Is there a special psychic link between Frodo and Gandalf?

Re-reading LOTR after a longish break (in Dutch, as it happens), I noted that the dream Frodo has in Tom Bombadil's house is clearly a vision of Gandalf escaping from Saruman's Orthank. As I recall, there are similar accurate visions Frodo has of what Gandalf is going through (fight with Balrog) in the movies, but I can't recall right now if they are in the book. Are we supposed to conclude that Frodo has some special way of knowing what is going on with Gandalf, at least in the dream world? Are these visions sent to him from the West (or in the first case from Tom B.?!) as a special help to the ring bearer? Or is there something else going on, like just Tolkien's way of working in some foreshadowing?