This volume contains a collection of papers dealing with applications of orthogonal polynomials and methods for their computation, of interest to a wide audience of numerical analysts, engineers, and scientists. The applications address problems in applied mathematics as well as problems in engineering and the sciences.
"This concise introduction covers general elementary theory related to orthogonal polynomials and assumes only a first undergraduate course in real analysis. Topics include the representation theorem and distribution functions, continued fractions and chain sequences, the recurrence formula and properties of orthogonal polynomials, special functions, and some specific systems of orthogonal polynomials. 1978 edition"--
The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.
"This new and exciting historical book tells how Euler introduced the idea of orthogonal polynomials and how he combined them with continued fractions, as well as how Brouncker's formula of 1655 can be derived from Euler's efforts in Special Functions and Orthogonal Polynomials. The most interesting applications of this work are discussed, including the great Markoff's Theorem on the Lagrange spectrum, Abel's Theorem on integration in finite terms, Chebyshev's Theory of Orthogonal Polynomials, and very recent advances in Orthogonal Polynomials on the unit circle. As continued fractions become more important again, in part due to their use in finding algorithms in approximation theory, this timely book revives the approach of Wallis, Brouncker and Euler and illustrates the continuing significance of their influence. A translation of Euler's famous paper 'Continued Fractions, Observation' is included as an Addendum."--Publisher's description.
The Segovia meeting set out to stimulate an intensive exchange of ideas between experts in the area of orthogonal polynomials and its applications, to present recent research results and to reinforce the scientific and human relations among the increasingly international community working in orthogonal polynomials. This volume contains original research papers as well as survey papers about fundamental questions in the field (Nevai, Rakhmanov & López) and its relationship with other fields such as group theory (Koornwinder), Padé approximation (Brezinski), differential equations (Krall, Littlejohn) and numerical methods (Rivlin).
Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? In the twentieth century the emphasis was on special functions satisfying linear differential equations, but this has now been extended to difference equations, partial differential equations and non-linear differential equations. The present set of lecture notes containes seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions. The topics are: computational methods and software for quadrature and approximation, equilibrium problems in logarithmic potential theory, discrete orthogonal polynomials and convergence of Krylov subspace methods in numerical linear algebra, orthogonal rational functions and matrix orthogonal rational functions, orthogonal polynomials in several variables (Jack polynomials) and separation of variables, a classification of finite families of orthogonal polynomials in Askey’s scheme using Leonard pairs, and non-linear special functions associated with the Painlevé equations.
This two-part book is a comprehensive overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. A major theme involves the connections between the Verblunsky coefficients (the coefficients of the recurrence equation for the orthogonal polynomials) and the measures, an analog of the spectral theory of one-dimensional Schrodinger operators. Among the topics discussed along the way are the asymptotics of Toeplitz determinants (Szego's theorems), limit theorems for the density of the zeros of orthogonal polynomials, matrix representations for multiplication by $z$ (CMV matrices), periodic Verblunsky coefficients from the point of view of meromorphic functions on hyperelliptic surfaces, and connections between the theories of orthogonal polynomials on the unit circle and on the real line.