Spectral methods based on prolate spheroidal wave functions for hyperbolic PDEs

We examine the merits of using prolate spheroidal wave functions (PSWFs) as basis functions when solving hyperbolic PDEs using pseudospectral methods. The relevant approximation theory is reviewed and some new approximation results in Sobolev spaces are established. An optimal choice of the band-limit parameter for PSWFs is derived for single-mode functions. Our conclusion is that one might gain from using the PSWFs over the traditional Chebyshev or Legendre methods in terms of accuracy and efficiency for marginally resolved broadband solutions

COMPLETE ORTHOGONAL SYSTEMS OF 3D SPHEROIDAL MONOGENICS

In this paper we review two distint complete orthogonal systems of monogenic polynomials over 3D prolate spheroids. The underlying functions take on either values in the reduced and full quaternions (identified, respectively, with R3 and R4), and are generally assumed to be nullsolutions of the well known Riesz and Moisil Théodoresco systems in R3. This will be done in the spaces of square integrable functions over R and H. The representations of these polynomials are explicitly given. Additionally, we show that these polynomial functions play an important role in defining the Szegö kernel function over the surface of 3D spheroids. As a concrete application, we prove the explicit expression of the monogenic Szegö kernel function over 3D prolate spheroids

Fast Algorithms for the computation of Fourier Extensions of arbitrary length

Fourier series of smooth, non-periodic functions on $[-1,1]$ are known to exhibit the Gibbs phenomenon, and exhibit overall slow convergence. One way of overcoming these problems is by using a Fourier series on a larger domain, say $[-T,T]$ with $T>1$, a technique called Fourier extension or Fourier continuation. When constructed as the discrete least squares minimizer in equidistant points, the Fourier extension has been shown shown to converge geometrically in the truncation parameter $N$. A fast ${\mathcal O}(N \log^2 N)$ algorithm has been described to compute Fourier extensions for the case where $T=2$, compared to ${\mathcal O}(N^3)$ for solving the dense discrete least squares problem. We present two ${\mathcal O}(N\log^2 N )$ algorithms for the computation of these approximations for the case of general $T$, made possible by exploiting the connection between Fourier extensions and Prolate Spheroidal Wave theory. The first algorithm is based on the explicit computation of so-called periodic discrete prolate spheroidal sequences, while the second algorithm is purely algebraic and only implicitly based on the theory

On separable Fokker-Planck equations with a constant diagonal diffusion matrix

We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec x),B_3(\vec x)$ providing separability of the corresponding Fokker-Planck equations and carry out variable separation in the latter. It is established, in particular, that the necessary condition for the Fokker-Planck equation to be separable is that the drift coefficients $\vec B(\vec x)$ must be linear. We also find the necessary condition for R-separability of the Fokker-Planck equation. Furthermore, exact solutions of the Fokker-Planck equation with separated variables are constructedComment: 20 pages, LaTe