Optimal truncation Created 2026-10-06 Updated 2026-10-14
Optimal truncation chooses how many terms to retain for a useful finite approximation. In a divergent asymptotic expansion, increasing the truncation order eventually makes the terms larger rather than smaller. Stopping near a smallest term often gives the best direct approximation, but the actual remainder must be checked. A small last term alone is not a universal error bound.[ref]
2.11 Remainder Terms; Stokes Phenomenon. NIST Digital Library of Mathematical Functions, §2.11(i), discussion of finite-parameter accuracy and independently checking remainders; §2.11(iii), exponentially improved expansions
For a divergent factorial series can approximate a convergent integral, decreases while and increases while . Thus the useful cutoff is near , rather than at arbitrarily large order. At , are the two smallest terms. Retaining terms givesThe actual error is about . Retaining twenty terms instead gives , with error about : more work produces a worse answer.
For this example the bound is explicit, so a requested tolerance can be tested before using a truncation. For a different integral, a nearby saddle point or simple pole can change the relevant remainder scale. This is why the smallest-term rule is a useful guide, rather than a replacement for remainder analysis.
The cutoff for factorial terms has . Better analysis can expose contributions smaller than every retained inverse power, linking optimal truncation to the Stokes phenomenon. Such contributions can be important even when many asymptotic coefficients agree. Directly summing ever more terms does not automatically recover them.
