Symmetry, Integrability and Geometry: Methods and Applications (SIGMA)

SIGMA 11 (2015), 095, 31 pages      arXiv:1507.04984      https://doi.org/10.3842/SIGMA.2015.095
Contribution to the Special Issue on Orthogonal Polynomials, Special Functions and Applications

Rigorous Asymptotics for the Lamé and Mathieu Functions and their Respective Eigenvalues with a Large Parameter

Karen Ogilvie and Adri B. Olde Daalhuis
Maxwell Institute and School of Mathematics, The University of Edinburgh, Peter Guthrie Tait Road, Edinburgh EH9 3FD, UK

Received August 03, 2015, in final form November 20, 2015; Published online November 24, 2015

Abstract
By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in the first part of this paper for the Lamé and Mathieu functions with a large real parameter. These approximations are expressed in terms of parabolic cylinder functions, and are uniformly valid in their respective real open intervals. In all cases explicit bounds are supplied for the error terms associated with the approximations. Approximations are also obtained for the large order behaviour for the respective eigenvalues. We restrict ourselves to a two term uniform approximation. Theoretically more terms in these approximations could be computed, but the coefficients would be very complicated. In the second part of this paper we use a simplified method to obtain uniform asymptotic expansions for these functions. The coefficients are just polynomials and satisfy simple recurrence relations. The price to pay is that these asymptotic expansions hold only in a shrinking interval as their respective parameters become large; this interval however encapsulates all the interesting oscillatory behaviour of the functions. This simplified method also gives many terms in asymptotic expansions for these eigenvalues, derived simultaneously with the coefficients in the function expansions. We provide rigorous realistic error bounds for the function expansions when truncated and order estimates for the error when the eigenvalue expansions are truncated. With this paper we confirm that many of the formal results in the literature are correct.

Key words: Lamé functions; Mathieu functions; uniform asymptotic approximations; coalescing turning points.

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