Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ii/paper-4/31e/solution

Write the phase and amplitude as
The saddle point relevant to the contour is , since and
The local steepest-descent direction is therefore vertical: with ,
The given contour approaches the lines at its left end and at its right end. The poles of are at , outside the closed strip . The Cauchy integral theorem therefore permits deformation to the contour consisting of the lower horizontal ray from to , the vertical segment from to , and the upper horizontal ray from to . On either horizontal ray,
so those two integrals are exponentially small, of order .
The vertical segment, oriented upward, contributes
Its real phase has a unique maximum at . Since
the simple-saddle contribution in steepest descent, equivalently the local Gaussian integral, gives
The factor comes from the upward tangent of the deformed contour.

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