Related papers: Generalized Rayleigh and Jacobi processes and exce…

We study a new family of "classical" orthogonal polynomials, here called big -1 Jacobi polynomials, which satisfy (apart from a 3-term recurrence relation) an eigenvalue problem with differential operators of Dunkl-type. These polynomials…

We analytically solve for the time dependent solutions of various density evolution models. With specific forms of the diffusion, drift and sink coefficients, the eigenfunctions can be expressed in terms of hypergeometric functions. We…

We present results on co-recursive associated Laguerre and Jacobi polynomials which are of interest for the solution of the Chapman-Kolmogorov equations of some birth and death processes with or without absorption. Explicit forms,…

In this paper we study a generalization of the class of orthogonal polynomials on the real line. These polynomials satisfy the following relation: $(J_5 - \lambda J_3) \vec p(\lambda) = 0$, where $J_3$ is a Jacobi matrix and $J_5$ is a…

A comprehensive review of the discrete quantum mechanics with the pure imaginary shifts and the real shifts is presented in parallel with the corresponding results in the ordinary quantum mechanics. The main subjects to be covered are the…

We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of…

We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…

We obtain exact, simple and very compact expressions for the linearization coefficients of the products of orthogonal polynomials; both the conventional Clebsch-Gordan-type and the modified version. The expressions are general depending…

We obtain representations of $X_1$ exceptional orthogonal polynomials through determinants of matrices that have certain adjusted moments as entries. We start out directly from the Darboux transformation, allowing for a universal…

For a five-parameter discrete $\phi^4$ model, we derive various exact static solutions, including the staggered ones, in the form of the basic Jacobi elliptic functions $\sn$, $\cn$, and $\dn$, and also in the form of their hyperbolic…

We consider exact and quasi-exact solvability of the one-dimensional Fokker-Planck equation based on the connection between the Fokker-Planck equation and the Schr\"odinger equation. A unified consideration of these two types of solvability…

Generalized Jacobi polynomials are orthogonal polynomials related to a weight function which is smooth and positive on the whole interval of orthogonality up to a finite number of points, where algebraic singularities occur. The influence…

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,…

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…

We briefly review the five possible real polynomial solutions of hypergeometric differential equations. Three of them are the well known classical orthogonal polynomials, but the other two are different with respect to their orthogonality…

In this paper, we consider the Atkin-like polynomials that appeared in the study of normalized extremal quasimodular forms of depth 1 on $SL_{2}(\mathbb{Z})$ by Kaneko and Koike as orthogonal polynomials and clarify their properties. By…

We consider the problem of the reconstruction of a Schwarz matrix from exactly one given eigenvalue. This inverse eigenvalue problem leads to the Jacobi orthogonal polynomials~$\{P_k^{(-n,n)}\}_{k=0}^{n-1}$ that can be treated as a discrete…

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

We introduce endomorphisms of special jacobians and show that they satisfy polynomial equations with all integer roots which we compute. The eigen-abelian varieties for these endomorphisms are generalizations of Prym-Tjurin varieties and…

We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…