Paper 3, Section II, A

Asymptotic Methods
Part II, 2011

Let

I0=C0exϕ(z)dzI_{0}=\int_{C_{0}} e^{x \phi(z)} d z \text {, }

where ϕ(z)\phi(z) is a complex analytic function and C0C_{0} is a steepest descent contour from a simple saddle point of ϕ(z)\phi(z) at z0z_{0}. Establish the following leading asymptotic approximation, for large real xx :

I0iπ2ϕ(z0)xexϕ(z0)I_{0} \sim i \sqrt{\frac{\pi}{2 \phi^{\prime \prime}\left(z_{0}\right) x}} e^{x \phi\left(z_{0}\right)}

Let nn be a positive integer, and let

I=Cet22nlntdtI=\int_{C} e^{-t^{2}-2 n \ln t} d t

where CC is a contour in the upper half tt-plane connecting t=t=-\infty to t=t=\infty, and lnt\ln t is real on the positive tt-axis with a branch cut along the negative tt-axis. Using the method of steepest descent, find the leading asymptotic approximation to II for large nn.