Asymptotic Methods

Asymptotic Methods
By Chun Yin Leung

What are asymptotic methods
• Asymptotic method is an analysis method used to provide
approximations to differential equations that cannot easily be solved
explicitly.
• These methods are usually used to solve differential equations with a
very small or a very large parameter in them. When getting rid of the
parameters is not an option, for example, these small or large
parameters may contain important information about the behavior of
the equation that we are looking for, then we can use these methods
to get some useful approximations to them.
Notation
• To study this subject, I must first introduce two notations ~ and O.
• If, for two functions f() and g(), f()/g() tends to unity, we can write
f() ~ g()
which means that f() is asymptotic to g(x) or g(x) is an asymptotic approximation to f().
• If |f()/g() |≤ A, for A a finite non-zero constant, we can write
f() = O(g())
which means f() is of order not exceeding g().
• We will use primarily O() here. For example, for small x:
sin() O(), cos() O(1).
Asymptotic expansions
• Asymptotic expansion, or sometimes called asymptotic series, is a series
of functions which has the property that truncating the series after a
finite number of terms provides an approximation to a given function.
• One of the most useful tools for obtaining asymptotic expansions is
Taylor‘s theorem. Consider the exponential function the Taylor series as
→ 0 is known as:
• We know this is an asymptotic expansion because the order of the terms

is gradually decreasing, therefore for a 3 term asymptotic expansion for
we can write:
Regular Perturbation
• Perturbation methods deal with problems that contain a small
parameter, conventionally denoted by ɛ and solutions are found as ɛ
approaches 0.
Example
• Consider the initial value problem:
• Here is the very small parameter we were talking about. The solution is
dependent on the parameter so the asymptotic expansion is performed
with respect to .
• Assuming a solution expanded in terms of
• This is now substituted in the differential equation to determine functions ,

and and give a 3 term expansion.
• After substituting and rearranging gives:
Continuing with the example of regular perturbation…
• The next step is then to separate terms of each order and solve them separately.
• For O() :
• Integrating gives:
• Initial conditions: when Therefore,
Substituting back into gives:

• For O():
• Substituting the expression for we found at O() in to the equation gives:
• Applying the initial conditions we found
.
• Similarly at O(), when we solve it, it gives:
.
• Collect and :
• Putting these into the expansion gives as:
+O()
WKBJ method
• The WKBJ method deals with problems that contain a large parameter
as opposed to regular perturbation method which deals with a small
parameter.
• It is also an alternative method when the regular perturbation
method doesn’t work.
Example
• Consider the differential equation:
∞.
• We adopt a general expansion for this method:
,
• where >> >> >> … is an asymptotic sequence.
• Differentiating this expansion gives:
• Substituting these back into the differential equation after cancelling out the exponentials
gives:
Continuing with the example of WKBJ method…
• If we expand the brackets, we get this:

=0
• The next step is to balance the dominant terms. We have to pick out the
highest ordered (i.e. largest) terms at each iteration and solve the
resulting ODE.
• For the first order:
• To balance both side, choose = , therefore, .

• Then , therefore, .
• For the next order, we have:
• Because , we can substitute it into the equation gives:
• To balance the in each term, we can choose .
• From the previous order, we found , we can differentiate it to get and

, .
• Substituting these into the equation gives:
• Thecancels out and we can now solve this to get :
The next order:
• Since and , substituting these into the equation gives:
• And we also know and differentiating gives . Substituting these into the equation:
• To balance , we can choose
• After some rearranging and Integrating just like what we did with the
previous order, we found the solution to
• Just like what we did with the regular perturbation method, we

collect all the ϕ terms:
• Putting these into the expansion gives as:

Further work
• Methods for higher order ODEs.
• Asymptotic methods for integrals
• Laplace’s method;
• Watson’s lemma.
• Method of multiple scales
• for ODE problems that have both fast and slow solutions;
• applications in physics/engineering problems

Asymptotic Methods

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Asymptotic Methods

By Chun Yin Leung

• We know this is an asymptotic expansion because the order of the terms

• This is now substituted in the differential equation to determine functions ,

• Initial conditions: when Therefore,

Substituting back into gives:

• Substituting the expression for we found at O() in to the equation gives:

• Applying the initial conditions we found

• Putting these into the expansion gives as:

• Differentiating this expansion gives:

• If we expand the brackets, we get this:

• For the first order:

• To balance both side, choose = , therefore, .

• For the next order, we have:

• Because , we can substitute it into the equation gives:

• To balance the in each term, we can choose .

• From the previous order, we found , we can differentiate it to get and

• Thecancels out and we can now solve this to get :

The next order:

• Since and , substituting these into the equation gives:

• To balance , we can choose

• Just like what we did with the regular perturbation method, we

• Putting these into the expansion gives as:

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