Introduction to asymptotic series

Sergei Winitzki
30 June 2006
Contents
1 First example 1
1.1 Why we got a divergent series . . . . . . . . . . 1
1.2 Usefulness of the divergent series . . . . . . . . 1
2 Asymptotic series 2
2.1 Denition . . . . . . . . . . . . . . . . . . . . . 2
2.2 Precision of asymptotic series . . . . . . . . . . 2
3 Borel summation 2
4 Further examples: expansions of integrals 3
4.1 Minimum at one end . . . . . . . . . . . . . . 3
4.2 Example: error function . . . . . . . . . . . . . 3
4.3 Minimum in the middle . . . . . . . . . . . . . 4
4.4 Example: Gamma function . . . . . . . . . . . 4
The following text is distributed under the terms of the GNU
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other things, unrestricted verbatim copying.
This text is an elementary explanation of the notions of
asymptotic series and Borel summation. A good and concise
introductory textbook is: E. J. Hinch, Perturbation methods
(Cambridge University Press, 1995).
1 First example
Leonhard Euler considered the series
f(x)

n=0
(x)
n
n! = 1 x + 2x
2
6x
3
+... (1)
It is clear that this series does not converge for any x = 0, so
the formula (1) is meaningless if taken at face value. However,
Euler heuristically treated this series as if it dened a function
f(x). It is easy to see that f(x) satises the formal identity
f = 1 x
d
dx
(xf). (2)
Even though f(x) is actually undened, Eq. (2) is a well-formed
dierential equation that one can solve (out of curiosity). A
solution satisfying the condition f(0) = 1 can be easily found
and written as the following integral,
1
f(x) =
_

0
e
t
dt
1 +tx
. (3)
This is a well-dened, analytic function for all x 0 (a
complex-valued analytic continuation can be dened for x < 0).
1
Other solutions of Eq. (2) dier from Eq. (3) by terms e
1/x
that
decay faster than any power of x and thus are absent from the series (1).
1.1 Why we got a divergent series
It remains unclear at this point what the exact relationship
might be between the function f(x) dened by Eq. (3) and
the meaningless series (1). It will turn out that a truncated
series (1) provides a good approximation for f(x) for small x.
For now, we note that the series (1) can be obtained from
Eq. (3) by expanding (1 +tx)
1
in powers of x and integrating
term by term:
_

0
e
t
dt
1 +tx
=
_

0
e
t

n=0
(1)
n
t
n
x
n
=

n=0
(x)
n
n! (4)
However, this procedure is mathematically incorrect because
the series for (1 +tx)
1
converges only for |tx| < 1, while we
need to integrate over t up to t = . So it is no wonder that
the result (1) is a meaningless, divergent series.
In fact, it is easy to see from Eq. (3) that one could never have
obtained a convergent power series for f(x) near x = 0. Such
a series would converge also for x < 0, while the integral (3)
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,
f(x) =
_

0
e
t
dt
1 +tx
=
_

0
exp
_

s
x
_
ds
1 +s
. (5)
It is now clear that the function f(x) contains an essential
singularity at x = 0. This precludes the possibility of having a
convergent power series for f(x) at x = 0.
1.2 Usefulness of the divergent series
The series (1) diverges if we sum innitely many terms, but
in practical calculations we can use only a nite number of
terms of any series. If the value of x is very small then the rst
terms of the series (1) will quickly decrease (try it!). It seems
plausible that the truncated series is an approximation to some
function. Indeed, we shall now show that the sum of a nite
number of terms of the series (1) is a good approximation to
f(x) for suciently small x.
Let us consider the rst N terms of the series (1). These
terms come from the rst N terms in the expansion of the
function (1 +tx)
1
in Eq. (4). We now need to describe the
precision with which these N terms approximate the function
(1 +tx)
1
. We dene a remainder function R
(N)
that quan-
ties the precision of that approximation,
1
1 +tx
=
N1

n=0
(tx)
n
+R
(N)
(tx). (6)
The function R
(N)
can be written explicitly as
R
(N)
(tx) =
(tx)
N
1 +tx
.
1
We can now integrate the identity (6) with e
t
dt and obtain an-
other identity (here everything is mathematically well-dened),
f(x) =
_
N1

n=0
(x)
n
n!
_
+
_

0
e
t
R
(N)
(tx)dt. (7)
If we can now show that the last integral above is small, it will
follow that the rst N terms of the series (1) provide a good
approximation to the function f(x).
The function R
(N)
(tx) is small when tx < 1 but eventu-
ally becomes large when t at xed x. To estimate the
remainder in Eq. (7), we split the integral into two ranges,
_

0
e
t
R
(N)
(tx)dt =
_
_
x
1
0
+
_

x
1
_
e
t
R
(N)
(tx)dt. (8)
In the rst integral in Eq. (8), the exponential factor e
t
selects
values t 1, therefore for small x we have
_
x
1
0
e
t
R
(N)
(tx)dt (x)
N
_
x
1
0
e
t
t
N
dt N! (x)
N
.
(9)
The second integral in Eq. (8) is of order e
1/x
, which is much
smaller than x
N
. Therefore, for small x the remainder in
Eq. (7) is of order x
N
. (Note also that the remainder is ap-
proximately equal to the next term, N! (x)
N
, of the series).
A mathematical way to express this property is
lim
x0
f(x)

N1
n=0
x
n
n!
x
N1
= 0. (10)
It follows that the rst N terms of the series (1) will provide a
good approximation to f(x) when x is suciently small.
2 Asymptotic series
2.1 Denition
The notion of asymptotic series was developed by H. Poincare
to make precise the heuristic idea that even a divergent series
might still be useful for approximate calculations.
An asymptotic series at x 0 for a function f(x) is a
formal (i.e. maybe divergent) series

n=0
a
n
x
n
that is useful
for calculating f(x) in the following sense: A truncation of the
series at a xed nite number of terms N provides a good
approximation for f(x) if x is suciently small. To make this
precise, we use Eq. (10) and dene that f(x)

n
a
n
x
n
at
x 0 (here means asymptotically equals) if
lim
x0
f(x)

N1
n=0
a
n
x
n
x
N1
= 0, for all N. (11)
We can now summarize the results of Sec. 1.2 by saying that
the series (1) is asymptotic for the function (3) at x 0.
An asymptotic series to f(x) at x is dened similarly:
It is a formal power series

n=0
a
n
x
n
such that
lim
x
f(x)

N1
n=0
a
n
x
n
x
(N1)
= 0.
The denition (11) expresses the asymptoticnessof the se-
ries, i.e. the property that the series is useful for actual calcu-
lations because it provides the values of f(x) to good precision
for small x. Since this denition does not assume that the
series converges, an asymptotic series might be either conver-
gent or divergent. However, a convergent power series is al-
ways asymptotic, so the designation asymptotic series in the
physics literature usually implies that the series is divergent
but nevertheless asymptotic (i.e. useful).
2.2 Precision of asymptotic series
Due to the presence of the x 0 limit in Eq. (10), the precision
is limited in the following sense: If we increase the number of
terms N, we may need to decrease the value of x, or else the
approximation will break down. If we need to compute f(x)
at a xed x, there is a maximum value of N which can be
used. Therefore, the precision of the approximation obtained
through a divergent asymptotic series is intrinsically limited.
Let us estimate the precision achieved by the series (1) trun-
cated at N terms. The main contribution to the remainder
in Eq. (7) is the rst integral in the r.h.s. of Eq. (8), which is
evaluated in Eq. (9). At a xed (small) value of x, the function
f(x) is approximated as
f(x)
N1

n=0
n!(x)
n
+N!(x)
N
,
i.e. within an error of order N!x
N
. The last computed term of
the series is (N 1)!(x)
N1
. The estimated error is larger
than the last computed term if N > x
1
. Therefore, for a given
x we should use at most N
max
x
1
terms of the asymptotic
series to compute the function f(x). If we include more than
N
max
terms, we will start losing precision.
The truncation of the asymptotic series exactly at the term
that gives the best precision is called optimal truncation.
In most cases (but not always) the optimal truncation is at
the term where the series starts to diverge, i.e. where the
magnitude of the terms rst starts to grow.
2
In the current
example, the optimal truncation for a given x is at N x
1
.
Then the smallest error f that can be achieved at a xed x is
of order f N!x
N
. Using Stirlings formula
N! e
N
N
N

2N, N 1, (12)
we nd a more precise estimate for f,
f

2N
N
N
e
N
x
N

2Ne
N
x
1/2
e
1/x
.
Therefore, the best possible precision for a given x is exponen-
tially small (decays faster than any power of x).
We conclude that the divergent series (1) actually contains
valuable information about the function f(x) and can be used
to compute the values of f(x) with appreciable (although lim-
ited) precision when x is suciently small.
3 Borel summation
If we are given a divergent series such as Eq. (1), it may not
be obvious whether it is an asymptotic series for some function
f(x). Actually, it is generally not easy to nd such a function
f(x). One case when this is possible in principle is the case
of Borel summable series. Informally, a power series

n
a
n
x
n
is Borel summable if its coecients a
n
grow not faster than
n!. One can show that there exists an analytic function f(x) to
which the divergent series

n=0
a
n
x
n
is asymptotic at x 0.
Let us assume that a
n
= n!b
n
, where the sequence b
n
grows
not faster than C
n
for some constant C > 0. Then we can
dene an auxiliary function
g(z)

n=0
b
n
z
n
, (13)
2
This is not a general theorem but a heuristic statement. This state-
ment does hold for asymptotic series
P
n
anx
n
whose coecients an grow
at most factorially, an < C
n
n! as n (see R. Dingle, Asymptotic
expansions, their derivation and interpretation, Academic Press, 1973).
2
where by assumption the series (13) converges for |z| < C
1
.
The technique of Borel summation assumes that the function
g(z) can be analytically continued in closed form for all real z.
Then one denes
f(x)
_

0
e
t
g(tx)dt.
It is clear from Eq. (13) that the series

n=0
n!b
n
x
n
is asymp-
totic for f(x) at x 0. One says that the function f(x) is the
result of Borel summation of the series

n=0
a
n
x
n
.
As an example, let us apply the Borel summation technique
to the series (1). We nd the sequence b
n
= (1)
n
, so the
auxiliary function g(z) is
g(z) =

n=0
(1)
n
z
n
=
1
1 +z
.
Therefore we nd, in agreement with Eq. (3), that
f(x) =
_

0
e
t
dt
1 +xt
.
4 Further examples: expansions of
integrals
Asymptotic series occur in many cases when one performs the
mathematically incorrect procedure of exchanging the order
of summation and integration. However, it is now clear that
the resulting power series, although divergent, may actually be
useful for calculations.
We shall now consider a typical example where divergent
asymptotic expansions almost always occur. Suppose we would
like to evaluate the integral
_
B
A
e
Mf(t)
g(t)dt, (14)
where M > 0 is a large parameter. The function (5) is a par-
ticular case of this integral, as well as Eulers Gamma function,
(x) =
_

0
t
x1
e
t
dt =
_

0
e
t+(x1) lnt
dt, (15)
at large x > 0. (Note that (n) = (n 1)! for integer n 1.)
When M is very large, the integral (14) is dominated by the
region of t where the function f(t) has its global minimum.
Therefore, we can consider two cases: (i) the global minimum
of f(t) is at one end of the integration interval, say at t = A;
(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.)

4.1 Minimum at one end
Let us begin with a heuristic estimate of the integral (14).
Without loss of generality, we assume that A = 0. If the global
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
O(M
1
). Within this interval, we can approximate
f(t) f(0) +f

(0)t,
where we assume that f

(0) > 0 since t = 0 is the global

minimum. (The case f

(0) = 0 needs special treatment.) Then

we obtain the following estimate,
_
B
0
e
Mf(t)
g(t)dt e
Mf(0)
g(0)
_
B
0
e
Mf

(0)t
dt
e
Mf(0)
g(0)
_

0
e
Mf

(0)t
dt
e
Mf(0)
g(0)
Mf

(0)
.
This estimate will turn out to be the leading term of an asymp-
totic series. To derive that series, we expand f(t) and g(t) near
t = 0,
f(t) = f(0) +tf

(0) +
1
2!
t
2
f

(0) +...,
g(t) = g(0) +tg

(0) +
1
2!
t
2
g

(0) +...,
and also expand the exponential e
Mf(t)
in series while keeping
the leading terms within the exponential,
e
Mf(t)
= e
Mf(0)Mf

(0)t
exp
_

Mt
2
2!
f

(0)
Mt
3
3!
f

(0) +...
_
= e
Mf(0)Mf

(0)t
_
1
Mt
2
2!
f

(0)
Mt
3
3!
f

(0) +...
_
.
The result will be
_
B
0
e
Mf(t)
g(t)dt = e
Mf(0)
_
B
0
e
Mf

(0)t
_
c
0
+c
1
t +c
2
t
2
+...

,
where c
j
are some coecients that we can compute. Now we
replace the upper bound B by (this will introduce an ex-
ponentially small error) and integrate the resulting series term
by term. Note that the term-by-term integration is mathemat-
ically incorrect unless the series

n=0
c
n
t
n
converges for all
t > 0, which is usually not the case. Nevertheless, we per-
form the calculation, expecting to obtain an asymptotic series.
Using the elementary relation
_

0
e
t
t
n
dt =
n!

n+1
,
we obtain a power series in M
1
,
_
B
0
e
Mf(t)
g(t)dt

e
Mf(0)
Mf

(0)
_
c
0
+
c
1
Mf

(0)
+
2!c
2
[Mf

(0)]
2
+
3!c
3
[Mf

(0)]
3
+...
_
Typically, this series will be divergent due to the presence of n!
factors. However, one can show that this series is asymptotic at
M . Also, it is obvious that this series is Borel summable.
4.2 Example: error function
The method of the previous section can be used to obtain an
asymptotic expansion of the error function,
erf x
2

_
x
0
e
s
2
ds,
at x +. Note that the limit value is
lim
x
erf x = 1,
so one often uses the complementary error function,
erfc x 1 erf x =
2

_

x
e
s
2
ds.
3
First, we transform the above integral into the form (14) by
a change of variable, s x

1 +t, which yields

erfc x =
xe
x
2

_

0
e
x
2
t
dt

1 +t
. (16)
This is now a particular case of Eq. (14) with M x
2
, f(t) t,
g(t) (1 +t)
1/2
. Then we expand g(t),
1

1 +t
= 1
1
2
t +
1 3
2 4
t
2

1 3 5
2 4 6
t
3
+...
Inserting this series into Eq. (16) and integrating term by term,
we obtain the asymptotic expansion
erfc x =
e
x
2
x

_
1
1
2x
2
+
1 3
2 2
1
x
4

1 3 5
2 2 2
1
x
6
+...
_
. (17)
This is the well-known asymptotic series for the error function.
The series (17) is clearly divergent for all x because the fac-
tors
1 3 ... (2n 1) (2n 1)!!
grow factorially, i.e. faster than exponentially. Nevertheless,
the series can be used to evaluate erfc x approximately at large
positive x. To estimate the best available precision, we need
to determine the number of terms for the optimal truncation
of this series at a given x. The successive terms are
1 3 ... (2n 1)
2
n
x
2n
, n = 1, 2, 3, ...,
and it is easy to see that they decrease until 2n 1 2x
2
and
then begin to grow. Therefore, heuristically we conclude that
the optimal truncation is at n
max
x
2

1
2
and the obtained
precision is of order of the magnitude of the last retained term,
which is the n
max
-th term,
error
(2n
max
1)!!
(2x
2
)
nmax
.
We can evaluate this at n
max
= x
2

1
2
by using the identity
(2n 1)!! =
(2n)!
2
n
n!
and Stirlings formula (12), which yields
(2n 1)!!

2
_
2n
e
_
n
, n .
Finally we compute
error

2e
nmax1/2

2e
x
2
.
Thus, we nd that the asymptotic series (17) can be used to
compute erfc x at large x with exponentially good precision.
4.3 Minimum in the middle
The second case is when the global minimum of the function
f(t) is at t = t

in the middle of the interval [A, B]. Without

loss of generality, we may assume that t

= 0 (and A < 0 < B).

The integral (14) is dominated by a narrow interval around
t = 0, so we expand f(t) as
f(t) = f(0) +
1
2!
f

(0)t
2
+
1
3!
f

(0)t
3
+...,
where by assumption f

(0) > 0 since t = 0 is the global min-

imum (the case f

(0) = 0 must be treated specially). Near

t = 0, we also expand g(t) as
g(t) = g(0) +g

(0)t +
1
2
g

(0)t
2
+...
and rewrite the integral (14) as
e
Mf(0)
_
B
A
e

1
2
Mf

(0)t
2 _
c
0
+c
1
t +c
2
t
2
+...
_
dt,
where c
j
are coecients that we can compute. For large M,
we may replace A and B + (this will introduce
an exponentially small error) and integrate term by term using
the relation
_
+

e
t
2
t
2n
dt =
(n +
1
2
)

n+1/2
=

n+1/2
1
2
3
2
...
2n 1
2

_

(2n 1)!!
(2)
n
.
The terms with odd powers of t drop out. The result is the
following asymptotic series in M
1
,
_
B
A
e
Mf(t)
g(t)dt

2e
Mf(0)
_
Mf

(0)
_
c
0
+
1!! c
2
Mf

(0)
+
3!! c
4
[Mf

(0)]
2
+...
_
. (18)
4.4 Example: Gamma function
Eulers Gamma function (15) is a standard example where the
above method is applied. We rewrite the integral (15) as
(x + 1) =
_

0
e
u+x ln u
du.
For large x, the integral is dominated by the minimum of
u xln u, which occurs at u = x. It is useful to change the
variable in the integral so that the minimum is at a xed (x-
independent) point, preferably at zero; then we can directly
apply the formulas derived in the previous section. Let us
therefore change the variable as u (t + 1)x, which shifts the
minimum to t = 0. The integral is transformed as
_

0
e
u+x ln u
dt = x
x+1
e
x
_

1
e
x(tln(t+1))
dt.
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
t = 0 with f

(0) = 1, and so we can expand

f(t) =
1
2
t
2

1
3
t
3
+
1
4
t
4
+...,
e
xf(t)
= e

1
2
xt
2
_
1 +
x
3
t
3

x
4
t
4
+
x
2
t
6
18
+...
_
,
where we wrote out only some terms (but in principle one could
compute every term). Finally, we apply Eq. (18) and rearrange
the result as a series in x
1
(note that e.g. the terms xt
4
and
x
2
t
6
contribute at the order x
1
). The nal formula becomes
(x + 1) x
x
e
x

2x
_
1 +
1
12x
+...
_
.
The leading term of this asymptotic expansion is known as
Stirlings formula (12).
4