Laplace's Method for Integration of the Integral I(x)

  • Thread starter wel
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In summary, the conversation discusses the use of Laplace's Method to approximate the integral I(x) and shows that it approaches a value of 4√2e^x/√πx as x approaches infinity. The method involves expanding I(x) in a McLaurin series and using the function h(t)=cos(π(t-1)/2) to simplify the integral. However, the person had difficulty in finding the correct answer and asked for help. They were directed to the Wikipedia page for Laplace's Method and advised to check their identification of the function h(t) and show their working and reasoning for further assistance.
  • #1
wel
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Consider the integral
\begin{equation}
I(x)=\int^{2}_{0} (1+t) \exp\left(x\cos\left(\frac{\pi(t-1)}{2}\right)\right) dt
\end{equation}
Use Laplace's Method to show that
\begin{equation}
I(x) \sim \frac{4\sqrt{2}e^{x}}{\sqrt{\pi x}} \end{equation}
as [itex]x\rightarrow\infty[/itex].

=> I have tried using the expansion of [itex]I(x)[/itex] in McLaurin series but did not get the answer.
here,
\begin{equation}
h(t)=cos(\frac{\pi(t-1)}{2})
\end{equation}
[itex]h(0)= 0[/itex]

[itex]h'(0)= \frac {\pi}{2}[/itex]

Also [itex]f(t)= (1+t) \approx f(0) =1[/itex], so that

\begin{equation}
I(x)\sim \int^{\delta}_{0} e^{x \frac{\pi}{2}t} dt
\end{equation}

after that I tried doing integration by substitution [itex]\tau = x \frac{\pi}{2} t[/itex] but did not get the answer.

please help me.
 
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  • #2
Laplaces method?
http://en.wikipedia.org/wiki/Laplace's_method
... see "other formulations" and compare with what you did.
Did you correctly identify the function h(t)?

Please show your best attempt (working and reasoning) using this method.
I have a strong feeling about where you went wrong but I don't want to waste my time and yours on a guess.
 

1. What is Laplace's Method?

Laplace's Method is a mathematical technique used for approximating the value of integrals, specifically those that involve rapidly oscillating or decaying functions.

2. How does Laplace's Method work?

Laplace's Method works by finding the dominant term in the integrand, known as the "saddle point," and using that to transform the integral into a Gaussian integral, which can then be easily solved.

3. When is Laplace's Method used?

Laplace's Method is typically used when other methods, such as the Trapezoidal Rule or Simpson's Rule, are not accurate enough for the desired level of precision. It is also commonly used in statistical physics and other areas of science and engineering.

4. What are the limitations of Laplace's Method?

One limitation of Laplace's Method is that it only works for integrals where the integrand has a unique saddle point. Additionally, it may not produce accurate results for integrands with multiple saddle points or for integrals that are highly oscillatory or have rapidly decaying functions.

5. Can Laplace's Method be generalized for higher dimensions?

Yes, Laplace's Method can be generalized for higher dimensions, known as the "multidimensional Laplace method." This involves finding the saddle points in multiple dimensions and transforming the integral into a multidimensional Gaussian integral.

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