Paper 3, Section II, 30A

Asymptotic Methods
Part II, 2021

(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

I(x)=ex(z22iz)1izdz as xI(x)=\int_{-\infty}^{\infty} \frac{e^{-x\left(z^{2}-2 i z\right)}}{1-i z} d z \quad \text { as } \quad x \rightarrow \infty