Saddle point Integrals with logarithm and cosine

Click For Summary
SUMMARY

The discussion focuses on the application of the saddle point method to evaluate the integral Z = (1/sqrt{2 pi t}) ∫_{1}^{infinity} ds (1/sqrt{2 pi s}) exp{ p [-s ln(s/t) +s] } cos(2 pi L p s) as p approaches infinity. The original poster questions the validity of the result when introducing a fast oscillatory cosine function, which seemingly does not alter the outcome of Z. A suggested approach is to express the cosine function as the sum of two exponentials, allowing for the evaluation of two integrals using the saddle point approximation.

PREREQUISITES
  • Understanding of saddle point method in asymptotic analysis
  • Familiarity with integrals involving exponential and oscillatory functions
  • Knowledge of complex analysis, particularly in evaluating integrals
  • Proficiency in manipulating logarithmic expressions within integrals
NEXT STEPS
  • Study the saddle point method in detail, focusing on its applications in asymptotic analysis
  • Learn how to evaluate integrals with oscillatory functions using techniques from complex analysis
  • Explore the properties of exponential functions and their role in integral transformations
  • Investigate the implications of fast oscillatory functions on integral convergence and evaluation
USEFUL FOR

Mathematicians, physicists, and researchers involved in advanced calculus, particularly those working with asymptotic methods and integral evaluations in theoretical contexts.

Leo_rr
Messages
1
Reaction score
0
I'm trying to use the saddle point method to solve the following integral:

Z = (1/sqrt{2 pi t}) ∫_{1}^{infinity} ds (1/sqrt{2 pi s}) exp{ p [-s ln(s/t) +s] } cos(2 pi L~ p ~ s), as p → infinity
Mod edit to make integral more readable:
$$Z = \frac{1}{\sqrt{2\pi t}} \int_1^{\infty} \frac 1 {\sqrt{2 \pi s}} e^{p(-s \ln(s/t) + s)} \cos(2 \pi L p s)ds$$
$$\lim_{p \to \infty}Z = ? $$
Is this the correct integral?
where L and p are Integers. If we remove the fast oscillatory cosine, the Sadde Point method is straightforward and the solution is:

Z = e^{pt}

Introducing a fast oscillatory function in the integral, one would expect the value of Z to be much smaller, but the direct (or maybe naive) application of the method results in the exact same result, and that's absurd! Have anybody faced a similar problem?
 
Last edited by a moderator:
Physics news on Phys.org
I think you should write the cosine as the sum of two exponentials which can then be combined with the other exponential and you get two integrals of which each can be evaluated by the saddle point approximation.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 14 ·
Replies
14
Views
4K
  • · Replies 4 ·
Replies
4
Views
3K
Replies
1
Views
2K