Nonlinear Integral-Equation Formulation of Orthogonal Polynomials

The nonlinear integral equation P(x)=\int_alpha^beta dy w(y) P(y) P(x+y) is investigated. It is shown that for a given function w(x) the equation admits an infinite set of polynomial solutions P(x). For polynomial solutions, this nonlinear integral equation reduces to a finite set of coupled linear algebraic equations for the coefficients of the polynomials. Interestingly, the set of polynomial solutions is orthogonal with respect to the measure x w(x). The nonlinear integral equation can be used to specify all orthogonal polynomials in a simple and compact way. This integral equation provides a natural vehicle for extending the theory of orthogonal polynomials into the complex domain. Generalizations of the integral equation are discussed.Comment: 7 pages, result generalized to include integration in the complex domai

Galerkin approximations for the optimal control of nonlinear delay differential equations

Optimal control problems of nonlinear delay differential equations (DDEs) are considered for which we propose a general Galerkin approximation scheme built from Koornwinder polynomials. Error estimates for the resulting Galerkin-Koornwinder approximations to the optimal control and the value function, are derived for a broad class of cost functionals and nonlinear DDEs. The approach is illustrated on a delayed logistic equation set not far away from its Hopf bifurcation point in the parameter space. In this case, we show that low-dimensional controls for a standard quadratic cost functional can be efficiently computed from Galerkin-Koornwinder approximations to reduce at a nearly optimal cost the oscillation amplitude displayed by the DDE's solution. Optimal controls computed from the Pontryagin's maximum principle (PMP) and the Hamilton-Jacobi-Bellman equation (HJB) associated with the corresponding ODE systems, are shown to provide numerical solutions in good agreement. It is finally argued that the value function computed from the corresponding reduced HJB equation provides a good approximation of that obtained from the full HJB equation.Comment: 29 pages. This is a sequel of the arXiv preprint arXiv:1704.0042

Recurrence Coefficients of a New Generalization of the Meixner Polynomials

We investigate new generalizations of the Meixner polynomials on the lattice $\mathbb{N}$, on the shifted lattice $\mathbb{N}+1-\beta$ and on the bi-lattice $\mathbb{N}\cup (\mathbb{N}+1-\beta)$. We show that the coefficients of the three-term recurrence relation for the orthogonal polynomials are related to the solutions of the fifth Painlev\'e equation P$_{\textup V}$. Initial conditions for different lattices can be transformed to the classical solutions of P$_{\textup V}$ with special values of the parameters. We also study one property of the B\"acklund transformation of P$_{\textup V}$