Asymptotic Approximations of Integrals

Asymptotic Approximations of Integrals PDF Author: R. Wong
Publisher: Academic Press
ISBN: 1483220710
Category : Mathematics
Languages : en
Pages : 561

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Book Description
Asymptotic Approximations of Integrals deals with the methods used in the asymptotic approximation of integrals. Topics covered range from logarithmic singularities and the summability method to the distributional approach and the Mellin transform technique for multiple integrals. Uniform asymptotic expansions via a rational transformation are also discussed, along with double integrals with a curve of stationary points. For completeness, classical methods are examined as well. Comprised of nine chapters, this volume begins with an introduction to the fundamental concepts of asymptotics, followed by a discussion on classical techniques used in the asymptotic evaluation of integrals, including Laplace's method, Mellin transform techniques, and the summability method. Subsequent chapters focus on the elementary theory of distributions; the distributional approach; uniform asymptotic expansions; and integrals which depend on auxiliary parameters in addition to the asymptotic variable. The book concludes by considering double integrals and higher-dimensional integrals. This monograph is intended for graduate students and research workers in mathematics, physics, and engineering.

Asymptotic Approximations of Integrals

Asymptotic Approximations of Integrals PDF Author: R. Wong
Publisher: Academic Press
ISBN: 1483220710
Category : Mathematics
Languages : en
Pages : 561

Get Book Here

Book Description
Asymptotic Approximations of Integrals deals with the methods used in the asymptotic approximation of integrals. Topics covered range from logarithmic singularities and the summability method to the distributional approach and the Mellin transform technique for multiple integrals. Uniform asymptotic expansions via a rational transformation are also discussed, along with double integrals with a curve of stationary points. For completeness, classical methods are examined as well. Comprised of nine chapters, this volume begins with an introduction to the fundamental concepts of asymptotics, followed by a discussion on classical techniques used in the asymptotic evaluation of integrals, including Laplace's method, Mellin transform techniques, and the summability method. Subsequent chapters focus on the elementary theory of distributions; the distributional approach; uniform asymptotic expansions; and integrals which depend on auxiliary parameters in addition to the asymptotic variable. The book concludes by considering double integrals and higher-dimensional integrals. This monograph is intended for graduate students and research workers in mathematics, physics, and engineering.

Asymptotic Approximations of Integrals with Applications

Asymptotic Approximations of Integrals with Applications PDF Author:
Publisher:
ISBN:
Category : Electronic books
Languages : en
Pages : 32

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Book Description
This thesis analyzes asymptotic approximations expansions for integrals, with several examples given. The main part of this research consists in studying the function g(x) = (1 + 1=x)x, which has the limit e as x → ∞. In a 2014 paper C.-P. Chen and J. Choi previously studied this function through an asymptotic expansion for large x. Our main focus is on the coefficients that appear in their expansion. Chen and Choi obtained an explicit formula for the coefficients, but it involves a sum of terms that grows exponentially in number. Our contribution is to find the coefficients in a more practical way, and also to determine the asymptotic behavior of the nth term as n → ∞. We derive a recursion formula, and we show it is simple to use and is numerically stable. We then use Cauchy’s integral formula to derive an explicit integral representation for the coefficients. From this we approximate the late coefficients by residue theory, and this approximation consists of two simple terms. We show the accuracy of the approximation with some numerical examples. We finally determine an integral representation of the error term in our asymptotic approximation, and from this show that is of smaller order of magnitude than the two leading terms.

Asymptotic Approximations for Probability Integrals

Asymptotic Approximations for Probability Integrals PDF Author: Karl W. Breitung
Publisher: Springer
ISBN: 3540490337
Category : Technology & Engineering
Languages : en
Pages : 157

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Book Description
This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical physics and information theory. An important special case is the approximation of multidimensional normal integrals. Here the relation between the differential geometry of the boundary of the integration domain and the asymptotic probability content is derived. One of the most important applications of these methods is in structural reliability. Engineers working in this field will find here a complete outline of asymptotic approximation methods for failure probability integrals.

Asymptotic Approximations of Integrals

Asymptotic Approximations of Integrals PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 543

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Book Description


Asymptotic Approximations of Integrals

Asymptotic Approximations of Integrals PDF Author: Roderick Wong
Publisher: Boston [Mass.] ; Toronto : Academic Press
ISBN: 9780127625355
Category : Mathematics
Languages : en
Pages : 544

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Book Description


Asymptotics and Mellin-Barnes Integrals

Asymptotics and Mellin-Barnes Integrals PDF Author: R. B. Paris
Publisher: Cambridge University Press
ISBN: 9781139430128
Category : Mathematics
Languages : en
Pages : 452

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Book Description
Asymptotics and Mellin-Barnes Integrals, first published in 2001, provides an account of the use and properties of a type of complex integral representation that arises frequently in the study of special functions typically of interest in classical analysis and mathematical physics. After developing the properties of these integrals, their use in determining the asymptotic behaviour of special functions is detailed. Although such integrals have a long history, the book's account includes recent research results in analytic number theory and hyperasymptotics. The book also fills a gap in the literature on asymptotic analysis and special functions by providing a thorough account of the use of Mellin-Barnes integrals that is otherwise not available in other standard references on asymptotics.

Asymptotic Expansions of Integrals

Asymptotic Expansions of Integrals PDF Author: Norman Bleistein
Publisher: Ardent Media
ISBN: 9780030835964
Category : Mathematics
Languages : en
Pages : 456

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Book Description
Coherent, systematic coverage of standard methods: integration by parts, Watson's lemma, LaPlace's method, stationary phase and steepest descents. Also includes Mellin transform method and less elementary aspects of the method of steepest descents. Abundant exercises. 1975 edition.

Asymptotic Methods for Integrals

Asymptotic Methods for Integrals PDF Author: Nico M. Temme
Publisher: World Scientific Publishing Company
ISBN: 9789814612159
Category : Differential equations
Languages : en
Pages : 0

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Book Description
This book gives introductory chapters on the classical basic and standard methods for asymptotic analysis, such as Watson's lemma, Laplace's method, the saddle point and steepest descent methods, stationary phase and Darboux's method. The methods, explained in great detail, will obtain asymptotic approximations of the well-known special functions of mathematical physics and probability theory. After these introductory chapters, the methods of uniform asymptotic analysis are described in which several parameters have influence on typical phenomena: turning points and transition points, coinciding saddle and singularities. In all these examples, the special functions are indicated that describe the peculiar behavior of the integrals. The text extensively covers the classical methods with an emphasis on how to obtain expansions, and how to use the results for numerical methods, in particular for approximating special functions. In this way, we work with a computational mind: how can we use certain expansions in numerical analysis and in computer programs, how can we compute coefficients, and so on.

Applied Asymptotic Analysis

Applied Asymptotic Analysis PDF Author: Peter David Miller
Publisher: American Mathematical Soc.
ISBN: 0821840789
Category : Mathematics
Languages : en
Pages : 488

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Book Description
This book is a survey of asymptotic methods set in the current applied research context of wave propagation. It stresses rigorous analysis in addition to formal manipulations. Asymptotic expansions developed in the text are justified rigorously, and students are shown how to obtain solid error estimates for asymptotic formulae. The book relates examples and exercises to subjects of current research interest, such as the problem of locating the zeros of Taylor polynomials of entirenonvanishing functions and the problem of counting integer lattice points in subsets of the plane with various geometrical properties of the boundary. The book is intended for a beginning graduate course on asymptotic analysis in applied mathematics and is aimed at students of pure and appliedmathematics as well as science and engineering. The basic prerequisite is a background in differential equations, linear algebra, advanced calculus, and complex variables at the level of introductory undergraduate courses on these subjects. The book is ideally suited to the needs of a graduate student who, on the one hand, wants to learn basic applied mathematics, and on the other, wants to understand what is needed to make the various arguments rigorous. Down here in the Village, this is knownas the Courant point of view!! --Percy Deift, Courant Institute, New York Peter D. Miller is an associate professor of mathematics at the University of Michigan at Ann Arbor. He earned a Ph.D. in Applied Mathematics from the University of Arizona and has held positions at the Australian NationalUniversity (Canberra) and Monash University (Melbourne). His current research interests lie in singular limits for integrable systems.

Asymptotic Approximations for Probability Integrals

Asymptotic Approximations for Probability Integrals PDF Author: Karl Wilhelm Breitung
Publisher: Springer Verlag
ISBN: 9780387586175
Category : Mathematics
Languages : en
Pages : 146

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Book Description
This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical physics and information theory. An important special case is the approximation of multidimensional normal integrals. Here the relation between the differential geometry of the boundary of the integration domain and the asymptotic probability content is derived. One of the most important applications of these methods is in structural reliability. Engineers working in this field will find here a complete outline of asymptotic approximation methods for failure probability integrals.