Prolate Spheroidal Wave Functions are likely to be a better tool for the design of spectral and pseudo-spectral techniques than the orthogonal polynomials and related functions
— Xiao, Rokhlin and Yarvin (2001), p. 837.
Abstract
Prolate elements are a “plug-compatible” modification of spectral elements in which Legendre polynomials are replaced by prolate spheroidal wave functions of order zero. Prolate functions contain a“bandwidth parameter” \(c \ge 0 \) whose value is crucial to numerical performance; the prolate functions reduce to Legendre polynomials for \(c\,=\,0\). We show that the optimal bandwidth parameter \(c\) not only depends on the number of prolate modes per element \(N\), but also on the element widths \(h\). We prove that prolate elements lack \(h\)-convergence for fixed \(c\) in the sense that the error does not go to zero as the element size \(h\) is made smaller and smaller. Furthermore, the theoretical predictions that Chebyshev and Legendre polynomials require \(\pi \) degrees of freedom per wavelength to resolve sinusoidal functions while prolate series need only 2 degrees of freedom per wavelength are asymptotic limits as \(N \rightarrow \infty \); we investigate the rather different behavior when \(N \sim O(4-10)\) as appropriate for spectral elements and prolate elements. On the other hand, our investigations show that there are certain combinations of \(N,\,h\) and \(c>0\) where a prolate basis clearly outperforms the Legendre polynomial approximation.







Similar content being viewed by others
References
Adams, N.A., Shariff, K.: A high-resolution hybrid compact-ENO scheme for shock-turbulence interaction problems. J. Comput. Phys. 127, 27–51 (1996)
Bender, C.M., Orszag, S.A.: Advanced Mathematical Methods for Scientists and Engineers, p. 594. McGraw-Hill, New York (1978)
Beylkin, G., Sandberg, K.: Wave propagation using bases for bandlimited functions. Wave Motion 41, 263–291 (2005)
Boyd, J.P.: Sum-accelerated pseudospectral methods: finite differences and sech-weighted differences. Comput. Methods Appl. Mech. Eng. 116, 1–11 (1994)
Boyd, J.P.: Chebyshev and Fourier Spectral Methods, 2nd edn, p. 665. Dover, New York (2001)
Boyd, J.P.: Approximation of an analytic function on a finite real interval by a bandlimited function and conjectures on properties of prolate spheroidal functions. Appl. Comput. Harmon Anal. 15, 168–176 (2003)
Boyd, J.P.: Prolate elements: prolate spheroidal wavefunctions as an alternative to Chebyshev and Legendre polynomials for spectral and pseudospectral algorithms. J. Comput. Phys. 199, 688–716 (2004)
Boyd, J.P.: Computation of grid points, quadrature weights and derivatives for spectral element methods using prolate spheroidal wave functions–prolate elements. ACM Trans. Math. Softw. 31, 149–165 (2005)
Boyd, J.P., Sadiq, B.A.: A critical comparison of mapped-cosine quasi-uniform spectral schemes (QUSS): the Kosloff/Tal-Ezer transformation, the Jacobian theta function mapping and the pseudoprolate grid. J. Comput. Phys. (2012) (to be submitted)
Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral methods: fundamentals in single domain, p. 558. Springer, New York (2006)
Chen, Q., Gottlieb, D., Hesthaven, J.S.: Spectral methods based on prolate spheroidal wave functions for hyperbolic PDEs. SIAM J. Numer. Anal. 43, 1912–1933 (2005)
Colonius, T.: Numerically nonreflecting boundary and interface conditions for compressible flow and aeroacoustic computations. AIAA J. 35, 1126–1133 (1997)
Dunster, T.M.: Uniform asymptotic expansions for prolate spheroidal functions with large parameters. SIAM J. Math. Anal. 17, 1495–1524 (1986)
Falloon, P.E., Abbott, P.C., Wang, J.B.: Theory and computation of spheroidal wavefunctions. J. Phys. A-Math. General 36, 5477–5495 (2003)
Frieden, B.R.: Evaluation, design and extrapolation methods for optical signals, based on use of the prolate functions. In: Wolf, E. (ed.) Progress in Optics, IX, No. 9 in Progress in Optics, pp. 313–407. North-Holland, Amsterdam (1971)
Gaitonde, D.V., Shang, J.S., Young, J.L.: Practical aspects of higher-order numerical schemes for wave propagation phenomena. Int. J. Numer. Meth. Eng. 45, 1849–1869 (1999)
Gottlieb, D., Orszag, S.A.: Numerical Analysis of Spectral Methods, p. 200. SIAM, Philadelphia (1977)
Gottlieb, D., Shu, C.-W.: On the Gibbs phenomenon and its resolution. SIAM Rev. 39, 644–668 (1997)
Gray, S.K., Goldfield, E.M.: Dispersion fitted finite difference method with applications to molecular quantum mechanics. J. Chem. Phys. 115, 8331–8344 (2001)
Haras, Z., Ta’asan, S.: Finite difference schemes for long-time integration. J. Comput. Phys. 114, 265–279 (1994)
Hogan, J.A., Lakey, J.D.: Duration and Bandwidth Limiting: Prolate Functions, Sampling and Applications, p. 275. Birkhauser, Boston (2011)
Holberg, O.: Towards optimum one-way wave-propagation. Geophys. Prospect. 36, 99–114 (1988)
Huang, C.-C.: Improved pseudospectral mode solver by prolate spheroidal wave functions for optical waveguides with step-index. J. Lightwave Tech. 27, 597–605 (2009)
Huang, C.-C.: Semiconductor nanodevice simulation by multidomain spectral method with Chebyshev, prolate spheroidal and Laguerre basis functions. Comput. Phys. Commun. 180, 375–383 (2009)
Jordan, D.K., Mazziotti, D.A.: Spectral differences in real-space electronic structure calculations. J. Chem. Phys. 120, 574–578 (2004)
Karoui, A.: Uncertainty principles, prolate spheroidal wave functions, and applications. In: Barral, J., Seuret, S. (eds.) Recent Developments in Fractals and Related Fields, pp. 165–190. Springer, Heidelberg, Germany (2010)
Karoui, A.: Unidimensional and bidimensional prolate spheroidal wave functions and applications. J. Frankl. Instit. 378, 1668–1694 (2011)
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, 10871–10888 (2012)
Kong, W.Y., Rokhlin, V.: A new class of highly accurate differentiation schemes based on the prolate spheroidal wave functions. Appl. Comput. Harmon. Anal. 33, 226–260 (2012)
Kosloff, R., Tal-Ezer, H.: A modified Chebyshev pseudospectral method with an O(1/ N) time step restriction. J. Comput. Phys. 104, 457–469 (1993)
Kovvali, N., Lin, W., Carin, L.: Pseudospectral method based on prolate spheroidal wave functions for frequency-domain electromagnetic simulations. IEEE Trans. Antennas Propag. 53, 3990–4000 (2005)
Kovvali, N., Lin, W., Carin, L.: Hybrid prolate pseudospectral methods on chebyshev and legendre grids i—a preview. Discret. Comput. Math., 121–137 (2006)
Kovvali, N., Lin, W., Zhao, Z., Couchman, L., Carin, L.: Rapid prolate pseudospectral differentiation and interpolation with the fast multipole method. SIAM J. Sci. Comput. 28, 485–497 (2006)
Landau, H.J., Widom, H.: Eigenvalue distribution of time and frequency limiting. J. Math. Anal. Appl. 77, 469–481 (1980)
Li, K., Huang, Q., Wang, J., Lin, L.: An improved localized radial basis function meshless method for computational aeroacoustics. Eng. Anal. Boundary Elem. 35, 47–55 (2011)
Lin, W., Kovvali, N., Carin, L.: Pseudospectral method based on prolate spheroidal wave functions for semiconductor nanodevice simulation. Comput. Phys. Commun. 175, 78–85 (2006)
Liu, Y.: Fourier analysis of numerical algorithms for the Maxwell equations. J. Comput. Phys. 124, 396–416 (1996)
Lockard, D.P., Brentner, K.S., Atkins, H.L.: High-accuracy algorithms for computational aeroacoustics. AIAA J. 33, 246–251 (1995)
Miles, J.W.: Asymptotic approximations for prolate spheroidal wave functions. Stud. Appl. Math. 54, 315–349 (1975)
Moore, I.C., Cada, M.: Prolate spheroidal wave functions, an introduction to the slepian series and its properties. Appl. Comput. Harmon. Anal. 16, 208–230 (2004)
Olver, F.W.J., Lozier, D.W., Boisvert, R.F., Clark, C.W. (eds.): NIST Handbook of Mathematical Functions. Cambridge University Press, New York (2010)
Orlin, P.A., Perkins, A.L., Heburn, G.: A frequency accurate spatial derivative finite difference approximation. Numer. Meths. Partial Diff. Eqs. 15, 569–589 (1997)
S. A. Orszag and M. Israeli: Numerical simulation of incompressible flow. Ann. Revs. Fluid Mech. 6, 281–318 (1974) (Review)
Rokhlin, V., Xiao, H.: Approximate formulae for certain prolate spheroidal wave functions valid for large values of both order and band-limit. Appl. Comput. Harmon. Anal. 22, 105–123 (2007)
Sandberg, K., Wojciechowski, K.J.: The EPS method: a new method for constructing pseudospectral derivative operators. J. Comput. Phys. 230, 5836–5863 (2011)
Shen, X., Walker, G.G.: Construction of periodic prolate spheroidal wavelets using interpolation. Numer. Funct. Anal. Optim. 28, 445–466 (2007)
Shkolnisky, Y., Tygert, M., Rokhlin, V.: Approximation of bandlimited functions. Appl. Comput. Harmon. Anal. 21, 413–420 (2006)
Slepian, D.: Some comments on Fourier analysis, uncertainty and modeling. SIAM Rev. 379–393 (1983)
Tam, C.K.W., Li, Y.: Wavenumber-extended high-order upwind-biased finite-difference schems for computational acoustics. J. Comput. Acoust. 133, 235–255 (1997)
Tam, C.K.W., Webb, J.C.: Dispersion-relation-preserving finite difference schems for computational acoustics. J. Comput. Phys. 107, 262–283 (1993)
Vanel, F.O., Baysal, O.: Investigation of dispersion-relation-preserving scheme and spectral analysis methods for acoustic waves. J. Vib. Sound Trans. ASME 119, 250–257 (1997)
Walter, G.: Prolate spheroidal wavelets: translation, convolution, and differentiation made easy. J. Fourier Anal. Appl. 11, 73–84 (2005)
Walter, G., Shen, X.: Wavelets based on prolate spheroidal wave functions. J. Fourier Anal. Appl. 10, 1–26 (2005)
Walter, G., Soleski, T.: A new friendly method of computing prolate spheroidal wave functions and wavelets. Appl. Comput. Harmon. Anal. 19, 432–443 (2005)
Wang, L.-L.: Analysis of spectral approximations using prolate spheroidal wave functions. Math. Comput. 79, 807–827 (2010)
Wang, L.-L., Zhang, J.: An improved estimate of PSWF approximation and approximation by Mathieu functions. J. Math. Anal. Appl. 379, 35–47 (2011)
Wesseling, P.: Consruction of accurate difference schemes for hyperbolic partial differential equations. J. Eng. Math. 7, 19–31 (1973)
Xiao, H., Rokhlin, V.: High-frequency asymptotic expansions for certain prolate spheroidal wave functions. J. Fourier Anal. Appl. 9, 577–598 (2003)
Xiao, H., Rokhlin, V.: Approximate formulae for certain prolate spheroidal wave functions valid for large values of both order and band-limit. Appl. Comput. Harmon. Anal. 22, 105–123 (2007)
Xiao, H., Rokhlin, V., Yarvin, N.: Prolate spheroidal wavefunctions, quadrature and interpolation. Inverse Probl. 17, 805–838 (2001)
Zhang, J., Wang, L.-L., Rong, Z.: A prolate-element method for nonlinear PDEs on the sphere. J. Sci. Comput. 47, 73–92 (2011)
Zingg, D.W.: Comparison of high-accuracy finite-difference methods for linear wave propagation. SIAM J. Sci. Comput. 22, 476–502 (2000)
Acknowledgments
This work was supported by the National Science Foundation through grants OCE 1059703 and DMS-1115277. The second author is kindly supported by the Deutsche Forschungsgemeinschaft (DFG) within SPP 1276: MetStroem. We thank the two reviewers for detailed and helpful comments.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Boyd, J.P., Gassner, G. & Sadiq, B.A. The Nonconvergence of \(h\)-Refinement in Prolate Elements. J Sci Comput 57, 372–389 (2013). https://doi.org/10.1007/s10915-013-9711-2
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-013-9711-2