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Calculus of Variations
1.1 What is it good for?
1.2 Functionals
1.2.1 The functional derivative
1.2.2 The Euler-Lagrange equation
1.2.3 Some applications
1.2.4 First integral
1.3 Lagrangian Mechanics
1.3.1 One degree of freedom
1.3.2 Noether’s theorem
1.3.3 Many degrees of freedom
1.3.4 Continuous systems
1.4 Variable End Points
1.5 Lagrange Multipliers
1.6 Maximum or Minimum?
1.7 Further Exercises and Problems
Function Spaces
2.1 Motivation
2.1.1 Functions as vectors
2.2 Norms and Inner Products
2.2.1 Norms and convergence
2.2.2 Norms from integrals
2.2.3 Hilbert space
2.2.4 Orthogonal polynomials
2.3 Linear Operators and Distributions
2.3.1 Linear operators
2.3.2 Distributions and test-functions
2.4. FURTHER EXERCISES AND PROBLEMS 85
2.4 Further Exercises and Problems
3.1 Existence and Uniqueness of Solutions
3.1.1 Flows for ﬁrst-order equations
3.1.2 Linear independence
3.1.3 The Wronskian
3.2 Normal Form
3.3 Inhomogeneous Equations
3.3.1 Particular integral and complementary function
3.3.2 Variation of parameters
3.4 Singular Points
3.4.1 Regular singular points
3.5 Further Exercises and Problems
Linear Diﬀerential Operators
4.1 Formal vs. Concrete Operators
4.1.1 The algebra of formal operators
4.1.2 Concrete operators
4.2.2 A simple eigenvalue problem
4.3 Completeness of Eigenfunctions
4.3.1 Discrete spectrum
4.3.2 Continuous spectrum
4.4. FURTHER EXERCISES AND PROBLEMS 145
4.4 Further Exercises and Problems
Green Functions
5.1 Inhomogeneous Linear equations
5.1.1 Fredholm alternative
5.2 Constructing Green Functions
5.2.1 Sturm-Liouville equation
5.3.2 Inhomogeneous boundary conditions
5.4 Eigenfunction Expansions
5.5. ANALYTIC PROPERTIES OF GREEN FUNCTIONS 171
5.5 Analytic Properties of Green Functions
5.5.1 Causality implies analyticity
5.5.2 Plemelj formulæ
5.5.3 Resolvent operator
5.6 Locality and the Gelfand-Dikii equation
5.7. FURTHER EXERCISES AND PROBLEMS 185
5.7 Further Exercises and problems
6.2 Cauchy Data
6.2.1 Characteristics and ﬁrst-order equations
6.2.2 Second-order hyperbolic equations
6.3 Wave Equation
6.3.1 d’Alembert’s Solution
6.3.2 Fourier’s Solution
6.3.3 Causal Green Function
6.4.1 Heat Kernel
6.4.2 Causal Green Function
6.4.3 Duhamel’s Principle
6.5 Potential Theory
6.5.1 Uniqueness and existence of solutions
6.5.2 Separation of Variables
6.5.3 Eigenfunction Expansions
6.5.4 Green Functions
6.5.5 Boundary-value problems
6.5.6 Kirchhoﬀ vs. Huygens
6.6. FURTHER EXERCISES AND PROBLEMS 249
6.6 Further Exercises and problems
7.1 Dispersive waves
7.1.1 Ocean Waves
7.1.2 Group Velocity
7.1.3 Wakes
7.1.4 Hamilton’s Theory of Rays
7.2 Making Waves
7.2.1 Rayleigh’s Equation
7.3 Non-linear Waves
7.3.1 Sound in Air
7.3.2 Shocks
7.3.3 Weak Solutions
7.4 Solitons
7.5. FURTHER EXERCISES AND PROBLEMS 289
7.5 Further Exercises and Problems
Special Functions
8.1 Curvilinear Co-ordinates
8.1.1 Div, Grad and Curl in Curvilinear Co-ordinates
8.1.2 The Laplacian in Curvilinear Co-ordinates
8.2 Spherical Harmonics
8.2.1 Legendre Polynomials
8.2.2 Axisymmetric potential problems
8.2.3 General spherical harmonics
8.3 Bessel Functions
8.3.1 Cylindrical Bessel Functions
8.3.2 Orthogonality and Completeness
8.3.3 Modiﬁed Bessel Functions
8.3.4 Spherical Bessel Functions
8.4 Singular Endpoints
8.4.1 Weyl’s Theorem
8.5 Further Exercises and Problems
9.3.2 Laplace Transform Methods
9.4 Separable Kernels
9.4.1 Eigenvalue problem
9.4.2 Inhomogeneous problem
9.5 Singular Integral Equations
9.5.1 Solution via Tchebychef Polynomials
9.6 Wiener-Hopf equations I
9.7 Some Functional Analysis
9.7.1 Bounded and Compact Operators
9.7.2 Closed Operators
9.8 Series Solutions
9.8.1 Liouville-Neumann-Born Series
9.8.2 Fredholm Series
9.9 Further Exercises and Problems
Linear Algebra Review
A.1 Vector Space
A.1.1 Axioms
A.1.2 Bases and components
A.2 Linear Maps
A.2.1 Matrices
A.2.2 Range-nullspace theorem
A.2.3 The dual space
A.3 Inner-Product Spaces
A.3.1 Inner products
A.3.2 Euclidean vectors
A.3.3 Bra and ket vectors
A.4 Sums and Diﬀerences of Vector Spaces
A.4.1 Direct sums
A.4.2 Quotient spaces
A.4.3 Projection-operator decompositions
A.5 Inhomogeneous Linear Equations
A.5.1 Rank and index
A.5.2 Fredholm alternative
A.6 Determinants
A.6.1 Skew-symmetric n-linear Forms
A.6.3 Diﬀerentiating determinants
A.7. DIAGONALIZATION AND CANONICAL FORMS 409
A.7 Diagonalization and Canonical Forms
A.7.1 Diagonalizing linear maps
A.7.3 Block-diagonalizing symplectic forms
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