Introduction to asymptotic series

Sergei Winitzki
30 June 2006

Contents 1.1 Why we got a divergent series

1 First example 1 It remains unclear at this point what the exact relationship
1.1 Why we got a divergent series . . . . . . . . . . 1 might be between the function f (x) defined by Eq. (3) and
1.2 Usefulness of the divergent series . . . . . . . . 1 the meaningless series (1). It will turn out that a truncated
series (1) provides a good approximation for f (x) for small x.
2 Asymptotic series 2 For now, we note that the series (1) can be obtained from
2.1 Definition . . . . . . . . . . . . . . . . . . . . . 2 Eq. (3) by expanding (1 + tx)1 in powers of x and integrating
2.2 Precision of asymptotic series . . . . . . . . . . 2 term by term:

et dt
Z Z
3 Borel summation 2
X X
= et (1)n tn xn = (x)n n! (4)
0 1 + tx 0 n=0 n=0
4 Further examples: expansions of integrals 3
4.1 Minimum at one end . . . . . . . . . . . . However, this procedure is mathematically incorrect because
. . 3
1
4.2 Example: error function . . . . . . . . . . . the series for (1 + tx) converges only for |tx| < 1, while we
. . 3
4.3 Minimum in the middle . . . . . . . . . . . need to integrate over t up to t = . So it is no wonder that
. . 4
4.4 Example: Gamma function . . . . . . . . . the result (1) is a meaningless, divergent series.
. . 4
In fact, it is easy to see from Eq. (3) that one could never have
The following text is distributed under the terms of the GNU obtained a convergent power series for f (x) near x = 0. Such
Free Documentation License. This license permits, among a series would converge also for x < 0, while the integral (3)
other things, unrestricted verbatim copying. diverges for all x < 0 (but converges for x 0). To see this
more precisely, let us change variables in the integral as tx s,
This text is an elementary explanation of the notions of
asymptotic series and Borel summation. A good and concise Z t
e dt
Z  s  ds
introductory textbook is: E. J. Hinch, Perturbation methods f (x) = = exp . (5)
0 1 + tx 0 x 1+s
(Cambridge University Press, 1995).
It is now clear that the function f (x) contains an essential
singularity at x = 0. This precludes the possibility of having a
1 First example convergent power series for f (x) at x = 0.
Leonhard Euler considered the series
1.2 Usefulness of the divergent series
X
n 2 3
f (x) (x) n! = 1 x + 2x 6x + ... (1) The series (1) diverges if we sum infinitely many terms, but
n=0
in practical calculations we can use only a finite number of
It is clear that this series does not converge for any x 6= 0, so terms of any series. If the value of x is very small then the first
the formula (1) is meaningless if taken at face value. However, terms of the series (1) will quickly decrease (try it!). It seems
Euler heuristically treated this series as if it defined a function plausible that the truncated series is an approximation to some
f (x). It is easy to see that f (x) satisfies the formal identity function. Indeed, we shall now show that the sum of a finite
number of terms of the series (1) is a good approximation to
d f (x) for sufficiently small x.
f = 1 x (xf ). (2) Let us consider the first N terms of the series (1). These
dx
terms come from the first N terms in the expansion of the
Even though f (x) is actually undefined, Eq. (2) is a well-formed function (1 + tx)1 in Eq. (4). We now need to describe the
differential equation that one can solve (out of curiosity). A precision with which these N terms approximate the function
solution satisfying the condition f (0) = 1 can be easily found (1 + tx)1 . We define a remainder function R(N ) that quan-
and written as the following integral,1 tifies the precision of that approximation,
Z t
e dt N 1
f (x) = . (3) 1
(tx)n + R(N ) (tx).
X
0 1 + tx = (6)
1 + tx n=0
This is a well-defined, analytic function for all x 0 (a
complex-valued analytic continuation can be defined for x < 0). The function R(N ) can be written explicitly as
1 Othersolutions of Eq. (2) differ from Eq. (3) by terms e1/x that (tx)N
decay faster than any power of x and thus are absent from the series (1). R(N ) (tx) = .
1 + tx

1
We can now integrate the identity (6) with et dt and obtain an- 2.2 Precision of asymptotic series
other identity (here everything is mathematically well-defined),
Due to the presence of the x 0 limit in Eq. (10), the precision
N 1
! Z
X is limited in the following sense: If we increase the number of
f (x) = (x)n n! + et R(N ) (tx)dt. (7) terms N , we may need to decrease the value of x, or else the
n=0 0
approximation will break down. If we need to compute f (x)
If we can now show that the last integral above is small, it will at a fixed x, there is a maximum value of N which can be
follow that the first N terms of the series (1) provide a good used. Therefore, the precision of the approximation obtained
approximation to the function f (x). through a divergent asymptotic series is intrinsically limited.
The function R(N ) (tx) is small when tx < 1 but eventu- Let us estimate the precision achieved by the series (1) trun-
ally becomes large when t at fixed x. To estimate the cated at N terms. The main contribution to the remainder
remainder in Eq. (7), we split the integral into two ranges, in Eq. (7) is the first integral in the r.h.s. of Eq. (8), which is
Z "Z 1 Z #
x evaluated in Eq. (9). At a fixed (small) value of x, the function
et R(N ) (tx)dt = + et R(N ) (tx)dt. (8) f (x) is approximated as
0 0 x1
N
X 1
In the first integral in Eq. (8), the exponential factor et selects f (x) n!(x)n + N !(x)N ,
values t . 1, therefore for small x we have n=0
Z x1 Z x1 i.e. within an error of order N !xN . The last computed term of
t
e R(N ) (tx)dt (x) N
et tN dt N ! (x)N . the series is (N 1)!(x)N 1 . The estimated error is larger
0 0 1
(9) than the last computed term if N > x . Therefore, for a given
1
The second integral in Eq. (8) is of order e 1/x
, which is much x we should use at most Nmax x terms of the asymptotic
smaller than xN . Therefore, for small x the remainder in series to compute the function f (x). If we include more than
Eq. (7) is of order xN . (Note also that the remainder is ap- Nmax terms, we will start losing precision.
N
proximately equal to the next term, N ! (x) , of the series). The truncation of the asymptotic series exactly at the term
A mathematical way to express this property is that gives the best precision is called optimal truncation.
PN 1 n In most cases (but not always) the optimal truncation is at
f (x) n=0 x n!
lim = 0. (10) the term where the series starts to diverge, i.e. where the
x0 xN 1 magnitude of the terms first starts to grow.2 In the current
1
It follows that the first N terms of the series (1) will provide a example, the optimal truncation for a given x is at N x .
good approximation to f (x) when x is sufficiently small. Then the smallest error f that can be achieved at a fixed x is
of order f N !xN . Using Stirlings formula

2 Asymptotic series N ! eN N N 2N, N 1, (12)
we find a more precise estimate for f ,
2.1 Definition
NN
The notion of asymptotic series was developed by H. Poincare f 2N N xN 2NeN x1/2 e1/x .
e
to make precise the heuristic idea that even a divergent series
Therefore, the best possible precision for a given x is exponen-
might still be useful for approximate calculations.
tially small (decays faster than any power of x).
An asymptotic series at x 0P for a function f (x) is a
We conclude that the divergent series (1) actually contains
formal (i.e. maybe divergent) series n=0 an xn that is useful
valuable information about the function f (x) and can be used
for calculating f (x) in the following sense: A truncation of the
to compute the values of f (x) with appreciable (although lim-
series at a fixed finite number of terms N provides a good
ited) precision when x is sufficiently small.
approximation for f (x) if x is sufficiently small. To Pmake this
precise, we use Eq. (10) and define that f (x) n an xn at
x 0 (here means asymptotically equals) if 3 Borel summation
PN 1
f (x) n=0 an xn If we are given a divergent series such as Eq. (1), it may not
lim = 0, for all N. (11)
x0 xN 1 be obvious whether it is an asymptotic series for some function
We can now summarize the results of Sec. 1.2 by saying that f (x). Actually, it is generally not easy to find such a function
the series (1) is asymptotic for the function (3) at x 0. f (x). One case when this is possible in principle is P the case
An asymptotic series to P f (x) at x is defined similarly: of Borel summable series. Informally, a power series n an xn
It is a formal power series n=0 an x
n
such that is Borel summable if its coefficients an grow not faster than
PN 1 n!. One can show that there Pexists an analytic function f (x) to
f (x) n=0 an xn
which the divergent series n=0 an xn is asymptotic at x 0.

lim = 0.
x x(N 1) Let us assume that an = n!bn , where the sequence bn grows
The definition (11) expresses the asymptoticness of the se- not faster than C n for some constant C > 0. Then we can
ries, i.e. the property that the series is useful for actual calcu- define an auxiliary function
lations because it provides the values of f (x) to good precision
for small x. Since this definition does not assume that the g(z)
X
bn z n , (13)
series converges, an asymptotic series might be either conver- n=0
gent or divergent. However, a convergent power series is al- 2 This is not a general theorem but a heuristic statement. This state-
ways asymptotic, so the designation asymptotic series in the ment does hold for asymptotic series n an xn whose coefficients an grow
P
physics literature usually implies that the series is divergent at most factorially, an < C n n! as n (see R. Dingle, Asymptotic
but nevertheless asymptotic (i.e. useful). expansions, their derivation and interpretation, Academic Press, 1973).

2
where by assumption the series (13) converges for |z| < C 1 . we obtain the following estimate,
The technique of Borel summation assumes that the function Z B Z B
g(z) can be analytically continued in closed form for all real z. e Mf (t)
g(t)dt e Mf (0)
g(0)

eMf (0)t dt
Then one defines 0
Z0

eMf (0) g(0) eMf (0)t dt
Z
t
f (x) e g(tx)dt. 0
0
Mf (0) g(0)
e .
It is clear from Eq. (13) that the series
P
n!b n xn
is asymp- M f (0)
n=0
totic for f (x) at x 0. One says that the P function f (x) is the This estimate will turn out to be the leading term of an asymp-
result of Borel summation of the series n=0 an xn .

totic series. To derive that series, we expand f (t) and g(t) near
As an example, let us apply the Borel summation technique t = 0,
to the series (1). We find the sequence bn = (1)n , so the
auxiliary function g(z) is 1
f (t) = f (0) + tf (0) + t2 f (0) + ...,
2!

1 1
g(t) = g(0) + tg (0) + t2 g (0) + ...,
X
g(z) = (1)n z n = . 2!
n=0
1+z
and also expand the exponential eMf (t) in series while keeping
Therefore we find, in agreement with Eq. (3), that the leading terms within the exponential,
M t2 M t3
Z  
t dt e Mf (t)
= e Mf (0)Mf (0)t
exp f (0) f (0) + ...
f (x) = e .
0 1 + xt 2! 3!
2
M t3
 
M t
= eMf (0)Mf (0)t 1 f (0) f (0) + ... .
4 Further examples: expansions of 2! 3!

integrals The result will be

R B Mf (t) RB
g(t)dt = eMf (0) 0 eMf (0)t c0 + c1 t + c2 t2 + ... ,
 
Asymptotic series occur in many cases when one performs the 0 e

mathematically incorrect procedure of exchanging the order where cj are some coefficients that we can compute. Now we
of summation and integration. However, it is now clear that replace the upper bound B by (this will introduce an ex-
the resulting power series, although divergent, may actually be ponentially small error) and integrate the resulting series term
useful for calculations. by term. Note that the term-by-term Pintegration is mathemat-
We shall now consider a typical example where divergent ically incorrect unless the series n=0 cn tn converges for all
asymptotic expansions almost always occur. Suppose we would t > 0, which is usually not the case. Nevertheless, we per-
like to evaluate the integral form the calculation, expecting to obtain an asymptotic series.
Z B Using the elementary relation
Mf (t)
e g(t)dt, (14)
Z
n!
A et tn dt = n+1 ,
0
where M > 0 is a large parameter. The function (5) is a par-
we obtain a power series in M 1 ,
ticular case of this integral, as well as Eulers Gamma function,
Z B
eMf (t) g(t)dt
Z Z
(x) = tx1 et dt = et+(x1) ln t dt, (15) 0
0 0 " #
eMf (0) c1 2!c2 3!c3
at large x > 0. (Note that (n) = (n 1)! for integer n 1.) c0 + + + 3 + ...
M f (0) M f (0) [M f (0)]2 [M f (0)]
When M is very large, the integral (14) is dominated by the
region of t where the function f (t) has its global minimum. Typically, this series will be divergent due to the presence of n!
Therefore, we can consider two cases: (i) the global minimum factors. However, one can show that this series is asymptotic at
of f (t) is at one end of the integration interval, say at t = A; M . Also, it is obvious that this series is Borel summable.
(ii) the global minimum t = t of f (t) is in the middle of the
interval, A < t < B. (Other possibilities are ignored for now.) 4.2 Example: error function

The method of the previous section can be used to obtain an

4.1 Minimum at one end asymptotic expansion of the error function,
Z x
Let us begin with a heuristic estimate of the integral (14). 2 2

Without loss of generality, we assume that A = 0. If the global erf x es ds,

0
minimum of f (t) is at t = 0, then the integral (14) for large M
is dominated by the contribution of a narrow interval 0 t at x +. Note that the limit value is
O(M 1 ). Within this interval, we can approximate
lim erf x = 1,
x
f (t) f (0) + f (0)t,
so one often uses the complementary error function,
where we assume that f (0) > 0 since t = 0 is the global
Z
2 2

minimum. (The case f (0) = 0 needs special treatment.) Then erfc x 1 erf x = es ds.
x

3
 First, we transform the above
integral into the form (14) by where by assumption f (0) > 0 since t = 0 is the global min-
a change of variable, s x 1 + t, which yields imum (the case f (0) = 0 must be treated specially). Near
2
t = 0, we also expand g(t) as

xex
Z
2 dt
erfc x = ex t . (16) 1
0 1+t g(t) = g(0) + g (0)t + g (0)t2 + ...
2
This is now a particular case of Eq. (14) with M x2 , f (t) t, and rewrite the integral (14) as
1/2
g(t) (1 + t) . Then we expand g(t), Z B
1 2
Mf (0)
e 2 Mf (0)t c0 + c1 t + c2 t2 + ... dt,


1 1 13 2 135 3 e
=1 t+ t t + ... A
1+t 2 24 246
where cj are coefficients that we can compute. For large M ,
Inserting this series into Eq. (16) and integrating term by term, we may replace A and B + (this will introduce
we obtain the asymptotic expansion an exponentially small error) and integrate term by term using
2   the relation
ex 1 13 1 135 1
(n + 1 )
Z +
erfc x = 1 2 + + ... . (17) 2
x 2x 2 2 x4 2 2 2 x6 et t2n dt = n+1/22

This is the well-known asymptotic series for the error function. r
1 3 2n 1 (2n 1)!!
The series (17) is clearly divergent for all x because the fac- = n+1/2 ... .
22 2 (2)n
tors
1 3 ... (2n 1) (2n 1)!! The terms with odd powers of t drop out. The result is the
following asymptotic series in M 1 ,
grow factorially, i.e. faster than exponentially. Nevertheless,
the series can be used to evaluate erfc x approximately at large Z B
positive x. To estimate the best available precision, we need eMf (t) g(t)dt
A
to determine the number of terms for the optimal truncation " #
Mf (0)
of this series at a given x. The successive terms are 2e 1!! c 2 3!! c 4
p c0 + + + ... . (18)
M f (0) M f (0) [M f (0)]2
1 3 ... (2n 1)
, n = 1, 2, 3, ...,
2n x2n
4.4 Example: Gamma function
2
and it is easy to see that they decrease until 2n 1 2x and Eulers Gamma function (15) is a standard example where the
then begin to grow. Therefore, heuristically we conclude that above method is applied. We rewrite the integral (15) as
the optimal truncation is at nmax x2 12 and the obtained
Z
precision is of order of the magnitude of the last retained term,
(x + 1) = eu+x ln u du.
which is the nmax -th term, 0

(2nmax 1)!! For large x, the integral is dominated by the minimum of

error n .
(2x2 ) max u x ln u, which occurs at u = x. It is useful to change the
variable in the integral so that the minimum is at a fixed (x-
1
We can evaluate this at nmax = x2 2 by using the identity independent) point, preferably at zero; then we can directly
apply the formulas derived in the previous section. Let us
(2n)! therefore change the variable as u (t + 1)x, which shifts the
(2n 1)!! =
2n n! minimum to t = 0. The integral is transformed as
and Stirlings formula (12), which yields
Z Z
eu+x ln u dt = xx+1 ex ex(tln(t+1)) dt.
 n 0
2n 1
(2n 1)!! 2 , n .
e The last integral is now in the form (14) with M = x, f (t) =
t ln(t + 1), g(t) = 1. The global minimum of f (t) is f = 0 at
Finally we compute t = 0 with f (0) = 1, and so we can expand
x2
error 2enmax 1/2 2e . 1 2 1 3 1 4
f (t) = t t + t + ...,
2 3 4
Thus, we find that the asymptotic series (17) can be used to x 4 x2 t6

1 2 x
compute erfc x at large x with exponentially good precision. exf (t) =e 2 xt 3
1+ t t + + ... ,
3 4 18
where we wrote out only some terms (but in principle one could
4.3 Minimum in the middle
compute every term). Finally, we apply Eq. (18) and rearrange
The second case is when the global minimum of the function the result as a series in x1 (note that e.g. the terms xt4 and
f (t) is at t = t in the middle of the interval [A, B]. Without x2 t6 contribute at the order x1 ). The final formula becomes
loss of generality, we may assume that t = 0 (and A < 0 < B).

 
The integral (14) is dominated by a narrow interval around 1
(x + 1) xx ex 2x 1 + + ... .
t = 0, so we expand f (t) as 12x
The leading term of this asymptotic expansion is known as
1 1
f (t) = f (0) + f (0)t2 + f (0)t3 + ..., Stirlings formula (12).
2! 3!