Grażyna Krech
The Voronovskaya type theorem for Poisson integrals of functions of two variables
Abstract. The aim of this paper is the study the Voronovskaya type theorem for Poisson integrals of functions of two variables for Hermite and Laguerre expansions.
We also present some boundary value problems related to these integrals.
2000 Mathematics Subject Classification: 41A35, 41A36.
Key words and phrases: Poisson integral, Hermite expansions, Laguerre expansions, Voronovskaya theorem, boundary value problems.
1. Introduction. Muckenhoupt in [3], Toczek and Wachnicki in [4] considered the Poisson integrals for Hermite and Laguerre expansions in the space L p ( R; e −z
2) and L p ( R + ; z α e −z ), respectively (1 ¬ p ¬ ∞, α > −1, R + = [0, ∞)). Some appro- ximation properties of the Poisson integrals for Hermite and Laguerre expansions in two dimensional space were studied in [1]. The aim of this work is to obtain the Voronovskaya type theorem for these operators in two dimensional space.
Let us consider the Poisson integral U of a function f ∈ L p ( R + ; z α e −z ), 1 ¬ p ¬ ∞, α > −1, defined by
U (f ; r, y 1 , y 2 ) = Z ∞
0
Z ∞
0
K(r, y 1 , z 1 ) K(r, y 2 , z 2 ) f(z 1 , z 2 ) (z 1 z 2 ) α e −z
1−z
2dz 1 dz 2 ,
where
K(r, y, z) = X ∞ n=0
r n n!
Γ(n + α + 1) L α n (y)L α n (z)
= (ryz) −
α21 − r exp
−r(y + z) 1 − r
I α
2(ryz)
121 − r
!
, 0 < r < 1,
L α n is the nth Laguerre polynomial and I α is the modified Bessel function (see [2]) I α (s) =
X ∞ n=0
s α+2n
2 α+2n n!Γ(α + n + 1) . The Poisson integral W is defined by
W (f ; r, y 1 , y 2 ) = Z ∞
−∞
Z ∞
−∞
P (r, y 1 , z 1 )P (r, y 2 , z 2 )f(z 1 , z 2 )e −z
21−z
22dz 1 dz 2 ,
where
P (r, x, z) = X ∞ n=0
r n H n (x)H n (z)
√ π 2 n n!
= 1
p π(1 − r 2 ) exp
−r 2 x 2 + 2rxz − r 2 z 2 1 − r 2
,
H n is the nth Hermite polynomial and f ∈ L p
R 2 ; e −z
12−z
22, 0 < r < 1.
The norm in L p X 2 ; w(z 1 , z 2 ) of a function f is given by
kfk p =
Z ∞
−∞
Z ∞
−∞ |f(t 1 , t 2 )| p w(t 1 , t 2 ) dt 1 dt 2
1p, 1 ¬ p < ∞, sup
(t
1,t
2)∈R ess |f(t
21 , t 2 )|, p = ∞,
where X = R + and w(z 1 , z 2 ) = (z 1 z 2 ) α e −z
1−z
2, or X = R and w(z 1 , z 2 ) = e −z
21−z
22, respectively.
In this section we shall give some properties of the above operators, which we shall apply to the proofs of the main theorems.
Let ϕ n,y (z) = (z − y) n , n ∈ N = {1, 2, ...}, y, z ∈ X, where X = R + or X = R, respectively.
Krech [1] obtained the following result.
Lemma 1.1 ([1]) For every (y 1 , y 2 ) ∈ R 2 + it follows U (1; r, y 1 , y 2 ) = 1,
U (ϕ 1,y
i; r, y 1 , y 2 ) = (1 − r)(1 + α − y i ), U (ϕ 2,y
i; r, y 1 , y 2 ) = (1 − r)
y i 2 (1 − r) + 2(α + 2)ry i − 2(α + 1)y i + (α + 2)(α + 1)(1 − r)} ,
U (ϕ 4,y
i; r, y 1 , y 2 ) = (1 − r) 2
y 4 i (r − 1) 2 − 4α(r − 1) 2 y i 3 − 4(4r 2 − 5r + 1) + 6(α + 4)(α + 3)r 2 y 2 i − 12(α + 3)(α + 2)ry 2 i
+ 6(α + 2)(α + 1)y i 2 − 12(α + 3)(α + 2)(r − 1)y i
+ (α + 4)(α + 3)(α + 2)(α + 1)(r − 1) 2
for 0 < r < 1, i = 1, 2.
Lemma 1.2 ([1]) For every (y 1 , y 2 ) ∈ R 2 it follows W (1; r, y 1 , y 2 ) = 1,
W (ϕ 1,y
i; r, y 1 , y 2 ) = −y i (1 − r), W (ϕ 2,y
i; r, y 1 , y 2 ) = (1 − r)
y i 2 (1 − r) + 1 2 (r + 1)
, W (ϕ 4,y
1+ ϕ 4,y
2; r, y 1 , y 2 ) = (1 − r) 2
(r − 1) 2 (y 1 4 + y 2 4 )
−3(r 2 − 1)(y 1 2 + y 2 2 ) + 3
2 (r + 1) 2
for 0 < r < 1, i = 1, 2.
Applying Lemma 1.1 and Lemma 1.2 it is easy to prove the following two lemmas.
Lemma 1.3 Let (y 1 , y 2 ) ∈ R 2 + be a fixed point. Then
r lim →1
−1
1 − r U (ϕ 1,y
i; r, y 1 , y 2 ) = 1 + α − y i ,
r→1 lim
−1
1 − r U (ϕ 1,y
1ϕ 1,y
2; r, y 1 , y 2 ) = 0,
r→1 lim
−1
1 − r U (ϕ 2,y
i; r, y 1 , y 2 ) = 2y i ,
r lim →1
−1
(1 − r) 2 U (ϕ 4,y
1+ ϕ 4,y
2; r, y 1 , y 2 ) = 12(y 2 1 + y 2 2 ) (1)
for i = 1, 2.
Lemma 1.4 Let (y 1 , y 2 ) ∈ R 2 be a fixed point. Then
r lim →1
−1
1 − r W (ϕ 1,y
i; r, y 1 , y 2 ) = −y i ,
r lim →1
−1
1 − r W (ϕ 1,y
1φ 1,y
2; r, y 1 , y 2 ) = 0,
r→1 lim
−1
1 − r W (ϕ 2,y
i; r, y 1 , y 2 ) = 1,
r→1 lim
−1
(1 − r) 2 W (ϕ 4,y
1+ ϕ 4,y
2; r, y 1 , y 2 ) = 6
for i = 1, 2.
Lemma 1.5 Let a, b, δ > 0 and α − 1 2 . If q 1, then
r lim →1
−Z ∞
y
2+δ
Z ∞
0
(K(r, y 1 , z 1 )K(r, y 2 , z 2 )) q (z 1 z 2 ) α e −z
1−z
2dz 1 dz 2 = 0
uniformly with respect to (y 1 , y 2 ), on the set [0, a] × [0, b].
Proof Let q 1 and δ > 0. Observe that Z ∞
y
2+δ
Z ∞
0
(K(r, y 1 , z 1 )K(r, y 2 , z 2 )) q (z 1 z 2 ) α e −z
1−z
2dz 1 dz 2
= Z ∞
y
2+δ
(K(r, y 2 , z 2 )) q z 2 α e −z
2
Z ∞
0
(K(r, y 1 , z 1 )) q z 1 α e −z
1dz 1
dz 2
for 0 < r < 1, (y 1 , y 2 ) ∈ R 2 + . Using the inequality (see [5])
|I α (z)| ¬ 1 Γ(α + 1)
z 2
α
e z , z 0, α − 1 2 , we get
K(r, y 1 , z 1 ) ¬ M 1 (1 − r) −(α+1) e y
1exp − r 1 − r
√ z 1 −
√ y 1
√ r
2 ! (2) ,
where M 1 > 0, α − 1 2 , 0 < r < 1. Let 0 ¬ y 1 ¬ a. Then Z ∞
0
(K(r, y 1 , z 1 )) q z 1 α e −z
1dz 1
¬ M 2 (1 − r) −q(α+1) e qa Z ∞
0
exp − qr 1 − r
√ z 1 −
√ y 1
√ r
2 !
z 1 α e −z
1dz 1
¬ M 3 (1 − r) −q(α+1) Z ∞
0
z 1 α e −z
1dz 1 = M 3 Γ(α + 1) (1 − r) −q(α+1) , where M 2 , M 3 denote some positive numbers. Observe that
z 2 α+
12e −z
2¬
α + 1
2
α+
12e −α−
12for α > − 1 2 and
Z ∞
y
2+δ
(K(r, y 2 , z 2 )) q z α 2 e −z
2dz 2
¬ M 4 (1 − r) −q(α+1) Z ∞
y
2+δ
exp − qr 1 − r
√ z 2 −
√ y 2
√ r
2 !
z 2 −
12dz 2 ,
where M 4 > 0, α − 1 2 . Making the substitution
t =
qr 1 − r
12√ z 2 −
√ y 2
√ r
we have Z ∞
y
2+δ
exp − qr 1 − r
√ z 2 −
√ y 2
√ r
2 !
z 2 −
12dz 2 = 2
1 − r qr
12Z ∞
d
1e −t
2dt,
where
d 1 =
qr 1 − r
12p
y 2 + δ − √ y 2
√ r
. If 0 ¬ y 2 ¬ b, then
d 1
qr 1 − r
12
b(r − 1) + rδ
√ r p
r(b + δ) + √ b
for 0 < r < 1
and b(r − 1) + rδ 1 2 δ for 1 − γ < r < 1, where γ is a sufficiently small positive number. Therefore
d 1
qr 1 − r
12· 1
√ r p
r(b + δ) + √ b · δ
2 M 5 (1 − r) −
12= d 2 ,
Z ∞
d
1e −t
2dt ¬ Z ∞
d
2e −t
2dt
for y 2 ¬ b, 1 − γ < r < 1, M 5 > 0. Because Z ∞
y
2+δ
Z ∞
0
(K(r, y 1 , z 1 )K(r, y 2 , z 2 )) q (z 1 z 2 ) α e −z
1−z
2dz 1 dz 2
¬ M 6 (1 − r) −q(α+1) (1 − r) −q(α+1) (1 − r)
12Z ∞
d
2e −t
2dt,
r→1 lim
−M 5 (1 − r) −
12= ∞ and lim
u →∞ u s Z ∞
u
e −t
2dt = 0 for s ∈ R, so
r lim →1
−Z ∞
y
2+δ
Z ∞
0
(K(r, y 1 , z 1 )K(r, y 2 , z 2 )) q (z 1 z 2 ) α e −z
1−z
2dz 1 dz 2 = 0
uniformly on the set [0, a] × [0, b].
In a similar fashion we can prove following lemmas.
Lemma 1.6 Let a, b, δ > 0, α − 1 2 and δ < b. If q 1, then
r→1 lim
−y Z
2−δ
0
Z ∞
0
(K(r, y 1 , z 1 )K(r, y 2 , z 2 )) q (z 1 z 2 ) α e −z
1−z
2dz 1 dz 2 = 0
uniformly with respect to (y 1 , y 2 ), on the set [0, a] × [b, ∞).
Lemma 1.7 Let a, b, δ > 0. If q 1, then
r→1 lim
−Z
X
Z
R (P (r, y 1 , z 1 )P (r, y 2 , z 2 )) q e −z
12−z
22dz 1 dz 2 = 0 uniformly with respect to (y 1 , y 2 ), on the set [−a, a] × [−b, b], where X = (y 2 + δ, ∞) or X = (−∞, y 2 − δ).
Now, we present the proof of the following lemma.
Lemma 1.8 Let a, b, δ > 0 and α − 1 2 . Then
r→1 lim
−sup
z
1∈R
+z
2∈(y
2+δ,∞)
K(r, y 1 , z 1 ) K(r, y 2 , z 2 ) = 0
uniformly with respect to (y 1 , y 2 ), on the set [0, a] × [0, b].
Proof Let 0 ¬ y 1 ¬ a, 0 ¬ y 2 ¬ b and δ > 0. From (2) we get K(r, y 1 , z 1 ) K(r, y 2 , z 2 )
¬ M 1 (1 − r) −2(α+1) e y
1+y
2exp − r 1 − r
√ z 1 −
√ y 1
√ r
2 !
× exp − r 1 − r
√ z 2 −
√ y 2
√ r
2 !
¬ M 1 (1 − r) −2(α+1) e a+b exp − r 1 − r
√ z 2 −
√ y 2
√ r
2 ! ,
where M 1 > 0, α − 1 2 , 0 < r < 1, y 1 ¬ a, y 2 ¬ b. Observe that if z 2 y 2 + δ, then
√ z 2 −
√ y 2
√ r y 2 (r − 1) + rδ
√ r √
ry 2 + rδ + √y 2 b(r − 1) + rδ
√ r √
rb + rδ + √ b
1 2 δ
√ r √
rb + rδ + √
b M 2
for y 2 ¬ b, 1 − γ < r < 1, where γ is a sufficiently small positive number, and M 2 > 0. Therefore
√ z 2 −
√ y 2
√ r
2
M 2 2
and
K(r, y 1 , z 1 ) K(r, y 2 , z 2 ) ¬ M 3 (1 − r) −2(α+1) exp
− M 4
1 − r
for y 1 ¬ a, y 2 ¬ b, 1 − γ < r < 1, α − 1 2 , where M 3 , M 4 are some positive numbers. Because
r lim →1
−M 3
(1 − r) 2(α+1) exp
− M 4
1 − r
= 0, so
r→1 lim
−sup
z
1∈R
+z
2∈(y
2+δ,∞)
K(r, y 1 , z 1 ) K(r, y 2 , z 2 ) = 0
uniformly on the set [0, a] × [0, b].
In a similar way we get the following lemmas.
Lemma 1.9 Let a, b, δ > 0, α − 1 2 and δ < b. Then
r lim →1
−sup
z
1∈R
+z
2∈[0,y
2−δ)
K(r, y 1 , z 1 ) K(r, y 2 , z 2 ) = 0
uniformly with respect to (y 1 , y 2 ), on the set [0, a] × [b, ∞).
Lemma 1.10 Let a, b, δ > 0. Then
r lim →1
−sup
z
1∈R z
2∈X
P (r, y 1 , z 1 ) P (r, y 2 , z 2 ) = 0
uniformly with respect to (y 1 , y 2 ), on the set [−a, a] × [−b, b], where X = (y 2 + δ, ∞) or X = (−∞, y 2 − δ).
2. The Voronovskaya type theorem. In this section we give the asymptotic formulas for operator U and W . To prove the main theorems we need the following lemmas.
Theorem 2.1 Let f = f 1 + f 2 , where f 1 ∈ L 1 R 2 + ; (z 1 z 2 ) α e −z
1−z
2and f 2 ∈ L ∞ R 2 +
, α − 1 2 . Let y ∈ R 2 + . If f is continuous at y, then
(3) lim
(r,y)→(1
−,y) U (f ; r, y) = f (y).
Proof Let y = (y 1 , y 2 ) be a fixed point in R 2 + . Let ε > 0 and let M > 0 be a number such that
sup
(z
1,z
2)∈R
2+ess |f 3 (z 1 , z 2 ))| ¬ M,
f 3 (z 1 , z 2 ) = f 2 (z 1 , z 2 ) − f(y 1 , y 2 ) and kf 1 k 1 ¬ M.
Let y 1 > 0 and y 2 > 0. By the continuity of f at (y 1 , y 2 ) there exists δ > 0 such that
(4) |f(z 1 , z 2 ) − f(y 1 , y 2 )| < ε
5 for |z 1 − y 1 | < δ and |z 2 − y 2 | < δ.
Observe that
|U(f; r, y 1 , y 2 ) − f(y 1 , y 2 )|
¬ Z ∞
0
Z ∞
0
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )|f(z 1 , z 2 ) − f(y 1 , y 2 )|(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2
=
Z ∞
0 y Z
1−δ
0
+
y Z
2−δ
0
Z
|z
1−y
1|<δ
+ Z
|z
2−y
2|<δ
Z
|z
1−y
1|<δ
+ Z ∞
y
2+δ
Z
|z
1−y
1|<δ
+ Z ∞
0
Z ∞
y
1+δ
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )|f(z 1 , z 2 ) − f(y 1 , y 2 )|(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2
= J 1 + J 2 + J 3 + J 4 + J 5 . From (4) we get
J 3 ¬ ε 5
Z
|z
2−y
2|<δ
Z
|z
1−y
1|<δ
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2
¬ ε 5
Z ∞
0
Z ∞
0
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2 = ε 5
for every (y 1 , y 2 ) ∈ R 2 + and 0 < r < 1.
If z 2 > y 2 + δ and |y 2 − y 2 | < 1 2 δ, then z 2 > y 2 + 1 2 δ. Therefore
J 4 ¬ Z ∞
y
2+
12δ
Z ∞
0
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )|f 1 (z 1 , z 2 )|(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2
+ M Z ∞
y
2+
12δ
Z ∞
0
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2 .
Observe that Z ∞
y
2+
12δ
Z ∞
0
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )|f 1 (z 1 , z 2 )|(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2
¬ kf 1 k 1 sup
z
1∈R
+z
2∈(y
2+
12δ, ∞)
K(r, y 1 , z 1 ) K(r, y 2 , z 2 ).
By Lemma 1.8 and Lemma 1.5 there exists η > 0 such that sup
z
1∈R
+z
2∈(y
2+
12δ, ∞)
K(r, y 1 , z 1 ) K(r, y 2 , z 2 ) < ε 10M ,
Z ∞
y
2+
12δ
Z ∞
0
K(r, y 1 , z 1 ) K(r, y 2 , z 2 )(z 1 z 2 ) α e −z
1−z
2dz 1 dz 2 < ε 10M
for 1 − η < r < 1 and |y 2 − y 2 | < 1 2 δ. Therefore J 4 ¬ ε 5 for 1 − η < r < 1,
|y 2 − y 2 | < 1 2 δ.
In a similar fashion we obtain J i ¬ ε
5 , i ∈ {1, 2, 5}
for 1 − η < r < 1, |y 1 − y 1 | < 1 2 δ and |y 2 − y 2 | < 1 2 δ. Thus
|U(f; r, y 1 , y 2 ) − f(y 1 , y 2 )| ¬ J 1 + J 2 + J 3 + J 4 + J 5 < ε
for 1 − min(δ, η) < r < 1, |y 1 − y 1 | < 1 2 δ and |y 2 − y 2 | < 1 2 δ, so we have (3) for y 1 > 0 and y 2 > 0.
Analogously we can get (3) for (y 1 , y 2 ) = (0, 0) and in the case when exactly one of the coordinates of the point (y 1 , y 2 ) is equal to zero.
From Theorem 2.1 we have
Corollary 2.2 If f = f 1 +f 2 , where f 1 ∈ L 1 R 2 + ; (z 1 z 2 ) α e −z
1−z
2, f 2 ∈ L ∞ R 2 + , α − 1 2 and f ∈ C(R 2 + ), then
r→1 lim
−U (f ; r, y 1 , y 2 ) = f(y 1 , y 2 ) uniformly on every compact subset in R 2 + .
For W we obtain the similar result.
Theorem 2.3 Let f = f 1 + f 2 , where f 1 ∈ L 1
R 2 ; e −z
12−z
22, f 2 ∈ L ∞ R 2 . If f is continuous at the point y = (y 1 , y 2 ) ∈ R 2 , then
(r,y)→(1 lim
−,y) W (f ; r, y) = f (y), y = (y 1 , y 2 ).
Now, we can prove the Voronovskaya type theorem.
Theorem 2.4 Let f ∈ C(R 2 + ) ∩ L p R 2 + ; (z 1 z 2 ) α e −z
1−z
2, α − 1 2 , 1 ¬ p ¬ ∞ and (y 1 , y 2 ) ∈ R 2 + . If f is of the class C 1 in a certain neighbourhood of a point (y 1 , y 2 ) and f 00 (y 1 , y 2 ) exists, then for every (y 1 , y 2 ) ∈ R 2 + we have
r
lim
→1−1
1 − r (U(f; r, y
1, y
2) − f(y
1, y
2)) = (1 + α − y
1) ∂f(y
1, y
2)
∂y
1+ y
1∂
2f(y
1, y
2)
∂y
21+ (1 + α − y
2) ∂f(y
1, y
2)
∂y
2+ y
2∂
2f(y
1, y
2)
∂y
22. Proof Let (y 1 , y 2 ) be a fixed point in R 2 + . By Taylor’s formula and properties of U we get
1
1 − r U(f; r, y
1, y
2) − f(y
1, y
2)
= 1
1 − r
U (ϕ
1,y1; r, y
1, y
2) · ∂f(y
1, y
2)
∂y
1+ U(ϕ
1,y2; r, y
1, y
2) · ∂f(y
1, y
2)
∂y
2+ 1 2 ·
1 1 − r
U (ϕ
2,y1; r, y
1, y
2) · ∂
2f (y
1, y
2)
∂y
21+ 2U(ϕ
1,y1ϕ
1,y2; r, y
1, y
2) · ∂
2f(y
1, y
2)
∂y
1∂y
2+ U(ϕ
2,y2; r, y
1, y
2) · ∂
2f(y
1, y
2)
∂y
22+ 1
1 − r U ψ
y1,y2p ϕ
4,y1+ ϕ
4,y2; r, y
1, y
2, (5)
where the function ψ y
1,y
2is continuous in R 2 + and
(z
1,z
2lim )→(y
1,y
2) ψ y
1,y
2(z 1 , z 2 ) = 0.
Using the H¨older inequality we obtain 1
1 − r
U ψ y
1,y
2p ϕ 4,y
1+ ϕ 4,y
2; r, y 1 , y 2
¬ U ψ y 2
1,y
2; r, y 1 , y 2
121
(1 − r) 2 U (ϕ 4,y
1+ ϕ 4,y
2; r, y 1 , y 2 )
12