Computation of parabolic cylinder functions having complex argument

Abstract

Numerical methods for the computation of the parabolic cylinder function U(a,z) for real a and complex z are presented. The main tools are recent asymptotic expansions involving exponential and Airy functions, with slowly varying analytic coefficient functions involving simple coefficients, and stable integral representations; these two main methods can be complemented with Maclaurin series and a Poincaré asymptotic expansion. We provide numerical evidence showing that the combination of these methods is enough for computing the function with 5×10−13 relative accuracy in double precision floating point arithmetic.