Spectral analysis of the finite Hankel transform and circular prolate spheroidal wave functions

In this paper, we develop two practical methods for the computation of the eigenvalues as well as the eigenfunctions of the finite Hankel transform operator. These different eigenfunctions are called circular prolate spheroidal wave functions (CPSWFs). This work is motivated by the potential applications of the CPSWFs as well as the development of practical methods for computing their values. Also, in this work, we should prove that the CPSWFs form an orthonormal basis of the space of Hankel band-limited functions, an orthogonal basis of L2([0,1])L2([0,1]) and an orthonormal system of L2([0,+∞[)L2([0,+∞[). Our computation of the CPSWFs and their associated eigenvalues is done by the use of two different methods. The first method is based on a suitable matrix representation of the finite Hankel transform operator. The second method is based on the use of an efficient quadrature method based on a special family of orthogonal polynomials. Also, we give two Maple programs that implement the previous two methods. Finally, we present some numerical results that illustrate the results of this work.