Conjecture on PSWF quadrature errors being bounded by the next eigenvalue

Let c>0c>0, let n>2c/πn>2c/\pi be an integer, and let mm be an integer with 0m<n0\leq m<n. Let δn(ψm)\delta_n(\psi_m) be the quadrature error for the prolate spheroidal wave function ψm\psi_m, and let λn\lambda_n be the corresponding prolate spheroidal eigenvalue. PSWF quadrature-error bound conjecture. One has

δn(ψm)=11ψm(s)dsj=1nψm(tj)Wjλn.\delta_n(\psi_m)=\left|\int_{-1}^1\psi_m(s)\,ds-\sum_{j=1}^n\psi_m(t_j)W_j\right|\leq |\lambda_n|.

The conjecture sharpens the preceding rigorous but apparently cautious error estimate and is supported by experiments in which the error was approximately λn/2|\lambda_n|/2.

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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