Appendix A

Mathematical Background

A.l. DETERMINANTS

A determinant is a square array of numbers or symbols, called elements, with a rule for finding the value of the array. Determinants are denoted in several ways, for example.

det( a) - laljl
all a12 aln
a21 °21 aln
"'" (A.l)
anI an2 a"" the element ali being in the ith row and jth column. The determinant obtained by deleting the i th row and jth column is the minor, Mj" of the element aij' The quantity, (-l)i+iM;j' is the cofactor of al)' Aij'

One rule for finding the value of det( a) can be stated thus (Pipes and Harvill, 1978, pp. 85-6):

LajjA'1 - LaljA,} - det( a)

j I

E DW.fk} - 0 ; :;: k (A.2)

j

Ea'jAlk ... 0 I» k

I

This equation states that the value of det(a) can be round by summing the products of each element of any row (or any column) and its cofactor. However. if we sum products of any row (or any column) by the cofaetors of a different row (column), the sum is zero.

We illustrate Equation (A.2) by finding the value of the determinant

Ii ~I

Using the first row. the value is (2 X 5 - 4 X 3) - - 2; using the first column. we have (2 X 5 - 3 x 4)

.... - 2. Determinants are usually evaluated using the first row or column, but the rule is better illustrated by expanding the following determinant using the second column:

4 2 7

~ -! ~ -= (-1)1+2(2)1 ~ ~I

+(_1)2+2(_8)1: ~I +(_I)J+2(6)lj ~I

- - 2( - 57) - 8( -43) - 6(11) ... 392.

The same result is obtained regardless of which row or column is used.

If we expand the preceding determinant using the third row and cofaetors of the first row, we obtain

(_1)3+1(9)1-: ~1+(_1)3+2(6)1: ~I +(_1)3+3(5)1~ -~I=o

This illustrates the second result in Equation (A.2).

The solution of a set of simultaneous linear equations can be expressed in terms of determinants using Cramer IS rule (Pipes and Harvill. 1970, p, 101). Given a set of n equations in the n unknowns Xl' X2.···' Xn,

aUxl + al2xl + ... +a1"x" = kl) aUxl + a22x2 + ':" +a2"xn = kt

a"lxl + a"lxl + ... +a""x" ... kIf

(A.3a)

the solution is

(A.3b)

728

where det(a) is the determinant of the coefficients a" and det{aj) is det(a) with the jIb column replaced by the column (kl, k2, •••• k,,). As an example, we solve the equations

4Xl + 2x2 + 7Xl - - 4 3Xt - 8xl + 8x3 - -15 9xl + 6Xl + Sx] - 11

The value of det( a) is found to be 392. Then,

-4 det( all - -15 11

2 7 -8 8 6 5

- -41-: ~I + 151~

-664

71+111 2

5 -8

so that Xl - 664/392 - 1.69. The values of X2 and X] are found by substituting the k column for the second and third columns of det( a).

A.2. MATRICES

A matrix is a rectangular array of numbers or symbols (elements) plus rules for their manipulation. Matrices are represented in several ways; for example, a matrix of order (m X ,,) may be written

(A.4a)

OM"

Matrices of the same order (m X ,,) can be added (or subtracted) by adding (subtracting) corresponding elements; thus, if ~,!I, ~ are matrices of the same order, then rt - .!II ± !II has elements c'j - ali ± hI}" To form the product JiI!JI, the orders of JII and !II must be (m X p) and (p X n). the product ~ being of order (m X n). The elements clj are given by the formula

Mathematical background

~I

The element Cll is, for example. 2 X (- 8) + (- 4) x 9 + 1 x 3 - -49.

The transpose of a matrix • ..fliT, is the matrix ..fII with rows and columns interchanged. A matrix of order ( .. x 1) is a colum .. matrix, for example. the k column in Equation (A.3a). A matrix of order (1 x n) is a row matrix. A nul/ matrix • has zeros for all elements; thus, if JIII- 91, then JII- tII-. and each element of .JJI equals the corresponding element of SI.

An (n x ,,) matrix is a square matrix and has a determinant, det( a), whose elements are those of the matrix; elements aft form the principal diagonal of the matrix. A square matrix in which all elements off the principal diagonal are zero but at least one of the diagonal elements is not zero is a diagonDl matrix. The identity (u"it) matrix is a diagonal matrix with elements 0li - 1. A symmetric matrix is a square matrix with aJ) - aji~ if af} - -aJH the matrix is skew symmetric.

If each element of a square matrix is replaced by its cofactor in det( a) of the matrix and the result transposed, we get the adjoint of ~, adj sI. The reciprocal of .JJI is

.sr 1 - (l/det( Q)} adj .Af

(A.5a)

(provided that det(a) rI= 0]; this follows from Equation (A.2) because on using Equation (A.4b) to find the elements of the product sI.Af-1• all off-diagonal terms are zero whereas all diagonal terms equal det(a).

The equivalent of division by a square matrix is multiplication by .sr 1. If sI is not square, we make it square by forming the product slT.!JI. which is always square. Thus. the solutions ol the matrix equations .I-.!II..¥' and dJ - !JI9I, where..fll and !I are, respectively. square and nonsquare are

(A.4b) Matrices can be used to solve equations. Equation

(A.3a) in matrix form is

that is. elj is the sum of the products, element by element. of the ith row of .JJI and the jth column of !II. In general, JII!I:I: !I.JJI. To illustrate,

IIi

2 -8 1

-3 9 0

-7 3 2

(3 x 4)

6

_!II 5

2

-4 S

(2 x 3)

11-6 - U 31

9 -49

33 3

(2 X 4)

(A.6a)

where .Af is a square matrix of the coefficients. ~ is a column matrix of the unknowns x., and .)f" is a column matrix of the k, '5. The solution is

~_JII-l~

(A.6b)

Equating the (n X 1) column matrix on the left with the product, which is also a (n Xl) column matrix. we get the n values of XI'

Vector analysis

729

-8 8 ()
L ~ ~I
"'"I
~I
'"
B B A
(0) (b) (c) 8

(d)

y

k

~;~:v

I An :

_h.. .....d_-

(,)

Q

M

-_

-_

--...,p

/ / /

/

/

/

/

.I'/

n

N

(g)

Figure A, 1. V.1rious operations on vectors. (a) Two vectors to be added or subtracted. (b) Addition end subtraction of vectors in (a). (c) Summing several vectors. (d) Resolving A into components p.1rallef to and perpendicular 10 B. (e) Resolving A into components parallel to and perpendicular to a plane. (fJ Resolvin8 A into rectangular components. (8) /lfustrtlting the products A • B and A x B.

A.3. VECTOR ANALYSIS

A.3.1. hsic Theory

All measurable quantities can be divided into two classes: (i) scalars, which have magnitude only, hence can be completely specified by a single number, for example, temperature and density. and (il) vectors, which have both magnitude and direction so that they are specified by giving a number (magnitude) and a direction, for example, force and velocity. Vectors will be denoted by bo1dface letters.

A vector can be represented by an arrow whose length is proportional to the magnitude and whose direction is that of the vector. To add two vectors, A and B (Fig. A.la), we move one of them as in Figure A.1b, and the sum is the vector from the initial to the final point. The vector - B is B reversed in direction, so we subtract B from A by adding - B to A (Fig. A.lb). Several vectors can be added together as in Figure A.le.

Calculations involving vectors are often facilitated by resolving them into components. Any vector can be regarded as the sum of several arbitrary

730

vectors; for example, in Figure A.le the sum (A + 8 + C + D) can be a given vector with arbitrary components A, a, C, and D. Sometimes we resolve a vector into components paraIJel to and perpendicular to another vector (Fig. A.Id) or to a plane (Fig. A.Ie). More often we use components parallel to the axes of a coordinate system; for example, in Figure A.H we lake vectors of unit length, i, j, and k, along the x, y, and z axes, and the components of A are the scalar quantities a.z' ay' air' Then

(A.7)

Also, from Figure A.1f, we get

ax.! A. cos 61 - (

ay/A cos fJ2 - m

air/A. - cosfJ, - n

where '., (12' and 93 are the angles between A and the three axes, (I, m, n) are the direction cosines of A, and A is the rrwgnitude of A. Because A2 - a; + a: + a;, on dividing by A2 I we have

(A.S)

We can add and subtract vectors by adding and subtracting components:

if

A - 2i + 3j - 4k D .. 4i - j - Sk

C - 2i - 3j + 3k

then

A - 8 + C - (2 - 4 + 2)1 + (3 + 1 - 3)J

+( -4 + 5 + 3)k

-J + 4k

A.3.2. Vector Products

Products involving vectors are or three basic types. A vector can be multiplied by a scalar to give a new vector changed only in magnitude; this property is used to write a vector A in the form Aa. where A -1041- magnitude of A and 81 is a unit vector parallel to A. The other two basic products involve two vectors and are written A ° 8 and A X B. The first, called the dot product or scalar product. is equal to the scalar quantity (AB cos 9) where , is the acute angle between A and 8 (Fig. A.lg); it is also equal to the magnitude of one of the vectors times the component or the other paralleJ to the first. The second product, A X D, called the CI'OSS product or vector product. is defined. M the vector (A B sin (I)n, where n is a unit vector perpendicular to the plane containing A and B and in the direction of advance

Mathematical background

of a right-handed screw rotated from A to B (Fig. A.lg).

The definition of the dot product shows that A • B - D • A, also

iol-Joj-k·k-l ioj-j'k-kol-0

A • D - ( azi + ayJ + a~k) . (bzi + byj + b,k)

... ( azb.z + ayby + a,b,) (A.9)

(A.lO)

From the detinition, we see that A X D - - B X A, also (for a right-banded set of orthogonal coordinate axes)

iXJ-k jxk-i kXi-'j

Ixf-JxJ-kxk-O

A X B - (a.zi + ayl + alrk) X (b.zi + byj + b,k)

- (ayb, - a,by)i + {a,b.., - a..,bz)J

+( axby - aybx)k (A.Ila)

J k

(A.lIb)

Figure A'Ig shows that

IA X 81 - t ( area of parallelogram MN PQ)

This means that a plane area can be considered as a vector with direction along the normal to the pJane. Therefore we can resolve areas into components; in particular, an Infinitesimal area ds can be written

ds - (dydz)i + {dzdx)j + (dxdy)k (A.12)

Vector products may involve more than two vectors. Because (8 ° C) is a scalar, it can only enter into a triple product in the form (8 ° C)A. On the other hand, (D X C) is a vector, so we can have the products A ° (B X C) and A X (D X C). From Equations (A.9) and (A.11b) we find that

A' (D x C) - 8 ·(C x A) - Co (A x 8) (A.l3a)

- - A • (C X B) - - 8 • (A X C)

- -C ·(8 x A) (A.l3b)

a.., ay air

- b.., by b,

c.., c, c,

(A.13c)

Vector analysis

Thus, interchanging dot and cross does not change the value, but changing the cyclic order changes the sign. The triple product A X (8 X C) can be expanded twice using Equation (A.llb), the result being

A x (8 x C) - (A • C)8 - (A' B)C (A.14)

Although any number of vectors can be multiplied together. products of more than three are rare.

A.3.l. The Vector Operator V

If .,,(x. Y. z) is the value of a scalar function at P(x, y, a), then the value at a nearby point Q(x + dx, y + fly. z + dz) is t/J + d~ where

d~ - (CJ+/iJx) dx + (iJt/J/iJy) dy + (8+/8z) dz (A.1S)

Writing dr for the vector displacement from P to Q. we have

dr - dx i + ely J + dz k

and Equation (A.1S) can be written as

(A.16)

where

V+ - (iJ+/iJx)i + (iJ4>/Jy)j + (a~/az)k (A.17a)

(A.l7b) (A.l7c)

- gradient of ~(x. Yt z)

- gradt/J

Dividing both sides of Equations (A.1S) and (A.16) by dr gives

d+/dr - (V+) • {(dx/dr)l + (dy/dr)J

+ {dt/dr)k} (A.18a)

- (v+) • «(i + mj + nk) (A.18b)

- (Vt/J) • rl (A.18c)

r) being a unit vector along PQ with direction cosines (t, m. n). Because (V4I)"1 is the derivative of t/J(x. y, z) at P as we go in the direction Tl. it is called the directional derivative.

The vector Vt/J is fixed at a given point but (V+) • r. varies as the direction,. is varied. When '. is parallel to Vt/J. the product will have its maximum value because '11 - 1 and cos 9 is a maximum for 8 - O. Therefore Vcf> is a vector in the direction of, and equal to. the maximum rate of increase of cfJ(x, y, z).

731

The expression {(a/ax)i + (C1/ay)j + (J/az)k) is known as a vector operator; it is represented by the symbol V (pronounced del). When we apply it to a scalar function ~(x. y, z ), we get V~ or grad t/J. It can also be applied to a vector function of position. A(x. y, z), by taking either the dot or the cross product. In the first case we get

v . A ... {( a/ax)i + (a/ay)j + (%z)k) • ( Axi + Ayj + Ark)

... (aAx/ax) + (BAy/By) + (oA,/oz) (A.19a)

(A.19b) (A.l9c)

- divergence of A( x, y. z) = divA(x, y. a)

In the second case. Equation (A.llb) gives

j a/iJy Ay

k a/az Az

v x A - a/ox Ax

(A.20a)

== (oAr/fly - aAy/az}i

+ (8Ax/C1z - aAr/ox)j

+( aAy/ox - aA:clay)k (A.20b)

:: curl A (A.2Oc)

The operator V involves differentiation, and when it is applied to the product I/IA, t/I being a scalar function, we get two terms involving differentiation of cf> and A separately. Therefore,

V '(~A) - Vt/J· A + t/JV • A (A.21)

V x (~A) - Vt/J X A + t/lV X A (A.22)

Treating V as a true vector. we would have

v • V - Vl

_ a2/ax2 + a2/ayl + 02/oz2

- Laplacian (A.23)

V X v+ - 0 V • (V x A) = 0 (A.24)

V X (V X A) .... V{V • A) - V2A (A.25)

Equations (A.21) to (A.2S) can be verified by substiluting the definition of v. [Note that Equation (A.2S) is valid only in rectangular cartesian coordinates.]

A.3.4. Vedor Theorems

The divergence of a vector has a geometrical interpretation that is often very useful. Let A(x, y, z) be

732

(b)

Figure A. 2. Vector theorems. (a) Significance of divA, (b) Derivation of CdUSS'S theorem.

a vector equal to the velocity times density of a fluid. Referring to Figure A.2a, the quantity of fluid entering the element of volume (dx. dy dz) along the x axis per unit time is (Az dydz) whereas that leaving the opposite face per unit time is {Az + (aA .. /ax)dx} dy dz. Subtracting, the net outward flow is ( a A z/ a x) dx dy ds. Adding terms for the outward ftow along the y and z axes and dividing by the volume dx dy dz, we find that the net loss per unit volume per unit time is

v . A - divA

- (8A.I/ax) + ( aAy/ay) + (aA~/az)

- -( ap/at) (A.26)

where p is the density of the fluid.

The following theorems involve line, surface, and volume integrals. These are discussed in any advanced calculus text, for example, Wiley (1966, pp. 559-67), and so we shall give here only a very terse description.

A lint Integral is written in various ways: IJA • dl, leA • ii, kA · ii, IA· dl, C denoting a specific curve and ~ a closed curve; the line integral is the limit of the sum along the curve of products of the element of the curve dl and the component of A at d1 and parallel to it. A surface integral, usually

Mathematical background

written fsA· ds; flA· ds, IsA,. tis, or !fA" tis, is the limit of the sum over the surface S ot products of elements of the surface ds and the components of A normal to the surface, A,.: if the surface is closed. A,. is positive when it is in the direction of the outwarddrawn normal. A volume ;ntegral. Iv~(x. y, z) du, fff~(x. y, z) dx dy ds, and so on, is the limit of the sum of products of elements of volume dv and the values of a scalar function t(x, y, z) at the centers

·of dv.

Gauss's theorem, also known as the divergence theorem, states that

(A.27)

where the surface S encloses the volume V. To prove the theorem. we evaluate the first term of the volume integral, (aA.,Jax) dx dy dz; along a strip parallel to the x axis with cross section dy dz and extending from P.(xl' y, z) to P;Z(X2' y, z) (Fig. A.2b). Because y and z are fixed along the strip. the result is

/y( a/; dX) dy dz

- (AAx2'Y'Z) -AAxl'Y,Z)} dydz

-A.I dr,1l'll'z +Ax drxll\

because dydz equals dsz (Eq. (A.12)] at P;z(x;z, y, z) and -ds .. at P1(x., y, z) (note that the outwarddrawn normal is along the negative x axis here). Letting y and z vary, the right-hand side becomes the integral fsA" ds; over the surface S. Adding the integrals along the y and z axes, we obtain Equation (A.27).

Gauss's theorem has an important corollary known as Green's theorem. We lee A in Equation (A.27) be the vector wVu. u and w being scalar functions of position, u(x, v, z). and w(x, y, r), Replacing A in Equation (A.2l) with V u and ~ with w. we see that

v o(wvu) - WV2u + (vw) ·(vu) Equation (A.27) now becomes

J. {wv2u + (vw) '(vu)} dv - J.<wvu) • ds

y s

Interchanging u and w and subtracting the two results gives Green's theorem:

( wv2u - uv2w) dv -1( wvu - uvw) • ds

Jy s

(A.28)

Curvilinear coordinates

y

o

x

(0)

733

y

(hI

(c)

Figure A, 3. Derivation of Stokes's theorem. (a) Evaluating il fine iategrel eround d rectangle. (b) fllaludting a line integrdl erourui an arbitrary closed planar curve C. (e) Resolving a sortsce integral over a plane triangle into components.

Stokes's theorem relates the line integral of a vector A along a closed curve C to the surface integral of curl A over any open surface that terminates on C. We establish the theorem first for the infinitesimal plane area dx dy in Figure A.3a. We take Ax and Ay as the values of the components at Mt;», y). Then the line integral around the rectangle is the sum of the line integrals along the sides MN, NP, PQ, and QM. Thus,

fA. dl - Ax dx + {Ay + (aAy/ax) dX} dy - {Ax + (aAx/ay) dy} dx - Aydy

- (aAy/ax - iJAx/iJy) dxdy

- (z component of V X A)(dft) (A.29a)

Next we generalize Equation (A.29a) for a plane surface of arbitrary shape (Fig. A.3b). We approximate the area inside C by a large rectangle, then add smaller and smaller rectangles until, in the limit, their sum equals the area inside C. The line integral around the perimeters of the first two rectangles in Figure A.3b is along PQRFGHESP (because EF is traversed twice in opposite directions), and in the limit the path of the line integral will be the curve C and Equation (A.29a) will become

Because Equation (A,29b) holds for a plane figure of any shape, it holds for a plane triangle. Any 3-D surface of arbitrary shape can be approximated as closely as desired by an infinite number of plane triangles. In Figure A.3e, a PQR of area ds can be resolved into components (Eq. (A.12») t:&QRO, fiRPO, and dPQO with areas dsx' ds~, and dst, The right-hand side of Equation (A.29b)· then becomes three surface integrals over these triangles with integrands (V X A)x dsx' (V x A) .... dsy' and (V X A)z lis:. When we sum the contributions (or all of the triangles making up S, the line integrals along

interior paths cancer in pairs leaving only the line integral along C; the surface integrals over the triangles can be replaced by integrals over the component triangles perpendicular to the axes, which are then summed at each point and reconstituted into (V X A) • ds for each element of area ds. The result is Stokes's theorem:

fA. dl - 1. (V X A) • ds (A.29c)

c s

The positive direction of traversing curve C is the one in which the area is on the left.

If we integrate Equation (A.16) along any curve C joining PI and PI we get

(A.30)

Obviously this result is independent of the path followed. If C is closed, ~ -"'1 and the integral vanishes. On the other hand, if curl A vanishes at all points, the left-hand side of Equation (A.29c) vanishes; therefore A must be the gradient of a scalar. Thus, if curl A - 0 everywhere,

A-V~

(A.31)

In this case A is said to be irrotattonal, or the field of A is conservative.

A.4. CURVILINEAR COORDINATES

Often we require the functions div, grad, curl, and the Laplacian in cylindrical, spherical. or other coordinates. The first two systems. illustrated in Figure A.4a, b are related to rectangular cartesian coordi-

734

Mathematical background

z

I,

(a)

Xz

(el

Figure .4.4. CurviUnear coordinates. (a) Cylindrical coordinates. (b) Spherical coordinates. (c) div A in curvilinear coordinates.

nates as follows:

Cylindrical

Spherical

x - rSinllCOS.} (A.32) y - ,sinB sin.

z - rcosB

x-pros. y-psin+

z-z

In cylindrical coordinates we can draw unit vectors i ,i., I, in the directions of increasing p. +. z, re:pectively; for spherical coordinates the unit vectors are J,., i" i •. In both cases, the three unit vectors are onhogonal.

If we write Xl' Xl' Xl for a set of orthogo"al curvilinear coordinates in general, the coordinate surfaces x, constant are curved; for example, in spherical coordinates, r constant is a spherical surface, II constant is a cone, and • constant is a plane. When the coordinate x, increases by dx" a point moves a distance hi (/X, where hi is a function of aD the X, 's in general. In cylindrical coordinates, h,. - 1 - h, and h. - r; in spherical coordinates, h,. - 1, h, - r, and h. - ,. sin 6 [because as ." changes, r and 6 being fixed, a point moves on a circle of radius

r sin B I hence a change d." moves the point a distance (r sin 6) d+).

The gradient in curvilinear coordinates is obtained by replacing ax, 8y, az in Equation (A.17) by hl ax!. h2 aXl' h) ax); the result is

vI/! ~ ( aJ/l/hl aXl)'l + (at/l/"l aX:z}i1

+ (al/!/h) aX])i) (A.33)

To find div A, we use the same concept that we used to get Equation (A.26). Referring to Figure A.4c, the inward flow along the Xl axis is A1("2 dX2 ") dx) - (h2hJAJ) dXl dx'j. Subtracting this from the outward flow ((h2h)Al) + (a/axl(h:z")A1)} dXll dXl dx], adding terms for the X:z and x] axes, then dividing by the volume (hlh:zh] dX], dx:z dX3) gives

V • A - (1/"1"2/r])

X { a/aXt( h1/r]Al) + a/aX2( h)/r1A:z)

+a/8x3(h.h:zA,)} (A.34)

Taylor's series; Maclaurin's series

To get the Laplacian, we find ",2 - V • V. Applying Equation (A.34) to Equation (A.33). we get the result

vl,J; - (1/"1"2",) [a/aXl {( "2h3/hl) al}/8xd +8/Bxl{("3"1/h2) BI}/8xl} +8/8x,{("1":z/h,) 81}/8x,}) (A.3S)

We get the expression for curl in the same way that we derived Equation (A.29a). Because the dimensions of face MN PQ in Figure A.4c are infinitesimal. we start with the components A1 and A3 at M, then apply Equation (A.29a) for a plane area. This gives

I

(v X Ahh2 dX2 h, dx,

- A2 h2 dX2 + ( A,", + a/ 8X2 (A,h3) dX2} dx,

- ( A:zh1 + a/BX3( A2h:z) dx)} dX2

- A,h, tlx,

- ( a/8x2{ A,h,) - iJ/BX3{ A2h2)} dX2 dX3

(V X A). - (l/h2h3){ 8/8xz(A,",)

- a/ax, ( A2h1)}

When the other two components are found in the same way, the result can be written:

",!) a/Bx) h)A)

(A.36)

"Iii V X A - (1/h1h:zh3) iJ/axl hi Al

Equations (A.33) to (A.36) can be used to obtain grad, div, curl, and the Laplacian in cylindrical and spherical coordinates by inserting the appropriate values of hi; Cor example. the Laplacian in spherical coordinates is, from Equation (A.3S),

(1){ a (2iN) (1) a (. al/l)

- ,2 ar r a; + sinO ao SlD(Jai

+ (~B)( :~)} (A.37)

735

Curl A in spherical coordinates is given by Equation (A.36):

V X A - (1/rsin6){ a/a6(sin8A.) - BA,/a." }i,. +(I/r sine){ BAr/a."

-sinOa( rA.)/ar }i, +(I/rH a(rA,)/Jr - JAr/a6}i. (A.38)

A.S. T A VLOR'S SERIES; MACLAURIN'S SERIES

Taylor's series is discussed in most advanced calculus texts, for example, Wiley (1966). One form of the series is

h2

It» + h) - f(x) + h/,{x} + -/"(x) 2!

hll-1

+ ... + f"-l(x) + R(f)

(n - I)!

(A.39)

where f'(x), f"(x), ... , r-1(x) are derivatives of order 1,2, ... , (11 - 1), respectively, (- kh, 0 < k < I, and Ra) is the remainder after n terms. The series is valid for all values of h provided the 11 derivatives exist. Also, R(El'" (hll/lI!)/"(E) and approacbes zero as 11 approaches infinity.

Taylor's series enables us to find the change in I(x) when x increases by h in terms of h and the derivatives of f(x). The larger h is, the more terms that we must take to get an accurate value of f(x + h). When h is small, often the first two or three terms are sufficient.

A special case of Taylor's series, called Mac/aurin's series, is obtained by interchanging x and h in Equation (A.39), then setting h equal to zero. This gives Maclaurin's series:

x2

f(x) ==/(0) + x/,(O) + 2,f"(0)

x3

+ -1"(0) + ... 3!

(A.40)

where all derivatives are evaluated at x .. O. As an example, we calculate the series corresponding to sin x. Because the derivatives of sin x are either ± sin x or ± cos x and these equal 0, ± 1 at x - 0, the series is

Xl xS

sin x = x - - + - - ... (A.4la)

3! 5!

736

In the same way, we get for cos x

x2 x·

cos x -1- - + - - ... 2! 4!

(A.41b)

A.6. BINOMIAL EXPANSION

If we set It equal to 2, 3, 4, and so on. we can show that the general binomial expansion of (a + b)" is

(a+b)"

n(,.-I)

_ a" + na"-1b + a"-'1.b2 + ...

2!

n( n - 1) ... (n - r + 1)

+ a"-'br + ...

,!

(A.42)

When PI is a positive integer, the series ends with r - PI. but otherwise the series is infinite. The infinite series is valid provided lal > Ib~ (Pipes and Harvill, 1970, p. 843).

We are interested mainly in using Equation (A.42) to lind approximate values, so we divide through by a" and then set x - bla so that Ixl < 1. Discarding the factor a", the series becomes

II n(n - 1)

(1 + x) - 1 + nx + 2! x2

+ n(n - 1)(n - 2) x' + ... (A.43) 3!

Note that the series converges (bas a fiaite sum) for aD values of n (Pipes and HarvilJ, 1970, p. 843).

The series for n - -I, - 2 are especially useful:

. 1

(l=1=x)- -1±x+x2±x3+... (A.44a)

(1 ~ x)-2 - 1 ± 2% + 3%2 ± 4xl + ... (A.44b)

A.7. COMPLEX NUMBERS

Because we caDDOt calculate the square root of a negative number, a quantity such as " -7 is said to be imaginary. Writing j - I( -1) (i is also used), imaginary numbers can be written jy (or yj), .y being real; thus, ,,-7 - il7. The sum of a real number and an imaginary number is a complex nuntber. for example, 3 - 8j. The conjugate complex of z - (x + jy) is i - (x - iY).

A complex quantity fez) can be represented geometrically in the complex plane; this is merely the xy plane with the real part, Re{/(z)}. of a complex quantity plotted on the x axis, the imaginary part. Im(/(z)}, on the y axis (Fig. A.S). Plotted thus,

Mathematical background

jy

jx

I Real Axis

I

I . I-D'

I

"l

Figure A.S. Plotlins complex quantities in the complex· plane.

complex numbers are similar to 2-D vectors, real and imaginary parts corresponding to components. Complex numbers are added (or subtracted) by adding (subtracting) separately the real and imaginary parts; thus,

(4-7}) + (6 + 4}) - (18 -12}) - (-8 + 9j)

Multiplication of complex numbers follows the usual rules of algebra, keeping in mind that j2 - -1, P> -I. I'> + 1, and so on; thus,

(8 - 9j)( -4 - 6j) - -32 + 36j - 48j + S4j2 - -86 - I2j

Multiplication by j rotates z and its real and imaginary components through 90° counterclockwise (Fig. A.S). MuJtiplication of z by z gives (x2 + y2)j the square root of this quantity is the magnitude of s, 1%1; thus Izl is the length of the line representing z in Figure A.S.

Division is done by mUltiplying the numerator and denominator by the conjugate complex of the denominator (called rtltiona[izal;on 01 the dtnominalor). then dividing; for example,

(7 - 2j) (-9 + 5j)

(7 - 2j)( -9 - 5j)

- ~----:-o:----~

( - 9 + 5})( - 9 - 5j)

-

-(73 + 17}) (91 + 52)

-

- (73 + 17j) 106

A complex quantity is zero only when its real and imaginary parts are zero. It follows that two complex quantities are equal only when their real parts are equal and their imaginary parts are also equal.

Method of least squares

The base of the system of natural logarithms, e, is defined by the infinite series, valid for all values of x,

X x2 x'

e% - 1 + - + - + - + ... (A.4Sa)

I! 2! 3!

Setting x - 0, we get a series from which the value of e can be calculated. Replacing x with ±jx, we get the following series:

e+JJt _ 1 + jx - (x2 /2!) - j( x' /3!} + ... (A.4Sb)

e-J% - 1 - jx - (xl /2!) + j( x' /3!) + ... (A.45c)

Comparing these series with Equations (A.41), we find that

cos x - H eJx + e-jX) }

(A.46a)

sin x - (1/2})( eJx - e-}")

( cos x + j sin x) - -: } (A.46b)

(cos x - } sin x) - e-J%

Replacing x by PIX, we get De Moivre's theorem:

( cos nx ± j sin PIx) - e:l: J"" - (cos x ± j sin x) " (A.46c)

When z - x + jy, we define" by the relation (Fig. A.S)

,,- tan-1(y/x) ... tan-1[..fm{z)/.!R4{Z}] (A.47a)

where " is the phase of z, Also,

z -lzl(cos9 + jsin9) -Izlejl (A.47b)

using Equation (A.46b); this is known as the polar form of z: Cbanging the sign of j sin" and using Equation (A.46b) again, we obtain

(A.47c)

The polar form of z is convenient for multiplication, division, and finding powers and roots; for example, ir ZI - IZlleJl1 and z2 -lzlle.tl2, tben

z1z1 - IZlllz2IeJ("'+'1} zt/zl - (lzll/1z20 eJ('1 +'2) zf - Iz.ISeJ5It

tV' -lzlI1/4ej(It+2,wV. r - 0,1,2,3

737

(In finding the fourth root of z, insertion of 2r'll gives four distinct roots; these repeat when r> 3.)

A.B. METHOD OF LEAST SQUARES

Assume that we measure a quantity y for various values of x and end up with a set of values (Yi' Xi); often we wish to express y as a function of x in the form

In principle. we could solve for the (m + 1) unknowns aJ if we had (m + 1) sets of values (Yi' x,), but usually we have n sets, n > (m + 1), so the constants a; are "overdetermined." In this case we look for the "best-fit' solution; the usual criterion for best fit is tbat the sums of the squares of the "errors" be a minimum, an error being the difference between a measured value of y, and the value calculated from Equation (A.48) for the corresponding value x, and the best-fit values of aj' Squares of the errors are used to avoid cancellation of positive and negative errors.

The sum of the errors squared is

E- Eel

j

- E{Yi - (ao + alXj + a2x; + ... +amx;,,)}2 i

(A.49)

To get the minimum of E. we vary the (m + 1) at's; hence for each ai'

fJE/iJa, - 0 - E {y, - (ao + a1xi + 02X'f ;

so that

a ~x' + a ~x'+1 + a ~ x,+l

oL..; 1.L.., 2L. i

; i

+ ... +o",Exj+m "'" LY,X[ (A.SO)

i i

where r - 0,1,2, ... , m (note that for r - 0, E,xP - PI and E,y,x? - E,y,). This set of (m + 1) equations can be solved for the (m + 1) a/so

For a more detailed discussion, including the matrix solution of Equation (A. SO). see Sheriff and Geldart (1983. §10.1.5).

738

1..9. fOURIER SERIES AND TRANSFORMS

A.9.1. Fourier Series

A periodic function 1(/). which repeats itself exactly after each interval T. can (with few exceptions) be represented by a Fourier series of the form

g( t) - DO + a1 COS Wal + a2 cos 2Wol

+ ... + a" COS n~1 + .. . + hi sin Wot

+ ~ sin2"'ot + '" +b" sinnWot + .,. (A.Sla)

where c..Io - 2"''''0 - 2"'IT is the fundamental angu. lar frequency and t is the independent variable (often time or distance). The frequency nWo is the nih harmonic of the fundamental c.>o. and so expressing a function as a Fourier series is called harmonic analysis (the same name is applied to transforming a function into its Fourier transform; see §A.9.2).

The integral over the interval T of the product of any two cosines. two sines. or sine and cosine in Equation (A.Sla) is zero except for the integrals of cos2 n'-'ol and siul nWaI. and these both equal T /2. Thus, to find the values of a" and bll we multiply both sides of Equation (ASIa) by cos n"'ol to get all' then by sin nWoI to get b". Integration over the interval T results in

r:

all - (2IT) g( t ) cos n"'ol dt

-TIl

~ - (2/T) fT/2 g( t)sin n"'otdt -Til

(A.Slb)

In practice Fourier series are used to analyze a set cf observations. such as gravity readings along a profile; the integrals become sums, the length of the profile is T (note that this means that we are assuminS that the readings wiD be repeated exactly if the profile is extended), and the relative values of a". b" [more accurately, (n; + b;)l/2) are interpreted as m"'pitudes of the nth harmonic.

Fourier series can be developed for more than one dimension. The 2·D form is

eo eo

g( X, y) - E E ( a"," cos mwxx cos nw,Y o 0

Mathematical background

where the coefficients are given by equations such as

bm" - ( 4/TxTy)

X fT12 fT12 g(x, y)cosmwxxsin nwyydxdy -T12 -T12

(A.S2b)

Equation (AS2a) defines a Fourier surface that can be fitted to a two-dimensional set of data, for example, gravity readings over an area, by finding the four sets or coefficients using double sums equivalent to the integral in Equation (A52b).

A.9.2. Fourier Integral; Fourier Transforms Equation (A46a) can be used to write Equations (A.SI) as

+co

g( t) - E a"eJIIIMtJI -co

a" - (liT) fTll g(/)e-JII~o' dt -Tj2

n - 0, ± I, ± 2, ... , ± 00 (A.53)

Combining the two relations gives

+00 T/2

g(/) - E (1/T)ej"~o'f g(l)e-J"IoI°'dl

-00 -TIl

If we let T approach infinity, g( I) repeats itself at longer and longer intervals; in the limit when T - 00. g( t) does not repeat. hence is aperiodic. The preceding expression then becomes the Fourier integral:

g( t) - (1/2fT) f_: eJ""{ l_fIOoo g{ t) e-jw, dr} dw (A.S4)

(see Wiley, 1966, §6.7, for more details). IC we evaluate the integral within the braces. we get a function of w; then the integral with respect to w gives us g(/) again (except for the factor 112ft).

The Fourier integral is easier to apply if we break Equation (AS4) down into two operations:

G(~) - fl10 g(t)e-JioI' dl

-110

- Fourier transform or g( t)

g( t) - (1/2fT) fflO G( w) eJioI' de,)

-110

(A.SSa)

+C'"Jt sin mw,ll:xcos nw)'y - inverse Founer transform of G( w) (A.SSb)

+ d,"" sin mc.,l,ll:x sin nw)'y) (A.S2a) When t is time. application of Equation (A.SSa)

Fourier series and transforms

transforms g(t) from the time domain into the frequency domain whereas Equation (A55b) does the reverse. (The terms lime domain and frequency domain are often used even when t and Co! are not time and frequency.) The distinction between transform and inverse transform is arbitrary and is due to our greater familiarity with the time domain.

The Fourier transform has several advantages in data processing. Equations (AS5) show that g(t) can be transformed into the frequency domain, then back to the time domain unchanged, that is, theoretically there is no error involved [in practice the integrals must be calculated numerically and so errors (loss of information) exist, but these can be made as small as we wish]. A major advantage is that we can do part of the processing in one domain and part in the other, taking advantage of the fact that some processes can be executed more economically in one domain than in the other.

The functions 8(1) and G(Co!) [G(JI) is sometimes used, Co) being replaced by 2fTJI in the exponentials in Eqs. (ASS). dw/2fr becoming dJl] are referred to as a transform pair. The relation between them can be expressed as 8(t) ... G(w). In general. G(w) is complex and can be written in the form [Eq. (A.47b)1

(A.S6)

A ( w) is the frequency spectrum and ~(Co)} is the phase spectrum of 8(t).

Like the Fourier series, Fourier transforms can be used with functions of several dimensions. In two dimensions, we have

G(IC%,,,,) - foo foo g(x. y)e-}(IC,,%+IC,J1)dxdy. -00 -00

(A.S7a)

g(x, y) - (1/2,,)1

X fOO flO G( Ie ,,) e}(IC,,+.,) d" dIC

,jI' 1 % Y

-00 -00

(A.57b)

where Ie", - 2ft/Ax and ICy'" 2'11/>', (compare with Col - 2"IT).

Calculation of Fourier transforms of continuous functions is often quite difficult; however. in practice we use digital fUDctions mainly (§A 9.3) and their transforms are easy to calculate. Calculation of both types is greatly facilitated by using several theorems regarding Fourier transforms: we list the most important of these in Equations (A. 58) to (A.62) and give brief explanations of their applications. Other theorems plus proofs can be found in Sheriff and Geldart (1983, pp. 164-6).

739

Shift theorems:

g(t - k) - e-jwkG(w) e-jk'g(t) - G(w + k)

(A.S8a) (A.58b)

Scaling theorem:

g(kt) ... (l/lkI)G(w/k)

(A.59)

Symmetry theorem:

G(t) - 2'n'g( -w)

(A.60)

Derivative theorems:

d" (t)

g ... (jw)"G(w)

dIrt

(A.61a)

It d"G(w)

(-)/)g(/)- dw"

(A.61b)

Integral theorem:

f' get) dt - (l/iw)G(w)

-eo

(A.62)

When we add a constant to the independent variable. functions of the variable are shifted along the horizontal axis; for example, the curve y(x - 3)1 is the curve y - Xl shifted three units to the right; y "'" (x + 3)2 is y - x2 moved to the left three units. Equation (AS8a) states that shifting 8(t) k units to the right multiplies the transform by exp(-jwk); shifting G(w) k units to the left multiplies g(t) by exp(-jkt}. Also, if we know G(w). we can write down the transform of e-jk'g(t) by inspection.

Equation (A. 59) permits us to replace I with, for example, -7118, without having to recalculate the transform. Equation (A.60) is useful in obtaining new transforms; if we know a transform pair, g(l) and G( Co,), we get a new transform pair by replacing Co) in G(w) with t andr in 8(t) with -w.

The derivative theorems are probably the most important theorems. Equation (A.6la) enables us to replace transforms of derivatives of g( t) with (j(A)" times the transform of g(/); this is very useful in finding new transforms and in replacing differential equations with algebraic equations (§A.13). Equation (A.61b) is useful in getting transforms of '''8('), Equation (A.62), although used infrequently. is nevertheless important; note that for causal functions (§A9.3). the lower limit of the integral is zero.

740

A.9.3. Digital Functions; z Transforms

A continuous function get) has a definite value for all values of t (disregarding discontinuities. infinite and multiple values). whereas a digital funclion. which we write as g" has values only at discrete values of t; for example. a seismic trace (§4.1.3) may be sampled at intervals fl - 0.002 s so that g, is known only at the discrete times 0.000, 0.002, 0.004, . .. s, or we might measure gravity values along a line at intervals of 100 m so that g" is known only at points 100 m apart. (Whenever convenient, we take 4 - 1. that is, we lake it as the unit so that 1 - II or x - n instead of n4.)

The uni: impulse or Dirac della, 8(t) or 8,. is by definition zero for an values of t except t = 0 where 8(t) (or 8,) equals + 1 (for a more rigorous definition. see Papoulis, 1962, Appendix I). The product g(l) 8(/) - g(O), the value of 8(1) at I" O. The shifted impulse B(I - n) or 8,_" is zero except at t - II. A comb is an infinite series of unit impulses spaced at intervals 4; thus,

00

comb{t) - L B(t - n)

-00

n - 0, ± 1, ± 2, ± 3, ... , ± 00

Multiplying g( I) by comb{ t) gives g,:

00

g, - E get) 8(1 - n)

-00

Normally the digital functions that we encounter are causal, that is, they are zero for negative values of t; in this case the first term is &,.

If we substitute 8( t) for 8( t) in Equations (A.55a) and (A.SSa), we find that

Accordingly, the transform of g, is

(A.64)

where z - e-Jw4• The right-hand side of Equation (AM) is G(z), the z translorm of g,. Obviow;ly, calculation of z transforms is trivial, for example, for a causal function ,,- 0.56, - 1.24, - 2.45,0.67, 3.78, the z transform is 0.56 - l.24z - 2.45zz + 0.67z' + 3.78z·.

In data processing, n in Equation (A.64) may be several hundred or thousand; at the same time we

Mathematical background

o

(a)

I ~(r)

~":\

o

(b)

o 1"

(c)

Figure A.6, tttustrsting ((t) • g(t). (a) Two functions, f(t} and 8(1), (b) 8(t) reflected in the vertical axis. (e) g(t) reflected end displaced" units to the right.

often need values of G(z) for a large range of z values (that is, fA) values); if we adopt the straightforward approach, the calculations are extremely laborious. However, the method known as the lasl Fourier transform (FFl) reduces the labor by a factor of 10' or more when n > 103 [Sheriff and Geldart, 1983, §10.6.4).

A.10. CONVOLUTION

The convolution of two functions, I(r) and g(/), often written /(/). g(/). is defined by the integral

f( or) • g( T) - fco f( t) g( T - I) dl (A.65a)

-00

The curve g( - t) is g(t) reflected in the vertical axis (Fig. A.6a, b) and g( T - I) is g( - I) moved ,. units to the right (Fig. A.6c). Thus, geometrically, Equation (A6Sa) means that we reftect 8(1). move it ,. units to the right. and then sum the products of the corresponding ordinates. The result depends on the displacement '1', hence the argument T on the left side of Equation (A.6Sa). For causal functions of length m and ", it is obvious that 0 ~ ,. <: (m + II). Also, we get the same result if we reflect and displace I(r) instead of g(I), that is,

(A.66)

Laplace transforms

The convolution theorem states that

To prove the theorem, we write

f( T). g( 1')

++ f_: v» t) g( T - I) d/} e-J"'~ dr

using Equation (A.SSa) with l' in place of t (because f( 1'). g( T) is a function of 'T}. Interchanging the order of integration and writing s - l' - 1 and ds - dr (because I is fixed in this integration), we obtain

f( 1') • g( 7')

4-+ f_ClJ~f( I) { f_: g( s) e-j'" (8 + I) ds} dt

++ jfJO I(t)e-jwt dtffJO g(s)e-jw, tis

-fJO -00

++ F( w)G( w}

For digital functions, Equations (A.6Sa). (A66), and (A67a) are

f~· t. - EAg~-1c - Eg"I,.-k (A.65b)

Ie Ie

741

therefore

~'6( 7') ... convolution of f( t) with g( -I) (A.71a)

tfJ" ( ,.) '"'"' convolution of f( - I) with g( t) (A.71b)

The cross-correlation theorem states that

ri',i T) ++ F( w)G( W)} ri'" ( T) ... F( w) G ( w)

(A.72a)

The proof follows directly rrom the proof of the convolution theorem on changing the sign of t in the argument of g( 'I' - t) in the first step of the proof.

The digital fonns of Equations (A 70a) and (Ana) are

.p" ... Lf,.+kg" (A.70b) Ie

where - m < k < n or - n < k < m.

4J/,'" F(Z)G(Z)} 4J1f1 H F{ z) G (Z)

(A.72b)

where z - e+j...4 and F(z) - F(z).

(A.6Th) A.11.2. Autocorrelation

where the sums in Equation (A.65b) are over the appropriate values of k (0 ~ k ~ (m + n )].

In two dimensions the convolution of [t x, y) and g(x, y) becomes (Sheriff and Gcldart, 1983, §lO.3.9)

f( 'T, a) • g( 1', (J)

- foo foo I(x. y}g( 'I' - x, (J - y) dx dy

-00 -00

(A.68)

and the convolution theorem states that

A.11. CORRELATION

A.11.1, Cross-Correlation

The cross- correlation of I( t) and g( t), ~/1f( '1'). is defined as

cfJ{,{ 1') - f= I( I) g( t + '1') dt (A.70a)

-ac

If we find the convolution of 1(1) and g( - t), we change g(T' - t) in Equation (A.65a) to g(T + 1);

If /(/) is the same as g(t), the cross-correlation becomes the autocorrelation. Replacing 1(/) with g( t) in the preceding section, we get the foJlowing results.

ri',g{T) - [JO g(t)g(t + '1') dt .... IG(w)l2 (A.73)

00

(A.74)

A.12. LAPLACE TRANSFORMS

A.12.1. Basic Theory

Laplace transforms are closely related to Fourier transforms (Sheriff and Geld art, 1983. pp. 172-4). The commonly used Lap/ace transform is one-sided, that is, the transform integral has the lower limit t =- 0, so that all functions are in effect causal. The transform pair g(t) .... G(s) is defined by the relations

(A.75a)

get) - (1/2'1Tj)1f1~jwG(s)eSlds (A.75b)

(I-]W

742

where s - (1 + jw. (1 is positive and large enough that 1im,_CICI g(t)e-CIf - 0 (in practice almost all functions satisfy this requirement). Generally G(s) is more easily calculated than G(w). but the inverse transformation of Equation (A.7Sb) involves integration in the complex plane. which is usually difficult. Fortunately, many extensive tables of Laplace transforms are readily available (for example. Pipes and Harvill, 1970, Appendix A). so we get transform pairs from tables, just as in the case of integrals.

Most theorems for Fourier transforms have counterparts for Laplace transforms. The most useful are listed in the following equations (proofs can be found in Sberiff and Geldart, 1983. pp. 173-4):

Shift theorems:

ge, - a) ++ e-dlG(s) e-"'g(t) ++ G(s + a)

(A.76a) (A.76b)

Scaling theorem:

Mathematical background

Many transforms can be found by using the theorems, for example, the transform of sin at can be found by differentiating cos at; te,1I can be found by applying Equation (A,76b) to the transform of t" with n - 1; 1 sin at can be found using (A. 78b).

Two useful 4. special" functions are the unit impulse. 8(/), introduced in Section A.9.3, and the unit step function. U(I), defined as

u( I) - 0

- +1

t :f!: O} I ~ 0

(A.79)

The step function is discontinuous at t - 0; it is often used to .. wipe out" a function for t < 0; thus,

OO5aIU(/) - 0

I~O 1 ~ 0

- cos al

g(al) ++ (1/a)G(s/a)

The transforms of 8(/) and U(/) are easi1y found

(A.77) from Equation (A.7Sa):

Derivative theorems:

d"g(/)/dl" ++ s"G(s) - s"-lg(O +) - sJl-2gl(0 + )

- S"-'g2(0 +) - ... - g"-I(O +)

(A.78a)

(-t)"g(l) ... d"G(s)/ds" (A.78b) The notation g(O + ) and g"CO + ) denotes get) and d'gCt)/dt' evaluated at t - 0 where I approaches zero from the positive side (this allows for discontinuities at t - 0).

Fourier transforms are convenient for studying the frequency and phase characteristics of a function whereas the Laplace transform is more useful in studying the analytical properties of the transform (as in filter design). Both are useful in solving differential equations with constant coefficients, the choice depending mainly on the type of boundary conditions.

A.12.2. Calculation of Laplace Transforms Many transforms are easily found using Equation (A.7Sa); for example.

cos at H s/( 32 + (2) sin at ++ a/( $2 + (2) I" ++ n!js"+1

te" l/(s _ a)2

t sin at 2as/(s2 + (2)2

8( t) ... + 1

u( I) ++ l/s

(A.80)

A.12.3. Transforms of the Error Function and its Derivatives

The error function. erf( x), is defined as

1% 2

erf(x) - (1/,,1/1) 0 e-II du

(A.81)

We also use erfc(x) - 1 - ed(x) which is the complementary error function. From the definition, erf(O) - 0, ed( + co) - 1. The error function is tabulated in many handbooks (for example, Gradshteyn and Ry7.hik, 1965).

Derivatives of erf(x) can be obtained from Bquation (A.SI). Thus,

erf(x) - d/dx{erf(x)} - (2/,,1/l) ,_,,2 (A.82a)

on using Leibnitz' rule (Wiley. 1966, p. 274; Kaplan. 1952, p. 218). If x is replaced by (a/211/2) [Eq. (7.31)] and we write err(a/21l/2) for the derivative of erf(0/2/l/2) with respect to I. then on setting y - (0/211/2). we find

erf'( 0/211/2) - d/dy{ erf( y)} dy/dt

_ (2/,,112) e-yt( -«/4t312)

- (_0/2,,1/2,3/2),.-112/4, (A.82b)

Linear systems

We can expand erf(x) in a power series, one form being (Pipes and Harvill, 1970, p. 493)

erf( x) - (2/".1/2){ x - x3/3 x 1!

+ x' /S x 2! - ...

+( _1)lIx2"+1/(2n + 1) x n! + ... } (A.S3)

The Laplace transform of erfc( a/2 t1/2) is listed in most tables (Pipes and Harvill, 1970, p. 778):

hence

on using Equation (A.gO) [u(t) is usually omitted in tables].

Although a is a constant in Equation (A.84), we can fix I and vary a; then

a/aa - iJ/ay( ay/aa) - (1/2/l/2) a/iJy

Writing Equation (A.84b) in the form of Equation (A.7S) and differentiating with respect to a under the integral sign, we obtain

fo'( 1/2t1/2) erf'( a/2/1/2) e-.rr dt

_ d/da{ (1 - e-CUl12)/s} "" e-cul/Z /s1/2

Comparing with Equation (A.7S) we see that

Using Equation (A.82a), Equation (A.8Sa) becomes

Differentiating again with respect to a, we get

or, on using Equation (A.82a),

Equations (A.8S) and (A.84) comprise a series of transform pairs with descending powers of s. The following two pairs, found in Abramowitz and

743

Steguo (1972) and Erdelyi (1954) respectively, extend this series:

e-,.Sl/l/S3/2 .... 2(t/1T)1/2e-aZ/4r _ aerfc( a/2t1/2) (A.85e)

e-a.rl/l/s2 4-* 1(1 + a2/2/)erfc( «/211/2)

_ (2t/".1/2)( a/2tl/2) e-a1/4r (A.85d)

A.13. LINEAR SYSTEMS

The term system, as used here, refers to a set of objects and/or concepts such that an input signal applied to the system results in an output signal. We concern ourselves solely with the relation between the input and output signals, and not with the inner workings of the system.

A system is linear if the output h( t) is proportional to the input signal of g(l). If we were to study the inner workings of the system, we could, in principle. describe the relation between h(t) and get) by a linear differential equation with constant coefficients. Because the order of the equation is rarely more than 2, we take as a typical equation

d2h( t) dh( t)

dt2 + Ql--;Jt + Q,h( t) - g( t) (A.86)

Taking Fourier transforms and using Equation (A.61a). we get

so

H(w) -= F(w)G(w)

where

( 2 ) -1

F(w) - (jw) + (jWQ1) + Q2

(A.87a)

F(w) being the transfer function. If we know F(w). we can find H(w) for any input G(w). If we apply a unit impulse 8(t) to the input, then G(w) - 1 from Equation (A.63) and the transform of F( w) gives the output. that is,

F( (oJ) 4-+ I( t) - unit impulse response

Thus. application of a unit impulse at the input of a

744

linear system gives us the data to calculate the output for any other input

Equation (A.87a) can be written in terms of Laplace transforms. the only difference being that use of Equation (A.78a) adds terms in h(O + ). h'(O + ). and h"(O + ) to G(s) [which replaces G(w) in Eq. (A.87a)]~ however. the usual assumption is that the system is initially relaxed. meaning that h{O + ) - 0 - h'(O + ) - h"(O +). so that Equation (A.87a) becomes

where

H(s) - F(s)G{s) )

(A.87b)

F(s) - ($1 + als + 01rl

Mathematical background

REFERENCES

Abramowicz, M. and Stegun, I. A. 1972. Handbook of Malh~ltIQliCQI Funcuons, Nat. Bur. of Standards. Wuhington: U.S. Gov't Printing Office.

Erd~lyi, A. (ed.) 1954. Tables of Integral Transforms, vol. 1.

New York: McGraw-Hill.

Gradshteyn, I. S. and Ryzhik, I. M. 1965. Tables o/lnl'8ral$, Series, and Products. New York: Academic.

K.aplan, W. 1952. Advanced Calculus. Reading, MA:

Addison- Wesley.

Papoulis, A. 1962. The Fourier Integral and lIS Applicat;ons.

New York: McGraw-Hili.

Pipes, L. A .• and Harvill, L. R. 1970. Applied Malhemalid for Engineers and Physicists. New York: McGraw-Hill.

Sheriff, R. E., and Geldart, L. P. 1983. Exploration Seismology. Vol. 2. New York: Cambridge University Press.

Wiley, Jr., C. R. 1966. Advanced Engineering Mathematics.

New York: McGraw-Hill.