A3.17

Mathematical Methods
Part II, 2003

(i) Explain what is meant by the assertion: "the series 0bnxn\sum_{0}^{\infty} b_{n} x^{n} is asymptotic to f(x)f(x) as x0"x \rightarrow 0 ".

Consider the integral

I(λ)=0Aeλxg(x)dxI(\lambda)=\int_{0}^{A} e^{-\lambda x} g(x) d x

where A>0,λA>0, \lambda is real and gg has the asymptotic expansion

g(x)a0xα+a1xα+1+a2xα+2+g(x) \sim a_{0} x^{\alpha}+a_{1} x^{\alpha+1}+a_{2} x^{\alpha+2}+\ldots

as x+0x \rightarrow+0, with α>1\alpha>-1. State Watson's lemma describing the asymptotic behaviour of I(λ)I(\lambda) as λ\lambda \rightarrow \infty, and determine an expression for the general term in the asymptotic series.

(ii) Let

h(t)=π1/20exx1/2(1+2xt)dxh(t)=\pi^{-1 / 2} \int_{0}^{\infty} \frac{e^{-x}}{x^{1 / 2}(1+2 x t)} d x

for t0t \geqslant 0. Show that

h(t)k=0(1)k1.3.(2k1)tkh(t) \sim \sum_{k=0}^{\infty}(-1)^{k} 1.3 . \cdots \cdot(2 k-1) t^{k}

as t+0t \rightarrow+0.

Suggest, for the case that tt is smaller than unity, the point at which this asymptotic series should be truncated so as to produce optimal numerical accuracy.