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Multiple orthogonal polynomials are traditionally studied because of their connections to number theory and approximation theory. In recent years they were found to be connected to certain models in random matrix theory. In this paper we…

Probability · Mathematics 2010-07-30 Arno B. J. Kuijlaars

The subject of this paper is a connection between d-orthogonal polynomials and the Toda lattice hierarchy. In more details we consider some polynomial systems similar to Hermite polynomials, but satisfying $d+2$-term recurrence relation, $d…

Mathematical Physics · Physics 2019-04-18 Emil Horozov

1. The 2-Toda lattice and its generic symmetries 2. A Larger class of symmetries for special initial conditions 3. Borel decomposition of Moment matrices, tau-functions and string-orthogonal polynomials 4. From string-orthogonal Polynomials…

High Energy Physics - Theory · Physics 2008-02-03 Mark Adler , Pierre van Moerbeke

We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…

Mathematical Physics · Physics 2019-07-23 Fabio Deelan Cunden , Francesco Mezzadri , Neil O'Connell , Nick Simm

In this work we characterize a full Kostant-Toda system in terms of a family of matrix polynomials orthogonal with respect to a complex matrix measure. In order to study the solution of this dynamical system we give explicit expressions for…

Classical Analysis and ODEs · Mathematics 2013-05-14 Amílcar Branquinho , Ana Foulquié Moreno , Ana Mendes

Given a matrix polynomial $W(x)$, matrix bi-orthogonal polynomials with respect to the sesquilinear form $\langle P(x),Q(x)\rangle_W=\int P(x) W(x)\operatorname{d}\mu(x)(Q(x))^{\top}$, $P(x),Q(x)\in\mathbb R^{p\times p}[x]$, where $\mu(x)$…

The main objects of the investigation presented in this paper are branched-continued-fraction representations of ratios of contiguous hypergeometric series and type II multiple orthogonal polynomials on the step-line with respect to linear…

Classical Analysis and ODEs · Mathematics 2023-03-02 Hélder Lima

Darboux transformations for polynomial perturbations of a real multivariate measure are found. The 1D Christoffel formula is extended to the multidimensional realm: multivariate orthogonal polynomials are expressed in terms of last…

Classical Analysis and ODEs · Mathematics 2019-07-09 Gerardo Ariznabarreta , Manuel Mañas

New sequences of orthogonal polynomials with ultra-exponential weight functions are discovered. In particular, it gives an explicit solution to the Ditkin-Prudnikov problem (1966). The 3-term recurrence relations, explicit representations,…

Classical Analysis and ODEs · Mathematics 2019-12-05 Semyon Yakubovich

We analyze the effect of symmetrization in the theory of multiple orthogonal polynomials. For a symmetric sequence of type II multiple orthogonal polynomials satisfying a high-term recurrence relation, we fully characterize the Weyl…

Classical Analysis and ODEs · Mathematics 2021-02-19 Amílcar Branquinho , Edmundo J. Huertas

In the theory of matrix-valued orthogonal polynomials, there exists a longstanding problem known as the Matrix Bochner Problem: the classification of all $N \times N$ weight matrices $W(x)$ such that the associated orthogonal polynomials…

Classical Analysis and ODEs · Mathematics 2024-11-05 Ignacio Bono Parisi , Inés Pacharoni

A hypergeometric type equation satisfying certain conditions defines either a finite or an infinite system of orthogonal polynomials. We present in a unified and explicit way all these systems of orthogonal polynomials, the associated…

Quantum Physics · Physics 2009-11-10 Nicolae Cotfas

It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel…

Classical Analysis and ODEs · Mathematics 2016-09-06 Antonio J. Durán , Walter Van Assche

The aim of this paper is to describe a Matlab package for computing the simultaneous Gaussian quadrature rules associated with a variety of multiple orthogonal polynomials. Multiple orthogonal polynomials can be considered as a…

Numerical Analysis · Mathematics 2024-07-09 Teresa Laudadio , Nicola Mastronardi , Walter Van Assche , Paul Van Dooren

Recently a spectral Favard theorem for bounded banded lower Hessenberg matrices that admit a positive bidiagonal factorization was presented. These type of matrices are oscillatory. In this paper the Lima-Loureiro hypergeometric multiple…

Classical Analysis and ODEs · Mathematics 2022-10-21 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

This paper is devoted to revealing the relationship between matrix-valued $\theta$-deformed bi-orthogonal polynomials and non-commutative Toda-type hierarchies. In this procedure, Wronski quasi-determinants are widely used and play the role…

Exactly Solvable and Integrable Systems · Physics 2023-05-30 Claire Gilson , Shi-Hao Li , Ying Shi

The discrete-time Toda equation arises as a universal equation for the relevant Hankel determinants associated with one-variable orthogonal polynomials through the mechanism of adjacency, which amounts to the inclusion of shifted weight…

Exactly Solvable and Integrable Systems · Physics 2015-05-18 Paul E. Spicer , Frank W. Nijhoff , Peter H. van der Kamp

In a dual weighted residual method based on the finite element framework, the Galerkin orthogonality is an issue that prevents solving the dual equation in the same space as the one for the primal equation. In the literature, there have…

Numerical Analysis · Mathematics 2023-03-09 Chengyu Liu , Guanghui Hu

We study mixed-moment models (full zeroth moment, half higher moments) for a Fokker-Planck equation in one space dimension. Mixed-moment minimum-entropy models are known to overcome the zero net-flux problem of full-moment minimum entropy…

Mathematical Physics · Physics 2014-05-22 Florian Schneider , Graham Alldredge , Martin Frank , Axel Klar

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

Mathematical Physics · Physics 2015-06-26 Saugata Ghosh