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John Heading - An Introduction to Phase-Integral Methods

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John Heading An Introduction to Phase-Integral Methods
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    An Introduction to Phase-Integral Methods
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The phase-integral method in mathematics, also known as the Wentzel-Kramers-Brillouin (WKB) method, is the focus of this introductory treatment. Author John Heading successfully steers a course between simplistic and rigorous approaches to provide a concise overview for advanced undergraduates and graduate students in mathematics and physics.
Since the number of applications is vast, the text considers only a brief selection of topics and emphasizes the method itself rather than detailed applications. The process, once derived, is shown to be one of essential simplicity that involves merely the application of certain well-defined rules. Starting with a historical survey of the problem and its solutions, subjects include the Stokes phenomenon, one and two transition points, and applications to physical problems. An appendix and bibliography conclude the text.

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APPENDIX
The Relationship between Series and
W.K.B.J. Solutions
A.1 The approximate value of an area
A graph y = g(x) ef (x, h) > 0 is given for x > 0, such that when h is large ef attains large values for a restricted range R of values of x, while for other values of x ef is small; g(x) varies but slowly throughout R. The full line in represents the function considered. We seek an approximate value of the integral An Introduction to Phase-Integral Methods - image 1 the convergence of the integral being assumed. FIG 35 We replace the hump usually formed by a non-integrable function by a - photo 2 FIG. 35 We replace the hump (usually formed by a non-integrable function) by a similar hump (formed by an integrable function), the two curves differing only appreciably for values of x outside R.

If the maximum value of (x) occurs at x = x0, the first two non-vanishing terms of the Taylor-series expansion about the point x = x0 are where x0 is negative for a maximum If x x0 s and if gx is replaced by - photo 3 where (x0) is negative for a maximum. If xx0 = s, and if g(x) is replaced by g(x0) throughout R, we have approximately An Introduction to Phase-Integral Methods - image 4 where the limits are used in order to facilitate the integration. In the figure, the dotted line represents the curve under which we are calculating the area. If An Introduction to Phase-Integral Methods - image 5, we have using the standard infinite integral exp u2 du This technique is a - photo 6 using the standard infinite integral exp ( u2) du = . This technique is a simplification of the method known as the method of steepest descents in the complex plane.

A.2 The gamma function
If h is real and positive, (h) is defined by the value of the area The graph of the integrand when h is large consists of a tall narrow peak An - photo 7 The graph of the integrand when h is large consists of a tall narrow peak.
A.2 The gamma function
If h is real and positive, (h) is defined by the value of the area The graph of the integrand when h is large consists of a tall narrow peak An - photo 7 The graph of the integrand when h is large consists of a tall narrow peak.

An integration by parts shows immediately that (h + 1) = h(h), so we have fx x h log x fx 1 h x fx h x2 fx vanishes - photo 8 , we have f(x) = x + h log x, f(x) = 1 + h/ x, f(x) = h/ x2. f(x) vanishes when x = h, so f(h) = h + h log h and f(h) = 1/ h; when h is large, the third derivative would be negligible. Equation () now gives This approximation is known as Stirlings formula If h is complex such that - photo 9 This approximation is known as Stirling's formula. If h is complex, such that < arg h < , a more complete defini-tion of (h) is required, but the same approximate formula is valid, provided arg h lies within this restricted range.

A.3 The Airy equation
The differential equation w = zw possesses two simple power-series solutions, single-valued and convergent for all values of z. 4z6/6! + 1.4. 7z9/9! + ..., w2 = z + 2z4/4! + 2.5z7/7! + 2.5.8zl0/10! + ... = z2 say. = z2 say.

The general solution is given by w = A w1 + Bw2. For large values of z, these series must be transformed into other forms in order to exhibit their true nature. When z = h (real, large and positive) each term in w1 is positive, and its approximate sum, following Stokes [], may be found by replacing the discrete terms in the series by a continuous variable. The term involving h3n is We therefore consider the continuous graph the area under the graph for - photo 10 We therefore consider the continuous graph the area under the graph for positive x being the approximate sum of the series - photo 11 the area under the graph for positive x being the approximate sum of the series w1. The individual terms in w1 (and hence the value of y) . When x is large, the use of formula () yields where x23 is a slowly varying function contrasted to the exponent of the - photo 12 where x2/3 is a slowly varying function contrasted to the exponent of the exponential.

If f = 2 x log x 2 x log 3 + 3 x log h + 2 x,

thenf = 2 log x 2 2 log 3 + 3 log h + 2 x,
f = 2/ x. Now f vanishes whenat which pointand f 6 h32 Hence using formula we obtain a dominant - photo 13 at which pointand f 6 h32 Hence using formula we obtain a dominant expansion - photo 14and f = 6 h3/2. Hence, using formula (), we obtain a dominant expansion This is one of the WKBJ solutions of the Airy - photo 15 a dominant expansion. This is one of the W.K.B.J. solutions of the Airy equation, but with a definite numerical coefficient. Similarly, w2 is replaced by An Introduction to Phase-Integral Methods - image 16 where again h is real, large and positive.

As before, the maximum of the integrand occurs whenAn Introduction to Phase-Integral Methods - image 17yielding Two standard tabulated solutions are taken to be for reasons now to be - photo 18 Two standard tabulated solutions [] are taken to be for reasons now to be discussed must be subdominant along the positive real - photo 19for reasons now to be discussed must be subdominant along the positive real - photo 20 for reasons now to be discussed. ) must be subdominant along the positive real axis; this method does not however produce the subdominant expression. Similarly, substitution into () yields after simplification a simple dominant solution along the positive real axis When z is large real - photo 21

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