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Computation of the Coefficients Appearing in the Uniform Asymptotic Expansions of Integrals
Author(s) -
Farid Khwaja S.,
Olde Daalhuis A. B.
Publication year - 2017
Publication title -
studies in applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.164
H-Index - 46
eISSN - 1467-9590
pISSN - 0022-2526
DOI - 10.1111/sapm.12172
Subject(s) - mathematics , saddle point , saddle , laguerre polynomials , computation , asymptotic expansion , mathematical analysis , cauchy distribution , coalescence (physics) , interval (graph theory) , geometry , mathematical optimization , combinatorics , physics , algorithm , astrobiology
The coefficients that appear in uniform asymptotic expansions for integrals are typically very complicated. In the existing literature, the majority of the work only give the first two coefficients. In a limited number of papers where more coefficients are given, the evaluation of the coefficients near the coalescence points is normally highly numerically unstable. In this paper, we illustrate how well‐known Cauchy‐type integral representations can be used to compute the coefficients in a very stable and efficient manner. We discuss the cases: (i) two coalescing saddles, (ii) two saddles coalesce with two branch points, and (iii) a saddle point near an endpoint of the interval of integration. As a special case of (ii), we give a new uniform asymptotic expansion for Jacobi polynomialsP n ( α , β )( z )in terms of Laguerre polynomialsL n ( α )( x )as n → ∞ that holds uniformly for z near 1. Several numerical illustrations are included.