Certain inequalities involving prolate spheroidal wave functions and associated quantities

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). Even though the significance of PSWFs was realized at least half a century ago, and they frequently occur in applications, their analytical properties have not been investigated as much as those of many other special functions. In particular, despite some recent progress, the gap between asymptotic expansions and numerical experience, on the one hand, and rigorously proven explicit bounds and estimates, on the other hand, is still rather wide. This paper attempts to improve the current situation. We analyze the differential operator associated with PSWFs, to derive fairly tight estimates on its eigenvalues. By combining these inequalities with a number of standard techniques, we also obtain several other properties of the PSFWs. The results are illustrated via numerical experiments.Comment: 48 pages, 5 figures. See also technical report at http://www.cs.yale.edu/publications/techreports/tr1449.pd