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saddle point approximation (Topic)

The saddle point approximation (SPA), a.k.a. stationary phase approximation, is a widely used method in quantum field theory (QFT) and related fields. Suppose we want to evaluate the following integral in the limit $\zeta \rightarrow \infty$ : \begin{equation}\label{eq:integral} {\mathcal I} = \lim_{\zeta \rightarrow \infty} \int_{-\infty}^{\infty} {\mbox d}x \; {\mbox e}^{- \zeta f(x)}. \end{equation}The saddle point approximation can be applied if the function $f(x)$ satisfies certain conditions. Assume that $f(x)$ has a global minimum $f(x_0)=y_{min}$ at $x=x_0$ , which is sufficiently separated from other local minima and whose value is sufficiently smaller than the value of those. Consider the Taylor expansion of $f(x)$ about the point $x_0$ : \begin{equation}\label{eq:taylor} f(x) = f(x_0) + \partial_x f(x){\Big |}_{x=x_0}(x-x_0) + \frac{1}{2} {\partial_x}^2 f(x){\Big |}_{x=x_0}(x-x_0)^2 + O(x^3). \end{equation}Since $f(x_0)$ is a (global) minimum, it is clear that $f'(x_0)=0$ . Therefore $f(x)$ may be approximated to quadratic order as \begin{equation} f(x) \approx f(x_0) + \frac{1}{2} f''(x_0) (x-x_0)^2. \end{equation}The above assumptions on the minima of $f(x)$ ensure that the dominant contribution to ([*]) in the limit $\zeta \rightarrow \infty$ will come from the region of integration around $x_0$ :

$\displaystyle {\mathcal I}$ $\displaystyle \approx \lim_{\zeta \rightarrow \infty} {\mbox e}^{-\zeta f(x_0)}... ...{-\infty}^{\infty} {\mbox d}x \; {\mbox e}^{-\frac{\zeta}{2} f''(x_0)(x-x_0)^2}$ (1)
  $\displaystyle \approx \lim_{\zeta \rightarrow \infty} {\mbox e}^{-\zeta f(x_0)} \left( \frac{2 \pi}{\zeta f''(x_0)}\right)^{1/2}.$    

In the last step we have performed the Gaußian integral. The next nonvanishing higher order correction to (1) stems from the quartic term of the expansion ([*]). This correction may be incorporated into (1) to yield (after expanding part of the exponential): \begin{equation} {\mathcal I} \approx \lim_{\zeta \rightarrow \infty} {\mbox e}^{-\zeta f(x_0)} \int_{-\infty}^{\infty} {\mbox d}x \; {\mbox e}^{-\frac{\zeta}{2} f''(x_0)(x-x_0)^2} \left( 1 - \frac{\zeta}{4!} (\partial_x^4 f(x))|_{x=x_0}(x-x_0)^4 \right). \end{equation}...to be continued with applications to physics...




"saddle point approximation" is owned by msihl.
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Other names:  stationary phase method
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Cross-references: applications, exponential, term, region, dominant, order, clear, point, Taylor expansion, local minima, separated, global minimum, function, limit, integral, fields, quantum field theory, approximation, stationary

This is version 2 of saddle point approximation, born on 2003-05-14, modified 2003-08-20.
Object id is 4284, canonical name is SaddlePointApproximation.
Accessed 19414 times total.

Classification:
AMS MSC00A05 (General :: General and miscellaneous specific topics :: General mathematics)
 00A79 (General :: General and miscellaneous specific topics :: Physics )

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