Method of Steepest Descent

[warwick]

The professor went over this in recitation for Thermal Physics. However, I missed most of the derivation. Is there a good write up online of this method?

 

[Deleted member 4993]

The professor went over this in recitation for Thermal Physics. However, I missed most of the derivation. Is there a good write up online of this method?

You may start with wOLFRAM:

http://mathworld.wolfram.com/MethodofSt ... scent.html

 

[warwick]

The professor went over this in recitation for Thermal Physics. However, I missed most of the derivation. Is there a good write up online of this method?

You may start with wOLFRAM:

http://mathworld.wolfram.com/MethodofSt ... scent.html

Well, he derived the method using a Taylor expansion, etc. That page doesn't cover any of that, unfortunately.

 

[Deleted member 4993]

The professor went over this in recitation for Thermal Physics. However, I missed most of the derivation. Is there a good write up online of this method?

You may start with wOLFRAM:

http://mathworld.wolfram.com/MethodofSt ... scent.html

Well, he derived the method using a Taylor expansion, etc. That page doesn't cover any of that, unfortunately.

You are a graduate student - right!

Read a little deeper!

The expression (or the core iterative term)

x[sub:r1hh8ovm]i[/sub:r1hh8ovm] = x[sub:r1hh8ovm]i-1[/sub:r1hh8ovm] - ? * f'(x[sub:r1hh8ovm]i-1[/sub:r1hh8ovm])

comes from Taylor's series.

 

[warwick]

I am not a graduate student. I'm barely an undergrad senior.

We of course apply this to the Gaussian distribution.

 

[tkhunny]

Error terms are commonly assumed to be normally distributed.