Computing the Coefficients in Laplace's Method

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Abstract

Laplace's method is a preeminent technique in the asymptotic approximation of integrals. Its utility was enhanced enormously in 1956 when Erdelyi found a way to apply Watson's lemma and thereby obtain an infinite asymptotic expansion valid, in principle, for any integral of Laplace type. Erdelyi's formulation requires tedious computation of coefficients c(s), for each specific application of the method, and traditionally this has involved reverting a series. Recently, it was shown that the coefficients c(s), can be computed via a simple, explicit expression that is probably computationally optimal, which avoids the reversion approach altogether. The formula is made possible by recognizing the central role of Faa di Bruno's formula, alongside Watson's lemma, in Erdelyi's formulation of Laplace's classical method. Laplace's method can now be implemented cleanly and relatively quickly, provided one has the luck and the patience to get to the point where implementation becomes automatic. The present paper outlines the recent discovery of the role of Faa di Bruno's formula in Laplace's method, gives examples of the application of the explicit expression for the coefficients c(s) and provides grounds for a possible generalization of the result.
Original language English 76-96 SIAM Review 48 1 https://doi.org/10.1137/S0036144504446175 Published - 2006

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Laplace's Method
Laplace
Computing
Lemma
Coefficient
Luck
Formulation
Asymptotic Approximation
Asymptotic Expansion
Valid
Series

Cite this

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title = "Computing the Coefficients in Laplace's Method",
abstract = "Laplace's method is a preeminent technique in the asymptotic approximation of integrals. Its utility was enhanced enormously in 1956 when Erdelyi found a way to apply Watson's lemma and thereby obtain an infinite asymptotic expansion valid, in principle, for any integral of Laplace type. Erdelyi's formulation requires tedious computation of coefficients c(s), for each specific application of the method, and traditionally this has involved reverting a series. Recently, it was shown that the coefficients c(s), can be computed via a simple, explicit expression that is probably computationally optimal, which avoids the reversion approach altogether. The formula is made possible by recognizing the central role of Faa di Bruno's formula, alongside Watson's lemma, in Erdelyi's formulation of Laplace's classical method. Laplace's method can now be implemented cleanly and relatively quickly, provided one has the luck and the patience to get to the point where implementation becomes automatic. The present paper outlines the recent discovery of the role of Faa di Bruno's formula in Laplace's method, gives examples of the application of the explicit expression for the coefficients c(s) and provides grounds for a possible generalization of the result.",
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In: SIAM Review, Vol. 48, No. 1, 2006, p. 76-96.

Research output: Contribution to journalArticle

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AB - Laplace's method is a preeminent technique in the asymptotic approximation of integrals. Its utility was enhanced enormously in 1956 when Erdelyi found a way to apply Watson's lemma and thereby obtain an infinite asymptotic expansion valid, in principle, for any integral of Laplace type. Erdelyi's formulation requires tedious computation of coefficients c(s), for each specific application of the method, and traditionally this has involved reverting a series. Recently, it was shown that the coefficients c(s), can be computed via a simple, explicit expression that is probably computationally optimal, which avoids the reversion approach altogether. The formula is made possible by recognizing the central role of Faa di Bruno's formula, alongside Watson's lemma, in Erdelyi's formulation of Laplace's classical method. Laplace's method can now be implemented cleanly and relatively quickly, provided one has the luck and the patience to get to the point where implementation becomes automatic. The present paper outlines the recent discovery of the role of Faa di Bruno's formula in Laplace's method, gives examples of the application of the explicit expression for the coefficients c(s) and provides grounds for a possible generalization of the result.

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