Asymptotic Methods
Asymptotic Methods
1.II
Part II, 2005 commentExplain what is meant by an asymptotic power series about for a real function of a real variable. Show that a convergent power series is also asymptotic.
Show further that an asymptotic power series is unique (assuming that it exists).
Let the function be defined for by
By suitably expanding the denominator of the integrand, or otherwise, show that, as ,
and that the error, when the series is stopped after terms, does not exceed the absolute value of the th term of the series.
3.II
Part II, 2005 commentExplain, without proof, how to obtain an asymptotic expansion, as , of
if it is known that possesses an asymptotic power series as .
Indicate the modification required to obtain an asymptotic expansion, under suitable conditions, of
Find an asymptotic expansion as of the function defined by
and its analytic continuation to . Where are the Stokes lines, that is, the critical lines separating the Stokes regions?
4.II
Part II, 2005 commentConsider the differential equation
where in an interval . Given a solution and a further smooth function , define
Show that, when is regarded as the independent variable, the function obeys the differential equation
where denotes .
Taking the choice
show that equation becomes
where
In the case that is negligible, deduce the Liouville-Green approximate solutions
Consider the Whittaker equation
where is a real constant. Show that the Liouville-Green approximation suggests the existence of solutions with asymptotic behaviour of the form
as .
Given that these asymptotic series may be differentiated term-by-term, show that
1.II
Part II, 2006 commentTwo real functions of a real variable are given on an interval , where . Suppose that attains its minimum precisely at , with , and that . For a real argument , define
Explain how to obtain the leading asymptotic behaviour of as (Laplace's method).
The modified Bessel function is defined for by:
Show that
as with fixed.
3.II B
Part II, 2006 commentThe Airy function is defined by
where the contour begins at infinity along the ray and ends at infinity along the ray . Restricting attention to the case where is real and positive, use the method of steepest descent to obtain the leading term in the asymptotic expansion for as :
Hint: put
4.II
Part II, 2006 comment(a) Outline the Liouville-Green approximation to solutions of the ordinary differential equation
in a neighbourhood of infinity, in the case that, near infinity, has the convergent series expansion
with .
In the case
explain why you expect a basis of two asymptotic solutions , with
as , and show that .
(b) Determine, at leading order in the large positive real parameter , an approximation to the solution of the eigenvalue problem:
where is greater than a positive constant for .
1.II.30B
Part II, 2007 commentState Watson's lemma, describing the asymptotic behaviour of the integral
as , given that has the asymptotic expansion
as , where and .
Give an account of Laplace's method for finding asymptotic expansions of integrals of the form
for large real , where is real for real .
Deduce the following asymptotic expansion of the contour integral
as .
3.II.30B
Part II, 2007 commentExplain the method of stationary phase for determining the behaviour of the integral
for large . Here, the function is real and differentiable, and and are all real.
Apply this method to show that the first term in the asymptotic behaviour of the function
where with and real, is
as
4.II.31B
Part II, 2007 commentConsider the time-independent Schrödinger equation
where denotes and denotes . Suppose that
and consider a bound state . Write down the possible Liouville-Green approximate solutions for in each region, given that as .
Assume that may be approximated by near , where , and by near , where . The Airy function satisfies
and has the asymptotic expansions
and
Deduce that the energies of bound states are given approximately by the WKB condition:
1.II
Part II, 2008 commentObtain an expression for the th term of an asymptotic expansion, valid as , for the integral
Estimate the value of for the term of least magnitude.
Obtain the first two terms of an asymptotic expansion, valid as , for the integral
[Hint:
[Stirling's formula may be quoted.]
3.II
Part II, 2008 commentDescribe how the leading-order approximation may be found by the method of stationary phase of
for , where and are real. You should consider the cases for which: (a) has one simple zero at , where ; (b) has more than one simple zero in the region ; and (c) has only a simple zero at .
What is the order of magnitude of if is non zero for ?
Use the method of stationary phase to find the leading-order approximation for to
[Hint:
4.II
Part II, 2008 commentThe Bessel equation of order is
Here, is taken to be an integer, with . The transformation converts (1) to the form
where
Find two linearly independent solutions of the form
where are constants, with , and and are to be determined. Find recurrence relationships for the .
Find the first two terms of two linearly independent Liouville-Green solutions of (2) for valid in a neighbourhood of . Relate these solutions to those of the form (3).
Paper 3, Section II, A
Part II, 2009 commentConsider the contour-integral representation
of the Bessel function for real , where is any contour from to .
Writing , give in terms of the real quantities the equation of the steepest-descent contour from to which passes through .
Deduce the leading term in the asymptotic expansion of , valid as
Paper 1, Section II, A
Part II, 2009 commentConsider the integral
in the limit , given that has the asymptotic expansion
as , where . State Watson's lemma.
Now consider the integral
where and the real function has a unique maximum in the interval at , with , such that
By making a monotonic change of variable from to a suitable variable (Laplace's method), or otherwise, deduce the existence of an asymptotic expansion for as . Derive the leading term
The gamma function is defined for by
By means of the substitution , or otherwise, deduce Stirling's formula
as
Paper 4, Section II, A
Part II, 2009 commentThe differential equation
has a singular point at . Assuming that , write down the Liouville Green lowest approximations for , with .
The Airy function satisfies with
and as . Writing
show that obeys
Derive the expansion
where is a constant.
Paper 1, Section II, C
Part II, 2010 commentFor let
Assume that the function is continuous on , and that
as , where and .
(a) Explain briefly why in this case straightforward partial integrations in general cannot be applied for determining the asymptotic behaviour of as .
(b) Derive with proof an asymptotic expansion for as .
(c) For the function
obtain, using the substitution , the first two terms in an asymptotic expansion as . What happens as ?
[Hint: The following formula may be useful
Paper 3, Section II, C
Part II, 2010 commentConsider the ordinary differential equation
subject to the boundary conditions . Write down the general form of the Liouville-Green solutions for this problem for and show that asymptotically the eigenvalues and , behave as for large .
Paper 4, Section II, C
Part II, 2010 comment(a) Consider for the Laplace type integral
for some finite and smooth, real-valued functions . Assume that the function has a single minimum at with . Give an account of Laplace's method for finding the leading order asymptotic behaviour of as and briefly discuss the difference if instead or , i.e. when the minimum is attained at the boundary.
(b) Determine the leading order asymptotic behaviour of
as
(c) Determine also the leading order asymptotic behaviour when cos is replaced by in .
Paper 1, Section II, A
Part II, 2011 commentA function , defined for positive integer , has an asymptotic expansion for large of the following form:
What precisely does this mean?
Show that the integral
has an asymptotic expansion of the form . [The Riemann-Lebesgue lemma may be used without proof.] Evaluate the coefficients and .
Paper 3, Section II, A
Part II, 2011 commentLet
where is a complex analytic function and is a steepest descent contour from a simple saddle point of at . Establish the following leading asymptotic approximation, for large real :
Let be a positive integer, and let
where is a contour in the upper half -plane connecting to , and is real on the positive -axis with a branch cut along the negative -axis. Using the method of steepest descent, find the leading asymptotic approximation to for large .
Paper 4, Section II, A
Part II, 2011 commentDetermine the range of the integer for which the equation
has an essential singularity at .
Use the Liouville-Green method to find the leading asymptotic approximation to two independent solutions of
for large . Find the Stokes lines for these approximate solutions. For what range of is the approximate solution which decays exponentially along the positive -axis an asymptotic approximation to an exact solution with this exponential decay?
Paper 4, Section II, B
Part II, 2012 commentThe stationary Schrödinger equation in one dimension has the form
where can be assumed to be small. Using the Liouville-Green method, show that two approximate solutions in a region where are
where is suitably chosen.
Without deriving connection formulae in detail, describe how one obtains the condition
for the approximate energies of bound states in a smooth potential well. State the appropriate values of and .
Estimate the range of for which gives a good approximation to the true bound state energies in the cases
(i) ,
(ii) with small and positive,
(iii) with small and positive.
Paper 3, Section II, B
Part II, 2012 commentFind the two leading terms in the asymptotic expansion of the Laplace integral
as , where is smooth and positive on .
Paper 1, Section II, B
Part II, 2012 commentWhat precisely is meant by the statement that
as
Consider the Stieltjes integral
where is bounded and decays rapidly as , and . Find an asymptotic series for of the form , as , and prove that it has the asymptotic property.
In the case that , show that the coefficients satisfy the recurrence relation
and that . Hence find the first three terms in the asymptotic series.
Paper 4, Section II, B
Part II, 2013 commentShow that the equation
has an irregular singular point at infinity. Using the Liouville-Green method, show that one solution has the asymptotic expansion
as
Paper 3, Section II, B
Part II, 2013 commentLet
where and are smooth, and for also , , and . Show that, as ,
Consider the Bessel function
Show that, as ,
Paper 1, Section II, B
Part II, 2013 commentSuppose . Define what it means to say that
is an asymptotic expansion of as . Show that has no other asymptotic expansion in inverse powers of as .
To estimate the value of for large , one may use an optimal truncation of the asymptotic expansion. Explain what is meant by this, and show that the error is an exponentially small quantity in .
Derive an integral respresentation for a function with the above asymptotic expansion.
Paper 4, Section II, C
Part II, 2014 commentDerive the leading-order Liouville Green (or WKBJ) solution for to the ordinary differential equation
where .
The function satisfies the ordinary differential equation
subject to the boundary condition . Show that the Liouville-Green solution of (1) for takes the asymptotic forms
where and are constants.
Hint: You may assume that
Explain, showing the relevant change of variables, why the leading-order asymptotic behaviour for can be obtained from the reduced equation
The unique solution to with is , where the Bessel function is known to have the asymptotic form
Hence find the values of and .
Paper 3, Section II, C
Part II, 2014 comment(a) Find the Stokes ray for the function as with , where
(b) Describe how the leading-order asymptotic behaviour as of
may be found by the method of stationary phase, where and are real functions and the integral is taken along the real line. You should consider the cases for which:
(i) is non-zero in and has a simple zero at .
(ii) is non-zero apart from having one simple zero at , where .
(iii) has more than one simple zero in with and .
Use the method of stationary phase to find the leading-order asymptotic form as of
[You may assume that
Paper 1, Section II, C
Part II, 2014 comment(a) Consider the integral
Suppose that possesses an asymptotic expansion for of the form
where are constants. Derive an asymptotic expansion for as in the form
giving expressions for and in terms of and the gamma function. Hence establish the asymptotic approximation as
where .
(b) Using Laplace's method, or otherwise, find the leading-order asymptotic approximation as for
[You may assume that for ,
Paper 4, Section II, C
Part II, 2015 commentConsider the ordinary differential equation
where
and are constants. Look for solutions in the asymptotic form
and determine in terms of , as well as in terms of .
Deduce that the Bessel equation
where is a complex constant, has two solutions of the form
and determine and in terms of
Can the above asymptotic expansions be valid for all , or are they valid only in certain domains of the complex -plane? Justify your answer briefly.
Paper 3, Section II,
Part II, 2015 commentShow that
where is an integral from 0 to along the line and is an integral from 1 to along a steepest-descent contour which you should determine.
By employing in the integrals and the changes of variables and , respectively, compute the first two terms of the large asymptotic expansion of the integral above.
Paper 1, Section II, C
Part II, 2015 comment(a) State the integral expression for the gamma function , for , and express the integral
in terms of . Explain why the constraints on are necessary.
(b) Show that
for some constants and . Determine the constants and , and express in terms of the gamma function.
State without proof the basic result needed for the rigorous justification of the above asymptotic formula.
[You may use the identity:
Paper 3, Section II, C
Part II, 2016 commentConsider the integral
for real , where . Find and sketch, in the complex -plane, the paths of steepest descent through the endpoints and and through any saddle point(s). Obtain the leading order term in the asymptotic expansion of for large positive . What is the order of the next term in the expansion? Justify your answer.
Paper 2, Section II, C
Part II, 2016 commentWhat is meant by the asymptotic relation
Show that
and find the corresponding result in the sector .
What is meant by the asymptotic expansion
Show that the coefficients are determined uniquely by . Show that if is analytic at , then its Taylor series is an asymptotic expansion for as for any .
Show that
defines a solution of the equation for any smooth and rapidly decreasing function . Use the method of stationary phase to calculate the leading-order behaviour of as , for fixed .
Paper 4, Section II, C
Part II, 2016 commentConsider the equation
where is a small parameter and is smooth. Search for solutions of the form
and, by equating powers of , obtain a collection of equations for the which is formally equivalent to (1). By solving explicitly for and derive the Liouville- Green approximate solutions to (1).
For the case , where and is a positive constant, consider the eigenvalue problem
Show that any eigenvalue is necessarily positive. Solve the eigenvalue problem exactly when .
Obtain Liouville-Green approximate eigenfunctions for (2) with , and give the corresponding Liouville Green approximation to the eigenvalues . Compare your results to the exact eigenvalues and eigenfunctions in the case , and comment on this.
Paper 2, Section II, E
Part II, 2017 commentConsider the function
where the contour is the boundary of the half-strip and , taken anti-clockwise.
Use integration by parts and the method of stationary phase to:
(i) Obtain the leading term for coming from the vertical lines for large .
(ii) Show that the leading term in the asymptotic expansion of the function for large positive is
and obtain an estimate for the remainder as for some to be determined.
Paper 3, Section II, E
Part II, 2017 commentConsider the integral representation for the modified Bessel function
where is a simple closed contour containing the origin, taken anti-clockwise.
Use the method of steepest descent to determine the full asymptotic expansion of for large real positive
Paper 4, Section II, E
Part II, 2017 commentConsider solutions to the equation
of the form
with the assumption that, for large positive , the function is small compared to for all
Obtain equations for the , which are formally equivalent to ( . Solve explicitly for and . Show that it is consistent to assume that for some constants . Give a recursion relation for the .
Deduce that there exist two linearly independent solutions to with asymptotic expansions as of the form
Determine a recursion relation for the . Compute and .
Paper 2, Section II, B
Part II, 2018 commentGiven that obtain the value of for real positive . Also obtain the value of , for real positive , in terms of
For , let
Find the leading terms in the asymptotic expansions as of (i) with fixed, and (ii) of .
Paper 3, Section II, B
Part II, 2018 comment(a) Find the curves of steepest descent emanating from for the integral
for and determine the angles at which they meet at , and their asymptotes at infinity.
(b) An integral representation for the Bessel function for real is
Show that, as , with fixed,
Paper 4, Section II, B
Part II, 2018 commentShow that
is a solution to the equation
and obtain the first two terms in the asymptotic expansion of as .
For , define a new dependent variable , and show that if solves the preceding equation then
Obtain the Liouville-Green approximate solutions to this equation for large positive , and compare with your asymptotic expansion for at the leading order.
Paper 4, Section II, A
Part II, 2019 commentConsider, for small , the equation
Assume that has bounded solutions with two turning points where and .
(a) Use the WKB approximation to derive the relationship
[You may quote without proof any standard results or formulae from WKB theory.]
(b) In suitable units, the radial Schrödinger equation for a spherically symmetric potential given by , for constant , can be recast in the standard form as:
where and is a small parameter.
Use result to show that the energies of the bound states (i.e are approximated by the expression:
[You may use the result
Paper 3, Section II, A
Part II, 2019 comment(a) State Watson's lemma for the case when all the functions and variables involved are real, and use it to calculate the asymptotic approximation as for the integral , where
(b) The Bessel function of the first kind of order has integral representation
where is the Gamma function, and is in general a complex variable. The complex version of Watson's lemma is obtained by replacing with the complex variable , and is valid for and , for some such that . Use this version to derive an asymptotic expansion for as . For what values of is this approximation valid?
[Hint: You may find the substitution useful.]
Paper 2, Section II, A
Part II, 2019 comment(a) Define formally what it means for a real valued function to have an asymptotic expansion about , given by
Use this definition to prove the following properties.
(i) If both and have asymptotic expansions about , then also has an asymptotic expansion about
(ii) If has an asymptotic expansion about and is integrable, then
(b) Obtain, with justification, the first three terms in the asymptotic expansion as of the complementary error function, , defined as
Paper 2, Section II, D
Part II, 2020 comment(a) Let and . Let be a sequence of (real) functions that are nonzero for all with , and let be a sequence of nonzero real numbers. For every , the function satisfies
(i) Show that , for all ; i.e., is an asymptotic sequence.
(ii) Show that for any , the functions are linearly independent on their domain of definition.
(b) Let
(i) Find an asymptotic expansion (not necessarily a power series) of , as .
(ii) Find the first four terms of the expansion of into an asymptotic power series of , that is, with error as .
Paper 3, Section II, D
Part II, 2020 comment(a) Find the leading order term of the asymptotic expansion, as , of the integral
(b) Find the first two leading nonzero terms of the asymptotic expansion, as , of the integral
Paper 4, Section II, A
Part II, 2020 commentConsider the differential equation
(i) Classify what type of regularity/singularity equation has at .
(ii) Find a transformation that maps equation ( to an equation of the form
(iii) Find the leading-order term of the asymptotic expansions of the solutions of equation , as , using the Liouville-Green method.
(iv) Derive the leading-order term of the asymptotic expansion of the solutions of ( ). Check that one of them is an exact solution for .
Paper 2, Section II, 32A
Part II, 2021 comment(a) Let and , for , be real-valued functions on .
(i) Define what it means for the sequence to be an asymptotic sequence as .
(ii) Define what it means for to have the asymptotic expansion
(b) Use the method of stationary phase to calculate the leading-order asymptotic approximation as of
[You may assume that .]
(c) Use Laplace's method to calculate the leading-order asymptotic approximation as of
[In parts (b) and (c) you should include brief qualitative reasons for the origin of the leading-order contributions, but you do not need to give a formal justification.]
Paper 3, Section II, 30A
Part II, 2021 comment(a) Carefully state Watson's lemma.
(b) Use the method of steepest descent and Watson's lemma to obtain an infinite asymptotic expansion of the function
Paper 4, Section II, A
Part II, 2021 comment(a) Classify the nature of the point at for the ordinary differential equation
(b) Find a transformation from to an equation of the form
and determine .
(c) Given satisfies ( , use the Liouville-Green method to find the first three terms in an asymptotic approximation as for , verifying the consistency of any approximations made.
(d) Hence obtain corresponding asymptotic approximations as of two linearly independent solutions of .