arXiv subjects
Publications and source records attributed to Minjian Yuan.
We prove that the bilinear generating function for Wronskians of Hermite polynomials can be expressed as the classical Mehler kernel multiplied by a polynomial, thereby extending the result of Pupasov-Maksimov for exceptional Hermite polynomials. We establish several properties of the polynomials appearing in this extended version of the Mehler formula and present four conjectures about them.
Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study Darboux transformation from the point of view of Markov semigroups of diffusion processes. We construct the Darboux transform of a diffusion process through a combination of Doob's $h$-transform and a version of Siegmund duality. Our main result is a simple formula that connects transition probability densities of the two processes. We provide several examples of Darboux transformed diffusion processes related to Brownian motion and Ornstein-Uhlenbeck process. For these examples, we compute explicitly the transition probability density and derive its spectral representation.
M. E. Larsen evaluated the Wronskian determinant of functions $\{\sin(mx)\}_{1\le m \le n}$. We generalize this result and compute the Wronskian of $\{\sin(mx)\}_{1\le m \le n-1}\cup \{\sin((k+n)x\} $. We show that this determinant can be expressed in terms of Gegenbauer orthogonal polynomials and we give two proofs of this result: a direct proof using recurrence relations and a less direct (but, possibly, more instructive) proof based on Darboux-Crum transformations.