Prolate Spheroidal Wave Functions on a Disc – Integration and Approximation of Two-Dimensional Bandlimited Functions

We consider the problem of integrating and approximating 2D bandlimited functions restricted to a disc by using 2D prolate spheroidal wave functions (PSWFs). We derive a numerical scheme for the evaluation of the 2D PSWFs on a disc, which is the basis for the numerical implementation of the presented quadrature and approximation schemes. Next, we derive a quadrature formula for bandlimited functions restricted to a disc and give a bound on the integration error. We apply this quadrature to derive an approximation scheme for such functions. We prove a bound on the approximation error and present numerical results that demonstrate the effectiveness of the quadrature and approximation schemes.