Person: López García, José Luis
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López García
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José Luis
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Estadística, Informática y Matemáticas
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InaMat2. Instituto de Investigación en Materiales Avanzados y Matemáticas
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0000-0002-6050-9015
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2369
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Publication Open Access A generalization of the Laplace's method for integrals(Elsevier, 2024-08-05) López García, José Luis; Pagola Martínez, Pedro Jesús; Palacios Herrero, Pablo; Institute for Advanced Materials and Mathematics - INAMAT2; Estadística, Informática y Matemáticas; Estatistika, Informatika eta Matematika; Universidad Publica de Navarra / Nafarroako Unibertsitate PublikoaIn López, Pagola and Perez (2009) we introduced a modification of the Laplace's method for deriving asymptotic expansions of Laplace integrals which simplifies the computations, giving explicit formulas for the coefficients of the expansion. On the other hand, motivated by the approximation of special functions with two asymptotic parameters, Nemes has generalized Laplace's method by considering Laplace integrals with two asymptotic parameters of a different asymptotic order. Nemes considers a linear dependence of the phase function on the two asymptotic parameters. In this paper, we investigate if the simplifying ideas introduced in López, Pagola and Perez (2009) for Laplace integrals with one large parameter may be also applied to the more general Laplace integrals considered in Nemes's theory. We show in this paper that the answer is yes, but moreover, we show that those simplifying ideas can be applied to more general Laplace integrals where the phase function depends on the large variable in a more general way, not necessarily in a linear form. We derive new asymptotic expansions for this more general kind of integrals with simple and explicit formulas for the coefficients of the expansion. Our theory can be applied to special functions with two or more large parameters of a different asymptotic order. We give some examples of special functions that illustrate the theory.Publication Open Access A convergent and asymptotic Laplace method for integrals(Elsevier, 2023) López García, José Luis; Pagola Martínez, Pedro Jesús; Palacios Herrero, Pablo; Estatistika, Informatika eta Matematika; Institute for Advanced Materials and Mathematics - INAMAT2; Estadística, Informática y Matemáticas; Universidad Pública de Navarra / Nafarroako Unibertsitate PublikoaWatson’s lemma and Laplace’s method provide asymptotic expansions of Laplace integrals F (z) := ∫ ∞ 0 e −zf (t) g(t)dt for large values of the parameter z. They are useful tools in the asymptotic approximation of special functions that have a Laplace integral representation. But in most of the important examples of special functions, the asymptotic expansion derived by means of Watson’s lemma or Laplace’s method is not convergent. A modification of Watson’s lemma was introduced in [Nielsen, 1906] where, by the use of inverse factorial series, a new asymptotic as well as convergent expansion of F (z), for the particular case f (t) = t, was derived. In this paper we go some steps further and investigate a modification of the Laplace’s method for F (z), with a general phase function f (t), to derive asymptotic expansions of F (z) that are also convergent, accompanied by error bounds. An analysis of the remainder of this new expansion shows that it is convergent under a mild condition for the functions f (t) and g(t), namely, these functions must be analytic in certain starlike complex regions that contain the positive axis [0,∞). In many practical situations (in many examples of special functions), the singularities of f (t) and g(t) are off this region and then this method provides asymptotic expansions that are also convergent. We illustrate this modification of the Laplace’s method with the parabolic cylinder function U(a, z), providing an asymptotic expansions of this function for large z that is also convergent.