3.II.30B

Asymptotic Methods
Part II, 2007

Explain the method of stationary phase for determining the behaviour of the integral

I(x)=abdueixf(u)I(x)=\int_{a}^{b} d u e^{i x f(u)}

for large xx. Here, the function f(u)f(u) is real and differentiable, and a,ba, b and xx are all real.

Apply this method to show that the first term in the asymptotic behaviour of the function

Γ(m+1)=0duumeu\Gamma(m+1)=\int_{0}^{\infty} d u u^{m} e^{-u}

where m=inm=i n with n>0n>0 and real, is

Γ(in+1)2πeinexp[(in+12)(iπ2+logn)]\Gamma(i n+1) \sim \sqrt{2 \pi} e^{-i n} \exp \left[\left(i n+\frac{1}{2}\right)\left(\frac{i \pi}{2}+\log n\right)\right]

as nn \rightarrow \infty