This volume contains a collection of papers dealing with applications of orthogonal polynomials and methods for their computation, of interest to a wide audience of numerical analysts, engineers, and scientists. The applications address problems in applied mathematics as well as problems in engineering and the sciences.

"This concise introduction covers general elementary theory related to orthogonal polynomials and assumes only a first undergraduate course in real analysis. Topics include the representation theorem and distribution functions, continued fractions and chain sequences, the recurrence formula and properties of orthogonal polynomials, special functions, and some specific systems of orthogonal polynomials. 1978 edition"--

The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.

The first modern treatment of orthogonal polynomials from the viewpoint of special functions is now available in paperback.

Updated throughout, this revised edition contains 25% new material covering progress made in the field over the past decade.

This volume presents the idea that one studies orthogonal polynomials and special functions to use them to solve problems.

Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? In the twentieth century the emphasis was on special functions satisfying linear differential equations, but this has now been extended to difference equations, partial differential equations and non-linear differential equations. The present set of lecture notes containes seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions. The topics are: computational methods and software for quadrature and approximation, equilibrium problems in logarithmic potential theory, discrete orthogonal polynomials and convergence of Krylov subspace methods in numerical linear algebra, orthogonal rational functions and matrix orthogonal rational functions, orthogonal polynomials in several variables (Jack polynomials) and separation of variables, a classification of finite families of orthogonal polynomials in Askey’s scheme using Leonard pairs, and non-linear special functions associated with the Painlevé equations.

This book presents contributions of international and local experts from the African Institute for Mathematical Sciences (AIMS-Cameroon) and also from other local universities in the domain of orthogonal polynomials and applications. The topics addressed range from univariate to multivariate orthogonal polynomials, from multiple orthogonal polynomials and random matrices to orthogonal polynomials and Painlevé equations. The contributions are based on lectures given at the AIMS-Volkswagen Stiftung Workshop on Introduction of Orthogonal Polynomials and Applications held on October 5–12, 2018 in Douala, Cameroon. This workshop, funded within the framework of the Volkswagen Foundation Initiative "Symposia and Summer Schools", was aimed globally at promoting capacity building in terms of research and training in orthogonal polynomials and applications, discussions and development of new ideas as well as development and enhancement of networking including south-south cooperation.

The Segovia meeting set out to stimulate an intensive exchange of ideas between experts in the area of orthogonal polynomials and its applications, to present recent research results and to reinforce the scientific and human relations among the increasingly international community working in orthogonal polynomials. This volume contains original research papers as well as survey papers about fundamental questions in the field (Nevai, Rakhmanov & López) and its relationship with other fields such as group theory (Koornwinder), Padé approximation (Brezinski), differential equations (Krall, Littlejohn) and numerical methods (Rivlin).