E Airy Function

The Airy function plays a central role in the construction of WKB wave functions.
Here, we briefly review the essential properties of this function. Moreover, we derive
asymptotic expansions in various domains, discuss the Stokes and anti-Stokes lines
and address the Stokes phenomenon.

E.I Definition and Differential Equation

In 1838 Airy defined a diffraction integral representing for each color the variation of
the electromagnetic wave across a rainbow. For real arguments z this Airy function
is defined by the integral
1 7 fi \
Ai(z) = — / dt exp - t + izt} . (E.I}
97T
£ /I J/ V 3
\ <J //
— OO

For arbitrary complex numbers z it is a similar integral with a modified contour.

There are physical phenomena such as the fractional revivals discussed in Prob-
lem 9.4 where Airy functions with complex arguments become important. However,
in many situations the functional dependence of Ai(z) is only of interest along the
real axis Re(2) = x.
The definition Eq. (E.I) clearly brings out that the Airy function is a generaliza-
tion of the ^-function on
1

and involves the integration variable z not only in a linear way but also as the third
power. We note that higher order generalizations with the fifth power also exist. For
a detailed discussion refer to the literature.
The Airy function satisfies the differential equation
Ai"(z) - zAi(z) — 0.
We can prove this relation by differentiating the definition Eq. (E.I) twice with
respect to z which yields
oo
A l l\ /Cy Ii —
-T\.l — /I LLL
r}~f~ CA.U
p~Y"T\ II ~t
L> ]I \
I Y"
v )I CA.LJ
P"Y"Tl I1 b/OL
7 7 / 1I .
v
' 2?r J \3 /
—oo

Quantum Optics in Phase Space. Wolfgang P. Schleich

Copyright © 2001 WILEY-VCH Verlag Berlin GmbH, Berlin
ISBN: 3-527-29435-X
622 E Airy Function

When we integrate by parts we arrive at

oo
°° 1 /" f i \
Ai"(z) = - — exp (^-t3) exp (izt)_ + — J dt exp (^3J exp (izt) .
— OO

The first term does not converge in an absolute way. However, we could have
added an exponential exp(— e\t\) with a small decay. That would have insured the
vanishing of the integrand at infinity. We therefore can drop the first term and find
the differential equation Eq. (E.I) of the Airy function.
We conclude this section by noting that there is even a rigorous mathematical
way of defining the limit of oscillatory functions. This procedure also reappears in
the theory of divergent sums. Space does not allow us to go deeper in this fascinating
topic where sums such as

£ = 1-1 + 1-1 + . .. = !-(! -1 + 1-1 + . ..) = !-£

take on the value

Zl = —

or, more relevant for our problem, where

sin(oo) = cos(oo) = 0.

For more details we refer to the book by Hardy but emphasize that the theory of
divergent sums becomes important again in the context of the Airy function when
we discuss the Stokes phenomenon in Sec. E.2.3.

E.2 Asymptotic Expansion

In this section we perform an asymptotic expansion of the Airy function, Eq. (5.19).
We apply the method of stationary phase to the integral
00

Ai(z) = — t dt

defining the Airy function where

S(t\z) = -t3 + zt (E.2)

o
denotes the phase.
We expand the phase
923
^ v^, ~, ^^ "6'7 ~/ ' r) O,; (t-
around the points
ts = ±V~z (E.3)
 E.2 Asymptotic Expansion 623

of stationary phase following from the condition

In this appendix we confine ourselves to real values of z = x. For the general case of
complex arguments of the Airy function we refer to the literature.
According to Eq. (E.3), we find for x > 0 that the points

ts = ±iy/\X\ (EA)

of stationary phase are purely imaginary. In contrast for x < 0 the points

(£-5)
are purely real. We also note that for x = 0 the two points of stationary phase
collapse into a single one. Here our asymptotic expansion breaks down.
We first consider the asymptotic expansion of the Airy function for negative
arguments. A brief discussion of the asymptotics for positive arguments concludes
this section.

E.2.1 Oscillatory Regime

When we substitute the expression Eq. (E.5) for the stationary phase point for x < 0
into the expression Eq. (E.2) for the phase S(t', x) we get

and
= 2t\t. =

This allows us to expand the phase 5(t; x) around ts and we arrive at

Hence, the integral representation of the Airy function Eq. (5.19) reads
oo

[ 2

3
n I rf \ 32.
i\Jb\
i i
\ c\
J 2?r J
I
/*

—oo
r
I J.L pY-p. Li I f I V^ [ +
cAp \L \JU\
L
\L
v
\rf\
\Jb\

oo
3/2 1 2
4-1 ^ C-A.|J
exD I[-?1rl 1
L U*- l —- IfdtW/t' exD
CA.JJ [-^Id / (t
I +' ^ \x\ll*Y\
/ " fE
\ 6)/
Lo J ZiTt J L

With the help of the integral relation

(E.7)

we find
Ai(x) ^ - = M~ 1/4 cos o \x\3/' - T for (E.8)
4
624 E Airy Function

E.2.2 Decaying Regime

We now turn to the case when x > 0. Here the points of stationary phase as well
as the phase S become purely imaginary. Indeed, when we substitute the stationary
phase point Eq. (E.4) into the expression Eq. (E.2) for the phase we find

3 2
S(t,;x) = *-\ /

Similarly, the second derivative of the phase reads

= 2t\t. = ±2*\x\1'2

and the Taylor expansion of the phase S takes the form

3 2
C/-/-. x)
0^1, -^ c^.
— 4-«_
itz l^rl
\x\ / 4-
it

Since the Airy function involves the phase S in the exponential with a prefactor i we
now find

i(x) - exp [-| :r|3/2] ^ j dt exp [-\x ^ (t - i\

— oo
oo

±- jdt exp [+ xl 1 / 2 (t + il (E.9)

When we compare this expression valid for x > 0 with the corresponding formula
Eq. (E.6) we find again two contributions from the two points of stationary phase.
However, since these points are purely imaginary and there is a prefactor i in the ex-
ponential the two contributions have now exponentially decaying and growing terms
rather than oscillatory terms. Moreover, in the second integral in Eq. (E.9) a Gaus-
sian with positive sign occurs. Consequently, this integral does not converge. When
we analyze the behavior of the Airy function by, for example evaluating the integral
numerically, we will find that the Airy function decays exponentially for positive x.
Hence, the second term in Eq. (E.9) has to be neglected. When we perform the
remaining Gauss integral the appropriate asymptotic expansion of the Airy function
for positive x therefore reads

Ai(x) ^ 'x|" 1/4 exp -- \x|3/2]

We emphasize that so far we have not given a rigorous mathematical reason for
the disappearance of the contribution resulting from the second point of stationary
phase. Indeed, this is a rather sophisticated problem which we briefly discuss in the
next section.
 E.2 Asymptotic Expansion 625

E.2.3 Stokes Phenomenon

In the discussion of the asymptotics of the Airy function we have found that the Airy
function changes its behavior as we go from negative to positive arguments: It goes
from an oscillatory function at negative arguments to a decaying function at positive
arguments. The oscillations result from the interference of two points of stationary
phase giving raise to two complex phases whereas the decaying contribution is due to
a single point of stationary phase giving raise to a real- valued exponential. Indeed, in
this domain there is a second point of stationary phase but in order to find agreement
with the exact behavior we had to discard its contribution. However, we could not
give an explanation for this phenomenon of disappearance of a stationary phase
point. How is it that on the bright side of the Airy function, that is for x < 0,
we have two exponentials whereas on the dark side, that is for x > 0, we have one
exponential? Where does this exponential switch on?

Definition of Stokes and Anti-Stokes Lines

The answer to this question lies in complex space. It is related to the definition of
Stokes lines. In the literature there exist essentially two definitions of Stokes and
anti-Stokes lines. Here we follow the one used by Heading.
We are considering two independent solutions f i and /2 of a differential equa-
tion of second order which have the leading behavior of exp[5i(z)] and expfS^z)],
respectively, that is

f i ~ exp[Si(z)] and /2 ~ exp[S2(z)].

Moreover, we assume that in the different domains of complex space the two solutions
display quite different behavior: There are domains where one is dominant over
the other or where both are about equal. Stokes and anti-Stokes lines define these
domains.
Anti-Stokes lines in complex space are defined by the condition

Hence, on anti-Stokes lines both f i and /2 have the same magnitude.

In contrast, the Stokes lines are defined by the condition

Im[S1(z)-Si(z)]=Q.

Hence, on this line the different character of the two asymptotic solutions f i and /2
comes out most clearly since

'W eiv and f2(z) ~

where (p = ImSi(z) = ImS^z). When we cross a Stokes line we therefore see that
the two solutions exchange their character. They go from a dominant (subdominant)
to a subdominant (dominant) solution.
626 E Airy Function

Im z
aS

Rez

aS

Fig. E.I: Stokes (S) and anti-Stokes (aS) lines of the Airy function in complex space. In
the grey domain the Airy function Ai is subdominant. In the remaining part it is dominant.

Application to Airy Function

In the case of the Airy function we have the differential equation

f'-zf =0

with the two independent solutions f i ( z ) = Ai(z) and f?.(z) = Bi(z). We have
already shown that the asymptotic expressions for Ai(z) read

AW ~ exp |--x

Following a similar analysis we find

exp V/ 2
LO

Hence, the condition Rez 3 / 2 = 0 defines the anti-Stokes lines

whereas the Stokes lines defined by Im z3/2 = 0 fulfill the condition

27T
argz = 0, ± :
3 '
as shown in Fig. E.I.
Hence, the Airy function is subdominant in the sector — yr/3 < argz < yr/3 of
complex space depicted in Fig. E.I by the grey area. But it is dominant in the
complementary domain. Consequently, Bi is dominant for -7T/3 < argz < yr/3 and
subdominant in the complementary domain.
 E.2 Asymptotic Expansion 627

Switching Function
In 1847 Stokes devised approximations for Ai(z) for large positive z values and in
particular derived the formally exact representation

with coefficients
Tr =

We can show that for large values of r these coefficients have the form

2* (f

Therefore, when z is large the terms Tr decrease at first and then increase. As a
consequence the series diverges. However, as shown by M. Berry one can truncate this
sum at an appropriate point and resume the divergent tail using Borel summation.
This leads to the representation

where r* = 4z3/2/3.
Here Q(z) switches rapidly but smoothly from 0 to 1 across the Stokes line z =
\z\ exp[z27T/3] thereby generating the second exponential which is subdominant.

References
G.H. Hardy, Divergent Series, Oxford University Press, Oxford, 1963
For the behavior of the Airy function and the Stokes lines see
R.B. Dingle, Asymptotic Expansions: Their Derivation and Interpretation, Aca-
demic Press, New York, 1973
J. Heading, An Introduction to Phase Integral Methods, Methuen, London, 1962
M.V. Berry and C.J. Howls, Infinity interpreted, Physics World, 6(6), 35-39,
(1993)
M.V. Berry and C.J. Howls, Hyper Asymptotics for Integrals with Saddles, Proc.
R. Soc. London, A434, 657-675, (1991)