Abstract
In this paper, we consider the differential equation , where is a positive parameter. The principal concern here is to find conditions on the function which ensure that the consecutive differences of sequences constructed from the zeros of a nontrivial solution of the equation are regular in sign for sufficiently large . In particular, if denotes the kth positive zero of the general Bessel (cylinder) function of order and if , we prove that where This type of inequalities was conjectured by Lorch and Szego in 1963. In addition, we show that the differences of the zeros of various orthogonal polynomials with higher degrees possess sign regularity.
Keywords:
Sturm–Liouville equations; differences; zeros; completely monotonic functions; Bessel functions; orthogonal polynomials MSC:
34B24; 33C10
1. Introduction
We consider the differential equation
where is a positive parameter and is a positive -function on the interval . By a Sturm–Liouville function, we mean a nontrivial real solution of (1). Let denote the ascending sequence of the zeros of a Sturm–Liouville function in the interval . The Sturm comparison theorem (see, e.g., p. 314 of [1] or p. 56 of [2]) states that the second differences of the sequence are all positive if and are all negative if Our main purpose here is to move beyond the second differences and to show that higher consecutive differences of sequences constructed from are regular in sign. Lorch and Szego [2] initiated the study of the sign regularity of higher differences of the sequences associated with Sturm–Liouville functions. In particular, if denotes the kth positive zero of the general Bessel (cylinder) function
they proved that
for , and conjectured (p. 71 of [2]) that, on the basis of numerical evidence
for .
The symbol means, as usual, the mth (forward) difference of the sequence :
Note that is a solution of the equation
with Because we can see that the Sturm comparison theorem provides the results (2) for and (3) for It is mentioned in [2] that the signs of the first M differences of zeros of a Sturm–Liouville function of (4) could be inferred from the signs of , Muldoon [3] made progress in (3), proving that (3) holds when ([3], Corollary 4.2).
Our approach here is based on the ideas and results of [4], where the string equation with was considered. Using the eigenvalues and the nodal points, we constructed a sequence of piecewise continuous linear functions which converges to uniformly on . Moreover, we obtained a formula for derivatives of in terms of the eigenvalues and the differences of the nodal points.
The rest of this paper is organized as follows. In Section 2, we use the zeros of a Sturm–Liouville function as nodes to obtain a difference-derivative theorem (Lemma 1). In addition, we provide asymptotic estimates for as (Lemma 3). Then, we are able to express the higher differences in terms of the derivatives of at those zeros. Moreover, the expression can be used to determine the regular manner of these differences (Theorems 1 and 2). In addition, we construct sequences from , where all the mth differences have the same sign (Corollary 1). The proofs of Lemmas 1 and 3 rely on a system of interlaced inductions, which is presented in Section 5. In Section 3, we use an approximation process for the zeros of the general Bessel function to prove the conjecture of Lorch and Szego (Theorem 3). In Section 4, the zeros of various orthogonal polynomials with higher degrees are shown to share similar sign regularity (Theorems 4 and 5).
The notation used throughout is standard. A function is said to be M-monotonic (resp., absolutely M-monotonic) on an interval I if
If (5) holds for , then is said to be completely (resp., absolutely) monotonic on I. A sequence depending on a positive parameter is said to be asymptotically M-monotonic (resp., asymptotically absolutely M-monotonic) if
for sufficiently large .
Here, we should mention a number of recent studies related to this paper. In the proofs of Lemmas 1 and 3, we use the standard Taylor expansion of a function at the nodes. In fact, there have many different types of Taylor expansion; many interesting applications can be found in [5,6] and the references therein. The continuity of the coefficient function ensures that the zeros of the solution of (1) have a regular asymptotic distribution. Readers interested in uniform distribution sequences can refer to [7]. Completely monotonic functions and sequences have specific representations, and arise in many research areas, such as moment problems and harmonic mappings. Interested readers can refer to [8,9,10] and the references therein.
2. Main Results
In this section, we consider the differential equation
where is a positive parameter. We assume throughout that is a positive -function on the interval . The notation is reserved for the function . Let be a nontrival real solution of (6) and let be the zeros of in the interval . For we denote by the smallest positive integer k such that It is well known (see, e.g., [4,11]) that
It follows that In particular, we have
Thus, by (7) and the continuity of f, we obtain , and for any fixed l,
Note that (9) means that, because , the sequence behaves as if equally distributed.
If is m-times differentiable in and the lower derivatives of are continuous on , a mean-value theorem ([12] p. 52, no. 98) for differences and derivatives states that there exists a such that
where . It is interesting to look for a difference-derivative theorem which can express the differences of a smooth function on the sequence in terms of its derivatives at this sequence. The following lemma provides such a result.
Lemma 1.
Let . If φ is a -function on , then for
Moreover,
where the coefficients satisfy the recurrence relation
for
To prove Lemma 1, a more detailed investigation into the behaviour of is required. We use the Prüfer method to achieve this purpose. For each nontrivial solution of (6), we define the Prüfer angle as follows:
Then, satisfies the differential equation
If we specify the initial condition for to be with then, by the standard results (see, e.g., [1] p. 315), we have
and Let When integrating both sides of (13) from to and using (14), we find that
Taking the Taylor expansion of at and using (8), we obtain
The estimate of the second integral in (15) is stated as the following lemma. Its proof consists of a reducible system of integrals which is provided in Appendix A.
Lemma 2.
Let . Then, for we have
where the functions depend on and
Note that the first two functions appearing in (17) are of the forms
For using the estimates (16), (17) and (18), and multiplying (15) by , we find the estimate for :
where the functions and Note that Moreover, if we apply the mth order difference operator to (20), we can find the estimates for differences of the function at those zeros. Indeed, we have the following lemma.
Lemma 3.
Let and be the same as above. Then, for we have
Moreover,
The proofs of Lemmas 1 and 3 are provided in Section 5.
Now, if we apply Lemma 1 to the function , then by (22), we have the estimate for the higher differences of :
Moreover, by using (8) and (12), and iterating (23) for m from 1 to M, then choosing a sufficiently large , we can ensure the monotonicity of the sequence by f.
Theorem 1.
Let and be the same as above. If is M-monotonic on the interval , then the sequence is asymptotically M-monotonic.
Proof.
Because
it suffices to show that
as to conclude that
We prove (25) by induction on M. When , (25) reduces to which is true because by (12). Now, suppose that (25) is true for with By (23) for we have
which is nonnegative, as by the induction hypothesis, (24) and (21) for Thus, by (12) for and for
again following the induction hypothesis. This proves (25) for and thereby proves the theorem. □
Note that if the factors are deleted from the assumptions (24), followed by making the obvious changes in the above proof, conclusion (26) remains valid with amendation by eliminating the factors . Thus, we have the following theorem.
Theorem 2.
Let and be the same as mentioned above. If is absolutely M-monotonic on the interval , then the sequence is asymptotically absolutely M-monotonic.
As consequence of Lemma 1 and Theorems 1 and 2, we can use the zeros of a solution of (6) to construct sequences in which all mth differences have the same sign.
Corollary 1.
(a) Let be M-monotonic on If is also M-monotonic on then the sequence is asymptotically M-monotonic.
(b) Let be absolutely M-monotonic on If is also absolutely M-monotonic on then the sequence is asymptotically absolutely M-monotonic.
Proof.
Because is M-monotonic on it can be seen from the proof of Theorem 1 that (25) holds. On the other hand, the M-monotonicity of on means that
It now follows from (11), (25), (27) and (10) that
for all k and , as . The proof of part (b) is similar to that of part (a). □
Note that by the definition of the function , the conclusion of Theorem 1 (resp., Theorem 2) can be inferred directly from the assumptions on In fact, (resp., ) on for implying (resp., ) on for To examine these assertions, we can proceed by induction on M. For , per and , the assertion is valid. For higher derivatives of , a general term of would appear as
with exponentials being a negative half-integer and all non-negative integers. The induction is carried through by differentiating We have
and under the conditions (resp., ) and the negative each term in the last sum has opposite sign (resp., the same sign) as Thus, and have alternating signs (resp., the same sign), completing the induction. Hence, we obtain the following corollary.
Corollary 2.
Let be the same as above: (a) if is -monotonic on , then the sequence is asymptotically M-monotonic, and
(b) if is absolutely -monotonic on , then the sequence is asymptotically absolutely M-monotonic.
Although Corollary 2(a) is a partial result included in ([13], Theorem 3.3), the techniques employed in this section are independent of the methods in the series of papers [3,13,14] and the results of Hartman ([15], Theorems 18.1 and 20.1). It provides the connection of the quantities between the differences of the zeros and the coefficient function , and might have some numerical interest.
One can find similar results concerned with the critical points of a Sturm–Liouville function of (6). In fact, by letting denote the kth critical point of a solution of (6) in the interval and noting the definition of the Prüfer angle
the procedures employed in this section are all valid. Thus, if we replace in Theorems 1 and 2 and Corollaries 1 and 2 with , the conclusions in these Theorems and Corollaries continue to hold.
3. Applications to Bessel Functions
Let be the kth positive zero of the general Bessel (cylinder) function
where and denote the Bessel functions with order of the first and second kind, respectively. The main results in this section are stated as follows.
Theorem 3.
(a) For we have
(b) For we have
The Airy functions (see, e.g., [16] p. 18) satisfy the differential equation . Here, we consider a broader class of functions, including the Airy functions, which satisfy the differential equation (see, e.g., [17] p. 97)
where These functions are closely related to Bessel functions. Indeed,
is a nontrivial real solution of (28). Note that for each , the kth positive zeros of satisfies the identities
Moreover, for each and for we have
and
Here, the identities (29) and (30) are the key to the regularity behaviour of the Bessel zeros.
To prove Theorem 3, we consider the family of differential equations
on the interval Let be a nontrivial real solution of (31) and let the sequence be the zeros of with ascending order in Following Theorem 1 with and Corollary 1(a) with the function we have
and
as If we specify the initial conditions for the solution of (31) to be
then it is easy to verify that for ; hence, for each k, converges to as . Thus, for each , by (29) and (30) we have
and
Recalling (15) and (17) with the function and denoting we have
Note that and . By (19), we have
Thus, (36) becomes
If we apply the difference operator to (37), by (10) in the case and (18) in the case we can find
Moreover, multiplying (38) by we have
By (39), (33), (10) in the case and , we have
Now, for each if we choose a sufficiently large such that (40) and (32) hold, then by (34) and (35) we have
and
Second, according to (see, e.g., [17] p. 64), it is easy to verify that ; hence,
Thus, for (41) holds and (42) holds in the modified form:
Third, for any positive zero of is definable as a continuously increasing function of the real variable (see, e.g., [17] p. 508), meaning that by an approximating process, (41) holds for all
Finally, because neither nor are constant sequences, the results of Lorch, Szego, and Muldoon for completely monotonic sequences ([2] p. 72 or [18] Theorem 2) guarantee the strict inequalities of (41) and (43). This completes the proof of Theorem 3.
4. Applications to Classical Orthogonal Polynomials
Several important classical orthogonal polynomials are related to Sturm–Liouville functions, such as the Hermite and Jacobi polynomials. In ([2] p. 71), Lorch, Szego, and their coworkers conjectured on the basis of numerical evidence that the -zeros of the Legendre polynomials, the special cases of Jacobi polynomials, and the positive zeros of the Hermite polynomials form sequences with mth differences having constant signs. In this section, we apply the results in Section 2 and Section 3 to obtain partial answers for these conjectures.
4.1. Positive Zeros of Hermite Polynomials
Let be the Hermite polynomial (see, e.g., [16] p. 105 (5.5.3)), defined by
We consider the Hermite differential equation
and the related equation
A simple calculation shows that (see, e.g., [16] p. 105 (5.5.2))
is a nontrivial solution of (45). From the general theory of orthogonal polynomials, we know that has precisely n real zeros. By (44), we see that for even n it is the case that is an even function of t, while for odd n is an odd function of t. Accordingly, all zeros of are placed symmetrically with respect to the origin, and the same phenomenon is clearly true for . For each n, the positive zeros of are named by , where is the greatest integer function.
The main result concerned with Hermite polynomials is as follows.
Theorem 4.
Let be as above. Then, for each k we have
for sufficiently large n.
Proof.
For each n, by introducing the variable and letting Equation (45) is transformed into
We denote the kth positive zero of by where Thus, we have
To prove (46), we consider the differential equation
Let , let , let be a nontrivial real solution of (47), and let be the kth positive zero of . Then, from the following fact about
we know that on the interval for Thus, by Theorem 2, we obtain
for sufficiently large n. If we specify the initial conditions for to be
then it is easy to verify that uniformly converges to on the interval as Consequently, for the zero converges to as Therefore, for fixed k,
and (46) holds. □
4.2. Zeros of Jacobi Polynomials
Considering and , the Jacobi polynomial (see, e.g., [16] p. 67 (4.3.1)) is defined by
Concerning the Jacobi polynomials on the orthogonal interval if we denote the zeros of with the descending order
then the -zeros and of behave as the order
According to the uniform convergence theorem ([16] Theorem 8.1.1, p. 190)
we know that
Now, by Theorem 3(a), for and we have the following theorem.
Theorem 5.
For and k fixed, we have
for sufficiently large n.
5. Proofs of Lemmas 1 and 3
In this section, we prove (10), (11), (12), (21), and (22) simultaneously by induction.
For taking the Taylor expansion of at
where and using (8), we have
hence, (10), (11), and (12) are valid for If we apply the first order difference operator to (20) and use (10) for with then we have
Because , we have
Applying (10) for again to the function we find that ; now, we have
hence,
Thus, (21) for and (22) for are valid. The validity of (21) for is the impetus of our induction argument.
Now, suppose that (10), (11), (12), (21), and (22) are fulfilled for . If we apply (10) for with to (22) for , then we have (21) for , that is,
Taking the Taylor expansion of at
where , applying the Nth order difference operator to (48), and then using (21) for , we have
Following the product rule for higher differences, we know that
If we replace with in (10) for and use (21) for , then we obtain
Thus, (49) and (50) imply (10) for . Moreover, we have
Applying (11) for to (51) with instead of for , we find
If we change the order of the summation in (52) and shift the q index, then we can find
Thus, (11) and (12) are valid for
Finally, to prove (22) for , by applying the th order difference operator to (20) for we have
Following the product rule for higher differences again, we have
Using (10) for with replacing for and using (21) for , we obtain
On the other hand, applying (10) to the functions and for , we have
Applying the estimates (54) and (55) to (53), we obtain
If we replace with in (10) for then we have
Note that (56) and (57) imply
Then, by (56) and (58), we have (22) for . This completes the proofs of Lemmas 1 and 3.
6. Conclusions
In this work, we consider the second-order differential equation on the interval associated with a positive parameter . When the function satisfies the (absolutely) M-monotonic condition on the interval , we show that the difference of the zeros for a nontrivial solution of the equation satisfies the asymptotically (absolutely) M-monotonic property. As applications, we use an approximation process for the zeros of the Bessel function and prove the conjecture of Lorch and Szego. In addition, we show that the differences of the zeros of various orthogonal polynomials with higher degrees possess sign regularity.
On the basis of numerical evidence, Lorch, Szego, and their coworkers conjectured that the -zeros of the Legendre polynomials, the special cases of Jacobi polynomials, and the positive zeros of the Hermite polynomials are able to form absolutely monotonic sequences, that is, sequences in which all consecutive differences of the zeros are non-negative. In Theorem 5, the x-zeros of Jacobi polynomials are arranged in descending order, and hence the -zeros are arranged in increasing order, while the mth differences and th differences of the -zeros of Jacobi polynomials are sign-alternating.
Funding
This research received no external funding.
Data Availability Statement
Not applicable.
Acknowledgments
The author would like to thank the anonymous reviewers who helped to improve the readability and quality of the paper. Thanks also to Professor Min-Jei Huang.
Conflicts of Interest
The author declares no conflict of interest.
Appendix A
Recalling and the differential Equation (13) for the Prüfer angle we have
Then,
hence,
where and
To prove Lemma 2, we introduce the following integrals for a -function which is defined on :
and
where Now, (A3) can be written as
Via integration by parts, we have the following reduced formula for :
Introducing in the same way as in (A2) and using integration by parts and (14), we have the following estimates for and :
and
where By applying the estimates (A6) and (A7) with suitable integrands to (A5) and then collecting the terms with the same order of in the sum together, we can find
where By (A8) and (14), we have
and
If we apply (A1) and (A7) to the integral then we have
Applying (A11) to (A10), we obtain
In (A4), if we apply (A8) to the function and use (A9) and (A12) to collect the reductions of those integrals and , then all reduction processes are stopped after a finite number of steps, while the remainders behave as . This completes the proof of Lemma 2.
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