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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 ...
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]
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 geometric interpretation of Newton's method is that at each iteration, it amounts to the fitting of a parabola to the graph of () at the trial value , having the same slope and curvature as the graph at that point, and then proceeding to the maximum or minimum of that parabola (in higher dimensions, this may also be a saddle point), see below.
The critical points of the action may be local maxima of the action, local minima, or saddle points. Instantons are important in quantum field theory because: they appear in the path integral as the leading quantum corrections to the classical behavior of a system, and
The dominant portion of the integral near the saddle point is then approximated by a real integral and Laplace's method, while the remaining portion of the integral ...
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 ...
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 {\displaystyle f} .