Laplace integral

A Laplace integral contains a large parameter in an exponential weight, typically in the form $\int a(t)e^{x\varphi (t)}dt$ or ${\int }_0^b{e}^{-xt}f(t)dt$. Its asymptotic behavior is controlled by the points where the real part of the phase is largest.

For a contour integral with factor $e^{{\zeta }^4/4+z\zeta }$, the quartic term dominates the linear term on rays at large radius. Writing $\zeta =r{e}^{i\theta }$ gives real part $r^4\cos (4\theta )/4$ for the leading exponent. There are four decay sectors, centered at $\theta =\pi /4+j\pi /2$ and each of angular width $\pi /4$. On a closed subsector the integrand and all its $z$ derivatives decay faster than any exponential in $r$, locally uniformly in $z$. Contours joining two such sectors therefore allow differentiation under the integral sign and have vanishing infinite endpoint terms. Distinct geometric contours still need an independence proof; their initial moments often give a Vandermonde matrix calculation.

A linear differential-equation solution may be sought as ${\int }_C{e}^{xt}f(t)dt$. Integration by parts transfers the factor $x$ to derivatives of $f$, giving an equation for the amplitude and boundary terms. Admissible contours must cancel those terms and make the integral converge.

A null weight contributes zero to a Laplace integral on its domain of convergence. It can be added to a weight without changing the represented function, so an integration-by-parts differential equation for the weight is not an unconditional uniqueness theorem.

For example, let $\Gamma$ enter along angle $\pi /3$ from infinity to zero and leave along angle $2\pi /3$ to infinity. The entire weight $h(\zeta )=e^{{\zeta }^2}$ is null for every complex $z$. Throughout the wedge between those rays, $\mathrm{Re}({\zeta }^2)\le -r^2/2$; the factor $e^{z\zeta }$ is dominated by this quadratic decay. Closing the contour by a large circular arc and applying the Cauchy integral theorem therefore proves the zero integral. All derivatives with respect to $z$ converge locally uniformly as well.

On the same contour, the quartic weight $e^{{\zeta }^4/4}$ gives a nontrivial entire solution. Its rays can be deformed within the quartic decay sectors for a contour integral to angles $\pi /4$ and $3\pi /4$, where the value at $z=0$ is $-\sqrt{2}{4}^{-3/4}\Gamma (1/4)\ne 0$. Adding the null weight changes neither this integral nor its vanishing endpoint terms, but the sum does not satisfy $g^{\prime }={\zeta }^{3}g$. Thus the usual Laplace method selects a convenient weight by cancelling the interior integrand separately; a necessity claim needs additional injectivity assumptions.