In mathematics, the stationary phase approximation is a basic principle of asymptotic analysis, applying to functions given by integration against a rapidly-varying complex exponential. This method originates from the 19th century, and is due to George Gabriel Stokes and Lord Kelvin. It is closely related to Laplace's method and the method of steepest descent, but Laplace's contribution precedes the others.
Basics The main idea of stationary phase methods relies on the cancellation of sinusoids with rapidly varying phase. If many sinusoids have the same phase and they are added together, they will add constructively. If, however, these same sinusoids have phases which change rapidly as the frequency changes, they will add incoherently, varying between constructive and destructive addition at different times.
Formula
Letting Σ {\displaystyle \Sigma } denote the set of critical points of the function f {\displaystyle f} (i.e. points where ∇ f = 0 {\displaystyle \nabla f=0} ), under the assumption that g {\displaystyle g} is either compactly supported or has exponential decay, and that all critical points are nondegenerate (i.e. det ( H e s s ( f ( x 0 ) ) ) ≠ 0 {\displaystyle \det(\mathrm {Hess} (f(x_{0})))\neq 0} for x 0 ∈ Σ {\displaystyle x_{0}\in \Sigma } ) we have the following asymptotic formula, as k → ∞ {\displaystyle k\to \infty } :
∫ R n g ( x ) e i k f ( x ) d x = ∑ x 0 ∈ Σ e i k f ( x 0 ) | det ( H e s s ( f ( x 0 ) ) ) | − 1 / 2 e i π 4 s g n ( H e s s ( f ( x 0 ) ) ) ( 2 π / k ) n / 2 g ( x 0 ) + o ( k − n / 2 ) {\displaystyle \int _{\mathbb {R} ^{n}}g(x)e^{ikf(x)}dx=\sum _{x_{0}\in \Sigma }e^{ikf(x_{0})}|\det({\mathrm {Hess} }(f(x_{0})))|^{-1/2}e^{{\frac {i\pi }{4}}\mathrm {sgn} (\mathrm {Hess} (f(x_{0})))}(2\pi /k)^{n/2}g(x_{0})+o(k^{-n/2})}
Here H e s s ( f ) {\displaystyle \mathrm {Hess} (f)} denotes the Hessian of f {\displaystyle f} , and s g n ( H e s s ( f ) ) {\displaystyle \mathrm {sgn} (\mathrm {Hess} (f))} denotes the signature of the Hessian, i.e. the number of positive eigenvalues minus the number of negative eigenvalues. For n = 1 {\displaystyle n=1} , this reduces to:
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