Prolate spheroidal wave functions on a disc -- integration and approximation of two-dimensional bandlimited functions (Q869652)

This paper discusses the problem of integrating and approximating two-dimensional bandlimited functions on a disc using two-dimensional prolate spheroidal wave functions (PSWFs). After giving an outline of the properties of PWSFs, the author deals with the construction of these functions on a disc. A numerical scheme for the evaluation of the PSWFs on a disc is then used as a basis for the numerical implementation of quadrature formulas appropriate to bandlimited functions on a disc. An error bound on this quadrature is derived. The quadrature formulas are then used to obtain an approximation scheme for bandlimited functions as well as a bound on the approximation error. Numerical examples are given to illustrate the accuracy of the quadrature and approximation schemes.