Namespaces
Variants
Actions

Difference between revisions of "Asymptotic expansion"

From Encyclopedia of Mathematics
Jump to: navigation, search
(Importing text file)
 
(gather refs)
 
(2 intermediate revisions by one other user not shown)
Line 1: Line 1:
''of a function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136701.png" />''
+
<!--
 +
a0136701.png
 +
$#A+1 = 20 n = 0
 +
$#C+1 = 20 : ~/encyclopedia/old_files/data/A013/A.0103670 Asymptotic expansion
 +
Automatically converted into TeX, above some diagnostics.
 +
Please remove this comment and the {{TEX|auto}} line below,
 +
if TeX found to be correct.
 +
-->
 +
 
 +
{{TEX|auto}}
 +
{{TEX|done}}
 +
 
 +
''of a function  $  f(x) $''
  
 
A series
 
A series
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136702.png" /></td> </tr></table>
+
$$
 +
\sum _ {n=0 } ^  \infty 
 +
\psi _ {n} (x)
 +
$$
  
such that for any integer <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136703.png" /> one has
+
such that for any integer $  N \geq  0 $
 +
one has
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136704.png" /></td> <td valign="top" style="width:5%;text-align:right;">(1)</td></tr></table>
+
$$ \tag{1 }
 +
f (x)  = \sum _ {n=0 } ^ { N }
 +
\psi _ {n} (x) + o ( \phi _ {N} (x) ) \ \
 +
(x \rightarrow x _ {0} ),
 +
$$
  
where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136705.png" /> is some given [[Asymptotic sequence|asymptotic sequence]] as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136706.png" />. In such a case one also has
+
where $  \{ \phi _ {n} (x) \} $
 +
is some given [[asymptotic sequence]] as $  x \rightarrow x _ {0} $.  
 +
In such a case one also has
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136707.png" /></td> <td valign="top" style="width:5%;text-align:right;">(2)</td></tr></table>
+
$$ \tag{2 }
 +
f (x)  \sim  \sum _ {n=0 } ^  \infty  \psi _ {n} (x),\ \
 +
\{ \phi _ {n} (x) \} ,\ \
 +
( x \rightarrow x _ {0} ).
 +
$$
  
The sequence <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136708.png" /> is omitted from formula (2) if it is clear from the context which sequence is meant.
+
The sequence $  \{ \phi _ {n} (x) \} $
 +
is omitted from formula (2) if it is clear from the context which sequence is meant.
  
 
The asymptotic expansion (2) is called an asymptotic expansion in the sense of Erdélyi [[#References|[3]]]. An expansion of the type
 
The asymptotic expansion (2) is called an asymptotic expansion in the sense of Erdélyi [[#References|[3]]]. An expansion of the type
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a0136709.png" /></td> <td valign="top" style="width:5%;text-align:right;">(3)</td></tr></table>
+
$$ \tag{3 }
 +
f (x)  \sim  \sum _ {n=0 } ^  \infty 
 +
a _ {n} \phi _ {n} (x) \ \
 +
( x \rightarrow x _ {0} ),
 +
$$
  
where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367010.png" /> are constants, is called an asymptotic expansion in the sense of Poincaré. If the asymptotic sequence of functions <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367011.png" /> is given, the asymptotic expansion (3), contrary to the expansion (2), is uniquely defined by the function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367012.png" /> itself. If (1) is valid for a finite number of values <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367013.png" />, then (1) is called an asymptotic expansion up to <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367014.png" />. The series
+
where a _ {n} $
 +
are constants, is called an asymptotic expansion in the sense of Poincaré. If the asymptotic sequence of functions $  \{ \phi _ {n} (x) \} $
 +
is given, the asymptotic expansion (3), contrary to the expansion (2), is uniquely defined by the function $  f(x) $
 +
itself. If (1) is valid for a finite number of values $  N = 0 \dots N _ {0} < \infty $,  
 +
then (1) is called an asymptotic expansion up to $  o( \phi _ {N _ {0}  } (x)) $.  
 +
The series
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367015.png" /></td> </tr></table>
+
$$
 +
\sum _ {n=0 } ^  \infty  \psi _ {n} (x),\ \
 +
\sum _ {n=0 } ^  \infty  a _ {n} \phi _ {n} (x)
 +
$$
  
are known as asymptotic series. As a rule such series are divergent. [[Asymptotic power series|Asymptotic power series]] are the ones most commonly employed; the corresponding asymptotic expansions are asymptotic expansions in the sense of Poincaré.
+
are known as asymptotic series. As a rule such series are divergent. [[Asymptotic power series]] are the ones most commonly employed; the corresponding asymptotic expansions are asymptotic expansions in the sense of Poincaré.
  
 
The following is an example of an asymptotic expansion in the sense of Erdélyi:
 
The following is an example of an asymptotic expansion in the sense of Erdélyi:
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367016.png" /></td> </tr></table>
+
$$
 +
J _  \nu  (x)  \sim \
 +
\sqrt {
 +
\frac{2}{\pi x }
 +
}
 +
\left [ \cos \left ( x -
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367017.png" /></td> </tr></table>
+
\frac{\pi \nu }{2}
 +
-  
 +
\frac \pi {4}
 +
\right )
 +
\sum _ {n=0 } ^  \infty 
 +
( -1 )  ^ {n} a _ {2n} x  ^ {-2n}\right. -
 +
$$
  
<img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367018.png" />, where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367019.png" /> is the Bessel function, and
+
$$
 +
- \left .
 +
\sin \left ( x -
 +
\frac{\pi \nu }{2}
 +
- \frac{\pi}{4} \right ) \sum _ {n=0 } ^  \infty  ( -1 )  ^ {n} a _ {2n+1} x  ^ {-2n-1} \right ]
 +
$$
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/a/a013/a013670/a01367020.png" /></td> </tr></table>
+
$  (x \rightarrow + \infty ) $,
 +
where  $  J _  \nu  (x) $
 +
is the Bessel function, and
 +
 
 +
$$
 +
a _ {n}  =
 +
\frac{\Gamma ( \nu + n + 1 / 2 ) }{2  ^ {n} n! \Gamma ( \nu - n + 1 / 2 ) }
 +
.
 +
$$
  
 
The concepts of an asymptotic expansion of a function and of an asymptotic series were introduced by H. Poincaré [[#References|[1]]] in the context of problems in celestial mechanics. Special cases of asymptotic expansions were discovered and utilized as early as the 18th century [[#References|[2]]]. Asymptotic expansions play an important role in many problems in mathematics, mechanics and physics. This is because many problems do not admit exact solutions, but their solutions can be obtained as asymptotic approximations. Moreover, numerical methods are often disregarded if asymptotic approximations can be relatively easily found.
 
The concepts of an asymptotic expansion of a function and of an asymptotic series were introduced by H. Poincaré [[#References|[1]]] in the context of problems in celestial mechanics. Special cases of asymptotic expansions were discovered and utilized as early as the 18th century [[#References|[2]]]. Asymptotic expansions play an important role in many problems in mathematics, mechanics and physics. This is because many problems do not admit exact solutions, but their solutions can be obtained as asymptotic approximations. Moreover, numerical methods are often disregarded if asymptotic approximations can be relatively easily found.
  
 
====References====
 
====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  H. Poincaré,  "Sur les intégrales irrégulières des équations linéaires"  ''Acta Math.'' , '''8'''  (1886)  pp. 295–344</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  E.T. Whittaker,  G.N. Watson,  "A course of modern analysis" , Cambridge Univ. Press  (1952)  pp. Chapt. 2</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  A. Erdélyi,  M. Wyman,  "The asymptotic evaluation of certain integrals"  ''Arch. Rational Mech. Anal.'' , '''14'''  (1963)  pp. 217–260</TD></TR></table>
+
<table>
 
+
<TR><TD valign="top">[1]</TD> <TD valign="top">  H. Poincaré,  "Sur les intégrales irrégulières des équations linéaires"  ''Acta Math.'' , '''8'''  (1886)  pp. 295–344</TD></TR>
 
+
<TR><TD valign="top">[2]</TD> <TD valign="top">  E.T. Whittaker,  G.N. Watson,  "A course of modern analysis" , Cambridge Univ. Press  (1952)  pp. Chapt. 2</TD></TR>
 
+
<TR><TD valign="top">[3]</TD> <TD valign="top">  A. Erdélyi,  M. Wyman,  "The asymptotic evaluation of certain integrals"  ''Arch. Rational Mech. Anal.'' , '''14'''  (1963)  pp. 217–260</TD></TR>
====Comments====
+
<TR><TD valign="top">[a1]</TD> <TD valign="top">  N.G. de Bruijn,  "Asymptotic methods in analysis" , Dover, reprint  (1981)</TD></TR>
 
+
<TR><TD valign="top">[a2]</TD> <TD valign="top">  A. Erdélyi,  "Asymptotic expansions" , Dover, reprint  (1956)</TD></TR>
 
+
<TR><TD valign="top">[a3]</TD> <TD valign="top">  E.T. Copson,  "Asymptotic expansions" , Cambridge Univ. Press  (1965)</TD></TR>
====References====
+
<TR><TD valign="top">[a4]</TD> <TD valign="top">  J.P. Murray,  "Asymptotic analysis" , Springer  (1984)</TD></TR>
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  N.G. de Bruijn,  "Asymptotic methods in analysis" , Dover, reprint  (1981)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top">  A. Erdélyi,  "Asymptotic expansions" , Dover, reprint  (1956)</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top">  E.T. Copson,  "Asymptotic expansions" , Cambridge Univ. Press  (1965)</TD></TR><TR><TD valign="top">[a4]</TD> <TD valign="top">  J.P. Murray,  "Asymptotic analysis" , Springer  (1984)</TD></TR><TR><TD valign="top">[a5]</TD> <TD valign="top">  N. Bleistein,  R.A. Handelsman,  "Asymptotic expansions of integrals" , Dover, reprint  (1986)  pp. Chapts. 1, 3, 5</TD></TR></table>
+
<TR><TD valign="top">[a5]</TD> <TD valign="top">  N. Bleistein,  R.A. Handelsman,  "Asymptotic expansions of integrals" , Dover, reprint  (1986)  pp. Chapts. 1, 3, 5</TD></TR>
 +
</table>

Latest revision as of 19:29, 13 April 2024


of a function $ f(x) $

A series

$$ \sum _ {n=0 } ^ \infty \psi _ {n} (x) $$

such that for any integer $ N \geq 0 $ one has

$$ \tag{1 } f (x) = \sum _ {n=0 } ^ { N } \psi _ {n} (x) + o ( \phi _ {N} (x) ) \ \ (x \rightarrow x _ {0} ), $$

where $ \{ \phi _ {n} (x) \} $ is some given asymptotic sequence as $ x \rightarrow x _ {0} $. In such a case one also has

$$ \tag{2 } f (x) \sim \sum _ {n=0 } ^ \infty \psi _ {n} (x),\ \ \{ \phi _ {n} (x) \} ,\ \ ( x \rightarrow x _ {0} ). $$

The sequence $ \{ \phi _ {n} (x) \} $ is omitted from formula (2) if it is clear from the context which sequence is meant.

The asymptotic expansion (2) is called an asymptotic expansion in the sense of Erdélyi [3]. An expansion of the type

$$ \tag{3 } f (x) \sim \sum _ {n=0 } ^ \infty a _ {n} \phi _ {n} (x) \ \ ( x \rightarrow x _ {0} ), $$

where $ a _ {n} $ are constants, is called an asymptotic expansion in the sense of Poincaré. If the asymptotic sequence of functions $ \{ \phi _ {n} (x) \} $ is given, the asymptotic expansion (3), contrary to the expansion (2), is uniquely defined by the function $ f(x) $ itself. If (1) is valid for a finite number of values $ N = 0 \dots N _ {0} < \infty $, then (1) is called an asymptotic expansion up to $ o( \phi _ {N _ {0} } (x)) $. The series

$$ \sum _ {n=0 } ^ \infty \psi _ {n} (x),\ \ \sum _ {n=0 } ^ \infty a _ {n} \phi _ {n} (x) $$

are known as asymptotic series. As a rule such series are divergent. Asymptotic power series are the ones most commonly employed; the corresponding asymptotic expansions are asymptotic expansions in the sense of Poincaré.

The following is an example of an asymptotic expansion in the sense of Erdélyi:

$$ J _ \nu (x) \sim \ \sqrt { \frac{2}{\pi x } } \left [ \cos \left ( x - \frac{\pi \nu }{2} - \frac \pi {4} \right ) \sum _ {n=0 } ^ \infty ( -1 ) ^ {n} a _ {2n} x ^ {-2n}\right. - $$

$$ - \left . \sin \left ( x - \frac{\pi \nu }{2} - \frac{\pi}{4} \right ) \sum _ {n=0 } ^ \infty ( -1 ) ^ {n} a _ {2n+1} x ^ {-2n-1} \right ] $$

$ (x \rightarrow + \infty ) $, where $ J _ \nu (x) $ is the Bessel function, and

$$ a _ {n} = \frac{\Gamma ( \nu + n + 1 / 2 ) }{2 ^ {n} n! \Gamma ( \nu - n + 1 / 2 ) } . $$

The concepts of an asymptotic expansion of a function and of an asymptotic series were introduced by H. Poincaré [1] in the context of problems in celestial mechanics. Special cases of asymptotic expansions were discovered and utilized as early as the 18th century [2]. Asymptotic expansions play an important role in many problems in mathematics, mechanics and physics. This is because many problems do not admit exact solutions, but their solutions can be obtained as asymptotic approximations. Moreover, numerical methods are often disregarded if asymptotic approximations can be relatively easily found.

References

[1] H. Poincaré, "Sur les intégrales irrégulières des équations linéaires" Acta Math. , 8 (1886) pp. 295–344
[2] E.T. Whittaker, G.N. Watson, "A course of modern analysis" , Cambridge Univ. Press (1952) pp. Chapt. 2
[3] A. Erdélyi, M. Wyman, "The asymptotic evaluation of certain integrals" Arch. Rational Mech. Anal. , 14 (1963) pp. 217–260
[a1] N.G. de Bruijn, "Asymptotic methods in analysis" , Dover, reprint (1981)
[a2] A. Erdélyi, "Asymptotic expansions" , Dover, reprint (1956)
[a3] E.T. Copson, "Asymptotic expansions" , Cambridge Univ. Press (1965)
[a4] J.P. Murray, "Asymptotic analysis" , Springer (1984)
[a5] N. Bleistein, R.A. Handelsman, "Asymptotic expansions of integrals" , Dover, reprint (1986) pp. Chapts. 1, 3, 5
How to Cite This Entry:
Asymptotic expansion. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Asymptotic_expansion&oldid=16660
This article was adapted from an original article by M.V. Fedoryuk (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article