arXiv subjects
Publications and source records attributed to Semyon Yakubovich.
New sequences of orthogonal polynomials with respect to the weight functions $e^{-x} ρ_ν(x),\ e^{- 1/x} x^{-1} ρ_ν (x), ρ_ν(x)= 2 x^{ν/2} K_ν(2\sqrt x),\ x >0, ν\in \mathbb{R}$, where $K_ν(z)$ is the modified Bessel function, are investigated. The recurrence relations, explicit representations, generating functions and Rodrigues-type formulae are obtained.
We introduce a unified framework for the construction of convolutions and product formulas associated with a general class of regular and singular Sturm-Liouville boundary value problems. Our approach is based on the application of the Sturm-Liouville spectral theory to the study of the associated hyperbolic equation. As a by-product, an existence and uniqueness theorem for degenerate hyperbolic Cauchy problems with initial data at a parabolic line is established. The mapping properties of convolution operators generated by Sturm-Liouville operators are studied. Analogues of various notions and facts from probabilistic harmonic analysis are developed on the convolution measure algebra. Various examples are presented which show that many known convolution-type operators --- including those associated with the Hankel, Jacobi and index Whittaker integral transforms --- can be constructed using this general approach.
New index transforms, involving squares of Kelvin functions, are investigated. Mapping properties and inversion formulas are established for these transforms in Lebesgue spaces. The results are applied to solve a boundary value problem on the wedge for a fourth order partial differential equation.
The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce the class of Lévy processes with respect to the index Whittaker convolution and study their basic properties. We prove that the square root of the Shiryaev process belongs to our family of Lévy process, and this is shown to yield a martingale characterization of the Shiryaev process analogous to Lévy's characterization of Brownian motion. Our results demonstrate that a nice theory of Lévy processes with respect to generalized convolutions can be developed even if the usual compactness assumption on the support of the convolution fails, shedding light into the connection between the properties of the convolution algebra and the nature of the singularities of the associated differential operator.
New index transforms with Weber type kernels, consisting of products of Bessel functions of the first and second kind are investigated. Mapping properties and inversion formulas are established for these transforms in Lebesgue spaces. The results are applied to solve a boundary value problem on the wedge for a fourth order partial differential equation.
We present various identities involving the classical Bernoulli and Euler polynomials. Among others, we prove that $$ \sum_{k=0}^{[n/4]}(-1)^k {n\choose 4k}\frac{B_{n-4k}(z) }{2^{6k}} =\frac{1}{2^{n+1}}\sum_{k=0}^{n} (-1)^k \frac{1+i^k}{(1+i)^k} {n\choose k}{B_{n-k}(2z)} $$ and $$ \sum_{k=1}^{n} 2^{2k-1} {2n\choose 2k-1} B_{2k-1}(z) = \sum_{k=1}^n k \, 2^{2k} {2n\choose 2k} E_{2k-1}(z). $$ Applications of our results lead to formulas for Bernoulli and Euler numbers, like, for instance, $$ n E_{n-1} =\sum_{k=1}^{[n/2]} \frac{2^{2k}-1}{k} (2^{2k}-2^n){n\choose 2k-1} B_{2k}B_{n-2k}. $$
Many important index transforms can be constructed via the spectral theory of Sturm-Liouville differential operators. Using the spectral expansion method, we investigate the general connection between the index transforms and the associated parabolic partial differential equations. We show that the notion of Yor integral, recently introduced by the second author, can be extended to the class of Sturm-Liouville integral transforms. We furthermore show that, by means of the Feynman-Kac theorem, index transforms can be used for studying Markovian diffusion processes. This gives rise to new applications of index transforms to problems in mathematical finance.
We derive solvability conditions and closed-form solution for the Weber type integral equation, related to the familiar Weber-Orr integral transforms and the old Weber-Titchmarsh problem (posed in Proc. Lond. Math. Soc. 22 (2) (1924), pp.15, 16), recently solved by the author. Our method involves properties of the inverse Mellin transform of integrable functions. The Mellin-Parseval equality and some integrals, involving the Gauss hypergeometric function are used.
The classical Lebedev index transform (1967), involving squares and products of the Legendre functions is generalized on the associated Legendre functions of an arbitrary order. Mapping properties are investigated in the Lebesgue spaces. Inversion formulas are proved. As an interesting application, a solution to the boundary value problem for a third order partial differential equation is obtained.
We derive sufficient conditions for the existence of the Weber formal solution of the corresponding integral equation, related to the familiar Weber-Orr integral transforms. This gives a solution to the old Weber-Titchmarsh problem (posed in Proc. Lond. Math. Soc. 22(2) (1924), pp.15, 16.) Our method involves properties of the inverse Mellin transform of integrable functions. The Mellin-Parseval equality and some integrals with the associated Legendre functions are used.
By using the theory of the elliptic integrals a new method of summation is proposed for a certain class of series and their derivatives involving hyperbolic functions. It is based on the termwise differentiation of the series with respect to the elliptic modulus and integral representations of several of the series in terms of the inverse Mellin transforms related to the Riemann zeta function. The relation with the corresponding case of the Voronoi summation formula is exhibited. The involved series are expressed in closed form in terms of complete elliptic integrals of the first and second kind, and some special cases are calculated in terms of particular values of the Euler gamma function.
In the present paper, employing properties of the complete elliptic integrals of the first and second kind, we deduce closed-form formulae for the lattice sums and other new formulae. Applications to the effective properties of regular and random composites are discussed. We also discuss the Eisenstein summation method and the Rayleigh method used in computations.
New index transforms of the Lebedev type are investigated. It involves the real part of the product of the modified Bessel functions as the kernel. The boundedness and invertibility are examined for these operators in the Lebesgue weighted spaces. Inversion theorems are proved. Important particular cases are exhibited. The results are applied to solve an initial value problem for the fourth order PDE, involving the Laplacian. Finally, it is shown that the same PDE has another fundamental solution, which is associated with the generalized Lebedev index transform, involving the square of the modulus of Macdonald's function, recently considered by the author.
New index transforms, involving the square of Bessel functions of the first kind as the kernel are considered. Mapping properties such as the boundedness and invertibility are investigated for these operators in the Lebesgue spaces. Inversion theorems are proved. As an interesting application, a solution to the initial value problem for the third order partial differential equation, involving the Laplacian, is obtained.
In this paper we consider some new classes of integral equations that arise from Lie symmetry analysis. Specifically, we consider the task of obtaining solutions of a Cauchy problem for some classes of second order hyperbolic partial differential equations. Our analysis leads to new integral equations of non-convolution type, which can be solved by classical methods. We derive solutions of these integral equations, which in turn lead to solutions of the associated Cauchy problems.
New index transforms, involving the real part of the modified Bessel function of the first kind as the kernel are considered. Mapping properties such as the boundedness and invertibility are investigated for these operators in the Lebesgue spaces. Inversion theorems are proved. As an interesting application, a solution of the initial value problem for the second order partial differential equation, involving the Laplacian, is obtained. It is noted, that the corresponding operators with the imaginary part of the modified Bessel function of the first kind lead to the familiar Kontorovich- Lebedev transform and its inverse.
New index transforms are investigated, which contain as the kernel products of the Bessel and modified Bessel functions. Mapping properties and invertibility in Lebesgue spaces are studied for these operators. Relationships with the Kontorovich-Lebedev and Fourier cosine transforms are established. Inversion theorems are proved. As an application, a solution of the initial value problem for the fourth order partial differential equation, involving the Laplacian is presented.
We investigate necessary and sufficient conditions for an arbitrary polynomial of degree $n$ to be trivial, i.e. to have the form $a(z-b)^n$. These results are related to an open problem, conjectured in 2001 by E. Casas- Alvero. It says, that any complex univariate polynomial, having a common root with each of its non-constant derivative must be a power of a linear polynomial. In particular, we establish determinantal representation of the Abel-Goncharov interpolation polynomials, related to the problem and having its own interest. Among other results are new Sz.-Nagy type identities for complex roots and a generalization of the Schoenberg conjectured analog of Rolle's theorem for polynomials with real and complex coefficients.