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Walter Van Assche

Publications and source records attributed to Walter Van Assche.

At least 19 recordsLinked to original sources

Ratio and limiting zero distribution asymptotics for symmetric multiple orthogonal polynomials

We investigate the ratio asymptotics and the asymptotic zero distribution of a sequence of polynomials that satisfy a recurrence relation of order $r+1$ with all recurrence coefficients, except the last one, equal to zero. Such a sequence is part of a system of multiple orthogonal polynomials and it satisfies the symmetry property $P_n(\omega_{r+1} z) = \omega_{r+1}^n P_n(z)$, where $\omega_{r+1}$ is the primitive $(r+1)$th root of unity. We consider the unbounded regime in which the recurrence coefficients exhibit algebraic growth and, after division by $n^{\gamma}$ become asymptotically periodic and bounded. After the appropriate scaling, we establish ratio asymptotics and characterize the limiting ratio as the distinguished solution of an algebraic equation. We then determine the limiting zero distribution through its Stieltjes transform and investigate the associated \(\St\)-transform, which in several cases yields connections with hypergeometric polynomial sequences and distributions arising in free probability. The recurrence is represented by a two-diagonal non-self-adjoint Hessenberg operator, so that the limiting zero measure also admits a natural interpretation as a limiting empirical spectral distribution of its rescaled finite sections. Our analysis is based solely on the positivity and asymptotic behavior of the recurrence coefficients and requires no explicit knowledge of the underlying orthogonality measures.

math.CA

Rational approximation of Euler's constant using multiple orthogonal polynomials

We construct new rational approximants of Euler's constant that improve those of Aptekarev et al. (2007) and Rivoal (2009). The approximants are given in terms of certain (mixed type) multiple orthogonal polynomials associated with the exponential integral. The dual family of multiple orthogonal polynomials leads to new rational approximants of the Gompertz constant that improve those of Aptekarev et al. (2007). Our approach is motivated by the fact that we can reformulate Rivoal's construction in terms of type I multiple Laguerre polynomials of the first kind by making use of the underlying Riemann-Hilbert problem. As a consequence, we can drastically simplify Rivoal's approach, which allows us to study the Diophantine and asymptotic properties of the approximants more easily.

math.NT

A MATLAB package computing simultaneous Gaussian quadrature rules for Multiple Orthogonal Polynomials

The aim of this paper is to describe a Matlab package for computing the simultaneous Gaussian quadrature rules associated with a variety of multiple orthogonal polynomials. Multiple orthogonal polynomials can be considered as a generalization of classical orthogonal polynomials, satisfying orthogonality constraints with respect to $r$ different measures, with $r \ge 1$. Moreover, they satisfy $(r+2)$--term recurrence relations. In this manuscript, without loss of generality, $r$ is considered equal to $2$. The so-called simultaneous Gaussian quadrature rules associated with multiple orthogonal polynomials can be computed by solving a banded lower Hessenberg eigenvalue problem. Unfortunately, computing the eigendecomposition of such a matrix turns out to be strongly ill-conditioned and the \texttt{Matlab} function \texttt{balance.m} does not improve the condition of the eigenvalue problem. Therefore, most procedures for computing simultaneous Gaussian quadrature rules are implemented with variable precision arithmetic. Here, we propose a \texttt{Matlab} package that allows to reliably compute the simultaneous Gaussian quadrature rules in floating point arithmetic. It makes use of a variant of a new balancing procedure, recently developed by the authors of the present manuscript, that drastically reduces the condition of the Hessenberg eigenvalue problem.

math.NA

A Golub-Welsch version for simultaneous Gaussian quadrature

The zeros of type II multiple orthogonal polynomials can be used for quadrature formulas that approximate $r$ integrals of the same function $f$ with respect to $r$ measures $μ_1,\ldots,μ_r$ in the spirit of Gaussian quadrature. This was first suggested by Borges in 1994, even though he does not mention multiple orthogonality. We give a method to compute the quadrature nodes and the quadrature weights which extends the Golub-Welsch approach using the eigenvalues and left and right eigenvectors of a banded Hessenberg matrix. This method was already described by Coussement and Van Assche in 2005 but it seems to have gone unnoticed. We describe the result in detail for $r=2$ and give some examples.

math.NA

Unique special solution for discrete Painlevé II

We show that the discrete Painlevé II equation with starting value $a_{-1}=-1$ has a unique solution for which $-1 < a_n < 1$ for every $n \geq 0$. This solution corresponds to the Verblunsky coefficients of a family of orthogonal polynomials on the unit circle. This result was already proved for certain values of the parameter in the equation and recently a full proof was given by Duits and Holcomb. In the present paper we give a different proof that is based on an idea put forward by Tomas Lasic Latimer which uses orthogonal polynomials. We also give an upper bound for this special solution.

math.CA

Multiple orthogonal polynomials associated with the exponential integral

We introduce a new family of multiple orthogonal polynomials satisfying orthogonality conditions with respect to two weights $(w_1,w_2)$ on the positive real line, with $w_1(x)=x^αe^{-x}$ the gamma density and $w_2(x) = x^αE_{ν+1}(x)$ a density related to the exponential integral $E_{ν+1}$. We give explicit formulas for the type I functions and type II polynomials, their Mellin transform, Rodrigues formulas, hypergeometric series and recurrence relations. We determine the asymptotic distribution of the (scaled) zeros of the type II multiple orthogonal polynomials and make a connection to random matrix theory. Finally, we also consider a related family of mixed type multiple orthogonal polynomials.

math.CA

Christoffel functions for multiple orthogonal polynomials

We study weak asymptotic behaviour of the Christoffel--Darboux kernel on the main diagonal corresponding to multiple orthogonal polynomials. We show that under some hypotheses the weak limit of $\tfrac{1}{n} K_n(x,x)\, dμ$ is the same as the limit of the normalized zero counting measure of type II multiple orthogonal polynomials. We also study an extension of Nevai's operators to our context.

math.CA

Chebyshev polynomials in the 16th century

We give a few examples of Chebyshev polynomials that appeared in mathematical problems from the 16th and 17th century. The main example is the famous equation of Adrianus Romanus (Adriaan van Roomen) containing a polynomial of degree $45$.

math.HO

Orthogonal and multiple orthogonal polynomials, random matrices, and Painlevé equations

Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics and probability and many other disciplines. In these notes we give an introduction to the use of orthogonal polynomials in random matrix theory, we explain the notion of multiple orthogonal polynomials, and we show the link with certain non-linear difference and differential equations known as Painlevé equations.

math.CA

Zero distribution of orthogonal polynomials on a $q$-lattice

We give the asymptotic behavior of the zeros of orthogonal polynomials, after appropriate scaling, for which the orthogonality measure is supported on the $q$-lattice $\{q^k, k=0,1,2,3,\ldots\}$, where $0 < q < 1$. The asymptotic distribution of the zeros is given by the radial part of the equilibrium measure of an extremal problem in logarithmic potential theory for circular symmetric measures with a constraint imposed by the $q$-lattice.

math.CA

Threefold symmetric Hahn-classical multiple orthogonal polynomials

We characterize all the multiple orthogonal threefold symmetric polynomial sequences whose sequence of derivatives is also multiple orthogonal. Such a property is commonly called the Hahn property and it is an extension of the concept of classical polynomials to the context of multiple orthogonality. The emphasis is on the polynomials whose indices lie on the step line, also known as $2$-orthogonal polynomials. We explain the relation of the asymptotic behavior of the recurrence coefficients to that of the largest zero (in absolute value) of the polynomial set. We provide a full characterization of the Hahn-classical orthogonality measures supported on a $3$-star in the complex plane containing all the zeros of the polynomials. There are essentially three distinct families, one of them $2$-orthogonal with respect to two confluent functions of the second kind. This paper complements earlier research of Douak and Maroni.

math.CA

Multiple Askey-Wilson polynomials and related basic hypergeometric multiple orthogonal polynomials

We first show how one can obtain Al-Salam--Chihara polynomials, continuous dual $q$-Hahn polynomials, and Askey--Wilson polynomials from the little $q$-Laguerre and the little $q$-Jacobi polynomials by using special transformations. This procedure is then extended to obtain multiple Askey--Wilson, multiple continuous dual $q$-Hahn, and multiple Al-Salam--Chihara polynomials from the multiple little $q$-Laguerre and the multiple little $q$-Jacobi polynomials.

math.CA

Laguerre-Angelesco multiple orthogonal polynomials on an $r$-star

We investigate the type I and type II multiple orthogonal polynomials on an $r$-star with weight function $|x|^βe^{-x^r}$, with $β>-1$. Each measure $μ_j$, for $1\leq j \leq r$, is supported on the semi-infinite interval $[0,ω^{j-1}\infty)$ with $ω=e^{2πi/r}$. For both the type I and the type II polynomials we give explicit expressions, the coefficients in the recurrence relation, the differential equation and we obtain the asymptotic zero distribution of the polynomials on the diagonal. Also, we give the connection between the Laguerre-Angelesco polynomials and the Jacobi-Angelesco polynomials on an $r$-star.

math.CA

Solution of an Open Problem about Two Families of Orthogonal Polynomials

An open problem about two new families of orthogonal polynomials was posed by Alhaidari. Here we will identify one of them as Wilson polynomials. The other family seems to be new but we show that they are discrete orthogonal polynomials on a bounded countable set with one accumulation point at 0 and we give some asymptotics as the degree tends to infinity.

math.CA

Multiple Hermite polynomials and simultaneous Gaussian quadrature

Multiple Hermite polynomials are an extension of the classical Hermite polynomials for which orthogonality conditions are imposed with respect to $r>1$ normal (Gaussian) weights $w_j(x)=e^{-x^2+c_jx}$ with different means $c_j/2$, $1 \leq j \leq r$. These polynomials have a number of properties, such as a Rodrigues formula, recurrence relations (connecting polynomials with nearest neighbor multi-indices), a differential equation, etc. The asymptotic distribution of the (scaled) zeros is investigated and an interesting new feature happens: depending on the distance between the $c_j$, $1 \leq j \leq r$, the zeros may accumulate on $s$ disjoint intervals, where $1 \leq s \leq r$. We will use the zeros of these multiple Hermite polynomials to approximate integrals of the form $\displaystyle \int_{-\infty}^{\infty} f(x) \exp(-x^2 + c_jx)\, dx$ simultaneously for $1 \leq j \leq r$ for the case $r=3$ and the situation when the zeros accumulate on three disjoint intervals. We also give some properties of the corresponding quadrature weights.

math.CA

Discrete Orthogonal Polynomials with Hypergeometric Weights and Painlevé VI

We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order differential equation in one of the parameters of the weights. The non-linear difference equations form a pair of discrete Painlevé equations and the differential equation is the $σ$-form of the sixth Painlevé equation. We briefly investigate the asymptotic behavior of the recurrence coefficients as $n\to \infty$ using the discrete Painlevé equations.

math.CA

Riemann-Hilbert analysis for a Nikishin system

In this paper we give the asymptotic behavior of type I multiple orthogonal polynomials for a Nikishin system of order two with two disjoint intervals. We use the Riemann-Hilbert problem for multiple orthogonal polynomials and the steepest descent analysis for oscillatory Riemann-Hilbert problems to obtain the asymptotic behavior in all relevant regions of the complex plane.

math.CA