Recent advances in asymptotic analysis

Abstract

This is a survey paper on an old topic in classical analysis. We present some new developments in asymptotics in the last 50 years. We start with the classical method of Darboux and its generalizations, including a uniformity treatment which has a direct application to the Heisenberg polynomials. We then present the development of an asymptotic theory for difference equations, which is a major advancement since the work of Birkhoff and Trjitzinsky in 1933. A new method was introduced into this field in the 1990s, which is now known as the nonlinear steepest descent method or the Riemann–Hilbert approach. The advantage of this method is that it can be applied to orthogonal polynomials which do not satisfy any differential or difference equations neither do they have any integral representations. As an example, we mention the case of orthogonal polynomials with respect to the Freud weight. Finally, we show how the Wiener–Hopf technique can be used to derive asymptotic expansions for the solutions of an integral equation on a half line.