I have the following problem for which I cannot find an answer. I posted this same problem in "physicsforums" and "mathhelpforum" and still nobody was able to give me an anwser. I looked everywhere in the internet (journal, books, etc) and also found nothing. Maybe some of you guys can give me some hints.
Given the following contour integral
where C is a contour, f and g are analytic functions defined over C. What is the asymptotic approximation of the closed-form solution when t->infinity?
In general you cannot use the classical methods from complex analysis like steepest descent or saddle point methods because these methods require
I found that there are solutions for general f when t is multiplying f, i.e.,
this is the general steepest descent. There are also solutions when
Working with f, you'll find out that you can't cheat, e.g.,
So, for general f it seems that there is no general solution. What do you think?
For a good reading on asymptotics, you can look at these books from google books
I've made a mistake in one part. Where I write "It only works for small values of t" should be "It only works for small values of z"
Thanks for those links. I know the De Bruijn book and am not a big fan of it, despite it's reputation. I have the Wong book but haven't been able to get through it yet.
mentions a few other ideas, that might help or at least point you in a new direction. I am unfamiliar with the Haar method and I haven't read the Olver book so this is a longshot.
Last edited by bobbym (2009-09-03 13:19:01)
In mathematics, you don't understand things. You just get used to them.
If it ain't broke, fix it until it is.
Always satisfy the Prime Directive of getting the right answer above all else.
Thanks for the link. First time I hear about Haar's method.
I like De Bruijn's book, but I like more Wong's, it has everything on asymptotics, applied math in a nutshell :-) But what I like of De Bruijn's book is that you have an explanation in words before going deep into the math. The chapter on the steepest descent method and the solution is very clear using the analogy of a guy going through a valley with hills.
Going back to posted problem, what I have found is (I'm not sure) that you cannot obtain a general solution for general f because the expansion is directly related to the shape of the landscape near the saddle points of f. In these books, the authors explain the case for the natural exponential because we know very well the shape of the landscape, and functions of that kind appear very often.
It seems that this is an open problem.