A Review of Prolate Spheroidal Wave Functions from the Perspective of Spectral Methods

Abstract

This paper is devoted to a review of the prolate spheroidal wave functions (PSWFs) and their variants from the viewpoint of spectral ⁄ spectral-element approximations using such functions as basis functions. We demonstrate the pros and cons over their polynomial counterparts, and put the emphasis on the construction of essential building blocks for efficient spectral algorithms.