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Linear difference equations with transition points
Authors:
Z. Wang and R. Wong
Journal:
Math. Comp. 74 (2005), 629-653
MSC (2000):
Primary 41A60, 39A10, 33C45
Posted:
May 25, 2004
MathSciNet review:
2114641
Full-text PDF Free Access
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Abstract: Two linearly independent asymptotic solutions are constructed for the second-order linear difference equation
where and have power series expansions of the form with . Our results hold uniformly for in an infinite interval containing the transition point given by . As an illustration, we present an asymptotic expansion for the monic polynomials which are orthogonal with respect to the modified Jacobi weight , , where , and is real analytic and strictly positive on .
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𝐽_{𝜈}(𝜈𝑎) via a difference equation,
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(94i:39004)
- 1.
- G. D. Birkhoff, Formal theory of irregular linear difference equations, Acta Math., 54 (1930), pp. 205-246.
- 2.
- G. D. Birkhoff and W. J. Trjitzinsky, Analytic theory of singular difference equations, Acta Math., 60 (1932), pp. 1-89.
- 3.
- P. Bleher and A. Its, Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model, Ann. Math., 150 (1999), pp. 185-266. MR 2000k:42033
- 4.
- P. Deift, T. Kriecherbauer, K. T-R McLaughlin, S. Venakides, and X. Zhou, Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory, Comm. Pure Appl. Math., 52 (1999), pp. 1335-1425. MR 2001g:42050
- 5.
- P. Deift, T. Kriecherbauer, K. T-R McLaughlin, S. Venakides, and X. Zhou, Strong asymptotics of orthogonal polynomials with respect to exponential weights, Comm. Pure Appl. Math., 52 (1999), pp. 1491-1552. MR 2001f:42037
- 6.
- P. Deift, T. Kriecherbauer, K. T-R McLaughlin, S. Venakides, and X. Zhou, A Riemann-Hilbert approach to asymptotic questions for orthogonal polynomials, J. Comput. Appl. Math., 133 (2001), pp. 47-63. MR 2002h:42044
- 7.
- P. Deift and X. Zhou, A steepest descent method for oscillatory Riemann-Hilbert problems, Applications for the MKdV equation, Ann. Math., 137 (1993), pp. 295-368. MR 94d:35143
- 8.
- R. B. Dingle and G. J. Morgan, WKB methods for difference equations I, Appl. Sci. Res., 18 (1967), pp. 221-237. MR 37:1104
- 9.
- R. B. Dingle and G. J. Morgan, WKB methods for difference equations II, Appl. Sci. Res., 18 (1967), pp. 238-245. MR 37:1104
- 10.
- T. Kriecherbauer and K. T-R McLaughlin, Strong asymptotics of polynomials orthogonal with respect to Freud weights, Internat. Math. Res. Notices (1999), pp. 299-333. MR 2000h:33016
- 11.
- A. B. J. Kuijlaars and K. T-R McLaughlin, Riemann-Hilbert analysis for Laguerre polynomials with large negative parameter, Comput. Meth. Funct. Theory, 1 (2001), pp. 205-233. MR 2003k:30059
- 12.
- A. B. J. Kuijlaars, K. T-R McLaughlin, W. Van Assche, and M. Vanlessen, The Riemann-Hilbert approach to strong asymptotics for orthogonal polynomials on
, preprint math. CA/0111252.
- 13.
- A. B. J. Kuijlaars and M. Vanlessen, Universality for eigenvalue correlations from the modified Jacobi unitary ensemble, Internat. Math. Res. Notices (2002), pp. 1575-1600.MR 2003g:30043
- 14.
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- 15.
- F. W. J. Olver, Asymptotics and Special Functions, Academic Press, New York, 1974. (Reprinted by A. K. Peters Ltd., Wellesley, 1997.) MR 97i:41001
- 16.
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- 17.
- G. Szegö, ``Orthogonal Polynomials," Fourth edition, Colloquium Publications, Vol. 23, Amer. Math. Soc. Providence R. I., 1975. MR 51:8724
- 18.
- W. Van Assche, J. S. Geronimo, and A. B. J. Kuijlaars, Riemann-Hilbert problems for multiple orthogonal polynomials, pp. 23-50 in ``NATO ASI Special Functions 2000'' (J. Bustoz et. al. eds.), Kluwer Academic Publisher, Dordrecht, 2001.
- 19.
- Z. Wang and R. Wong, Uniform asymptotic expansion of
via a difference equation, Numer. Math., 91 (2002), pp. 147-193. MR 2003g:33008
- 20.
- Z. Wang and R. Wong, Asymptotic expansions for second-order linear difference equations with a turning point, Numer. Math., 94 (2003), pp. 147-194.
- 21.
- R. Wong and H. Li, Asymptotic expansions for second-order linear difference equations, J. Comput. Appl. Math., 41 (1992), pp. 65-94. MR 94i:39003
- 22.
- R. Wong and H. Li, Asymptotic expansions for second-order linear difference equations II, Stud. Appl. Math., 87 (1992), pp. 289-324. MR 94i:39004
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Additional Information
Z. Wang
Affiliation:
Department of Mathematics, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong; Wuhan Institute of Physics and Mathematics, The Chinese Academy of Sciences, P. O. Box 71010, Wuhan 430071, Peoples Republic of China
Email:
mcwang@cityu.edu.hk
R. Wong
Affiliation:
Department of Mathematics, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong
Email:
mawong@cityu.edu.hk
DOI:
http://dx.doi.org/10.1090/S0025-5718-04-01677-1
PII:
S 0025-5718(04)01677-1
Keywords:
Difference equation,
transition points,
three-term recurrence relation,
orthogonal polynomials
Received by editor(s):
April 2, 2003
Received by editor(s) in revised form:
October 6, 2003
Posted:
May 25, 2004
Additional Notes:
The work of this author was partially supported by the Research Grant Council of Hong Kong under Project 9040522
Article copyright:
© Copyright 2004 American Mathematical Society
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