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This question is for experts in asymptotic analysis, in particular expansions of integrals.

Consider the following type of integral

$$ I(\ell) = \ell^2\int_{[0,2\pi]^2}\frac{dk dq}{(2\pi)^2} \frac{\text{sinc}^2((k-q)\ell/2)}{\text{sinc}^2((k-q)/2)}\left[e^{ \beta (\epsilon(k)-\epsilon(q))}-1\right]\frac{n(k)(1-n(q))}{\beta(\epsilon(k) -\epsilon(q))} $$

where

$$ \text{sinc}(x) = \frac{\sin(x)}{x} $$

is the cardinal sine and

$$ n(k) = \frac{1}{e^{-\beta(\cos k + \mu)}+1} $$

is a kind of Fermi-Dirac distribution and

$$ \epsilon(k) = -\cos k - \mu\,. $$

I am interested in understanding the behavior of $I(\ell)$ when $\mathbb{N}\ni\ell\to+\infty$. In particular I consider the case where $\beta>0$ and $\mu\in[-1,1]$ are fixed and do not scale with $\ell$. I am familiar with standard methods like stationary phase, Laplace and steepest descent for one dimensional integrals but it looks like the story for higher dimensions is much more complicated. Googling around I found these integrals appear a lot in scattering theory of light where even higher dimensional analogs are needed.

The leading order in $\ell$ is just

$$ I(\ell) \sim \ell\int_{[0,2\pi]}\frac{dk}{2\pi} n(k) (1-n(k)) $$

because

$$ \lim_{\ell \to +\infty}\ell\,\text{sinc}^2(\ell x/2) = 2\pi \delta(x) $$

in the sense of distributions. So the leading order is linear in $\ell$. What I would like to know is whether there is a way to go further. On physical grounds I expect that

$$ I(\ell) = a_1 \ell + a_2 \log\ell + a_3 + O(\ell^{-1}) $$

where $a_i$ are finite constants. I would already be happy to understand how to systematically get $a_2$ and maybe that will shed light on how to go further and how to approach the general case for other types of integrals.

Thank you very much for the help.

EDIT

After thinking some time I realized that my expectations where wrong and I give an argument below. Making it rigorous will be easy. You are welcome to prove me wrong.

First we recognize that

$$\tag{1} \ell^2\frac{\text{sinc}^2(\ell x/2)}{\text{sinc}^2(x/2)} = \ell F_\ell(x) $$

where $F_\ell(x)$ is the famous Fejer kernel

$$ F_\ell(x) = \frac{1}{\ell}\frac{\sin^2(\ell x/2)}{\sin^2(x/2)}\,. $$

Fortunately quite few things are known for this kernel. The most important property is that for any continuous function $f$ on $[-\pi,\pi]$ (and so uniformly continuous) we have that

$$ (F_\ell * f)(t) = \frac{1}{2\pi}\int_{-\pi}^\pi F_\ell(x)f(t-x)\to f $$

uniformly in $t$. Furthermore it is known that for any $\delta>0$

$$ \int_{\delta<|t|<\pi}F_\ell(x) f(x) \to 0 $$

also uniformly by virtue of a simple bound. Indeed for $\delta<|t|<\pi$ we have that $|\sin(\ell x/2)|\leq 1$ and so

$$\tag{2} \left|\int_{\delta<|t|<\pi}F_\ell(x) f(x)\right| \leq \frac{C}{\ell}\,. $$ where $C$ depends on $f(x) / \sin^2(x/2)$ only. Note that in that region the bound is valid because the Fejer kernel is not singular anymore.

Now look at $I(\ell)$ and consider the inner integral over $k$ (Fubini should ensure it's the same looking at $q$). This is a convolution integral where $q$ is a spectator. We can split the integral in the regions $|k|<\delta$ and $\delta<|k|<\pi$. The first one converges to the value of the function at $k=q$ (and it is the Dirac delta contribution). The integral over the second region is bounded as in $(2)$ but this time the constant $C$ will depend on $q$. Taking the limit $\ell\to+\infty$ and taking into account the extra factor $\ell$ in $(1)$ gives

$$ I(\ell) = a_1 \ell + O(1) $$

where $a_1$ is the Dirac delta contribution already written at the beginning of the post.

One might wonder whether it is possible to compute this constant and the subleading corrections.

Another question is what happens when $\beta=O(\ell)$. This is clearly not true anymore because the constant now depends on $\ell$ and other behaviors are possible.

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  • $\begingroup$ Are you sure the integral converges? When $k$ is close to $2\pi$ and $q$ is close to $0$, we have $sinc((k-q)/2)$ is close to $0$... Or am I misunderstanding something? Perhaps you only want $l\in \mathbb{N}$ to cancel this singularity? $\endgroup$ Commented Mar 12 at 0:37
  • $\begingroup$ Yes, I will add this ! Thank you for pointing it out! My original problem involves $\ell $ integer thank you! $\endgroup$ Commented Mar 12 at 0:45
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    $\begingroup$ @gdvdv You want to use \text{sinc} instead of sinc. $\endgroup$ Commented Mar 12 at 1:31
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    $\begingroup$ Or \operatorname{sinc} $\endgroup$ Commented Mar 12 at 3:02
  • $\begingroup$ I can show $a_1 l + a_2 \log l + O(1)$, is this good enough for you? I have some ideas how to go further (maybe even for as many terms in the expansion as you want), but it gets really unpleasant really fast. $\endgroup$ Commented Mar 12 at 13:09

1 Answer 1

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$\newcommand{\sinc}{\operatorname{sinc}}$ $\newcommand{\phi}{\varphi}$ We are interested in the integral $$\frac{l^2}{(2\pi)^2}\int_{[0, 2\pi]^2}\sinc^2((k-q)l/2)\phi(k, q)dkdq = \frac{l^2}{(2\pi)^2}\int_{[0, 2\pi]^2}\frac{\sinc^2((k-q)l/2)}{\sinc^2((k-q)/2)}\psi(k, q)dkdq,$$ where $\psi(k, q) = n(k)(1-n(q))\frac{e^{\beta(\epsilon(k)-\epsilon(q))}-1}{\beta(\epsilon(k)-\epsilon(q))}$ is some concrete smooth function in the closed square precise form of which would be completely irrelevant to us, and $\phi(k, q) = \frac{\psi(k, q)}{\sinc^2((k-q)/2)}$ which is smooth in the closed square except the points $(2\pi, 0)$ and $(0, 2\pi)$, where it has singularities.

I will show that $I(l) = a_1 l + a_2 \log l + O(1)$, where $a_1 = \frac{1}{2\pi}\int_0^{2\pi}\phi(k, k)dk$ and $a_2 = \frac{1}{32\pi^4}(\psi(2\pi, 0)+\psi(0, 2\pi))$, and then explain a possible approach to getting further terms of its asymptotics.

We will split the integral into four regions: I: $|k-q| < \frac{1}{100}$, II: $2\pi - q + k < \frac{1}{100}$, III: $2\pi - k+q < \frac{1}{100}$, IV: the rest. In the region IV we will use the first formula for the integral above, using that $\phi(k, q)$ is bounded in this region, while $\sinc^2((k-q)l/2) \lesssim \frac{1}{l^2}$, so the integral over this region is $O(1)$.

In the region I function $\phi$ is smooth but the factor $\sinc^2((k-q)l/2)$ is not particularly small. There, the business is happening on the scale $\sim \frac{1}{l}$, so the function $\phi$ does not change much and so the area of that region is $\sim \frac{1}{l}$, thus we get something linear and explicit in $l$, which is exactly what you did in your post.

In the regions II and III (clearly, they are morally identical) the factor $\sinc^2((k-q)l/2)$ is small, but we are near the singularity of $\phi$. In particular, to even ensure that the integral converges we have to assume that $l\in \mathbb{N}$. Specifically, we will additionally split it into the subregions IIa: $2\pi - q + k \le \frac{1}{l}$, IIb: $\frac{1}{l}< 2\pi - q +k < \frac{1}{100}$ and the same for III. In IIa (and IIIa) we have $$\frac{\sinc^2((k-q)l/2)}{\sinc^2((k-q)/2}\lesssim \frac{1}{l^2} \frac{l^2}{1} = 1,$$ where the first term is the ratio of $\frac{1}{x^2}$ in the $\sinc^2$, while the second term is the ratio of squared sines (via a crude bound with the derivative, the derivative of $\sin(t)$ around $\pi$ is proportional to $1$, while the derivative of $\sin(lt)$ is proportional to $l$). Since the measures of the regions IIa and IIIa are $\sim \frac{1}{l^2}$, in total they give us $O(1)$ integral. Finally, in IIb and IIIb we have $\sinc^2((k-q)l/2)$ is close to $\frac{\sin^2((k-q)l/2)}{(\pi l)^2}$, the denominator here is constant, while the average of the numerator is $\frac{1}{2}$ since it is fast oscillating. Finally, $\sinc^2((k-q)/2)$ is about $\frac{1}{(2\pi)^2 (2\pi -q + k)^2}$ in IIb and $\frac{1}{(2\pi)^2 (2\pi - k + q)^2}$ in IIIb, because $\frac{1}{2\pi}$ is the derivative of $\sinc(x/2)$ at $x = 2\pi$.

Doing the change of variables $r = 2\pi - q + k, s = k + q - 2\pi, \frac{1}{l}<r < \frac{1}{100}, -r < s < r$, we get the following value (for IIb): $$\frac{l^2}{(2\pi)^2}\frac{1}{(\pi l)^2}\frac{1}{2}\frac{1}{2}\int_{1/l}^{1/100} \int_{-r}^r \frac{1}{4\pi^2 r^2}dsdr = \frac{1}{32\pi^4}(\log l - \log(100)) = \frac{1}{32\pi^4}\log l + O(1),$$ where the first factor is our prefactor for the integral, the second factor is from the denominator of $\sinc^2((k-q)l/2)$, the third term is the average of sine squared, and the fourth term is the Jacobian of our change of variables. Finally, we have to multiply by $\psi(0, 2\pi)$. By annoying but not very difficult estimates with Taylor series with integral reminder or something similar we can show that all our approximations result in errors which are $O(1)$, and we get the claimed value for $a_2$.

Now, if we want to go further than $O(1)$, we have to get a better control of all the $O(1)$ errors that we've accumulated so far, which I think (although I am not completely sure and I did not do the relevant computations) might be doable with more Taylor expansions. Note that once we care about $a_3$ region IV starts to play role, so while $a_1$ only depends on $\phi(k, k)$, $a_2$ depends on $\psi(2\pi, 0)$ and $\psi(0, 2\pi)$, $a_3$ must depend on the whole function $\phi$.

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    $\begingroup$ Thank you! looks a nice approach. I guess it can be made more rigorous but not important for now. Give me sometime to go through it and get convinced :) $\endgroup$ Commented Mar 12 at 18:21
  • $\begingroup$ @gdvdv I noticed that there is an extra $\log l$ term which should appear from the other two corners of the square (since it was on the diagonal $k=q$ and I assumed that you did a computation with it, I was not that careful while analyzing that diagonal). I will probably add it, and write a (more) rigorous argument in a few hours. $\endgroup$ Commented Mar 13 at 10:05
  • $\begingroup$ I think I understand a bit better after your explanation and after going through Asymptotic Approximations by Wong and Asymptotic Expansions of Integrals by Bleistein and Handelsmann. Basically this is a case of the type $\int_A h(\ell \phi(x)) g(x) dx$ with $A\subset \mathbb{R}^2$, $h(x) = \sin^2(x)$, $ \phi(x) = (x_1-x_2)/2$ and $g(x) = f(x)/\sin^2((x_1-x_2)/2)$ with $f(x)$ a smooth function over $A$. Here $\phi(x)$ has no critical points, nor in $A$ neither on $\partial A$. In my case $x=(k,q)$ and the only contributions come from the corners and from the diagonal. $\endgroup$ Commented Mar 13 at 13:06

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