Stokes phenomenon

Exponentially small contributions can change their asymptotic representation when a complex parameter crosses a Stokes direction. An all-orders asymptotic expansion in inverse powers alone does not resolve these terms.

For $z=2n+i\mu \sqrt{n}+O(1)$, the factor $t^{2n}{e}^{z(1-t)}$ has saddle scale $t=1+u/\sqrt{n}$ and becomes $e^{-u^2-i\mu u}$. If the amplitude has a simple pole there, its leading local integral contains $e^{-u^2-i\mu u}/u$. Differentiating its Cauchy principal value with respect to $\mu$ reduces it to a Gaussian integral, producing an error function. The nonsingular amplitude $(1+t{)}^{-1}$ gives $\frac{1}{2}\sqrt{\pi /n}{e}^{-{\mu }^2/4}$.

The pole contour in a Gaussian saddle coalescing with a simple pole changes the multiplier smoothly. For the lower contour, ${\int }_{{\mathcal{C}}_{-}}{e}^{-u^2-i\mu u}du/u=i\pi \mathrm{erfc}(\mu /2)$. This follows by integrating $-i\sqrt{\pi }{e}^{-{\mu }^2/4}$ and adding the indentation contribution $i\pi$. The transition width is inverse square root of the large parameter; on a Stokes line the multiplier takes half its switched-on value.

With the equal-magnitude convention, an anti-Stokes line has $\mathrm{Re}(S_1-S_2)=0$ for competing exponentials. For $e^{\pm x^2/\epsilon }$, its rays are $\arg x=\pi /4+m\pi /2$. Crossing one interchanges which exponential grows. Some literature interchanges the names, so the action-based convention should always be specified.

With the convention used here, a Stokes line is a ray where competing exponential actions have the same imaginary part. A subdominant exponential can acquire a rapidly changing multiplier there. For $e^{\pm x^2/\epsilon }$, these rays have $\arg x=m\pi /2$. The anti-Stokes lines instead have equal exponential magnitudes.