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Asymptotics Sheet 3

This document provides 9 problems involving finding asymptotic expansions of integrals as the limit of the parameter X goes to infinity using techniques like integration by parts, Watson's lemma, method of stationary phase, and method of steepest descent. The problems involve integrals containing exponentials of polynomials in X and the integration variables.

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ReginaldRemo
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46 views

Asymptotics Sheet 3

This document provides 9 problems involving finding asymptotic expansions of integrals as the limit of the parameter X goes to infinity using techniques like integration by parts, Watson's lemma, method of stationary phase, and method of steepest descent. The problems involve integrals containing exponentials of polynomials in X and the integration variables.

Uploaded by

ReginaldRemo
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Asymptotics Sheet 3

In all of the below, the relevant asymptotic limit is X → ∞.

1. Use integration by parts to obtain the first two terms in the asymptotic expansion of
Z ∞
2 +1)
I(X) = e−X(t dt.
1

2. Show that Z b  
f (t)e−Xt dt = o e−Xa .
a

3. Obtain the leading order asymptotic behaviour of the following integrals


R ∞ −t3
(a) X e dt.
R 6 −Xt2 √
(b) 3 e 1 + t2 dt.
R π/2 X(sin t+cos t) √
(c) 0 e t dt.
R ∞ X(2t−t2 )
(d) 0 e log(1 + t2 ) dt.
R1
(e) −1 e−X(cosh t+1) et dt.

4. Use Watson’s lemma to find an infinite asymptotic expansion of


Z ∞
2 +1)
I(X) = e−X(t dt .
1

5. Use Watson’s lemma to find an infinite asymptotic expansion of


Z π
I(X) = e−Xt t−1/3 cos t dt .
0

6. Show that Z ∞ −X


u 1 1 1
1+ e−u du ∼ + − .
0 X 2 8X 32X 2

7. Use the method of stationary phase to obtain the leading asymptotic behaviour of the
following integrals
R1 4
(a) 0 tan(t)eiXt dt .
R2 3 /3)
(b) 1/2 (1 + t)eiX(−t+t dt .
R∞ 1
(c) 0 1+t2
eiXt dt .
R ∞ iX(2t−t2 )
(d) 0 e ln(1 + t2 ) dt .
Rπ 2
(e) 0 sin(X cos(t))e−t dt .

8. Use the method of steepest descent to find the leading asymptotic behaviour of the
following integrals
R ∞ X(t+it−t2 /2)
(a) −1e dt .
R ∞ teiX(t5 /5+t)
(b) −∞ 1+t2
dt .
R ∞ iX(t4 /4+t3 /3) −t
(c) 0 e e dt .
R 1 iXt2
(d) 0 e dt .
R∞ √ 3 /3)
(e) −1 1 + t cos(Xt2 )eX(t−t dt .

Explain (without proof) why the steepest descent contour that you chose is equivalent
to the original contour.

9. Find the leading asymptotic behaviour of the Gamma function Γ(X) using the integral
representation
1 1 Z t −X
= e t dt
Γ(X) 2πi γ
where the path γ starts at −∞ below the branch cut along the negative x-axis, encircles
the origin and then goes off to −∞ above the branch cut.

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