scholarly journals Multi-Dimensional Chebyshev Polynomials: A Non-Conventional Approach

2019 ◽  
Vol 10 (1) ◽  
pp. 1-19 ◽  
Author(s):  
Clemente Cesarano

Abstract Chebyshev polynomials are traditionally applied to the approximation theory where are used in polynomial interpolation and also in the study of di erential equations, in particular in some special cases of Sturm-Liouville di erential equation. Many of the operational techniques presented, by using suitable integral transforms, via a symbolic approach to the Laplace transform, allow us to introduce polynomials recognized belonging to the families of Chebyshev of multi-dimensional type. The non-standard approach come out from the theory of multi-index Hermite polynomials, in particular by using the concepts and the related formalism of translation operators.

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Maozhu Zhang ◽  
Kun Li ◽  
Hongxiang Song

AbstractIn this paper we consider singular Sturm–Liouville problems with eigenparameter dependent boundary conditions and two singular endpoints. The spectrum of such problems can be approximated by those of the inherited restriction operators constructed. Via the abstract operator theory, the strongly resolvent convergence and norm resolvent convergence of a sequence of operators are obtained and it follows that the spectral inclusion of spectrum holds. Moreover, spectral exactness of spectrum holds for two special cases.


2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Nusrat Raza ◽  
Umme Zainab ◽  
Serkan Araci ◽  
Ayhan Esi

AbstractIn this paper, we employ an umbral method to reformulate the 3-variable Hermite polynomials and introduce the 4-parameter 3-variable Hermite polynomials. We also obtain some new properties for these polynomials. Moreover, some special cases are discussed and some concluding remarks are also given.


2014 ◽  
Vol 2014 ◽  
pp. 1-11
Author(s):  
W. M. Abd-Elhameed

This paper is concerned with deriving some new formulae expressing explicitly the high-order derivatives of Jacobi polynomials whose parameters difference is one or two of any degree and of any order in terms of their corresponding Jacobi polynomials. The derivatives formulae for Chebyshev polynomials of third and fourth kinds of any degree and of any order in terms of their corresponding Chebyshev polynomials are deduced as special cases. Some new reduction formulae for summing some terminating hypergeometric functions of unit argument are also deduced. As an application, and with the aid of the new introduced derivatives formulae, an algorithm for solving special sixth-order boundary value problems are implemented with the aid of applying Galerkin method. A numerical example is presented hoping to ascertain the validity and the applicability of the proposed algorithms.


2021 ◽  
Vol 21 (2) ◽  
pp. 429-436
Author(s):  
SEEMA KABRA ◽  
HARISH NAGAR

In this present work we derived integral transforms such as Euler transform, Laplace transform, and Whittaker transform of K4-function. The results are given in generalized Wright function. Some special cases of the main result are also presented here with new and interesting results. We further extended integral transforms derived here in terms of Gauss Hypergeometric function.


Author(s):  
S.Raghavendra Prasad ◽  
Dr.P.Ramana Reddy

This paper describes about signal resampling based on polynomial interpolation is reversible for all types of signals, i.e., the original signal can be reconstructed losslessly from the resampled data. This paper also discusses Matrix factorization method for reversible uniform shifted resampling and uniform scaled and shifted resampling. Generally, signal resampling is considered to be irreversible process except in some special cases because of strong attenuation of high frequency components. The matrix factorization method is actually a new way to compute linear transform. The factorization yields three elementary integer-reversible matrices. This method is actually a lossless integer-reversible implementation of linear transform. Some examples of lower order resampling solutions are also presented in this paper.


2011 ◽  
Vol 48 (02) ◽  
pp. 295-312 ◽  
Author(s):  
Andreas Löpker ◽  
Wolfgang Stadje

We consider the level hitting times τy= inf{t≥ 0 |Xt=y} and the running maximum processMt= sup{Xs| 0 ≤s≤t} of a growth-collapse process (Xt)t≥0, defined as a [0, ∞)-valued Markov process that grows linearly between random ‘collapse’ times at which downward jumps with state-dependent distributions occur. We show how the moments and the Laplace transform of τycan be determined in terms of the extended generator ofXtand give a power series expansion of the reciprocal of Ee−sτy. We prove asymptotic results for τyandMt: for example, ifm(y) = Eτyis of rapid variation thenMt/m-1(t) →w1 ast→ ∞, wherem-1is the inverse function ofm, while ifm(y) is of regular variation with indexa∈ (0, ∞) andXtis ergodic, thenMt/m-1(t) converges weakly to a Fréchet distribution with exponenta. In several special cases we provide explicit formulae.


Symmetry ◽  
2020 ◽  
Vol 12 (7) ◽  
pp. 1179 ◽  
Author(s):  
Kamel Al-Khaled ◽  
Ashwaq Hazaimeh

In this paper, we present a comparative study between Sinc–Galerkin method and a modified version of the variational iteration method (VIM) to solve non-linear Sturm–Liouville eigenvalue problem. In the Sinc method, the problem under consideration was converted from a non-linear differential equation to a non-linear system of equations, that we were able to solve it via the use of some iterative techniques, like Newton’s method. The other method under consideration is the VIM, where the VIM has been modified through the use of the Laplace transform, and another effective modification has also been made to the VIM by replacing the non-linear term in the integral equation resulting from the use of the well-known VIM with the Adomian’s polynomials. In order to explain the advantages of each method over the other, several issues have been studied, including one that has an application in the field of spectral theory. The results in solutions to these problems, which were included in tables, showed that the improved VIM is better than the Sinc method, while the Sinc method addresses some advantages over the VIM when dealing with singular problems.


2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Junesang Choi ◽  
Praveen Agarwal

A remarkably large number of integral transforms and fractional integral formulas involving various special functions have been investigated by many authors. Very recently, Agarwal gave some integral transforms and fractional integral formulas involving theFp(α,β)(·). In this sequel, using the same technique, we establish certain integral transforms and fractional integral formulas for the generalized Gauss hypergeometric functionsFp(α,β,m)(·). Some interesting special cases of our main results are also considered.


2014 ◽  
Vol 10 (1) ◽  
pp. 53-62 ◽  
Author(s):  
Jagdev Singh ◽  
Devendra Kumar

Abstract In this paper, we obtain the distribution of mixed sum of two independent random variables with different probability density functions. One with probability density function defined in finite range and the other with probability density function defined in infinite range and associated with product of Srivastava's polynomials and H-function. We use the Laplace transform and its inverse to obtain our main result. The result obtained here is quite general in nature and is capable of yielding a large number of corresponding new and known results merely by specializing the parameters involved therein. To illustrate, some special cases of our main result are also given.


2001 ◽  
Vol 33 (1) ◽  
pp. 223-241 ◽  
Author(s):  
Daniel Dufresne

This paper is about the probability law of the integral of geometric Brownian motion over a finite time interval. A partial differential equation is derived for the Laplace transform of the law of the reciprocal integral, and is shown to yield an expression for the density of the distribution. This expression has some advantages over the ones obtained previously, at least when the normalized drift of the Brownian motion is a non-negative integer. Bougerol's identity and a relationship between Brownian motions with opposite drifts may also be seen to be special cases of these results.


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