Spectral analysis of the finite Hankel transform and circular prolate spheroidal wave functions (Q732136)

The authors develop two methods for the computation of the eigenvalues and eigenfunctions of the finite Hankel transformations presented in two versions. The first is \[ \widetilde{H}_{c,N}(\varphi)(x)= \int_0^1 yJ_N(cxy) \varphi(y)\,dy, \quad x\geq 0, \] where \(c>0\), \(N>-1\) are real numbers and \(J_N\) is the Bessel function of the first kind. The second version is \[ H_{c,N}(\psi)(x)= \int_0^1 \sqrt{cxy} J_N(cxy)\psi(y)\,dy, \quad x\geq 0. \] The eigenvalues \(\gamma_{n,N}(c)\) and eigenfunctions \(\psi_{n,N}^N(x)\) of the operator \(H_{c,N}\) (named ``circular prolate spheroidal wave functions'', or CPSWF) and those \(\beta_{n,N}(c)\) and \(\varphi_{n,N}^N(x)\) of \(\widetilde{H}_{c,N}\) are related to each other by the relations \(\gamma_{n,N}(c)= \sqrt{c}\beta_{n,N}(c)\) and \(\psi_{n,N}^N(x)= \sqrt{x}\varphi_{n,N}^N(x)\) for all \(n\geq 0\). The first proposed numerical method for computing the CPSWFs is based on an appropriate matrix representation of \(H_{c,N}\), and the second method computes the eigenvalues and eigenfunctions of \(\widetilde{H}_{c,N}\) with the help of an efficient quadrature formulae. The first method is better for small values of \(c\), and the second is better for moderate large values of \(c\). Numerical results of calculations of a few CPSWFs are presented.