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Discrete Orthogonal Polynomials. (AM-164) by J. Baik,T. Kriecherbauer,Kenneth D.T-R McLaughlin,Peter D. Miller Pdf
This book describes the theory and applications of discrete orthogonal polynomials--polynomials that are orthogonal on a finite set. Unlike other books, Discrete Orthogonal Polynomials addresses completely general weight functions and presents a new methodology for handling the discrete weights case. J. Baik, T. Kriecherbauer, K. T.-R. McLaughlin & P. D. Miller focus on asymptotic aspects of general, nonclassical discrete orthogonal polynomials and set out applications of current interest. Topics covered include the probability theory of discrete orthogonal polynomial ensembles and the continuum limit of the Toda lattice. The primary concern throughout is the asymptotic behavior of discrete orthogonal polynomials for general, nonclassical measures, in the joint limit where the degree increases as some fraction of the total number of points of collocation. The book formulates the orthogonality conditions defining these polynomials as a kind of Riemann-Hilbert problem and then generalizes the steepest descent method for such a problem to carry out the necessary asymptotic analysis.
Arnold F. Nikiforov,Sergei K. Suslov,Vasilii B. Uvarov
Author : Arnold F. Nikiforov,Sergei K. Suslov,Vasilii B. Uvarov Publisher : Springer Science & Business Media Page : 388 pages File Size : 48,8 Mb Release : 2012-12-06 Category : Science ISBN : 9783642747489
Classical Orthogonal Polynomials of a Discrete Variable by Arnold F. Nikiforov,Sergei K. Suslov,Vasilii B. Uvarov Pdf
While classical orthogonal polynomials appear as solutions to hypergeometric differential equations, those of a discrete variable emerge as solutions of difference equations of hypergeometric type on lattices. The authors present a concise introduction to this theory, presenting at the same time methods of solving a large class of difference equations. They apply the theory to various problems in scientific computing, probability, queuing theory, coding and information compression. The book is an expanded and revised version of the first edition, published in Russian (Nauka 1985). Students and scientists will find a useful textbook in numerical analysis.
Orthogonal Polynomials and Special Functions by Francisco Marcellàn Pdf
Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? In the twentieth century the emphasis was on special functions satisfying linear differential equations, but this has now been extended to difference equations, partial differential equations and non-linear differential equations. The present set of lecture notes containes seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions. The topics are: computational methods and software for quadrature and approximation, equilibrium problems in logarithmic potential theory, discrete orthogonal polynomials and convergence of Krylov subspace methods in numerical linear algebra, orthogonal rational functions and matrix orthogonal rational functions, orthogonal polynomials in several variables (Jack polynomials) and separation of variables, a classification of finite families of orthogonal polynomials in Askey’s scheme using Leonard pairs, and non-linear special functions associated with the Painlevé equations.
Orthogonal Polynomials by Mama Foupouagnigni,Wolfram Koepf Pdf
This book presents contributions of international and local experts from the African Institute for Mathematical Sciences (AIMS-Cameroon) and also from other local universities in the domain of orthogonal polynomials and applications. The topics addressed range from univariate to multivariate orthogonal polynomials, from multiple orthogonal polynomials and random matrices to orthogonal polynomials and Painlevé equations. The contributions are based on lectures given at the AIMS-Volkswagen Stiftung Workshop on Introduction of Orthogonal Polynomials and Applications held on October 5–12, 2018 in Douala, Cameroon. This workshop, funded within the framework of the Volkswagen Foundation Initiative "Symposia and Summer Schools", was aimed globally at promoting capacity building in terms of research and training in orthogonal polynomials and applications, discussions and development of new ideas as well as development and enhancement of networking including south-south cooperation.
Logarithmic Potentials with External Fields by Edward B. Saff,Vilmos Totik Pdf
In recent years approximation theory and the theory of orthogonal polynomials have witnessed a dramatic increase in the number of solutions of difficult and previously untouchable problems. This is due to the interaction of approximation theoretical techniques with classical potential theory (more precisely, the theory of logarithmic potentials, which is directly related to polynomials and to problems in the plane or on the real line). Most of the applications are based on an exten sion of classical logarithmic potential theory to the case when there is a weight (external field) present. The list of recent developments is quite impressive and includes: creation of the theory of non-classical orthogonal polynomials with re spect to exponential weights; the theory of orthogonal polynomials with respect to general measures with compact support; the theory of incomplete polynomials and their widespread generalizations, and the theory of multipoint Pade approximation. The new approach has produced long sought solutions for many problems; most notably, the Freud problems on the asymptotics of orthogonal polynomials with a respect to weights of the form exp(-Ixl ); the "l/9-th" conjecture on rational approximation of exp(x); and the problem of the exact asymptotic constant in the rational approximation of Ixl. One aim of the present book is to provide a self-contained introduction to the aforementioned "weighted" potential theory as well as to its numerous applications. As a side-product we shall also fully develop the classical theory of logarithmic potentials.
Orthogonal Polynomials and Painlevé Equations by Walter Van Assche Pdf
There are a number of intriguing connections between Painlev equations and orthogonal polynomials, and this book is one of the first to provide an introduction to these. Researchers in integrable systems and non-linear equations will find the many explicit examples where Painlev equations appear in mathematical analysis very useful. Those interested in the asymptotic behavior of orthogonal polynomials will also find the description of Painlev transcendants and their use for local analysis near certain critical points helpful to their work. Rational solutions and special function solutions of Painlev equations are worked out in detail, with a survey of recent results and an outline of their close relationship with orthogonal polynomials. Exercises throughout the book help the reader to get to grips with the material. The author is a leading authority on orthogonal polynomials, giving this work a unique perspective on Painlev equations.
The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.
Asymptotics for Orthogonal Polynomials by Walter Van Assche Pdf
Recently there has been a great deal of interest in the theory of orthogonal polynomials. The number of books treating the subject, however, is limited. This monograph brings together some results involving the asymptotic behaviour of orthogonal polynomials when the degree tends to infinity, assuming only a basic knowledge of real and complex analysis. An extensive treatment, starting with special knowledge of the orthogonality measure, is given for orthogonal polynomials on a compact set and on an unbounded set. Another possible approach is to start from properties of the coefficients in the three-term recurrence relation for orthogonal polynomials. This is done using the methods of (discrete) scattering theory. A new method, based on limit theorems in probability theory, to obtain asymptotic formulas for some polynomials is also given. Various consequences of all the results are described and applications are given ranging from random matrices and birth-death processes to discrete Schrödinger operators, illustrating the close interaction with different branches of applied mathematics.
Hypergeometric Orthogonal Polynomials and Their q-Analogues by Roelof Koekoek,Peter A. Lesky,René F. Swarttouw Pdf
The present book is about the Askey scheme and the q-Askey scheme, which are graphically displayed right before chapter 9 and chapter 14, respectively. The fa- lies of orthogonal polynomials in these two schemes generalize the classical orth- onal polynomials (Jacobi, Laguerre and Hermite polynomials) and they have pr- erties similar to them. In fact, they have properties so similar that I am inclined (f- lowing Andrews & Askey [34]) to call all families in the (q-)Askey scheme classical orthogonal polynomials, and to call the Jacobi, Laguerre and Hermite polynomials very classical orthogonal polynomials. These very classical orthogonal polynomials are good friends of mine since - most the beginning of my mathematical career. When I was a fresh PhD student at the Mathematical Centre (now CWI) in Amsterdam, Dick Askey spent a sabbatical there during the academic year 1969–1970. He lectured to us in a very stimulating wayabouthypergeometricfunctionsandclassicalorthogonalpolynomials. Evenb- ter, he gave us problems to solve which might be worth a PhD. He also pointed out to us that there was more than just Jacobi, Laguerre and Hermite polynomials, for instance Hahn polynomials, and that it was one of the merits of the Higher Transc- dental Functions (Bateman project) that it included some newer stuff like the Hahn polynomials (see [198, §10. 23]).
Orthogonal Polynomials in MATLAB by Walter Gautschi Pdf
Techniques for generating orthogonal polynomials numerically have appeared only recently, within the last 30 or so years.?Orthogonal Polynomials in MATLAB: Exercises and Solutions?describes these techniques and related applications, all supported by MATLAB programs, and presents them in a unique format of exercises and solutions designed by the author to stimulate participation. Important computational problems in the physical sciences are included as models for readers to solve their own problems.?