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Uniformly Valid Composite Expansions for Laplace Integrals

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Abstract

A uniformly valid asymptotic expansion for integrals of the form \[ F(t,\nu ) = e^{\nu h(t)} \int_t^\infty {e^{ - \nu h(x)} } g(x)x^{\alpha - 1} dx, \] where $0 < \alpha \leqq 1$ and $h(x)$ has a zero of order $r \geqq 1$ at $x = 0$, is established. The result, which generalizes a well-known one for $h(x) = x$, also confirms the formal matched asymptotic expansion solution of the equivalent singular perturbation problem $ - y' + \nu h'(t)y = g(t)t^{\alpha - 1} $, $y(\infty ) = 0$. Comparable matched expansion results are derived for related integrals, including one from Bessel function theory, which do not satisfy differential equations.

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