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Show that $\int_{0}^{\infty} e^{ix(\frac{t^3}{3}+t)}dt \sim \frac{i}{x}$

I thought that you would use the method of stationary phase, but the maximum of $\frac{t^3}{3}+t$ occurs at $+/- i$. So how do I progress?

1 Answers1

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The idea is not to use stationary phase here, but note that $t+\frac13t^3$ is monotonically increasing to make a change of variables $$ u=t+\tfrac13t^3 $$ Inverting the function, we get near $u=0$, $$ t=u-\tfrac13u^3+\tfrac13u^5-\tfrac49u^7+O(u^9) $$ As $u\to\infty$, $t\sim(3u)^{1/3}$. In any case, when $t$ stays within the cone between $1$ and $e^{i\pi/12}$, $u$ stays within the cone between $1$ and $e^{i\pi/4}$. There is a similar bound for $t$ in terms of $u$. The point is that we can modify the contour in both $t$ and $u$ to be at a small angle from the real axis. That is, $u([0,e^{i\pi/12}\infty])$ is a curved path that goes from $0$ to $e^{i\pi/4}\infty$. Thus, we get $$ \int_0^{e^{i\pi/12}\infty} e^{ix(t+\frac13t^3)}\,\mathrm{d}t=\int_0^{e^{i\pi/4}\infty}e^{ixu}\left(1-u^2+\tfrac53u^4-\tfrac{28}9u^6+O(u^8)\right)\,\mathrm{d}u $$ Now we can evaluate the individual terms by changing the contour from $u([0,e^{i\pi/12}\infty])$ to $[0,i\infty]$. Thus, we get $$ \begin{align} \int_0^\infty e^{ix(t+\frac13t^3)}\,\mathrm{d}t &\sim i\int_0^\infty e^{-xu}\left(1+u^2+\tfrac53u^4+\tfrac{28}9u^6+O(u^8)\right)\,\mathrm{d}u\\[6pt] &=i\left(\frac1x+\frac2{x^3}+\frac{40}{x^5}+\frac{2240}{x^7}+O\left(\frac1{x^9}\right)\right) \end{align} $$


Numerical Verification

Using Mathematica to numerically evaluate the integral at $x=1000$, I got $$ i\,0.\underbrace{001}_{\large\frac1{x}}\underbrace{000002}_{\large\frac2{x^3}}\underbrace{000040}_{\large\frac{40}{x^5}}\underbrace{002240}_{\large\frac{2240}{x^7}}\dots $$

robjohn
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  • In the last step you change the integration bound to $[0, i \infty]$, so what's the point of $e^{i \pi /4} \infty $ mentioned previously? They seem to have no use. – Taozi Mar 16 '17 at 05:21
  • They are there to make sure the integrals at that stage converge, and to compare so that the steps taken are valid using contour integration. They come from the original integral before the application of Cauchy's Theorem. – robjohn Mar 18 '17 at 08:18