Differentiation by integration using orthogonal polynomials, a survey

This survey paper discusses the history of approximation formulas for n-th order derivatives by integrals involving orthogonal polynomials. There is a large but rather disconnected corpus of literature on such formulas. We give some results in greater generality than in the literature. Notably we unify the continuous and discrete case. We make many side remarks, for instance on wavelets, Mantica's Fourier-Bessel functions and Greville's minimum R_alpha formulas in connection with discrete smoothing.Comment: 35 pages, 3 figures; minor corrections, subsection 3.11 added; accepted by J. Approx. Theor

Generalizations of an integral for Legendre polynomials by Persson and Strang

Persson and Strang (2003) evaluated the integral over [-1,1] of a squared odd degree Legendre polynomial divided by x^2 as being equal to 2. We consider a similar integral for orthogonal polynomials with respect to a general even orthogonality measure, with Gegenbauer and Hermite polynomials as explicit special cases. Next, after a quadratic transformation, we are led to the general nonsymmetric case, with Jacobi and Laguerre polynomials as explicit special cases. Examples of indefinite summation also occur in this context. The paper concludes with a generalization of the earlier results for Hahn polynomials. There some adaptations have to be made in order to arrive at relatively nice explicit evaluations.Comment: 14 pages; minor corrections and reference added; J. Math. Anal. Appl. (2011

An exact formula for the fourth cumulant of the Rosenblatt distribution

In this paper a formula for the fourth cumulant of the Rosenblatt distribution is derived

The Fractional Orthogonal Derivative

This paper builds on the notion of the so-called orthogonal derivative, where an n-th order derivative is approximated by an integral involving an orthogonal polynomial of degree n. This notion was reviewed in great detail in a paper by the author and Koornwinder in 2012. Here, an approximation of the Weyl or Riemann–Liouville fractional derivative is considered by replacing the n-th derivative by its approximation in the formula for the fractional derivative. In the case of, for instance, Jacobi polynomials, an explicit formula for the kernel of this approximate fractional derivative can be given. Next, we consider the fractional derivative as a filter and compute the frequency response in the continuous case for the Jacobi polynomials and in the discrete case for the Hahn polynomials. The frequency response in this case is a confluent hypergeometric function. A different approach is discussed, which starts with this explicit frequency response and then obtains the approximate fractional derivative by taking the inverse Fourier transform

The Fractional Orthogonal Difference with Applications

This paper is a follow-up of a previous paper of the author published in Mathematics journal in 2015, which treats the so-called continuous fractional orthogonal derivative. In this paper, we treat the discrete case using the fractional orthogonal difference. The theory is illustrated with an application of a fractional differentiating filter. In particular, graphs are presented of the absolutel value of the modulus of the frequency response. These make clear that for a good insight into the behavior of a fractional differentiating filter, one has to look for the modulus of its frequency response in a log-log plot, rather than for plots in the time domain

INTEGRAL REPRESENTATIONS FOR HORN’S H_2 FUNCTION AND OLSSON’S F_P FUNCTION

We derive some Euler type double integral representations for hypergeometric functions in two variables. In the first part of this paper we deal with Horn’s H_2 function, in the second part with Olsson’s F_P function. Our double integral representing the F_P function is compared with the formula for the same integral representing an H_2 function by M. Yoshida (Hiroshima Math. J. 10 (1980), 329–335) and M. Kita (Japan. J. Math. 18 (1992), 25–74). As specified by Kita, their integral is defined by a homological approach. We present a classical double integral version of Kita’s integral, with outer integral over a Pochhammer double loop, which we can evaluate as H_2 just as Kita did for his integral. Then we show that shrinking of the double loop yields a sum of two double integrals for F_P

UvA-DARE (Digital Academic Repository) Generalizations of an integral for Legendre polynomials by Persson and Strang Generalizations of an integral for Legendre polynomials by Persson and Strang

Abstract Persson an