Saddle point Integrals with logarithm and cosine

In summary, the conversation discusses the use of the saddle point method to solve a complex integral with a fast oscillatory cosine function. The solution is expected to be smaller due to the presence of the cosine, but the direct application of the method yields the same result as without the cosine, which seems absurd. The suggestion is made to rewrite the cosine as the sum of two exponentials in order to apply the saddle point approximation.
  • #1
Leo_rr
1
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?
 
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  • #2
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.
 

1. What are saddle point integrals with logarithm and cosine?

Saddle point integrals with logarithm and cosine are mathematical integrals that involve both the natural logarithm function and the cosine function. These integrals often arise in physics and engineering problems, and can be challenging to solve due to the presence of both a transcendental function (logarithm) and a trigonometric function (cosine).

2. How are saddle point integrals with logarithm and cosine solved?

These integrals are typically solved using a technique known as the method of steepest descents, which involves deforming the integration contour in the complex plane to pass through a critical point, or "saddle point", of the integrand. This allows for the dominant contribution to the integral to be calculated using the stationary phase approximation.

3. What are some applications of saddle point integrals with logarithm and cosine?

Saddle point integrals with logarithm and cosine have many applications in physics, engineering, and statistics. They are commonly used in problems involving oscillatory or exponentially decaying functions, such as in the calculation of path integrals in quantum mechanics or in the evaluation of Laplace transforms.

4. Are there any special techniques for evaluating these types of integrals?

Yes, in addition to the method of steepest descents, there are other techniques that can be used to solve saddle point integrals with logarithm and cosine. These include the method of stationary phase, which is a variant of the method of steepest descents, and the method of steepest descent with a small parameter, which is useful when the integral contains a small parameter in addition to the logarithm and cosine functions.

5. Can saddle point integrals with logarithm and cosine be computed numerically?

Yes, these integrals can be computed numerically using methods such as the trapezoidal rule or Gaussian quadrature. However, these techniques may not always be accurate, especially if the integrand has rapidly oscillating behavior. In these cases, it is often more efficient to use the aforementioned analytical techniques to obtain an approximate solution.

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