We follow up the work, where in light of the Picard-Lefschetz thimble approach, we split up the real-time path integral into two parts: the initial density matrix part which can be represented via an ensemble of initial conditions, and the dynamic part of the path integral which corresponds to the integration over field variables at all later times. This turns the path integral into a two-stage problem where, for each initial condition, there exits one and only one critical point and hence a single thimble in the complex space, whose existence and uniqueness are guaranteed by the characteristics of the initial value problem. In this paper, we test the method for a fully quantum mechanical phenomenon, quantum tunnelling in quantum mechanics. We compare the method to solving the Schrodinger equation numerically, and to the classical-statistical approximation, which emerges naturally in a well-defined limit. We find that the Picard-Lefschetz result matches the expectation from quantum mechanics and that, for this application, the classical-statistical approximation does not.