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Journal of Computational and Applied
Mathematics
journal homepage:www.elsevier.com/locate/cam
Krall-type orthogonal polynomials in several variables
ILidia FernĂĄndez
a, Teresa E. Pérez
a,â, Miguel A. Piñar
a, Yuan Xu
baDepartamento de MatemĂĄtica Aplicada, and Instituto Carlos I de FĂsica TeĂłrica y Computacional, Universidad de Granada, Spain bDepartment of Mathematics, University of Oregon, USA
a r t i c l e i n f o Article history:
Received 18 December 2007
Dedicated to Professor JesĂșs S. Dehesa on the occasion of his 60th birthday MSC:
42C05 33C50 Keywords:
Orthogonal polynomials in several variables Krall-type orthogonal polynomials Reproducing kernel
a b s t r a c t
For a bilinear form obtained by adding a Dirac mass to a positive definite moment functional defined in the linear space of polynomials in several variables, explicit formulas of orthogonal polynomials are derived from the orthogonal polynomials associated with the moment functional. Explicit formula for the reproducing kernel is also derived and used to establish certain inequalities for classical orthogonal polynomials.
©2009 Elsevier B.V. All rights reserved.
1. Introduction
LetÎ ddenote the space of polynomials ind-variables, and letube a moment functional, denoted by
h
u,
pi
forpâ
Î d.Such a linear functional is said to be quasi-definite if there exists a base of orthogonal polynomials with respect tou. We define a new functional
v
by adding a Dirac mass tou,h
v,
pi = h
u,
pi +
λ
p(
c),
câ
Rd, λ
â
R,
pâ
Î d,
(1)and study the existence of orthogonal polynomials with respect to the functional
v
.In the case of one variable, this problem first arose from the work of A. M. Krall [1] when he studied the orthogonal polynomials that are eigenfunctions of a fourth order differential operator considered in [2,3], and showed that the polynomials are orthogonal with respect to a measure that is obtained from a continuous measure on an interval by adding masses at the end points of the interval. In [4], Koornwinder studied the case that the measure is the Jacobi weight function together with additional mass points at 1 and
â
1; he constructed the corresponding orthogonal polynomials and studied their properties. Uvarov [5] considered the problem of orthogonal polynomials with respect to a measure obtained by adding a finite discrete part to another measure; his main result expresses the polynomials orthogonal with respect to the new measure in terms of the polynomials orthogonal with respect to the old one. More generally, one can consider perturbations of quasi-definite linear functionals via the addition of Dirac delta functionals, orthogonal polynomials in such a general setting has been studied extensively in recent years (see, for instance [6,7], [8] and the references therein).I Partially supported by Ministerio de Ciencia y TecnologĂa (MCYT) of Spain and by the European Regional Development Fund (ERDF) through the grant MTM 2005â08648âC02â02, and Junta de AndalucĂa, Grupo de InvestigaciĂłn FQM 0229. The work of the fourth author is supported in part by NSF Grant DMSâ0604056.
âCorresponding author.
E-mail address:[email protected](T.E. Pérez).
0377-0427/$ â see front matter©2009 Elsevier B.V. All rights reserved. doi:10.1016/j.cam.2009.02.067
The purpose of the present paper is to study this problem in the case of several variables. After a brief section on notations and preliminaries in the next section, we state and prove our main results in Section3. The result gives a necessary and sufficient condition for the existence of orthogonal polynomials with respect to the linear functional
v
defined by(1), and expresses orthogonal polynomials with respect tov
in terms of the orthogonal polynomials with respect tou. Furthermore, we can also express the reproducing kernel of polynomials with respect tov
in terms of the kernel with respect tou. Our formula on the reproducing kernel implies an inequality on the orthogonal polynomials with respect tou. Even in the case of one variable, it leads to new inequalities on classical orthogonal polynomials, which are stated in Section4. Finally, in Section5, we consider the example of orthogonal polynomials on the unit ball.2. Orthogonal polynomials in several variables
In this section we recall necessary notations and definitions about orthogonal polynomials of several variables, following [9].
Throughout this paper, we will use the usual multi-index notation. For
α
=
(α1, . . . , αd)
â
Nd0andx
=
(
x1, . . . ,xd)â
Rd,we writexα
=
xα11
· · ·
x αdd . The integer
|
α
| =
α1
+ · · · +
αd
is called thetotal degreeofxα. The linear combinations ofxα,|
α
| =
n, yield a homogeneous polynomial of degreen. We denote byPdn the space of homogeneous polynomials of degree
nindvariables, byÎ d
nthe space of polynomials of total degree not greater thann. It is well known that
dimÎ nd
=
n+
d n and dimPnd=
n+
dâ
1 n:=
rn.d Let{
”α
}
αâNd0be a multi-sequence of real numbers, and letube a real valued functional defined onÎ
dby means of
h
u,
xαi =
u(
xα)
=
”α,
and extended by linearity. Then,uis called themoment functionaldetermined by
{
”α
}
뱉 Nd0. Ifh
u,
p2i
>
0,â
pâ
Î d n andp
6=
0, then the moment functionaluis calledpositive definiteand it induces an inner product onÎ dby(
p,
q)
:= h
u,
p qi
,â
p,
qâ
Î d.
A typical example of a positive moment functional is an integral,h
u,
pi =
R
Rdp
(
x)
d”
, with respect to a positivemeasure d
”
supported in an infinite set of pointsRdand with all moments finite.A polynomialP
â
Î dnis called an orthogonal polynomial with respect touif
h
u,
PQi =
0 for allQâ
Î ndâ1. LetVnddenotethe space of orthogonal polynomials with respect tou. We are interested in the case whenuadmits a basis of orthogonal polynomials; that is, dimVnd
=
rndfor alln. This happens wheneveruis positive definite. In general, we call a moment functionalquasi-definiteif it admits a basis of orthogonal polynomials.For the study of orthogonal polynomials it is often convenient to adopt a vector notation [10,11]. Let
{
Pnα
}
|α|=ndenote abasis ofVd
n. Let the elements of
{
α
â
Nd: |
α
| =
n}
be ordered byα1, α2, . . . , αr
ndaccording to a fixed monomial order, saythe lexicographical order. We then write the basis ofVndas a column vector
Pn
=
(
Pαn)
|α|=n=
(
Pα1,
Pα2, . . . ,
Pαrd n)
T
.
Using this notation, the orthogonality ofPαncan be expressed as
h
u,
PnPTmi =
HnÎŽm,n,whereHnis a matrix of sizernd
Ă
rmd. Notice thatuis quasi-definite if and only ifHnis nonsingular for allnâ„
0. Ifuis positivedefinite, then we can choose a basis so thatHnis the identity matrix for alln; in other words, we can choose the basis to be
orthonormal.
Letube a quasi-definite moment functional and let
{
Pn}
nâ„0be a sequence of orthogonal polynomials with respect tou.The reproducing kernels ofVd
n andÎ ndare denoted byPn(
·
,
·
)
andKn(·
,
·
)
, respectively, and are given by Pk(x,
y)
=
PTk(x)
Hkâ1Pk(y)
and Kn(x,
y)
=
n
X
k=0
Pk(x
,
y).
These kernels satisfy the usual reproducing property; for example,
p
(
x)
= h
u,
Kn(x,
·
)
p(
·
)
i = h
u,
p(
·
)
Kn(·
,
x)
i
,
pâ
Î nd,
which shows, in particular, that these functions are independent of a particular choice of the bases. The kernelKn(x
,
y)
satisfies an analog of the ChristoffelâDarboux formula, and plays an important role in the study of orthogonal Fourier expansions. For this and further properties of orthogonal polynomials of several variables, see [9].
3. Krall-type orthogonal polynomials in several variables
Letube a quasi-definite moment functional defined onÎ d. We define a new moment functional
v
as the perturbationofugiven by
h
v,
pi = h
u,
pi +
λ
p(
c),
â
p(
x)
â
Î d,
where
λ
is a nonzero real number andcâ
Rdis a given point. Our first result gives a necessary and sufficient condition forv
to be quasi-definite.Theorem 1.The moment functional
v
is quasi-definite if and only ifλn
:=
1+
λ
Kn(c,
c)
6=
0,
nâ„
0.
Furthermore, when
v
is quasi-definite, a sequence of orthogonal polynomials,{
Qn}
nâ„0, with respect tov
is given byQn(x
)
=
Pn(x)
â
λn
λ
â1
Knâ1(c
,
x)
Pn(c)
nâ„
0,
(2)where
{
Pn}
nâ„0denotes a sequence of orthogonal polynomials with respect to u andKâ1(·
,
·
)
:=
0.Proof. First we assume that
v
is quasi-definite and{
Qn}
nâ„0is the sequence of orthogonal polynomials with respect tov
.Sinceuis quasi-definite, the leading coefficient ofPnis a nonsingular matrix. Hence, by multiplyingQnby a nonsingular
matrix, if necessary, we can assume thatQn
â
Pnâ
Î nâ1fornâ„
0. This shows, in particular, thatQ0=
P0. Furthermore,since
{
Pn}
nâ„0is a basis ofÎ d, for eachnâ„
1 we can expressQnin terms ofPn. Thus, there exist constant matricesMinofsizerd n
Ă
ridsuch that Qn(x)
=
Pn(x)
+
nâ1X
i=0 MinPi(x),
where, by the orthogonality ofPnand the definition of
v
,Min
= h
u,
QnPTii
H â1 i=
h
v,
QnPTii â
λ
Qn(c)
PTi(
c)
Hiâ1,
for 0â€
iâ€
nâ
1. Sinceh
v,
QnPTi
i =
0 foriâ€
nâ
1, we conclude then Qn(x)
=
Pn(x)
â
λ
Qn(c)
nâ1X
i=0 PTi(
c)
H â1 i Pi(x)
=
Pn(x)
â
λ
Qn(c)
Knâ1(c,
x).
Evaluating the above expression atx
=
c, we obtainQn(c
)
[1+
λ
Knâ1(c,
c)
]=
Pn(c).
(3)Recall that
λk
=
1+
λ
Kk(c,
c)
. Ifλn
â1=
0 for some value of nâ„
1, thenPn(c)
=
0 by(3) and, furthermore,λn
=
λn
â1+
λ
PTn(c)
Hnâ1Pn(c)
=
0. Thus, we conclude thatPn+1(c)
=
0 which, however, contradicts to the fact thatPnandPn+1cannot have a common zero ([9], p. 113). This shows that
λn
6=
0,â
nâ„
0, and also that(2)holds wheneverλn
6=
0.Conversely, if all
λn
are nonzero, then we can define the polynomialsQnby(2)and the above proof shows then thatQnis orthogonal with respect to
v
. SinceQnandPnhave the same leading coefficient matrix, it is evident that{
Qn}
nâ„0is a basisofÎ d.
Remark 2. Ifuis a quasi-definite moment functional, then
v
is quasi-definite except whenλ
belongs to an infinite discrete set of values. Ifuis positive definite and we chooseλ >
0, then it is easy to see thatv
is also positive definite (see(4)).LetQnbe as in the theorem, we defineH
Ë
k= h
v,
QkQTki
and denote byË
Pk(x,
y)
:=
QTk(
x)
HË
kâ1Qk(y)
and KË
n(x,
y)
:=
nX
k=0Ë
Pk(x,
y),
the reproducing kernels associated with the linear functional
v
. We will derive an explicit formula of these kernels whenuis positive definite.
Wheneveruis positive definite, we choose
{
Pn}
nâ„0inTheorem 1as a sequence of orthonormal basis with respect tou,Proposition 3. Let u be a positive definite linear functional. Then, for k
â„
0,Ë
Hk=
Irk+
λ
λk
â1Pk( c)
Pk(c)
T and HË
kâ1=
Irkâ
λ
λk
Pk(c)
Pk(c)
T.
(4)Proof. Since we choosePnso thatHn
=
Irn, it follows from(3)thatË
Hk= h
v,
QkQkTi = h
v,
QkPTki = h
u,
QkPTki +
λ
Qk(c)
Pk(c)
T=
Irk+
λ
λk
â1Pk( c)
Pk(c)
T.
Assuming that the inverse is of the formH
Ë
kâ1=
Irkâ
ÎŽ
Pk(c)
Pk(c)
T, and using the fact that
Pk(c
)
TPk(c)
=
Pk(c,
c)
, aquick computation shows thatH
Ë
kHË
kâ1=
Irkis equivalent toλ
â
λk
â1ÎŽâ
λΎ
Pk(c,
c)
=
0. Using the fact thatPn(c,
c)
=
Kn(c
,
c)
â
Knâ1(c,
c)
, it is easy to see thatÎŽ
=
λ/λk
.Theorem 4. Let u be a positive definite linear functional. Then, for k
â„
0,Ë
Pk(x,
y)
=
Pk(x,
y)
â
λ
λk
Kk(x,
c)
Kk(c,
y)
+
λ
λk
â1 Kkâ1(x,
c)
Kkâ1(c,
y).
(5) Furthermore, for nâ„
0,Ë
Kn(x,
y)
=
Kn(x,
y)
â
λ
λn
Kn(x,
c)
Kn(c,
y).
(6)Proof. Let
Îłk
:=
λ/λk
. By(2)and(4), it follows readily thatË
Pk(x
,
y)
=
Pk(x,
y)
â
Îłk
[Pk(x,
c)
Kkâ1(x,
c)
+
Pk(y,
c)
Kkâ1(c,
x)
+
Pk(x,
c)
Pk(y,
c)
]+
ÎłkÎłk
â1Pk(c,
c)
Kkâ1(x,
c)
Kkâ1(y,
c)
=
Pk(x,
y)
â
Îłk
Kk(x,
c)
Kk(y,
c)
+
Îłk
[
1+
Îłk
â1Pk(c,
c)
]
Kkâ1(x,
c)
Kkâ1(y,
c),
as the first square bracket is equal toKk(x
,
c)
Kk(y,
c)
â
Kkâ1(x,
c)
Kkâ1(y,
c)
. Since the definition ofÎłk
leads readily toÎłk
[
1+
Îłk
â1Pk(c,
c)
] =
Îłk
â1, this proves(5). Summing over(5)fork=
0,
1, . . . ,
nproves(6).We note that, in the case of one variable, formula(6)has appeared in [12], whereas formula(5)appears to be new even in one variable.
4. An application of formula(5)
Ifuis positive definite and
λ >
0, thenv
is also positive definite. As a result,HË
n, henceHË
nâ1are positive definite matricesby(4)forn
â„
0. In particular,PË
n(x,
x)
is nonnegative. In fact, ifdâ„
2 and the linear functionaluis centrally symmetric (see [9] for definition), thenPË
n(x,
x)
is strictly positive for allx, except fornodd andx=
0. As a consequence, we see that(5)implies that Pn(x
,
x)
â
λ
λn
[
Kn(x,
c)
]
2+
λ
λn
â1[
Knâ1(x,
c)
]
2â„
0for allx
â
Rdand for allλ >
0. Recall thatλn
=
1+
λ
Kn(c,
c)
. Taking the limitλ
â â
, we obtain an inequality which westate as a proposition.
Proposition 5. For n
â„
1, and x,
câ
Rd,Pn(x
,
x)
+
[
Knâ1(x,
c)
]
2 Knâ1(c,
c)
â„
[
Kn(x,
c)
]
2 Kn(c,
c)
.
(7)Ifx
=
c, then the two sides of(7)are equal. This inequality tends out to be nontrivial even in the case of one variable. Notice that in one variable,Pn(x,
x)
= [
pn(x)
]
2, wherepnis the orthonormal polynomial. Let us specify the inequality(7)in
the cases of classical orthogonal polynomials of Jacobi and Laguerre. We use the standard notationPn(α,ÎČ),
α, ÎČ >
â
1, forJacobi polynomials, which are orthogonal with respect to
(
1â
x)
α(
1+
x)
ÎČon[â
1,
1]
, andL(α)n ,α >
â
1, for the Laguerrepolynomials, which are orthogonal with respect toxαeâxon
[
0,
â
)
. Using the formulas in [13], especially (4.3.3), (4.5.3)and (5.1.1), (5.1.13), the inequality(7)for the Jacobi polynomials withc
=
1, and for the Laguerre polynomials withc=
0, respectively, becomes the following:Proposition 6. For n
â„
1and xâ [â
1,
1]
,[
Pn(α,ÎČ)(
x)
]
2 Pn(α,ÎČ)(
1)
+
n+
ÎČ
2n+
α
+
ÎČ
+
1[
Pn(αâ+11,ÎČ)(
x)
]
2 Pn(αâ+11,ÎČ)(
1)
â„
n+
α
+
ÎČ
+
1 2n+
α
+
ÎČ
+
1[
Pn(α+1,ÎČ)(
x)
]
2 Pn(α+1,ÎČ)(
1)
.
For nâ„
1and xâ [
0,
â
)
,[
L(α)n(
x)
]
2 L(α)n(
0)
+
[
L (α+1) nâ1(
x)
]
2 L(αnâ+11)(
0)
â„
[
L (α+1) n(
x)
]
2 L(αn+1)(
0)
.
As far as we are aware, these inequalities are new. For example, in the case of Chebyshev polynomials or
α
=
ÎČ
= â
1/
2 in the Jacobi polynomials, the inequality becomes2 cos2n
Ξ
+
1 2nâ
1 sin(
nâ
1 2)Ξ
sinΞ2!
2â„
1 2n+
1 sin(
n+
1 2)Ξ
sinΞ2!
2,
0â€
Ξ
â€
Ï.
5. An example: Krall-type orthogonal polynomials in the unit ball
LetBddenote the unit ball of
Rd. We consider the inner product
h
f,
gi
”=
c”Z
Bd f(
x)
g(
x)(
1â k
xk
2)
Ӊ1/2dx,
where” >
â
1/
2, andc”=
Î(”
+
d+1 2)/(Ï
d/2Î(”
+
12
))
is the normalization constant so thath
1,
1i
”=
1. As an examplefor our general results, we add the mass point at the origin, and consider the inner product
h
f,
gi = h
f,
gi
”+
λ
f(
0)
g(
0), λ >
0.
(8)We now use(2)inTheorem 1to find an orthogonal basis for
h·
,
·i
. LetHdndenote the space of spherical harmonic polynomials of degreenindvariables. LetYΜn, 1
â€
Μ
â€
dimHnd, be anorthonormal basis forHd
nin the following. An orthonormal basis for
h
f,
gi
”is given explicitly by [9, p. 39]Pj,Μn
(
x)
=
hnj,Μâ1p(”â 1 2,nâ2j+ dâ2 2 ) j(
2k
xk
2â
1)
Ynâ2j Μ(
x),
0â€
jâ€
n/
2,
(9) wherep ”,nâ2j+dâ22j denote the orthonormal Jacobi polynomials, andhnj,Μis the normalizing constant given by
hnj,Μ
2=
(
d/
2)n
â2j/ ”+
d+21nâ2j, in which
(
a)k
:=
a(
a+
1) . . . (
a+
kâ
1)
denotes the shifted factorial. SinceY nâ2jΜ is a homogeneous
polynomial,Ynâ2j
Μ
(
0)
=
0 unless its degree is zero, that is, unlessn=
2j. Consequently,Pj,Μn(
0)
=
0 unlessj=
n/
2 andniseven. Notice that whenn
=
2j,hnj,”=
1. Hence, it follows thatPnn 2,Μ(
0)
=
p ”â12,dâ22 n 2(
â
1)
ifnis even andPj,Μn(
0)
=
0 in all other cases. Consequently, if we define polynomialsQj,”n byQj,Μn
(
x)
=
Pn n 2,Μ(
x)
â
Ïn
Knâ1(x,
0),
ifnis even Pj,Μn(
x),
otherwise,
(10) whereÏn
:=
λ
p(”â 1 2, dâ2 2 )n/2
(
â
1)/(
1+
λ
Knâ1(0,
0))
, then according to(2)inTheorem 1,{
Qj,”n:
1â€
Μ
â€
dimHndâ2j,0â€
2jâ€
n
}
constitutes an orthogonal basis with respect to the inner product(8).To make the expression more transparent, we assume
”
â„
0 and make use of the following explicit formula for the reproducing kernelKn(·
,
·
)
in [14], Kn(x,
y)
=
A”nZ
1 â1 P ”+d2,”+d2â1 n(
x·
y+
p
1â k
xk
2p
1â k
yk
2t)(
1â
t2)
Ӊ1dt,
where
” >
0 (see [14] for the case”
=
0) andA”n
:=
2Δ
+
1 2 Δ
+
d+2 2 Î(
n+
2”
+
d)
Ï
1/2Î(”)
Î n+
”
+
d 2 Î(
2”
+
d+
1)
.
We sety
=
0 in this formula and follow through a sequence of manipulations of formulas. First we use [13, (4.5.3)] to writeP
”+d2,”+d2â1
the terms of odd degree Gegenbauer polynomials, the integrals are automatically zero), the result is a sum of
b
n2
c
terms ofJacobi polynomials upon using the first formula on [9, p. 27], which we can use [13, (4.5.3)] again to sum up. The final result is the following identity,
Kn(x
,
0)
=
”
+
dâ1 2 bn2c”
+
1 2 bn2c P d 2,Ӊ 1 2 bn2c(
1â
2k
xk
2),
(11)where
b
xc
denotes the integer part ofx. In particular, settingx=
0 givesKn(0
,
0)
=
”
+
dâ1 2 bn2c”
+
1 2 bn2c P d 2,Ӊ 1 2 bn2c(
1)
=
”
+
dâ1 2 bn2c”
+
1 2 bn2cb
n 2c +
d 2b
n 2c
.
(12)Substituting these formulas into(10)gives a basis of explicit orthogonal polynomials with respect to the inner product in(8). Furthermore, using(11)and(12)in formula(6), we obtain a compact formula for the reproducing kernelK
Ë
n(·
,
·
)
associated withh·
,
·i
in(8). We sum up these results as a proposition.Proposition 7. For the inner product
h·
,
·i
in(8), the polynomials Qnj,Μ,1
â€
Μ
â€
dimHndâ2j,0â€
jâ€
n, in(10)form anorthogonal basis of degree n. Furthermore, the reproducing kernel of Î ndwith respect to
h·
,
·i
is given byË
Kn(x,
y)
=
Kn(x,
y)
â
dnP d 2,Ӊ 1 2 bn2c(
1â
2k
xk
2)
P d 2,Ӊ 1 2 bn2c(
1â
2k
yk
2),
where the constant dnis given by
dn
=
λ
1+
λ
Kn(0,
0)
ïŁź
ïŁ°
”
+
dâ1 2 bn2c”
+
1 2 bn2cïŁč
ïŁ»
2.
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