Certain upper bounds on the eigenvalues associated with prolate spheroidal wave functions

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). One of the principal reasons for the importance of PSWFs is that they are a natural and efficient tool for computing with bandlimited functions, that frequently occur in the abovementioned areas. This is due to the fact that PSWFs are the eigenfunctions of the integral operator, that represents timelimiting followed by lowpassing. Needless to say, the behavior of this operator is governed by the decay rate of its eigenvalues. Therefore, investigation of this decay rate plays a crucial role in the related theory and applications - for example, in construction of quadratures, interpolation, filter design, etc. The significance of PSWFs and, in particular, of the decay rate of the eigenvalues of the associated integral operator, was realized at least half a century ago. Nevertheless, perhaps surprisingly, despite vast numerical experience and existence of several asymptotic expansions, a non-trivial explicit upper bound on the magnitude of the eigenvalues has been missing for decades. The principal goal of this paper is to close this gap in the theory of PSWFs. We analyze the integral operator associated with PSWFs, to derive fairly tight non-asymptotic upper bounds on the magnitude of its eigenvalues. Our results are illustrated via several numerical experiments.