Asymptotic Expansion of a General Integral

Author(s): A. Sellier
Source: Proceedings: Mathematical, Physical and Engineering Sciences, Vol. 452, No. 1955 (Dec.
8, 1996), pp. 2655-2690
Published by: The Royal Society
Stable URL: http://www.jstor.org/stable/52865
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Asymptotic expansion
of a
general integral
BY A. SELLIER
LADHYX,
Ecole
polytechnique,
91128 Palaiseau Cedex, France
For b c
RI,
a real function
h(x)
and also
complex pseudo-functions f(x)
and
K(x, u)
obeying
weak
assumptions,
an
asymptotic expansion
of the
general integral
b
I(A) :- fp
f
(x)K[h(x), Ax] dx,
is
proposed,
with
respect
to the real and
large parameter A,
where the notation
fp
designates
an
integration
in the finite
part
sense of Hadamard.
1. Introduction
For > 0,
-oo < a < 0 < b < +oo and also a smooth
enough complex
function f
and a real function h such that
h(0) Z
0 we consider the
following integral:
b
Wh(6)
=
f(x)
dx/x2
+
e2h2(x). (1.1)
Ja
Such an
integral naturally
arises in the well-known
slender-body theory,
in the case
of an
axially symmetric flow,
both for h =
1
(see
Tuck
1992)
and also for h smooth
enough
and related to the area of the cross section
(consult
Handelsman & Keller
(1967)). Actually
the
key step
of this
theory
consists in
expanding
the
quantity Wh
()
with
respect
to the
positive
and small slenderness
parameter
c. In this
specific case,
Handelsman & Keller
(1967)
built
up
the
expansion inductively by applying
a tedious
method. Instead of
Wh(e),
one
may
also encounter the more
general integral,
rb
Mh(e)
=
fp
/
f(x)K[x, h(x)] dx, (1.2)
Ja
where the
symbol fp
means
integration
in the finite
part
sense of Hadamard
(see ? 2).
The new kernel K is a
'Q pseudo-homogeneous' pseudo-function
with
Q
an
integer
(positive
or
negative),
i.e. it
obeys
the
following pseudo-homogenous property
of
order
Q:
K(tx, ty) = tS(t)K(x, y),
for
(t, x,y) E R*3, (1.3)
where
S(t)
:= 1 for t C R* or
S(t)
:=
sgn(t)
=
tlltl
for t E R*. For
instance,
the
previous integral Wh(c)
is associated with
K(x, y)
=
[2 +
y2]-1/2,
where
Q
=
-1,
S(t)
=
sgn(t).
The aim of this
paper
is in
part
to
present
a
systematic
formula
for the
asymptotic expansion
of
Mh(c)
with
respect
to the small and
strictly positive
parameter e,
when weak
assumptions
are made
concerning
the behaviour of the
complex pseudo-functions f,
K and the real function h in the
neighbourhood
of zero
and at
infinity.
Guermond
(1987)
has dealt with the case h =
1 for smooth
enough
Proc. R. Soc. Lond. A
(1996) 452,
2655-2690 (
1996 The
Royal Society
Printed in Great Britain 2655 T1X
Paper
functions
f
and K. The most
general
case of an
arbitrary
function h seems difficult
to
tackle;
the
asymptotic expansion clearly
involves the behaviour of
f
and h near
zero on the
right (b
>
0)
and on the left
(a
<
0). Thus,
here we
study
a class of
integrals,
defined
by
the
following integral:
b
Jh
()
:- fP f
(x)L[x, h(x)]
dx, (1.4)
where b is
positive
real
and,
this
time,
L is a
complex
and ',u
homogeneous' kernel,
i.e. it
satisfies,
for A
real,
the
homogeneous property
of order ,:
L(tx, ty)
=
t'L(x, y),
for t C R+, x E R,
y C R*.
(1.5)
As a result of
equality (1.5),
b
Jh(C) = E fp
/ f(z)L[/,
d
h(z)]
dx =
-Ih(A),
Jo
with A :-= e-1 +oo and for
K(x, u)
:=
L(u,x)
b
Ih(A)
:= fp f
(x)K[h(x), Ax]
dx. (1.6)
The
objective
of the
analysis
is to obtain the
asymptotic expansion
of
Ih(A)
for
large
values of the real
parameter
A. This will be achieved for the more
general
kernel K
which is not
necessarily
a
'At
homogeneous' pseudo-function.
If
h(x)
=
1, by setting H(x)
:=
K(1, x),
this
problem
reduces to the
study
of
11(A)
=
fp
fo f(x)H(Ax)dx.
For such an
integral,
different
points
of view
may
be
adopted
in order to deal with more or less restrictive
assumptions
on the behaviour
of both
complex pseudo-functions f
and H near zero and at
infinity.
The reader
is for instance referred to Bleistein & Handelsman
(1975)
and
Wong (1989)
for an
approach
based on
integration by parts
or the notion of the Mellin
transform,
to
Estrada & Kanwal
(1990, 1994)
for an
elegant
distributional
approach
and to Sellier
(1994,
theorem
3)
for an alternative method based on the
concept
of
integration
in
the finite
part
sense of Hadamard.
Observe that the choice of a new
pseudo-function Kh
such that
Kh(x,)
:
K[h(x), u]
allows us to write
rb
Ih()
=
fp f(x)Kh(x, x)
dx.
(1.7)
When both
pseudo-functions f(x)
and
Kh(x,
u) satisfy specific assumptions,
it seems
possible
to treat this last form of
Ih(A) by applying
the results of Sellier
(1994,
theorem
1).
It is
clearly
essential to relate the
asymptotic expansion
of
lh(A)
to the
particular
behaviour of h and K.
However,
the
properties
of the
pseudo-function
Kh (x, u)
are not so
easily
deduced from those of the function h and of the
pseudo-
function
K(x, u) despite
it is
clearly
essential to relate the
asymptotic expansion
of
Ih(A)
to the
specific
behaviours of h and of K. This
study
therefore deals with the
following general integral
b
I()
:=
fp f(x)K[h(x), Ax]
dx.
(1.8)
An
asymptotic expansion
of
I(A)
for
large
A is obtained when the
pseudo-functions
Proc. R. Soc. Lond. A
(1996)
2656 A. Sellier
Asymptotic expansion of
a
general integral
h, f
and K fulfil
adequate assumptions.
This
integral
is said to be
general
in the
sense that it includes the
following
usual cases:
b
I1(A)
=
fp g(x)H(Ax)dx,
for
f=g,
h=
1,
H(u)= K[1,u];
b
I2()
=
fp g[h(x)]H()x)
dx,
for f
1, K(x, u)
=
g(x)H(u);
b
13(A)= fPj f(x)K(x, x)
dx,
for h
=
x.
The
paper
is
organized
in the
following
manner. In
? 2,
useful mathematical tools
are
presented.
A
general
theorem for the
expansion
of
I(A)
is derived in
?
3. The cases
of a few ',
homogeneous'
kernels and also of a more
general
kernel are
investigated
in
?
4.
Many examples
are
included, indicating
the wide
range
of
applications
of the
results.
2. Mathematical
concepts
Before
stating
the basic theorem
yielding
the
asymptotic expansion
of
integral
I(A),
several useful mathematical tools and results are introduced. More
precisely,
the
basic
concept
of
integration
in the finite
part
of Hadamard is
presented by
definitions
9 and 10. This
concept
not
only
allows us to
give
a
sense,
for real value 0 < b <
+oo
and the
specific
and
complex pseudo-function f,
to the
integral
b
fp
f(x) dx,
but also
plays
a central role in
expanding
a class of
integrals
with
respect
to a
large
parameter
A
(see
Sellier
1994).
The other aim of this section is
mainly
to exhibit
sufficient
assumptions
for the real function h and
complex pseudo-functions
F and
g
which
yield
a
good
behaviour near zero
(on
the
right)
for the
complex pseudo-
function
f(x)
:=
F(x)g[h(x)]. Consequently, many symbols
are introduced in this
section to allow us to
present
a self-contained
study
and also to
clearly
define the
range
of
applications
of the main theorems established in
?
3 and
?
4. The
symbol
C
designates
the set of
complex
numbers and a is a real number.
Definition
1. A
complex pseudo-function f belongs
to the set
D+ (a, C)
if and
only
if there exist a
complex af,
real values r+ > 0 and s+ >
Re(af),
a
complex
function
F+ bounded in
[0, +],
a
positive integer
J+ and also a non-zero and
complex family
(f+) such that
f(x)
= -
x
-
alaf {
flogi
Ix-al}
+
x-als+F+(lx
-
al),
a.e. in
]a,a +rj+].
j=o
(2.1)
To each element
f
of
D+(a, C)
is associated the real
S+(f)
:=
Re(af).
Definition
2. For
any
real
r,
Dr
(a, C)
is the set of
complex pseudo-functions f
such that there exist real values r+ > 0 and s+ >
r,
a
complex
function
F+
bounded
in
[0, r+],
a
positive integer I+,
a
family
of
positive integers (J+(i))
and also two
Proc. R. Soc. Lond. A
(1996)
2657
complex families (t ),
(ft)
such that
I+ J+(i)
f(x)
-= fE
x
-
al'
logj
Ix
-
al
+
Ix
-
alS+F(Ix
-
al),
i=O j=O
a.e. in
]a,a+r/+],
(2.2)
Re(a0+)
<
Re(a+)
<
...
<
Re(ac+)
?
r,
V(i,j) f+= O
or
Vi
{O,...,I+}
then
(fj) 7 (0).
For
instance,
if
f E
D+(a,C)
and r <
S+(f)
then
fi
=
0 for each
(i,j).
If
V(i,j) fi+
4
0,
then
f
E D+(a,C)
with
S+(f)
R:=
a+)
<
Re( a+)
<
Re>
<
Re(a++)
< r. For e >
0,
the notation
A(e)- aijai logj
c
j,Re(ai )<r
means that there exist a
positive integer I,
a
family
of
positive integers (J(i))
and
two
complex
families
(ai), (aij)
such that
Re(ao)
<
Re(al)
<
...
<
Re(ar)
< r and
i J(i)
A(e)
-
aijeai
logi
e.
i=0
j=0
For r' <
r,
the notation
B(e)
-
aij
c
logj
e
j,r' Re(aij) (r
is also introduced.
Definition
3. For
kE
N
, (a, C)
is the set of
complex
functions f such that there
exists
r]+
> 0 with
f
admitting up
to order k continuous derivatives on
[a,
a +
r]+].
This definition means
that,
for 0
< i <
k,
f(i)(x)
exists for x
E]a,
a + r+
[
and that
the
complex
number
f(i)(a)
and
f(i) (a
+
r+) respectively designating
derivatives of
order i at a on the
right
and at a + r+ on the left exist. If k C N*,
the usual
Taylor
formula
applies
to
f
and ensures
(if f0
:=
f)
that the
following
useful relation holds
for t
E [a,
a +
r+]:
k-1
f(i)(a)
(t
-
a)k
f(t)
-
i-a)
+
(k 1)!
(1
U)k- fk)[a
+
(t -a)]
du.
(2.3)
i=o
Since it is continuous,
f(k)
is bounded on
compact [a,
a +
r+]. Consequently,
the last
term on the
right-hand
side of
(2.3) may
be rewritten as
Tk(t) -(t- a)kPk(t
-
a)
with
Pk
bounded on
[a,
a
+
T+7].
If k =
0, To(t)
:=
f(t)
-
f(a)
is also bounded on
[a,
a +
r+]. Hence,
for real r < k e N,
Ck
(a, C)
c D
(a, C).
Observe that, if
(f, g)
E D(a, C)
x D
(a, C)
and
(3, 7y)
E C2,
then
/f
+ yg
D+
(a, C)
too. The short
proposition
below
gives
conditions
regarding
the
complex
pseudo-functions f, g
which ensure that
fg
e D_ (a, C).
Proposition
4. Consider
(f,
g)
E
D+(a, C)
x
D+(a, C),
r a
given
real and r :
r
-
S(g), r2
= r
-
S+
(f).
If
f E Dl
(a,
C)
and
g
E D2
(a, C)
then
fg
E D+ (a,
C).
Proc. R. Soc. Lond. A
(1996)
A. Sellier 2658
Asymptotic expansion of
a
general integral
Proof.
Two cases arise.
Case 1: r
>
S+
(f) + S
(g).
In such
circumstances,
r1 >
S+
(f), r2
>
S+(g) and,
according
to definition
2,
it is
possible
to find real values r7 > 0, sl >
rl,
s2 > r2 and
complex
functions F+ and G+ bounded in
[0,
r1]
such
that,
for almost
any
x
E]a,
a+rl],
f(x)=
-
f +lx
-
al'+ logj Ix
-
al
+
Ix
-
al F(lx
-
-al),
j,S+ (f) Re(cRe+ ) rl
g()-
E
+x
-
al+ log Ix
-
al+Ix
-
alG+(x
-
al).
1,S+ (g)<Re(/+) r2
Hence,
the function
fg
admits for almost
any
x in
]a,
a
+ -r] the
decomposition
f(x)g(x)
=
f+i gk+l-x
- a
+KQ
log+l
I -
al
Q(lx
-
al)
j,l,Re(ca +/3)
r
with
Q(lx
-
al)
= >
f+g3lx
-
al
+:k logj+l
x - a
j,l,r<Re(ca +3+)?ri
+r2
+Ix
-
alS1+S2F+(jx
-
a)G+ (lx
-
al)
+
E
f/+jx
-
al
++s2
log
-
alGr+
(x
-
al)
j,S+ (f)?Re(at )?rl
+
E gk+l
-
a:++sl
logl
x-alFr+(x-al).
(2.4)
I,S+ (g)4Re(P+)4r2
Here,
s1 +
Re(/+)
>
ri
+
S+(g)
r, 2 +
Re(oa+)
>
r2 +
S+(f) =r
and
1
- s2
>
r1 +
s2
>
S+f(f) +
s2
> r.
Consequently,
it is
possible
to find s > r and P bounded
in
[0, r]
such that
Q(lx
-
al)
=
Ix- alP(x
-
al).
Case 2: r <
S+(f)
+
S+(g). According
to definition 1 there exist
r]
>
0,
v+ >
0,
w+ >
0, positive integers J+,
K+ and
complex
functions
F+, G+ bounded in
[0, r/]
such that
f(x)g(x)
=
Ix
-
alrP(x
-
a),
where the function
P(x
-
al)
:= Ix-
aa+(f)+s+(g)-r { fj+ logj
x-a+ Ix- al+
F+(Ix
-
a)}
j=0O
x {> g+
logk Ix-al + Ix-
al G+(Ix- )}
k=O
is bounded in
[0,
ri].
1
This derivation also shows
that,
if
f
E D+
(a, C)
and the
expansion
of
g
near x = a+
reduces to
g(x)
= x-
als2Gr
(Ix-
al),
s2 >
r2 :=
r-
S+(f),
then
fg
E D
(a,
C).
In
these circumstances
g
belongs
to D2
(a, C)
\
D+(a, C),
i.e. the real S+
(g) may
not
exist.
At this
stage
it is both convenient and
straightforward
to define the sets
D_ (a,
C)
and Dr
(a, C) by replacing
in the associated definitions 1 and 2
concerning D+ (a,
C)
and D
(a, C)
each
superscript + by superscript
-
and also the condition a.e. in
]a,
a + r+]
by
a.e. in
[a -ri, a[.
Note that for f E
D+(a, C)
n Dr
(a, C),
definition 2
Proc. R. Soc. Lond. A
(1996)
2659
may
introduce different behaviours
(see (2.2))
of the function
f
near
point
a and
respectively
for x > a and x <
a,
i.e. different sets
(I+,(J+(i)), (a+), (ft), +)
and
(I-,(J-(i)),((a ), (fi),7-).
For k c N the definition of
C'_(a,C)
is obvious
and
Ck(a, C)
is the set of
complex
functions
admitting up
to order k continuous
derivatives on an
open
set
containing
a
compact neighbourhood
of a. Of
course,
proposition
4 also
applies
to
f
E D_(a,
C)n
a
(a,
C),
g E
D_(a,
C)
n
DS () (a, C)
and then
fg
E
Dr(a, C).
Definition
5. For a
given
real value
r, (h, g) belongs
either to 17+
(a, C)
or
T+2
(a, C)
if and
only
if the
following properties
are fulfilled:
1. h is a real function such that there exist c c
R7y
E
RI_,
r > 0 and a function
ha
with
h(x)
- c =
(x
-
a)Vha(x), ha(x)
> 0 and
M
m~O
ha
(X)
=
E
am
log(x
-
a)
+
o(x -a)
in
]a,
a
+rl],
m=0
where M c N and aM
74 0.
2. For r' :=-
y-r,
if
h(x)
-c + (x-
a) (ha(x)
then
g
C D
(c,
C),
else if
h(x)
c -
(x
-
a)Yha(x)
then
g E Dr
(c,
C).
More
precisely,
there exist real values
r/
> 0
and s' > r',
a
positive integer I,
a
complex
function
Gr,
bounded in
[0, r],
a
family
of
positive integers (J(i)),
two
complex
families
(ai), (gij)
such that
Re(ao)
<
..
<
Re(oa)
< r' and in the
adequate neighbourhood
of c
I
J(i)
g(X) =
-
gij I
X -1cl log I
-cl
+ x
-
CGr(IX cl). (2.5)
i=0
j=0
3.
(h, g) belongs
to H+l
(a, C)
if the
following
assumptions
3.1 and 3.2 are true
3.1. The above
decomposition
(2.5)
reduces to
I
g(X)
= gi(X
-
c)'
+
IX
-
clGr,(X
-
c), (2.6)
i=-
with I :=
max(0, [r'])
if
[d]
designates
the
integer part
of real d.
3.2. For
any
i cE
{0,...,I}
such that
gi
74
0,
and
hi(x)
:=
[h(x)
-
c]
then
hi
E
Dr
(a, C)
and for almost
any
x
C]a,
a
+ ri]
Pi Qi(Pi)
[h(x)
-
c]'i
=
Apq (X
-
a)Ti logqi(x
-
a)
+
(x
-
a)SiA (x
-
a), (2.7)
pi=O qi=O
where
i
>
0, i-y
<
Re(Trp)
<
r,
si > r and the
complex function A" is bounded in
[0, r.i]
4.
(h,g)
E
H117(a, C)
when
decomposition
(2.6)
is not satisfied but
(2.5)
holds
with
S(g)
:=
Re(ao),Vi
E {0,... ,1}
then
(gij)
7
(0)
and moreover ha c C
(a,C)
with
p
:-
[r
-
7SC(g)]
+ 1.
Some
properties
stated in definition 5
require
a few remarks.
The case of a function h constant in a
neighbourhood
on the
right
of a is excluded
by assumption
1.
Proc. R. Soc. Lond. A
(1996)
2660 A. Sellier
Asymptotic
expansion
of
a
general integral
According
to the
assumptions
s' > r' :=
y-lr
and
M
ha
(x) =
am
log'(x
-
a)
+
o(x- a),
m=O
it is
possible
to find R > r and a function Hr bounded in a
neighbourhood
on the
right
of zero and such that
H(x) lh(x)
-
cls' C,(xh(x)
-
cl)
=
(x
-
a)RH (x
-
a). First,
observe that
limx_a+(x
-
a)8ha(x)
=
0 for 6 E
RI_.
Moreover,
if t :=
(s'
-
r')/2
> 0
and x
E]a,
a + r1]
then
H(x)
-
[(x
-
a)'ha(x)]S'Gr,[(x
-
a)ha(x)]
(x
-
a)y(r'+t)[(x
-
a)Ytha(z)S']Gr,[(x
-
a)'ha(z)].
The form near x
= a of ha shows that
(x
-
a)tha(x)S'
is bounded near a for
-yt > 0
and s'
E
R.
Consequently,
the choice of R :=
y(r'+t)
=
r+yt > r and of
Hr(x-a)
(x
-
a)tha(x)s
Gr,
[(x
-
a)Yha(x)]
is
approriate.
Expansion (2.6)
includes the case
g(X)
=
IX-
c
Gr',(X
-
cl) by choosing (gi)
(0),
i.e.
Sc(g)
> r'. In such
circumstances,
the
previous
remark ensures that
g[h(x)]
=
(x
-
a)RHr(x
-
a)
with R > r and Hr bounded in a
neighbourhood
on the
right
of
zero,
i.e. that
g
o h e
D+(a,
C).
This also
explains,why,
for
(h,
g)
E T11'2(a,
C),
decomposition (2.5)
is written with
Sc(g)
=
Re(ao)
<
...
<
Re(ac)
< r' under
the
assumption (gij)
7
(0),Vi
E
{0,...,
I}. In
fact, (h,g)
E
H+'2(a,
C) implies
that
r'
:=-y-r
>
Sc(g).
According
to definition 5 note
that,
for m C
{1, 2},
r' > r then
(h, g)
E ff+
'm(a, C)
implies
that
(h, g)E
I +'m(a, C).
For further
applications,
it is worth
exhibiting
a class of functions h
obeying
rela-
tions
(2.7)
for certain values of the
positive
integer
i.
Proposition
6. Consider
f
e
D+(a, C)
with
y
:
S+(f)
> 0 and r C
R,
L e N
such that r
>
L-y. If t r- -y(L-
1)
and
f
C D
(a,C)
then
fi E D(a,C)
for
integers
i
/
L.
Proof.
Under these
assumptions,
it is
possible
to find r1 > 0 such that for x C
]a,
a +
r], f(x)
=
(x
-
a)>g(x)
with
g(x)
=
B(x)
+
C(x)
where
B(x)
:=
1
anm(x
-
a)Tn logm(x
-
a),
m,O?Re(rn ) r--yL
Re(To)
=
0, (aom)
#
(0)
with
C(x)
:=
(x
-
a)vG(x
-
a)
with v > r
-
yL
and G
bounded in
[0, r].
Use of the well-known multinomial formula
(b
?+...b)
= S P ..
bPj
(2.8)
>
PI!'
...
pj
Pi
,...',pi
)pIO
pl+-...+pj=k
and of
assumption (aom)
4
(0)
shows that
Bk(x)
E
Dw(a, C)
n
D+(a, C)
for k e
N,
w E IR with
S+[Bk(x)]
= 0.
Now,
Newton binomial formula ensures that
gi(x)
=
/=O Cf[B(x)]i-[C(x)1l
with
C :=
i!/[l!(i
-
)!].
Since
S+[Bk(x)]
=
0 and
v
>
r -
yL,
one
clearly gets gi(x) E D+-
L
(a, C). Consequently
y > 0 and i >
L lead to
iy
+ r-
L^y
r and
thereby fi(x)
C D
(a, C).
?
For definition
5,
if S :=
{i,
0 < i < I and
gi 7
0} two cases
may
arise. If S is the
Proc. R. Soc. Lond. A
(1996)
2661
empty set,
then the above remarks show that
assumption
h(x) -
c
=- (x-a)-
E
am log(x -a)
+
o(x -)
m-=0O
is
adequate. Else,
if L :=
min(S),
then
Sc(g)
= L < r' =
y-lr,
i.e. r >
yL
with
y =
S+
(h- c)
and
proposition
6
applies
to
f
=
h - c.
Thus,
each function h such that
h-c E D
(a, C)n
D+(a,
C)
with t =-
r-S+(h-c)[S (g)-
1] satisfies
decompositions
(2.7). Among
these functions are the real functions h = c +
(x- a)>4(x),
where
0(a)
4
0,
and there exists a
positive integer
k such that k > r -
Sc(g)
> 0 and
0
Ck
(a, C).
Proposition
7. For a real value
r,
if
(h, g)
CE H1"
(a,
C)
or
(h, g)
E
11T2 (a, C)
and
w(x)
:=
g[h(x)]
then w E D
(a, C).
More
precisely,
there exist s > r,
s' > r' :=
y-r,
complex
families
(AZjq),
(Tp)
and
q
> 0 such that for almost
any
x
E]a,
a +
r1]
I
J(i) Pi Qij(Pi)
w(x)
=
E E E
giA
-pji
q(x
-
a)'i logi(x -a)
i=0
J=0pi=O qi=O
I
J(i)
+
gij(x
-
a)sRii(x)
+
h(x)
-
cl Gr,(lh(x) -c), (2.9)
i=0
j=0
where each
quantity keeps
the
meaning
introduced in definition
5,
the
complex
func-
tions Rii are bounded in an
adequate neighbourhood
of a and
Re(rpi)
< r.
Proof.
First recall that
according
to the second remark
concerning
definition
5,
the last term on the
right-hand
side of
(2.9) may
be rewritten as
H(x)
:=
h(x)-
cIs
Gr,(lh(x)
-
c)
=
(x
-
a)RHr(x
-
a)
with R > r and Hr bounded in a
neighbour-
hood on the
right
of zero.
Case 1. The case of
(h,g)
E
H+7l(a,C).
If
(gi)
=
(0),
then
w(x)
=
H(x)
C
Dr
(a, C).
If there exist 0 < i < I with
gi
=
0,
the combination of
decomposition
(2.6)
and
expansion (2.7) immediately yields
I
Pi Qi(Pi)
w(x)
-
H(x) -
E
5
gpiqi(x
-
a)'i log (x
-
a)
i=o
pi=O qi=0
I
+
gi(x
-
a)Si A(x
-
a). (2.10)
i=O
Thus,
equality (2.9)
holds with
J(i)
:=
0,Qio(pi)
:-
Qi(pi),
Aio
:=
qi
S I
piqi pi qi
min{si,
if i is such that
gi 0}, RiO(x)
:=
(x
-
a)i-sA(x
-
a).
Case 2. The case of
(h, g)
e 11
2(a, C).
Then
-y-r
>
S,(g)
and
Sc(g)
=
Re(cao)
<
.
<
Re(ac)
<
y-lr. First,
a useful lemma is recalled.
Lemma 8. For
complex
functions
f
and
g admitting
derivatives
up
to order inte-
ger
n
respectively
in V an
open neighbourhood
of x and W :=
f(V)
a
neighbourhood
of
f(x),
then
g
o
f
admits derivatives
up
to order n in V and
dn n!
dx~[g? f](x)- Z mi... mqTg(P)['f(x)] if(iix)
]
i
[f()mq
[godx[f(x) =
n ml!. . g [f(x)]
...
1j,
(2.11)
Proc. R. Sc. Lnd. A (1996) q
Faa,n
m
Proc. R. Soc. Lond. A
(1996)
2662 A. Sellier
Asymptotic
expansion
of
a
general integral
where the sum
ZFaa,n
means a sum over all families
(mi)iEl ..,q}
of
positive integers
such that
mi
+ 2m2 +... +
qmq
= n
andp
:=
ml +
m2
+. ..+
mq.
Such a result
(2.11)
is known as the Faa de Bruno formula. Note that if
f E
Cn(a,
C)
and
g
Cn
(f(a), C)
then this formula
(2.11)
also
applies
(by
continuity of
derivatives of the function
f
at
point
a on the
right)
at
point
a and ensures that
gofe C(a, C).
According
to
decomposition (2.5),
in a
neighbourhood
on the
right
of
point
a then
I
J(i) j
w(x) := g[h(x)] = gij
C
-l
(x)
+
H(x)
i=0
j=0
1=0
with functions
W/tj
defined
by
Wl
:=
(x
-
a)i log-l(x
-
a)Fi
[ha(x)]
if
Fli(X)
Xi
logl(X)
for X > 0. For each i E
{0,...,I},
if
ki
:= r
-
yrRe(ai)]
+
1,
then
ki
E N* and
ki
<
p
:= r -
yRe(ao)]
+ 1.
Thus,
the
assumption
ha E C (a, C) (see
definition
5, property 4)
ensures that ha Ci (a,
C)
and
previous
lemma 8
(since
Fl
+
(a,
C)deus
klemm
in ce
is smooth at
any
X > 0 and
ha(x)
>
0)
shows that Fi
[ha(X)]
C+i (a, C).
Use of the
Taylor expansion (2.3)
for this latter function leads to the form
ki -1
(x)
-
,
D(pi(
-
a))
(
i+pi logj-(x
-
a)
+
(x
-
a)"ii logj-(x
-
a)Pk,(x),
p=0
p'
(2.12)
where
Pk
(x) [( 1)!]
(1
l-) dyki [a
+
u(x
-
a)]
du
is bounded in a
neighbourhood
on the
right
of zero and the
complex
dPi
[FlF
o ha]
D-(pi)
'-=
dyPi (a)
are obtained
by applying
the Faa de Bruno formula
(2.11). Consequently,
if
q
:=
j-l,
I
J(i)ki-l i
.. q
(Pi)-
wx(x)
-
H(x) Z -Z
E ZEZ
i
j
q3--
(x
-
a p log(
-
i=0
j=0 pi=0 q=0
-a iki{
C]_yqlog"(x
-
a)Pk (x)}.
(2.13)
i=0
j=0 q=O
This
expansion agrees
with
(2.9)
if one chooses
Pi
:
ki-
1 =
[r
-
Re(ai)],
qi := q,
Qij(pi)
=
tP
'= yj +P
Apiqi
:=
CfiQ
.iD_q
(pi)/pi!,
s
:=
min{y-Re(oai)+ki}
>
r and
Rij(x)
:=
Cj(x
-
a)"i+k logq(x
- a)Pk,(x
-
a).
q=0
Observe that the
leading
term
arising
on the
right-hand
side of
(2.13) (obtained by
setting
i =
pi
=
0)
is
J(0)
j
T
(x)
=
goj CqqDjq(0)(x
-
(a)7?
logq(x -
a).
j=0 q=O
Proc. R. Soc. Lond. A
(1996)
2663
The definition of
D>_q(O)
leads to
J(O)
j
T,(x)
=
ha(x)?(x
-
a) gOjE
C
q
loJ-q
[h,(a)]
log(x-
a)},
j=0 q=0
i.e. to
Td(x)
=
ha(x)a?(x
-
a)7? [gojdJ(x
-
a)j
j=o
if
d(x- a)
:=
log[ha(a)(x
-
a)7].
Because
(goj)
5 (0),
it is
easy
to
prove
that
T
(x)
is not the zero function in a
neighbourhood
on the
right
of a.
Consequently,
if
(h,g)
e
7r,2
(a, C)
then S+
(g
o
h)
-
Re(oao).
The reader
may easily
introduce the definitions of sets
H_'1 (a,
C),
H7'2
(a, C)
and
show that
(h,g)
c
H17'm(a,
C)
for m c
{1,2} implies
w(x)
:=
g[h(x)]
c DL
(a, C).
Definition
9. For r >
0,
the
complex
function h is of the second kind on the set
]0, r[
if and
only
if there exist a
complex
function
H,
a
family
of
positive integers
(M(n)),
and two
complex
families
(/3n)
and
(hr,)
such that
N
M(n)
Vc
]0, r[, h(c)=E E
hnmeO
logm(c)
+
H(e), (2.14)
n=O
m=K(n)
Re(/N)
<
Re(3Ni)
< ... <
Re(f1)
<
Re(3o)) 0,
(2.15)
limrH(e)
C and
hoo
00 for 0 = 0.
The above notation
Re(o/)
: 0
occurring
in
equation (2.14)
means that
complex
number
f0
is such that
Re(/o)
= 0.
Naturally
the associated coefficients
hom may
be
zero.
According
to Hadamard's
concept (see
Hadamard
1932;
Gel'fand & Shilov
1964;
Schwartz
1966)
the finite
part
in the Hadamard sense of the
quantity h(e),
noted
fp[h(e)],
is the
complex lim,o H(e).
Definition
10. A
complex
function f
belongs
to the set
P(]0, +oo[,
C)
if and
only
if
f E Llc(]0,+oo[, C)
and there exist
positive
reals
rbf
and
Af,
two functions
F0 C
L1([0, rf1], C)
and F' C
L1([Af, +oo[,
C),
two families of
positive integers
(J(i)), (K(1))
and
complex families
(a,),
(f
o), (y1)
and
(fk)
such that
I
J(i)
f(x)
--
f
f? xilogj
x +
F(x),
a.e. in
]O,r
f],
Re(aJ)
<
Re(ai_l)
< ... <
Re(al)
<
Re(ao)
:=
-1;
L K(l)
f(x) =
> 3
fi z-F
logkx
+
F(x),
a.e. in
[Af, +oo[,
1=0 k=O
Re(yL) <Re( )
<
R... <
Re(yi)
<
Re(yo)
1.
Moreover,
to each element
f
of
P(]O, +oo[, C)
is associated its
integral
in the finite
Proc. R. Soc. Lond. A
(1996)
2664 A. Sellier
Asymptotic expansion of
a
general integral
part
sense of Hadamard
fpr f(x)dx: =fp[/ f(x)dx]
(B
06 0??
=
f(x)
dx +
F?(x)
dx + F
(x)
dx
I J(i)
L K(1)
+
E fjpi
f
Po -
E EZ f1PLI (B),
(2.16)
i=o j=o
l=0 k=0
where
(8, B)
is
any pair
such that 0 <
6S rlf, Af
< B < +oo and also
log, tl(t)
(_i)j-kj!
kt
Pl(t)
= g () else
P=
(t)
:=
!(c
+
)+-k
log().
(2.17)
k1=0
For 0 < a <
c,
j
C N and a E
C,
use of the
equality
c
xa
logi
x dx =
P~ (c) - P
(a),
Ja
where the functions P, are
given by
above definition
(2.17),
indeed ensures that the
function
hf
defined
by
hf (e) f(x)
dx
e
is of the second kind as soon as
f
c
P(]0, +oo[, C).
Relation
(2.16)
offers no difficulties
and the
proof
is left to the reader.
By
the
way,
if f C
Lloc(R, C)
then
fPj f(x)
dx
Jo
reduces to the
Lebesgue integration
j
f(x)
dx.
Jo
For 0 < b < +oo,
P(]0,
b[,
C)
is the set of
complex
functions
f
such that if
F(x)
He(b
-
x)f(x)
where He
designates
the Heaviside function then F
E P(]0, +oo[, C).
For
instance, (Dr
(0,
C)
n
LLc(]0, b[,
C))
c
P(]0,
b[,
C)
for 0 < b < +oo and r > -1.
The two
equalities,
lim
f(z)
=
aijx
i
logx,
lim
f(x)=
-
anm[X- ] log' x,
x?0 x-->+oo +
j,Re(cai )?r m,Re(yn)
r
(2.18)
mean that there exist a real s >
r,
a
complex
function
Fr
bounded in a
neighbourhood
respectively
on the
right
of zero and on the left of
infinity
in which
f(x)
-= aixi
logi
x +
xsFr(x)
j,Re(ai)<r
or
f(x) =
5
anm[x-1 ] log
x
+
x-Fr(x).
m,Re(y, )
r
Proc. R. Soc. Lond. A
(1996)
2665
Finally
for real values r1 and
r2, 2(]0, b[, C)
is the set of
complex
functions such
that
lim
f(x)=
aijx'
logi
x-+O
j,Re(ai )< ri
and if 0 < b < +oo, f e
Llc(]0, b],
C);
else f
c
L
oc(]0, b[, C)
and also
lim
f(x)
-
anm[x-1]Y
log"x.
X >+O-
I?:
m,Re(y, ),
r2
Note that ?
(]0, b[,C)
C D1
(0,
C).
For detailed
explanations regarding
the use of the
concept
of Hadamard's finite
part
in
obtaining asymptotic expansion
of a class of
integrals
the reader is referred
to Sellier
(1994).
3. A
general
theorem
This section
presents,
for 0 < b <
+oo,
the
asymptotic expansion
of
b
I(A) := fp f(x)K[h(x), Xx] dx,
(3.1)
Jo
with
respect
to the
large
real
parameter
A when
(f, h, K) belongs
to a
specific
set
defined below.
Definition
11. For real values 0 < b <
+oo, rl
and r2 the
triplet (f, h, K) belongs
to the set l2
(]0,
b[, C)
if and
only
if the
following properties
are satisfied
by
the real
function h and
complex pseudo-functions f
and
K(x, u)
for A
large enough
1.
f E
D+(O,
C)
with
So(f)
:-
S+(f)
and if
gA(x) :=
f(x)K[h(x), x]
then
gx
E
P(]0, b[,
C)
for A
large enough.
2. If E :=
h(]0,
b[)
then there exist a
positive integer N,
a
complex family (yn)
with
Re(yo)
<
...
<
Re(TyN)
:=
r2,
families of
positive integers (M(n))
and of
complex
pseudo-functions
(Knm(X)),
a real
s2 >
r2,
a
complex
function
Vr,(X,u),
a real
B >
0 and a real r1 > 0 such that for
any (X, u)
c E x
[ri,
+oo[
(a)
N
M(n)
K(X, u)
-
=
Knm(X)u-In logT u
+ U-t2
Vr2
(X, u), (3.2)
n=O m=O
(b)
f/ f(X)X-2
V
h(x), Ax]
dx
<
B <
+oo,
(3.3)
(c)
Vn E
{O,..., N},Vm E
{O,..., M(n)}
if
gnm(x)
:
f(x)Knm[h(x)]
then
gnm e
Llo(]O,b],C)
and for
tn
:
max[r
-
So(f),Re(y)
- 1
-
So(f)]
then
(h, K,n)
E
(H+ l(0, C)
U H+
2(0, C))
with relation
h(x)-
c =+
xzho(x) (see
definition
5).
Moreover,
there exist a
positive integer I,
a
complex family (ca)
with
Re(ao)
<
...
<
Re(al)
=
tl
:=
y-l[r
-
So(f)],
a
family
of
positive integers (J(i))
and a
complex
family (K7m)
such that Vn C
{O,..., N},Vm
E
{O,...,
M(n)} decomposition (2.5)
Proc. R. Soc. Lond. A
(1996)
A. Sellier 2666
Asymptotic
expansion
of
a
general integral
on the
appropriate neighbourhood
of c for
Knm
takes the
following
form
I J(i)
Knm(X)= ELKrnIX
-
cI log
IX
-
Cl
+
IX
-
clt Vnm(IX
-
C), (3.4)
i=0
j=o
with t' > t1 and the
complex
functions
Vnm
bounded in a
neighbourhood
on the
right
of zero.
3. There exist real values A >
r1 >
0,
B >
0,
a
family
of
complex pseudo-functions
(aij(u)),
a
complex
function
Ht
(x, u)
such that
(a)
for u > 0
I J(i)
K(x,u)
-
aj
(u)lX
-
cli logj IX
-
cl
+
IX
-
cltHt (X
-
c,u) (3.5)
i=0
j=0
in an
adequate neighbourhood
of
c,
i.e. on the
right
or on the left if
respectively
h(x)
- c =
xYho(x)
or
h(x)
- c =
-xZho(x)
near
zero;
(b)
A/A
A/ f(x)Jh(x)
-
clt Ht,
[h(x)
- c, Ax] dx =
o[A-(+l)]; (3.6)
(c)
if
(a'j)
=
(0)
then we set S =
y-1[r -So(f)].
When
(a'j) (0)
it is understood
that there exists
j E {0,... ,
I()}
such that
a?j
-
0 and this time S =
Re(aco)
<
Y-l[r
-
So(f)]
with the new
assumption: f
E
D;
1-s(0, C);
(d)
Vi
E {0,...,I}, Vj
e
{0,..., J(i)), aij E D+(O,C)
with
So(aij) = S+(aij)
>
-rl
-
1 and also aij E R'
(]0, +-o[, C)
where R :=
max[-1
-
r,
-1
-
-S
-
So(f)]
and R' :=
max(ri
+ 1,
r2).
It is understood that
lim a (u) =
Z
AuJ
u1
logq
u
u--*
pq
q,Re(/3p) :R
and that there exists a
complex
function
Oij
bounded in the
neighbourhood
of
infinity
[A, +oo[
in which
N
M(n)
ai(u)
-=
K
mun
logTm + U-2
Oij (u). (3.7)
n=O m=0
4. The
complex
function
wt',
2
defined
by
N M(n)
u-
2wtl 2X
-
C,
U]
:=
Ht (X
-
, u)
-
1 >
Vnm
(IX
-
c
)u- logm
u
n=0 m=0
is bounded for
(X, u)
c
h([0, r]7)
x
[A, +oo[.
Assumption 2(d)
means that there exist a real t > r -
yS
and a
complex
function
F bounded in a
neighbourhood
on the
right
of zero in which
L K(1)
f(x)
=
E E fix8
logk
x +
xtF(x), (3.8)
1=0 k=0
with
Re(6o)
<
...
<
Re(SL)
<
ri- yS.
Observe that r1-
yS
>
So(f).
For
given
Proc. R. Soc. Lond. A
(1996)
2667
(i, j)
observe that
according
to
expansion (3.9)
if
a3i
= 0 then
(K
)
=
(0)
and
(K}j)
=
(0) implies
that
aij
0O.
According
to the above
definition,
the next basic theorem holds.
Theorem 12. For real values r and 0 < b < +oo, if there exist
rl
> r
-
1 and
r2
> r such that
(f, h, K)
c
r2
(]0,
b[,
C)
then the
integral
I(A)
admits the
following
expansion
with
respect
to the
large
and real
parameter
A
b
I(A) fp f(x)K[h(x), Ax]
dx
: Sf
ce fp
f(x)Knmn[h(X)]x-*-
logr-e(x)
dx AX-
loge
A
m,Re(y/n)<r
e=O O
1,k,i,j,pi,qi qi +-k
I_
k
p iqi
E
Cqi+k(v
)
Re(-rpi
+6S)?r-1L v=O
x
{fp ai3(u)u +6l logi+k-v(u)
du
Q(P)
i
j
-
I
pq Q
log +qi+k+q-v A
{p;P=p-ri
--l}
q 1
+
qi +
k q
-
M/(n)
+ q, I
- ..log'
-v A
{n;y,n=rTp
+
5+1}
= m
O
xA-(
+6 +l)
log
A
+o(Ar),
(3.9)
where the
meaning
of each
quantity
is
given
by proposition
7 or definition
11,
the
notation
,k,i,j,pi,qi
E
Re(rPi +Sj)
r-1
is
explained below and
{p;p=t} A(p)
means
A(t)
if there exists a
positive integer p
such that
p
=
t,
else it
equals zero.
For real values
t,
t2,
E
> 0 and two functions
A(,k, i,j,pi,qi)
and
B(l,qi)
the
complex
l,k,i,j,p
,qi
St) (c)-
E n(1 k, i,
j p, qi)
c
+61
logB(tqi)c
Re(7pi.
+t61 )
t2
is the sum of terms of
L
K(1) I
J(i) Pi Qij (pi)
S
55>3E 35E >3EE logB(t,i)
c
S--X~~~ C A(, k,i,
j,
pi, i}j)Pi +lo
gB(
qi"e
1=0 kF=0 i=0
j=0 pi=0 qi=0
which
satisfy
Re(ri,
+
61)
<
t2.
Naturally,
if
Re(rp
+
S1)
>
t2
for
any (i,pi, l)
then
Proc. R. Soc. Lond. A
(1996)
2668 A. Sellier
Asymptotic expansion of
a
general integral
St
(e)
=
0. Morover for t1 < t2,
1,kijjpi ,
qi
A(l,
k,
i,
ij, pi, qi)eT+ logB(lq
e :=
St2
(e)
-St (e).
tl <
Re(-pi +61)
t2
Note that
expansion (3.9)
involves coefficients of the
sequence
A8
logk
A which are
integrals
in the finite
part
sense of Hadamard even if
quantity I(A)
reduces to a
Lebesgue integration.
Proof.
Assume that
(f, h,K)c
L
C (]0, b[, C)
and also that each notation intro-
duced in definition 11
keeps
its
meaning.
A new
complex pseudo-function K(x, u)
is
defined as
K(x,u)
:=
f(x)K[h(x),u]
for x
c]0,b[
and u E
R_.
Under the
assump-
tions
bearing
on the real function h and on the
complex pseudo-functions f
and
K(x, u)
then
g (x)K(x, Ax)
E
P(]0, b[, C)
for A
large enough
so that
I(A)
exists and
the
following properties
are fulfilled.
1. Since if x
E]O,b[
then X :=
h(x)
C
E, expansion (3.2) yields
for
(x,u)
E
]O, b[x]r, +oo[
(a)
N
M(n)
K(x,u)
=
K
n K
m(X)U-n
logM u
+ U-2
G2
(X, u),
(3.10)
n=O m=O
with
Knrm(X)
= f ()Knm[h(x)]
=
gnm(x)
c
Llo(]0O,b],C)
and also G2(x,u)
:
f(x)Vr
[h(x), u]. Hence, inequality (3.3) may
be rewritten as
(b)
bx-~ Gr(x, Ax)dx
< B < +oo. (3.11)
(c)
Vn C
{0,...,N},
Vm E {0,...,
M(n)}
the fact that
(h,Knm) belongs
to
1~
-s0(f)l(0, C)
U H+1
S(f)'2(0, C)
authorizes us to
apply proposition
7. Conse-
quently, Knm[h(x)]
E D
-SO(f)(,
C)
with the
following expansion
on the
right
of
zero:
I J(i) P.i Qij(Pi)
Knm[h(x)]=
E K
m
rn{ZE
X
EP3
logqi
x
+ +xsRi3
(x)}
i=:
jO pi=O qi=O
+ [x ho (x)] t Vnm [x(ho
()] , (3.12)
where the
positive integers Pi,
Qij(pi),
the
complex
families
(A/iq), (rpi)
such that
Re(rp.)
<
ri
-
So(f),
the
complex
functions
RZi
bounded on the
right
of zero and
the real s > r -
So(f)
have
previously
been defined. Recall that t' >
ti
:=
-
-[r
-
So(f)].
After
observing
that both real s and functions
Ri
do not
depend
on
(n,
m)
two cases are considered.
If
(Km)
-
(0) (i.e.
V
(i,j, n, m)Knm= 0),
then on
the
right
of zero
Knm(x)
'
f(x)Knm [h(x)]
= Xt
f(x)ho(X)tI Vn [xho(x)]
-
Xrl+P(x),
where t :=
[-yt
-
rl
+
So(f)]/2
> 0 and the function
P(t)
:=
[xt-S(f)f(x)]ho(x)t'Vnm[xvho(x)]
turns out to be bounded on the
right
of zero.
Proc. R. Soc. Lond. A
(1996)
2669
If
(Km,,) y (0)
then
(aij)
7
(0),S
=
Re(ao)
<
7y-[rl
-
So(f)]
and also
(see
proposition 7) Re(T?)
=
yS.
Moreover,
the combination of
decomposition (3.8)
for
the function
f
and
equality (3.12) yields
the
following expansion
near zero on the
right
1,k,i,j,pi ,qi
Knim(X)
=
Knf qxTi+6? loggi+k
x
+
Xs1Lnm(z), (3.13)
Tm()
+
Tm(x)
with
l,k,i,j,pi qi
Tnm(x) =
K
nfApiqi xi log-i+k x (3.14)
r
<Re(ri +61)<2ri -So(f)--yS
and also
I J(i) Pi Qi(pi)
Tm
(x)
t=
xF
x)
E
E
E iqi
i i
i=O
j=O pi=O qi=O
I J(i)
(3.15)
Tnm(X) >=
EE
Knmxsf(x)Rij
();
i=o j=o
rTn" R(X)
-
:
f(Xz)ho(x) tVnm [XYho(x)]-
where t > r -
yS
and
(see proposition
7 and definition of
S) Re(pi)
-
yS.
For x
given,
observe that
Tnm(x),Tnm(x)
and
T'jm(x) depend linearly
on
way
of
family (KnJm).
Therefore it is
possible
to define three
operators T[x, (FPi)], T'[x,
(Fij)]
and T"
[x,(FPi)]
which are linear with
respect
to the
complex family (Fi),
i c
{0, ..., I, j
c
{0,...,
J(i)}
and
satisfy
T[x,
(Knm)]
Tnm- (),
T'[x,
(Km)]= T_m(x), T"[x,
(Km)]
=
Tim(x). (3.16)
Note that w > r1
-So(f)
ensures x
f(x)
=
xwV(x)
with w' >
rl
and V bounded on
the
right
of zero.
Moreover,
t +
Re(rp. )
>
ri -yS
+ yS
=
r so that
Tnm
(x)
=
xt
V'(x)
with t' > r and V' bounded near zero.
Thus,
it is
legitimate
to set
Tnm (x)+T m
(x)+
Tn
m(x)
+ T'
(x)
=
xslLnmr()
with si >
rl
and
Lnm
bounded on the
right
of zero.
Hence,
in
any case,
Knm
c D
t
(0,
C).
These sa
arguments
also show that
Knm E
D
+SO(f)(0,
C)
for
t,:-max[r
-
So(f),Re(yn)-1- So(f)].
According
to the
assumption
gnm = Knm C
Ll (], b], C) with
O < b <
+oo,
it follows that
K,n E SRe(n)
(]O,b[,C)
if
vn :-
max[rl,Re(yn)
-
1].
This
justifies
the existence of each
integral
b
fp f(x)Knm [h(x)]x-n log"- (x)dx
Jo
on the
right-hand
side of result
(3.9).
Proc. R. Soc. Lond. A
(1996)
A. Sellier 2670
Asymptotic expansion of
a
general integral
2.
Application
of
decomposition (3.5)
makes it
possible
to write for u > 0 and
0<x<W< b
(a)
1,k,i,jpip,qi
K(x,
u)=
-
1
aij(u)flApqxT;i+I logqi+k
+
xs1Hlt1
(x, u), (3.17)
Re(r+i +Sl )rl
with
K(x, u)
-
x8l7-tl (x, u)
-
0 if
(aij)
=
(0),
else f e
D+~-s(0, C)
with this time
xs1 7tl (x, u)
=
S(x, u)
+
S'(x, u)
+
S"(x, u)
+
S"'(x, u)
where
l,k,i,j,pi,qi
S(x, u) :=-
"a ( iApi ixi+
logq
+/ a3U)flkij
qi
rl
<Re(rpi
+6
)<2r -So(f)-{yS
T[x,
(hiJ(u))] (3.18)
and also
I J(i) Pi Qi(pi)
S'(x, u) xtF(x)
3 3 3
aij(u)A
i
qx
i
logq
ix
= T'[x,
(ai(u))],
(3.19)
i=O
j=O pi=O qi=O
I
J(i)
S"(x,
u)
=-
E ai (u)xxf(x)RiJ(x)
=
T"[x,
(aij(u))],
(3.20)
i=o j=o
S"'(x,
u)
=
f(x)lh(x)
-
clt
Ht[h(x)
-
c,
u]. (3.21)
(b)
rA/A
A/ xs1lHt
(x,
Ax)
dx =
o[A(r+l)].
(3.22)
Proof.
As a result of
assumption (3.6)
and of the above definition of
S"'(x,
u)
A/X AA/A
S"'(x, Ax) dx= f(x)lh(x)-cltiHt [h(x)-c, Ax]
dx
= o[A-(r+l)]. (3.23)
Jo Jo
Moreover, (3.20)
leads to
jA/A
I
J(i)
0
S" (x,
Ax)
dx
=
E
i
(IiA)
i=0
j=0
with
complex
AA/A
ij (A):-
ai
(Ax) f (x)xsR{i (x)
dx
Jo
and s > ri
-
So(f).
For t
: [s -
rl
+
So(f)]/2
>
0, aij(Ax)f(x)xsRi(x)
-
xrl+taij(Ax)f(x)Fij(x)
where
Fij(x)
:=
xt-S(f)f(x)Rii(x)
is bounded on the
right
of zero. The
change
of variable u = Ax
yields
A/A
Iij
(A)
aij
(Ax)f)R (x ) (x)
dx
= rl
+taiJ(u)Fij(au/A)du
A-(rl+l+t)
(3.24)
Proc. R. Soc. Lond. A
(1996)
2671
Because
So(ai3)
>
-1- r1 and
Fij
is bounded near zero the last
integration
exists
and is bounded for
large enough
A.
Finally,
t > 0 ensures that
Iij(A)
=
o[A-(rl+)]
and
thereby
that
A/A
I/f
S"(x,
Ax)
dx
o[A-(r+l)].
Jo
If m C N and
f
C C with
Re(/)
>
ri,
the choice of
Rij(x)
= 1 or Ri
(x)
=
F(x),
f(x)
'=
logm(x)
with
So(f)
-
0 shows that
A/A
Jo,m(A)
:=
' aiA (x)x3 log
xdx
= o[A-(l+l)]
and
AA/X
JO3,m(X) -=
ai(Xz)F(x)x3 logx z
dx =
o[X-(r+1)].
As a finite sum of such
integrals
J3,m(A)
or J'
,(A)
the contributions
A/A A/A
A/
]
S(xr,
x)dx
and
S'(x, Ax)
dx
Jo Jo
are also
equal
to
o[A-(~l+l)].
Thus,
relation
(3.24)
is
proved.
(c)
If
(aij)
-
(0)
then the second sum on the
right-hand
side of
(3.9)
is zero.
Else for this sum
So(f)
+ yS
<
Re(Tr
+
61)
< r - 1 <
r and the
assumption
aij E rll -So(f)
(]0, +oo[
C)
ensures
that
fp aij
(u)uTi
+61
logqi+k-~
(u)
du
Jo
is
meaningful.
3. The
complex
function
Ws,^s2
defined
by
N
M(rn)
lt, [x, u] =
E
3
L,nm
()U-I log u
+
U-S2Ws1,s2 (x, U)
n=O m=O
is bounded for
(x,
u)
C
[0, r]
x
[A,
+oo[.
Proof.
As a result of
expansion (3.7)
for each function
hi3
for u
> A and of the
linearity
with
respect
to
(Fi )
of
operators T[x, (FiJ)], T'[x, (FiJ)]
and
T"[x, (Fi)],
one obtains for
(x,
u)
E
[0, r]
x
[A, +oo[
xS"'lt [x,
u]
= T[x,
(ai
(u))]
+ T'[x,
(aij(u))]
+ T"[x,
(aiJ(u))]
+xt(
f
(x)ho(x)to
Ht1
[h(x)
-
c, u]
N M(n)
=Z
S
([T
+
T'
+
T"] [x,
(K/nm)1])
-} n logm
U
n=O m-0
+u-2
{[T
+ T' +
T"]
[x, (Oi
(u))]}
+ xyt
f(x)ho(x)t
N M(n)
x{S
5
m Vnm[xyho(x)]u-
logm
u
+ -2wt,
[h(x)
-
c, u]}.
n=O m=0
Proc. R. Soc. Lond. A
(1996)
2672
A. Sellier
Asymptotic
expansion
of
a
general integral
Use of
property
4 of definition 11 allows us to write for
(x, u)
E [0, r1]
x
[A, +oo[
xSlHttl [h(x)
- c,
u]
N
M(n)
= S
{TT[T
+ T' +
T"][x, (KnKj)]
+
x-t
f(x)ho(X)tiVn,,m[[
ho(x)]}u-Yn
logm
u
n=O m=0
+u-s{[T + T' +
T"][x,
(Oj
(u))]
+ xyt
f (x)ho(x)twt,2[h(x)
-
c,
u]}
Each factor associated to u-Tn
logm
u turns out to be
xSlLnm(x) (see (3.13), (3.14),
(3.15)). Inspection
of the definitions of
T[x,
(Oij(u))], T'[x,
(Oij(u))], T"[x,
(Oij(u))]
with the
assumption
Oij
bounded for u > A ensures that
[T + T' +
T"] [x, (Oi (u))]
= xs1
R(x,
u)
with
R(x,
u)
bounded for
(x, u)
c
[0, r71
x
[A, +oo[. Moreover,
one
gets
xv~;
ho(x)"; f(x)
=
x1G(x)
with G bounded for x E
[0, r7]. Consequently,
the
complex
function
Ws,S2
satisfies
Ws1,s2 (x, ) = R(x, u) +
G(x)wt,s [h(x)
-
c, u]
and is bounded for
(x,
u)
E
[0,
r7]
x
[A, +oo[.
Gathering
all the
properties
satisfied
by pseudo-function K(x,
u),
it
appears
that
K c rF2
(]0, b[,
C)
where this set is defined in Sellier
(1994). Application
of theorem 1
of this latter
paper
allows us to
expand
b
I(A)
-
fp K(x, Ax)
dx
Jo
and thereafter ensures the stated result.
A
As outlined
right
after definition 5 the case of a function h which is constant in
a
neighbourhood
on the
right
of zero is not taken into account
by
definition 11 and
previous
theorem 12. Assume that
(f, h, K) obeys
the next modified
properties
of
definition 11:
1.
Property
1 is
unchanged.
2.
Properties
2a and 2b are
unchanged
with this time
Vr2(c,u)
bounded near
infinity, property
2c
replaced by: gnm(x)
:=
f()Knm[h(x)]
c
Loc(],
b],
C), h(x)
= c
for x E
[0, r/]
where rT remains the real number introduced
by properties
2a and 2b
and
(3.5)
is
replaced by Knm[c]
=
Knm[c],
i.e. i
=
0
-
J(0),
ao
=
0, Kno =
Knm[c]
and also Vnm = 0. Note that these features
agree
with
expansion (2.7)
introduced in
definition 5 if
p-
Qo(0)
- 0,
A
= 1, A?
-
0.
3.
Expansion (3.6)
and
assumption (3.7)
hold with
a?(u)
=
K[c, u]
and
Ht =
0.
Finally,
one assumes that
lim
K[c, u]
=
ApqUpP
logq
u
q,Re(3p)
R
and
(3.9)
is deduced
by applying (3.3)
for X
=
c. Thus
Oo(u)
= V2(c, u),
which is
bounded in a
neighbourhood
of
infinity.
4.
Naturally property
4 is true with
Wt,2
= 0.
Proc. R. Soc. Lond. A
(1996)
2673
Under this set of
assumptions,
one
gets
for r <
max[rl
+
1, r2]
the
following
asymptotic expansion:
b
I(A)= f x)
)K[h(x),
Ax]dx
C
fP f(x)Knrnm[h(x)]x-r logn-e(x)
dx AX-n
log-
A
m,Re(-y)')
<r e-
O
k
rE
+
CkS1) fk1
f
P K[c,u]
u6
logk (u)
du
k,Re(el)r-1
v=0 0
Q(P)
0gl?+k+q-v
{p;/p=--j-l}- q=O
+M
(n)
K
+ r- A}A.Kv ?r)
I 1+
?
K
m[c]
log
+k+m -v
h -
(61
+)
log
+ o(A-).
{n;y-=Sz-+l} m=-0
(3.25)
It is indeed
possible
to write
I(A)
=
11(A)
+
12(A),
where
1(A)
-
fp f(x)K[c, Ax]
dx;
I2(A)=
-
f(x)K[h(x),Ax]
dx.
(3.26)
Note
that,
if
rq >
b,
then one sets
12(A)
=
0,
else
properties
2a and 2b ensure that
N
M(n) b
2
(A) = E
E
/
f(x)Knm [h(x)](Ax)
-n
log [Ax]
dx +
O(A-s). (3.27)
n=O m-=O
To
conclude, application
of theorem 12 to
integral
I
(A)
with the above definitions
of
Vnm, Htla, ai,A iq leads to the
asymptotic expansion
of
I(A).
4.
Application
to a
large
class of
complex
kernels
At this
stage,
the
properties required by
definition 11
may appear strong
and
thereby
somewhat restrictive to the reader.
Nevertheless,
this section shows that
previous
results
apply
to a
large
class of
complex pseudo-functions K(x, u).
Not
only
the case of
',u
homogeneous'
kernel is included but also the case of other related
integrals. Finally, many examples
are
given
in order to illustrate the
expansions
that
have been derived above.
Definition
13. For a real value c and
(N,
I,
M)
C
N3,
EpN'I'M)
is the set of com-
plex
functions
L(x,y)
such that if
'CL(x,y)
:=
OkL/Oxk(x,y)
and
akL(x,y)
:
OkL/Oyk(x,y)
for k C N then
1. If
kmax
:=-
max(N + 1, I +
1),
then Vk C
{O ,
,
.kmax}, kL(1,
y)
exists and is
bounded in a
neighbourhood
of
y
= 0.
2. There exist A > 0 and
Uc
a
neighbourhood
of
point
c such that
02C+L(x,
y)
exists and is bounded for
(x,
y)
E
[0, A]
x
Uc.
3. Vi E
{0 ,... , I},
the functions
O0O1 L(u, c)
for 0 < m < M exist and are bounded
in a
neighbourhood
of u
-
0.
Proc. R. Soc. Lond. A
(1996)
A. Sellier 2674
Asymptotic
expansion
of
a
general integral
If the kernel L is
singular
at the
point (0, 0)
then the above
property
3 induces
that L cannot belong to 7F,IM) However,
for c
f
0 it is often
possible
to find
(N, I, M)
such that L e
CNIM)
Theorem 14. Consider 0 < b < +oo, f
C
D+(O,C) nLc(]0,b],C)
with
So(f)
S+
(f),
L(x,
y)
a
complex
and
'L homogeneous'
kernel
(see (1.2))
and h a real function
bounded in
[0, b]
with
h(O)
= c and
fulfilling property
1 of definition
5,
i.e. such that
there exist y
E
R1, r7
>
0, ho
with
h(x)-
c
=+
x'ho(x), ho(x)
>
0,
M
ho(x)=
a
log(x)
+ o(x)
in
]0,
71
m=O
with aM
7~ O.
For r >
0,
if
r, f,
h and L
satisfy
each of the
following properties:
1. for A
large enough, g(x)
:=
f(x)L[Ax,
h(x)]
E
P9(]0, b[,
C);
2. r >
max[-,,
1
+
So(f)]
and
lim_,o+
f(x)
=
Ek,Re(6,)<r-l
x1
logk (x);
3. if N
:=
ir
+D,
I :=
I:y-'(r-
-
So(f))l
and M :=
max([-l
-
So(f)
+
1, 0)
then L C
DN,I,);
4 Vi
{O,
.
.,
I},
[h(x)
-
c]i E Dr-1-So(f) (0, C)
with
(see decomposition (2.7))
Pi Qi(Pi)
[h(x)
-
c]i -
-
3 A
pi4i
x
logqi(x)
+
xsiAji(x) (4.1)
pi=O qi=O
for x
C]0, 17i], i-y
<
Re(rp)
< r-
1
-
So(f), si
> r-
1
-
So(f)
and
Ai
bounded;
then
b
I(X)
fp f(x)L[Ax, h(x)]
dx
Jo
L(0)
[fp
i
f(x)[h(x)]nx"
-
dx]
A-(n-)
n=O
l,k,i,pi,qi qi+k
C f P,.flok , Cqvi +k (- )v
+
f
f4E-
Zv
Re(Ti
+6l
),r-1
v=O
x
fP
j~ 02L(u,
c)
i
uT
+61
logqi+k-v
(u) du
_o
lD2L(O,
c)
logl+qi+k?-v A
i!j!
+
qi
+ k- v
cJi+j
L(1, O0)
logl+qi+k-v
A
} A_(Ti+,
+l)
lov AA
{;Jl-iI-+ +T+?k}
i!j! 1+ qi
+ k -v jl
{j;j-l--i+/l+~-}i
+61)
+o(A-).
(4.2)
Proof.
The derivation consists in
proving
that under the
proposed assumptions
on
r,
f, h and the kernel L then (f, h,
K)
C Lr
(]0, b[, C)
where
K(x, u)
=
L(u, x), ri
r-1 and
r2
: r.
Property
1 of definition II
naturally
holds. Each
remaining property
of this latter definition is
carefully
checked below.
Proc. R. Soc. Lond. A
(1996)
2675
Relation
K(x, u)
=
u'L(1, x/u)
combined with the definition of
integer
N and the
assumption bearing
on
AkL(1,
y)
for 0
-
k <
N+1 lead for
(X, u)
c
h(]0,
[)
x
[r, +oo[
to
K(X, u)
-
2L(l
X)Xn(n
)
+?-
(N+- )Vr2 (X, U) (4.3)
n=O
with
Vr
(X,
)
:= XN+
(N!)- (1
-
t)N 32N+L(, tX/u)
dt.
Thus
decomposition (3.2)
holds with
n
=
n- ,
M(n)
=
, s2
= N + 1 - > r
because N =
[r
+
+]
and also
Kn(X)
-
2
L(1,
O)Xn/n!.
Note that if r >
b,
the introduction of the function
F(x)
:=
H(b
-
x)f(x)
allows
us to write
rb rr1
I(A)
-
fp
f
(x)L[Ax, h(x)]
dx
= fp F(x)L[Ax, h'(x)]
dx
Jo Jo
if
h'(x)
=
h(x)
for 0 < x <
b,
else
h'(x)
=
cste > 0. In such a
case,
b = r and
inequality (3.3)
holds. If 7 b <
b,
h bounded in
[0, b]
ensures that
th(x)/(Ax)
-
0 as
A ->
+oo for
any (x, t)
c
[r], b]
x
[0, 1]. Consequently,
HA(x)
:=
(N!)-1
(I
-
t)N02N+lL[1,th(x)/(Xx)]dt
Jo
is bounded for A
large enough
and x c
[ri, b]. Moreover,
x-(N+l-~)[h(x)]n
turns out
to be bounded too on
[I, b].
Therafter and since f L
oc(]0,
b],
C)
there exists a real
B such that 0
< B < +oo and
rb t?b
jb
f(x)x-Vr2[h(x), Ax]dx j- f(x)x-
(N-
[h(x)]HA(x)
dx
4
B
<
+oo,
(4.4)
i.e.
inequality (3.3)
is satisfied.
Recall that h is bounded in
[0, b]
and f E
Lo(]0, b], C).
As a
consequence,
Vn c
{0,..., N}, g(x)
-
f(x)n L(1, 0)[h(x)]n/n! E Llo(]0, b], C). Moreover,
t
:= max[rl
-
So(f),
Re(yn)
-
1
-
So(f)] =
r-
-
So(f)
)
O.
For
tl :-= -lt,
0 and I :-
It1t]
>
0,
then in a
neighbourhood
of c
expansion
(3.4)
holds and
I
Kn(X)
=
^Kn(X
-
c)i
+
IX
-
Clt (X
-
c), (4.5)
i=-
with
t'
= I + 1 >
tl, ai
=
i,
J(i) =
0 and also the two different cases below:
(i)
if n < I then
Vn =
O, Kn
=
0 for n
< i < I and
Kn
=
02L(1, O)c-i/[i!(n
-
i)!]
for 0 < i < n.
(ii)
if n > I for 0 s<
i
<
I < n then
Kn
=
0L(1, O)cn-i/[i!(n
-
i)!]
and here
2 n-L(l, 0)(X
-
c)t: L
1
ix
-C)
-L()(Xn
-
c)i (i
-
t)'[c +
t(X
-
c)j"-'-
dt,
(4.6)
with t = I + 1 >
tl. Assumption
4 of theorem 14
guarantees
that
(h,Kn)
C
I11-~So
f
(o0 ,C).
Proc. R. Soc. Lond. A
(1996)
2676 A - Sellz'er
Asymptotic
expansion
of
a
general integral
When X
-
c,
formula
(2.3) yields
in a
neighbourhood
of c to an
expansion (3.5)
K(X
-
c +
-L(uc, H)
(X-c)
f
-
c[ H, (X- ,, (4.7)
i=o
with t = I + 1, ai(u)
-
02L(u, c)/i!
and also
X- cliHt,(X -c,u)
-
(I!)-(X
-
c) (1
-t)I+lL[u,
c + t(X
-
c)]dt.
Jo
For real A introduced
by property
2 of definition
13,
we consider
A/)
E
=
f (x) h(x)
- c
Ht, [h(x)
-
c, Ax]
dx
Jo
AA/A
=
:
f(x)xT('+)ho(x)'+SxA(x)
dx
(4.8)
Jo
if
S,(x)
=
(I!)-1
(1
t)02+1L[Ax,
c +
txho(x)]
dt.
For A
large enough
and
(x,t)
E [0,A/A]
x
[0,1]
then
txzho(x)
--
0 and since
2I+lL(x, y)
is bounded for
(x, y)
c
[0, A]
x Uc then
S\
is bounded too. Since
7(I+1)
>
r-
-
-SO(f)
then r' :=
[(I
+
1)
+ 1 +
So(f)
-
r]/3
> O and
D(x)
'=
f (x)x('y+l)ho(x)Sx(x)
=
xr-l+'71 [x7+S?(f) f(x)][xnho(x)]Sx(x).
As
limx_o+
x1'+So(f)f(x)
= 0
-
limx,o+
x'
ho(x)
and Sx
is bounded then there
exists C > 0 such
that,
for A
large,
El
/-
D(x)
dx
<
C
j xr'-l+ dx
=o[-]
o[A-('l+)],
(4.9)
i.e.
property (3.6)
is satisfied.
Here S
>
0,
r1
=
r -1
So(f)
and
r2 =r
>
0.
Thus,
R :=
max[-1
-
r, -1 -S- So(f)]
< -1
-
So()
and
R'
: max(ri
+
1,r2)
r. For a
given
i C {0,. , I},
O&L(u, c)
is bounded for u near zero so that
So(ai)
> 0
>
-1-r = -r.
If -1 -
So(f)
<
0,
then
ai(u)
=
u-~-s?(f)Fi(u)
with
Fi(u)
=
ul+so(f)ai(u)
bounded
near
zero;
else P :=
[-1
-
So(f)l
0,
M =
max(-l
-
So(f)]
+
1,0) =
P +1 > R
and near zero
ai(u)'C(
c
UP+1
Zl
a(u) =E y
U
L
)
+
f
(1
-
t)P0 +1L(tu,c)dt. (4.10) u
i!p!
i!P!
Jo
p=o
The above
expansion yields
coefficients
Ap
=
-
O4L(0, c)/[i!p!].
Since the new kernel
02L(x,y)
satisfies a ',
-
i
homogeneous' property: DOL(tx,ty)
-
t"-iOL(x,y)
for
t C R,
ai(u) may
be rewritten as
ai(u)
=
u-(i-)0dL(1, c/u)/i!.
This latter form is
convenient to
study
the behaviour of
ai
near
infinity.
One obtains
N
ai()
=
Du-^n +
-S20
(U),
(4.11)
n=0
with
Oi
bounded near
infinity, 7n
= n
-
, s2
= N + 1
-
u
>
r2=
r. More
precisely,
two cases occur:
Proc. R. Soc. Lond. A
(1996)
2677
(i)
if i N + ,
i-t
>
N+ 1-
=
s2.
Thus D -0 and
Oi(u)
=
u-(i--2) 0L(1, c/u)/i!
is indeed bounded near
infinity.
(ii)
if 0 < i <
N,
then J := N- i C N and formula
(2.3)
leads to
ai(u)
-
,
?)
i
+j
u--s20,() (4.12)
j=0
with
o(u)
-
(Ji!)-1cj+l (1
-
t)Ji +'(l(, tc/u)
dt
Jo
bounded near
infinity.
The
change
of index n = i +
j yields
N
aiu)
=
J
D u-7~ +
u-s0Oi(u)
n=O
with Dn
-
0 ifO 0
i
<
n;
else Dn =
02L(1, O)cn-i/ [i!(n- i)!]
for i < n. These results
show that Vn
c
{0,..., N},Vi
{0,...,I}
then D' = K.
(iii) Finally
the last
property
4 of definition 11 is considered. Here t = I + 1,
S2 =
N + 1
-
and also
X- clt
iHt,
[X - c, ] =(X
c)
j
( 02I+
, [
c
+
dt(X-c) dt
(4.13)
Two cases are discussed.
If I >
N,
then Vn
{0,
.
.., N},
I >
N
>
n and
Vn
= 0.
Hence,
the function
wt,S2
obeys
rl
Wt1,2(X -c, u)
=+
(I!)-
u(
-)
(1-
t)I
I+1L[1, (c
+
t(X
-
c))/u]
dt
Jo
and is bounded for
(X, u)
C
h([0, 7])
x
[A,
+oo[.
If I < N for J
:=
-
I - 1
0,
formula
(2.3) yields
J
X -
cltHt[X
-
c,u]
=
d(X
-
c)u-C('+
-) + -2X -
cllWts2
(X
-
U),
j=o
(4.14)
where the function
wt
,2
defined as
Wt2
,(X-c, u)=-!J!
I
(I -t)'[c+ t(X-c)]J
1
-T
c
+ t(X
-
c) )]dv dt
x (I
I-
v)JN+L[1 v(~)dv
dt
is bounded for
(X, u)
E
h([0, r])
x
[A,
+oo[
and
d3(X
-
c)
-
(I!j!)-11+l+L(1,
0)(X
-
c)tl (1
-t)[c
+
t(X-
c)]j
dt.
Proc. R. Soc. Lond. A
(1996)
Proc. R. Soc. Lond. A
(1996)
2678 A. Sellier
Asymptotic expansion of
a
general integral
With the new index n = I
+ 1 +
j, (4.14) may
be rewritten as
N
X-c
cl
Ht
[X
-
c, u]
=
W
W
(X
-
c)IX
-
clt
u-(n"-) +u-~2
IX-cltl
wtl,s,
(X-c,
u)
n=O
with
Wn(X
-
C)
= 0 =
V(X
-
C)
for 0 ? n <
I;
else
IX
- c
t,S2(X
-
C,')
= (X
-
-c)toL(1, 0)[!(n
-
-1)!]
x
(
-
t)'[c
+
t(X
-c)]--1
dt
o
=X-clt Vn(X
-
).
Consequently, property
4 is satisfied.
To
conclude, application
of theorem 12 to
b
I(A)
-
fp f(x)L[Ax, h(x)]
dx
Jo
ensures the stated
asymptotic expansion (4.2).
?
Example
1. For
q
E
N,
3 E
C,
0 < b < +oo and r >
max[1,
1
-
Re(P)]
then
1
logq(x)dx
,?--1
ox dx
fpi (1
+ x +
x)
=-
f
/p
[-1
-
xex]nX-(+n+l)
logq ()dx
A-(+)
X0
(1
+
xex +
Ax)
d
{j;j=--p+ (-l}
?fiiPC
Kj {fJOG
(U)i+uP
logqv (u)
du
p=O i=O v=O
(P
(?])
(-1)jji(i
+
j)! logl?q-v
A
+E(I-/3-
1) -7 (-l)i+j(i
+ j)! logl+q
-v
}
-(P-
0+l)
lgv
A
{jjE--} i!j! 1
+ q -
v
+o(A-r), (4.15)
where I :
[r
- 1 +
Re(/3)]
and for
complex z, E(z)
:= 0
except
if z
E
N
\ {0},
then
E(z)
:= 1.
Observe that
expansion (4.15)
contains
logarithmic
terms A"
logk
A if and
only
if
3 is a non-zero and
positive integer.
For a
given A,
the functions
Iix(x)
= 1
+ xex +
Ax and
g(X)
-
X-1 are smooth
respectively
near zero and near
Hx(O)
= 1.
Thus,
Faa de Bruno's formula
(2.11)
ensures that
goHA
admits derivatives at zero
up
to
any
order.
Consequently,
g
(x)
=
logq(x)[g
o
Hx](x) 7P(]0, b[, C)
and
b
1
(A)= fp 9g (x)
dx
exists.
Moreover,
theorem 14
applies
to
I1(A)
with
f(x)
= x-
logq(x), So(f)
-Re((), L(x,y)
-
(x+y)-1,
,
-
-1,
h(x)
-
1+xex,
c= 1 0,
y
==
,
N = r-
I = r
-
1 +
Re(/)],
M
max(-1 +
Re()]
+ 1,
0),
L
D(M), qi
-
0
-
Qi(pi),
T7;
=
i +and AO
i
i/pi! with Pi
= r - 1
+ Re(B)
-
il.
Proc. R. Soc. Lond. A
(1996)
2679
Example
2. If c C
IR*,
f E
C and r
max[l,
1 -
Re(3)]
then
fP x
(c
+ /
x +
Ax)
(-1)[c
+
/xnx-(3+n+l)
e-x
dx-
(n+l)
i=0
/
(1-0fP
-E(/V
o
(- i/){-
d1
(-E
1)i+3
(i
+
j)! (i+j+l)
-E(^- i/2 -0
1~
^c- ')
logA
ij!
{j;=--i/2+-l- -1}
-
+E(l
+ 1-
i/2 -)
,
(-1)it
-g (i/ 2+1-+1)
{j;j=-i/2-/3+1}
}
-
+o(AX-r), (4.16)
where I :=
2(r
-
1 +
Re(3)]j
and
e(i)
:= r
-
1 +
Re(/)
-
i/2].
This
integral
is in fact
split
into two terms
I1
e-~dxr e-~x dr
12(A) :=fp
xO(c + x + )
and
J(A):
x(c + +
(4.17)
, ^Jox^ci+
x+ +x)
/i3(c +v J
+
Ax)
For N :-= r-
1], expansion
of
J(A)
with
respect
to A is obtained
by expanding
the
function
[1
+
(c
+
V/x)/Ax]
-l. One
easily gets
[r-l] oo
J(A)
-=
[
(-1)[c
+ /]nx
(+n+l) e- dx
-
(n+l)
+
R(A)
(4.18)
where
00,
c
\/X+Jl
R(A)
-
A(N+2) (-1) N+I e-x
-(+N+I)
[c + -VXIN+
[1 + A dx
=
o(~-)),
since N
+ 2 > r. The
remaining integral I2(A)
is treated
by application
of theorem
14 with
f(x)
= x-/e-,
So(f)
-Re(R ),
L(x,y)
(x
+
y)-,
=
-1,
K
lim
f(x)
-
E(-l)ZxZ-0/l!
1=0
where K
:=
r
-
1 +
Re(3)]], h(x)
-
c +
V/x,
c
k
0, 7
=
1/2,
N
=-
r-
1,
-
[2(r-
l+Re(/))],
M = max(-l
+Re(/)] +
1,0), L E
DT)' '), qi =
0
=
Qi(Pi),
[h(x)
-
c] = i/2
This result allows one to deal also with
13(A)
:= e- log(c
+ /x +
Ax)
dx
Jo
for c > 0. Use of an
integration by parts
indeed
yields
0
e-xdx I x-
1/2
e-xdx
3(A)
-
log(c)
+ (^
+1 +
(c
+/ +
)
Proc. R. Soc. Lond. A
(1996)
2680 A. Sellier
Asymptotic
expansion
of
a
general integral
Use of theorem 14 allows us to answer the
question (see
the
introduction)
of
finding
the
expansion
of
rb
Jh() == fp
/
f(x)L[x, eh(x)]
dx
Jo
b
=
E-,fp f(x)L[e-1x, h(x)]
dx
Jo
when weak
assumptions
are assumed for
pseudo-functions f,
h and L. In usual
ap-
plications,
the
special
case
f(x)
=
x-
logq(x)g(x)
for
q
C
N,
3
c C and
g
and
h
admitting
derivatives
up
to a certain order near zero is often encountered. The
proposition
below
provides
the
expansion
of
Jh(c)
in such circumstances.
Proposition
15. Consider
q
E
N,
3
E
C,
0 < b <
+oo, L(x, y)
a
complex
and
'/
homogeneous' kernel, g
E
D+ (0,
C)
n
Lc
(]0, b], C)
with
So(g)
E
N and h a real and
bounded function on
[0, b]
withl
h(O)
= c and
fulfilling property
1
of definition 5 which
one introduces real y >
O.
For real value R such that R
>
max(0, 1-Re(3)+L+SSo(g))
and
1. for A
large enough, gx(x)
:- x-
logq(x)g(x)L[Ax, h(x)]
E
P(]0, b[, C);
2. if N :=
IRI,
I
:= IT-(R-
- 1 +
Re(/3)
-
So(g))
and M
:=
max(l-1
+
Re(,)
-
So(g)l
+
1,0)
then L c
)'
;
3. if K := R
- -
1 +
Re(3)]
and P := R
- -
1 +
Re(3)
-
So(g)
then
g
e
C4K+1(0,C)
and
h(x)
-
h(O)
=
x(x),
with q E
CP+1(0,R);
then
b
Nh() = fp
/
x-
log (x)g(x)L[x, eh(x)]
dx
Jo
n!
g
(x
l
)
hfp ,)\logq
(x)[hx)]
x-
-
dx ]c
n- 0
[R----l+Re(3)]
mr m-l
q
Cqg(l)() i
+
E E E E
(-)ql!
am-l-i
mr=So(g) I=:So(g)
i=O0 =O
x
fp
j
u)
m-,3
logq-v(u)
du
_
z ij
02L(O, c)
log+q-v(e-1)
{j;
n-1
i!j!
1 +
q-v
ec
2'+j
^
L(l,O0)logl +-(e-)
m-+l+l
logy e
'
:
L-
vi 1
+
q-
v
j ;i+j=
l
+
--/3+m}
+o(0R), (4.19)
where the coefficients ai are defined for 0
< i < I
by
[(x)
-
ah(xiap
+
o(xP-i), (4.20)
I-
x j
0p=o
and
[q(x)]?
= 1,
a
= po.
Proc. R. Soc. Lond. A
(1996)
2681
2682 A. Sellier
Proof. By setting f(x)
= x-o
logq(x)g(x), So(f)
-
Re(3)
+
So(g),
r = R -
u
application
of theorem 14 to
b
I(c)
'
fp f(x)L[6-lx, h(x)]
dx
Jo
leads to the
expansion (4.19).
The reader
may
check that the
assumptions bearing
on
f,
h and L
guarantee
the
equalities (4.20)
and all the
properties required
for
this theorem. Observe that each
expansion (4.20) may
be obtained
by using
Faa de
Bruno's formula for
b(x)
=
x-1[h(x)
-
h(0)].
Example
3. Consider 0 < b < +oo,
g
c
D+(0, C)
n
Llc(]0, b], C)
with
So(g)
E
N
and h a real
positive
and bounded function on
{0, b].
For real R
>
1/2
+
So(g),
K=
[R-1/2]
and P:=
-
R-1/2-So(g)]
if g C
+1(0, C)
and
h(x) -h(O) =xq(x)
with q
E
C
C+1(0, )
then
fb g(x) dx
FR]
)_lbobn
Io
gx)
= (1 [fp
g(x)ch(x) 2n!
x
)]nx-(n+1/2) dx
n
70
^x+eh{x) ^ ^wn=L
I
[R-1/2]j
m m-l
(-l)igl(O)bi r oo Udu
+ y" y" Ta-
(--) (O
)
a
+i/2
?
fii
2l [UtCmdU]l/mi
1 722
m=So(g) =So(g)
i=0
L
[+ h0)J
+o(R), (4.21)
where the real
ap obeys
definitions
(4.20)
and
bo
:=
1, bn
:= 1 x 3 x ... x
[1 +2(n -1)]
for n
> 1.
If
h(0) 0, application
of
proposition
15 with 3 =
q
= 0 and
L(x, y)= , =-1/2,
(-1)ibi
2L(u,
c)
=
2i(u
_
c)i+1/2)
=
So(),
N
-=
IR
I = -y(R
-
1/2- So(g))1,
M , L (NI,M)
leads to the result. If
h(0)
=
0,
observe that
fp m-i-l/2 du-
fp
[
um-i-l/2 du- 0
and for
cO(x)
-
0 use of the
Taylor expansion (2.3)
1
(
-1)b[()]- [e()]N+
[1
(1
-
t)N(_1)Nlb+
dt
v/1
+
E(x) n=O
2nn! N
-!
j
2+1[l
+
t+e(x)]N+3/2
(4.22)
yields
the first sum on the
right-hand
side of
(4.21).
In the
previous integral,
no
logarithmic
term A6
logk
A
appears
in the
asymptotic
expansion.
The next
example
exhibits a case where this is not true
any
more.
Proc. R. Soc. Lond. A
(1996)
Asymptotic
expansion
of
a
general integral
Example
4.
For c >
0,
0 < b < +oo, k E N
\
{0} and real R
>
0,
then
[
b
cos(x)
dx
fp
Jo 3/2-/
+
e(c
+
xk)
(-bE 2nn
fPb
cos(x) [c + xk]nx-(n+1/2)
dx]
n
[fR+1 F(m) )i+l
bi
r0
Um-3/2 du
o
Y
1:
o
_W
2ii!(21')! fP
[u + C]i+1/2
m=O '=0
{fi;ik=m.-21}L
-
-E
(-2icJ
(2i + 1)(2i +
3)...(2i +
1
+
2j
-
2)loge}em-
{j;j=m-1-i}
+o(ER), (4.23)
where
bn
is defined in
example
3 and for a
positive integer m, F(2m)
=
F(2m+1)
m.
Here
g(x)
=
cos(x), So(g)
=-
0, g(21')(0)
-
(1)1, g(21'+l)(0)
=
0,3
=
3/2, q
=
0,
ky=
k,
N =
7R,
I
=
[k-1Rl,
M=
0,
K =
[R
+
1,
P =
R],
L(x,
) = D(N,I,M)
and ap = 0
except
if
p
=
i(k
-
1)
then a = 1. Note that if
h(x)
c + x' with s > O
and not a
positive integer
then
h(x)
- c does not
belong
to
C R+1 (, C)
for
[R]
> s - 1. In such
circurmstances,
the
expansion
of the
integral up
to order
o(eR)
is
supplied by
the
general
theorem 14. Observe that each
integral
of the
type
f
ua
Jo (u + c)
arising
on the
right-hand
side of
(4.23), may
be calculated
by using
Mellin transforms.
At this
stage
it is
possible
to handle the
motivating
case of
integral Mh(e) (see
(1.2)).
Since the
change
of scale x'
= -x induces no corrective term for an
integration
in the finite
part
sense of Hadamard
(consult
Sellier
1994,
lemma
2)
and under
Q
pseudo-homogeneous property
of kernel K one
actually gets
for -oo < a < 0 < b <
+oo
rb r-a
Mh(e)
=
fp
j
f(x)K[x, eh(x)]
dx +
(-l)QS(-1)fp g(x')K[x', eH(x')]
dx'
Jo Jo
(4.24)
with
g(x)
=
f(-x)
and also
H(x)
=
-h(-x). Application
of
general
theorem 14
leads to the
asymptotic expansion
of
Mh(e)
which is seen to involve the behaviour
of the
pseudo-functions
f
and real function h at zero on the
right
and on the left.
These behaviours
may
be different. For the sake of
simplicity
we restrict the
study
to the usual case of functions
f
and h which are smooth
enough
in a
neighbourhood
of zero and other behaviours are left to the reader to examine.
Theorem 16. Consider -oo < a < 0 < b <
+oo, Q
an
integer,
K a
'Q pseudo-
Proc. R. Soc. Lond. A
(1996)
2683
homogeneous' kernel, f E D(O, C)
with
So(f)
C N and h a real and bounded function
on
[a, b]
such that
So[h
-
h(O)j
> 0. If R
>
max(0,
1 +
Q
+
So(f))
and
1. for A
large enough
then
f (x)K[Xx, h(x)]
c
P(]a,
b[,
C);
2. if N =
[R,
I-
iSo1[h-
h(O)](R
- - -
So(f))]
then K
E (N(o) );
3. if E = R -
-
11],
P =
R - - 1-
So(f)l
then
f
e
CE+1(O,C)
and
h(x)
=
h(O)
+
xq(x)
with
0 E
C
C+(0, i)
then
b
Mh
()
= fp
j
f
(x)K[x,eh(x)]
dx
Ja
?(oR)+Z &2K(I,O)
F b
=o(R)
+E I
[ffp
s(x)f(x)[h(x)][
xQ-
dx]
e
n! i!
[[R-Q-I]
m
f(1(O)
m-I i
+ S()[ [R n-Q
nh()]n-if(l
(O
d0)
-n=max[,So(g)+Q+l]l=So(9)
i=O
x
n
K(l, O)]n
log
e,
(4.25)
where the coefficients ai are defined
by
relations
(4.20).
Proof. First, application
of
proposition
15 with
/u
=
Q, q
= 0 = 3 and L = K
immediately yields
the
asymptotic
behaviour of the first
integral, Mh(c),
arising
on
the
right-hand
side of
(4.24).
More
precisely,
the reader
may
check
that,
under the
specified assumptions
b
Mh()= fP
f
(x)K[x, eh(x)]
dx
02!
fp
f (x)
[fh(x)]nQ-n dx]
e
n=-O
+
R--O1
f(
L(u,h(0))umi du
rQ+M+
m=SSo (f)
i=O 0
R
n-Q-1 n-Q- 11
[h(O)]n-if(
(o)
iO
Z^ Z
~
i!(n-i)!l!(
a-Q-1-i-i
n=ma
x[O,So(g)+Q+l] l=-So(g)
i=O
x&L(1, 0)en log
+
o(eR). (4.26)
The
remaining integral
M2
() Mh(e)
-
M
(e)
is treated
by taking
into account
the above formula
(4.26)
and also definitions
g(x)
=
f(-x), H(x)
=
-h(-x)
which
ensure
g()(0)
(-
1)
f(1)(0),
P-i
x-i[H(x)
-
H(O)]i
=
-(-l)PaxP
+
o(xP-i)
p=o
and also
property fOL[u, -h(0)] (-l)Q-iS(-1)0 ,L[-u, h(0)].
Proc. R. Soc. Lond. A
(1996)
2684 A. Sellier
Asymptotic
expansion
of
a
general integral
To
conclude,
a theorem
extending
the results
proposed by
theorem 14 is
given.
Theorem 17. Consider 0 < b < +oo, f
C
D+(0, C)
n
c (]0
b],
C)
with
So(f)
S+(f), g E
D+(0,C)n
Loc(]0,c
+oo[,C)
with
So(g)
:
S+(g)
-
0 and
S,o(g)
S+
(gi)
if
gi (x) g(x-1)
for x >
0, L(x, y)
a
complex
and 't
homogeneous'
kernel
(see (1.2)).
Moreover h is a real function bounded in
[0, b]
with
h(O)
= c and
fulfilling
property
1 of definition
5,
i.e. such that there exist
'y
C R+,
rl
>
O, ho
with
h(x)-c
=+
x
ho(x), ho(x)
>
0,
M
ho(x)
= E am
logm (x)
+
o(x)
m=-O
in
]0, r]
with aM 7 O.
For r >
0,
if
r, f, g,
h and L
satisfy
each of the next
properties:
1. for A
large enough,
v(x) :=
f(x)g(Ax)L[x, h(x)]
E
P(]0, b[, C);
2. r >
max[-/t
+
S,(g),
1 +
So(f)],
lim
f
(x)=
x
t
fi
iogk(x)
k,Re(6S)
r-1
and also
lim
g(x)
-
gp,qxP
logq(x);
q,Re( p) <-1-So (f )
3. if
N :=
[r
+ 1-
soo(),
I
: '-
"-l(r
- 1-
So(f))]
and
M :-
max(l-1
-
So(f)]
+ 1,
0)
then L
E D(N,I,M)
4. if there exists n E
{0,...,
N} with
0L2(1, 0) v7
0 then n1 = min{n E {0,...,
N},
02L(1,
0) 7
0} and
g
e
--So(f)(]0,
+oo[,
C)
with T > r + t
-
n1 and GC bounded
in a
neighbourhood
of
infinity
where
E
M(e)
g(u)
E
>
9-,eg
u-A
logm(e) +.u-TG (u), (4.27)
e=O m=:O
with
So(g)
=
Re(Ao)
<
..
<
Re(AE)
<
T,
else if
02L(1,
0)
-
0,
Vn
{0,... ,N}
then n := N
+ 1 and
N
E
F(n)
:
0;
n=nl
5. Vi E
{0,..., I},
[h(x)- c]'
c DI
~--
S(f)(O
C)
with
(see (4.1))
Pi Qi (pi)
[h(x)
-
c]'i -
>
AiqXi
XPi log'i(x)
+
Xsi i();
pi =O qi =
Proc. R. Soc. Lond. A
(1996)
2685
then
b
I(A) p
p
f
(x)g(Ax)L[Ax, h(x)]dx
o0
n,e,m m
an L(1,
0)
= ?(-)
C+ g
ZC Vem
n!
m,Re(Ae)+n-/ir
v=O
x
fpJO f(x)[h(x)]nx-Ae-n logm- (x)
dx
\-(n+Ae-/)
logv
A
1,k,i,pi,qi qi+k
+
E
flk iqi E
Cqi+k(-1)v
Re(-ri +6l-)
r-1 v=O
x{ fpj
g(u)OL
(u, c)
UrPi
+
61
logqi
+
k
v(u) d
?JP
Q(P)
L(O, c) 10gl+qi+k+q-v
S.
gPq
i!j! +
qi
+ +
q-v
{j;j+/p=--TPi--l--1} q=O
j,e
M(e)
g.0o
1+qi+k+m-v}
e
^em
2
i
L(1,
0)
logl+qi+k+m-v
^ ^
-
^ }~i!j![l
+
qi +
k + m-
v]
{j;j+Ae=l -i+?u+TPi ++6 } m=0
xA--(Pi+61+1) log1
A.
(4.28)
Note that this theorem allows us to treat also the case of
So(g)
4
O.
This is
achieved
by choosing G(u)
=
g(u)u-So(g)
and
F(x)
:= xS(g)
f(x). Hence,
b
I(A) fp f(x)g(Ax)L[Ax, h(x)]
dx
b
=
XSo(g)fp F(x)G(Ax)L[Ax, h(x)]
dx
Jo
with
So(G)
= 0.
Proof. Naturally I(A)
exists and it is now understood that each notation r1 =
r-1,
r2
=
, K
1, Vn, tl,
t,
Htl,
S
, ,
wti,r,
dm(X-c) keeps
its
meaning
as introduced for
the derivation of theorem
14,
unless it is
clearly
modified. For
K(x, u) :=
g(u)L(u, x)
the
proof
is similar to the one
employed
for theorem 14 and it is therefore
only briefly
reported
below. 1
If N := r +
L
-
Soo(g)l,
when u
--
+oo,
combination of
expansion (4.27)
for
function
g
and for
'/f homogeneous'
function
L(u, X)
of the
following decomposition
L(X, u)=
02
n)
Xnu-(n-
n=O
U-(N+l--IV)XN +1
/
+
+-(N+1)XN+
(1
-
t)N
2+1L(1, tX/u)dt (4.29)
Proc. R. Soc. Lond. A (1996)
Proc. R. Soc. Lond. A
(1996)
A. Sellier 2686
Asymptotic expansion
of
a
general integral
yields
the
equality (3.2)
in the form
n,e M(e)
`?x L 10
K(X, u)= -e
y
gfm L(
1
07) XnU-(n+Ae-_) logm +
A(X, u), (4.30)
Re(Ae)+n-/utr
m=O
where the
complex
function
A(X, u) obeys
A(X, u)
=
g(u)u-(N+q-(-)
N
l
(1
t)N
N+L(,
tX/u)dt
,e,m oo
nr n\
n+
gemy2
^xOL(l, )
Xu-(n+Ae-Y)
logm u
Re(Ae)+n-l
>r
N
02L(1, 0)
+
,
X!
nU-(n+T--
)G
(u). (4.31)
n=-nl
By introducing successively
real values s > r with s
inf{Re(Ae)
+n-,u for
(n, e) E
{n, N}
x
{0,...,
E} such that
Re(Ae)+n-
>
r},
t:=
[N+1-p+Soo(g)-r]/2
>
0,
' :=
min(s,T
+
nl
-
,r +
t)
> r and
finally 2
:= r +
(s'- r)/2
> r then
r + t >
s2
and
A(X, u) may
be rewritten
A(X, u)
= u-S Vr
(X, u)
with V2
(X, u)
Vi
(X, u)
+
V2(X, u)
+
V3(X, u)
if u-s2
V2(X, u)
is the last sum on the
right-hand
side
of
(4.31)
and
V1
(X, u)=
g,O
:L(1,
0)
Xnu-(n+Al-A-S2)
logm u,
Re(Ae )+n-l>r
XN+i1
ro
V3(X, U)
=
[g(u)uS(9)-t]u--(r+t-s2)
N!
(I -
t)N
0+
L(1, tX/u) dt.(4.32)
N
0
For
r77 b, (3.3)
holds
(see
theorem
14).
If
r7
<
b,
the above
decomposition
of
A(X, u)
and the choice of
s2
prove
that
(3.3)
is true.
As a result of
(4.30),
nr
=- n
+
Ae
-
/, Knem(X)
=
g?o0nL(1,0)Xn/n!
and
gnem(x)
:=
f(x)Knem[h(x)]
c
Lc(]0, [,C).
For t :-
max[r
-
1
-
So(f), Re(7ne)
-
1
-
So(f)]
- 1- r-
So(f)
0 and I :=
[-/lt1
/
0, (4.5)
is
replaced,
in a
neighbourhood
of
c,
for t
=-
I + 1 >
ti
=
y-1tn by
I
Knem(X)
= ZK em
(X
-
c)i
+
IX
-
ctl
Vnem(
-
c), (4.33)
i=O
with Kem
= gK Vnem(X
-
c)
geVn(X
-
c). Expansion (4.1) ensures that
(h Knem) CE
1-1-So(f)l(0, C).
If X -?
c, expansion (4.7)
of
K(X, u)
is
replaced by
I
K(X, u)
=
g(u)L(X - c) + g(u)lX
-
clt
Ht (X
-
c, u)
i=O
with
ai(u)
:=
g(u)02L(u,
c)/i!.
Note that
Dg(x)
:
g(Ax)f (x)h(x)
-
clt
Ht [h(x)
-
c, Ax]
=
g(Xx)xr-1+' B(x)
with the function B bounded near zero and
r7' :=
[7(I
+
1)
+ 1 +
So(f)
-
r]/3
> 0.
Moreover, So(g)
= 0 and
g
e
lo(]00,+oo[, C)
ensures that
g
e
LZ([0,+oo[,C).
Proc. R. Soc. Lond. A
(1996)
2687
Thereafter,
relation
(3.6)
is fulfilled because
I
A/g(Az)(z)lh(z)-cltHtl[h(x)
- c,
Ax dx
[] Ig(u)B(u/r)l
du
A(r+q)
So(g)
= 0 and the definition of
ai
show that
So(ai)
0 -r =-r - 1. Here
R' =
r,
R =-1-
So(f).
Under the
proposed assumptions
it is
possible
to write near
zero
P,q,j
ai(u)
= E
gpq102L(O,
c)u/3p+j
logq(x)/[i!j!]
+
o(uR)
Re(/p)+j
-1-So
(f)
with 0 <
j
< M :=
max(t-l
-
So(f)D
+
1,0).
If i > N + 1 then
ai(u)
=
u-20Oi(u)
with
i!Oi(u)
= [g(U)uS(-t]
[u-(--L (
C1, c/u)]u-(+t-S 2)
i.e.
Oi
is bounded near
infinity.
For 0 s i
<
N,
introduction of the
positive integer
Ji
= N- i leads to
ai (u) f
0N2+jL(l
?) +j
-_(i+j)
+
(1t)Ji
+
L(,
tc/u)
dt.
a(u)
_
E i!j!
l)u
ji
2 -L-
(1 , tc/u)
dt.
g(u) Jo=0
Ji J
j-0
(4.34)
The above
approach
for the
expansion
of
K(X, u)
when u >-
+oo
(see (4.29), (4.30)
and
(4.31))
and a
change
of index n
=
i +
j
show that
a
(u)= e E,\
e
0
L(1
n-iU
c u(n+A-_i) logrm(u)+u-2Oi(u), (4.35)
Re(Ae)+n-,zr
with
Oi(u)
bounded near
infinity
and
E(n,i)
:= 1 if n ?
i,
else
E(n,i)
:= 0.
Thus, (3.7)
is true.
Consider the new function
F(X, u)
-
g(u)u~-
('+- (X
I ji
'(
)1-t)
'L[,
c + t(X
-
c)/u]
dt.
(4.36)
If I
>
N,
relation
g(u)u-(-+1--)
=
g(u)u-(N+1-')U-(I-N)
=
U-
2
[g(U)So
(g)-t]-(r+t-s2)u-(I-N)
and Vem = 0 show that
Wt,s(X
- c,
)
=
g(u)wt,s2 (X-
c,
u)
is bounded for
(X, u) h([0, 1])
x
[A, +oo[.
If I < N-
1,
use of
decomposition (4.14)
ensures that this time with J := N-
I-1 >0 and n = I + + m
F(X,)
-
dm
(X- c)-
(I-+l+m-
t)
+
u-(N+l1-)
(X
-
c)t R(X, u)
m=0O
N
(X
-
C
=
-i i(X
-
c)u-(n-)
+
U-(N+l-) (X-c) R(X, u),
n=I+l
R(X, u)=
(1
-
t)'[c
+
t(X
-
c)]
J
(1- v)jO2+1L[l, v(c
+ (
) )]
dv dt.
Proc. R. Soc. Lond. A
(1996)
Proc. R. Soc. Lond. A
(1996)
A. Sellier 2688
Asymptotic
expansion
of
a
general integral
2689
Hence,
it is
possible
to choose
Wt,,s2
bounded for
(X, u)
c
h([0, 7])
x [A,
+oo[
and
such that
n,e,m
IX
-
cl iWt,S2(X
-
c,U)
=
E
gemdn-I-1(X
-
C)U-(
e--
2)
logT
u
Re(Ae )+n-,i>r
N
+
dn-I-1
(X
-
C)U(T+n
2)
G
(u)
n=I+l
+g(uu-)(N?-l-S2)
^(X
-
)t
R(X
-
c, u).
I!J!
Example
5. For
q
c
N, P e C,
c
E R*,
0 < b < +oo and r >
max[2,
1-
Re(3)]
then
fp
logq
(x)
dx
Jo xz(1
+
Ax)(c
+ x
logx
+
Ax)
F-21
j
i
-
Er (-l)j fp
[ c + x
log
x]nx-(l+j+2) logq(x)
dx
A-(j+2)
I
qV+i
( )
{f
(
-)ii-3 logq+i- (u)
du
/=0
v=0
+
E
q+i
(l+1 U)(
+
c)i+1
log1+q+i-v
A
(-/-i)-1/-1-e
+
+q+i !(--
[
(-e)!
/3 -1-i - )
!-
}
-E(3
-
i)(-i)-
~
(i!i
-
1
-
p)!ic-
P
1
ip(/3-l--p)OiJ
x A-(i-'+1)
log
A
-
o(A-r),
(4.37)
where I r - 1 +
Re(/3)]
and for z E
C, E(z)
:- 1 if z C N
\ {0},
else
E(z)
:= 0.
Here
f(x)
=
x-/
logq(x), So(f)
-
Re(/), h(x)
c +
xlog
x, y
=
1, h(O)
=
c
+
O,
[h(x)
-
h(O)]i
-
xilog
x, Pi
=
i,
Qi(pi) i, Ai
= 6(ii),
Ti
=
6(pi,j) g(u)
1/[l
+
u], So(g)
=
O, /p
=
p, Q(p) 0, gO (-1)P,
A
=
e +
1,
M(e)
= 0,
g9
=
(-1)e, L(x,y)
-
1/[x
+
y],
t
-1,
N
= r
-
2],
I
=
r
-
1
+
Re(3)],
M
-
max([-l
+
Re()]j
+ 1, 0)
and L c
DN'IM)
The author
sincerely
thanks one referee for
helpful suggestions.
References
Bleistein,
N. &
Handelsman,
R. A. 1975
Asymptotic
expansions
of integrals.
New York:
Holt,
Rinehart,
and Winston.
Estrada,
R. &
Kanwal,
R. P. 1990 A distributional
theory
for
asymptotic expansions.
Proc. R.
Soc. Lond. A
428,
399-430.
Estrada,
R. &
Kanwal,
R. P. 1994
Asymptotic
analysis:
a distributional
approach.
Boston:
Birkhauser.
Gel'fand,
I. M. &
Shilov,
G. E. 1964 Generalized
functions,
vol. 1. New York: Academic Press.
Guermond,
J. L. 1987 A
systematic
formula for the
asymptotic expansion
of
singular integrals.
J.
Appl.
Math.
Phys 38,
717-729.
Proc. R. Soc. Lond. A
(1996)
2690 A. Sellier
Hadamard,
J. 1932 Lecture on
Cauchy's problem
in linear differential
equations.
New York:
Dover.
Handelsman,
R. &
Keller,
J. B. 1967
Axially symmetric potential
flow around a slender
body.
J. Fluid. Mech.
28,
131-147.
Schwartz,
L. 1966 Theorie des distributions. Paris: Hermann.
Sellier,
A. 1994
Asymptotic expansions
of a class of
integrals.
Proc. R. Soc. Lond. A
445,
693-
710.
Tuck,
E. 0. 1992
Analytical aspects
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P. A.
Martin & G. R.
Wickham). Cambridge University
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Wong,
R. 1989
Asymptotic approximations of integrals.
Boston: Academic Press.
Received 8
September 1995;
revised 2
January 1996; accepted
17 June 1996
Proc. R. Soc. Lond. A
(1996)