An Airy function is a special function satisfying the ordinary differential equation
and with integral representation
This function appears often in the study of oscillating (path) integrals, e.g. in semiclassical approximation to quantum mechanics and in the geometric approximation to wave mechanics/optics. Its asymptotics is important in the study of the singular behaviour of light in the vicinity of caustics?.
The asymptotic expansions for the Airy function have sharp changes at certain lines, observed by G. G. Stokes, and present often in the stationary phase method (cf. semiclassical approximation). This is called the Stokes phenomenon and is a special case of the wall crossing.
Airy function appears in the subject of integrable models, related to Painleve transcendents and also in the study of random Hermitean matrices (work of Tracy and Widom). Airy function has also a remarkable role in the Kontsevich’s solution to the Witten conjecture.
G. B. Airy, On the intensity of light in the neighbourhood of a caustic, Trans. Camb. Phil. Soc., 6 (1838), 379-403.
C. A. Tracy, H. Widom, Level-spacing distributions and the Airy kernel, Physics Letters B 305 (1-2): 115–118 (1993) hep-th/9210074, doi; Level-spacing distributions and the Airy kernel, Commun. in Math. Physics 159 (1): 151–174 (1994) euclid doi, MR1257246._On orthogonal and symplectic matrix ensembles_, Commun. in Math. Phys. 177 (3): 727–754 (1996) doi, MR1385083
For generalizations see the references