Method of Steepest Descent
Definition
An asymptotic technique for evaluating integrals with a large parameter by deforming complex integration contours to pass through saddle (critical) points along paths of steepest descent so that integrand decay is maximized and dominant contributions are captured.
Method of Steepest Descent
Definition
An asymptotic technique that evaluates integrals of the form ∫_Γ e^{λ f(z)} g(z) dz for large λ by deforming the integration contour Γ in the complex plane to pass through saddle points of f along paths of steepest descent, where the real part of f decreases most rapidly.
Method of Steepest Descent
Definition
An asymptotic technique for evaluating integrals containing a large parameter by locating complex critical points (saddle points) of the phase or exponent, deforming the integration path to follow trajectories of steepest descent through those points, and approximating the integral by local (typically quadratic) expansions about the dominating critical points.