The origin of the method of steepest descent

DOI10.1006/HMAT.1996.2146MaRDI QIDQ1379992zbMATH OpenOpenAlexFDO

Authors S. S. Petrova, A. D. Solov'ev

Publication date 25 August 1998

Published in Historia Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/hmat.1996.2146

zbMATH Keywords

asymptotic estimate of integralsP. A. Nekrasovsaddle-point method

Mathematics Subject Classification ID

History of mathematics in the 19th century (01A55) History of mathematics in the 20th century (01A60) History of approximations and expansions (41-03) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Review text

A powerful method to estimate complex integrals of the form \(\int_C e^{nu(z)}g(z)dz\) (\(C\) is the contour of integration and \(u\), \(g\) are analytic functions) for large \(n\) is the so-called method of steepest descent or saddle-point method. The article under review offers a historical analysis of the creation of this method. The authors describe in detail the contributions of Laplace, Cauchy, Riemann and Debye, with particular attention to the work of Pavel Alexeevich Nekrasov (1853-1924).

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