 Solution

The intended integral representation of the modified Bessel function isDifferentiation under the integral sign givesSinceintegration by parts and the vanishing endpoint term yield $x{I}_0^{\prime \prime }+I_0^{\prime }-x{I}_0=0$.

For large positive $x$, Laplace's method localizes the integral near the endpoint $\theta =0$. Put $\theta =u/\sqrt{x}$ and useExtending the exponentially small tail to infinity and evaluating the resulting Gaussian integrals givesand therefore

Now write $y=x^{-1/2}w$. Direct differentiation givesso substitution into the ordinary differential equation givesFor the Liouville–Green approximation, put $Q(x)=1-1/(4x^2)$. The two approximate solutions areso at leading order $y_{\pm }(x)\sim x^{-1/2}{e}^{\pm x}$. The growing solution agrees with the preceding asymptotic expansion, including its leading normalization $I_0(x)\sim e^x/\sqrt{2\pi x}$.