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My (physics) book gives the following approximation:

$\int_{-\pi/2}^{\pi/2} \sqrt{1-(1-a^2) \sin(k)^2} dk \approx 2 + (a_1 - b_1 \ln a^2) a^2 + O(a^2 \ln a^2)$

where a1 and b1 are "(unspecified) numerical constants." I've been looking for either a derivation of this, or the same approximation listed elsewhere and have gotten nowhere. Can someone help me along?

Orion
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  • Is this for $a \to +\infty$? Or $a \to 0$? I suppose the latter. – user204305 Jan 07 '15 at 02:01
  • $a \rightarrow 0$, with $a > 0$ – Orion Jan 07 '15 at 02:03
  • I don't really understand your notation. $a_1 a^2$ is smaller than your function in the $O$, and $2b_1 a^2 \ln a$ is of the same order. – user204305 Jan 07 '15 at 04:49
  • See this formula. The definition of the complete elliptic integral $E(k)$ (1, 2) essentially coincides with your expression. – Start wearing purple Jan 07 '15 at 08:48
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    @O.L. It's unfortunate that that website doesn't give a clear source for the expansion. The ones it mentions afterwards are concerned with incomplete integrals. I wasn't able to track a proof down on the internet, but there are indications that there might be one in Brigitte Radon, Sviluppi in serie degli integrali ellittici, Atti Accad. Naz. Lincei. Mem. Cl. Sci. Fis. Mat. Nat. Sez. I. (8) 2 (1950), 69–109. – user204305 Jan 07 '15 at 19:22
  • @Orion Did you mean $O(a^4 \ln a^2)$? – user204305 Jan 07 '15 at 19:51
  • @user204305 I don't think this expansion is elliptic integral-specific. It should be a particular case of the hypergeometric function expansion in the logarithmic case and most probably can be derived from the corresponding differential equation. – Start wearing purple Jan 07 '15 at 20:00
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    @O.L. Would you know of a reference for that with proofs? – user204305 Jan 08 '15 at 01:39

2 Answers2

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This is just an outline of an answer.

Call the integral to be calculated $I(a)$. First write $$I(a) = 2\int_0^{\pi/2} \sqrt{\cos^2 k + a^2 \sin^2 k} \, dk$$ by symmetry. The difficulty here is that you can't just apply Taylor's formula for $a \to 0$, because values of $k$ near $\pi/2$ make a significant contribution to the integral and $\cos k$ is small there.

Make the substitution $u = \cot k$. Then $$I(a) = 2 \int_0^{+\infty} \frac{\sqrt{u^2 + a^2}}{(u^2 + 1)^{3/2}} \, du.$$

Now divide the integral into three parts on the intervals $[0,a]$, $[a,1]$ and $[1,+\infty)$. Then make the substitution $v = u/a$ on the first interval, $s = u^2$ on the second, and $w = 1/u$ on the third. We get $$I(a) = 2a^2 \int_0^1 \sqrt{1+v^2} (1 + a^2 v^2)^{-3/2} \, dv + 2\int_0^1 (1 + w^2)^{-3/2} \sqrt{1 + a^2 w^2} \, dw \\+ \int_{a^2}^1 \frac{1}{(1+s)^{3/2}} \sqrt{1 + \frac{a^2}{s}} \, ds$$ Now the idea is to expand each integrand into a series using the Taylor series for $(1 + x)^{1/2}$ and $(1+x)^{-3/2}$, and then integrate term by term. This will be legitimate because of uniform convergence. In the first integral, expand the second factor as a function of $av$. Do the same in the second integral with respect to $aw$. The third is more complicated because $a^2$ appears as a bound, but you can expand the integrand into a double series with respect to $s$ and $a^2/s$. The resulting series is quite complicated.

However, if we only want an estimate at the level of $O(a^2)$, we can note that the square root in the last integral is $1 + a^2/2s$ to within $O(a^4/s^2)$, so the error in the integral will be at most $O(a^2)$. If we make this approximation, we find $$I(a) = 2 - a^2 \ln a + O(a^2)$$

To evaluate the $a^2$ term is more difficult. The contribution from the first integral is $\sqrt{2} + \operatorname{arsinh}(1)$. The contribution from the second is $\operatorname{arsinh}(1) - \frac{1}{2}\sqrt{2}$. The $a^2$ term in the third integral consists of a $-a^2$ from the first term of the series, a term $a^2[-\operatorname{arsinh}(1)+ \frac{1}{\sqrt{2}} + \ln 2 - 1]$ in the second term of the series, and the remaining terms with coefficient $\sum_{n \geq 2} \frac{1}{n-1}\binom{1/2}{n}$. This last series is $f(1)$, where $f(x) = \sum_{n \geq 2} \frac{1}{n-1}\binom{1/2}{n}x^{n-1}$. We have $f(0) = 0$ and $f'(x) = \sum_{n \geq 2} \binom{1/2}{n}x^{n-2} = \frac{1}{x^2} (\sqrt{1 + x} - 1 - x/2)$, so $$f(1) = \int_0^1 \frac{1}{x^2} (\sqrt{1 + x} - 1 - x/2) \, dx = \frac{3}{2} - \sqrt{2} + \ln 2 - \operatorname{arsinh}(1).$$ Taking everything into account, we get $$I(a) = 2 - a^2\ln a + a^2 (2\ln 2 - 1/2) + O(a^4 \ln a).$$

Given how simple the result is, I'll bet there's a simpler way to find it.

EDIT: For $a=0.0001$, the true value of the integral is $2.000,000,100,966,347,688$. The approximation obtained by the formula is $2.000,000,100,966,347,331$.

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We have $$\int_{-\frac\pi 2}^{\frac \pi 2} \sqrt{1-(1-a^2) \sin(k)^2} dk =2 E\left(1-a^2\right)$$ provided that $a\in \mathbb{R}\lor \Re(a)\neq 0$.

Expanded as series around $a=0^+$, we have $$2 E\left(1-a^2\right)=2-\sum_{n=1}^\infty \Bigg(\alpha_n+\beta_n\,\log \left(\frac{\sqrt{a}}{2}\right)\Bigg)\,a^{2n}$$ The first $\alpha_n$ are $$\left\{\frac{1}{2},\frac{13}{32},\frac{9}{32},\frac{5255}{24576}, \frac{11291}{65536},\frac{189021}{1310720},\frac{2600191}{20971520 },\cdots\right\} $$ The first $\beta_n$ are $$\left\{2,\frac{3}{4},\frac{15}{32},\frac{175}{512},\frac{2205}{8192 },\frac{14553}{65536},\frac{99099}{524288},\cdots\right\}$$

  • Claude, I'm not sure how conclusive the regression is. On the one hand, the points near 1 may not follow the asymptotic law. On the other, $\ln$ changes so slowly that it's hard to do a regression using it, unless you take points that converge very quickly to zero. – user204305 Jan 07 '15 at 11:13
  • @user204305. I totally agree with you. I was trying to see the physical meaning of the approximation. – Claude Leibovici Jan 07 '15 at 11:26
  • @user204305. Impressive, indeed !! – Claude Leibovici Jan 07 '15 at 11:29
  • @user204305. There is no discussion about the beauty of what you wrote. This is an incredibly good approximation for small values of $a$. However, the deviations become larger than $1$% as soon as $a >0.5$. What is interesting is that, based on the approximation you perfectly justified, the empirical model, once tuned, leads to a very good fit. For example, for $a=0.5$, the exact value is $2.42211$, for $2.39486$ with your exact formula and $2.42149$ for the fit. I shall try to see if higher order terms could be included. Thanks again. – Claude Leibovici Jan 08 '15 at 05:53
  • I believe my method will be very unwieldy for finding higher order terms, as it took a lot of effort just to get the $a^2$ term. And it is clear that there is a better theoretical approach from the document O.L. linked to. If you want to test things like that, perhaps save yourself a bit of trouble and use O.L.'s link. Either that or devise another method. – user204305 Jan 08 '15 at 06:00