Asymptotic Expansion of Laplace-Fourier-Type Integrals

TL;DR

This paper derives the asymptotic expansion of Laplace-Fourier integrals in multiple dimensions, revealing their behavior as the frequency parameter grows large, with explicit formulas involving the function's Hessian at critical points.

Contribution

It provides a new asymptotic expansion formula for Laplace-Fourier integrals in multiple dimensions, including cases with extended domains and explicit dependence on the Hessian.

Findings

Asymptotic formula for $P(k)$ as $|k| o oty$ involving the Hessian matrix.

Extension of the domain from $ ext{Omega}$ to $ ext{R}^d$ without affecting asymptotics.

Explicit expression in one dimension using the second derivative of $f$.

Abstract

We study the asymptotic behaviour of integrals of the Laplace-Fourier type $P(k) = \int_\Omega\mathrm{e}^{-|k|^sf(x)}\mathrm{e}^{\mathrm{i} kx}\mathrm{d} x\;, $ with $k\in\mathbb{R}^d$ in $d\ge1$ dimensions, with $\Omega\subset\mathbb{R}^d$ and sufficiently well-behaved functions $f:\Omega\to\mathbb{R}$. Our main result is $ P(k) \sim \frac{\mathrm{e}^{-|k|^sf(0)}}{|k|^{sd/2}}\sqrt{\frac{(2\pi)^d}{\det A}} \exp\left(-\frac{k^\top A^{-1}k}{2|k|^s}\right) $ for $|k|\to\infty$, where $A$ is the Hessian matrix of the function $f$ at its critical point, assumed to be at $x_0 = 0$. In one dimension, the Hessian is replaced by the second derivative, $A = f''(0)$. We also show that the integration domain $\Omega$ can be extended to $\mathbb{R}^d$ without changing the asymptotic behaviour.