
- STEP I-2
FROM (4.28) WE GET RECURSIVELY BY
[TABLE]
[TABLE]
[TABLE] 2. STEP II
FINDING , , , AND
- STARTING INITIAL VALUES:
[TABLE]
- STEP II-1
FROM (4.15) AND (4.24) FINDING
[TABLE]
- STEP II-2
FROM (4.26) AND (4.25), WE FIND THE FOLLOWING ONE BY ONE
[TABLE]
- STEP II-3
FROM (4.10), (4.24), (4.26), AND (4.25), WE FIND THE FOLLOWING ONE BY ONE
[TABLE]
[TABLE]
- STEP II-
FROM (4.10), (4.24), (4.26), AND (4.25), WE FIND THE FOLLOWING ONE BY ONE
[TABLE]
Example 4.1**.**
Let be a Jacobi moment functional, that is,
[TABLE]
Then and the corresponding OPS is . So from [21], the MOPS relative to is
[TABLE]
and satisfy the following three-term recurrence relation
[TABLE]
[TABLE]
- (i)
To find coefficients for four pairs, this is Case 2: . From STEP I of the above algorithm and (4.27) and (4.28), we can find the parameters and with initial of recurrence relation in (3.9) as the following
[TABLE]
[TABLE]
[TABLE]
Also, we can find from STEP II of the above algorithm and which are the three-term recurrence relation coefficients of in (4.3) and and in (3.9) the coefficients of extended 3-term coherent pairs, recursively.
- (ii)
We assume and in (4.38) with under the same conditions as in (i), then
[TABLE]
where and are constants.(see Lemma2.4(iii) in [13] and [15]) Therefore, is a perturbed Jacobi moment functional.
- (iii)
We assume and in (4.38) with under the same conditions as in (i), then
[TABLE]
where and are constants.(see Lemma2.4(ii) in [13] and [15]) Therefore, is a perturbed Jacobi moment functional(see [14]).
We have different companion moment functionals in (ii) and (iii). This is because of different initial values . ∎
Example 4.2**.**
Let be a Laguerre moment functional, that is,
[TABLE]
Then the corresponding OPS is . So from [21], the MOPS relative to is
[TABLE]
and satisfy the following three-term recurrence relation
[TABLE]
[TABLE]
- (i)
To find the coefficients for four pairs, this case is Case 3: . From (4.24)—(4.26), we can find the parameters and with initial and as the following
[TABLE]
[TABLE]
[TABLE]
Also, we can find from STEP II of the above algorithm and which are the three-term recurrence relation coefficients of in (4.3) and and in (3.9) the coefficients of extended 3-term coherent pairs, recursively.
- (ii)
We assume and in (4.38) with under the same conditions as in (i), then
[TABLE]
where and are constants.(see Lemma2.4(iii) in [13] and [15]) Moreover, the companion of is , that is , where .(see Lemma2.4(i) in [13] and [15])
Therefore, and are different from the perturbed Laguerre moment functionals. ∎
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