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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$:

$\displaystyle {\mathcal I} = \lim_{\zeta \rightarrow \infty} \int_{-\infty}^{\infty} {\mbox d}x \; {\mbox e}^{- \zeta f(x)}.$ (1)

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$:
$\displaystyle f(x) = f(x_0) + \partial_x f(x){\Big \vert}_{x=x_0}(x-x_0) + \frac{1}{2} {\partial_x}^2 f(x){\Big \vert}_{x=x_0}(x-x_0)^2 + O(x^3).$ (2)

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
$\displaystyle f(x) \approx f(x_0) + \frac{1}{2} f''(x_0) (x-x_0)^2.$ (3)

The above assumptions on the minima of $ f(x)$ ensure that the dominant contribution to (1) in the limit $ \zeta \rightarrow \infty$ will come from the region of integration around $ x_0$:
$\displaystyle {\mathcal I}$ $\displaystyle \approx \lim_{\zeta \rightarrow \infty} {\mbox e}^{-\zeta f(x_0)}... ...{-\infty}^{\infty} {\mbox d}x \; {\mbox e}^{-\frac{\zeta}{2} f''(x_0)(x-x_0)^2}$ (4)
  $\displaystyle \approx \lim_{\zeta \rightarrow \infty} {\mbox e}^{-\zeta f(x_0)} \left( \frac{2 \pi}{\zeta f''(x_0)}\right)^{1/2}.$    

In the last step we have performed the Gaußian integral. The next nonvanishing higher order correction to (4) stems from the quartic term of the expansion (2). This correction may be incorporated into (4) to yield (after expanding part of the exponential):
$\displaystyle {\mathcal I} \approx \lim_{\zeta \rightarrow \infty} {\mbox e}^{-... ...\left( 1 - \frac{\zeta}{4!} (\partial_x^4 f(x))\vert _{x=x_0}(x-x_0)^4 \right).$ (5)

...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 14680 times total.

Classification:
AMS MSC: 00A05 (General :: General and miscellaneous specific topics :: General mathematics)
 00A79 (General :: General and miscellaneous specific topics :: Physics )
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