Professional Documents
Culture Documents
The Finite Hankel Transform Operator: Some Explicit and Local Estimates of The Eigenfunctions and Eigenvalues Decay Rates
The Finite Hankel Transform Operator: Some Explicit and Local Estimates of The Eigenfunctions and Eigenvalues Decay Rates
The Finite Hankel Transform Operator: Some Explicit and Local Estimates of The Eigenfunctions and Eigenvalues Decay Rates
DOI 10.1007/s00041-017-9568-0
Abstract For fixed real numbers c > 0, α > − 21 , the finite Hankel transform oper-
ator, denoted by Hcα is given by the integral operator defined on L 2 (0, 1) with kernel
√
K α (x, y) = cx y Jα (cx y). To the operator Hcα , we associate a positive, self-adjoint
compact integral operator Qαc = c Hcα Hcα . Note that the integral operators Hcα and
Qαc commute with a Sturm-Liouville differential operator Dcα . In this paper, we first
(α)
give some useful estimates and bounds of the eigenfunctions ϕn,c of Hcα or Qαc . These
estimates and bounds are obtained by using some special techniques from the the-
ory of Sturm-Liouville operators, that we apply to the differential operator Dcα . If
(μn,α (c))n and λn,α (c) = c |μn,α (c)|2 denote the infinite and countable sequence of
(α)
the eigenvalues of the operators Hc and Qαc , arranged in the decreasing order of
their magnitude, then we show an unexpected result that for a given integer n ≥ 0,
λn,α (c) is decreasing with respect to the parameter α. As a consequence, we show that
for α ≥ 21 , the λn,α (c) and the μn,α (c) have a super-exponential decay rate. Also, we
give a lower decay rate of these eigenvalues. As it will be seen, the previous results
are essential tools for the analysis of a spectral approximation scheme based on the
eigenfunctions of the finite Hankel transform operator. Some numerical examples will
be provided to illustrate the results of this work.
B Abderrazek Karoui
abderrazek.karoui@fsb.rnu.tn
1 Introduction
We first recall that for a bandwidth c > 0 and a real number α > −1/2, the circular
(α)
prolate spheroidal wave functions (CPSWFs), denoted by (ϕn,c )n≥0 are the different
eigenfunctions of the following finite Hankel transform operator, see for example
[15,24] 1
√
Hcα ( f )(x) = ct x Jα (ct x) f (t) dt, x ∈ [0, 1], (1)
0
that is
1
√
Hcα ϕn,c
(α)
(x) dy = (α)
cx y Jα (cx y)ϕn,c (α)
(y) dy = μn,α (c)ϕn,c (x),
0
n ≥ 0, x ∈ [0, 1]. (2)
Here, Jα is the Bessel function of the first type and order α > −1/2. We recall that
the Hankel transform is defined on L 2 (0, ∞) by
+∞
√
Hα ( f )(x) = x y Jα (x y) f (y) dy. (3)
0
Moreover, for c > 0, the Hankel Paley-Wiener space is the space of functions from
L 2 (0, ∞), having compactly supported Hankel transforms, that is
Although, in the literature, there exist extensive works devoted to the numerical
computation of the CPSWFs and their associated eigenvalues μn,α (c), see for exam-
ple [2,15,21,24], very few references have dealt so far with the subject of the explicit
(α)
estimates and bounds of the ϕn,c , as well as the decay rate of the eigenvalues μn,α (c)
or λn,α (c). In particular in [17], the author has shown that asymptotically, the mag-
nitudes of the μn,α (c) have an exponential decay rate. Our objective from this work
is to provide the reader with some useful explicit local estimates and bounds of the
CPSWFs, as well as some explicit and simple lower and upper bounds of the eigenval-
ues λn,α (c), with α ≥ 1/2. To prove the upper bound, we first prove a surprising result
given by Theorem 5 and states that for fixed n and c, the λn,α (c) are monotonically
decreasing in α, that is for any integer n ≥ 0, we have
1
λn,α (c) ≤ λn,α (c), ∀ α ≥ α > − . (5)
2
J Fourier Anal Appl
Then, by using the known exponential decay rate of the eigenvalues of the conventional
PSWFs corresponding to the case α = 1/2, see [7], one gets a simple upper bound
for the λn,α (c), α ≥ 1/2.
We should mention that the interest from the study of the eigenfunctions of the finite
Hankel transform (CPSWFs) and in general the prolate spheroidal wave functions,
comes from the fact they are widely used in various scientific area, such as applied
mathematics, physics, engineering, see [12] for some of these concrete applications.
In the pioneer work [24], D. Slepian has shown that the compact integral operator Hcα
commutes with the following differential operator Dcα defined on C 2 ([0, 1]) by
⎛1 ⎞
− α 2
d d ⎜ ⎟
Dcα (φ)(x) = (1 − x 2 ) φ(x) + ⎝ 4 2 − c2 x 2 ⎠ φ(x). (6)
dx dx x
(α)
Hence, ϕn,c is the n−th order bounded eigenfunction of the operator −Dcα , associated
with the eigenvalue χn,α (c), that is
⎛1 ⎞
− α 2
d d (α) ⎜ ⎟ (α)
− (1 − x 2 ) ϕn,c (x) − ⎝ 4 2 − c2 x 2 ⎠ ϕn,c (x)
dx dx x
(α)
= χn,α (c)ϕn,c (x), x ∈ [0, 1]. (7)
In this work, we take advantage from the commutativity property of the operators Dcα
(α)
and Hcα and prove some useful local estimates and bounds of the ϕn,c (x), x ∈ I. Note
that some estimates and bounds of the classical prolate spheroidal wave functions and
their generalized versions, were already given in [5,16]. Nonetheless, in our present
case of the CPSWFs, the techniques used in the previous references have to be modified
and combined with new techniques based on the use of the Sturm-Liouville comparison
theorem and Butlewski’s theorem. These new techniques are needed in order to handle
the extra difficulty caused by the singularity at x = 0, appearing in the differential
operator Dcα . Also, by using the characterization of the eigenvalues λn,α (c) in terms
of an energy maximization problem, combined with Griffith’s theorem which is a
Paley-Wiener theorem for the Hankel transform, we prove an interesting result that
the λn,α (c) are decreasing with respect to the parameter α. As a consequence, and by
using the sharp decay rate of the eigenvalues of the finite Fourier transform, given in
[7], we give a super-exponential decay rate of the λn,α (c), for α ≥ 21 .
This work is organised as follows. In Sect. 2, we give some mathematical preliminar-
ies related to the properties and computation of the CPSWFs. In Sect. 3, we first provide
(α) (α)
a local estimate for the ϕn,c (x). Then, we give a bound of |ϕn,c (x)| for x ∈ [0, 1]. The
previous results are obtained under the condition that χn,α (c) > c2 + α 2 − 41 , where
χn,α (c) is the n−th eigenvalues χn,α (c) of the differential operator Qαc . By using the
classical Strurm-Liouville comparison theorem, we prove that χn,α (c) passes through
c2 + α 2 − 41 when n is around πc . In Sect. 4, we give an upper and a lower bound
of the super-exponential decay rate of the eigenvalues λn,α (c). Finally, in Sect. 5, we
J Fourier Anal Appl
provide the reader with some numerical examples that illustrate the different results
(α)
of this work. Moreover, in this section, we also show that the ϕn,c are well adapted
for the approximation of Hankel band-limited and almost band-limited functions.
2 Mathematical Preliminaries
In this section, we first give a brief description of the computation and the
(α)
decay rate of the series expansion coefficients dkn of the eigenfunctions ϕn,c in
an appropriate basis of L 2 ([0, 1]). This basis is given by the orthogonal functions
√ (α,β)
Tk,α (x) = x α+1/2 (−1)k 2(2k + α + 1)Pk(α,0) (1 − 2x 2 ), k ≥ 0. Here, Pk is
the Jacobi polynomial of degree k and parameters α, β > −1, normalized so that
(α,β) (n+α+1)
Pk (1) = n+α
n = (α+1) (n+1) . Then, we relate the eigenvalues of the compact
and positive operator
∗
Qαc = cHcα Hcα = cHcα Hcα (8)
to the solutions of a classical energy maximization problem over the Paley-Wiener
space Bcα , given by (4).
Note that thanks to the important commutativity property of the differential and
integral operators Dcα and Hcα , D. Slepian has developed in [24], an efficient compu-
(α)
tational scheme for the ϕn,c (x), x ≥ 0, as well as for their corresponding eigenvalues
(α)
χn,α (c) and μn,α (c). The Slepian scheme for the computation of ϕn,c (x), is given by
the following series expansion,
+∞
(α)
ϕn,c (x) = dkn Tk,α (x),
k=0
1 (α,0)
Tk,α (x) = (−1)k 2(2k + α + 1)x α+ 2 Pk (1 − 2x 2 ), x ∈ [0, 1]. (9)
Here, dkn are the expansion coefficients, given as the eigenvectors a tri-diagonal infinite
order matrix. Moreover, by combining the integral equation (2) and the previous
(α)
expansion, D. Slepian has given the following analytic extension of the ϕn,c , over
the unbounded interval [1, +∞),
1 J2k+α+1 (cx)
(α)
ϕn,c (x) = (−1)k dkn 2(2k + α + 1) √ , x ≥ 1. (10)
μn,α (c) cx
k≥0
By evaluating the two expansions (9) and (10) at x = 1, one gets the following
expression of the eigenvalues μn,α (c),
√
k≥0 (−1) 2(2k + α + 1)J2k+α+1 (c)
kdn
1 k
μn,α (c) = √ +∞ n . (11)
c k=0 dk Tk,α (1)
In this work, we check that for a fixed positive integer n, the sequence (dkn )k≥0 has
a super-exponential decay rate. Consequently, the previous formulae for computing
J Fourier Anal Appl
(α)
the ϕn,c and their eigenvalues μn,α (c) are practical and highly accurate. Note that by
using a slightly modified techniques of those used in [24], one can easily check that the
expansion coefficients can be computed by solving the following tri-diagonal system
1
3
c2 ak,α dk−1
n
+ 2k + α + 2k + α + + c2 bk,α dkn + c2 ak+1,α dk+1
n
Tk,α (x)
2 2
k≥0
= χn,α (c) dkn Tk,α , (12)
k≥0
where
(k + 1)(α + k + 1)
ak+1,α = √ √ ,
(α + 2k + 2) α + 2k + 1 α + 2k + 3)
1 α2
bk,α = +1 . (13)
2 (α + 2k + 2)(α + 2k)
with m k, j = 0, if | k − j |≥ 2 and
1 3
m k,k−1 = c2 ak,α , m k,k = α + 2k + α + 2k +
2 2
+ c2 bk,α , m k,k+1 = m k,k+1 . (15)
(α)
Also, note that the expansion coefficients (dkn )k are related to ϕn,c by the following
relation, √
(−1)k 2(2k + α + 1) 1 (α) J2k+α+1 (y)
dk =
n
ϕn,c (y) √ dy. (16)
μn,α (c) 0 cy
In fact, from (2), we have
1 1 1
√ (α)
dkn = Tk,α (x) cx y Jα (cx y)ϕn,c (y)d yd x
μn,α (c) 0 0
1 1 1
√
= (α)
ϕn,c (y) cx y Jα (cx y)
Tk,α (x)d xd y
μn,α (c) 0 0
It is well known that the eigenvalues χn,α (c) of the differential operator Dcα satisfy
the differential equation
2
∂χn,α (c) 1
(α)
= 2c x 2 ϕn,c (x) d x. (18)
∂c 0
1 3
Since χn,α (0) = (2n + α + )(2n + α + ) is the n−th eigenvalue of the differential
2 2
operator D0α , and since 0 ≤ c2 x 2 ≤ c2 for all x ∈ [0, 1] , then by using the Min-Max
principle, the n−th eigenvalue χn,α (c) of the differential operator Dcα satisfies the
following bounds,
1 3 1 3
2n + α + 2n + α + ≤ χn,α (c) ≤ 2n + α + 2n + α + + c2 .
2 2 2 2
(19)
Next, we briefly check a classical result that the eigenvalues λn,α (c) of the integral
operator Qαc , given by (8) are characterized as the solutions of an energy maximization
problem over the Hankel Paley-Wiener space Bcα . In fact, from [26, p. 154], we have
1
√
G α (x, y) = x y Jα (xt)Jα (yt)t dt
0
√
xy
= x Jα+1 (x)Jα (y) − y Jα+1 (y)Jα (x) . (20)
x2 − y2
On the other hand, by using the previous identity and since Hcα is self-adjoint, then a
straightforward computation, gives us
1
Qαc ( f )(x) = c Hcα Hcα ( f )(x) =c G α (cx, cy) f (y) dy, (21)
0
where the kernel G α (x, y) is given by (20). On the other hand, since the Hankel
transform operator is its own inverse and since by Plancherel formula, we have for
f ∈ Bcα ,
1
f 2
L 2 (0,∞)
= Hα f 2
L 2 (0,∞)
=c (Hα ( f ))2 (cx) d x,
0
2 1
f L 2 (0,1) ( f (t))2 dt
2
= 0
f L 2 (0,∞)
f 2L 2 (0,∞)
1 c √ √
X t Jα (X t)Hα ( f )(X ) d X · 0 Y t Jα (Y t)Hα ( f )(Y ) dY dt
c
0 0
= 1
c 0 (Hα ( f ))2 (cx) d x
J Fourier Anal Appl
1 1
c2 0 0 G α (cx, cy)Hα ( f )(cy) dy · Hα ( f )(cx) d x
= 1
c 0 (Hα ( f ))2 (cx) d x
1
Qαc Hα ( f )(cx) · Hα ( f )(cx) d x
= 0
1 .
0 (Hα ( f ))2 (cx) d x
A standard result about the maximization of a quadratic form tells us that the solution
of the energy maximization problem
f 2
L 2 (0,1)
find f = arg max 2
(22)
f ∈Bcα f L 2 (0,∞)
is given by the first eigenfunction, with the largest eigenvalue λ0,α (c) of the operator
Qαc . Since Qαc = c Hcα Hcα , then the eigenfunctions of Qαc are also the eigenfunctions
(α)
ϕn,c of Hcα and the eigenvalues of Qαc are related to the eigenvalues of Hcα by the
following rule
λn,α (c) = c |μn,α (c)|2 , n ≥ 0. (23)
(α)
Finally, we should mention that throughout this work, the eigenfunctions ϕn,c are
normalized by the following rule,
1 2 ∞ 2
(α) (α) 1
ϕn,c (x) d x = 1, ϕn,c (x) dx = . (24)
0 0 λn,α (c)
(α)
Proof We recall that ϕn,c is a solution of the following differential equation
d (α)
(α)
p(t) ϕn,c (t) + qα (t)ϕn,c (t) = 0,
dt
with
1
− α2
p(t) = (1 − t ), qα (t) = χn,α (c) − c t +
2 2 2 4 . (26)
t2
J Fourier Anal Appl
2 p(t) (α) 2
(α)
Q α (t) = ϕn,c (t) + ϕn,c (t) . (27)
qα (t)
(α) 2t (α) 1 1/4 − α 2 (α)
ϕn,c (t) = ϕn,c (t) − 2 χn − c 2 t 2 + ϕn,c (t),
1−t 2 t t2
one gets
2t α 2 − 1/4 (α)
Q α (t)
2
= 2 χn,α (c) + c − 2c t −
2 2 2
ϕn,c (t) . (28)
qα (t) t4
Note that
α 2 − 1/4
χn,α (c) + c2 − 2c2 t 2 −
t4
α 2 − 1/4
≥ 2c2 + (α 2 − 1/4) − 2c2 t 2 −
t4
1 + t2
≥ (1 − t 2 ) 2c2 − (α 2 − 1/4) 4 ≥ 0, t ∈ (aα , 1]. (29)
t
Hence, by combining (28) and (29), one concludes that Q α is increasing on [0, 1] and
consequently,
(α) 2 (α) 2
ϕn,c (t) ≤ Q α (t) ≤ ϕn,c (1), t ∈ [aα , 1],
The following lemma provides us with a useful local estimate of the eigenfunctions
(α)
ϕn,c .
Lemma 2 Under the notation and conditions of the previous lemma, we have for
α > −1/2, (α) √
sup 1 − t 2 ϕn,c (t) ≤ 2. (30)
t∈[aα ,1]
Hence, we have
1 1
(α)2 (α)2
K α (x) = K α (x) − K α (1) ≤ 2t ϕn,c (t) dt ≤ 2 ϕn,c (t) dt = 2,
x 0
Proposition 1 Let c > 0, α > −1/2 be two real numbers. If c2 > α 2 − 41 , and
χn,α (c) > c2 + α 2 − 41 , then we have
(α) 3
sup ϕn,c (x) ≤ 3
1/2
χn,α (c) . (31)
x∈[aα ,1] 2
χn,α (c)
1 α 2 − 1/4
(α) (α)
ϕn,c (x) = 1 − qt − 2
ϕn,c (t) dt, q = c2 /χn,α (c).
1 − x2 x χn,α (c) t 2
(32)
Let G α be the function defined on J by
α 2 − 1/4
G α (t) = 1 − qt 2 − .
χn,α (c) t 2
Consequently, we have,
(α)
ϕ (1) − ϕ (α) (x) ≤ χn,α (c) G α (x)(1 − x)ϕ (α) (1). (33)
n,c n,c n,c
1+x
1 − xn a
G α (xn ) = , (34)
1 + xn χn,α (c)
where a > 0 is a constant to be fixed later on. By combining (33) and (34) and by
using the result of lemma 1, one gets
√
(α) 1 (α)
1 2
ϕn,c (1) ≤ ϕn,c (xn ) ≤ . (35)
1−a 1 − a 1 − xn2
G α (x)
On the other hand, since for any x ∈ J, we have ≤ 1, then from (34), we have
1+x
1 1 χn,α
≤√ ≤ .
1 − xn
2 1 − xn a
(α) 1 1/2
ϕn,c (1) ≤ χn,α (c) .
a 1/2 (1 − a)
1
To conclude the proof, it suffices to note that the minimum of the quantity a 1/2 (1−a)
is obtained for a = 1/3.
To extend the previous result to the case where α > 21 , and the interval [aα , 1] is
substituted with the whole interval [0, 1], we first need to locate the first positive zero of
(α)
ϕn,c . For this purpose, we use the following Sturm-Liouville comparison theorem, that
compares the zeros of the eigenfunctions of two second order differential operators,
see for example [3, page 4]
be two ODE with 0 < p2 (x) ≤ p1 (x) and r1 (x) ≤ r2 (x). Then between any two zeros
of u, there exists a zero of v.
(α)
The following proposition gives a location of the first zero of ϕn,c , where α > 1/2.
J Fourier Anal Appl
Proposition 2 Let c > 0, α > 1/2 be two real numbers. Letx1,n be the first positive
(α)
zero of ϕn,c . Then for any integer n satisfying χn,α (c) ≥ 2c α 2 − 1/4, we have
α 2 − 41 π + π2 α − 43
aα2 = ≤ x1,n ≤ = bα . (36)
χn,α (c) χn,α (c) − (α 2 − 1/4)
(α)
Proof To prove the previous lower bound, we first note that (ϕn,c ) (0) = 0 whenever
α > 1/2. Moreover, from the equality,
d α 2 − 1/4
(α) (α)
(1 − x ) ϕn,c (x) = −χn,α (c) + c x +
2 2 2
ϕn,c (x), (37)
dx x2
(α) (α)
one concludes that ϕn,c (x) and (ϕn,c ) (x) have the same positive sign around
α 2 − 1/4
x = 0, as long as the quantity −χn,α (c) + c2 x 2 + ≥ 0. Straightforward
x2
χn,α (c)
computations show that this is the case when 0 < x ≤ r1 , with r12 =
2c2
1− 1 − 4c2 (α 2 − 1/4)/(χn,α (c))2 . Consequently, we have
α 2 − 41
x1,n ≥ r1 ≥ .
χn,α (c)
(α)
U = (1 − x 2 )1/2 ϕn,c (38)
that transforms the differential equation (7) to the following equation for U , which
has the same zeros as ϕ on (0, 1),
4 −α
1 2
2 −2 χn,α (c) − c2 x 2
U + (1 − x ) + + 2 U = 0, x ∈ (0, 1). (39)
1 − x2 x (1 − x 2 )
4 −α 4 −α
1 2 1 2
χn,α (c) − c2 x 2 χn,α (c) − c2 x 2
(1 − x 2 )−2 + + ≥ +
1 − x2 x 2 (1 − x 2 ) 1 − x2 x 2 (1 − x 2 )
α − 1/4 x 4 − 1
2
≥ χn,α (c) +
1 − x2 x2
α 2 − 1/4
≥ χn,α (c) − (α 2 − 1/4) − .
x2
J Fourier Anal Appl
Then, we use Sturm Comparison theorem to conclude that the first positive zero of
(α)
U or of ϕn,c lies before the second zero of the bounded solution of the differential
equation,
α 2 − 1/4
V + χn,α (c) − (α − 1/4) −
2
V = 0, x ∈ (0, 1). (40)
x2
It is well known that the bounded solution of the previous differential equation is given
by
√
V (x) = x Jα χn,α (c) − (α 2 − 1/4)x . (41)
Note that since x = 0 is a first zero of V and since from [9], see also [10], an upper
bound of jα,k , the k−th positive zero of the Bessel function Jα (·) is given by
π 0.965 π 3
jα,k < kπ + α− π < kπ + α − . (42)
2 4 2 4
Consequently, by using the Sturm comparison theorem applied to the equations (39)
(α)
and (40), one concludes that the first positive zero of U or of ϕn,c lies before
jα,1 π + π2 α − 3
≤ 4
,
χn,α (c) − (α 2 − 1/4) χn,α (c) − (α 2 − 1/4)
Proof We first recall that if α 2 ≤ 41 , then aα = 0 and the inequality (43) follows
from proposition 1. Hence, it suffices to consider the case where α > 1/2. For this
purpose, we use Butlewski’s theorem, regarding the behaviour of the local extrema of
the solution of a second order differential equation, see for example [4, p. 238]. More
precisely, if φ is a solution of the differential equation
d
p(t)y (t) + q(t)y(t) = 0, t ∈ (a, b), (44)
dt
where p(t) and q(t) are two positive functions belonging to C (a, b), then the local
maxima of | φ | is increasing or decreasing, according to the condition that p(t)q(t)
is decreasing or increasing. In our case, we have
J Fourier Anal Appl
α 2 − 1/4
p(t) = (1 − t 2 ), q(t) = qn (t) = χn,α (c) − c2 t 2 − , t ∈ (0, 1).
t2
Since
d
( p(t)qn (t)) = 8c2 t 6 − 4 χn,α (c) + c2 t 4 + 4α 2 − 1 /(4t 3 ),
dt
and since χn,α (c) ≥ 2α 2 − 1/2, then one can easily check that there exists a unique
2
α −1/4 1
real number tα,n ∈ χn,α (c) , 2 , so that the function p(t)qn (t) is increasing in
(0, tα,n ) and decreasing in (tα,n , 1). Hence, from Butlewski’s theorem, the local max-
(α)
ima of |ϕn,c | are decreasing in (0, tα,n ) and increasing in (tα,n , 1). From the Proof
(α) is located in
of Proposition 2, we know that the first zero of (ϕn,c ) , denoted by x1,n
Iα = [aα , bα ], where aα , bα are given by (36). Hence, by integrating (37) over the
2
interval [x, x1,n ], where x ∈ I and then using Hölder’s inequality, one gets
α
(α) −1 x1,n α 2 − 1/4 (α)
ϕn,c (x) = −χn,α (c) + c2 t 2 + ϕn,c (t) dt, aα2 ≤ x ≤ bα .
1 − x2 x t2
(α)
On the other hand, from the expression of (ϕn,c (x)) , one can easily check that this
later is positive whenever 0 < x ≤ aα2 . Consequently, we have
(α) χn,α (c) x1,n
ϕ (α)
n,c (x) ≤ ϕn,c (t) dt, 0 < x < bα .
1 − x2 x
By using the expression of bα as well as the conditions on χn,α (c), together with
Hölder’s inequality applied to the above integral, one gets
√
(α) bα
ϕ
n,c (x) ≤ χn,α (c).
1 − bα
(α) 3/2
ϕ x < bα χn,α (c) ≤ 3 3/2 χn,α (c).
n,c 1,n
1 − bα
(α) (α)
sup ϕn,c (x) ≤ max ϕn,c x1,n , ϕn,c
(α)
(1) ≤ 3 3/2 χn,α (c),
x∈[0,1]
The following theorem tells us that χn,α (c) passes through c2 + α 2 − 41 for n around
√
c2 +α 2 −1/4
π . A similar result if the special case where α = 1/2 has been already given
by Theorem 3.1 in [22, p.35].
Theorem 3 Consider two real numbers c > 0, α > − 21 , with c2 ≥ 1
4 − α 2 , then,
(a) For any positive integer n < πc − α2 , we have χn,α (c) < c2 + α 2
− 41 .
√
c +α −1/4
2 2
(b) For any integer n > π + 53 , we have χn,α (c) > c2 + α 2 − 41 .
(α)
Proof To alleviate notation, we let ϕ, χ denote the eigenfunction ϕn,c and its associated
eigenvalue χn,α (c), respectively. We want to prove that solutions on (0, 1) of the
differential equation
1
− α2
((1 − x )ϕ ) + χ − c x +
2 2 2 4
ϕ = (P1 (x)ϕ ) + r1 (x)ϕ = 0, (45)
x2
√
χ −(α 2 −1/4)
have at least π − α2 zeros. As it is done in the proof of proposition 2, the
change of function U = (1 − x 2 )1/2 ϕ leads to the equation for U , given by (39). Since
χ ≥ c2 + α 2 − 14 , then from the Sturm comparison theorem, the number of zeros of
(α)
ϕn,c is bounded below by the number of zeros of the function V (·), given by (41).
Since a bound of the k−th zero of the Bessel function Jα (·) is given by (42), then n,
(α) χn,α (c) − (α 2 − 1/4) α
the number of zeros of ϕn,c is bounded below by − .
π 2
Finally, to conclude the proof of (a), it suffices to note that χ ≥ c2 + α 2 − 41 and use
the previous bound below of the number of zeros n.
Next to prove (b), we divide the interval (0, 1) into the two subintervals (0, 1 − η),
[1 − η, 1) with η ∈ (0, 21 ) to be fixed later on. We first bound the number n η of
zeros of ϕ or of U , in the interval (0, 1 − η). Since for 0 < x < 1 − η, we have
(1 − x 2 )−2 ≤ η−2 , then by using the Sturm-Liouville comparison theorem applied to
(45) and the differential equation
1
− α2 1 1
r1 (x) = χ − c2 x 2 + 4
≤ χ (1 − x 2 ) + − α2 − x2
x2 4 x2
J Fourier Anal Appl
1 + x2
≤ χ (1 − x 2 ) + (1/4 − α 2 )(1 − x 2 )
x2
≤ (χ + 11/20)(1 − x ) ≤ 2(χ + 11/20)(1 − x) = r2 (x).
2
Hence, we use the Sturm-Liouville comparison theorem applied to the Eq. (45) and
the following equation
U 2(χ + 11/20)
U − + U = 0, x ∈ (1 − η, 1).
1−x 2−η
2(χ + 11/20) η 3 1 2(χ + 11/20) 1
n η ≤ − +1≤ η + .
2−η π 4 π 2−η 4
1 − η√ 1 −2 −1 η 2
n= n η + n η ≤ χ 1+ η χ +1+ (χ + 11/20) + 1/4
π 2 π 2−η
√
χ 1 −2 −1/2 η 11/10 + ηχ
≤ + η χ + 5/4 + √
π 2π π 2 χ
1
since n ≥ 1, then from (19), we have χ ≥ 6. Moreover, by choosing η = χ − 4 , one
gets
√ 11 −3/4 √
χ 1 + 20 6 5 χ 5
n = n η + n η ≤ + + ≤ + ,
π π 4 π 3
that is χn,α (c) ≥ π(n − 5/3), which allows us to conclude for (b).
J Fourier Anal Appl
In this paragraph, we prove an important property of the eigenvalues λn,α (c), that
is for fixed integer n ≥ 0 and real numbers c > 0, α > α > −1/2, we have
λn,α (c) < λn,α (c). To prove this result, we need the following Paley-Wiener theorem
for the Hankel transform, given by J. L. Griffith in [11].
1 1 1
Theorem 4 [11] Let α > − and p, q > 0 with + = 1. Let f be an even
2 p q
function of exponential type 1. If 1 < p ≤ 2 and t α+1/2 f (t) ∈ L p (0, +∞), then f
can be represented by
1
f (z) = (x z)−α Jα (x z)φ(x) d x, z ∈ C,
0
with x −α−1/2 φ(x) ∈ L q (0, 1). Conversely, if f has this representation and
x −α−1/2 φ(x) ∈ L p (0, 1), 1 < p ≤ 2, then f is an even entire function of expo-
nential type 1 such that t α+1/2 f (t) ∈ L q (0, ∞).
By using the previous theorem, we prove the following lemma that compares two
Paley-Wiener spaces for Hankel band-limited functions. We should mention that the
previous theorem is still valid if the interval (0, 1) is substituted with the interval (0, c).
Lemma 3 Let α ≥ α > − 21 be two real numbers, then the Hankel Paley-Wiener
spaces Bcα and Bcα satisfy the following inclusion relation,
Bcα ⊂ x α−α · Bcα , α > α . (49)
It follows that
c
−α− 12 1
x f (x) = (x y)−α Jα (x y)y α+ 2 Hα ( f )(y)dy.
0
1 1
Let φ(y) = y α+ 2 Hα ( f )(y), then y −α− 2 φ(y) ∈ L 2 [0, c]. By using the previous
1
Griffith’s theorem with p = q = 2, one concludes that the function g = x −α− 2 f is an
1
even entire function of exponential type 1. Moreover, since f = x α+ 2 g ∈ L 2 (0, +∞)
and since α > α > − 21 , then we have
1
x α + 2 g ∈ L 2 (0, +∞). (50)
J Fourier Anal Appl
Again by using Griffith’s theorem, one concludes that there exists a function ϕ such
1
that x −α − 2 ϕ ∈ L 2 [0, c] and
c
g(x) = (x y)−α Jα (x y)ϕ(y)dy.
0
Hence
c
√ 1
x α +1/2 g(x) = x y Jα (x y)y −α − 2 ϕ(y)dy.
0
It follows from (50) that x α +1/2 g = x α −α f ∈ L 2 (0, +∞) and Hα (x α −α f ) =
1
x −α − 2 ϕ1[0,c] . That is x α −α f ∈ Bcα and f ∈ x α−α Bcα .
By using the previous lemma, we show that for a fixed integer n ≥ 0, the eigenvalues
λn,α (c) is decreasing with respect to the parameter α > − 21 . This unexpected result
is one of the main results of this work and it is given by the following theorem.
Theorem 5 Let λn,α (c) n≥0 be the sequence of the eigenvalues of the operator Qαc =
c Hcα Hcα , then for any integer n ≥ 0, we have
1
λn,α (c) ≤ λn,α (c), ∀ α ≥ α > − . (51)
2
Proof We first recall that if A is a self-adjoint compact operator on a Hilbert space
H, with positive eigenvalues (λn )n arranged in decreasing order, then by Min-Max
theorem, we have
where the Sn are subspaces of Bcα of dimensions n. Next, let α > α > − 21 , then by
using Lemma 3, we get
|| f ||2L 2 [0,1] ||x α−α f ||2L 2 [0,1]
λ0,α (c) ≤ max = max .
f ∈x α−α Bcα
|| f ||2L 2 (0,+∞) f ∈Bcα ||x α−α f ||2L 2 (0,+∞)
J Fourier Anal Appl
On the other hand, for f ∈ Bcα , we have
||x α−α f ||2L 2 (0,+∞) ||x α−α f ||2L 2 [1,+∞) || f ||2L 2 [1,+∞) || f ||2L 2 (0,+∞)
= 1+ ≥ 1+ = ,
||x α−α f ||2L 2 [0,1] ||x α−α f ||2L 2 [0,1] || f ||2L 2 [0,1] || f ||2L 2 [0,1]
That is
|| f ||2L 2 [0,1]
λn,α (c) ≤ max min
Sn ⊂x α−α Bcα f ∈Sn || f ||2L 2 [0,+∞)
|| f ||2L 2 [0,1]
≤ max min
xα
−α
Sn ⊂Bcα f ∈Sn || f ||2L 2 [0,+∞)
||x α−α g||2L 2 [0,1]
≤ max min
xα
−α
Sn ⊂Bcα g∈x α
−α S
n ||x α−α g||2L 2 [0,+∞)
||x α−α g||2L 2 [0,1]
≤ max min
Hn ⊂Bcα g∈Hn ||x α−α g||2L 2 [0,+∞)
||g||2L 2 [0,1]
Hence, by (52) we get λn,α (c) ≤ max min = λn,α (c), which
Hn ⊂H Bcα g∈Hn ||g||2L 2 [0,+∞[
completes the proof of the theorem.
2
Note that in the special case where α = 2,
1
we have J1/2 (x) = sin(x) and
πx
1/2
the ϕn,c are the solutions of the eigen-problem
2 1
1/2 1/2
sin(cx y)ϕn,c (y) dy = μn,1/2 (c)ϕn,c (x), x ∈ [0, 1]. (53)
π 0
Moreover, it is well known that the solutions of the previous eigen-problem are given
by the classical prolate spheroidal wave functions of odd orders ψ2n+1,c . These PSWFs
are solutions of the integral equations,
J Fourier Anal Appl
1
2i sin(cx y)ψ2n+1,c (y) dy = μ2n+1 (c)ψ2n+1,c (x), (54)
0
1 sin c(x − y)
ψ2n+1,c (y) dy = λ2n+1 (c)ψ2n+1,c (x) x ∈ [0, 1]. (55)
−1 π(x − y)
From the previous three equalities, one gets the following identity relating the eigen-
1/2
values of Qc to the eigenvalues associated to the classical PSWFs of odd orders,
2 c 2
λn,1/2 (c) = cμn,1/2 (c) = μn (c) = λ2n+1 (c), n ≥ 0. (56)
2π
Note that unlike the eigenvalues λn,α (c), the behaviour and the sharp decay rate
of eigenvalues λn (c) associated with the classical PSWFs, are well known in the
literature, see for example [7,13,20,25]. In particular, it has been shown
in [7] that the
4n
−2n log
sharp asymptotic decay rate of the (λn (c)) is given by e ec
. More precisely,
for any real 0 < a < e , there exists a constant Ma such that λn,c ≤ e−2n log( c ) ,
an
4
for n ≥ cMa . Moreover, for any real b > 4e , there exists a constant Mb such that
−2n log bn
λn,c ≥ e c
, for n ≥ cMb . By combining the monotonicity of the λn,α (c)
with respect to the parameter α, the identity (56) and the previous decay rate of the
classical eigenvalues λn (c), one gets the following corollary that provides us with a
super-exponential decay rate of the λn,α (c).
Corollary 1 Let c > 0 and α ≥ 21 be two positive real numbers. Then for any
0 < a < 8e , there exits a constant Ma such that
Unfortunately and unlike the classical case, we don’t have a precise asymptotic
lower decay rate of the λn,α (c). Nonetheless, the following proposition gives us a
bound below for the asymptotic decay rate of the λn,α (c), with a similar type of the
super-exponential decay of the bound above.
Proof It is well known, see [24] that μn,α (c) satisfies the differential equation,
Here, we recall that ϕn,c is normalized so that ϕn,c L 2 (0,1) = 1. It can be easily
checked that in this case, λn,α (c) satisfies
(α)
∂ (ϕn,c (1))2
log(λn,α (c)) = . (59)
∂c c
On the other hand, from [1], there exists a positive integer k0 and a positive real number
δ0 such that
λ% c &−k0 ,α (c) ≥ δ0 .
π
α 2 − 1/4 1 rn (t)
rn (t) = 1 − qn t − 2 2
, Sn (x) = dt.
t χn,α (c) x 1 − t2
Also,
√ from [14], we know that in the neighbourhood of x = 1, the quantity
√
Sn (x)J0 ( χn Sn (x))
is bounded uniformly in n. Moreover, by using the same
(1 − x 2 )1/4 rn (x)1/4
techniques as those used in [6] for the approximation of the normalization con-
stant appearing in the WKB approximation of the classical PSWFs, one concludes
that our normalization constants An are also bounded uniformly in n as soon as
qn = c2 /χn,α (c) ≤ q < 1. Consequently, if we also assume that n ≥ c/2, then
using the previous analysis together with the upper bound of χn,α (c), given by (19),
one concludes that there exists a constant B such that
(α) 2 √
ϕn,c (1) ≤ B χn,α (c) ≤ 2B · (2n + α + 1). (62)
It is easy to see that the previous inequality is still valid for any cn = π(n+k0 ) ≤ τ ≤ c.
Finally, by substituting c with τ in (62) and using (60), one gets the desired result (58).
J Fourier Anal Appl
Corollary 2 Under the hypotheses on the integer n, given by the previous proposition,
there exist two positive constants A, M such that for any integer k ≥ n, we have
M 4k + 2α + 2
|dkn | ≤ √ exp −(2k + α + 1) log
cπ(2k + α + /2) ec
π n
+An log . (63)
c
Proof We first note that the Bessel function satisfies the following bound, see for
|x|α −1
example [4], |Jα (x)| ≤ α ∀α > . Here, denotes the Gamma function.
2 (α + 1) 2
By combining (16) and the previous inequality, one obtains
√
2(2k + α + 1) 1 (α) |cy|2k+α+1
|dkn | ≤ ϕn,c (y) 2k+α+1 √ dy
|μn,α (c)| 0 2 (2k + α + 2) cy
1
√ 2k+α+ 1 1
2(2k + α + 1)c 2 (α) 2k+α+ 2
≤ ϕn,c (y) y dy
|μn,α (c)|22k+α+1 (2k + α + 2) 0
1
√ 2k+α+
2(2k + α + 1)c 2
≤ .
3
|μn,α (c)|2 2k+α+1 (2k + α + 2) 2k + α +
2
The last inequality follows from the Hölder’s inequality applied to the integral
1 1
2k+α+
(α)
|ϕn,c (y)|y 2 dy. On the other hand, it is well known that (s + 1) ≥
0
1
√ s+
2π s 2 exp (−s). Consequently, we have
√
2 1 −(2k+α+1) log 4k+2α+2
|dkn | ≤ √ e ec
. (64)
|μn,α | cπ(2k + α + 3/2)
Finally, by combining the previous inequality and (58) and taking into account that
λn,α (c) = c|μn,α (c)|2 , one gets the desired inequality (63).
5 Numerical Results
In this paragraph, we give some numerical examples that illustrate the various results of
the previous sections. Moreover, we show that the eigenfunctions of the finite Hankel
J Fourier Anal Appl
transform operator are well adapted for the approximation of Hankel- and almost
Hankel Band-limited functions.
Example 1 In this example, we illustrate one of the main results of this work, which
is given by Theorem 5. That is the eigenvalues λn,α (c) are decreasing with respect to
the parameter α. For this purpose, we have considered the values of c = 10π and the
four values of α = 0, 1, 2, 3. Then, we have used formula (11) and computed highly
accurate approximation of the eigenvalues λn,α (c) with 0 ≤ n ≤ 40. In Fig. 1a, we
have plot the graphs of the significant eigenvalues λn,α (c) with the various values of n
and α. In order to check that the decay with respect to the parameter α holds also for
the very small eigenvalues, we have plot in Fig. 1b the graphs of the log(λn,α (c)). Note
that the results given by the previous figures indicate what was expected by Theorem
5, that is the λn,α (c) are decreasing with respect to the parameter α.
Example 2 In this example, we give some numerical tests that illustrate the super-
exponential decay rate of the eigenvalues λn,α (c), given by Corollary 1. For this
purpose, we have considered the value of α = 1 and the three different values of
c = 5π, 10π, 15π, and computed highly accurate values of the eigenvalues λn,α (c),
c2 + α 2 − 1/4 5
for n ≥ + . By Theorem 2, these values of n correspond to the
π 3
case where χn,α (c) ≥ c + α 2 − 14 . As in the classical case, the critical value of
2
√
c2 +α 2 −1/4
n = nc = π corresponds to the beginning of the plunge region of the
eigenvalues λn,α (c). In Fig. 2, we plot the graphs of the highly accurate values of
the log(λn,α (c)), as well as the graphs of −4n log 8n ec , the logarithm of the optimal
theoretical super-exponential decay rate, as given by Corollary 1. Note that for the
different values of c, the theoretical asymptotic decay rate given by corollary 1 is very
close to the actual decay rate.
Example 3 In this last example, we illustrate the quality of the spectral approxima-
tion of the Hankel band-limited and almost Hankel band-limited functions, by the
(α)
orthogonal projection over Span{ϕn,c , 0 ≤ n ≤ N }. Note that the concept of almost
band-limited functions has been introduced in the framework of the classical Fourier
Fig. 1 a Graph of the λn,α (c) for c = 10π, α = 0 (blue), 1 (black), 2 (red), 3 (brown), b same as a with
the graphs of log λn,α (c)
J Fourier Anal Appl
transform by Landau, see [19]. In a similar manner, the almost Hankel band-limited
functions are defined as follows.
N (
)
S Nα f (x) = (α)
f, ϕn,c (α)
ϕn,c (x), (66)
L 2 (0,1)
n=0
where < ·, · > denotes the usual inner product of L 2 (0, 1). The quality of approx-
imation of the classical Fourier almost c−band-limited functions, by the classical
PSWFs has been given in [8]. Moreover, in [13], this quality of approximation has
been extended to the expansion with respect to some families of classical orthogonal
polynomials. By straightforward modifications of the techniques used in [13], one gets
the following proposition that provides us with the quality of approximation of almost
(α)
Hankel c−band-limited function by the ϕn,c .
J Fourier Anal Appl
α
Fig. 3 a Graph of the approximation error f 1 (x) − S N1 f 1 for α1 = 3/2, c = 10π, N = 11, b Graph of
α
the approximation error f 2 (x) − S N2 f 2 for α2 = 1, c = 10π, N = 11
Jα1 +1 (ax) 3
f 1 (x) = √ , α1 = , a = 20; f 2 (x) = x α2 −1/2 exp(−x), α2 = 1,
x 2
In the special case where α2 = 1 and c = 10π, we have ≈ 0.0225. For this last
value of c = 10π, we have computed the N -th partial sum S Nα1 f 1 and S Nα2 f 2 , with
N = 11. The approximation errors f 1 (x) − S Nα1 f 1 and f 2 (x) − S Nα2 f 2 are given in
Fig. 3a, b, respectively. Note that as predicted
by the previous proposition, the first
approximation error is proportional to λ N ,α1 (c), and the second one is proportional
to .
Acknowledgements We thank very much the anonymous referees for the valuable comments that helped
us to prepare the final version of this work. In particular, we are grateful to the referees for bringing to our
attention the reference [17], as well as the other references [18, 20, 21, 23]. This work was supported by
the DGRST research Grant UR13ES47 and the Project CMCU PHC Utique 15G1504.
J Fourier Anal Appl
References
1. Abreu, L.D., Bandeira, A.S.: Landau’s necessary conditions for the Hankel transform. J. Funct. Anal.
262(4), 1845–1866 (2012)
2. Amodio, P., Levitina, T., Settanni, G., Weinmüller, E.B.: On the calculation of the finite Hankel trans-
form eigenfunctions. J. Appl. Math. Comput. 43(1), 151–173 (2013)
3. Amrein, W.O., Hinz, A.M., Pearson, D.B.: Sturm-Liouville Theory: Past and Present. Birkhäuser,
Basel (2005)
4. Andrews, G.E., Askey, R., Roy, R.: Special Functions. Cambridge University Press, Cambridge, NY
(1999)
5. Bonami, A., Karoui, A.: Uniform bounds of prolate spheroidal wave functions and eigenvalues decay.
C. R. Math. Acad. Sci. Paris. Ser. I(352), 229–234 (2014)
6. Bonami, A., Karoui, A.: Uniform approximation and explicit estimates of the prolate spheroidal wave
functions. Constr. Approx. 43(1), 15–45 (2016)
7. Bonami, A., Karoui, A.: Spectral decay of time and frequency limiting operator. Appl. Comput. Har-
mon. Anal. 42(1), 1–20 (2017)
8. Bonami, A., Karoui, A.: Approximations in Sobolev spaces by prolate spheroidal wave functions.
Appl. Comput. Harmon. Anal. 42(3), 361–377 (2017)
9. Breen, S.: Uniform upper and lower bounds on the zeros of Bessel functions of the first kind. J. Math.
Anal. Appl. 196, 1–17 (1995)
10. Elbert, A.: Some recent results on the zeros of Bessel functions and orthogonal polynomials. J. Comput.
Appl. Math. 133, 65–83 (2001)
11. Griffith, J.L.: Hankel transforms of functions zero outside a finite interval. J. Proc. R. Soc. N. S. W.
89, 109–115 (1955)
12. Hogan, J.A., Lakey, J.D.: Duration and Bandwidth Limiting: Prolate Functions, Sampling, and Appli-
cations, Applied and Numerical Harmonic Analysis Series. Birkhäser, Springer, New York, London
(2013)
13. Jaming, P., Karoui, A., Spektor, S.: The approximation of almost time- and band-limited functions by
their expansion in some orthogonal polynomials bases. J. Approx. Theory 212, 41–65 (2016)
14. Karoui, A., Mehrzi, I.: Asymptotic behaviors and numerical computations of the eigenfunctions and
eigenvalues associated with the classical and circular prolate spheroidal wave functions. Appl. Math.
Comput. 218(22), 10871–10888 (2012)
15. Karoui, A., Moumni, T.: Spectral analysis of the finite Hankel transform and circular prolate spheroidal
wave functions. J. Comput. Appl. Math. 233(2), 315–333 (2009)
16. Karoui, A., Souabni, A.: Generalized prolate spheroidal wave functions: spectral analysis and approx-
imation of almost band-limited functions. J. Fourier Anal. Appl. 22(2), 383–412 (2016)
17. Kuznetsov, N.V.: On eigen-functions of an integral equation. In: Zapiski Nauchnykh Seminarov POMI,
Mathematical Problems in the Theory of Wave Propagation. Part 3, vol. 17, pp. 66–150 (1970)
18. Landa, B., Shkolnisky, Y.: Approximation scheme for essentially bandlimited and space-concentrated
functions on a disk. Appl. Comput. Harmon. Anal. 43(3), 381–403 (2017)
19. Landau, H.J., Pollak, H.O.: Prolate spheroidal wave functions, Fourier analysis and uncertainty-III.
The dimension of space of essentially time-and band-limited signals. Bell Syst. Tech. J 41, 1295–1336
(1962)
20. Landau, H.J., Widom, H.: Eigenvalue distribution of time and frequency limiting. J. Math. Anal. Appl.
77, 469–481 (1980)
21. Levitina, T.: On the eigenfunctions of the finite Hankel transform. Sampl. Theory Signal Image Process.
11(1), 55–79 (2012)
22. Osipov, A., Rokhlin, V., Xiao, H.: Prolate Spheroidal Wave Functions of Order Zero, Applied Mathe-
matical Sciences, vol. 187. Springer, New York (2013)
23. Shkolnisky, Y.: Prolate spheroidal wave functions on a discIntegration and approximation of two-
dimensional bandlimited functions. Appl. Comput. Harmon. Anal. 22(2), 235–256 (2007)
24. Slepian, D.: Prolate spheroidal wave functions, Fourier analysis and uncertainty-IV: extensions to many
dimensions; generalized prolate spheroidal functions. Bell Syst. Tech. J. 43, 3009–3057 (1964)
25. Slepian, D.: Some asymptotic expansions for prolate spheroidal wave functions. J. Math. Phys. 44(2),
99–140 (1965)
26. Watson, G.N.: A Treatise on the Theory of Bessel Functions, 2nd edn. Cambridge University Press,
London (1966)