Prolate spheroidal wave functions of order zero. Mathematical tools for bandlimited approximation (Q354268)

Prolate spheroidal wave functions (PSWFs) were introduced by \textit{D. Slepian} and \textit{H. O. Pollak} [Bell System Tech. J. 40, 43--63 (1961; Zbl 0184.08601)]. PSWFs with band limit \(c>0\) are eigenfunctions of the Sturm-Liouville operator \[ L_c[\varphi](x) := - \frac{d}{dx}\big((1-x^2)\, \frac{d\varphi}{dx}(x)\big) + c^2 x^2 \varphi(x) \quad (-1 < x < 1) \] and are also eigenfunctions of the Fourier integral operator \[ F_c[\varphi](x) := \int_{-1}^1 \varphi (t) \,e^{icxt}\,dt \quad (-1 \leq x \leq 1). \] These eigenfunctions \(\psi_n\) \((n=0,1,\dots)\) are real, orthonormal, and complete in \(L^2[-1,1]\). Further, each PSWF \(\psi_n\) has exactly \(n\) simple roots in \((-1,1)\). Such eigenfunctions play an essential role in Fourier analysis and have wide-ranging applications in electrical engineering, mathematical physics, and signal processing.\newline The monograph under review studies the analytical properties of PSWFs, presents asymptotic formulas for the evaluation of PSWFs, and describes numerical algorithms for the evaluation of PSWFs and PSWF-based quadratures for the integration of bandlimited functions as well as related interpolation formulas. The numerical algorithms are efficient in practice, even for large band limit (e.g. \(c=10^6\)). Many results presented in this book are quite new and obtained mainly by the authors. It is the first monograph on the theory of PSWFs and corresponding computations.\newline The Chapters \(1 - 3\) have introductory character. Here, known mathematical facts and an overview of the contents are presented. In Chapters 4 and 5, the properties of both operators \(L_c\) and \(F_c\) are analyzed and explicit bounds of their eigenvalues are derived. In Chapter 6, the authors construct rational approximations to PSWFs. It is shown that \(1/\psi_n\) can be well approximated by a rational function with \(n\) poles. Additional analytical properties of PSWFs are described in Chapter 7. Various asymptotic expansions of PSWFs are contained in Chapter 8. Based on PSWFs, the authors describe several quadrature rules and interpolation formulas for bandlimited functions in Chapter 9. The final Chapter 10 presents several numerical algorithms for the evaluation of PSWFs and associated quadrature rules. The high performance of these algorithms is demonstrated in a wide variety of numerical experiments.\newline This well-written monograph can serve as a complete, self-contained resource for the theory of PSWFs. It will be of great interest to all mathematicians, scientists, and engineers working with PSWFs.