Second order difference equations and discrete orthogonal polynomials of two variables

Abstract

The second order partial difference equation of two variables $ \CD u:= A_{1,1}(x) Δ_1 \nabla_1 u + A_{1,2}(x) Δ_1 \nabla_2 u + A_{2,1}(x) Δ_2 \nabla_1 u + A_{2,2}(x) Δ_2 \nabla_2 u & \qquad \qquad \qquad \qquad + B_1(x) Δ_1 u + B_2(x) Δ_2 u = λu, $ is studied to determine when it has orthogonal polynomials as solutions. We derive conditions on $\CD$ so that a weight function $W$ exists for which $W \CD u$ is self-adjoint and the difference equation has polynomial solutions which are orthogonal with respect to $W$. The solutions are essentially the classical discrete orthogonal polynomials of two variables.

19 pages