Orthogonal polynomials: applications and computation
نویسنده
چکیده
We give examples of problem areas in interpolation, approximation, and quadrature, that call for orthogonal polynomials not of the classical kind. We then discuss numerical methods of computing the respective Gauss-type quadrature rules and orthogonal polynomials. The basic task is to compute the coefficients in the three-term recurrence relation for the orthogonal polynomials. This can be done by methods relying either on moment information or on discretization procedures. The effect on the recurrence coefficients of multiplying the weight function by a rational function is also discussed. Similar methods are applicable to computing Sobolev orthogonal polynomials, although their recurrence relations are more complicated. The paper concludes with a brief account of available software.
منابع مشابه
Applications of the monotonicity of extremal zeros of orthogonal polynomials in interlacing and optimization problems
We investigate monotonicity properties of extremal zeros of orthogonal polynomials depending on a parameter. Using a functional analysis method we prove the monotonicity of extreme zeros of associated Jacobi, associated Gegenbauer and q-Meixner-Pollaczek polynomials. We show how these results can be applied to prove interlacing of zeros of orthogonal polynomials with shifted parameters and to d...
متن کاملMultiple orthogonal polynomials on the semicircle and applications
In this paper two types of multiple orthogonal polynomials on the semicircle with respect to a set of r different weight functions are defined. Such polynomials are generalizations of polynomials orthogonal on the semicircle with respect to a complex-valued inner product 1⁄2f ; g 1⁄4 R p 0 f e ih g eih w eih dh. The existence and uniqueness of introduced multiple orthogonal polynomials for cert...
متن کاملORTHOGONAL ZERO INTERPOLANTS AND APPLICATIONS
Orthogonal zero interpolants (OZI) are polynomials which interpolate the “zero-function” at a finite number of pre-assigned nodes and satisfy orthogonality condition. OZI’s can be constructed by the 3-term recurrence relation. These interpolants are found useful in the solution of constrained approximation problems and in the structure of Gauss-type quadrature rules. We present some theoretical...
متن کاملRecurrences and explicit formulae for the expansion and connection coefficients in series of the product of two classical discrete orthogonal polynomials
Suppose that for an arbitrary function $f(x,y)$ of two discrete variables, we have the formal expansions. [f(x,y)=sumlimits_{m,n=0}^{infty }a_{m,n},P_{m}(x)P_{n}(y),] $$ x^{m}P_{j}(x)=sumlimits_{n=0}^{2m}a_{m,,n}(j)P_{j+m-n}(x),$$ we find the coefficients $b_{i,j}^{(p,q,ell ,,r)}$ in the expansion $$ x^{ell }y^{r},nabla _{x}^{p}nabla _{y}^{q},f(x,y)=x^{ell }y^{r}f^{(p,q)}(x,y) =sumli...
متن کاملSolving singular integral equations by using orthogonal polynomials
In this paper, a special technique is studied by using the orthogonal Chebyshev polynomials to get approximate solutions for singular and hyper-singular integral equations of the first kind. A singular integral equation is converted to a system of algebraic equations based on using special properties of Chebyshev series. The error bounds are also stated for the regular part of approximate solut...
متن کامل