Asymptotic expansion

In mathematics, an asymptotic expansion, asymptotic series or Poincaré expansion (after Henri Poincaré) is a formal series of functions which has the property that truncating the series after a finite number of terms provides an approximation to a given function as the argument of the function tends towards a particular, often infinite, point. Investigations by Dingle (1973) revealed that the divergent part of an asymptotic expansion is latently meaningful, i.e. contains information about the exact value of the expanded function.

The theory of asymptotic series was created by Poincaré (and independently by Stieltjes) in 1886.^[1]

The most common type of asymptotic expansion is a power series in either positive or negative powers. Methods of generating such expansions include the Euler–Maclaurin summation formula and integral transforms such as the Laplace and Mellin transforms. Repeated integration by parts will often lead to an asymptotic expansion.

Since a convergent Taylor series fits the definition of asymptotic expansion as well, the phrase "asymptotic series" usually implies a non-convergent series. Despite non-convergence, the asymptotic expansion is useful when truncated to a finite number of terms. The approximation may provide benefits by being more mathematically tractable than the function being expanded, or by an increase in the speed of computation of the expanded function. Typically, the best approximation is given when the series is truncated at the smallest term. This way of optimally truncating an asymptotic expansion is known as superasymptotics.^[2] The error is then typically of the form $~ exp(- c /ε)$ where $ε$ is the expansion parameter. The error is thus beyond all orders in the expansion parameter. It is possible to improve on the superasymptotic error, e.g. by employing resummation methods such as Borel resummation to the divergent tail. Such methods are often referred to as hyperasymptotic approximations.

See asymptotic analysis and big O notation for the notation used in this article.

^ Jahnke, Hans Niels (2003). A history of analysis. History of mathematics. Providence (R.I.): American mathematical society. p. 190. ISBN 978-0-8218-2623-2.
^ Boyd, John P. (1999), "The Devil's Invention: Asymptotic, Superasymptotic and Hyperasymptotic Series" (PDF), Acta Applicandae Mathematicae, 56 (1): 1–98, doi:10.1023/A:1006145903624, hdl:2027.42/41670.

[1] Jahnke, Hans Niels (2003). A history of analysis. History of mathematics. Providence (R.I.): American mathematical society. p. 190. ISBN 978-0-8218-2623-2.

[2] Boyd, John P. (1999), "The Devil's Invention: Asymptotic, Superasymptotic and Hyperasymptotic Series" (PDF), Acta Applicandae Mathematicae, 56 (1): 1–98, doi:10.1023/A:1006145903624, hdl:2027.42/41670.

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