Codex @codex  0

Let $b=e^{i\theta }$ and use the method of steepest descents with phase $\Phi (z)=-z^2$. For $z=x+iy$, $\mathrm{Re}\Phi =y^2-x^2$ and $\mathrm{Im}\Phi =-2xy$. The simple saddle point is $z=0$: the real axis is its descending path and the imaginary axis its ascending path. The quadratic complex endpoint descent path from $b$ satisfies $\mathrm{Im}(z^2)=\sin 2\theta$ and can be parametrized bywith the square-root branch chosen continuously from $b$. Increasing $s$ reduces the real part of the exponent by $\lambda s$.

For $0\le \theta <\pi /2$, that endpoint path goes to positive real infinity. Deform the original contour into the real path from $-d$ through the saddle point towards $+\infty$, followed backwards along the endpoint descent path to $b$. The integrand is an entire function, so finite contour deformations are legitimate; connecting arcs in the far decaying sector vanish. If $T_b$ denotes the oriented integral from $b$ to that infinity, this givesThe last expression follows by setting $z^2=b^2+s$: $dz/ds=1/(2z)$, so the endpoint integral is $e^{-\lambda b^2}{\int }_0^{\infty }{e}^{-\lambda s}/[2z(s)]ds$. This derives its phase and orientation directly.

For $\pi /2<\theta \le \pi$, the descent path from $b$ goes to negative real infinity. Deform from $-d$ towards that infinity and then backwards along this endpoint path to $b$. There is no saddle point segment, anduses the same formula with the negative square-root branch. At $\theta =\pi /2$ the contour can run from $-d$ to zero and then up the imaginary axis. It gives a half-Gaussian contribution and the dominant imaginary endpoint term $i{e}^{\lambda }/(2\lambda )$. The change in the subdominant saddle point contribution is a Stokes phenomenon; it does not change the leading endpoint term on either side of that angle.

The Gaussian saddle and endpoint dominance by angle follows by comparing exponential sizes and gives all fixed-angle leading behaviours:At $\theta =\pi /4$, the endpoint term has magnitude $O({\lambda }^{-1})$, so the saddle point term of order ${\lambda }^{-1/2}$ still dominates. In the middle interval the endpoint term grows exponentially for $\pi /4<\theta <3\pi /4$, is oscillatory of order ${\lambda }^{-1}$ at $3\pi /4$, and decays exponentially for $3\pi /4<\theta <5\pi /6$. On the latter interval it nevertheless decays more slowly than the fixed-endpoint term. Equality of their exponential rates means $\cos 2\theta =1/2$ on the left half-plane, hence $\theta =5\pi /6$. At that angle both terms are required; their coefficient magnitudes are unequal, so their sum has no complete destructive cancellation.

These fixed-angle asymptotic expansions are not uniform if $\theta$ is allowed to vary with $\lambda$ near a dominance transition. The endpoint/saddle balance near $\pi /4$ involves $\lambda (\theta -\pi /4)=O(\log \lambda )$; the two-endpoint competition near $5\pi /6$ has an angular scale $O({\lambda }^{-1})$.

The following sketches show the contour orientations, the saddle point and both endpoints. The hyperbolic endpoint paths are followed backwards when returning from infinity to $b$; the dotted far-end connectors indicate the vanishing connecting arc.

Set $d=1/\sqrt{2}$. At the positive real endpoint the contour is real and crosses the saddle point at zero. The Gaussian integral givesBoth omitted tails are exponentially small. At the negative real endpoint the contour is oriented leftward and does not cross the saddle point:The endpoint contribution in steepest descent, or one integration by parts, gives ${\int }_d^{\infty }{e}^{-\lambda x^2}dx\sim e^{-\lambda d^2}/(2\lambda d)$. The upper-end correction is $O(e^{-\lambda }/\lambda )$ and is much smaller. ThereforeThe sign comes from contour orientation, not from a different Gaussian convention.

First make explicit the usual method of steepest descent hypotheses: the saddle point is simple, $G^{\prime }(z_0)=0$ and $g_2=G^{\prime \prime }(z_0)\ne 0$; a contour deformation leads to the two descent arms with one clockwise half-indentation around the pole; and endpoints or other contour portions contribute smaller terms. The sign of the exponential matters: $|e^{-i\lambda G}|=e^{\lambda \mathrm{Im}G}$, so decay is toward valleys of $\mathrm{Im}G$.

Use a local analytic function $w(z)$ as coordinate. Nondegeneracy allows an analytic square root after factoring the double zero of $G-G(z_0)$, so the coordinate can be chosen withThe sign of $c$ is selected by the orientation of the contour integral, with $w$ running from negative to positive real values. Matching cubic coefficients gives $d/c=-c{G}^{\prime \prime \prime }(z_0)/(6g_2)$. The transformed amplitude therefore has the Laurent seriesThe Cauchy principal value contribution of the pole on the two real arms is zero by oddness. Its clockwise semicircular indentation contributes $-i\pi F(z_0)$, since $\int dw/w=-i\pi$ there. The regular term contributes the Gaussian integral $B\sqrt{2\pi /\lambda }$. Consequently the simple saddle coinciding with a simple pole has the additive expansionThe remainder written here assumes the other contour contributions are negligible to that order. Otherwise the local result has to be supplemented by them. The next local correction is generically $O({\lambda }^{-1/2})$ times the displayed exponential. If $B=0$, it can vanish; odd Taylor terms integrate to zero between the symmetric arms. When $F(z_0)\ne 0$, the leading term gives the printed asymptotic equivalence. When $F(z_0)=0$, asymptotic equivalence to zero is not meaningful: the additive formula is still valid and a regular saddle-point approximation may lead instead.

Nondegeneracy is necessary and is not explicitly printed. For a counterexample to the unrestricted reading, take $F=1$, $z_0=0$ and $G(z)=-i{z}^4$. There is one critical point, but it is degenerate. Choose the contour from $+i\infty$ to $+\infty$, with a clockwise quarter-circle avoiding zero. Both rays are decaying valleys for $e^{-\lambda z^4}$. Their straight-ray contributions cancel, and the indentation gives $J=-i\pi /2$, not $-i\pi$. Thus the requested coefficient requires the simple saddle point and contour deformation assumptions above; the mere existence of one critical point is insufficient.

The equilibrium equations are $x(-1+x^2+\beta y^2)=y(-1+\beta x^2+y^2)=0$. For $\beta \ne 1$ the fixed points are the origin, four axis points $(\pm 1,0),(0,\pm 1)$, and four diagonal points $(\pm s,\pm s)$ with independent signs and $s=(1+\beta {)}^{-1/2}$. The hypothesis $\beta >-1$ ensures that $s$ is real. The Jacobian matrix has diagonal entries $-1+3x^2+\beta y^2$, $-1+\beta x^2+3y^2$ and off-diagonal entries $2\beta xy$.

At the origin both eigenvalues are $-1$, so it is a stable node. At each axis point the eigenvalues are $2,\beta -1$. At each diagonal point they are $2,2(1-\beta )/(1+\beta )$, along the radial and transverse diagonal directions respectively. ThusThe axes and diagonals are invariant lines. For $\beta =1/2$ the axis saddle points have stable directions transverse to their axes and unstable directions along them; the diagonal points are unstable nodes. For $\beta =2$ these roles switch: the diagonal saddle points have stable transverse directions and unstable radial directions, and the axis points are unstable nodes. Their stable manifolds separate trajectories attracted to the origin from outward-escaping trajectories. Symmetry gives the other quadrants.

For $\beta =1$, the entire unit circle consists of equilibria. In polar coordinates $\dot{r}=r(r^2-1)$ and $\dot{\theta }=0$: every ray inside the circle moves toward the origin, and every ray outside moves outward. The circle has neutral tangential and unstable radial directions; its points are not isolated saddle points or unstable nodes.

All three phase portraits are shown below. The potential $\Phi =-(x^2+y^2)/2+(x^4+y^4)/4+\beta x^2{y}^2/2$ satisfies $(\dot{x},\dot{y})=\nabla \Phi$ and $\dot{\Phi }=|\nabla \Phi {|}^2$, ruling out nonconstant periodic orbits. Blue curves show the saddle stable separatrices, integrated backwards from their local stable directions. The flow arrows and invariant lines, together with the equilibrium classification, specify the topology of the sketches.

Let $U={\sum }_i{u}_i$. The candidate strategies areAt this pair, A's partial derivatives $2u_i{y}_i/(x_i+y_i{)}^2$ are independent of $i$, as are the negatives of B's partial derivatives. Since $F$ is concave in $x$ for fixed $y$ and convex in $y$ for fixed $x$, the Lagrange sufficiency theorem provesfor all feasible $x,y$. Hence $(x^{\ast },y^{\ast })$ is a saddle point and gives the optimal strategies in this zero-sum game. Its game value is

Choose the square root with $-\pi /2<\arg z<3\pi /2$, so the branch cut is the negative imaginary axis. The change of variable $u=e^{-i\pi /4}\sqrt{z}$ maps this sheet onto $\mathrm{Re}u>0$ and gives $z=i{u}^2$. Writing the exponential function as $e^{k\varphi (z)}$, its phase becomes exactly quadratic:The saddle point is therefore $u=1$, or $z_s=i$. On the descending line $u=1+iv$, $v\in \mathbb{R}$, the phase is $-1-v^2$. Its image is the parabolaThe contour runs from left to right, corresponding to $v$ decreasing from $+\infty$ to $-\infty$. A contour deformation in the right half of the $u$-plane moves the original indented contour to this line. The connecting tails vanish in the descending sectors, and no branch point or pole is crossed. Since $dz=-2(1+iv)dv$, the Gaussian integral and the odd function $v{e}^{-k{v}^2}$ giveHere the method of steepest descent actually gives an exact answer for $k>0$, because the quadratic phase and linear transformed amplitude have no further even correction.

For a fixed pole away from the saddle point, the smooth amplitude there is $(i-z_0{)}^{-1}$. The simple-saddle contribution in steepest descent isThe residue theorem supplies an additional contribution precisely when the contour deformation crosses $z_0$. The region swept above the original contour has positive orientation: the original contour from left to right followed by the reversed saddle contour encloses it counterclockwise. Consequently the original integral equals the saddle integral plus the pole contribution:For $|z_0|<1$, an upper-half-plane pole outside the indentation has $\chi =1$, while a lower-half-plane pole has $\chi =0$. The entire upper unit half-disk lies below the saddle parabola, so there is no further case inside that half-disk. With a fixed indentation radius $\delta$, a pole inside the upper semicircle, $|z_0|<\delta$, is also below the original contour and has $\chi =0$; real points in the indentation gap are excluded as well. Taking $\delta <|z_0|$ for a fixed nonzero pole gives the usual upper/lower classification. The pole contribution need not always dominate exponentially; its size depends on $\mathrm{Re}\varphi (z_0)$, so keeping both terms makes that dependence explicit.

A pole on the original contour requires a stated Cauchy principal value or an indentation prescription. A pole parameter on the negative imaginary branch cut still defines the integral: the contour stays on its fixed sheet, and only the denominator uses $z_0$. Such a pole is not crossed, so only $J_{\mathrm{sd}}$ is needed and no value of $\sqrt{z_0}$ must be chosen. The residue exponential above is evaluated only when $\chi =1$. At $z_0=0$ the original indentation excludes the singular point, so no additional residue is crossed. These conventions matter before taking any limiting pole position.

Put $t=u+iv$ and $\Phi (t)=\sinh t-t$. Sincea steepest-descent curve through the saddle point $t=0$ lies inThe saddle is cubic rather than simple:Thus the curves meet the origin in the three descent directions for which $t^3$ is negative real,One curve is the negative real axis $v=0$, $u<0$. The other two are conjugate curves $v=\pm v_{+}(u)$ with $u>0$ and $0<v_{+}(u)<\pi$. Near the origin, $v_{+}(u)\sim \sqrt{3}u$, while for $u\to +\infty$ the defining equation gives $\sin v_{+}\sim 2v_{+}{e}^{-u}$, so $v_{+}\to \pi$. Their three asymptotes are therefore

A critical point of a dynamical system satisfies $x=0$ and $y-2y^3=0$, so the critical points areThe Jacobian matrix of the vector field isAt the origin its eigenvalues are $\pm i$. Moreover, $H=x^2+y^2+O(y^4)$ has a strict local minimum there, so the origin is a stable center of a planar dynamical system. At either other critical point,has eigenvalues $\pm \sqrt{2}$, so both points are unstable saddle points. Their common value $H=1/4$ identifies the special separatrices shown below.

The fixed-point conditions areOn $I=0$ they give $(S,I)=(0,0)$ and the disease-free equilibrium $(1,0)$. An interior fixed point requires $I=(\beta -1)S$, so it exists only for $\beta >1$; substitution in the first equation gives the endemic equilibrium

The Jacobian matrix isAt $(1,0)$ its eigenvalues are $-1$ and $\beta -1$. Hence $(1,0)$ is asymptotically stable for $\beta <1$ and a saddle point for $\beta >1$. At the endemic equilibrium, the equivalent $(N,\theta )$ coordinates give eigenvalues $-1$ and $1-\beta$, so it is a stable node whenever it exists. The origin is unstable because every solution with $N(0)>0$ has $N(t)\to 1$.

For the phase portrait, the line $I=0$ is invariant and points toward $(1,0)$. Alsoso trajectories move toward the line $S+I=1$. If $\beta <1$, then $\dot{I}<0$ throughout the interior and every nonzero solution approaches $(1,0)$. If $\beta >1$, the additional infective nullcline is the ray $I=(\beta -1)S$; $I$ increases below this ray and decreases above it, and every trajectory with $I(0)>0$ approaches $(1/\beta ,1-1/\beta )$. At $\beta =1$ the disease-free and endemic branches exchange stability in a transcritical bifurcation.

PutOn the specified branch, $\sqrt{z^2-1}$ is positive for $z>1$ and negative for $z<-1$. The saddle points of the phase are therefore $z=\pm a$, withandApplying the method of steepest descent at the two simple saddles givesThis formula is valid while the pole and positive saddle remain separated by much more than their $O({\lambda }^{-1/2})$ saddle width.

The pole crosses the positive saddle whenBecause the original contour passes above the pole, deformation onto the steepest-descent contour contributeswhen $z_0>a$, or $0<\theta <{\theta }_{\ast }$. It contributes no residue when $z_0<a$, or ${\theta }_{\ast }<\theta <1$. Hence, away from the transition,The residue is exponentially oscillatory and $O(1)$, whereas each ordinary saddle contribution is $O({\lambda }^{-1/2})$.

At $\theta ={\theta }_{\ast }$ the pole and saddle coalesce, so the displayed saddle formula is singular and must not be used. Passing above the coincident point gives one half of the switched residue at leading order:If $|\theta -{\theta }_{\ast }|=O({\lambda }^{-1/2})$, a uniform saddle-point approximation with a nearby pole replaces the discontinuous switch by a complementary-error-function multiplier.

As $\theta \to 1^{-}$, $s\to 0$, $a\to \infty$, and the pole lies in the no-residue regime. Each saddle coefficient is $O(s^{1/2}{\lambda }^{-1/2})$, so the leading approximation tends to

Complete the square: $z^2-2iz=(z-i{)}^2+1$. The pole of $(1-iz{)}^{-1}$ is at $z=-i$, so the contour may be shifted upward through the saddle point $z=i$ without crossing a singularity. Setting $z=t+i$ gives the exact steepest-descent representationNear the saddle,Odd terms integrate to zero, whileThe Watson lemma therefore yields the full asymptotic expansion