A geometric Laplace method
Abstract
A classical tool for approximating integrals is the Laplace method. The first-order, as well as the higher-order Laplace formula is most often written in coordinates without any geometrical interpretation. In this article, motivated by a situation arising, among others, in optimal transport, we give a geometric formulation of the first-order term of the Laplace method. The central tool is the Kim-McCann Riemannian metric which was introduced in the field of optimal transportation. Our main result expresses the first-order term with standard geometric objects such as volume forms, Laplacians, covariant derivatives and scalar curvatures of two different metrics arising naturally in the Kim-McCann framework. Passing by, we give an explicitly quantified version of the Laplace formula, as well as examples of applications.
Cite
@article{arxiv.2212.04376,
title = {A geometric Laplace method},
author = {Flavien Léger and François-Xavier Vialard},
journal= {arXiv preprint arXiv:2212.04376},
year = {2023}
}