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Asymptotic expansion

Inmathematics, anasymptotic expansion,asymptotic series orPoincaré expansion (afterHenri Poincaré) is aformal series of functions which has the property thattruncating the series after a finite number of terms provides an approximation to a given function as the argument of the function tends towards a particular, often infinite, point. Investigations byDingle (1973) revealed that the divergent part of an asymptotic expansion is latently meaningful, i.e. contains information about the exact value of the expanded function.

The theory of asymptotic series was created by Poincaré (and independently byStieltjes) in 1886.[1]

The most common type of asymptotic expansion is apower series in either positive or negative powers. Methods of generating such expansions include theEuler–Maclaurin summation formula and integral transforms such as theLaplace andMellin transforms. Repeatedintegration by parts will often lead to an asymptotic expansion.

Since aconvergentTaylor series fits the definition of asymptotic expansion as well, the phrase "asymptotic series" usually implies anon-convergent series. Despite non-convergence, the asymptotic expansion is useful when truncated to a finite number of terms. The approximation may provide benefits by being more mathematically tractable than the function being expanded, or by an increase in the speed of computation of the expanded function. Typically, the best approximation is given when the series is truncated at the smallest term. This way of optimally truncating an asymptotic expansion is known assuperasymptotics.[2] The error is then typically of the form~ exp(−c/ε) whereε is the expansion parameter. The error is thus beyond all orders in the expansion parameter. It is possible to improve on the superasymptotic error, e.g. by employing resummation methods such asBorel resummation to the divergent tail. Such methods are often referred to ashyperasymptotic approximations.

Seeasymptotic analysis andbig O notation for the notation used in this article.

Formal definition

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First we define an asymptotic scale, and then give the formal definition of an asymptotic expansion.

If φn {\displaystyle \ \varphi _{n}\ }  is a sequence ofcontinuous functions on some domain, and if L {\displaystyle \ L\ }  is alimit point of the domain, then the sequence constitutes anasymptotic scale if for everyn,

φn+1(x)=o(φn(x))(xL) .{\displaystyle \varphi _{n+1}(x)=o(\varphi _{n}(x))\quad (x\to L)\ .} 

( L {\displaystyle \ L\ }  may be taken to be infinity.) In other words, a sequence of functions is an asymptotic scale if each function in the sequence grows strictly slower (in the limit xL {\displaystyle \ x\to L\ } ) than the preceding function.

If f {\displaystyle \ f\ }  is a continuous function on the domain of the asymptotic scale, thenf has an asymptotic expansion of order N {\displaystyle \ N\ }  with respect to the scale as a formal series

n=0Nanφn(x){\displaystyle \sum _{n=0}^{N}a_{n}\varphi _{n}(x)} 

if

f(x)n=0N1anφn(x)=O(φN(x))(xL){\displaystyle f(x)-\sum _{n=0}^{N-1}a_{n}\varphi _{n}(x)=O(\varphi _{N}(x))\quad (x\to L)} 

or the weaker condition

f(x)n=0N1anφn(x)=o(φN1(x))(xL) {\displaystyle f(x)-\sum _{n=0}^{N-1}a_{n}\varphi _{n}(x)=o(\varphi _{N-1}(x))\quad (x\to L)\ } 

is satisfied. Here,o{\displaystyle o}  is thelittle o notation. If one or the other holds for all N {\displaystyle \ N\ } , then we write[citation needed]

f(x)n=0anφn(x)(xL) .{\displaystyle f(x)\sim \sum _{n=0}^{\infty }a_{n}\varphi _{n}(x)\quad (x\to L)\ .} 

In contrast to a convergent series for f {\displaystyle \ f\ } , wherein the series converges for anyfixed x {\displaystyle \ x\ }  in the limitN{\displaystyle N\to \infty } , one can think of the asymptotic series as converging forfixed N {\displaystyle \ N\ }  in the limit xL {\displaystyle \ x\to L\ }  (with L {\displaystyle \ L\ }  possibly infinite).

Examples

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Plots of the absolute value of the fractional error in the asymptotic expansion of the Gamma function (left). The horizontal axis is the number of terms in the asymptotic expansion. Blue points are forx = 2 and red points are forx = 3. It can be seen that the least error is encountered when there are 14 terms forx = 2, and 20 terms forx = 3, beyond which the error diverges.

Worked example

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Asymptotic expansions often occur when an ordinary series is used in a formal expression that forces the taking of values outside of itsdomain of convergence. Thus, for example, one may start with the ordinary series

11w=n=0wn.{\displaystyle {\frac {1}{1-w}}=\sum _{n=0}^{\infty }w^{n}.} 

The expression on the left is valid on the entirecomplex planew1{\displaystyle w\neq 1} , while the right hand side converges only for|w|<1{\displaystyle |w|<1} . Multiplying byew/t{\displaystyle e^{-w/t}}  and integrating both sides yields

0ewt1wdw=n=0tn+10euundu,{\displaystyle \int _{0}^{\infty }{\frac {e^{-{\frac {w}{t}}}}{1-w}}\,dw=\sum _{n=0}^{\infty }t^{n+1}\int _{0}^{\infty }e^{-u}u^{n}\,du,} 

after the substitutionu=w/t{\displaystyle u=w/t}  on the right hand side. The integral on the left hand side, understood as aCauchy principal value, can be expressed in terms of theexponential integral. The integral on the right hand side may be recognized as thegamma function. Evaluating both, one obtains the asymptotic expansion

e1tEi(1t)=n=0n!tn+1.{\displaystyle e^{-{\frac {1}{t}}}\operatorname {Ei} \left({\frac {1}{t}}\right)=\sum _{n=0}^{\infty }n!t^{n+1}.} 

Here, the right hand side is clearly not convergent for any non-zero value oft. However, by truncating the series on the right to a finite number of terms, one may obtain a fairly good approximation to the value ofEi(1t){\displaystyle \operatorname {Ei} \left({\tfrac {1}{t}}\right)}  for sufficiently smallt. Substitutingx=1t{\displaystyle x=-{\tfrac {1}{t}}}  and noting thatEi(x)=E1(x){\displaystyle \operatorname {Ei} (x)=-E_{1}(-x)}  results in the asymptotic expansion given earlier in this article.

Integration by parts

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Using integration by parts, we can obtain an explicit formula[3]Ei(z)=ezz(k=0nk!zk+en(z)),en(z)(n+1)! zezzettn+2dt{\displaystyle \operatorname {Ei} (z)={\frac {e^{z}}{z}}\left(\sum _{k=0}^{n}{\frac {k!}{z^{k}}}+e_{n}(z)\right),\quad e_{n}(z)\equiv (n+1)!\ ze^{-z}\int _{-\infty }^{z}{\frac {e^{t}}{t^{n+2}}}\,dt} For any fixedz{\displaystyle z} , the absolute value of the error term|en(z)|{\displaystyle |e_{n}(z)|}  decreases, then increases. The minimum occurs atn|z|{\displaystyle n\sim |z|} , at which point|en(z)|2π|z|e|z|{\displaystyle \vert e_{n}(z)\vert \leq {\sqrt {\frac {2\pi }{\vert z\vert }}}e^{-\vert z\vert }} . This bound is said to be "asymptotics beyond all orders".

Properties

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Uniqueness for a given asymptotic scale

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For a given asymptotic scale{φn(x)}{\displaystyle \{\varphi _{n}(x)\}}  the asymptotic expansion of functionf(x){\displaystyle f(x)}  is unique.[4] That is the coefficients{an}{\displaystyle \{a_{n}\}}  are uniquely determined in the following way:a0=limxLf(x)φ0(x)a1=limxLf(x)a0φ0(x)φ1(x)aN=limxLf(x)n=0N1anφn(x)φN(x){\displaystyle {\begin{aligned}a_{0}&=\lim _{x\to L}{\frac {f(x)}{\varphi _{0}(x)}}\\a_{1}&=\lim _{x\to L}{\frac {f(x)-a_{0}\varphi _{0}(x)}{\varphi _{1}(x)}}\\&\;\;\vdots \\a_{N}&=\lim _{x\to L}{\frac {f(x)-\sum _{n=0}^{N-1}a_{n}\varphi _{n}(x)}{\varphi _{N}(x)}}\end{aligned}}} whereL{\displaystyle L}  is the limit point of this asymptotic expansion (may be±{\displaystyle \pm \infty } ).

Non-uniqueness for a given function

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A given functionf(x){\displaystyle f(x)}  may have many asymptotic expansions (each with a different asymptotic scale).[4]

Subdominance

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An asymptotic expansion may be an asymptotic expansion to more than one function.[4]

See also

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Related fields

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Asymptotic methods

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Notes

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  1. ^Jahnke, Hans Niels (2003).A history of analysis. History of mathematics. Providence (R.I.): American mathematical society. p. 190.ISBN 978-0-8218-2623-2.
  2. ^Boyd, John P. (1999),"The Devil's Invention: Asymptotic, Superasymptotic and Hyperasymptotic Series"(PDF),Acta Applicandae Mathematicae,56 (1):1–98,doi:10.1023/A:1006145903624,hdl:2027.42/41670.
  3. ^O’Malley, Robert E. (2014), O'Malley, Robert E. (ed.),"Asymptotic Approximations",Historical Developments in Singular Perturbations, Cham: Springer International Publishing, pp. 27–51,doi:10.1007/978-3-319-11924-3_2,ISBN 978-3-319-11924-3, retrieved2023-05-04
  4. ^abcS.J.A. Malham, "An introduction to asymptotic analysis",Heriot-Watt University.

References

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External links

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