Keywords

#method_of_steepest_descent

Method of steepest descent

Extension of Laplace's method for approximating integrals

In mathematics, the method of steepest descent or saddle-point method is an extension of Laplace's method for approximating an integral, where one deforms a contour integral in the complex plane to pass near a stationary point, in roughly the direction of steepest descent or stationary phase. The saddle-point approximation is used with integrals in the complex plane, whereas Laplace’s method is used with real integrals.

Wed 17th

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Method of steepest descent Gradient descent Stationary phase approximation Subgradient method Common integrals in quantum field theory Nonlinear conjugate gradient method Analytic combinatorics Gradient boosting Laplace's method Conjugate gradient method
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