“…The prolate spheroidal wave functions, originated from the context of separation of variables for the Helmholtz equation in spheroidal coordinates (see, e.g., [20,12]), have been extensively used for a variety of physical and engineering applications, such as wave scattering, signal processing, and antenna theory (see, for instance, [3,11,17]). Most notably, a series of papers by Slepian et al [25,19,26] and the recent works by Xiao and Rokhlin et al [33,32,24,22] have shown that the PSWFs are a natural and optimal apparatus for approximating bandlimited functions.…”