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In mathematics, the method of steepest descent or saddle-point method is an extension of Laplace's method for approximating an integral, where one deforms a contour integral in the complex plane to pass near a stationary point (saddle point), in roughly the direction of steepest descent or stationary phase. The saddle-point approximation is ...
The saddlepoint approximation method, initially proposed by Daniels (1954) [1] is a specific example of the mathematical saddlepoint technique applied to statistics, in particular to the distribution of the sum of independent random variables.
The path integral formulation is a description in quantum mechanics that generalizes the stationary action principle of classical mechanics.It replaces the classical notion of a single, unique classical trajectory for a system with a sum, or functional integral, over an infinity of quantum-mechanically possible trajectories to compute a quantum amplitude.
In extensions of Laplace's method, complex analysis, and in particular Cauchy's integral formula, is used to find a contour of steepest descent for an (asymptotically with large M) equivalent integral, expressed as a line integral. In particular, if no point x 0 where the derivative of vanishes exists on the real line, it may be necessary to ...
A saddle point (in red) on the graph of z = x 2 − y 2 (hyperbolic paraboloid). In mathematics, a saddle point or minimax point [1] is a point on the surface of the graph of a function where the slopes (derivatives) in orthogonal directions are all zero (a critical point), but which is not a local extremum of the function. [2]
A common integral is a path integral of the form ((, ˙)) where (, ˙) is the classical action and the integral is over all possible paths that a particle may take. In the limit of small ℏ {\displaystyle \hbar } the integral can be evaluated in the stationary phase approximation .
Functional integrals arise in probability, in the study of partial differential equations, and in the path integral approach to the quantum mechanics of particles and fields. In an ordinary integral (in the sense of Lebesgue integration ) there is a function to be integrated (the integrand) and a region of space over which to integrate the ...
Instantons are the tool to understand why this happens within the semi-classical approximation of the path-integral formulation in Euclidean time. We will first see this by using the WKB approximation that approximately computes the wave function itself, and will move on to introduce instantons by using the path integral formulation.