On hp-convergence of prolate spheroidal wave functions and a new well-conditioned prolate-collocation scheme

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Abstract: The first purpose of this paper is to provide a rigorous proof for the nonconvergence of h-refinement in hp-approximation by the PSWFs, a surprising convergence property that was first observed by Boyd et al [J. Sci. Comput., 2013]. The second purpose is to offer a new basis that leads to spectral-collocation systems with condition numbers independent of (c,N), the intrinsic bandwidth parameter and the number of collocation points. In addition, this work gives insights into the development of effective spectral algorithms using this non-polynomial basis. We in particular highlight that the collocation scheme together with a very practical rule for pairing up (c,N) significantly outperforms the Legendre polynomial-based method (and likewise other Jacobi polynomial-based method) in approximating highly oscillatory bandlimited functions.



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