A simplification of Laplace’s method: Applications to the Gamma function and Gauss hypergeometric function

The main difficulties in the Laplace’s method of asymptotic expansions of integrals are originated by a change of variables. We propose a variant of the method which avoids that change of variables and simplifies the computations. On the one hand, the calculation of the coefficients of the asymptotic expansion is remarkably simpler. On the other hand, the asymptotic sequence is as simple as in the standard Laplace’s method: inverse powers of the asymptotic variable. New asymptotic expansions of the Gamma function Γ(z) for large z and the Gauss hypergeometric function ₂F₁(a,b,c;z) for large b and c are given as illustrations. An explicit formula for the coefficients of the classical Stirling expansion of Γ(z) is also given.     

Uniform Asymptotic Expansions for Meixner Polynomials

Meixner polynomials m _n (x;β,c) form a postive-definite orthogonal system on the positive real line x > 0 with respect to a distribution step function whose jumps are Unlike classical orthogonal polynomials, they do not satisfy a second-order linear differential equation. In this paper, we derive two infinite asymptotic expansions for m _n (nα;β,c) as . One holds uniformly for , and the other holds uniformly for , where a and b are two small positive quantities. Both expansions involve the parabolic cylinder function and its derivative. Our results include all five asymptotic formulas recently given by W. M. Y. Goh as special cases. April 16, 1996. Date revised: October 30, 1996.     

A Systematic “Saddle Point Near a Pole” Asymptotic Method with Application to the Gauss Hypergeometric Function

In recent works [ 1 ] and [ 2 ], we have proposed more systematic versions of the Laplace’s and saddle point methods for asymptotic expansions of integrals. Those variants of the standard methods avoid the classical change of variables and give closed algebraic formulas for the coefficients of the expansions. In this work we apply the ideas introduced in [ 1 ] and [ 2 ] to the uniform method “saddle point near a pole.” We obtain a computationally more systematic version of that uniform asymptotic method for integrals having a saddle point near a pole that, in many interesting examples, gives a closed algebraic formula for the coefficients. The asymptotic sequence is given, in general, in terms of exponential integrals of fractional order (or incomplete gamma functions). In particular, when the order of the saddle point is two, the basic approximant is given in terms of the error function (as in the standard method). As an application, we obtain new asymptotic expansions of the Gauss Hypergeometric function ₂F₁(a, b, c; z) for large b and c with c > b + 1 .     

The Second Appell Function for one Large Variable

We consider the Mellin convolution integral representation of the second Appell function given in [8]. Then, we apply the asymptotic method designed in [12] for this kind of integrals to derive new asymptotic expansions of the Appell function F ₂ for one large variable in terms of hypergeometric functions. For certain values of the parameters, some of these expansions involve logarithmic terms in the asymptotic variables. The accuracy of the approximations is illustrated with numerical experiments.     

Algorithms for the computation of Hankel functions of complex order

Hankel functions of complex order and real argument arise in the study of wave propagation and many other applications. Hankel functions are computed using, for example, Chebyshev expansions, recursion relations and numerical integration of the integral representation. In practice, approximation of these functions is required when the order and the argumentz are large.When andz are large, the Chebyshev series expansion of the Hankel function is of limited use. The situation is remedied by the use of appropriate asymptotic expansions. These expansions are normally expressed in terms of coefficients which are defined recursively involving derivatives and integrals of polynomials. The applicability of these expansions in both numerical and symbolic software is discussed with illustrative examples.     

Uniform Asymptotic Expansions for the Discrete Chebyshev Polynomials

The discrete Chebyshev polynomials t_n(x, N) are orthogonal with respect to a distribution function, which is a step function with jumps one unit at the points x = 0, 1, … , N ? 1, N being a fixed positive integer. By using a double integral representation, we derive two asymptotic expansions for t_n(aN, N + 1) in the double scaling limit, namely, N →∞ and n/N → b, where b ∈ (0, 1) and a ∈ (?∞, ∞). One expansion involves the confluent hypergeometric function and holds uniformly for , and the other involves the Gamma function and holds uniformly for a ∈ (?∞, 0). Both intervals of validity of these two expansions can be extended slightly to include a neighborhood of the origin. Asymptotic expansions for can be obtained via a symmetry relation of t_n(aN, N + 1) with respect to . Asymptotic formulas for small and large zeros of t_n(x, N + 1) are also given.     

On Legendre functions of imaginary degree and associated integral transforms

New integral representations, asymptotic formulas, and series expansions in powers of tanh(t/2) are obtained for the imaginary and real parts of the Legendre function P_iξ(cosht). Coefficients of these series expansions are orthogonal polynomials in the real variable ξ. A number of relations for these orthogonal polynomials are obtained on the basis of the generating function. Several inversion theorems are proven for the integral transforms involving the Legendre function of imaginary degree. In many cases it is preferable to employ these transforms, than Mehler-Fok transforms, since conditions placed on functions are less restrictive.     

Error Bounds for the Large‐Argument Asymptotic Expansions of the Lommel and Allied Functions

In this paper, we reconsider the large‐z asymptotic expansion of the Lommel function and its derivative. New representations for the remainder terms of the asymptotic expansions are found and used to obtain sharp and realistic error bounds. We also give re‐expansions for these remainder terms and provide their error estimates. Applications to the asymptotic expansions of the Anger–Weber‐type functions, the Scorer functions, the Struve functions, and their derivatives are provided. The sharpness of our error bounds is discussed in detail, and numerical examples are given.     

Asymptotic formulas for parabolic cylindrical functions and Hermite polynomials for large argument values

Expansions in the elgenfunctions of the Sturm-Liouville problem and perturbation expansions are applied to obtain asymptotic formulas for parabolic cylindrical functions and Hermite polynomials for large n. The formulas are compared with previously published formulas and, in particular, a numerical comparison is made for one Hermite polynomial.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 63, pp. 19–24, 1987.     

Uniform asymptotic expansion for a class of polynomials biorthogonal on the unit circle

An asymptotic expansion including error bounds is given for polynomials {P _n, Q_n} that are biorthogonal on the unit circle with respect to the weight function (1?e^iθ)^α+β(1?e^?iθ)^α?β. The asymptotic parameter isn; the expansion is uniform with respect toz in compact subsets ofC{0}. The pointz=1 is an interesting point, where the asymptotic behavior of the polynomials strongly changes. The approximants in the expansions are confluent hyper-geometric functions. The polynomials are special cases of the Gauss hyper-geometric functions. In fact, with the results of the paper it follows how (in a uniform way) the confluent hypergeometric function is obtained as the limit of the hypergeometric function₂ F ₁(a, b; c; z/b), asb→±∞,z≠b, withz=0 as “transition” point in the uniform expansion.     

Analytical and numerical aspects of a generalization of the complementary error function

In this paper we discuss analytical and numerical properties of the function , with α,β,Rz>0, which can be viewed as a generalization of the complementary error function, and in fact also as a generalization of the Kummer U-function. The function V_ν,μ(α, β, z) is used for certain values of the parameters as an approximate in a singular perturbation problem. We consider the relation with other special functions and give asymptotic expansions as well as recurrence relations. Several methods for its numerical evaluation and examples are given.     

New asymptotic representations of the noncentral t-distribution

New asymptotic approximations of the noncentral t distribution are given a generalization of the Student's t distribution. Using new integral representations, we give new asymptotic expansions not only for large values of the noncentrality parameter but also for large values of the degrees of freedom parameter. In some cases, we accept more than one large parameter. These results are not only in terms of elementary functions, but also in terms of the complementary error function and the incomplete gamma function. A number of numerical tests demonstrate the performance of the asymptotic approximations.     

Asymptotics of orthogonal polynomials with asymptotic Freud-like weights

We derive uniform asymptotic expansions for polynomials orthogonal with respect to a class of weight functions that are real analytic and behave asymptotically like the Freud weight at infinity. Although the limiting zero distributions are the same as in the Freud cases, the asymptotic expansions are different due to the fact that the weight functions may have a finite or infinite number of zeros on the imaginary axis. To resolve the singularities caused by these zeros, an auxiliary function is introduced in the Riemann–Hilbert analysis. Asymptotic formulas are established in several regions covering the whole complex plane. We take the continuous dual Hahn polynomials as an example to illustrate our main results. Some numerical verifications are also given.     

Large degree asymptotics of generalized Bessel polynomials

Asymptotic expansions are given for large values of n of the generalized Bessel polynomials . The analysis is based on integrals that follow from the generating functions of the polynomials. A new simple expansion is given that is valid outside a compact neighborhood of the origin in the z-plane. New forms of expansions in terms of elementary functions valid in sectors not containing the turning points z=±i/n are derived, and a new expansion in terms of modified Bessel functions is given. Earlier asymptotic expansions of the generalized Bessel polynomials by Wong and Zhang (1997) and Dunster (2001) are discussed.     

Integral representations for computing real parabolic cylinder functions

Summary. Integral representations are derived for the parabolic cylinder functions U(a,x), V(a,x) and W(a,x) and their derivatives. The new integrals will be used in numerical algorithms based on quadrature. They follow from contour integrals in the complex plane, by using methods from asymptotic analysis (saddle point and steepest descent methods), and are stable starting points for evaluating the functions U(a,x), V(a,x) and W(a,x) and their derivatives by quadrature rules. In particular, the new representations can be used for large parameter cases. Relations of the integral representations with uniform asymptotic expansions are also given. The algorithms will be given in a future paper.Mathematics Subject Classification (2000): 33C15, 41A60, 65D20Revised version received July 25, 2003     

A new expansion of the confluent hypergeometric function in terms of modified Bessel functions

An asymptotic expansion of the confluent hypergeometric function U(a,b,x) for large positive 2a − b is given in terms of modified Bessel functions multiplied by Buchholz polynomials, a family of double polynomials in the variables b and x with rational coefficients.     

Applications of?the Cosecant and Related Numbers

Power series expansions for cosecant and related functions together with a vast number of applications stemming from their coefficients are derived here. The coefficients for the cosecant expansion can be evaluated by using: (1) numerous recurrence relations, (2) expressions resulting from the application of the partition method for obtaining a power series expansion and (3) the result given in Theorem 3. Unlike the related Bernoulli numbers, these rational coefficients, which are called the cosecant numbers and are denoted by c _k , converge rapidly to zero as k????. It is then shown how recent advances in obtaining meaningful values from divergent series can be modified to determine exact numerical results from the asymptotic series derived from the Laplace transform of the power series expansion for tcsc?(at). Next the power series expansion for secant is derived in terms of related coefficients known as the secant numbers d _k . These numbers are related to the Euler numbers and can also be evaluated by numerous recurrence relations, some of which involve the cosecant numbers. The approaches used to obtain the power series expansions for these fundamental trigonometric functions in addition to the methods used to evaluate their coefficients are employed in the derivation of power series expansions for integer powers and arbitrary powers of the trigonometric functions. Recurrence relations are of limited benefit when evaluating the coefficients in the case of arbitrary powers. Consequently, power series expansions for the Legendre-Jacobi elliptic integrals can only be obtained by the partition method for a power series expansion. Since the Bernoulli and Euler numbers give rise to polynomials from exponential generating functions, it is shown that the cosecant and secant numbers gives rise to their own polynomials from trigonometric generating functions. As expected, the new polynomials are related to the Bernoulli and Euler polynomials, but they are found to possess far more interesting properties, primarily due to the convergence of the coefficients. One interesting application of the new polynomials is the re-interpretation of the Euler-Maclaurin summation formula, which yields a new regularisation formula.     

Asymptotic analysis of a singular Sturm-Liouville boundary value problem

Asymptotic expansions are given for the eigenvalues λ_n and eigenfunctions u_n of the following singular Sturm-Liouville problem with indefinite weight: $$\begin{gathered} - ((1 - x^2 )u'(x))' = \lambda xu(x) on ( - 1,1), \hfill \\ lim_{| x | \to 1} u(x) finite \hfill \\ \end{gathered} $$ This eigenvalue problem arises if one separates variables in a partial differential equation which describes electron scattering in a one-dimensional slab configuration. Asymptotic expansions of the normalization constants of the eigenfunctions are also given. The constants in these asymptotic expansions involve complete elliptic integrals. The asymptotic results are compared with the results of numerical calculations.     

Asymptotic Approximations between the Hahn-Type Polynomials and Hermite, Laguerre and Charlier Polynomials

It has been shown in Ferreira et al. (Adv. Appl. Math 31:61–85, [2003]), López and Temme (Methods Appl. Anal. 6:131–196, [1999]; J. Cpmput. Appl. Math. 133:623–633, [2001]) that the three lower levels of the Askey table of hypergeometric orthogonal polynomials are connected by means of asymptotic expansions. In this paper we continue with that investigation and establish asymptotic connections between the fourth level and the two lower levels: we derive twelve asymptotic expansions of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of Hermite, Charlier and Laguerre polynomials. From these expansions, several limits between polynomials are derived. Some numerical experiments give an idea about the accuracy of the approximations and, in particular, about the accuracy in the approximation of the zeros of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of the zeros of the Hermite, Charlier and Laguerre polynomials.