Certain upper bounds on the eigenvalues associated with prolate spheroidal wave functions

DOI10.1016/J.ACHA.2013.03.002zbMATH Open1302.42039arXiv1206.4541OpenAlexW2963132355MaRDI QIDQ2252155FDOQ2252155

Authors: Andrei Osipov 

Publication date: 16 July 2014

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Abstract: Prolate spheroidal wave functions (PSWFs) play an important role in various areas, from physics (e.g. wave phenomena, fluid dynamics) to engineering (e.g. signal processing, filter design). One of the principal reasons for the importance of PSWFs is that they are a natural and efficient tool for computing with bandlimited functions, that frequently occur in the abovementioned areas. This is due to the fact that PSWFs are the eigenfunctions of the integral operator, that represents timelimiting followed by lowpassing. Needless to say, the behavior of this operator is governed by the decay rate of its eigenvalues. Therefore, investigation of this decay rate plays a crucial role in the related theory and applications - for example, in construction of quadratures, interpolation, filter design, etc. The significance of PSWFs and, in particular, of the decay rate of the eigenvalues of the associated integral operator, was realized at least half a century ago. Nevertheless, perhaps surprisingly, despite vast numerical experience and existence of several asymptotic expansions, a non-trivial explicit upper bound on the magnitude of the eigenvalues has been missing for decades. The principal goal of this paper is to close this gap in the theory of PSWFs. We analyze the integral operator associated with PSWFs, to derive fairly tight non-asymptotic upper bounds on the magnitude of its eigenvalues. Our results are illustrated via several numerical experiments.

Full work available at URL: https://arxiv.org/abs/1206.4541

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zbMATH Keywords

eigenvaluesbandlimited functionsprolate spheroidal wave functions

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Lamé, Mathieu, and spheroidal wave functions (33E10) Application of orthogonal and other special functions (94A11)

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Cited In (12)

• On the evaluation of prolate spheroidal wave functions and associated quadrature rules
• A numerical study of the Legendre-Galerkin method for the evaluation of the prolate spheroidal wave functions
• Spectral deviation of concentration operators for the short-time Fourier transform
• Spectral decay of time and frequency limiting operator
• Non-asymptotic behavior of the spectrum of the sinc-kernel operator and related applications
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• Eigenvalue spectrum of the spheroidal harmonics: a uniform asymptotic analysis
• Certain inequalities involving prolate spheroidal wave functions and associated quantities
• Slepian eigenvalues as tunnelling rates
• Evaluation of small elements of the eigenvectors of certain symmetric tridiagonal matrices with high relative accuracy
• On the eigenvalue distribution of spatio-spectral limiting operators in higher dimensions
• Improved bounds for the eigenvalues of prolate spheroidal wave functions and discrete prolate spheroidal sequences

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