Conjecture on prolate spheroidal quadrature error for exponential functions

Let c>0c>0 and a0a\geq 0 be real numbers, and let n>2c/πn>2c/\pi be an integer. Let δn(eicax)\delta_n(e^{icax}) denote the quadrature error associated with the quadrature nodes tjt_j and weights WjW_j, and let λn\lambda_n be the prolate spheroidal eigenvalue. Exponential quadrature-error conjecture. If 0a10\leq a\leq 1, then

δn(eicax)=11eicaxdxj=1neicatjWjλn2n.\delta_n\left(e^{icax}\right)=\left|\int_{-1}^1e^{icax}\,dx-\sum_{j=1}^ne^{icat_j}W_j\right|\approx |\lambda_n|^2\sqrt{n}.

If 1<a21<a\leq 2, then

δn(eicax)=11eicaxdxj=1neicatjWjλn.\delta_n\left(e^{icax}\right)=\left|\int_{-1}^1e^{icax}\,dx-\sum_{j=1}^ne^{icat_j}W_j\right|\approx |\lambda_n|.

This conjecture summarizes numerical observations about the size of the quadrature error in the two ranges of the frequency parameter aa.

Sources & referencesView supporting material

Primary source

Andrei Osipov and Vladimir Rokhlin, “On the evaluation of prolate spheroidal wave functions and associated quadrature rules”, arXiv:1301.1707 (2013).

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