Asymptotic expansion

First we define an asymptotic scale, and then give the formal definition of an asymptotic expansion.

If ${\displaystyle \ \varphi _{n}\ }$ is a sequence of continuous functions on some domain, and if ${\displaystyle \ L\ }$ is a limit point of the domain, then the sequence constitutes an asymptotic scale if for every n,

${\displaystyle \varphi _{n+1}(x)=o(\varphi _{n}(x))\quad (x\to L)\ .}$

(${\displaystyle \ L\ }$ may be taken to be infinity.) In other words, a sequence of functions is an asymptotic scale if each function in the sequence grows strictly slower (in the limit ${\displaystyle \ x\to L\ }$) than the preceding function.

If ${\displaystyle \ f\ }$ is a continuous function on the domain of the asymptotic scale, then f has an asymptotic expansion of order ${\displaystyle \ N\ }$ with respect to the scale as a formal series

${\displaystyle \sum _{n=0}^{N}a_{n}\varphi _{n}(x)}$

if

${\displaystyle f(x)-\sum _{n=0}^{N-1}a_{n}\varphi _{n}(x)=O(\varphi _{N}(x))\quad (x\to L)}$

or the weaker condition

${\displaystyle f(x)-\sum _{n=0}^{N-1}a_{n}\varphi _{n}(x)=o(\varphi _{N-1}(x))\quad (x\to L)\ }$

is satisfied. If one or the other holds for all ${\displaystyle \ N\ }$, then we write

${\displaystyle f(x)\sim \sum _{n=0}^{\infty }a_{n}\varphi _{n}(x)\quad (x\to L)\ .}$

In contrast to a convergent series for ${\displaystyle \ f\ }$, wherein the series converges for any fixed ${\displaystyle \ x\ }$ in the limit ${\displaystyle N\to \infty }$, one can think of the asymptotic series as converging for fixed ${\displaystyle \ N\ }$ in the limit ${\displaystyle \ x\to L\ }$ (with ${\displaystyle \ L\ }$ possibly infinite).

Plots of the absolute value of the fractional error in the asymptotic expansion of the Gamma function (left). The horizontal axis is the number of terms in the asymptotic expansion. Blue points are for x = 2 and red points are for x = 3. It can be seen that the least error is encountered when there are 14 terms for x = 2, and 20 terms for x = 3, beyond which the error diverges.

• Gamma function (Stirling's approximation)
  $${\displaystyle {\frac {e^{x}}{x^{x}{\sqrt {2\pi x}}}}\Gamma (x+1)\sim 1+{\frac {1}{12x}}+{\frac {1}{288x^{2}}}-{\frac {139}{51840x^{3}}}-\cdots \ (x\to \infty )}$$

  
• Exponential integral
  $${\displaystyle xe^{x}E_{1}(x)\sim \sum _{n=0}^{\infty }{\frac {(-1)^{n}n!}{x^{n}}}\ (x\to \infty )}$$

  
• Logarithmic integral
  $${\displaystyle \operatorname {li} (x)\sim {\frac {x}{\ln x}}\sum _{k=0}^{\infty }{\frac {k!}{(\ln x)^{k}}}}$$

  
• Riemann zeta function
  $${\displaystyle \zeta (s)\sim \sum _{n=1}^{N}n^{-s}-{\frac {N^{1-s}}{s-1}}-{\frac {N^{-s}}{2}}+N^{-s}\sum _{m=1}^{\infty }{\frac {B_{2m}s^{\overline {2m-1}}}{(2m)!N^{2m-1}}}}$$

  
  where ${\displaystyle B_{2m}}$ are Bernoulli numbers and ${\displaystyle s^{\overline {2m-1}}}$ is a rising factorial. This expansion is valid for all complex s and is often used to compute the zeta function by using a large enough value of N, for instance ${\displaystyle N>|s|}$.
• Error function
  $${\displaystyle {\sqrt {\pi }}xe^{x^{2}}{\rm {erfc}}(x)\sim 1+\sum _{n=1}^{\infty }(-1)^{n}{\frac {(2n-1)!!}{(2x^{2})^{n}}}\ (x\to \infty )}$$

  
  where (2n − 1)!! is the double factorial.

Asymptotic expansions often occur when an ordinary series is used in a formal expression that forces the taking of values outside of its domain of convergence. Thus, for example, one may start with the ordinary series

${\displaystyle {\frac {1}{1-w}}=\sum _{n=0}^{\infty }w^{n}.}$

The expression on the left is valid on the entire complex plane ${\displaystyle w\neq 1}$, while the right hand side converges only for ${\displaystyle |w|<1}$. Multiplying by ${\displaystyle e^{-w/t}}$ and integrating both sides yields

${\displaystyle \int _{0}^{\infty }{\frac {e^{-{\frac {w}{t}}}}{1-w}}\,dw=\sum _{n=0}^{\infty }t^{n+1}\int _{0}^{\infty }e^{-u}u^{n}\,du,}$

after the substitution ${\displaystyle u=w/t}$ on the right hand side. The integral on the left hand side, understood as a Cauchy principal value, can be expressed in terms of the exponential integral. The integral on the right hand side may be recognized as the gamma function. Evaluating both, one obtains the asymptotic expansion

${\displaystyle e^{-{\frac {1}{t}}}\operatorname {Ei} \left({\frac {1}{t}}\right)=\sum _{n=0}^{\infty }n!t^{n+1}.}$

Here, the right hand side is clearly not convergent for any non-zero value of t. However, by truncating the series on the right to a finite number of terms, one may obtain a fairly good approximation to the value of ${\displaystyle \operatorname {Ei} \left({\tfrac {1}{t}}\right)}$ for sufficiently small t. Substituting ${\displaystyle x=-{\tfrac {1}{t}}}$ and noting that ${\displaystyle \operatorname {Ei} (x)=-E_{1}(-x)}$ results in the asymptotic expansion given earlier in this article.

Integration by parts

Using integration by parts, we can obtain an explicit formula[2]

$${\displaystyle \operatorname {Ei} (z)={\frac {e^{z}}{z}}\left(\sum _{k=0}^{n}{\frac {k!}{z^{k}}}+e_{n}(z)\right),\quad e_{n}(z)\equiv (n+1)!\ ze^{-z}\int _{-\infty }^{z}{\frac {e^{t}}{t^{n+2}}}\,dt}$$

For any fixed ${\displaystyle z}$, the absolute value of the error term ${\displaystyle |e_{n}(z)|}$ decreases, then increases. The minimum occurs at ${\displaystyle n\sim |z|}$, at which point ${\displaystyle \vert e_{n}(z)\vert \leq {\sqrt {\frac {2\pi }{\vert z\vert }}}e^{-\vert z\vert }}$. This bound is said to be "asymptotics beyond all orders".

• Ablowitz, M. J., & Fokas, A. S. (2003). Complex variables: introduction and applications. Cambridge University Press.
• Bender, C. M., & Orszag, S. A. (2013). Advanced mathematical methods for scientists and engineers I: Asymptotic methods and perturbation theory. Springer Science & Business Media.
• Bleistein, N., Handelsman, R. (1975), Asymptotic Expansions of Integrals, Dover Publications.
• Carrier, G. F., Krook, M., & Pearson, C. E. (2005). Functions of a complex variable: Theory and technique. Society for Industrial and Applied Mathematics.
• Copson, E. T. (1965), Asymptotic Expansions, Cambridge University Press.
• Dingle, R. B. (1973), Asymptotic Expansions: Their Derivation and Interpretation, Academic Press.
• Erdélyi, A. (1955), Asymptotic Expansions, Dover Publications.
• Fruchard, A., Schäfke, R. (2013), Composite Asymptotic Expansions, Springer.
• Hardy, G. H. (1949), Divergent Series, Oxford University Press.
• Olver, F. (1997). Asymptotics and Special functions. AK Peters/CRC Press.
• Paris, R. B., Kaminsky, D. (2001), Asymptotics and Mellin-Barnes Integrals, Cambridge University Press.
• Whittaker, E. T., Watson, G. N. (1963), A Course of Modern Analysis, fourth edition, Cambridge University Press.

• "Asymptotic expansion", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
• Wolfram Mathworld: Asymptotic Series