Asymptotic Expansion of Integrals Using Laplace's Method

In summary, using Laplace's Method, it is shown that the integral I_n(x) is asymptotically equivalent to (1/nx^(2/n)) times the integral from 0 to infinity of tau^((2-n)/n)e^(-tau)dtau, as x approaches infinity, where 0<n<=2. The leading order behavior of I_1(x) and I_2(x) as x approaches infinity can then be found. To continue, the Taylor expansion of the logarithm can be used to account for the maximum of g(t) at t=1.
  • #1
wel
Gold Member
36
0
Consider the integral
\begin{equation}
I_n(x)=\int^{2}_{1} (log_{e}t) e^{-x(t-1)^{n}}dt
\end{equation}
Use Laplace's Method to show that
\begin{equation}
I_n(x) \sim \frac{1}{nx^\frac{2}{n}} \int^{\infty}_{0} \tau^{\frac{2-n}{n}} e^{-\tau} d\tau \end{equation}
as [itex]x\rightarrow\infty[/itex].
where [itex]0<n\leq2[/itex]. Hence find the leading order behaviour of [itex]I_{1}(x)[/itex]. and [itex]I_{2}(x)[/itex] as [itex]x\rightarrow \infty[/itex].

=>
Its really difficult question for me.

Here,

[itex]g(t) = -(t-1)^{n}[/itex] has the maximum at [itex]t=0[/itex]

but [itex]h(t)= log_{e}t[/itex] at [itex]t=0[/itex]
[itex]h(0)=0[/itex].
so I can not go any further. PLEASE HELP ME.
 
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  • #2
I believe you meant [itex]g[/itex] reaches its maximum at [itex]t = 1[/itex].
Indeed, [itex]h(1) = 0[/itex], but that shouldn't be a problem, just use higher order terms in the Taylor expansion of the logarithm.
 
  • #3
Xiuh said:
I believe you meant [itex]g[/itex] reaches its maximum at [itex]t = 1[/itex].
Indeed, [itex]h(1) = 0[/itex], but that shouldn't be a problem, just use higher order terms in the Taylor expansion of the logarithm.

at [itex] t=1 [/itex], [itex] g(t) =0 [/itex], how can i say it is maximum?

what is the Taylor expansion of the [itex] log_{e} t[/itex]?
 
  • #4
wel said:
at [itex] t=1 [/itex], [itex] g(t) =0 [/itex], how can i say it is maximum?

what is the Taylor expansion of the [itex] log_{e} t[/itex]?

[itex] g [/itex] is decreasing.

Do you remember what a Taylor series is? That's basic if you want to calculate asymptotic expansions of integrals.
 

Related to Asymptotic Expansion of Integrals Using Laplace's Method

What is Laplace's Method Integration?

Laplace's Method Integration is a mathematical technique used to approximate the value of an integral that is difficult or impossible to solve using traditional methods. It involves using the concepts of asymptotic analysis and Taylor series expansion to find a simplified expression for the integral.

When is Laplace's Method Integration used?

Laplace's Method Integration is used when traditional methods of integration, such as substitution or integration by parts, fail to give a solution for a particular integral. It is commonly used in statistics, engineering, and other fields that involve complex integrals.

What are the advantages of using Laplace's Method Integration?

One of the main advantages of Laplace's Method Integration is that it can provide an accurate approximation for a wide range of integrals, including those that are highly oscillatory or have singularities. It also allows for a simplification of the integral, making it easier to work with and analyze.

What are the limitations of Laplace's Method Integration?

While Laplace's Method Integration can provide accurate results, it is not suitable for all types of integrals. It is most effective for integrals that have a single maximum or minimum in the region of integration. It also does not work well for integrals that have rapidly increasing or decreasing values.

How is Laplace's Method Integration performed?

To use Laplace's Method Integration, the integral is first rewritten in terms of a new variable. Then, the new variable is expanded using a Taylor series around a point of interest. The integral is then approximated by keeping only the first few terms of the Taylor series. This process is repeated until a simplified expression for the integral is obtained.

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