Ball prolate spheroidal wave functions in arbitrary dimensions (Q2300748)

This work extends to arbitrary space dimensions recent approaches to computing prolate spheroidal wave functions (PSWFs) and weighted generalizations of the PSWFs studied by some of the authors, e.g., [\textit{L.-L. Wang} and \textit{J. Zhang}, Appl. Comput. Harmon. Anal. 29, No. 3, 303--329 (2010; Zbl 1204.33025)]. Multidimensional versions of PSWFs were studied originally by \textit{D. Slepian} [Bell Syst. Tech. J. 43, 3009--3057 (1964; Zbl 0184.08604)]. A Sturm-Liouville eigenvalue problem is introduced for \(x\in\mathbb{B}^d\), the unit ball in \(\mathbb{R}^d\), and \(\alpha>-1\), \[ [-(1-|x|^2)^{-\alpha} \nabla\cdot (I-xx^T)(1-|x|^2)^\alpha \nabla +c^2|x|^2]\psi(x;c)=\chi\psi(x,c)\, . \tag{1} \] It is observed that the eigefunctions \(\psi(x;c)\) are also eigenfunctions of the weighted, truncated Fourier transform \[\lambda \psi(x;c)=\int_{\mathbb{B}^d} e^{-i c\langle x, \tau\rangle }\ , \psi(\tau;c) (1-|\tau|^2)^{\alpha}\, d\tau\, . \] Using spherical harmonics this identity can be expressed in terms of the truncated Hankel transform in the radial direction. Ball polynomials \(P_{k,\ell}^{\alpha,n}=P_k^{(\alpha,n+d/2-1)}(2|x|^2-1)Y_\ell^n(x)\) are defined where \(P_n^{(\alpha,\beta)}\) are normalized Jacobi polynomials on \((-1,1)\) and \(Y_\ell^n\) are spherical harmonics. The polynomials \(P_{k,\ell}^{\alpha,n}\) are orthogonal in \(\mathbb{B}^d\) with respect to the weight \(\omega_\alpha(x)=(1-|x|^2)^\alpha\) and, for \(\alpha=0\), can be viewed as a limiting case (\(c=0\)) of the generalized PSWFs defined by (1), just as normalized Legendre polynomials can be viewed as a limiting case of appropriately scaled PSWFs on \((-1,1)\). It is proved that the ball PSWFs defined by (1) are eigenfunctions of the truncated weighted Fourier transform and properties of the eigenvalues similar to ones on the real line \(d=1\) are developed. In a manner completely analogous to the case on \(\mathbb{R}\), e.g. [\textit{J. P. Boyd}, ACM Trans. Math. Softw. 31, No. 1, 149--165 (2005; Zbl 1070.65569)], the ball PSWFs can be expanded in series of ball polynomials, \[ \psi^{(\alpha,n)}_{k,\ell}(x;c)=\sum_{j=0}^\infty \beta_j^{n,k} P_{j,\ell}^{\alpha,n}(x).\tag{2}\] As a consequence of (1) and a recursion formula for the ball polynomials, the coefficients of the expansion (2) satisfy a three term recursion, allowing the coefficients \(\beta_j^{n,k}\) to be solved in terms of this recursion, and approximated with high accuracy from a truncated recursion (with number of terms linear in \(c\)), as eigenvectors of a truncated symmetric, tri-diagonal matrix. The eigenvalues of the truncated Fourier transform can then be approximated in terms of \(\beta_0^{n,k}\) and special function values. Numerical techniques for pointwise approximations of \(\psi^{(\alpha,n)}_{k,\ell}(x;c)\) and their estimated eigenvalues are provided, and several plots illustrate the behavior of the PSWFs in two and three variables.