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Airy contour and Fresnel normalization

Statement

Assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)). Let C be the contour in C from ∞e−iπ/3 through 0 to ∞eiπ/3 and define A(z):=12πi∫Cet3/3−zt dt. Then:

(a) the integral converges absolutely on compact sets and A is entire with A′′(z)=zA(z);

(b) for real z, after deforming each ray to the imaginary axis, A(z)=12π∫Rei(t3/3+zt) dt as a convergent oscillatory improper integral. Its first z-derivative also converges uniformly on compact real sets. Higher derivatives are defined by the absolutely convergent contour representation in (a), or equivalently by differentiating the oscillatory representation as a distribution; they are not asserted to be ordinary convergent improper integrals;

(c) as Z→+∞, A(Z)=12πZ−1/4e−2Z3/2/3(1+O(Z−3/2)),A′(Z)=−12πZ1/4e−2Z3/2/3(1+O(Z−3/2));

(d) as Z→+∞, with Θ:=2Z3/2/3+π/4, A(−Z)=1πZ−1/4(sin⁡Θ+O(Z−3/2)),A′(−Z)=−1πZ1/4(cos⁡Θ+O(Z−3/2)).

The error terms are absolute envelope errors and are not relative errors at the zeros of A(−Z).

Facts & Assumptions

Given: the contour C, the function A, and Z>0.

[F1]

Complex analysis on the contour: for t on the rays t=Re±iπ/3 the cubic part has real part −R3/3, so every integral ∫Ctket3/3−ztdt converges uniformly on compact z-sets; differentiating under the integral and integrating ∂t(et3/3−zt)=(t2−z)et3/3−zt along C (the endpoint contributions vanish by cubic decay) gives A′′(z)=zA(z), and A is entire (Complex differentiability at a point, the complex derivative, holomorphic functions, and entire functions, Schwartz space and its seminorms).

[F2]

Deformation and oscillatory representation. On the joining arc t=Rei(π/2−s), 0≤s≤π/6, the cubic real part is −R3sin⁡(3s)/3≤−cR3s, while ∣Re⁡(zt)∣≤KRs for real ∣z∣≤K. Consequently the arc integral, with an extra factor tk, is OK(Rk−2) for k=0,1; the lower arc has the same bound. These arcs vanish for precisely the orders needed for the value and first derivative representation. Integration by parts against t2+z on sufficiently distant real tails proves uniform improper convergence on compact z-sets for amplitudes 1 and t. For higher orders use the entire contour integral of [F1]. Distributional integration is also valid: pairing against a compactly supported smooth function of z replaces the oscillatory amplitude by its rapidly decreasing Fourier transform, so all differentiated integrals converge after pairing (Schwartz space and its seminorms, Fourier inversion on Schwartz space, algebra).

[F3]

Gaussian integrals of the complex type: for Re⁡a>0, ∫Re−au2du=π/a with the principal branch, and polynomial moments are finite (Complex Gaussian continuation, Fourier inversion on Schwartz space).

Proof

1.1F1

[Entirety and the ODE] This is [F1]; in particular the Taylor coefficients obey the Airy recurrence and A has no singularity on R.

2.1step 1.1F2F3algebra

[Positive asymptotics] For Z>0 shift the vertical contour: t=Z+iy; the horizontal joining terms vanish by the bound exp⁡(−xR2+O(x3+Zx)), so A(Z)=12πe−2Z3/2/3∫Re−Zy2−iy3/3dy. Substituting y=Z−1/4u and using that the sine part is odd with ∣cos⁡(u3/(3Z3/4))−1∣≤u6/(18Z3/2) together with the finite Gaussian moments [F3] gives the display of (c); for A′ differentiate the entire contour representation and insert the extra amplitude −t=−(Z+iZ−1/4u) on the shifted contour. The term linear in u has zero Gaussian integral; its first nonzero contribution after expansion of the cubic phase, and the quadratic phase remainder, are both of relative order Z−3/2 by finite Gaussian moments. This gives the second formula.

3.1step 2.1F1F2F3algebra∎

[Negative asymptotics] For z=−Z put t=Z s in [F2], with λ=Z3/2 and φ(s)=s3/3−s. Its stationary points are s=±1, with phase values ∓2/3 and second derivatives ±2. Choose smooth compact cutoffs there and exact local coordinates v with φ=φ(s0)+σv2/2, σ=sign⁡s0. The transformed amplitude b is smooth compactly supported, and b(0)=1/2 for amplitude 1. The Fresnel identity applied to its Fourier inversion gives ∫eiλσv2/2b(v)dv=eiσπ/42π/λ[b(0)+O(λ−1∫Rξ2∣b^(ξ)∣dξ)], where a fixed Fourier convention only changes the constant. Indeed expand the exact Fourier multiplier e−iσξ2/(2λ) using ∣eiα−1∣≤∣α∣; the displayed moment is finite because b is smooth with compact support. The Fresnel identity can first be damped by e−δv2 and then passed to the oscillatory limit. Outside the two patches integrate twice by parts with (iλφ′)−1d/ds; the resulting amplitudes are integrable since φ′∼s2 at infinity, including for amplitude s, and the finite boundaries vanish or are absorbed by the cutoffs. These terms are O(λ−2). Summing the two stationary contributions and restoring the factor Z/(2π) gives the sine expression in (d) with absolute error O(Z−7/4). For A′ differentiate once in [F2] and use amplitude is, restoring the factor Z/(2π); the same estimate gives the cosine expression and absolute error O(Z−5/4). No higher ordinary oscillatory derivative is used. This proves (b) and (d), while steps 1.1 and 2.1 prove (a) and (c).

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