Laguerre-type exponentials and generalized Appell polynomials

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Laguerre-type exponentials and generalized Appell polynomials by G. Bretti 1, C. Cesarano 2 and P.E. Ricci 2 1 Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate Università di Roma La Sapienza Via A. Scarpa, 14 00161 Roma, Italia 2 Università di Roma La Sapienza, Dipartimento di Matematica P.le A. Moro, 2 00185 Roma, Italia Abstract General classes of two variables Appell polynomials are introduced by exploiting properties of an iterated isomorphism, related to the so called Laguerre-type exponentials. Further extensions to the multi-index and multivariable cases are mentioned. 2000 Mathematics Subject Classification. 33C45, 33C99, 30D05, 33B10. Key words and phrases. Laguerre-type exponentials, Generating functions, Appell polynomials. 1

1. Introduction In recent articles, in the framework of the monomiality principle [1], [2], a class of generalized exponential functions, the so called Laguerre-type exponentials (shortly L-exponentials), was introduced [3]. These functions are determined by using a differential isomorphism, denoted by the symbol T := T x, acting onto the space A := A x of analytic functions of the x variable by means of the correspondence: where so that The operator D := D x D L := DxD; x D 1 x, (1.1) Dx n (1) := xn n!, (1.2) T (x n ) = xn n!. (1.3) ˆ DL = DxD, is called in literature the Laguerre derivative and appears quite frequently in mathematical modelling relevant to vibrating phenomena in viscous fluids and even in mechanical problems such as the oscillating chain (see [4], pp. 282 284). According to the above isomorphism, substituting the derivative operator D with the Laguerrian derivative ˆD L and the multiplicative operator x with the anti-derivative preserved. ˆD 1 x, the solutions of all linear differential equations are This property allowed to construct in a straightforward way solutions to ordinary [5], [6] or partial differential equations [3], [7]). A first example of the above mentioned isomorphism was found proving the connection between the Hermite-Kampé de Fériet (or Gould-Hopper) polynomials [8], [9], [10], [11], and the two variable Laguerre polynomials. 2

As it is well known, the Hermite-Kampé de Fériet polynomials are called heat polynomials [12], since they are elementary solutions of the heat equation, but they enter even in the explicit solutions of many classical or pseudo-classical BVP in the half-plane (see [13], [14]). The relevant results were generalized to many variables problems in [15], [16]. The so called two variable Laguerre polynomials are defined by: L n (x, y) := n! n r=0 ( 1) r y n r x r (n r)!(r!) 2. It was shown (see [3], [17]) that the polynomials L n ( x, y) are connected to the H-KdF polynomials H (1) n (x, y) := (x + y) n throughout the above mentioned linear differential isomorphism, where the variable y is considered as a parameter. In order to avoid the change of sign of the x variable, we use the more simple notation: L n (x, y) := L n ( x, y) = n! Using this notation, we can write: n r=0 y n r x r (n r)!(r!) 2. (1.4) L n (x, y) := L (1) n (x, y) = T x ( H (1) n (x, y) ). (1.5) Note that the exponential function is transformed by T into the Laguerrian exponential e 1 (x): T e x = e 1 (x) := x k (k!) 2. (1.6) The use of the above isomorphism already permitted the definition of higher order Laguerre polynomials which are the Laguerrian counterpart of the Gould- Hopper ones [17], and Laguerre-type Bessel functions [18]. Particular cases of higher order-type Laguerre polynomials were used for the computation of moments of chaotic radiations (see [19]). 3

It is convenient, in the following, to introduce a suitable notation regarding the isomorphism T s x and its iterations. According to the above difinition we can write: T x (x) = D 1 x = D 1 x (1) (1.7) T 2 x (x) = T x Dx 1 (1) = D 1 and, by induction: T s x (x) = Tx s 1 D 1 x (1) = D 1 T x (x) Tx s 1 (x) It is easily seen that, k N, s N, and, h N, ˆD 1 T x(x) (xk ) = ˆD h T x (x) (xk ) = (1) so that D n T x (x) (1) = (1) so that D n k! xk+1 [(k + 1)!],..., 2 ˆD 1 Tx s (x) (xk ) = k! xk+h [(k + h)!],..., 2 ˆD h Tx s(x)(xk ) = Tx s 1 (x) xn (n!) 2 (1.8) xn (1) = (n!). (1.9) s k! xk+1, (1.10) [(k + 1)!] s+1 k! xk+h [(k + h)!]. s+1 This is in accordance with the results of a paper by G. Dattoli and P.E. Ricci [3] about the definition of the higher order Laguerre-type exponentials, which are defined in such a way that: T s x (e x ) = e s (x) := x k. (1.11) (k!) s+1 Working with the iterated isomorphism T s, derivative operator D := D x must be substituted with the Laguerrian derivative D sl := (D sl ) x := DxD xd (1.12) (containing (s + 1) ordinary derivatives with respect to the x variable). General classes of higher order Laguerre polynomials were defined in [17], by putting: ( L m (j;s;σ) (x, y) = Tx s Ty σ H (j) m (x, y) ). (1.13) 4

which are explicitly expressed by L (j;s;σ) m (x, y) = H m (j) (Tx s (x), T σ [ m j ] y (y)) = m! and are given by the generating function: m=0 y k x m jk [k!] σ+1 [(m jk)!] s+1 (1.14) L (j;s;σ) m (x, y) tm m! = T x s Ty σ exp{xt + yt j } = e s (xt) e σ (yt j ). (1.15) The same procedure is used in the present article in order to generalize the Appell polynomials, considering Laguerre-type Appell polynomials of higher order, and extending in such a way the preceding definitions of the papers [20], [21]. In this way we are able to obtain general classes of Appell polynomials, including the Bernoulli and Euler ones, which can be defined throughout generating functions which include L-exponentials instead of the ordinary one. This can be done acting separately with respect to each independent variable, and in this case the relevant variable will be used, as an index of the considered isomorphism, in order to avoid confusion (e.g. T s x will denote the s-times iterated isomorphism acting with respect to the x variable, and so on). Of course, we consider mainly the polynomials in two variables, in order to write down explicitly in a more friendly way the relevant properties, however all the formulas can be easily extended to the general case, by using a vectorial and multi-index approach which is mentioned in the concluding Section. 2. 2D Appell Polynomials For any j 2, the 2D Appell polynomials R (j) n (x, y) are defined by means of the generating function: G (j) A (x, y; t) := A(t) e xt+ytj = n=0 R (j) n (x, y) tn n! (2.1) 5

Even in this general case, the polynomial R (j) n (x, y), is isobaric of weight n, so that it does not contain the variable y, for every n = 0, 1,..., j 1. Explicit forms of the polynomials R (j) n in terms of the Hermite Kampé de Fériet polynomials H (j) n and vice-versa. The following representation formula holds: R (j) n (x, y) = n h=0 = n! ( ) n R n h H (j) h (x, y) = (2.2) h n h=0 R n h (n h)! [ h j ] r=0 x h jr y r (h jr)!r!, where the R k are the Appell numbers appearing in the definition: A(t) = R k k! tk, (A(0) 0); H (j) n (x, y) = ( ) n n Q n k R (j) k (x, y), k where the Q k are the coefficients of the Taylor expansion in a neighborhood of the origin of the reciprocal function 1/A(t). Recurrence relation. It is useful to introduce the coefficients of the Taylor expansion: A (t) A(t) = n=0 α n t n n!. (2.3) The following linear homogeneous recurrence relation for the generalized Appell polynomials R (j) n (x, y) holds: R (j) 0 (x, y) = 1, R (j) n (x, y) = (x + α 0 )R (j) n 1(x, y) + + n 2 ( ) n 1 α n k 1 R (j) k (x, y). k 6 ( ) n 1 jy R (j) j 1 n j(x, y) (2.4)

Shift operators. L n := 1 n D x, (2.5) L + n := (x + α 0 ) + n 1 j (j 1)! y Dj 1 x + α n k (n k)! Dn k x, Differential equation. [ αn 1 (n 1)! Dn x +... + α j j! Dj+1 x + + α j 2 (j 2)! Dj 1 x +... + (x + α 0 ) D x n ( ) αj 1 + jy Dx j (2.6) (j 1)! ] R (j) n (x, y) = 0, 3. Higher order Appell polynomials According to the above mentioned properties, we can define a more general class of higher order Appell polynomials. Namely, the following result holds: Theorem 3.1 The polynomials R n (j;s;σ) (x, y), defined by the generating function A(t) e s (xt)e σ (yt j ) = n=0 R n (j;s;σ) (x, y) tn n!, (3.1) where: R (j;s;σ) n (x, y) := R (j) n ( T s x (x), T σ y (y) ), (3.2) are explicitly expressed by R (j;s;σ) n (x, y) = n h=0 ( ) n R n h L (j;s;σ) h (x, y) (3.3) h 7

where the coefficients R k are the Appell numbers associated with the function A(t) (see equation (2.2)), and the higher order Laguerre polynomials L (j;s;σ) h (x, y), defined by equation (1.14), come into play: L (j;s;σ) h (x, y) = Tx s T σ y H (j) h (x, y). (3.4) Proof. Applying the isomorphisms T s x and T σ y function of the polynomials R (j) n (x, y), yields to both sides of the generating and therefore: T s x T σ y A(t) e xt+ytj = n=0 T s x T σ y R (j) n (x, y) tn n!, A(t) e s (xt)e σ (yt j ) = n=0 ( R n (j) T s x (x), Ty σ (y) ) t n n!, so that equations (3.1)-(3.2) hold. Equation (3.4) is a consequence of (2.2) and (3.3). Further properties are obtained by using the same procedure as above, and can be summarized as follows. Theorem 3.2 The polynomials R n (j;s;σ) (x, y), verify the recurrence relation R (j;s;σ) 0 (x, y) = 1, (3.5) R n (j;s;σ) (x, y) = ( ( ) D 1 + α ) (j;s;σ) n 1 Tx s 1 (x) 0 R n 1 (x, y) + jy R (j;s;σ) n j (x, y) j 1 ( ) n 2 n 1 + α n k 1 R (j;s;σ) k (x, y), k where the operator D 1 Tx s 1 (x), acting on R(j;s;σ) (x, y), is defined by equations (1.9)-(1.10), and the α k are the coefficients of the expansion (2.3). Theorem 3.3 Shift operators for the polynomials R n (j;s;σ) (x, y), are given by: n 1 L n := 1 n ˆD sl, (3.6) L + n := ( D 1 + α ) j Tx s 1 (x) 0 + (j 1)! n 1 j 1 y ˆD sl + α n k (n k)! ˆD n k sl. 8

Theorem 3.4 A differential equation satisfied by the polynomials R n (j;s;σ) (x, y), is given by: [ αn 1 (n 1)! ˆD n sl +... + α j j! + α j 2 j 1 ˆD sl (j 2)! ( ) j+1 αj 1 + jy ˆD sl + ˆD j sl (3.7) (j 1)! ] +... + ( D 1 + α ) Tx s 1 (x) 0 ˆDsL n R (j;s;σ) n (x, y) = 0. 4. Concluding remarks The results obtained in the preceding section could be generalized by using the multivariable Hermite polynomials H (j 1,...,j N ) k 1,...,k N defined throughout the generating function: e x 1t j 1+...+x N t j N = H (j 1,...,j N ) k (x 1,..., x N ) tk k!, (4.1) and noting that the corresponding multivariable Laguerre polynomials are obtained acting with linear isomorphisms operating separately with respect to each independent variable, namely: L (j ( 1,...,j N ;s 1,...,s N ) k (x 1,..., x N ) := T s 1 x 1 T s N (j x N H 1,...,j N ) k (x 1,..., x N ) ). (4.2) By using the iterated isomorphisms acting with respect to the different independent variables, the following generating function can be easily obtained: = T s 1 x 1 = T s 1 x 1 L (j 1,...,j N ;s 1,...,s N ) k (x 1,..., x N ) tk k! = T s N x N H (j 1,...,j N ) k (x 1,..., x N ) tk k! = T s N x N exp(x 1 t j 1 +... + x N t j N ) = = T s 1 x 1 x 1 e tj1 T s N x N x N e tj N = e s1 (x 1 t j 1 ) e sn (x N t j N ), (4.3) which generalizes equation (1.15). 9

Therefore a general class of multidimensional and multivariable Appell polynomials can be introduced by means of the generating function: A(t) e s1 (x 1 t j 1 ) e sn (x N t j N ) = n=0 R (j 1,...,j N ;s 1,...,s N ) n (x 1,..., x N ) tn n!. (4.4) The relevant properties can be derived by using methods similar to those described in Section 3. Further extensions could be obtained by introducing the multivariable and multi-index polynomials mentioned in the last section of [17]. Acknowledgements. This article was concluded in the framework of the Italian National Group for Scientific Computation (G.N.C.S.). The Authors express their sincere gratitude to Dr. G. Dattoli for interesting discussions and suggestions. References [1] G. Dattoli, Hermite-Bessel and Laguerre-Bessel functions: a by-product of the monomiality principle, Proc. of the workshop on Advanced Special Functions and Applications, Melfi 9-12 May, 1999, Ed. by D. Cocolicchio, G. Dattoli and H. M. Srivastava, ARACNE Editrice, Rome, 2000. [2] Y. Ben Cheikh, Some results on quasi-monomiality, Proc. Workshop Advanced Special Functions and Related Topics in Differential Equations, Melfi, June 24-29, 2001, in: Appl. Math. Comput., (to appear). [3] G. Dattoli and P.E. Ricci, Laguerre-type exponentials and the relevant L- circular and L-hyperbolic functions, Georgian Math. J., 10 (2003), 481 494. 10

[4] L.C. Andrews, Special functions of Mathematics for Engineers, Oxford Univ. Press, Oxford - New York, 1998. [5] G. Bretti and P. Natalini, Particular solutions for a class of ODE related to the L-exponential functions, (submitted). [6] G. Dattoli, A. Arena and P.E. Ricci, Laguerrian eigenvalue problems and Wright functions, Math. & Comput. Modelling, (to appear). [7] G. Dattoli, M.R. Martinelli and P.E. Ricci, On new families of integral transforms for the solution of partial differential equations, (submitted). [8] P. Appell, Sur une classe de polynômes, Ann. Sci. École Norm. Sup. (2) 9 (1880), 119 144. [9] P. Appell and J. Kampé de Fériet, Fonctions hypergéométriques et hypersphériques. Polynômes d Hermite, Gauthier-Villars, Paris, 1926. [10] H.W. Gould and A.T. Hopper: Operational formulas connected with two generalizations of Hermite Polynomials, Duke Math. J., 29 (1962), 51 62. [11] H.M. Srivastava and H.L. Manocha, A Treatise on Generating Functions, Wiley, New York, 1984. [12] D.V. Widder, The Heat Equation, Academic Press, New York, 1975. [13] C. Cassisa, P.E. Ricci and I. Tavkhelidze, Operational identities for circular and hyperbolic functions and their generalizations, Georgian Math. J., 10 (2003), 45 56. [14] C. Cassisa, P.E. Ricci and I. Tavkhelidze, An operatorial approach to solutions of BVP in the half-plane, J. Concr. & Appl. Math., (to appear). 11

[15] G. Maroscia and P.E. Ricci, Hermite-Kampé de Fériet polynomials and solutions of Boundary Value Problems in the half-space, (submitted). [16] G. Maroscia and P.E. Ricci, Explicit solutions of multidimensional pseudo-classical BVP in the half-space, Math. & Comput. Modelling, (to appear). [17] A. Bernardini, G. Dattoli and P.E. Ricci, L-exponentials and higher order Laguerre polynomials, Proceed. 4th Annual Conference of the Society for Special Functions and their Applications (SSFA), Rajasthan, Jaipur, Febr. 20-22, 2003, (to appear). [18] C. Cesarano, B. Germano and P.E. Ricci, Laguerre-type Bessel functions, Int. Transform. Spec. Funct., (to appear). [19] G. Dattoli and P.E. Ricci, Multi-index polynomials and applications to statistical problems, (submitted). [20] G. Dattoli, S. Lorenzutta and C. Cesarano, Finite Sums and Generalized Forms of Bernoulli Polynomials, Rend. Mat., Serie VII, 19 (1999), 385 391. [21] G. Bretti and P.E. Ricci, Multidimensional extensions of the Bernoulli and Appell Polynomials, Taiwanese J. Math., (to appear). 12

Addresses: Gabriella Bretti Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate Università degli Studi di Roma La Sapienza Via A. Scarpa, 16 00161 Roma (Italia) e-mail: bretti@dmmm.uniroma1.it Clemente Cesarano Dipartimento di Matematica Guido CASTELNUOVO Università degli Studi di Roma La Sapienza P.le A. Moro, 2 00185 Roma (Italia) e-mail: clemente.cesarano@uniroma1.it Paolo E. Ricci Dipartimento di Matematica Guido CASTELNUOVO Università degli Studi di Roma La Sapienza P.le A. Moro, 2 00185 Roma (Italia) e-mail: riccip@uniroma1.it 13