Abstract.
We show how one can obtain an asymptotic expression for some special functions satisfying a second order differential equation with a very explicit error term starting from appropriate upper bounds.
We will work out the details for the Bessel function and the Airy function and find a sharp approximation for their zeros.
We also answer the question raised by Olenko by showing that
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for some explicit numerical constants and
Keywords:
Bessel function, Airy function, asymptotic, error term, zeros
1. Introduction
All basic formulas and asymptotic expressions for special functions we use without references can be found in [12]. To write down error terms in a compact form we will use to denote quantities with the absolute value not exceeding one.
In most of the cases error terms of asymptotics of special functions are either not known or, at best, valid for a rather restricted rang of parameters.
The following is a typical example of that kind (see e.g. [12, Ch. 10]).
The Bessel function is defined by the series
(1) |
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and is a solution of the following ODE:
(2) |
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Theorem 1.
Suppose that and let
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then
(3) |
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where
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The assumption is not really restrictive and can be surmount by, say, applying the three term recurrence for However if is large or depends on estimating the error term in (3) seems at least as difficult as the original task.
In this paper we show that there is a simple way to circumvent this problem and to find an explicit expression for error terms which is also uniform in the parameters, provided one has an a priory upper bound on the absolute value of the considered function.
In turn, in many cases such a bound may be obtained by using so-called Sonin’s function. For Bessel and Airy functions, as well as for Hermite polynomials (see [2]), this can be done in a quite rutin way. For Jacobi and Laguerre polynomials it is a much more involved problem and the result is known only for oscillatory and transition regions [6],[7],[8]. It is worth noticing that despite the fact that it is rather a technical problem and we do have appropriate tools to tackle it (see e.g. Lemmas 2 and 4 below), one still needs a good deal of calculations to extend the bounds to monotonicity region. Thus, although the underlying idea of the method we use here is quit simple and can be applied to many special functions satisfying a second order differential equation, it is not utterly straightforward to work out the details. In this paper we will consider the Bessel function as an important example to illustrate this approach. We provide asymptotic expressions with an explicit error term for oscillatory and transition regions and also give some new estimates in the monotonicity region. As a corollary we derive a surprisingly accurate approximation for the Airy function and obtain an approximation with an explicit error term for its positive zeros, which, due to known inequalities, yields an approximation of the zeros of the Bessel function.
It is worth noticing that the obtained estimates are, in a sense, best possible. In particular we will answer a question raised by Olenko [11] by showing that for
(4) |
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for some explicit numerical constants and
The paper is organized as follows. In the next section we describe an idea of the method. In section 3 we establish some upper bounds on Bessel and Airy functions we need in the sequel. Our main tool here will be Sonin’s function. In section 4
we consider the error term of the standard asymptotic
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and prove (4), thus answering Olenko’s question. The error term for asymptotic in the transition region will be derived in section 5.
Finally, in section 6, using the approach of section 2, we establish a different sharper approximation for
Bessel and Airy functions and their zeros.
2. Preliminaries
The following approach was shortly described in [8].
We want to find an approximation of a solution of the differential equation
(5) |
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in terms of some standard function which also satisfies a second order ODE
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In fact, in what follows we choose to be just with an appropriate function
A possible approach to this problem is to seek for a multiplier function such that
the differential operator
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for is in some sense close to
For example, in the WKB-type approximation one chooses yielding
(6) |
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If is small we can expect that is close to the solution of the equation
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which is just
where
Assume now that we have an a priori bound Then we can readily estimate the error term by solving (6) as an inhomogeneous equation,
(7) |
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thus obtaining
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To derive an upper bound on we consider Sonin’s function
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then
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Thus, if and then and we obtain
Moreover, one can also get an upper bound on in the following way:
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that is
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provided the last expression is nonnegative.
Integrating, we find
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This shows that the envelop of given by is almost a constant as far as
In practically important examples the situation is somewhat more subtle as the coefficient may vanish. For instance for the Bessel function and Sonin’s function does not provide any information for the monotonicity region Thus, one needs some supplementary estimates to extend the bounds on to this interval. Let us notice that although the behaviour of the solutions of (5) looks less complicate in the monotonicity region, it, probably, allows only a piecewise approximation in reasonably simple elementary functions.
Another rather technical problem is how to find the constants of integration in Here one either has to know, at least approximately, the value of at some points, e.g. at infinity, or to be able to match asymptotics in the oscillatory and transition regions.
It is worth noticing that an asymptotic with an explicit error term in the transition region, that is around a zero of can be obtained quite directly, provided we know a bound on Indeed, let and let
then in a vicinity of we can write
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where is small.
The function satisfies an Airy type ODE
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Solving it as an inhomogeneous equation one gets an explicit error term as above, yet facing again the problem of fixing integration constants.
3. Upper bounds
For the Bessel function it will be convenient to introduce the parameter We also use the above notation
In this section we establish some upper bounds we need in the sequel.
A simplest inequality of this type [19] states that for real
(8) |
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For our purposes we need much more accurate estimates.
To bound the Bessel function in the monotonicity region we will apply the following inequality given in [5] . We sketch a proof for self-completeness.
Lemma 2.
Let then for
(9) |
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Proof.
The function is an entire function with only real zeros satisfying the Laguerre inequality Substituting here from the differential equation
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and dividing by
we obtain
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where
Hence,
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Since when whereas
we conclude that
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∎
We need the following very accurate estimate giving the value of
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where , [1].
The following theorem improves the inequality
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given in [13]. For large it is also stronger than the classical inequality
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[19, p. 16], provided
Theorem 3.
For and
(11) |
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Proof.
By the previous lemma we have
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hence
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which together with (10)
yields the required result.
∎
Our main tool for bounding solutions of the second order differential equations will be Sonin’s function.
In particular, it was used by Szegö to prove that for
(13) |
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Although he did not state this explicitly, his proof of Theorem 7.31.2. immediately implies
(14) |
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His arguments go as follows:
let be a solution of the Bessel differential equation
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then for Sonin’s function
(15) |
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is increasing and inequalities (13) and (14) follow by calculating from known asymptotics of and
whereas for it is decreasing for and does not lead, at least directly, to any explicit inequality.
It turns out that for it is more natural to deal with the function
(16) |
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rather than
Here we will refine an inequality for the Bessel function obtained in [2].
First we need a bound on location of the leftmost maximum of
Lemma 4.
The first positive maximum of is attained at a point satisfying
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Proof.
Since obviously we can restrict ourselves to the interval and write down
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where as above
Then
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where Hence
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and comparing this with (11) we obtain the inequality
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Simplifying we get
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Observe that for this polynomial has the only positive zero
Indeed, the discriminant of in
up to an irrelevant numerical factor, is
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Thus the number of positive zeros does not change for
in particular for
For we obtain the following test equation
with the only positive zero
Finally,
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and using the substitution we find
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hence
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∎
Theorem 5.
Let then for
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and the constant is best possible.
Proof.
For the result is trivial. Otherwise
we shall consider three cases.
Case 1:
The function
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as easy to check,
satisfies the differential equation
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Consider Sonin’s function
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then for
One finds
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hence
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Using
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and the asymptotic formula
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after some calculations one finds
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Since at all local maxima the constant is sharp.
Case 2:
By (8) and we have
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The maximum of the last expression is attained for
yielding
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For the function is increasing and it is easy to check that is also increasing.
Hence for we have the following estimate
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This yields
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Case 3:
Inequality (11) yields
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Let
by Lemma 4 we can set
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This gives
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where
We find
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where
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for Hence is increasing and
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This completes the proof.
∎
A similar but more complicated result can be given for
Theorem 6.
Let and then
(18) |
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Proof.
Let
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where
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First notice that for and
Indeed, the substitutions
(19) |
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transforms into a polynomial in and with nonegative coefficients.
Consider Sonyn’s function
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and its derivative
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where
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and
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Applying (19) to and we obtain polynomials with nonnegative coefficients.
Hence, for and
Finally, using the asymptotics
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we obtain
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and the result follows.
∎
We’ll need one more statement of this type for the Airy function
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where
Lemma 7.
(20) |
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where
Moreover , the values of all local maxima of the function
are restricted to the interval
Proof.
Consider the function
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which satisfies the following differential equation:
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The corresponding Sonin’s function is
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and
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Hence, is the only maximum of for and
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where corresponds to the first maximum of
Using the asymptotic where is defined by
one finds
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and the result follows.
∎
In the transition region the following inequality, which may be of independent interest, will be useful:
Theorem 8.
For and
(21) |
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Proof.
The function
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satisfies the Bessel differential equations
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where
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For we consider the following majorant of given by Sonin’s function
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By (22) we have
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Since
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for
the Sonin’s function is increases in
Using the asymtotics
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and inequalities
(13),(14),
on taking the limit we obtain
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This completes the proof.
∎
To get better numerical constants the following inequalities will be useful.
Lemma 9.
For
(23) |
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(24) |
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Proof.
We have
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because
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is an alternating sum with decreasing terms. This proves (23).
Now we prove (24). Let
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We have
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Next, we show that
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Using
we obtain
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where is the digamma function.
Since
for this yields
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Now it is enough to show that is increasing for
Using the inequalities [17],
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we have
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where
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and
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It is easy to check that the polynomial has only positive coefficients.
Hence for and
This competes the proof.
∎
4. Oscillatory Region
Having at hand an upper bound on one can estimate the difference
(25) |
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in a rather elementary way.
Notice that
satisfies the following differential equation
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with the general solution of the form
(26) |
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Now one has only to estimate the integral and to notice that as far as it is
we have by an obvious limiting argument.
In [11] Olenko proved the inequalities
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and raised the question what is the best possible exponent of in this inequality.
It turns out that that the answer can be readily extracted from (26), since
starting with a reasonably sharp approximation to the Bessel function one can iterate
it getting more and more accurate yet more complicate approximations.
Theorem 10.
(27) |
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where
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Moreover, up to the numerical factor the error term in (27) is sharp. In particular, cannot be taken less than
Proof.
To estimate the integral in (26) for we apply (24) yielding
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Thus
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For and we use (17) and the inequality This gives
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Hence in this case
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Similarly, for and
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An elementary investigation shows that the maximum of the function
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is attained for and does not exceed
Hence,
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and
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Finally, since for
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that is
we conclude that and (27) follows.
Let us show now that up to the numerical factor the error term in (27) is sharp.
By (26) and (27) we have
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Here
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To bound we introduce two auxiliary functions and (see [12, Ch. 6]), defined by
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with the asymptotics
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Calculations yield
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Hence
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and the result follows.
∎
Applying (27) to the Airy function yields the following approximation:
Corollary 1.
For
(28) |
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6. Sharper asymptotics
The classical asymptotic given by (27) does not makes much sense for
when the main term and the error are of the same order. Here using formula (7) we derive a different asymptotic expression with much smaller error term. It also leads to
very sharp approximation of the Airy function
We’ll need a few lemmas given in [8].
Lemma 14.
Let satisfy the differential equation
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where and exists on an interval
Let
then for provided the integral exists,
(37) |
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where
is arbitrary and
Proof.
Observe that satisfies the equation
(38) |
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The solution of the corresponding homogeneous equation
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is
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Solving formally (38) as a nonhomogeneous equation with the right hand side
we get
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∎
The normal form of differential equation (2) is
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Thus, for
we have
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and
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Theorem 15.
For and
(39) |
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For and
(40) |
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Proof.
Since for by (37) we have
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Comparing this with the standard asymptotic
(41) |
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for large
one finds
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yielding (39).
Similarly, for and using (17) instead of (13), we obtain
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It is easy to check that the function
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is decreasing and positive. Therefore, by we get
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and
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Comparing this with the asymptotic for large one finds
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and (40) follows.
∎
Similarly to Corollary 1 we obtain
Corollary 2.
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provided
The argument of the cosine in (39) and (42) (but not in (40)) can be simplified at the cost of a weaker numerical constant at the error term. Namely, it is easy to verify the following elementary inequalities:
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Since we obtain
(43) |
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(44) |
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In particular, the last formula yields rather sharp approximations for the zeros of Airy (e.g. already for the first zero the error is less than 0.00122), and, in view of the inequality (30), the Bessel function.
Theorem 16.
(45) |
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where is positive zero of and
Proof.
Elementary arguments show that implies for some
Therefore, means
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Since we may assume Then
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hence
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and we obtain the following estimate
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Thus, for zero this gives the equation
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with the relevant solution
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After some calculations one gets
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This completes the proof.
∎
Formula (45) can be simplified at the cost of slightly weaker numerical constant. Namely, as one can checks
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yielding
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Finally, comparing the numerical values of the zeros of with (45) leads to the following conjecture:
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