Generalized prolate spheroidal wave functions: spectral analysis and approximation of almost band-limited functions (Q276078): Difference between revisions

Eigenfunctions of the second order differential operator \[ \mathcal{L}_c^{\alpha,\beta} \varphi=(1-x^2)\varphi''(x)-(2+\alpha) x\varphi'(x)-c^2x^2\varphi(x) \] are studied in the context of generalized time and band limiting. When \(\alpha=\beta=0\) solutions are prolate spheroidal wave functions that optimize time concentration among all band limited functions. In general, eigenfunctions of \(\mathcal{L}_c^{\alpha,\beta} \) are also eigenfunctions of the {\textit{weighted}} finite Fourier transform \[ \mathcal{F}_c^{\alpha} f(x)=\int_{-1}^1 e^{i c x y} f(y) (1-y^2)^\alpha \, dy\quad (\alpha>-1)\, . \] Denote by \(\psi_{n,c}^{(\alpha)}\) the \(n\)th eigenfunction listed in decreasing magnitude of eigenvalue \(\mu_{n,c}^{(\alpha)}\) of \(\mathcal{F}_c^{\alpha}\). In the limiting case \(c=0\) the eigenfunctions of \(\mathcal{L}_c^{\alpha,\beta} \) are Jacobi polynomials \(P_k^{(\alpha,\beta)}\) and are Legendre polynomials when \(\alpha=\beta=0\) as well. The authors observe that the {\textit{Bouwkamp method}}, that identifies the coefficients of prolate function expansions in Legendre polynomials by identifying coefficients as eigenvectors of a tridiagonal matrix, can be extended to expand \(\psi_{n,c}^{(\alpha,\beta)}\) in Jacobi polynomials by identifying coefficients as eigenvectors of a matrix that is five-diagonal in general and tridiagonal when \(\alpha=\beta\). It is also observed that in addition to being orthogonal in \(L^2(\mathbb{R})\), the \(\psi_{n,c}^{(\alpha,\beta)}\) form complete orthogonal families in \(L^2[-1,1]\). Local pointwise bounds on \(\psi_{n,c}^{(\alpha,\beta)}\) and its derivative for values of \(n\) such that \(q=c^2/\chi_n(c)\) (where \(\chi_n\) is the eigenvalue of \(\psi_{n,c}^{(\alpha,\beta)}\) for \(\mathcal{L}_c^{\alpha,\beta} \) ) are obtained using classical Sturm--Liouville techniques. In this regime \(|\psi_{n,c}^{(\alpha,\beta)}|\) achieves its maximum on \([-1,1]\) at \(x=1\) and is shown to be bounded by \(C_\alpha \chi_n(c)^{(1+\alpha)/2}\) for an explicit value \(C_\alpha\) depending only on \(\alpha\). Just as in the case of Legendre polynomials, the finite Fourier transforms of Jacobi polynomials \(P_k^{(\alpha)}\) can be expressed explicitly in terms of a specific multiple of a fractional power times a Bessel function of order \(k+\alpha+1/2\). This provides an alternative means to quantify the coefficient \(\beta_n^k\) of \(P_k^{(\alpha)}\) when expressing \(\psi_{n,c}^{(\alpha)}\) as an expansion in the \(P_k^{(\alpha)}\). In particular, it provides a means to show that \(\beta_n^k\) decays at a superexponential rate in \(k\) for each \(n\) (Prop.~5). The first main theorem goes on to estimate \(\beta_n^k\) in terms of the eigenvalues of the finite Fourier transform and \((2/q)^k\). It is also observed that expressing \(\psi_{n,c}^{(\alpha)}\) as an infinite series in terms of fractional powers times Bessel functions provides an analytic extension outside \([-1,1]\) where it is defined as an eigenfunction of \(\mathcal{L}_c^{\alpha} \). In the last section, energy concentration is studied in detail. In the prolate case \(\alpha=0\), the eigenfunctions optimize \(\|\varphi_n\|_{L^2[-1,1]}\) subject to being bandlimited to \([-c,c]\) and orthogonal to the first \(n\) optimizers, and the concentrations \(\lambda_n(c)\) can be expressed explicitly in terms of the eigenvalues \(\mu_n(c)\) of the finite Fourier transform. For general \(\alpha\) the optimization is done with respect to the space \(B_c^\alpha\) where \(\|f\|_{B_c^\alpha}^2=\int_{-c}^c |f(t)|^2 (1-t^2/c^2)^\alpha\, dt\), and the concentrations are identified as eigenvalues of \[ \mathcal{Q}_c^{(\alpha)}:\varphi\mapsto \frac{c}{2\pi}\int_{-1}^1 K_\alpha (c(x-y))\,\varphi(y)\, (1-y^2)^\alpha \, dy \] where \(K_\alpha\) is the kernel of \((\mathcal{F}_c^{\alpha})^\ast \mathcal{F}_c^{\alpha} \). Consequently, \(\lambda_n^{(\alpha)}(c)=c|\mu_n^{(\alpha)}(c)|^2/(2\pi)\) and these concentrations \(\lambda_n^{\alpha}(c)\) are decreasing in \(\alpha\geq 0\). As it is already known that the prolate concentrations decay superexponentially, this decay extends to \(\alpha\geq 0\). The paper finishes discussing approximation of general bandlimited functions by these generalized prolate functions.