Consider the “Fourier-type” integral
and we want the Asymptotic Approximation as
Note that this is different to Laplace integrals
because here the integrand oscillates like crazy instead of blowing up,
leading to catastrophic cancellation
Riemann-Lebesgue Lemma
Oscillatory Integrals with monotonic phase
The Fresnel Integrals
The Method of Stationary Phase