Matrix valued Hermite polynomials, Burchnall formulas and non-abelian Toda lattice

PABLO ROMÁN; MOURAD ISMAIL; E. KOELINK

ADVANCES IN APPLIED MATHEMATICS

ACADEMIC PRESS INC ELSEVIER SCIENCE

Lugar: Amsterdam; Año: 2019 vol. 110 p. 235 - 269

0196-8858

A general family of matrix valued Hermite type orthogonal polynomials is introduced and studied in detail by deriving Pearson equations for the weight and matrix valued differential equations for these matrix polynomials. This is used to derive Rodrigues formulas, explicit formulas for the squared norm and to give an explicit expression of the matrix entries as well to derive a connection formula for the matrix polynomials of Hermite type. We derive matrix valued analogues of Burchnall formulas in operational form as well explicit expansions for the matrix valued Hermite type orthogonal polynomials as well as for previously introduced matrix valued Gegenbauer type orthogonal polynomials. The Burchnall approach gives two descriptions of the matrix valued orthogonal polynomials for the Toda modification of the matrix weight for the Hermite setting. In particular, we obtain anon-trivial solution to the non-abelian Toda lattice equations