Prolate spheroidal wave functions, an introduction to the Slepian series and its properties

For decades mathematicians, physicists, and engineers have relied on various orthogonal expansions such as Fourier, Legendre, and Chebyschev to solve a variety of problems. In this paper we exploit the orthogonal properties of prolate spheroidal wave functions (PSWF) in the form of a new orthogonal expansion which we have named the Slepian series. We empirically show that the Slepian series is potentially optimal over more conventional orthogonal expansions for discontinuous functions such as the square wave among others. With regards to interpolation, we explore the connections the Slepian series has to the Shannon sampling theorem. By utilizing Euler's equation, a relationship between the even and odd ordered PSWFs is investigated. We also establish several other key advantages the Slepian series has such as the presence of a free tunable bandwidth parameter.