Finite-part integration of the generalized Stieltjes transform and its dominant asymptotic behavior for small values of the parameter. I. Integer orders

Abstract

The paper addresses the exact evaluation of the generalized Stieltjes transform Sn[f]=∫0∞f(x)(ω+x)−ndx of integral order n = 1, 2, 3, … about ω = 0 from which the asymptotic behavior of Sn[f] for small parameters ω is directly extracted. An attempt to evaluate the integral by expanding the integrand (ω + x)−n about ω = 0 and then naively integrating the resulting infinite series term by term leads to an infinite series whose terms are divergent integrals. Assigning values to the divergent integrals, say, by analytic continuation or by Hadamard’s finite part is known to reproduce only some of the correct terms of the expansion but completely misses out a group of terms. Here we evaluate explicitly the generalized Stieltjes transform by means of finite-part integration recently introduced in Galapon [Proc. R. Soc. A 473, 20160567 (2017)]. It is shown that, when f(x) does not vanish or has zero of order m at the origin such that (n − m) ≥ 1, the dominant terms of Sn[f] as ω → 0 come from contributions arising from the poles and branch points of the complex valued function f(z)(ω + z)−n. These dominant terms are precisely the terms missed out by naive term by term integration. Furthermore, it is demonstrated how finite-part integration leads to new series representations of special functions by exploiting their known Stieltjes integral representations. Finally, the application of finite part integration in obtaining asymptotic expansions of the effective diffusivity in the limit of high Peclet number, the Green-Kubo formula for the self-diffusion coefficient, and the antisymmetric part of the diffusion tensor in the weak noise limit is discussed.