Related papers: Integrable Differential Systems for Deformed Lague…
In this paper we consider sequences of polynomials orthogonal with respect to certain discrete Laguerre-Sobolev inner product, with two perturbations (involving derivatives) located inside the oscillatory region for the classical Laguerre…
We present a method of determining a Lax representation for similarity reductions of autonomous and non-autonomous partial difference equations. This method may be used to obtain Lax representations that are general enough to provide the…
We further study the orthogonal polynomials with respect to the generalized Airy weight based on the work of Clarkson and Jordaan [{\em J. Phys. A: Math. Theor.} {\bf 54} ({2021}) {185202}]. We prove the ladder operator equations and…
Orthogonal polynomial solutions of an admissible potentially self-adjoint linear second-order partial $q$-difference equation of the hypergeometric type in two variables on $q$-linear lattices are analyzed. A $q$-Pearson's system for the…
In this paper we introduce a six-parameter generalization of the four-parameter three-variable polynomials on the simplex and we investigate the properties of these polynomials. Sparse recurrence relations are derived by using ladder…
Let $\{P_n \}_{n\ge0}$ be a sequence of monic orthogonal polynomials with respect to a quasi--definite linear functional $u$ and $\{Q_n \}_{n\ge0}$ a sequence of polynomials defined by $$Q_n(x)=P_n(x)+s_n P_{n-1}(x)+t_n P_{n-2}(x),\quad…
In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain first and second order differential equations for the orthogonal polynomials and associated functions with a weight on the unit circle. We…
We show a method to construct isospectral deformations of classical orthogonal polynomials. The construction is based on confluent Darboux transformations, and it allows to construct Sturm-Liouville problems with polynomial eigenfunctions…
We introduce a family of weight matrices $W$ of the form $T(t)T^*(t)$, $T(t)=e^{\mathscr{A}t}e^{\mathscr{D}t^2}$, where $\mathscr{A}$ is certain nilpotent matrix and $\mathscr{D}$ is a diagonal matrix with negative real entries. The weight…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different…
We consider the linear second order PDO's $$ \mathscr{L} = \mathscr{L}_0 - \partial_t : = \sum_{i,j =1}^N \partial_{x_i}(a_{i,j} \partial_{x_j} ) - \sum_{j=i}^N b_j \partial_{x_j} - \partial _t,$$and assume that $\mathscr{L}_0$ has…
In this work, we extend the concept of the Stieltjes derivative to encompass left-continuous derivators with bounded variation, thereby relaxing the monotonicity constraint. This generalization necessitates a refined definition of the…
Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…
It is well known that the Painlev\'e equations can formally degenerate to autonomous differential equations with elliptic function solutions in suitable scaling limits. A way to make this degeneration rigorous is to apply Deift-Zhou…
The paper has two relatively distinct but connected goals; the first is to define the notion of Pad\'e\ approximation of Weyl-Stiltjes transforms on an arbitrary compact Riemann surface of higher genus. The data consists of a contour in the…
In this paper, we establish the Stroock-Varadhan type support theorems for stochastic differential equations (SDEs) under Lyapunov conditions, which significantly improve the existing results in the literature where the coefficients of the…
One of the authors has recently introduced the concept of conjugate Hamiltonian systems: the solution of the equation $h=H(p,q,t),$ where $H$ is a given Hamiltonian containing $t$ explicitly, yields the function $t=T(p,q,h)$, which defines…
We consider the polynomials $\phi_n(z)= \kappa_n (z^n+ b_{n-1} z^{n-1}+ >...)$ orthonormal with respect to the weight $\exp(\sqrt{\lambda} (z+ 1/z)) dz/2 \pi i z$ on the unit circle in the complex plane. The leading coefficient $\kappa_n$…
The non-holonomic deformations of non-local integrable systems belonging to the Nonlinear Schrodinger family are studied using the Bi-Hamiltonian formalism as well as the Lax pair method. The non-local equations are first obtained by…
In this paper, we consider the discrete Laguerre polynomials $P_{n, N}(z)$ orthogonal with respect to the weight function $w(x) = x^{\alpha} e^{-N cx}$ supported on the infinite nodes $L_N = \{ x_{k,N} = \frac{k^2}{N^2}, k \in \mathbb{N}…