Asymptotic analysis

From Wikipedia, the free encyclopedia

This article is about the comparison of functions as inputs approach infinity. For asymptotes in geometry,
see Asymptote.
In mathematical analysis, asymptotic analysis is a method of describing limiting behavior. The
methodology has applications across science. Examples are

In applied mathematics, asymptotic analysis is used to build numerical methods to approximate

equation solutions.

in computer science in the analysis of algorithms, considering the performance of algorithms when
applied to very large input datasets.

the behavior of physical systems when they are very large, an example being Statistical mechanics.

in accident analysis when identifying the causation of crash through count modeling with large
number of crash counts in a given time and space.

The simplest example, when considering a function f(n), is when there is a need to describe its properties as
n becomes very large. Thus, if f(n) = n2+3n, the term 3n becomes insignificant compared to n2, when n is
very large. The function f(n) is said to be "asymptotically equivalent to n2 as n ", and this is written
symbolically as f(n) ~ n2.

Contents

1 Definition

2 Asymptotic expansion

3 Use in applied mathematics

4 Method of dominant balance

5 See also

6 References

Definition
Formally, given functions f and g of a natural number variable n, one defines a binary relation

if and only if (according to Erdelyi, 1956)

This relation is an equivalence relation on the set of functions of n. The equivalence class of f informally
consists of all functions g which are approximately equal to f in a relative sense, in the limit.

Asymptotic expansion
An asymptotic expansion of a function f(x) is in practice an expression of that function in terms of a series,
the partial sums of which do not necessarily converge, but such that taking any initial partial sum provides
an asymptotic formula for f. The idea is that successive terms provide an increasingly accurate description of
the order of growth of f. An example is Stirling's approximation.
In symbols, it means we have

but also

and

for each fixed k, while some limit is taken, usually with the requirement that gk+1 = o(gk), cf little o notation,
which means the (gk) form an asymptotic scale.
The requirement that the successive sums improve the approximation may then be expressed as

In case the asymptotic expansion does not converge, for any particular value of the argument there will be a
particular partial sum which provides the best approximation and adding additional terms will decrease the
accuracy. However, this optimal partial sum will usually have more terms as the argument approaches the
limit value.
Asymptotic expansions typically arise in the approximation of certain integrals (Laplace's method, saddlepoint method, method of steepest descent) or in the approximation of probability distributions (Edgeworth
series). The famous Feynman graphs in quantum field theory are another example of asymptotic expansions
which often do not converge.

Use in applied mathematics

Asymptotic analysis is a key tool for exploring the ordinary and partial differential equations which arise in
the mathematical modelling of real-world phenomena.[1] An illustrative example is the derivation of the
boundary layer equations from the full Navier-Stokes equations governing fluid flow. In many cases, the
asymptotic expansion is in power of a small parameter, : in the boundary layer case, this is the
nondimensional ratio of the boundary layer thickness to a typical lengthscale of the problem. Indeed,
applications of asymptotic analysis in mathematical modelling often[1] centre around a nondimensional
parameter which has been shown, or assumed, to be small through a consideration of the scales of the
problem at hand.

Method of dominant balance

The method of dominant balance is used to determine the asymptotic behavior of solutions to an ODE
without fully solving it. The process is iterative, in that the result obtained by performing the method once
can be used as input when the method is repeated, to obtain as many terms in the asymptotic expansion as
desired.[2]
The process goes as follows:

1. Assume that the asymptotic behavior has the form

2. Make an informed guess as to which terms in the ODE might be negligible in the limit of interest.

3. Drop these terms and solve the resulting simpler ODE.

4. Check that the solution is consistent with step 2. If this is the case, then one has the controlling
factor of the asymptotic behavior; otherwise, one needs try dropping different terms in step 2,
instead.

5. Repeat the process to higher orders, relying on the above result as the leading term in the solution.

Example. For arbitrary constants c and a, consider

This differential equation cannot be solved exactly. However, it may be useful to know how the solutions
behave for large x. Start by assuming
as x ; we do this with the benefit of hindsight, to make
things quicker. Since we mostly care about the behavior of y in the large x limit, we change variables to y =
exp(S(x)), and re-express the ODE in terms of S(x),
,
or

where we have used the product rule and chain rule to evaluate the derivatives of y.
Now suppose first that a solution to this ODE satisfies

as x , so that

as x . Obtain then the dominant asymptotic behaviour by setting

If satisfies the above asymptotic conditions, then the above assumption is consistent. The terms we
dropped will indeed have been negligible with respect to the ones we kept.
is not a solution to the ODE for S, but it represents the dominant asymptotic behaviour, which is what we
are interested in. Check that this choice for is consistent,

Everything is indeed consistent.

Thus the dominant asymptotic behaviour of a solution to our ODE has been found,

By convention, the full asymptotic series is written as

so to get at least the first term of this series we have to take a further step to see if there is a power of x out
the front.
We proceed by introducing a new subleading dependent variable,

and then seek asymptotic solutions for C(x). Substituting into the above ODE for S(x) we find

Repeating the same process as before, we keep C' and (c-a)/x to find that

The leading asymptotic behaviour is then

See also

Asymptote

Asymptotic computational complexity

Asymptotic theory

References
1.
S. Howison, Practical Applied Mathematics, Cambridge University Press, Cambridge, 2005. ISBN 0521-60369-2
1

Bender, C.M.; Orszag, S.A. (1999). Advanced mathematical methods for scientists and
engineers. Springer. pp. 549568. ISBN 0-387-98931-5.

Boyd, John P. (March 1999). "The Devil's Invention: Asymptotic, Superasymptotic and
Hyperasymptotic Series". Acta Applicandae Mathematicae 56 (1): 198.
doi:10.1023/A:1006145903624. edit

Asymptotic Expansions (Dover Books on Mathematics) by A. Erdelyi, 1956.

Categories:

Asymptotic analysis

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This page was last modified on 27 November 2014, at 03:12.

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