Approximate formulae for certain prolate spheroidal wave functions valid for large values of both order and band-limit

We construct asymptotic formulae for the approximation of certain prolate spheroidal wave functions and of the corresponding eigenvalues. We investigate two regimes: when the ratio c/m decays, and when both c and in grow, but the ratio c/m stays bounded. Both the regions of validity and the accuracies of the obtained expansions are illustrated with numerical examples. (C) 2006 Elsevier Inc. All rights reserved.