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Asymptotic Methods: Example Sheet 2

Send corrections to David Stuart dmas2@cam.ac.uk

Feb 2017

1. Obtain the first correction to the Stirling formula in the asymptotic expansion of the
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Gamma function, i.e.,


√  x x  
1
Γ(x + 1) ∼ 2πx 1+ + . . . , (x → + ∞) ,
e 12x

2. In the notes “Asymptotic Analysis of Laplace Integrals” and in lectures we derived


(essentially) the asymptotic expansion
π ∞
ex X Γ( 12 ) Γ( 12 + m)
Z
2
2 m
exp[x (sin t) ] dt ∼ (−1) , (x → +∞) .
Γ( 12 − m) m! x 2 +m
1
0 2 m=0

By means of a change of variables and the identity1


π
Γ(z) Γ(1 − z) = ,
sin(πz)
or otherwise, obtain the asymptotic expansion
π/2 1/2 
1 12 1 12 .32 1 12 .32 . · · · .(2n − 1)2
 
π
Z
−x sin2 t
e dt ∼ 1+ + +· · ·+ +· · · .
0 4x 1! 4x 2! (4x)2 n! (4x)n

From this obtain an asymptotic expansion, as x −→ ∞, for the Bessel function


defined by
1 π x cos θ
Z
I0 (x) = e dθ .
π 0
3. (i) Assume a < c < b and let f (t) be a function which is smooth in (a, c) ∪ (c, b)
but has a discontinuity at t = c. To be precise, assume that for all n = 0, 1, 2 . . . the
limits of the nth order derivative f (n) (t) as t → a+, c−, c+ and b− exist and are des-
ignated f (n) (a+), f (n) (c−), f (n) (c+) and f (n) (b−) respectively. Find the asymptotic
expansion as |ω| −→ ∞ of
Z b
I(ω) = f (t)eiωt dt .
a
1
See equation I.2 in the notes “Asymptotic Methods: Notation and Basic Definitions” and surrounding
discussion for how to derive this identity.
(ii) By taking the appropriate
R∞ limits in part (a), find the asymptotic expansion as
|ω| −→ ∞ of I(ω) = −∞ f (t)eiωt dt , where
(
−et t < 0
f (t) =
e−t t ≥ 0 .
Compare your result with the exact expression for I(ω).

4. Review Stokes’ problem from section II of the Stationary Phase notes. Obtain the
leading asymptotic behaviour as x −→ ∞ of
Z ∞
f (t) exp i x ( t3 − t ) dt ,

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where f is smooth and f −→ 0 as t −→ ± ∞ in the two cases: (i) a = − √13 and


(ii) a = 1 .
5. Show that, as x −→ + ∞ ,
Z π   13  
 iπ 6 4
exp i x ( t − sin t ) dt ∼ e 6 Γ .
0 x 3
How would this result differ if the lower limit of the integral were − π ?

6. Find the leading term in the asymptotic approximations, valid as x −→ ∞ , of


Z 1  
(a) cos x tp dt , with p > 1 , real ,
0
Z π  γ
2 2θ   1 3
(b) 1− cos x cos θ dθ , for γ = 0 , γ = − and γ = − .
0 π 2 4

7. The function f (θ) is defined for θ real and positive by


  
1 1 3
Z
f (θ) = exp θ t + t dt ,
2πi γ 3
where the path γ begins at ∞ in the sector − π2 < arg t < − π6 and ends at ∞ in
the sector π6 < arg t < π2 . Find the two saddle points and show that the two paths
of steepest descent through these points are
   12 
x = + 2 + y /3y y −1 , y>0
and   12
 
x = − y − 2 /3y y +1 , y < 0,
where t = x + i y . You should justify carefully your choice of signs for the square
roots. Show that, as θ −→ ∞ ,
 
− 12 2θ π
+ O(θ−1 ) .

f θ = πθ cos −
3 4

2
8. Use the method of steepest descents to obtain the first two non-zero terms in the
asymptotic approximation
Z ∞     
1 3 1 2 an
exp i x t +t dt ∼ i + 3 + ... n + ... ,
0 3 x x x

as x −→ + ∞ . Check your answer by doing an integration by parts/stationary


phase argument to the integral as it stands.
(∗) Find an expression for an for all n.
9. Let
h(t) = i t + t2 .

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Sketch the path through the point t = 0 for which Im
 h(t) = const. Sketch also
the path through the point t = 1 for which Im h(t) = const.
By integrating along these paths, show that, as λ −→ ∞ ,
Z 1
1
  c1 e2iλ
t− 2 exp i λ t + t2 dt ∼ 1 + c2 + ... ,
0 λ2 λ
where the constants c1 and c2 are to be determined.
10. (∗) Apply the method of steepest descents to the integral
Z γ+i∞
exp[k(z − 2z 1/2 )]
I(k) = dz ,
γ−i∞ z−c

for the case k → +∞ . Here the path of integration


√ is parallel to the imaginary axis,
and γ > 1 is a real constant. The branch cut for z is the negative real axis. Show
that the two paramterized curves τ → z± (τ ) given by

z± (τ ) = 1 − τ 2 ± 2iτ , 0 ≤ τ < ∞,

are the steepest descent paths emanating from the saddle-point z = 1, and show that
they form two halves of a parabola crossing the real axis at the saddle point; find the
equation of the parabola in real form.
Investigate the asymptotics of I(k) as k → +∞ in the following cases:
(i) c is real and < 1;
(ii) c is real, 1 < c < γ;
(iii) c = ib with b real and b > 2.
[You may find it convenient to use τ as a variable of integration.]