Generalized Prolate Spheroidal Wave Functions: Spectral Analysis and Approximation of Almost Band-Limited Functions

In this work, we first give various explicit and local estimates of the eigenfunctions of a perturbed Jacobi differential operator. These eigenfunctions generalize the famous classical prolate spheroidal wave functions (PSWFs), founded in 1960s by Slepian and his co-authors and corresponding to the case $$\alpha =\beta =0.$$α=β=0. They also generalize the new PSWFs introduced and studied recently in Wang and Zhang (Appl Comput Harmon Anal 29:303–329, 2010), denoted by GPSWFs and corresponding to the case $$\alpha =\beta .$$α=β. The main content of this work is devoted to the previous interesting special case $$\alpha =\beta >- 1.$$α=β>-1. In particular, we give further computational improvements, as well as some useful explicit and local estimates of the GPSWFs. More importantly, by using the concept of a restricted Paley–Wiener space, we relate the GPSWFs to the solutions of a generalized energy maximisation problem. As a consequence, many desirable spectral properties of the self-adjoint compact integral operator associated with the GPSWFs are deduced from the rich literature of the PSWFs. In particular, we show that the GPSWFs are well adapted for the spectral approximation of the classical c-band-limited as well as almost c-band-limited functions. Finally, we provide the reader with some numerical examples that illustrate the different results of this work.