A geometric Laplace method

TL;DR

This paper provides a geometric interpretation of the Laplace approximation using the Kim-McCann Riemannian metric, connecting classical integral approximation with differential geometry in optimal transport.

Contribution

It introduces a geometric formulation of the first-order Laplace approximation term utilizing the Kim-McCann metric, bridging classical analysis and differential geometry.

Findings

Expresses the first-order Laplace term with geometric objects

Provides a quantified version of the Laplace formula

Includes applications demonstrating the geometric approach

Abstract

A classical tool for approximating integrals is the Laplace method. The first-order, as well as the higher-order Laplace formula is most often written in coordinates without any geometrical interpretation. In this article, motivated by a situation arising, among others, in optimal transport, we give a geometric formulation of the first-order term of the Laplace method. The central tool is the Kim-McCann Riemannian metric which was introduced in the field of optimal transportation. Our main result expresses the first-order term with standard geometric objects such as volume forms, Laplacians, covariant derivatives and scalar curvatures of two different metrics arising naturally in the Kim-McCann framework. Passing by, we give an explicitly quantified version of the Laplace formula, as well as examples of applications.