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Special functions, orthogonal polynomials, harmonic analysis, ordinary differential equations (ODE's), differential relations, calculus of variations, approximations, expansions, asymptotics.
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Asymptotic expansion of integral (Bessel function really)
The integral
$$I = \int_{-\infty}^\infty \frac{e^{-\varepsilon x^2}} { \sqrt{1+x^2} } dx$$
is convergent for $\varepsilon > 0$ and can even be given in terms of the Bessel function $K_0$. As $\varep …