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An asymptotic method of G. Wentzel, H. Kramers, L. Brillouin, and H. Jeffreys for solving ordinary differential equations of the form
 
An asymptotic method of G. Wentzel, H. Kramers, L. Brillouin, and H. Jeffreys for solving ordinary differential equations of the form
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981101.png" /></td> <td valign="top" style="width:5%;text-align:right;">(1)</td></tr></table>
+
$$ \tag{1 }
 +
\epsilon  ^ {2}
 +
\frac{d  ^ {2} x }{dt  ^ {2} }
 +
- q ( t) x  = 0,
 +
$$
  
with a small parameter <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981102.png" /> in front of the leading derivative. The method was introduced in 1926 by these workers to obtain approximate solutions of Schrödinger's quantum-mechanical wave equation (for a detailed historical account and literature see [[#References|[5]]], [[#References|[6]]]). Other names given to the method are Liouville–Green approximation; the method of the phase integral; the semi-classical approximation, as well as all possible combinations of the letters W, K, B (and J).
+
with a small parameter $  \epsilon > 0 $
 +
in front of the leading derivative. The method was introduced in 1926 by these workers to obtain approximate solutions of Schrödinger's quantum-mechanical wave equation (for a detailed historical account and literature see [[#References|[5]]], [[#References|[6]]]). Other names given to the method are Liouville–Green approximation; the method of the phase integral; the semi-classical approximation, as well as all possible combinations of the letters W, K, B (and J).
  
Let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981103.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981104.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981105.png" /> for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981106.png" /> or <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981107.png" /> for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981108.png" />. Then there exist solutions of equation (1) such that as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w0981109.png" />, uniformly in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811010.png" />,
+
Let $  I = [ a, b] $,  
 +
$  q( t) \in C  ^  \infty  ( I) $
 +
and $  \mathop{\rm Re}  \sqrt q( t) \geq  0 $
 +
for $  t \in I $
 +
or $  q( t) < 0 $
 +
for $  t \in I $.  
 +
Then there exist solutions of equation (1) such that as $  \epsilon \rightarrow + 0 $,  
 +
uniformly in $  t \in I $,
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811011.png" /></td> </tr></table>
+
$$
 +
x _ {j} ( t, \epsilon )  \approx \
 +
w _ {j} ( t, \epsilon )
 +
\left ( 1 + \sum _ {k = 1 } ^  \infty 
 +
\epsilon  ^ {k} a _ {kj} ( t) \right ) ,\ \
 +
j = 1, 2,
 +
$$
  
 
and
 
and
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811012.png" /></td> <td valign="top" style="width:5%;text-align:right;">(2)</td></tr></table>
+
$$ \tag{2 }
 +
w _ {1, 2 }  ( t, \epsilon )  = \
 +
q ^ {- 1/4 } ( t)  \mathop{\rm exp}
 +
\left ( \pm  \epsilon  ^ {-} 1 \int\limits _ { a } ^ { t }  \sqrt {q ( \tau ) }
 +
d \tau \right ) .
 +
$$
  
 
The principal term of the asymptotic expansion (2) is usually called the WKB approximation.
 
The principal term of the asymptotic expansion (2) is usually called the WKB approximation.
  
Let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811013.png" />, let the above conditions on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811014.png" /> be satisfied and let
+
Let $  I = [ 0, + \infty ) $,
 +
let the above conditions on $  q( t) $
 +
be satisfied and let
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811015.png" /></td> </tr></table>
+
$$
 +
\int\limits _ { 0 } ^  \infty 
 +
( | q  ^  \prime  ( t)  |  ^ {2} |  q ( t) | ^ {- 5/2 } +
 +
| q  ^ {\prime\prime} ( t) |  | q ( t) | ^ {- 3/2 } )  dt  <  \infty .
 +
$$
  
Then there exist solutions of equation (1) such that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811016.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811017.png" />, where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811018.png" /> for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811019.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811020.png" />, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811021.png" /> is sufficiently small, and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811022.png" /> if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811023.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811024.png" />.
+
Then there exist solutions of equation (1) such that $  x _ {j} ( t, \epsilon ) = w _ {j} ( t, \epsilon )( 1 + \epsilon \phi _ {j} ( t, \epsilon )) $,  
 +
$  j= 1, 2 $,  
 +
where $  | \phi _ {j} ( t, \epsilon ) | \leq  C $
 +
for $  t \in I $,
 +
0 \leq  \epsilon \leq  \epsilon _ {0} $,  
 +
if $  \epsilon _ {0} > 0 $
 +
is sufficiently small, and $  \phi _ {j} ( t, \epsilon ) \rightarrow 0 $
 +
if $  t \rightarrow + \infty $,
 +
$  \epsilon > 0 $.
  
A point <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811025.png" /> is a turning point of equation (1) if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811026.png" />. The WKB approximation is not valid at turning points. Asymptotic formulas valid in neighbourhoods of turning points have been obtained [[#References|[1]]], [[#References|[4]]]. The principal term of the asymptotic expansion is expressed in the form of Bessel functions.
+
A point $  t _ {0} $
 +
is a turning point of equation (1) if $  q( t _ {0} ) = 0 $.  
 +
The WKB approximation is not valid at turning points. Asymptotic formulas valid in neighbourhoods of turning points have been obtained [[#References|[1]]], [[#References|[4]]]. The principal term of the asymptotic expansion is expressed in the form of Bessel functions.
  
In a number of problems (the problem of eigenvalues, the dispersion problem) the asymptotic behaviour of a solution of equation (1) need to be known at interval ends only, i.e. asymptotics at turning points need not be found. If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811027.png" /> is an analytic function, it is generally possible to extend WKB formulas from one end of the interval <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811028.png" /> to the other through the complex plane <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811029.png" /> (for a rigorous proof see [[#References|[2]]]). For entire functions <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811030.png" /> it has been found that the WKB approximation (2) is valid in certain domains of the complex plane <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811031.png" /> bounded by Stokes lines (i.e. by the level lines <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811032.png" /> passing through the turning points). Asymptotic formulas have been obtained for the fundamental system of solutions of equation (1) which are valid throughout the complex plane except for neighbourhoods of the turning points [[#References|[2]]].
+
In a number of problems (the problem of eigenvalues, the dispersion problem) the asymptotic behaviour of a solution of equation (1) need to be known at interval ends only, i.e. asymptotics at turning points need not be found. If $  q( t) $
 +
is an analytic function, it is generally possible to extend WKB formulas from one end of the interval $  I $
 +
to the other through the complex plane $  \mathbf C $(
 +
for a rigorous proof see [[#References|[2]]]). For entire functions $  q( t) $
 +
it has been found that the WKB approximation (2) is valid in certain domains of the complex plane $  \mathbf C $
 +
bounded by Stokes lines (i.e. by the level lines $  \mathop{\rm Re}  \int \sqrt q( t)  d t = \textrm{ const } $
 +
passing through the turning points). Asymptotic formulas have been obtained for the fundamental system of solutions of equation (1) which are valid throughout the complex plane except for neighbourhoods of the turning points [[#References|[2]]].
  
 
For WKB approximation of partial differential equations, see [[#References|[5]]], [[#References|[6]]], [[#References|[8]]], [[#References|[9]]], [[#References|[10]]].
 
For WKB approximation of partial differential equations, see [[#References|[5]]], [[#References|[6]]], [[#References|[8]]], [[#References|[9]]], [[#References|[10]]].
Line 29: Line 86:
 
====References====
 
====References====
 
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  W. Wazov,  "Asymptotic expansions for ordinary differential equations" , Interscience  (1965)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  M.A. Evgradov,  M.V. Fedoryuk,  "Asymptotic behaviour as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811033.png" /> of the solution of the equation <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811034.png" /> in the complex <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811035.png" />-plane"  ''Russian Math. Surveys'' , '''21''' :  1  (1966)  pp. 1–48  ''Uspekhi Mat. Nauk'' , '''21''' :  1  (1966)  pp. 3–50</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  M.V. Fedoryuk,  "Addendum to the Russian translation of: W. Wazov, Asymptotic expansions for ordinary differential equations, Interscience, 1965." , Moscow  (1968)  pp. 406–433</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top">  A.A. Dorodnitsyn,  "Asymptotic laws of distribution of the characteristic values for certain special forms of differential equations of the second order"  ''Uspekhi Mat. Nauk'' , '''7''' :  6  (1952)  pp. 3–96  (In Russian)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top">  J. Heading,  "An introduction to phase-integral methods" , Methuen  (1962)</TD></TR><TR><TD valign="top">[6]</TD> <TD valign="top">  N. Fröman,  P.O. Fröman,  "JWBK-approximation" , North-Holland  (1965)</TD></TR><TR><TD valign="top">[7]</TD> <TD valign="top">  L.D. Landau,  E.M. Lifshitz,  "Quantum mechanics" , Pergamon  (1965)  (Translated from Russian)</TD></TR><TR><TD valign="top">[8]</TD> <TD valign="top">  V.P. Maslov,  "Théorie des perturbations et méthodes asymptotiques" , Dunod  (1972)  (Translated from Russian)</TD></TR><TR><TD valign="top">[9]</TD> <TD valign="top">  V.P. Maslov,  "Operational methods" , MIR  (1976)  (Translated from Russian)</TD></TR><TR><TD valign="top">[10]</TD> <TD valign="top">  V.P. Maslov,  M.V. Fedoryuk,  "Semi-classical approximation in quantum mechanics" , Reidel  (1981)  (Translated from Russian)</TD></TR></table>
 
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  W. Wazov,  "Asymptotic expansions for ordinary differential equations" , Interscience  (1965)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  M.A. Evgradov,  M.V. Fedoryuk,  "Asymptotic behaviour as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811033.png" /> of the solution of the equation <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811034.png" /> in the complex <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/w/w098/w098110/w09811035.png" />-plane"  ''Russian Math. Surveys'' , '''21''' :  1  (1966)  pp. 1–48  ''Uspekhi Mat. Nauk'' , '''21''' :  1  (1966)  pp. 3–50</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  M.V. Fedoryuk,  "Addendum to the Russian translation of: W. Wazov, Asymptotic expansions for ordinary differential equations, Interscience, 1965." , Moscow  (1968)  pp. 406–433</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top">  A.A. Dorodnitsyn,  "Asymptotic laws of distribution of the characteristic values for certain special forms of differential equations of the second order"  ''Uspekhi Mat. Nauk'' , '''7''' :  6  (1952)  pp. 3–96  (In Russian)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top">  J. Heading,  "An introduction to phase-integral methods" , Methuen  (1962)</TD></TR><TR><TD valign="top">[6]</TD> <TD valign="top">  N. Fröman,  P.O. Fröman,  "JWBK-approximation" , North-Holland  (1965)</TD></TR><TR><TD valign="top">[7]</TD> <TD valign="top">  L.D. Landau,  E.M. Lifshitz,  "Quantum mechanics" , Pergamon  (1965)  (Translated from Russian)</TD></TR><TR><TD valign="top">[8]</TD> <TD valign="top">  V.P. Maslov,  "Théorie des perturbations et méthodes asymptotiques" , Dunod  (1972)  (Translated from Russian)</TD></TR><TR><TD valign="top">[9]</TD> <TD valign="top">  V.P. Maslov,  "Operational methods" , MIR  (1976)  (Translated from Russian)</TD></TR><TR><TD valign="top">[10]</TD> <TD valign="top">  V.P. Maslov,  M.V. Fedoryuk,  "Semi-classical approximation in quantum mechanics" , Reidel  (1981)  (Translated from Russian)</TD></TR></table>
 
 
  
 
====Comments====
 
====Comments====
 
  
 
====References====
 
====References====
 
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  F.W.J. Olver,  "Asymptotics and special functions" , Acad. Press  (1974)</TD></TR></table>
 
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  F.W.J. Olver,  "Asymptotics and special functions" , Acad. Press  (1974)</TD></TR></table>

Revision as of 08:28, 6 June 2020


An asymptotic method of G. Wentzel, H. Kramers, L. Brillouin, and H. Jeffreys for solving ordinary differential equations of the form

$$ \tag{1 } \epsilon ^ {2} \frac{d ^ {2} x }{dt ^ {2} } - q ( t) x = 0, $$

with a small parameter $ \epsilon > 0 $ in front of the leading derivative. The method was introduced in 1926 by these workers to obtain approximate solutions of Schrödinger's quantum-mechanical wave equation (for a detailed historical account and literature see [5], [6]). Other names given to the method are Liouville–Green approximation; the method of the phase integral; the semi-classical approximation, as well as all possible combinations of the letters W, K, B (and J).

Let $ I = [ a, b] $, $ q( t) \in C ^ \infty ( I) $ and $ \mathop{\rm Re} \sqrt q( t) \geq 0 $ for $ t \in I $ or $ q( t) < 0 $ for $ t \in I $. Then there exist solutions of equation (1) such that as $ \epsilon \rightarrow + 0 $, uniformly in $ t \in I $,

$$ x _ {j} ( t, \epsilon ) \approx \ w _ {j} ( t, \epsilon ) \left ( 1 + \sum _ {k = 1 } ^ \infty \epsilon ^ {k} a _ {kj} ( t) \right ) ,\ \ j = 1, 2, $$

and

$$ \tag{2 } w _ {1, 2 } ( t, \epsilon ) = \ q ^ {- 1/4 } ( t) \mathop{\rm exp} \left ( \pm \epsilon ^ {-} 1 \int\limits _ { a } ^ { t } \sqrt {q ( \tau ) } d \tau \right ) . $$

The principal term of the asymptotic expansion (2) is usually called the WKB approximation.

Let $ I = [ 0, + \infty ) $, let the above conditions on $ q( t) $ be satisfied and let

$$ \int\limits _ { 0 } ^ \infty ( | q ^ \prime ( t) | ^ {2} | q ( t) | ^ {- 5/2 } + | q ^ {\prime\prime} ( t) | | q ( t) | ^ {- 3/2 } ) dt < \infty . $$

Then there exist solutions of equation (1) such that $ x _ {j} ( t, \epsilon ) = w _ {j} ( t, \epsilon )( 1 + \epsilon \phi _ {j} ( t, \epsilon )) $, $ j= 1, 2 $, where $ | \phi _ {j} ( t, \epsilon ) | \leq C $ for $ t \in I $, $ 0 \leq \epsilon \leq \epsilon _ {0} $, if $ \epsilon _ {0} > 0 $ is sufficiently small, and $ \phi _ {j} ( t, \epsilon ) \rightarrow 0 $ if $ t \rightarrow + \infty $, $ \epsilon > 0 $.

A point $ t _ {0} $ is a turning point of equation (1) if $ q( t _ {0} ) = 0 $. The WKB approximation is not valid at turning points. Asymptotic formulas valid in neighbourhoods of turning points have been obtained [1], [4]. The principal term of the asymptotic expansion is expressed in the form of Bessel functions.

In a number of problems (the problem of eigenvalues, the dispersion problem) the asymptotic behaviour of a solution of equation (1) need to be known at interval ends only, i.e. asymptotics at turning points need not be found. If $ q( t) $ is an analytic function, it is generally possible to extend WKB formulas from one end of the interval $ I $ to the other through the complex plane $ \mathbf C $( for a rigorous proof see [2]). For entire functions $ q( t) $ it has been found that the WKB approximation (2) is valid in certain domains of the complex plane $ \mathbf C $ bounded by Stokes lines (i.e. by the level lines $ \mathop{\rm Re} \int \sqrt q( t) d t = \textrm{ const } $ passing through the turning points). Asymptotic formulas have been obtained for the fundamental system of solutions of equation (1) which are valid throughout the complex plane except for neighbourhoods of the turning points [2].

For WKB approximation of partial differential equations, see [5], [6], [8], [9], [10].

References

[1] W. Wazov, "Asymptotic expansions for ordinary differential equations" , Interscience (1965)
[2] M.A. Evgradov, M.V. Fedoryuk, "Asymptotic behaviour as of the solution of the equation in the complex -plane" Russian Math. Surveys , 21 : 1 (1966) pp. 1–48 Uspekhi Mat. Nauk , 21 : 1 (1966) pp. 3–50
[3] M.V. Fedoryuk, "Addendum to the Russian translation of: W. Wazov, Asymptotic expansions for ordinary differential equations, Interscience, 1965." , Moscow (1968) pp. 406–433
[4] A.A. Dorodnitsyn, "Asymptotic laws of distribution of the characteristic values for certain special forms of differential equations of the second order" Uspekhi Mat. Nauk , 7 : 6 (1952) pp. 3–96 (In Russian)
[5] J. Heading, "An introduction to phase-integral methods" , Methuen (1962)
[6] N. Fröman, P.O. Fröman, "JWBK-approximation" , North-Holland (1965)
[7] L.D. Landau, E.M. Lifshitz, "Quantum mechanics" , Pergamon (1965) (Translated from Russian)
[8] V.P. Maslov, "Théorie des perturbations et méthodes asymptotiques" , Dunod (1972) (Translated from Russian)
[9] V.P. Maslov, "Operational methods" , MIR (1976) (Translated from Russian)
[10] V.P. Maslov, M.V. Fedoryuk, "Semi-classical approximation in quantum mechanics" , Reidel (1981) (Translated from Russian)

Comments

References

[a1] F.W.J. Olver, "Asymptotics and special functions" , Acad. Press (1974)
How to Cite This Entry:
WKB method. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=WKB_method&oldid=15871
This article was adapted from an original article by M.V. Fedoryuk (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article