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4
MATHEMATICAL IDEAS AND NOTIONS OF QUANTUM FIELD THEORY
2. The steepest descent and stationary phase formulas

Now, let us forget for a moment that the integrals (1,2,3) are innite dimensional and hence problematic to dene, and ask ourselves the following question: why should we expect that when the parameter
or goes to zero, we recover the usual classical mechanics or eld theory? The answer is that this
expectation is based on the steepest descent (respectively,
stationary phase)
principle from classical

analysis: if f (x) is a function in Rd then the integrals g(x)ef (x)/ dx, g(x)eif (x)/ dx localize to
minima, respectively critical points, of the function f . As this classical fact is of central importance to
the whole course, let us now discuss it in some detail.
2.1. The steepest descent formula. Let f, g : [a, b] R be smooth functions.
Theorem 2.1. (The steepest descent formula) Assume that f attains a global minimum at a unique
point c (a, b), such that f (c) > 0. Then one has
b
(4)
g(x)ef (x)/ dx = 1/2 ef (c)/ I(),
a
where I() extends to a smooth function on [0, ) such that I(0) =
2 g(c)
.

f (c)
Proof. Let I() be dened by the equation (4).

Let be a real number, such that 12 > > 0, and let I1 () be dened by the same equation, but with
1
1
integration over [c 2 , c + 2 ]. It is clear that I() I1 () is rapidly decaying in (i.e. it is
N
O( ), 0 for any N ). So it suces to prove the theorem for I1 ().
Further, let us make in the integral dening I1 () the change of variables y = (x c)/ . Then we
get

(5)
I1 () =
g(c + y )e(f (c)f (c+y ))/ dy.
Now, note that the integrand is a smooth function with respect to for 0. Let I2 () be the
same integral as in (5) but with integrand replaced by its Taylor expansion in at 0 modulo N .
Then |I1 () I2 ()| CN .
Finally, let I3 () be dened by the same integral as I2 () but with limits from to . Then
I2 () I3 () is rapidly decaying in .
N
Thus, it suces to show that I3 () admits a Taylor expansion in 1/2
, and that the
modulo
value at zero is as stated. But we know that I3 () is a polynomial in . Also, the integrals giving
coecients of non-integer powers of are integrals over R of odd functions, so they are zero. So the
rst statement (existence of the Taylor expansion) is proved. The value I3 (0) is given by the integral

f (c)y2
g(c)
e 2 dy,
so it is computed from the well known Poisson integral:

y2
e 2 dy = 2.
The theorem is proved.
2.2. Stationary phase formula. This theorem has the following imaginary analog, called the stationary phase formula.
Theorem 2.2. Assume that f has a unique critical point c (a, b), with f (c) = 0, and g vanishes
with all derivatives at a, b. Then
b
g(x)eif (x)/ dx = 1/2 eif (c)/ I(),
a
where I() extends to a smooth function on [0, ) such that I(0) = 2ei/4 g(c)

sign of f (c).
f (c)|
, where is the
Remark. It is important to assume that g vanishes with all derivatives at the ends of the the
integration interval. Otherwise we will get some additional boundary contributions.
Proof. (sketch). The proof is analogous to the real case, but slightly more subtle. The dierences are as
follows. First of all, the Poisson integral is replaced with the (conditionally convergent) Fresnel integral

iy2
e 2 dy = 2ei/4 .
Further, one should partition g in a sum of two smooth functions, one localized around c on an interval
of size 21/2 , and the other vanishing near c. Next, one needs to show that only the rst summand
b
matters, by using Riemanns lemma: if f has no critical points in the support of g then a g(x)eif (x)/
is rapidly decaying (prove this!). Finally, for g localized around c, ones makes the change of variable
like in the real case. The statement about existence of Taylor expansion is proved as in the real case,
and the value at 0 is calculated using Fresnel integral.
2.3. Non-analyticity of I() and Borel summation. It is very important to note that the Taylor
series for I() is usually not convergent and is only an asymptotic expansion, so that the function I is
smooth but not analytic at zero. To illustrate this, consider the integral

x2 +x4
e 2 dx = 21/2 I(),
where
1
I() =
2
The latter integral expands asymptotically as
I() =
y2 +y4
2
dy.
an n ,
n=0
(1)n n+ 1
(1)n y2 /2 y 4n
1
dy
=
e
2 2 (2n + )/n!.
an =
n
2 n!
2
2
2
It is clear that this sequence has superexponential growth, so the radius of convergence of the series is
zero.
Remark. In fact, the non-analyticity of I() is related to the fact that the integral dening I() is
divergent for < 0.
Let us now discuss the question: to what extent does the asymptotic expansion of the function I()
(which we can nd using Feynman diagrams as explained below) actually determines this function?
Suppose that I() = n0 an n is a series with zero radius of convergence. In general, we cannot
uniquely determine a function I on
[0, ) whose expansion is given by such a series. However, assume that
ai are such that the series g() = n0 an n /n! is convergent in some neighborhood of 0, analytically
continues to [0, ), and has at most exponential growth as . In this case there is a canonical
way to construct a smooth function I on [0, ) with (asymptotic) Taylor expansion I, called Borel
summation of I. Namely, the function I is dened by the formula

g(u)eu du
I() =
where
The fact that I has the Taylor expansion I follows from the fact that for t > 0 one has

xn ex dx = n!.
0
1
. Hence, the
For example, consider the series I = n0 (1)n n!n . Then g() = n0 (1)n n = 1+
eu
Borel summation yields I() = 0 1+u du.
Physicists expect that in many situations perturbation expansions in quantum eld theory are Borel
summable, and the actual answers are obtained from these expansions by Borel summation. The Borel
summability of perturbation series has actually been established in a few nontrivial examples of QFT.
2.4. Application of steepest descent. Let us give an application of Theorem 2.1. Consider the
integral

ts et dt, s > 0.
0
It is well known that this integral is equal to the Gamma function (s + 1). By doing a change of
variable t = sx, we get

(s + 1)
s sx
=
x
e
dx
=
es(xlog x) dx.
ss+1
0
0
Thus, we can apply Theorem 2.1 for = 1/s, f (x) = x log x, g(x) = 1 (of course, the interval [a, b]
is now innite, and the function f blows up on the boundary, but one can easily see that the theorem
is still applicable). The function f (x) = x log x has a unique critical point on [0, ), which is c = 1,
and we have f (c) = 1. Then we get
(s + 1) = ss es 2s(1 + a1 /s + a2 /s2 + ).
This is the celebrated Stirlings formula.
2.5. Multidimensional versions of steepest descent and stationary phase. Theorems 2.1,2.2
have multidimensional analogs. To formulate them, let V be a real vector space of dimension d with a
xed volume element dx, and let f, g be smooth functions in a closed box B V .
Theorem 2.3. Assume that f has global minimum on B at a unique interior point c, such that f (c) >
0. Then
g(x)ef (x)/ dx = d/2 ef (c)/ I(),

(6)
B
where I() extends to a smooth function on [0, ) such that I(0) = (2)d/2
g(c)
.
det f (c)
Theorem 2.4. Assume that f has a unique critical point c in B, such that det f (c) = 0, and that g
vanishes with all derivatives on the boundary of the box. Then
(7)
g(x)eif (x)/ dx = d/2 eif (c)/ I(),
B
where I() extends to a smooth function on [0, ) such that I(0) = (2)d/2 ei/4
g(c)
,
| det f (c)|
where
is the signature of the symmetric bilinear form f (c).

Remark. In presence of a volume element on V , the determinant of a symmetric bilinear form is
well dened.
The proofs of these theorems are parallel to the proofs of their one dimensional versions. Namely,
the 1-dimensional Poisson and Fresnel integrals are replaced with their multidimensional versions the
Gaussian integrals
eB(x,x)/2 dx = (2)d/2 (det B)1/2 ,

V
for a symmetric bilinear form B > 0, and
eiB(x,x)/2 dx = (2)d/2 ei(B)/4 | det B|1/2 ,

V
for nondegenerate-B. These integral formulas are easily deduced from the one-dimensional ones by
diagonalizing the bilinear form-B.

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4

MATHEMATICAL IDEAS AND NOTIONS OF QUANTUM FIELD THEORY

2. The steepest descent and stationary phase formulas

where I() extends to a smooth function on [0, ) such that I(0) =

Proof. Let I() be dened by the equation (4).

so it is computed from the well known Poisson integral:

The theorem is proved.

MATHEMATICAL IDEAS AND NOTIONS OF QUANTUM FIELD THEORY

MATHEMATICAL IDEAS AND NOTIONS OF QUANTUM FIELD THEORY

g(x)ef (x)/ dx = d/2 ef (c)/ I(),

is the signature of the symmetric bilinear form f (c).

eB(x,x)/2 dx = (2)d/2 (det B)1/2 ,

for a symmetric bilinear form B > 0, and

eiB(x,x)/2 dx = (2)d/2 ei(B)/4 | det B|1/2 ,

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