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 relationfor 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 havewhere 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 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
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.
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.