§2.4 Contour Integrals
Contents
- §2.4(i) Watson’s Lemma
- §2.4(ii) Inverse Laplace Transforms
- §2.4(iii) Laplace’s Method
- §2.4(iv) Saddle Points
- §2.4(v) Coalescing Saddle Points: Chester, Friedman, and Ursell’s Method
- §2.4(vi) Other Coalescing Critical Points
§2.4(i) Watson’s Lemma
The result in §2.3(ii) carries over to a complex parameter
.
Except that
is now permitted to be complex, with
, we assume the same conditions on
and also that the Laplace
transform in (2.3.8) converges for all sufficiently large values of
. Then
as
in the sector
(
), with
assigned its principal value.
If
is analytic in a sector
containing
, then the region of validity may be increased by rotation of the
integration paths. We assume that in any closed sector with vertex
and properly interior to
, the expansion (2.3.7) holds as
, and
as
, where
is a constant. Then (2.4.1) is valid in any closed sector
with vertex
and properly
interior to
. (The branches of
and
are extended by continuity.)
§2.4(ii) Inverse Laplace Transforms
On the interval
let
be differentiable and
be absolutely integrable, where
is a real constant. Then
the Laplace transform
is continuous in
and analytic in
, and
by inversion (§1.14(iii))

where
(
) is a constant.
Now assume that
and we are given a function
that is both
analytic and has the expansion

in the half-plane
. Here
,
, and
has its principal value. Assume also
(2.4.4) is differentiable. Then by integration by parts the integral

is seen to converge absolutely at each limit, and be independent of
. Furthermore, as
,
has the expansion
(2.3.7).
For large
, the asymptotic expansion of
may be obtained from
(2.4.3) by Haar’s method. This depends on the availability
of a comparison function
for
that has an inverse transform
with known asymptotic behavior as
. By subtraction from
(2.4.3)
If this integral converges uniformly at each limit for all sufficiently large
, then by the Riemann–Lebesgue lemma (§1.8(i))
If, in addition, the corresponding integrals with
and
replaced by their
derivatives
and
,
, converge uniformly,
then by repeated integrations by parts
The most successful results are obtained on moving the integration contour as far to the left as possible. For examples see Olver (1997b, pp. 315–320).
§2.4(iii) Laplace’s Method
Let
denote the path for the contour integral
in which
is finite,
is finite or infinite, and
is the angle
of slope of
at
, that is,
as
along
. Assume that
and
are analytic on an open
domain
that contains
, with the possible exceptions
of
and
. Other assumptions are:
-
(a)
In a neighborhood of
2.4.11

with
,
,
, and the branches of
and
continuous and constructed with
as
along
. -
(b)
ranges along a ray or over an annular sector
,
, where
,
, and
.
converges at
absolutely and uniformly with respect to
. -
(c)
Excluding
,
is
positive when
, and is bounded away from zero uniformly
with respect to
as
along
.
Then
as
in the sector
. The
coefficients
are determined as in §2.3(iii), the branch of
being chosen to satisfy
§2.4(iv) Saddle Points
Now suppose that in (2.4.10) the minimum of
on
occurs at an interior point
. Temporarily assume that
is fixed, so that
is independent of
. We may
subdivide
and apply the result of §2.4(iii) to each integral on the
right-hand side, the role of the series (2.4.11) being played by the
Taylor series of
and
at
. If
, then
,
is a positive integer, and the two resulting asymptotic
expansions are identical. Thus the right-hand side of (2.4.14)
reduces to the error terms. However, if
, then
and
different branches of some of the fractional powers of
are used for the
coefficients
; again see §2.3(iii). In consequence, the
asymptotic expansion obtained from (2.4.14) is no longer null.
Zeros of
are called saddle points (or cols) owing to the
shape of the surface
,
, in their vicinity. Cases in
which
are usually handled by deforming the integration path in
such a way that the minimum of
is attained at a saddle
point or at an endpoint. Additionally, it may be advantageous to arrange that
is constant on the path: this will usually lead to
greater regions of validity and sharper error bounds. Paths on which
is constant are also the ones on which
decreases most rapidly. For this reason the name method of steepest
descents is often used.
However, for the purpose of simply deriving the asymptotic expansions the use
of steepest descent paths is not essential.
In the commonest case the interior minimum
of
is a
simple zero of
. The final expansion then has the form
in which
with
and their derivatives evaluated at
. The branch of
is the one satisfying
, where
is the
limiting value of
as
from
.
Higher coefficients
in (2.4.15) can be found from
(2.3.18) with
,
, and
replaced by
.
For integral representations of the
and their asymptotic behavior as
see Boyd (1995). The last reference also includes
examples, as do Olver (1997b, Chapter 4),
Wong (1989, Chapter 2), and Bleistein and Handelsman (1975, Chapter 7).
§2.4(v) Coalescing Saddle Points: Chester, Friedman, and Ursell’s Method
Consider the integral
in which
is a large real or complex parameter,
and
are analytic functions of
and continuous in
and a second
parameter
. Suppose that on the integration path
there
are two simple zeros of
that coincide for a certain
value
of
. The problem of obtaining an asymptotic
approximation to
that is uniform with respect to
in a
region containing
is similar to the problem of a coalescing
endpoint and saddle point outlined in §2.3(v).
The change of integration variable is given by
with
and
chosen so that the zeros of
correspond to the zeros
, say, of the quadratic
. Then
where
is the
-map of
, and
The function
is analytic at
and
when
, and at the confluence of
these points when
. For large
,
is
approximated uniformly by the integral that corresponds to (2.4.19)
when
is replaced by a constant. By making a further change of
variable
and assigning an appropriate value to
to modify the contour, the
approximating integral is reducible to an Airy function or a Scorer function
(§§9.2, 9.12).
For examples, proofs, and extensions see Olver (1997b, Chapter 9), Wong (1989, Chapter 7), Olde Daalhuis and Temme (1994), Chester et al. (1957), and Bleistein and Handelsman (1975, Chapter 9).
For a symbolic method for evaluating the coefficients in the asymptotic expansions see Vidūnas and Temme (2002).
§2.4(vi) Other Coalescing Critical Points
The problems sketched in §§2.3(v) and 2.4(v) involve only two of many possibilities for the coalescence of endpoints, saddle points, and singularities in integrals associated with the special functions. For a coalescing saddle point and a pole see Wong (1989, Chapter 7) and van der Waerden (1951); in this case the uniform approximants are complementary error functions. For a coalescing saddle point and endpoint see Olver (1997b, Chapter 9) and Wong (1989, Chapter 7); if the endpoint is an algebraic singularity then the uniform approximants are parabolic cylinder functions with fixed parameter, and if the endpoint is not a singularity then the uniform approximants are complementary error functions.
For two coalescing saddle points and an endpoint see Leubner and Ritsch (1986). For two coalescing saddle points and an algebraic singularity see Temme (1986), Jin and Wong (1998). For a coalescing saddle point, a pole, and a branch point see Ciarkowski (1989). For many coalescing saddle points see §36.12. For double integrals with two coalescing stationary points see Qiu and Wong (2000).

