Paper 4, Section II, C

Asymptotic Methods
Part II, 2010

(a) Consider for λ>0\lambda>0 the Laplace type integral

I(λ)=abf(t)eλϕ(t)dtI(\lambda)=\int_{a}^{b} f(t) \mathrm{e}^{-\lambda \phi(t)} d t

for some finite a,bRa, b \in \mathbb{R} and smooth, real-valued functions f(t),ϕ(t)f(t), \phi(t). Assume that the function ϕ(t)\phi(t) has a single minimum at t=ct=c with a<c<ba<c<b. Give an account of Laplace's method for finding the leading order asymptotic behaviour of I(λ)I(\lambda) as λ\lambda \rightarrow \infty and briefly discuss the difference if instead c=ac=a or c=bc=b, i.e. when the minimum is attained at the boundary.

(b) Determine the leading order asymptotic behaviour of

I(λ)=21costeλt2dtI(\lambda)=\int_{-2}^{1} \cos t \mathrm{e}^{-\lambda t^{2}} d t

as λ\lambda \rightarrow \infty

(c) Determine also the leading order asymptotic behaviour when cos tt is replaced by sint\sin t in ()(*).