Orthogonal Polynomials of Several Variables (Encyclopedia of Mathematics and its Applications)

This is the first modern book on orthogonal polynomials of several variables, which are valuable tools used in multivariate analysis, including approximations and numerical integration. The book presents the theory in elegant form and with modern concepts and notation. It introduces the general theory and emphasizes the classical types of orthogonal polynomials whose weight functions are supported on standard domains such as the cube, the simplex, the sphere and the ball. It also focuses on those of Gaussian type, for which fairly explicit formulae exist. The authors' approach blends classical analysis and symmetry-group-theoretic methods. The book will be welcomed by research mathematicians and applied scientists, including applied mathematicians, physicists, chemists and engineers.