Asymptotic expansion of complex integrals?

In summary, the conversation discusses an integral with a complicated integrand that cannot be evaluated directly. The speaker suggests using a change of variable and a "saddle point" method or a similar method used by Laplace to evaluate it for large values of x. Another person mentions the Stationary Phase Method as a possible solution and the speaker asks for clarification on how to handle a complex integral in this case. They also suggest looking into textbooks for methods to deal with exponential integrals.
  • #1
eljose
492
0
Let,s suppose we have the next integral:

[tex]\int_{c-i\infty}^{c+i\infty}dsF(s)e^{sx} [/tex]

with c a real number..of course F(s) is so complicated that we can not evaluate it...:frown: :frown: :frown: first of all we make the change of variable s=c+iu so we would get the "new" integral:

[tex]\int_{-\infty}^{\infty}iduF(c+iu)e^{iux+cx} [/tex] being this a Fourier transform..my question is supposing x---->oo (infinity) ¿How could we evaluate it by a "Saddle point" method or other form similar to the one Laplace did to calculate the factorial?..thanks in advance.
 
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  • #2
eljose said:
Let,s suppose we have the next integral:

[tex]\int_{c-i\infty}^{c+i\infty}dsF(s)e^{sx} [/tex]

with c a real number..of course F(s) is so complicated that we can not evaluate it...:frown: :frown: :frown: first of all we make the change of variable s=c+iu so we would get the "new" integral:

[tex]\int_{-\infty}^{\infty}iduF(c+iu)e^{iux+cx} [/tex] being this a Fourier transform..my question is supposing x---->oo (infinity) ¿How could we evaluate it by a "Saddle point" method or other form similar to the one Laplace did to calculate the factorial?..thanks in advance.

What about using Stationary Phase Method?. I think it works.
 
  • #3
Clausius2 said:
What about using Stationary Phase Method?. I think it works.

Eljose asked about the "saddle point" method so I think he is doing stationary phase.
 
  • #4
Ummm..thanks for replying my problem is that for example when we have the integral:

[tex]\int_{-\infty}^{\infty}dxe^{-sM(x)} [/tex]

where a is a big parameter (real) s------>oo, then we could use Laplace method to solve it, but my integral proposed has a complex integrand and is itself complex, i think that Cauchy developed a formula to deal with those integrals but i don,t know the results i have looked into the wikipedia or mathworld but have not found any information when the integral is complex.
 
  • #5
eljose said:
...i have looked into the wikipedia or mathworld but have not found any information when the integral is complex.

Try looking in some textbooks, anything dealing with exponential sums will have some methods to deal with exponential integrals (e.g. titchmarsh or ivic's zeta books).

A complex integral is just two real integrals.
 

FAQ: Asymptotic expansion of complex integrals?

What is an asymptotic expansion of a complex integral?

An asymptotic expansion of a complex integral is a mathematical technique used to approximate the value of a complex integral when it is difficult or impossible to solve exactly. It involves breaking down the integral into a series of simpler integrals and using known techniques to approximate each term.

When is an asymptotic expansion of a complex integral necessary?

An asymptotic expansion of a complex integral is necessary when the integral cannot be solved exactly and an approximate value is needed. This can occur in many areas of mathematics and physics, such as in the study of complex functions, quantum mechanics, and fluid dynamics.

How does an asymptotic expansion of a complex integral differ from a Taylor series expansion?

An asymptotic expansion of a complex integral is similar to a Taylor series expansion in that it involves breaking down a function into a series of simpler terms. However, a Taylor series expansion is used to approximate a function near a specific point, while an asymptotic expansion is used to approximate an integral over a larger interval.

Are there any limitations to using an asymptotic expansion of a complex integral?

Yes, there are limitations to using an asymptotic expansion of a complex integral. The accuracy of the approximation depends on the specific function and the terms included in the expansion. In some cases, the expansion may not converge or may not provide an accurate approximation.

How is the accuracy of an asymptotic expansion of a complex integral determined?

The accuracy of an asymptotic expansion of a complex integral is determined by the number of terms included in the expansion. Generally, the more terms included, the more accurate the approximation will be. However, this also depends on the specific function and the interval of integration.

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