Calculation of the branch points of the eigenfunctions corresponding to wave spheroidal functions

A method for calculating eigenvalues λ_mn(c) corresponding to the wave spheroidal functions in the case of a complex parameter c is proposed, and a comprehensive numerical analysis is performed. It is shown that some points c _s are the branch points of the functions λ_mn(c) with different indexes n ₁ and n ₂ so that the value λ_{mn 1} (c _s ) is a double one: λ_{mn 1} (c _s ) = λ_{mn 2} (c _s ). The numerical analysis suggests that, for each fixed m, all the branches of the eigenvalues λ_mn(c) corresponding to the even spheroidal functions form a complete analytic function of the complex argument c. Similarly, all the branches of the eigenvalues λ_mn(c) corresponding to the odd spheroidal functions form a complete analytic function of c. To perform highly accurate calculations of the branch points c _s of the double eigenvalues λ_mn(c _s), the Padé approximants, the Hermite-Padé quadratic approximants, and the generalized Newton iterative method are used. A large number of branch points are calculated.     

On the evaluation of prolate spheroidal wave functions and associated quadrature rules

As demonstrated by Slepian et al. in a sequence of classical papers (see Slepian (1983) [33], Slepian and Pollak (1961) [34], Landau and Pollak (1961) [18], Slepian and Pollak (1964) [35], Slepian (1965) [36]), prolate spheroidal wave functions (PSWFs) provide a natural and efficient tool for computing with bandlimited functions defined on an interval. Recently, PSWFs have been becoming increasingly popular in various areas in which such functions occur – this includes physics (e.g. wave phenomena, fluid dynamics), engineering (signal processing, filter design), etc.To use PSWFs as a computational tool, one needs fast and accurate numerical algorithms for the evaluation of PSWFs and related quantities, as well as for the construction of corresponding quadrature rules, interpolation formulas, etc. During the last 15 years, substantial progress has been made in the design of such algorithms – see, for example, Xiao et al. (2001) [40] (see also Bowkamp (1947) [6], Slepian and Pollak (1961) [34], Landau and Pollak (1961) [18], Slepian and Pollak (1964) [35] for some classical results).The complexity of many of the existing algorithms, however, is at least quadratic in the band limit c. For example, the evaluation of the nth eigenvalue of the prolate integral operator requires $O(c^2+n^2)$ operations (see e.g. Xiao et al. (2001) [40]); the construction of accurate quadrature rules for the integration (and associated interpolation) of bandlimited functions with band limit c requires $O(c^3)$ operations (see e.g. Cheng et al. (1999) [8]). Therefore, while the existing algorithms are satisfactory for moderate values of c (e.g. $c⩽{10}^3$), they tend to be relatively slow when c is large (e.g. $c⩾{10}^4$).In this paper, we describe several numerical algorithms for the evaluation of PSWFs and related quantities, and design a class of PSWF-based quadratures for the integration of bandlimited functions. While the analysis is somewhat involved and will be published separately (currently, it can be found in Osipov and Rokhlin (2012) [27]), the resulting numerical algorithms are quite simple and efficient in practice. For example, the evaluation of the nth eigenvalue of the prolate integral operator requires $O(n+c\cdot \log c)$ operations; the construction of accurate quadrature rules for the integration (and associated interpolation) of bandlimited functions with band limit c requires $O(c)$ operations. All algorithms described in this paper produce results essentially to machine precision. Our results are illustrated via several numerical experiments.     

A generalization of the prolate spheroidal wave functions

Many systems of orthogonal polynomials and functions are bases of a variety of function spaces, such as the Hermite and Laguerre functions which are orthogonal bases of and and the Jacobi polynomials which are an orthogonal basis of a weighted The associated Legendre functions, and more generally, the spheroidal wave functions are also an orthogonal basis of

The prolate spheroidal wave functions, which are a special case of the spheroidal wave functions, possess a very surprising and unique property. They are an orthogonal basis of both and a subspace of known as the Paley-Wiener space of bandlimited functions. They also satisfy a discrete orthogonality relation. No other system of classical orthogonal functions is known to possess this strange property. This raises the question of whether there are other systems possessing this property.

The aim of the article is to answer this question in the affirmative by providing an algorithm to generate such systems and then demonstrating the algorithm by a new example.

     

Spectral analysis of the finite Hankel transform and circular prolate spheroidal wave functions

In this paper, we develop two practical methods for the computation of the eigenvalues as well as the eigenfunctions of the finite Hankel transform operator. These different eigenfunctions are called circular prolate spheroidal wave functions (CPSWFs). This work is motivated by the potential applications of the CPSWFs as well as the development of practical methods for computing their values. Also, in this work, we should prove that the CPSWFs form an orthonormal basis of the space of Hankel band-limited functions, an orthogonal basis of L²([0,1]) and an orthonormal system of L²([0,+∞[). Our computation of the CPSWFs and their associated eigenvalues is done by the use of two different methods. The first method is based on a suitable matrix representation of the finite Hankel transform operator. The second method is based on the use of an efficient quadrature method based on a special family of orthogonal polynomials. Also, we give two Maple programs that implement the previous two methods. Finally, we present some numerical results that illustrate the results of this work.     

Simultaneous Approximations with Regard to the Specific Character of the Homogeneous Case

In this paper we construct simultaneous approximations of generalized hypergeometric functions with irrational parameters satisfying homogeneous differential equations. This construction is applied to the study of the arithmetical nature of the values of such functions.     

Some limit theorems for the eigenvalues of a sample covariance matrix

Limit theorems are given for the eigenvalues of a sample covariance matrix when the dimension of the matrix as well as the sample size tend to infinity. The limit of the cumulative distribution function of the eigenvalues is determined by use of a method of moments. The proof is mainly combinatorial. By a variant of the method of moments it is shown that the sum of the eigenvalues, raised to k-th power, k = 1, 2,…, m is asymptotically normal. A limit theorem for the log sum of the eigenvalues is completed with estimates of expected value and variance and with bounds of Berry-Esseen type.