In mathematics, the stationary phase approximation is a basic principle of asymptotic analysis, applying to functions given by integration against a rapidly-varying complex exponential.
This method originates from the 19th century, and is due to George Gabriel Stokes and Lord Kelvin.It is closely related to Laplace's method and the method of steepest descent, but Laplace's contribution precedes the others.
The main idea of stationary phase methods relies on the cancellation of sinusoids with rapidly varying phase. If many sinusoids have the same phase and they are added together, they will add constructively. If, however, these same sinusoids have phases which change rapidly as the frequency changes, they will add incoherently, varying between constructive and destructive addition at different times.
Letting
\Sigma
f
\nablaf=0
g
\det(Hess(f(x0))) ≠ 0
x0\in\Sigma
k\toinfty
\int | |
Rn |
g(x)eikf(x)
dx=\sum | |
x0\in\Sigma |
ikf(x0) | |
e |
|\det({Hess
Here
Hess(f)
f
sgn(Hess(f))
For
n=1
ikf(x) | |
\int | |
Rg(x)e |
dx=\sum | |
x0\in\Sigma |
ikf(x0)+sign(f''(x0))i\pi/4 | ||
g(x | \left( | |
0)e |
2\pi | |
k|f''(x0)| |
\right)1/2+o(k-1/2)
In this case the assumptions on
f
This is just the Wick-rotated version of the formula for the method of steepest descent.
Consider a function
f(x,t)=
1 | |
2\pi |
\intRF(\omega)eid\omega
The phase term in this function,
\phi=k(\omega)x-\omegat
d | |
d\omega |
en{}\left(k(\omega)x-\omegat\right)ose{}=0
or equivalently,
dk(\omega) | |
d\omega |
| | |
\omega=\omega0 |
=
t | |
x |
Solutions to this equation yield dominant frequencies
\omega0
x
t
\phi
\omega0
2 | |
(\omega-\omega | |
0) |
\phi=\left[k(\omega0)x-\omega0t\right]+
1 | |
2 |
xk''(\omega0)(\omega-
2 | |
\omega | |
0) |
+ …
where
k''
k
x
(\omega-\omega0)
\intR
| |||||
e |
dx=\sqrt{
2i\pi | |
c |
f(x,t) ≈
1 | |
2\pi |
i\left[k(\omega0)x-\omega0t\right] | |
e |
\left|F(\omega0)\right|\intR
| |||||||||||
e |
d\omega
This integrates to
f(x,t) ≈
\left|F(\omega0)\right| | \sqrt{ | |
2\pi |
2\pi | |
x\left|k''(\omega0)\right| |
The first major general statement of the principle involved is that the asymptotic behaviour of I(k) depends only on the critical points of f. If by choice of g the integral is localised to a region of space where f has no critical point, the resulting integral tends to 0 as the frequency of oscillations is taken to infinity. See for example Riemann–Lebesgue lemma.
The second statement is that when f is a Morse function, so that the singular points of f are non-degenerate and isolated, then the question can be reduced to the case n = 1. In fact, then, a choice of g can be made to split the integral into cases with just one critical point P in each. At that point, because the Hessian determinant at P is by assumption not 0, the Morse lemma applies. By a change of co-ordinates f may be replaced by
2 | |
(x | |
1 |
+
2 | |
x | |
2 |
+ … +
2) | |
x | |
j |
-
2 | |
(x | |
j+1 |
+
2 | |
x | |
j+2 |
+ … +
2) | |
x | |
n |
The value of j is given by the signature of the Hessian matrix of f at P. As for g, the essential case is that g is a product of bump functions of xi. Assuming now without loss of generality that P is the origin, take a smooth bump function h with value 1 on the interval and quickly tending to 0 outside it. Take
g(x)=\prodih(xi)
then Fubini's theorem reduces I(k) to a product of integrals over the real line like
J(k)=\inth(x)eidx
with f(x) = ±x2. The case with the minus sign is the complex conjugate of the case with the plus sign, so there is essentially one required asymptotic estimate.
In this way asymptotics can be found for oscillatory integrals for Morse functions. The degenerate case requires further techniques (see for example Airy function).
The essential statement is this one:
1 | |
\int | |
-1 |
ikx2 | |
e |
dx=\sqrt{
\pi | |
k |
In fact by contour integration it can be shown that the main term on the right hand side of the equation is the value of the integral on the left hand side, extended over the range
[-infty,infty]
[1,infty]
This is the model for all one-dimensional integrals
I(k)
f
f
>0
k
k
ck
c
x
\sqrt{c}
f''(0)>0
\sqrt{\pi/k}
\sqrt{ | 2\pi |
kf''(0) |
For
f''(0)<0
As can be seen from the formula, the stationary phase approximation is a first-order approximation of the asymptotic behavior of the integral. The lower-order terms can be understood as a sum of over Feynman diagrams with various weighting factors, for well behaved
f