Related papers: Computing eigenfunctions of the multidimensional O…
In this paper, we calculate the Jordan decomposition (or say, the Jordan canonical form) for a class of non-symmetric Ornstein-Uhlenbeck operators with the drift coefficient matrix being a Jordan block and the diffusion coefficient matrix…
A generic differential operator on the vectorial space of polynomial functions was presented in a recent work and applied in the study of differential relations fulfilled by polynomial sequences either orthogonal or 2-orthogonal. Using the…
In this article we present a method to implement orthogonal polynomials and many other special functions in Computer Algebra systems enabling the user to work with those functions appropriately, and in particular to verify different types…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
Orthogonal polynomials with respect to the hypergeometric distribution on lattices in polyhedral domains in ${\mathbb R}^d$, which include hexagons in ${\mathbb R}^2$ and truncated tetrahedrons in ${\mathbb R}^3$, are defined and studied.…
For operator differential equation which depends on the spectral parameter in the Nevanlinna manner we obtain the expansions in eigenfunctions.
We characterize the domain of the realization of the linear parabolic operator Gu := u_t + L(t)u (where, for each real t, L(t) is an Ornstein-Uhlenbeck operator), in L^2 spaces with respect to a suitable measure, that is invariant for the…
The spectra of the second quantization and the symmetric second quantization of a strict Hilbert space contraction are computed explicitly and shown to coincide. As an application, we compute the spectrum of the nonsymmetric…
We give several functional inequalities related to the Ornstein-Uhlenbeck semigroup in the Dunkl differential-difference operators setting. As an application of these inequalities, we derive out a Sobolev-logarithmic and an…
L\'evy-driven Ornstein-Uhlenbeck (OU) processes represent an intriguing class of stochastic processes that have garnered interest in the energy sector for their ability to capture typical features of market dynamics. However, in the current…
In this paper, we prove that the first (positive) Dirichlet eigenvalue of the Ornstein-Uhlenbeck operator \[ L(u)=\Delta u-(\nabla u,x), \] is strongly log-concave if the domain is bounded and convex, which improves the conclusion in [6].…
We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one…
The eigenfunctions and eigenvalues of the Fokker-Planck operator with linear drift and constant diffusion are required for expanding time-dependent solutions and for evaluating our recent perturbation expansion for probability densities…
We prove that the first (nontrivial) Dirichlet eigenvalue of the Ornstein-Uhlenbeck operator $$ L(u)=\Delta u-\langle\nabla u,x\rangle\,, $$ as a function of the domain, is convex with respect to the Minkowski addition, and we characterize…
In this paper we present a unified approach to the spectral analysis of an hypergeometric type operator whose eigenfunctions include the classical orthogonal polynomials. We write the eigenfunctions of this operator by means of a new Taylor…
Third quantization is used in open quantum systems to construct a superoperator basis in which quadratic Lindbladians can be turned into a normal form. From it follows the spectral properties of the Lindbladian, including eigenvalues and…
The eigenvalue problem for one-dimensional Schr\"{o}dinger equation with the rational potential is numerically solved by the operator method. We show that the operator method, applied for solving the Schr\"{o}dinger equation with the…
This paper is dedicated to finding the quadrature operator eigenstates and wavefunctions of the most general $f$-deformed oscillators. A definition for quadrature operator for deformed algebra is derived to obtain the quadrature operator…
We study a Lax pair in a $2$-parameter Lie algebra in various representations. The overlap coefficients of the eigenfunctions of $L$ and the standard basis are given in terms of orthogonal polynomials and orthogonal functions. Moreover,…
For a long time it has been a challenging goal to identify all orthogonal polynomial systems that occur as eigenfunctions of a linear differential equation. One of the widest classes of such eigenfunctions known so far, is given by…