Bivariate second--order linear partial differential equations and orthogonal polynomial solutions

In this paper we construct the main algebraic and differential properties and the weight functions of orthogonal polynomial solutions of bivariate second--order linear partial differential equations, which are admissible potentially self--adjoint and of hypergeometric type. General formulae for all these properties are obtained explicitly in terms of the polynomial coefficients of the partial differential equation, using vector matrix notation. Moreover, Rodrigues representations for the polynomial eigensolutions and for their partial derivatives of any order are given. Finally, as illustration, these results are applied to specific Appell and Koornwinder orthogonal polynomials, solutions of the same partial differential equation.Comment: 27 page

Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model

The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential operator with matrix-valued coefficients, from which we can derive backward and forward equations, a spectral representation of the probability density, study recurrence of the process and the corresponding invariant distribution. All these results are applied to an example coming from group representation theory which can be viewed as a variant of the Wright-Fisher model involving only mutation effects.Comment: 6 figure

Classes of Bivariate Orthogonal Polynomials

We introduce a class of orthogonal polynomials in two variables which generalizes the disc polynomials and the 2-$D$ Hermite polynomials. We identify certain interesting members of this class including a one variable generalization of the 2-$D$ Hermite polynomials and a two variable extension of the Zernike or disc polynomials. We also give $q$-analogues of all these extensions. In each case in addition to generating functions and three term recursions we provide raising and lowering operators and show that the polynomials are eigenfunctions of second-order partial differential or $q$-difference operators

Multivariate Orthogonal Polynomials and Modified Moment Functionals

Multivariate orthogonal polynomials can be introduced by using a moment functional defined on the linear space of polynomials in several variables with real coefficients. We study the so-called Uvarov and Christoffel modifications obtained by adding to the moment functional a finite set of mass points, or by multiplying it times a polynomial of total degree 2, respectively. Orthogonal polynomials associated with modified moment functionals will be studied, as well as the impact of the modification in useful properties of the orthogonal polynomials. Finally, some illustrative examples will be given

Two variable deformations of the Chebyshev measure

We construct one and two parameter deformations of the two dimensional Chebyshev polynomials with simple recurrence coefficients, following the algorithm in [3]. Using inverse scattering techniques, we compute the corresponding orthogonality measures.Comment: 16 page