Computation of the coefficients appearing in the uniform asymptotic expansions of integrals

TL;DR

This paper presents a stable and efficient method for computing coefficients in uniform asymptotic expansions of integrals, including new expansions for Jacobi polynomials, with numerical validation.

Contribution

It introduces a Cauchy integral approach for calculating asymptotic coefficients, improving stability and extending expansions to Jacobi polynomials near the endpoint.

Findings

Cauchy integral representations enable stable coefficient computation

New uniform asymptotic expansion for Jacobi polynomials near z=1

Numerical results confirm the effectiveness of the method

Abstract

The coefficients that appear in uniform asymptotic expansions for integrals are typically very complicated. In the existing literature the majority of the work only give the first two coefficients. In a limited number of papers where more coefficients are given the evaluation of the coefficients near the coalescence points is normally highly numerically unstable. In this paper, we illustrate how well-known Cauchy type integral representations can be used to compute the coefficients in a very stable and efficient manner. We discuss the cases: (i) two coalescing saddles, (ii) two saddles coalesce with two branch points, (iii) a saddle point near an endpoint of the interval of integration. As a special case of (ii) we give a new uniform asymptotic expansion for Jacobi polynomials $P_n^{(\alpha,\beta)}(z)$ in terms of Laguerre polynomials $L_n^{(\alpha)}(x)$ as $n\to\infty$ that holds uniformly for $z$ near $1$. Several numerical illustrations are included.