Review of Mathematics June 16, 2003 A. Nassiri

Microwave Physics and Techniques UCSB June 2003 Microwave Physics and Techniques UCSB June 2003
Lecture 1
Review of Mathematics
June 16, 2003
A. Nassiri
June 16, 2003
2
Vectors
Cartesian components of vectors
Let {e
1,
e
2 ,
e
3
} be three mutually perpendicular unit vectors which form a
right handed triad. Then {e
1,
e
2 ,
e
3
} are said to form an orthonormal basis.
The vectors satisfy:
1 3 2 2 3 1 3 2 1
3 2 1
, ,
1
e e e e e e e e e
e e e
= = =
= = =

e
1
e
3
e
2
a
1
a
2
a
3
June 16, 2003
3
Vectors
We may express any vector a as a suitable combination of the unit
vectors {e
1,
e
2 ,
e
3
}. For example, we may write
i
i
i
e a e a e a e a a

=
= + + =
3
1
3 3 2 2 1 1
where are scalars, called the components of a in the basis
{e
1,
e
2 ,
e
3
}. The components of a have a simple physical interpretation.
For example, if we calculate the dot product a. e
1
, we find that
} , , {
3 2 1
a a a
( )
1 1 3 3 2 2 1 1 1
a e e a e a e a e a = + + =
Recall that
) ( cos
) ( cos
1 1 1
1 1 1
e a a e a a
e a e a e a
= =
=
June 16, 2003

4
Vectors
Thus, represent the projected length of the vector a in the direction
of e
1
. This similarly applies to .
1
a
3 2
, a a
Change of basis
Let a be a vector and let {e
1,
e
2 ,
e
3
} be a Cartesian basis. Suppose that
the components of a in the basis {e
1,
e
2 ,
e
3
} are known to be
Now, suppose that we wish to compute the components of a in a second
Cartesian basis, {r
1,
r
2 ,
r
3
}. This means we wish to find components
, such that to do so, note that
} , , {
3 2 1
a a a
} , , {
3 2 1

3 3 2 2 1 1
r r r a + + =
3 3 3 3 2 2 3 1 1 3 3
2 3 3 2 2 2 2 1 1 2 2
1 3 3 1 2 2 1 1 1 1 1
r e r e r e r a
r e r e r e r a
r e r e r e r a
+ + = =
+ + = =
+ + = =

June 16, 2003
5
Vectors
This transformation is conveniently written as a matrix operation
where is a matrix consisting of the components of a in the basis
{r
1,
r
2 ,
r
3
}, is a matrix consisting of the components of a in the basis
, and is a rotation matrix as follows
| || | a Q =
| |
| | a
} , , {
3 2 1
a a a
| | Q
| | | | | |
=
3 3 2 3 1 3
3 2 2 2 1 2
3 1 2 1 1 1
3
2
1
3
2
1
e r e r e r
e r e r e r
e r e r e r
Q
a
a
a
a
Using index notation

j i ij j ij i
e r Q a Q = = ,
June 16, 2003
6
Gradient of a Vector Field
Let v be a vector field in three dimensional space. The gradient of v is a
tensor field denoted by grad(v) or Vv , and is defined so that
( )

) ( ) (
lim
0
r v r v
v
+
=
for every position r in space and for every vector .

Let be a Cartesian basis with origin O in three dimensional space. Let
denote the position vector of a point in space. The
gradient of v in this basis is given by
{e
1
, e
2
,e
3
}
3 3 2 2 1 1
e x e x e x r + + =
| |
j
i
ij
x
v
v
x
v
x
v
x
v
x
v
x
v
x
v
x
v
x
v
x
v
v
=
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
June 16, 2003
7
Divergence of a Vector Field
Let v be a vector field in three dimensional space. The divergent of v is a
scalar field denoted by div(v) or Vv , and is defined so that
3
3
2
2
1
1
) (
x
v
x
v
x
v
v div
=
Formally, it is defined as trace[grad(v)].
=
3
3
2
3
1
3
3
2
2
2
1
2
3
1
2
1
1
1
x
v
x
v
x
v
x
v
x
v
x
v
x
v
x
v
x
v
v

=

= =
n
i
i
i
x
v
v Tr v
1
) (
June 16, 2003
8
Curl of a Vector Field
Let v be a vector field in three dimensional space. The curl of v is a
vector field denoted by curl(v) or Vv , and it is best defined in terms of
its components in a given basis.
Express v as a function of the components of r v = v(x
1
,x
2
,x
3
). The
curl of v in this base is then given by
3 3 2 2 1 1
e x e x e x r + + =
| |
k
j
ijk
x
v
i v
e
x x
e
x x
e
x x x x x
e e e
v

|
|
.
|
\
|
+
|
|
.
|
\
|
+
|
|
.
|
\
|

3
2
1
1
2
2
1
3
3
1
1
3
2
2
3
3 2 1
3 2 1
3 2 1

June 16, 2003
9
The Divergence Theorem
V
n
S
Let V be a closed region in three
dimensional space, bounded by an
oreintable surface S. Let n denote the
unit vector normal to S, taken so that n
points out of V. Let u be a vector field
which is continuous and has
continuous first partial derivatives in
some domain containing T. Then
dA n u dV
x
u
ndA u dV u div
i
S
i
V
i
i
S V

=
= ) (
expressed in index notation:
June 16, 2003
10
Integrals
Examples

2
1
0
2
=
=
x
x
e dv
x u
dx e x
After integration and
differentiation, we get

=
=
x
e v
xdx du 2
2
1
0
1
0
2
1
0
2
=
=
=

dx e dv
x u
dx xe e x dx e x
x
x x x
=
=
x
e v
dx du

1
0
1
0
1
0
2
1
0
2
1
0
1
0
1
0
2 2
x x x x
x x x
e xe e x dx e x
e xe dx xe
+ =
=
2
1
0
2
=
e dx e x
x
June 16, 2003
11
Integrals
Evaluate
dx x x ) ( tan
1
=
=

xdx dv
x u ) ( tan
1
=
+
=
2
2
2
1

1
1
x v
dx
x
du
C x x dx
x
dx
x
x
dx
x
x
dx
x
x
x x dx x x
+ =
|
.
|
\
|
+
=
+
+
=
+
+
=

) ( tan
1
1
1
1
1 1
1
1
2
1
) ( tan
2
1
) ( tan
1
2 2
2
2
2
2
2
1 2 1
C x
x
x x dx x x + + =

) ( tan
2
1
2
) ( tan
2
1
) ( tan
1 1 2 1
June 16, 2003
12
Integrals trig substitution
Evaluate
dx x x
2 3
4
C
x x
C
v v
dx x x
C
v v
dv v v dt t t t
dt t dv t v
dt t t t dt t t
dt t t dx x x
dt t t t dx x x
dx t dx t x set
+
= + + =
+ + = =
= =
=
=
=
= =

5
) 4 (
3
) 4 ( 4
5
32
3
32 4
5 3
) 1 ( ) sin( ) ( cos )) ( cos 1 (
) sin( ) cos(
) sin( ) ( cos )) ( cos 1 ( ) ( cos ) ( sin
) ( cos ) ( sin 32 4
) cos( 2 ) ( sin 4 4 ) ( sin 8 4
) cos( 2 ) sin( 2
2 / 5 2 2 / 3 2 5 3
3 3
5 3
2 2 2 2
2 2 2 3
2 3 3 3
2 3 3 3
June 16, 2003
13
Matrices
Consider
is 3x4 matrix composed of 3 rows and 4 columns.
When the numbers of rows and columns are equal, the matrix is called a square
matrix. A square matrix of order n is an (nxn) matrix.
|
|
|
.
|
\
|
=
34 33 32 31
24 23 22 21
14 13 12 11
a a a a
a a a a
a a a a
J
J
June 16, 2003
14
Matrices operation
Vector, is a 1x4 row matrix.
Vector, is a4x1 column matrix.
| |
=
=
n
m
l
k
q
d c b a p
June 16, 2003
15
Matrices operation
1. Addition
+ +
+ +
=
+ = + =
+ = + =
=
+ =
=
d c
b a
T
d t c t
b t a t
t t
t t
T
Q P T
d c
b a
Q P consider
u

u

u

22 21
12 11
22 21
12 11
,
, with
: h matrix wit 2 2 a is then
, and
June 16, 2003
16
Matrices operation
If is a constant then,
matrix identity
d c
b a
d c
b a
is 2 2
1 0
0 1
June 16, 2003

17
Matrices operation
{
{

3 2
1 3
1 2
1 3
3 2
43 42 1
4 4 3 4 4 2 1 43 42 1
|
|
.
|
\
|
|
|
|
.
|
\
|
|
|
.
|
\
|
+ +
+ +
=
|
|
|
.
|
\
|
|
|
.
|
\
|
f e d
c b a
f e d
c b a
f e d
c b a
June 16, 2003

18
Matrices operation
An n x n matrix A is called invertible iif there exists an n x n matrix B such that
n
I BA AB = =
( )
1 1 1
1
1 -
1 1
2
) ( A
matrix) a is (
1 0
0 1
1 1
2 / 3 1
and
2 2
3 2

= =
= =
=
|
|
.
|
\
|
= =
|
|
.
|
\
|
=
|
|
.
|
\
|
=
A B AB A
n n A I A A AA notation
I BA AB
B A
n
June 16, 2003
19
Matrices operation
Let A be a n x m matrix defined by
ij
, then the transpose of A, denoted
A
T
is the m x n matrix defined by
ij
where
ij
=
ji
.
1. (X+Y)
T
=X
T
+Y
T
2. (XY)
T
=Y
T
X
T
3. (X
T
)
T
=X
June 16, 2003
20
Matrices operation
Consider a square matrix A and define the sequence of matrices
n
n
A
n
n
A
n
n n
A
n
e
A
n
A A A I e
n
A
n
A A A I A
=
=
+ + + + + + =

+ + + + + =
0
3 2
3 2
!
1
as notation series in this can write one
...
!
1
...
! 3
1
! 2
1
! 1
1
, as
!
1
...
! 3
1
! 2
1
! 1
1
June 16, 2003
21
Matrices operation
Determinants
Consider the matrix . A is invertible if and only if .
This number is called the determinant of A.
Determinant of
Properties:
|
|
.
|
\
|
=
d c
b a
A
0 bc ad
. det bc ad
d c
b a
d c
b a
d c
b a
= =
|
|
.
|
\
|
=
|
|
.
|
\
|
( ) ( ) ( ) B A AB
d c
b a
d c
b a
d c
b a
b a
d c
d c
b a
ad
d b
a
d
b a
A A
T
det det det ,
,
0
0
, det det
= = =
= = = =

June 16, 2003
22
Matrices operation
In general,
for any fixed i
for any fixed j
( )
( )
ij
n i
i
ij
ij
n j
j
ij
A a A
A a A
=
=
=
=
=
=
1
1
det
det
h g
e d
c
k g
f d
b
k h
f e
a
k h g
f e d
c b a
+ =
June 16, 2003
23
Eigenvalues and Eigenvectors
Let A be a square matrix. A non-zero vector C is called an
eigenvector of A iff a number (real or complex)
If exists, it is called an eigenvalue of A.
C AC =
|
|
|
.
|
\
|
=
|
|
|
.
|
\
|
=
|
|
|
.
|
\
|
=
= = =
|
|
|
.
|
\
|

=
2
3
2
,
1
2
1
,
13
6
1

3 and , 4 , 0
1 2 1
0 1 6
1 2 1
3 2 1
3 3 2 2 1 1
C and C C where
C AC C AC C AC
A
June 16, 2003
24
Computing eigenvalues
( ) ( ) 0 0
0
= =
= =
=
C I A C I AI
C I C AI C I C AI
C AC
n n n
n n n n

This is a linear system for which the matrix coefficient is .

This system has one solution if and only if the matrix coefficient is
invertible,I.e.
Since the zero-vector is a solution and C is not the zero vector, we must
have
n
I A
( ) 0 I - A det
n

( ) 0 I - A det
n
=
June 16, 2003
25
Computing eigenvalues
Consider matrix A:
( )
( ) ( )
2
17 1
,
2
17 1
:
0 4

0 4 0 1
0 2
2 1
0 det .
0 2
2 1
2
=
+
=
=
= =

=
|
|
.
|
\
|
and solutions
on tic equati the quadra to equivalent is which
I A A
n
June 16, 2003
26
Computing Eigenvalues
( ) ( ) ( )
the is bc) - (ad and
, A of the called is b) (a number The
. 0 ) (
0 ) )( (
, 2
. det det det
2
+
= + +
= =
|
|
.
|
\
|
=
= =
bc ad b a
bc d a
d c
b a
y is given b olynomial teristic p the charac
d c
b a
A , x of order uare matri for any sq
I A I A I A
n
T
T
n n

trace
(denoted tr(A))
Determinant of A.
. 0 ) det( ) (
2
= + A A tr
June 16, 2003
27
Complex Variables
Standard notation:

sin cos
1 , , ,
2
i e and
i real, are and r y x
re iy x z
i
i
+ =
=
= + =
where
x and y are the real (Re z) and imaginary (Im z) part of z, respectively.
, z r =
is the magnitude, and is the phase or argument arg z.
x
Im z
r
y
Re z
z
June 16, 2003
28
Complex Variables
The complex conjugate of z is denoted by z
*
; z
*
=x-iy.
A function W(z) of the complex variable z is itself a complex number
whose real and imaginary parts U and V depend on the position of z in
the xy-plane. W(z) = U(x,y) + iV(x,y).
i
e r z W or
xy V y x U
ixy y x iy x z z W
2 2 2
2 2
2 2 2 2
2
2 ) ( ) (
= =
= =
+ = + = =
June 16, 2003
29
Complex Functions
1. Exponential
| |
| |
) exp( ) exp(
) sin )(cos sin (cos
) sin cos cos (sin sin sin cos cos
) sin( ) cos(
,
) exp( ) exp(
) sin (cos ) exp(
) exp(
w z
v i v y i y
u
e
x
e
v y v y i v y v y
u
e
x
e
y y i v y
u x
e w) exp(z
then iv u w and iy x z if
z z
dz
d
y i y
x
e z
iy x z with
z
e z
=
+ + =
+ + =
+ + +
+
= +
+ = + =
=
+ =
+ = =
June 16, 2003
30
Complex Functions
Circuit problem
R
L
C
E
I
dt
dV
C i
dt
di
L V
RI V
C
L
R
=
=
=
) Im(
) Im( ) Im( ) sin( ) (
t i
t i t i i
Ce I
Be e Ae V t A t V

=
= = + =
capacitor. a for
C i
I
V or I VC i and inductor) (for LI i V
be I if Ae i Ae
dt
d
t i t i t i

= = =
= =
,
, .
June 16, 2003
31
Complex Functions
R
L
C
E
I
Kirchoffs law:
( )
) sin(
1
1
Im ) Im(
1
tan ,
1
1
e a E
2
2
) (
2
2
2
2
t i

+
|
.
|
\
|
+
=
|
|
|
|
|
.
|
\
|
|
.
|
\
|
+
= =
=
|
.
|
\
|
+
=
|
.
|
\
|
+
=
= + +
= = + +
+
t
C
L R
a
e
C
L R
a
be I
R
C
L
e
C
L R
a
b
C
L i R
a
b
a Rb
C i
b
Lb i
ae RI
C i
I
LI i
t i t i
i
t i
June 16, 2003
32
Differential Equations
1
st
order DE has the following
form:
The general solution is given by
) ( ) ( x q y x P
dx
dy
= +
( )
=
+
=
dx x p x u
x u
C x q x u
y
) ( exp ) (
,
) (
) ( ) (
U(x) is called the integrating factor.
June 16, 2003
33
Find the particular solution of
step 1: identify p(x) and q(x).
step 2: Evaluate the integrating factor
We have
. 2 ) 0 ( ), ( cos ) tan(
2
= = +
y x y x y
) ( cos ) ( ) tan( ) (
2
x x q and x x p = =
) sec( ) (
)) ln(sec( )) ln(cos( ) tan(
x e e e x u
x x dx x
= = = =

= = ) sin( ) cos( ) ( cos ) sec(
2
x dx x dx x x
) cos( ) 2 ) (sin(
2 ) 0 ( ), cos( ) ) (sin(
) sec(
) sin(
x x y
C y x C x
x
C x
y
+ =
= = + =
+
=
Example 1
June 16, 2003
34
Example 2
Find solution to
( ) . 0 4 , 1 ) ( cos ) sin( ) ( cos
3 2
= + =
y y t y t t
Rewrite the equation:
) sin( ) ( cos
1
) sin(
) cos(
) sin( ) ( cos
1
) sin(
) cos(
) sin( ) ( cos
1
) sin( ) ( cos
) ( cos
2
2 2 2
3
t t
y
t
t
y
t t
y
t
t
t t
y
t t
t
y
= +
+ = + =
Hence the integration factor is given by

) sin( ) (
) sin( ln
) sin(
) cos(
t e e t u
t
dt
t
t
= = =

June 16, 2003

35
Example 2
The general solution can be obtained as
), tan(
) ( cos
1
) sin( ) ( cos
1
) sin(
) sin(
) sin( ) ( cos
1
) sin(
2 2
2
t dt
t
dt
t t
t
t
C dt
t t
t
y
= =
+
=

Since we have
June 16, 2003
36
) csc( ) sec( ) (
1 , 0 2 2
0 )
4
(
) csc( ) sec(
) sin( ) cos(
1
) sin(
) tan(
t t t y
C C
y
t C t
t
C
t t
C t
y
=
= = +
=
+ = + =
+
=
We get
Example 2
The initial condition implies
June 16, 2003
37
Separation of Variables-PDE
This method can be applied to partial differential equations,
especially with constant coefficients in the equation. Consider one-
dim wave equation:
string. stretched the of n) (deflectio nt displaceme the is ) , ( ,
2
2
2
2
2
t x u
x
u
c
t
u
0 ) , 0 ( = t u
0 ) , ( = t L u
X=0 X=L
t (BCs)
g(x) (x,0) and ) ( ) 0 , ( =
=
t
u
x f x u
(ICs)
Basic idea:
1. Apply the method of separation to obtain two ordinary DEs
2. Determine the solutions that satisfy the bcs.
3. Use Fourier series to superimpose the solutions to get final
solution that satisfies both the wave equation and the initial
conditions.
June 16, 2003
38
We seek a solution of the form
) ( ) ( ) ( ) (
) ( ) ( ) ( ) (
) ( ) ( ) , (
2
2
2
2
t x
x
u
x
u
x
t x
x
u
t x
t
u
t
u
t
t x
t
u
t x t x u

=
=
|
.
|
\
|
=
|
.
|
\
|
=

& & &
Differentiating, we get
and
Thus the wave equation becomes
( ) ( )

=

2
2

), ( ) (
1
) ( ) (
c
t x oduct by the pr dividing
t x
c
t x
& &
& &
June 16, 2003
39
=
=

= =

c
c
c
& &
& &
c constant
2
We allow the constant to take any value and then show that only certain
values are allowed to satisfy the boundary conditions. We consider the
three possible cases for c, namely c=p
2
positive, c=0,and c=-p
2
.
These give us three distinct types of solution that are restricted by the
initial and boundary conditions.
With c=0
E Dt t
x x
+ = =
+ = =

) ( 0
) ( 0

& &
June 16, 2003
40
c=p
2
px px
x x
Be Ae x
p p p
x e x e x
p c
p
+ =
= = =
= =

=
=
=

) (
, 0
) ( ) ( , ) (
0
0
2 2 2 2
2 2
2 2
2

& &
BCs in xA=0, B=0. Trivial solution
Solution:
June 16, 2003
41
2
p c =
integer. an is
solution trivial - Non solution. trivial the have we 0, B if
at at BC
is solution the Thus
where
n n pL
pL
pL B L L x A x
px B px A x
ip p
e x
p c
p
x
,
0 sin
sin ) ( , 0 0
sin cos ) (
) (
0
0
2 2
2 2
2
=
= =
= = = =
+ =
= =
=
= +
= +

& &
June 16, 2003
42
Similarly;
=
|
.
|
\
|
+ =
|
.
|
\
|
+ =
=
+ =
1
sin cos sin ) , (
sin cos sin ) , (
) , ( .
sin cos ) (
n
n n
t
L
c n
E t
L
c n
D x
L
n
t x u
t
L
c n
E t
L
c n
D x
L
n
A t x u
t x u L n p
pct E pct D t

is for solution a Thus,
We can set A=1 without any loss of generality.
June 16, 2003
43
Applying ICs. Setting t=0.
=
=
= =
=
1
1
sin ) (
, 1 ) 0 cos( 0 ) 0 sin(
sin ) 0 , (
n
n
n
n
x
L
n
D x f
x
L
n
D x u
and since
To determine the constants, D
n
, we multiply both sides of the equation
by and integrate from x=0 to x=L.
x
L
m
sin
=
|
|
.
|
\
|
=
|
.
|
\
|
=
1
0 0
0
1
0
sin sin sin ) (
. sin sin sin ) (
n
L
n
L
L
n
n
L
dx x
L
m
x
L
n
D xdx
L
m
x f
dx x
L
m
x
L
n
D xdx
L
m
x f

June 16, 2003
44
Using orthogonality condition:
.
2
sin ) (
0
L
D xdx
L
m
x f
m
L
=

Replacing m by n:
. sin ) 0 , (
, 0
. sin cos sin
). , (
. sin ) (
2
1
1
0
x
L
n
E
L
c n
x
t
u
t
t
L
c n
D t
L
c n
E x
L
m
L
c n
t
u
t x u
xdx
L
n
x f
L
D
n
n
n n
n
L
n

=
=
=
|
.
|
\
|
=
=
at
of derivative time the requires IC other the
June 16, 2003
45
. sin ) (
1
x
L
n
E
L
c n
x g
n
n

=
=
IC, using
Repeat the same procedure
( ). sin cos sin ) , (
sin ) (
2
.
2
sin ) (
1
0
0
t
L
c n
E t
L
c n
D x
L
n
t x u
xdx
L
n
x g
c n
E
L
E
L
c m
xdx
L
m
x g
n
n
n
L
n
m
L

+ =
=
=
=
June 16, 2003
46
Fourier series
)). sin( ) cos( (
1
0
nx B nx A A
n
n
n
+ +
=
A Fourier polynomial is an expression of the form
). (
, ,..., 1 , ,
)). sin( ) cos( (
)) sin( ) cos( ( ... )) sin( ) cos( ( ) (
0
1
0
1 1 0
x F
n i b and a a
kx b kx a a F
nx b nx a x b x a a x F
n
i i
n
k
k k n
n n n
=
+ + =
+ + + + + =
=
Which may be written as
The constants
are called the coefficients of
June 16, 2003
47
Fourier series
The Fourier polynomials are 2 -periodic functions.
)). sin( ) cos( (
1
0
kx b kx a a F
n
k
k k n

=
+ + =
n k dx kx x F b
n k dx kx x F a
dx x F a
n k
n k
n
=
=
=
1 , ) sin( ) (
1
1 , ) cos( ) (
1
, ) (
2
1
0
June 16, 2003

48
Fourier series
Example
Find the Fourier series of the function
. , ) ( = x x x f
Since is odd, then For any
we have
) (x f . 0 , 0 = n for a
n
, 1 n
.
3
) 3 sin(
2
) 2 sin(
) sin( 2 ~ ) (
. ) 1 (
2
) cos(
2
) sin( ) cos( 1
) sin(
1
1
2
|
.
|
\
|
+
= =
+ = =
+
L
x x
x x f Hence
n
n
n
b
n
nx
n
nx x
dx x x b
n
n
n
June 16, 2003

49
Fourier series
Example
Find the Fourier series of the function with period 2L defined by
< <
< <
=
L t
L
t
t L
t f
0 1
0 1
) (
-3L - L L 3L
t
1
L T
L T

2
, 2 = = =
Fourier series given by
) sin( ) cos(
2
~ ) (
1
0
t n bn t n a
a
t f
n
n

=
+ +
June 16, 2003
50
Fourier series
Coefficients found by evaluating
dt t n t
T
T
f
T
n
b dt t n t
T
T
f
T
n
a ) sin( ) (
2
2
2
, ) cos( ) (
2
2
2

=
=
Calculating
|
|
.
|
\
|
+
|
|
.
|
\
|
|
|
.
|
\
|
+
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
+
|
|
.
|
\
|
=
|
|
.
|
\
|
=

dt
L
t n
n
L
L
L
L
L
t n
n
L
L
t
L
L
t n
n
L
L
dt
L
t n
L
L
t
dt
L
L
t n
L
dt
L
L
L
t n
t f
L
dt t n t
T
T
f
T
sin
0
1
0
sin 1
0
sin
1
cos
0
1
0
cos
1
cos ) (
1
) cos( ) (
2
2
2
=
n
a
June 16, 2003
51
2 2
1 2 2
2 2
2 2 2 2
0
0
) 1 2 (
2
, 0
2
0
) 1 ( 1 ) cos( 1
cos
1
sin
1
+
= =
= =

=
|
|
.
|
\
|
=
|
|
.
|
\
|
=
+
m
a a
odd, is n if
n
a even, is n if a
n n
n
L
t n
n
L
L n
dt
L
t n
L n
a
m m
n n
n
L
L
n
Fourier series
June 16, 2003
52
Fourier series
Calculate a
0
| |
2 3
2
3
2
1
2
1
1 1
1
) (
1
) (
2
0
2
0
2
0
0
0
2
2
0
=
=
+ =
+ =
+ =
= =

a
L
L
L L
L

L
t
t t
L

dt
L
t
dt
L

dt t f
L
dt t f
T
a
L
L
L
L
L
L
T
T
June 16, 2003
53
Fourier series
Calculating b
n

n
b
n L
t n
n
L
L n n
dt
L
t n
L n n n
n
dt
L
t n
n
L
L L
t n
n
L
L
t
L
t n
n
L
L
dt
L
t n
L
t
dt
L
t n
L
dt
L
t n
t f
L
dt t f
T
b
n
n
n
L
n
L
L
L
L
L
L
L
L
T
T
n
t n
) 1 ( ) 1 (
sin
1 ) 1 (
cos
1 1 1 ) cos(
cos
1
cos 1 cos
1
sin 1 sin
1
sin ) (
1
) sin( ) (
2
0
0
0
0
0
0
0
2
2
|
|
.
|
\
|
=
|
|
.
|
\
|
+
|
|
.
|
\
|
|
|
.
|
\
|
|
|
.
|
\
|

|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
+
|
|
.
|
\
|
=
|
|
.
|
\
|
= =

June 16, 2003
54
Fourier series
We now know that
|
.
|
\
|
+ |
.
|
\
| +
+
+
=
=
=
=
+
= =

=
=
+
L
t n
n L
t n
n 4
3
~ f(t)
1,2,3,... n
n
b
a
n
n
a a
n
n
n
n
n
n n
sin
) 1 ( ) 1 2 (
cos
) 1 2 (
2
) 1 (
2
3
,... 3 , 2 , 1
) 1 2 (
2
, 0
1 1
2 2
0
2 2
1 2 2
June 16, 2003
55
Fourier transform
The continuous time Fourier transform of is defined as ) (t x
df e f t x
dt e t x f
ft i
ft i

=
=
2
2
) ( ) (
, ) ( ) (
and the inverse transform is defined as
A common notation is to define the Fourier transform in terms of
as
i

d e i X t x
dt e t x i X
t i
t i

=
=
) (
2
1
) (
, ) ( ) (
June 16, 2003
56
Fourier transform properties symmetry
dt e t x f
ft i
2
) ( ) (
), ( ) ( ) (
, ) 2 sin( ) ( ) 2 )(cos( ( ) (
. )) 2 sin( ) 2 ))(cos( ( ) ( ( ) (
f i f f
dt ft t x i ft t x f
dt ft i ft t x t x f
i r
o e
o e

+ =
+ =
+ =

The odd components of the integrand contribute zero to the integral.
Hence
where
. ) 2 sin( ) ( ) (
, ) 2 cos( ) ( ) (
dt ft t x f
dt ft t x f
o i
e r

=
=
June 16, 2003
57
Odd and Even Functions
Even Odd
Symmetric Anti-symmetric
Cosines Sines
Transform is real
*
Transform is
imaginary
*for real-valued signals
) ( ) ( ) ( ) ( t f t f t f t f = =
-T/2 T/2 0 -t t
-T/2
T/2
0
-t
t
Important property of even and odd
functions for any L,
0 ) (
) ( 2 ) (
0
=
=
L
L
L L
L
dt t f
dt t f dt t f
If f is even
If f is odd
June 16, 2003
58
Complex form of the Fourier series
Recall that
+ =

sin cos i e
i
Complex conjugate
=
sin cos i e
i
This gives
( )

+ =
i i
e e
2
1
cos
and ( )

=
i i
e e
i

2
1
sin
Hence
( )
inx inx
e e nx

+ =
2
1
cos
and ( )
inx inx
e e
i
nx

=
2
1
sin
June 16, 2003
59
Now consider the Fourier series
( ) ( )
=
+ + =
1
0
n
n n
nx b nx a a x f sin cos
( ) ( )
inx inx
n
inx inx
n
n
e e
i
b
e e
a
a

=
+ + + =

2 2
1
0
( ) ( )
inx
n n
inx
n n
n
e ib a e ib a a

=
+ + + =
2
1
2
1
1
0
( ) ( )
inx
n
inx
n
n
e k e c c x f

=
+ + =
1
0
( )
*
,
n n n n n
c k ib a c = =
2
1
June 16, 2003
60
Remembering that
( ) dx nx x f a
n
cos
=
1
and
( ) dx nx x f b
n
sin
=
1
Hence
( ) ( )

dx nx x f
i
dx nx x f c
n
sin cos
1
2
1
( )( ) dx nx i nx x f sin cos

2
1
( ) dx e x f
inx
=
2
1
Similarly
( ) dx e x f k
inx
n
=
2
1
June 16, 2003
61
and note that . Then we have
n n
c k

=
( )
inx
n
n
inx
n
n
e c e c c x f

=

+ + =
1 1
0
inx
n
n
inx
n
n
e c e c c

=
=
+ + =
1 1
0
Finally noting that we have
( )
1
0
=
x i
e
( )
inx
n
n
e c x f
=
=
with
( ) dx e x f c
inx
n

=
2
1
This the complex form of the Fourier series for f (x). c
n
are the complex Fourier
coefficients.
June 16, 2003
62
Example: Find the general solution to
( ) t r y y = +

2
where
( )
( )
( )t n
n
t r
n
1 2
1 2
1
1
2

=
sin
We have
( )
( )t n
n
y y
n
1 2
1 2
1
1
2
2
= +

=
sin
Consider the equation
( ) ,... , , sin 5 3 1
1
2
2
= = +

n nt
n
y y
n n

We find the general solution to this equation.
June 16, 2003
63
The general solution of the homogeneous form is
t B t A y
h
+ = sin cos
For a particular solution try
nt B nt A y
n n n
sin cos + =
Differentiating and substituting gives
( ) ( ) nt
n
nt B n nt A n
n n
sin sin cos
2
2 2 2 2
1
= + + +
(assuming n for n odd) we have
( )
2 2 2
1
0
n n
B A
n n

= = ,
Thus the particular solution is
( )
nt
n n
y
n
sin
2 2 2
1

=
June 16, 2003
64
Since is linear, the general
solution is a superposition
( )
( )t n
n
y y
n
1 2
1 2
1
1
2
2
= +

=
sin
h
y y y y + + + + ....
5 3 1
Therefore
( ) ( ) | |
( ) . sin sin cos t n
n n
t B t A y
n
1 2
1 2 1 2
1
1
2 2 2

+ + =
=
June 16, 2003
65
Convolution Theorem
Let F, G, H denote the Fourier Transforms of signals f, g, and h
respectively.
g = f*h g = fh
implies implies
G = FH G = F*H
Convolution in one domain is multiplication in the other and vice versa.
)) ( ( )) ( ( ) ( ) ( (
)) ( ( )) ( ( )) ( ) ( (
t g t f t g t f
t g t f t g t f
=
=
June 16, 2003
66
Convolution

)) ( ( )) ( (
) ( ) ( )) ( ) ( (
) ( ) (
) ( ) (
) ( ) (
) ( ) ( )) ( ) ( (
) ( ) (
) ( ) (
) ) ( ) ( ( )) ( ) ( (
2 2
2 2
2 2
) ( 2
2
2
2
t g t f
dt e t g dt e t f t g t f
d e g du e u f
du d e g e u f
du d e g u f
dt d e g t f t g t f
dt d e g t f
dt e d g t f
d g t f t g t f
t i t i
i u i
i u i
u i
t i
t i
t i
=
=
=
=
=
=
=
=
=

June 16, 2003
67
Convolution
)) ( ) ( ( t g t f )) ( ( )) ( ( t g t f =
)) ( ) ( ( t g t f
)) ( ( )) ( ( t g t f =
June 16, 2003
68
Greens functions
Consider a general linear operator L
If on the closed interval we have a two point boundary problem for a
general linear differential equation of the form:
,
Where the highest derivative in L is order n and with general homogeneous
boundary conditions at x=a and x=b on linear combinations of y and n-1 of its
derivatives:
b x a
( ) x f Ly =
( ) ( )
( )
( ) ( ) ( ) ( )
( )
( ) 0
1 1
=

T
n
T
n
b y b y b y B a y a y a y A ) ( ,..., , ,..., ,
Where A and B are n n constant coefficient matrices, then knowing L, A and B,
we can form a solution of the form:
( ) ( ) ( )ds s x g s f x y
b
a
,
=
June 16, 2003
69
Greens functions
This is desirable as
once g( x, s) is known, the solution is defined for all f including
- forms of f for which no simple explicit integrals can be written
- piecewise continuous forms of f
numerical solution of the quadrature problem is more robust than direct
numerical solution of the original differential equation
The solution will automatically satisfy all boundary conditions
The solution is useful in experiments in which the system dynamics are well
characterized (e.g. mass spring damper).
June 16, 2003
70
Greens functions
We take g( x, s) to be the Greens function for the linear differential operator L if it
satisfies the following conditions:
1. L g( x, s)=(x- s)
2. g (x, s) satisfies all boundary conditions given on x
3. g (x, s) is a solution of L g=0 on a x <s and s<x b
4. g( x, s), g(x , s),.,g
(n-2)
(x , s) are continuous for [a, b]
5. g
(n-1)
(x , s) is continuous for [a, b] except at x=s where it has a jump of
) ( s P
n
1
June 16, 2003
71
Greens functions
Consider:
( ) ( ) ( ) x P
dx
d
x P
dx
d
x P L
o
+ + =
1
2
2
2
Then we have
( ) ( ) ( ) ( ) s x g x P
dx
dg
x P
dx
g d
x P
o
= + +
1
2
2
2
( )
( )
( )
( )
( )
( ) x P
s x
g
x P
x P
dx
dg
x P
x P
dx
g d
o
2 2 2
1
2
2

= + +
Now we integrate both sides with respect to x in a small neighborhood
enveloping x=s.
( )
( )
( )
( )
( )
( )
dx
x P
s x
dx g
x P
x P
dx
dx
dg
x P
x P
dx
dx
g d
s
s
s
s
o
s
s
s
s

+

+

+

+

= + +
2 2 2
1
2
2
June 16, 2003
72
Greens functions
( )
( )
( )
( ) ( )
( )dx s x
x P
dx g
x P
x P
dx
dx
dg
x P
x P
dx
dx
g d
s
s
s
s
o
s
s
s
s

+

+

+

+

= + +
2 2 2
1
2
2
1
Integrating
( )
( )
( )
( )
( ) ( )
( )
+

+

+
+
= + +
s
s
s
s
o
s s
s s
s x H
s P
dx g
s P
s P
g g
s P
s P
dx
dg
dx
dg
2 2 2
1
1
Since g is continuous, this reduces to
( ) s P dx
dg
dx
dg
s s 2
1
=
+
This is consistent with the final point that the second highest derivative of g
suffers a jump at x=s.
June 16, 2003
73
Greens functions
Next, we show that applying this definition of g( x, s) to our desired result lets
us recover the original differential equation, rendering g( x, s) to be
appropriately defined. This can be easily shown by direct substitution:
( ) ( ) ( )ds s x g s f x y
b
a
,
=
( ) ( )ds s x g s f L L
b
a
y
,
=
L behaves as via Leibritzs Rule:
,
n
n
x
( ) ( )
( ) ( )
( ) x f
ds s x s f
ds s x Lg s f
b
a
b
a
=
=
=
,
This analysis can be extended in a
straightforward manner to more arbitrary systems
with inhomogeneous boundary conditions using
matrix methods
June 16, 2003
74
Greens functions
Example: Find the Greens function and the corresponding solution integral of
the differential equation
( ) x f
dx
y d
=
2
2
subject to boundary conditions
( ) ( ) 0 1 0 0 = = y y ,
Verify the solution integral if f (x)=6x
Here
2
2
dx
d
L =
1) Break the problem up into two domains: a) x<s, b) x>s, 2) Solve Lg=0 in both
domains, four constraints arise, 3) Use boundary conditions for two constants, 4)
Use conditions at x-s: continuity of g and a jump of dg/dx , for the other two
constants.
June 16, 2003
75
Greens functions
Example:
a) x<a
( ) ( )
0
0 0 0
0
2
2 1
2 1
1
2
2
=
+ = =
+ =
=
=
C
C C g
C x C g
C
dx
dg
dx
g d
( ) s x x C s x g < = , ,
1
June 16, 2003
76
Greens functions
Example:
b) x> s
( ) ( )
( ) ( ) s x x C s x g
C C
C C g
C x C g
C
dx
dg
dx
g d
> =
=
+ = =
+ =
=
=
, , 1
1 0 1
0
3
3 4
4 3
4 3
3
2
2
Continuity of g( x, s) when x=s:
( )
s
s
C C
s C s C
1
1
3 1
3 1
=
=
( )
( ) ( ) s x x C s x g
s x x
s
s
C s x g
> =
<
=

, ,
, ,
1
1
3
3
June 16, 2003
77
Greens functions
Example:
b) x> s
Jumping in dg/dx at x=s (note P
2
(x)=1):
( ) ( )
( ) ( ) s x x s s x g
s x s x s x g
s C
s
s
C C
dx
dg
dx
dg
s s
> =
< =
=
=
=
+

, ,
, ,
1
1
1
1
1
3
3 3
June 16, 2003
78
Note some properties of g( x, s) which are common in such problems:
Greens functions
It is broken into two domains
It is continuous in and through both domains
Its n-1 (here n=2), so first) derivative is discontinuous at x=s
It is symmetric in s and x across the two domains
It is seen by inspection to satisfy both boundary conditions
The general solution in integral form can be written by breaking the
integral into two pieces as
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )( )ds s s f x sds s f x x y
ds s x s f ds x s s f x y
x
x
x
x
1 1
1 1
1
0
1
0
+ =
+ =

June 16, 2003
79
Greens functions
Now evaluate the integral if f( x )=6x (thus f (s )=6s).
( ) ( ) ( ) ( )( )
( ) ( ) ( )
( )| | | |
( )( ) ( ) ( ) | |
( ) x x x y
x x x x x
x x x x x
s s x s x
ds s s x ds s x
ds s s x sds s x x y
x
x
x
x
x
x
=
+ =
= =
+ =
+ =
+ =

3
3 4 3 4
2 3 3
1
2 3
0
3
1
2
0
2
1
0
3 2 2 2
3 2 3 2 0 2 1
3 2 2 1
6 6 6 1
1 6 6 1

June 16, 2003
80
Greens functions
Note the original differential equation and both boundary conditions are
automatically satisfied by the solution.
( ) ( ) 0 1 0 0 6 = = =

y y x y , ,
June 16, 2003
81
Bessel equation
Bessels differential equation is as follows, with it being convenient to define
.
2
=
We find that
( ) 0
2 2 2
2
2
2
= u + + y x
dx
dy
x
dx
y d
x
( )
( )
( ) x x q
x
x r
x x p
2
1
u =
=
=
( ) ( ) ( )
( ) ( )
( ) ( ) 0
0
0
2 1
2 1
2
2
= +
= +
= + + +
b y b y
a y a y
y y x c
dx
dy
x b
dx
y d
x a
Linear homogeneous second order D.E
with general homogeneous b.c.
June 16, 2003
82
Define the following functions:
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
|
|
.
|
\
|
=
|
|
.
|
\
|
=
|
|
.
|
\
|
=
ds
s a
s b
x a
x c
x q
ds
s a
s b
x a
x r
ds
s a
s b
x p
exp
exp
exp
1
With these definitions, the original equations are transformed to the type
known as a Sturm-Liouville equation:
( ) ( ) ( ) | | ( )
( )
( ) ( ) ( ) ( ) x y x y x q
dx
d
x p
dx
d
x r
x y x r x q
dx
dy
x p
dx
d
=
|
.
|
\
|
+
|
.
|
\
|
= + +
1
0
Sturm-Liouville
June 16, 2003
83
Sturm-Liouville
Here the Sturm-Liouville linear operator L
s
is
( )
( ) ( )
|
.
|
\
|
+
|
.
|
\
|
= x q
dx
d
x p
dx
d
x r
L
s
1
So we have
( ) y x y L
s
=
We thus require 0<x<, though in practice, it is more common to employ a
finite domain such as 0<x<l. In the Sturm-Liouville form, we have
( )
( ) ( ) x y x y x
dx
d
x
dx
d
x
x y
x
x
dx
dy
x
dx
d
2 2
2
2
0
=
|
.
|
\
|
u +
|
.
|
\
|
=

u +
June 16, 2003

84
Sturm-Liouville
The Sturm-Liouville linear operator is
|
.
|
\
|
u +
|
.
|
\
|
= x
dx
d
x
dx
d
x L
s
2
In some other cases it is more convenient to take in which
case we get
2
u =
( )
( )
( )
x
x q
x x r
x x p
2
=
=
=
and the Sturm-Liouville form and operator are:
( ) ( )
|
|
.
|
\
|

|
.
|
\
|
=
u =
|
|
.
|
\
|

|
.
|
\
|
x dx
d
x
dx
d
x
L
x y x y
x dx
d
x
dx
d
x
s
2
2
2
1
1
June 16, 2003
85
Bessel equation
The general solution is
( ) ( ) ( )
( ) ( ) ( ) x J C x J C x y
x Y C x J C x y
u + u =
u + u =

2 1
2 1
if is an integer
if is not an integer
Where J
(ux) and Y
(ux) are called the Bessel and Neumann functions of order

. Often J
(ux) is known as a Bessel function of the first kind and Y
(ux) is known as a
Bessel function of the second kind. Both J
and Y
are represented by infinite series

rather than finite series such as the series for Legendre polynomials.
The Bessel function of the first kind of order , J
( ux), is represented by
( )
( )
+ +
|
.
|
\
|
u
|
.
|
\
|
u = u
0
2 2
1
4
1
2
1
k
k
k k
x
x x J
!
June 16, 2003
86
Bessel equation
The Neumann function Y
( ux) has a complicated representation. The

representations for J
0
(ux) and Y
0
(ux) are
( )
( ) ( ) ( )
2
2 2
2
2
2 2
2
1
2 2
4
1
2
4
1
1
4
1
1
! ! ! n
x x x
x J
n
o
|
.
|
\
|
u
+ +
|
.
|
\
|
u
+
|
.
|
\
|
u
= u K
( ) ( )
( ) ( )
|
|
|
|
|
.
|
\
|
|
.
|
\
|
u
|
.
|
\
|
+
|
.
|
\
|
u
+
u
|
.
|
\
|
+
|
.
|
\
|
u
= u
K
2
2
2 2
2
1
2 2
0
2
4
1
2
1
1
1
4
1
2
2
1 2
! !
ln
x x
x J x x Y
o

It can be shown using term by term differentiation that
( ) ( ) ( )
2
1 1
x J x J
dx
x dJ u u
u =
u
+
( ) ( ) ( )
2
1 1
x Y x Y
dx
x dY u u
u =
u
+
( ) | | ( ) x J x x J x
dx
d
1
u
u = u
( ) | | ( ) x Y x x Y x
dx
d
1
u
u = u
June 16, 2003
87
Bessel equation
Bessel functions J
0
(u
0
x), J
0
(u
1
x), J
0
(u
2
x), J
0
(u
3
x)
Bessel functions J
0
(x), J
1
(x), J
2
(x), J
3
(x), J
4
(x)
Neumann functions Y
0
(x), Y
1
(x), Y
2
(x), Y
3
(x), Y
4
(x)
June 16, 2003
88
Bessel equation
The orthogonality condition for a domain x[0,1], taken here for the case in which
the eigenvalue is u
I
can be shown to be
( ) ( )
( ) ( ) ( ) ( ) j i J dx x J x J x
j i dx x J x J x
n n n
j i
= u = u u
= u u
+

2
1
1
0
1
0
2
1
0
Here we must choose u
i
such that J
(u
i
)=0, which corresponds to a vanishing
of the function at the outer limit x =1. So the orthogonal Bessel function is
( )
( )
( )
n
n
n
J
x J x
x
u
u
=
+

1
2
June 16, 2003
89
Bessel equation
Hankel functions, also known as Bessel functions of the third kind are defined
( )
( ) ( ) ( )
( )
( ) ( ) ( ) x iY x J x H
x iY x J x H

=
+ =
2
1
The modified Bessel equation is
( ) 0
2 2
2
2
2
= + + y x
dx
dy
x
dx
y d
x
The solution of which are the modified Bessel functions. It is satisfied by the
modified Bessel functions. The modified Bessel functions of the first kind of order is
( ) ( ) ix J i x I

=
The modified Bessel functions of the second kind of order is
( )
( )
( ) ix H i x K
n
1 1
2
+

=
June 16, 2003
90
Vectors and Tensors
i i i i
i
i
u e u e u e u e u e u u = = = + + =
=
3
1
3 3 2 2 1 1
using Einstein notation
Here u
1
, u
2
, u
3
are three Cartesian components of u.
=
j i
j i
ij
if
if
1
0
Two additional symbols:
Kronecker delta
=
same are the ndices or more i two if
order cyclical in are not indices if
... 1,2,3,1,2, order cyclical are in indices f i
0
1
1
ijk
Levi-Civita density
June 16, 2003
91
Vectors and Tensors
kl jm in kn jl im km jn il
km jl in kl jn im kn jm il lmn ijk

+ + =

The identity
relates the two.
We also have the following identities:
jki kij ijk
kji ijk
jik ijk
ikj ijk
ijk ijk
il ljk ijk
kl jm km jl ilm ijk
jk ik ij
ji ij
ii
= =
=
=
=
=
=
=
=
=
=
6
2
3
June 16, 2003
92
Vectors and Tensors
Regarding index notation:
repeated index indicates summation on that index
non-repeated index is known as free index
number of free indices give the order of the tensor
u, uv, u
i
v
i
w, u
ii
, u
ij
v
ij
zeroth order tensor-scalar
u
i
, u
i
v
ij
second order tensor
u
ijk
, u
i
v
j
w
k
, u
ij
v
km
w
m
third order tensor
u
ijkl
, u
ij
v
kl
fourth order tensor
indices cannot be repeated more than once
u
iik
, u
ij
, u
iijj
, v
i
u
jk
are proper
u
i
v
i
w
i
, u
iiij
, u
ij
v
ii
are improper
Cartesian components commute: u
ij
v
i
w
klm
=v
i
w
klm
u
ij
Cartesian indices do not commute: u
ijkl
u
jlik
June 16, 2003
93
Vectors and Tensors
Matrix representation: Tensors can be represented as matrices (but all matrices are
not tensors!):
|
|
|
.
|
\
|
=
33 32 31
23 22 21
13 12 11
T T T
T T T
T T T
T
ij
A simple way to choose a vector q
j
associated with a plane of arbitrary orientation
is to form the inner product of the tensor T
ij
and the unit normal associated with
the plane n
i
:
T n q T n q
ij i j
= =
Here n
i
has components which are the direction cosines of the chosen direction.
Example: n
i
= (0,1,0)
( ) ( )
23 22 21
33 32 31
23 22 21
13 12 11
0 1 0 T T T
T T T
T T T
T T T
T n , , , , =
|
|
|
.
|
\
|
=
( ) ( ) ( )
( )
23 22 21
3 2 1
3 3 2 2 1 1
0 1 0
T T T
T T T
T n T n T n T n
j j j
j j j ij i
, , =
+ + =
+ + =

June 16, 2003
94
Vectors and Tensors
The transpose of is found by trading elements across the diagonal
T
ij
T
ij
T
ji
T
ij
T T =
|
|
|
.
|
\
|
=
33 23 13
32 22 12
31 21 11
T T T
T T T
T T T
T
T
ij

A tensor is symmetric if it is equal to its transpose, i.e.
ji ij
T T =
A tensor is anti-symmetric if it is equal to the additive inverse of its transpose, i.e.
ji ij
T T =
The inner product of a symmetric tensor S
ij
and anti-symmetric tensor A
ij
can be
shown to 0:
0 =
ij ij
A S
June 16, 2003
95
Vectors and Tensors
Example: Show this for a two-dimensional space. Take a general symmetric
tensor to be
|
|
.
|
\
|
=
c b
b a
S
ij
Taking a general anti-symmetric tensor to be
|
|
.
|
\
|
=
0
0
d
d
A
ij
So
( ) ( )
0
0 0
22 22 21 21 12 12 11 11

=
+ + =
+ + + =
c bd bd a
A S A S A S A S A S
ij ij
June 16, 2003
96
Vectors and Tensors
An arbitrary tensor can be represented as the sum of a symmetric and anti-
symmetric tensor:
( ) ( )
ji ij ji ij
ji ji ij ij ij
T T T T
T T T T T
+ + =
+ + =
2
1
2
1
2
1
2
1
2
1
2
1

so with
( )
( )
| |
( )
( ) | | ij ij ij
ji ij ij
ji ij ij
T T T
T T T
T T T
+ =

+
2
1
2
1
symmetric
anti-symmetric
June 16, 2003
97
Vectors and Tensors
Example: Decompose the tensor given below into a combination of orthogonal
basis vector and dual vector.
|
|
|
.
|
\
|
=
1 1 4
3 2 3
2 1 1

ij
T
( )
( )
|
|
|
.
|
\
|

= + =
1 1 3
1 2 2
3 1 1
2
1
ji ij ij
T T T
| |
( )
|
|
|
.
|
\
|
= =
0 2 1
2 0 1
1 1 0
2
1
ji ij ij
T T T
and
First we get the dual vector:
| |
| | | | | |
( )( ) ( )( )
| | | | | |
( )( ) ( )( )
| | | | | |
( )( ) ( )( ) 2 1 1 1 1
2 1 1 1 1
4 2 1 2 1
21 321 12 312 3 3
31 231 13 213 2 2
32 132 23 123 1 1
= + = + = =
= + = + = =
= + = + = =
=
T T T d
T T T d
T T T d
T d
jk jk
jk jk
jk jk
jk ijk i
June 16, 2003
98
Vectors and Tensors
We now find the eigenvalues and eigenvectors for the symmetric part.
0
1 1 3
1 2 2
3 2 1
=

We get the characteristic polynomial,
0 9 9 4
2 3
= +
The eigenvalue and the associated normalized eigenvector for each root is
( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
T
i
T
i
T
i
n
n
n
527476 0 816754 0 233844 0 781562 0
641353 0 202303 0 740094 0 14644 2
557168 0 540358 0 630537 0 36488 5
3 3
2 2
1 1
. . . .
. . . .
. . . .
= =
= =
= =

It is easy to verify that each eigenvector is orthogonal. When the coordinates
are transformed to be aligned with the principal axes, the magnitude of the
vector with each face is the eigenvalue; this vector points in the same direction
of the unit normal associated with the face.
June 16, 2003
99
Greens theorem
Let u=u
x
i+u
y
j be a vector field, C a closed curve, and D the region enclosed by C,
all in the x-y plane. Then
dxdy
y
u
x
u
dr u
D
x
y
C

|
|
.
|
\
|
=
Example: Show that the Greens theorem is valid if u=yi+2xyj, and C consists of
the straight line (0,0) to (1,0) to (1,1) to (0,0)

+ + =
3 2 1 C C C C
dr u dr u dr u dr u
Where C
1
, C
2
, C
3
, are the straight lines (0,0) to (1,0), (1,0) to (1,1), and (1,1) to
(0,0), respectively.
| |
| |
| | | | j x xi u y x dy dx y x C
yj yi u y dx x C
u x dy y C
2
3
2
1
2 0 1 0 1
2 1 0 0 1
0 1 0 0 0
+ = = =
+ = = =
= = =

, : , , : , , :
, , : , , :
, , : , , :
June 16, 2003
100
Greens theorem
Thus
( ) ( ) ( ) ( ) ( ) ( )
( )
| |
6
1
3
2
2
1
1
3
2
2
1
2 2
2 2 0 0
0
1
3 2
1
0
2
0
1
2
1
0
0
1
2
1
0
1
0
= =
+ + =
+ + =
+ + + + + + =

x x y
dx x x dy y
j dx i dx j x xi j dy yj yi i dx j i dr u
C

On the other hand
( ) ( )
6
1
1 2
1
0
2
1
0 0
=
= =
|
|
.
|
\
|

dx x x dx dy y dy dx
y
u
x
u
x
D
x
y
June 16, 2003
101
Gausss theorem
Let S be a closed surface, and V the region enclosed within it, then

=
V S
dV u dS n u
dV
x
u
dS n u
V
i
i
i
S
i

=
Where dV an element of the volume and dS an element of the surface, and n (or n
i
)
an outward unit normal to it. It extends to tensors of arbitrary order:
dV
x
T
dS n T
V
i
ijk
i
S
ijk

=
...
...
Gausss theorem can be thought of as an extension of the familiar one-dimensional
scalar result:
( ) ( )

=
b
a
dx
dx
d
a b
Here the end points play the role of the surface integral and the integral on x plays
the role of the volume integral.
June 16, 2003
102
Gausss theorem
Example: show that Gausss theorem is valid if u = xi + yj and S is the closed
surface which consists of a circular base and the hemisphere on unit radius with
center at the origin and z0, that is x
2
+y
2
+z
2
= 1
In spherical coordinates, defined by
=
=
=
cos
sin sin
cos sin
r x
r y
r x
We split the surface integral into two parts
The hemispherical surface is described by r = 1.
dS n u dS n u dS n u
H B S

+ =
Where B is the base and H is the curved surface of the hemisphere.
June 16, 2003
103
Gausss theorem

B
dS n u = 0 since n=-k and u .n=0 on B. On H the unit normal is
( )k j i n + + = sin sin cos sin
= + =
2 2 2 2 2
sin sin sin cos sin n u
( )
=
|
.
|
\
|
=
|
.
|
\
|
= =

3
4
12
1
4
3
2
3
4
1
4
3
2
2
0
2
0
2
0
2

d d d dS n u
H
sin sin sin sin
On the other hand if we use Gausss theorem we find that
=
=
3
4
2
dV u
u
V

Since the volume of the hemisphere is .
3
2
June 16, 2003
104
Greens identities
Applying Gausss theorem to vector , we get
= u
( )
dV
x x
dS n
x
dV dS n
i
V
i
i
S
i
V S
|
|
.
|
\
|
=

From this we get Greens first identity
( )

|
|
.
|
\
|

+

=
+ =
V
i i i i
i
S
i
V S
dV
x x x x
dS n
x
dV dS n
2
2

June 16, 2003
105
Greens identities
Interchanging and and subtracting, we get Greens second identity.
( ) ( )

|
|
.
|
\
|

=
|
|
.
|
\
|
=
V
i i i i
i
S
i i
V S
dV
x x x x
dS n
x x
dV dS n
2 2
2 2

Stokes theorem
Let S be an open surface, and the curve C its boundary. Then
( )

=
=
C
i i
j
k
S
ijk
C
S
dr u dS
x
u
dr u dS n u
June 16, 2003
106
Eigenvalues and eigenvectors
If T is a linear operator, its eigenvalue problem consists of a nontrivial solution of
the equation
e Te =
where e is called an eigenvector and is an eigenvalue.
1. The eigenvalues of an operator and its adjoint are complex conjugates
of each other.
2. The eigenvalues of a self-adjoint operator are real.
3. The eigenvectors of a self-adjoint operator corresponding to distinct
eigenvalues are orthogonal.
4. The eigenvectors of any self-adjoint operator on vectors of a finite-
dimensional vector space constitute a basis for the space.
June 16, 2003
107
Example: For find the eigenvalues and eigenvectors of , : ,
2 2 2
A x
|
|
.
|
\
|
=
2 1
1 2
A
( )
|
|
.
|
\
|
= =
=
1 0
0 1
0 I x I A
x Ax

If we write
then
|
|
.
|
\
|
=
2
1
x
x
x
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|

0
0
2 1
1 2
2
1
x
x
June 16, 2003
108
By Cramers rule we could write
|
|
.
|
\
|

=
|
|
.
|
\
|

|
|
.
|
\
|

=
|
|
.
|
\
|

=
|
|
.
|
\
|

|
|
.
|
\
|

=
2 1
1 2
0
2 1
1 2
0 1
0 2
2 1
1 2
0
2 1
1 2
2 0
1 0
2
1
det det
det
det det
det
x
x
An obvious, but uninteresting solution is the trivial solution x
1
=0, x
2
=0. Nontrivial
solutions of x
1
and x
2
can only be obtained only if
0
2 1
1 2
=

June 16, 2003
109
Which gives the characteristic equation
( ) 0 1 2
2
= solutions are
1
=1 and
2
=3.
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
0
0
1 1
1 1
1 2 1
1 1 2
2
1
2
1
x
x
x
x
For =1
x
1
+x
2
=0
If we choose x
1
=1 and x
2
= -1, the eigenvector corresponding to =1 is
|
|
.
|
\
|
=
1
1
1
e
For =3, the equations are
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
=
|
|
.
|
\
|
|
|
.
|
\
|
0
0
1 1
1 1
3 2 1
1 3 2
2
1
2
1
x
x
x
x
-x
1
+x
2
=0
|
|
.
|
\
|
=
1
1
2
e
June 16, 2003
110
Laplace Transform
Let f(t) be a given function defined for all t 0. If the integral
exists, it is called the Laplace transform of f(t) . We denote it by L (f)
The original function f(t) is called the inverse transform of F (s) ;we denote it by
L
-1
(F), so f(t)=L
-1
(F).
( ) ( )dt t f e s F
st
=
0
( ) ( ) ( )dt t f e s F f
st
= =
0
L
June 16, 2003
111
( ) ( ) { } ( ) { } ( ) { } t g b t f a t bg t af L L L + = +
Laplace Transform
Some useful transforms:
( ) ( )
( )

=
+
s
e
s
n
n t
s
t
s
t
s
f t f
t
n
n
1
2 1
2
1
1
1
1
3
2
2

L
!
,... ,
!
( ) ( ) f t f L
2 2
2 2
2 2
2 2

s
t
s
s
t
s
t
s
s
t

sinh
cosh
sin
cos
June 16, 2003
112
Transform of derivatives
( ) ( ) ( ) 0 f f s f =
L L
( ) ( ) ( )
( ) ( ) | | ( )
( ) ( ) ( ) 0 0
0 0
0
2
f sf f s
f f f s s
f f s f
=

=

=

L
L
L L
In general:
( )
( ) ( ) ( ) ( )
( )
( ) 0 0 0
1 2 1

=
n n n n n
f f s f s f s f K L L
June 16, 2003
113
Transform of an integral of a function
If f(t) is piecewise continuous
( ) ( ) ( ) t f
s
d f
t
L L
1
0
=
|
|
|
.
|
\
|

Hence if we write then

( ) ( ) ( ) s F t f = L
( )
( )
s
s F
d f
t
=
|
|
|
.
|
\
|

0
L
Taking the inverse Laplace transform gives
( )
( ) .
=
|
.
|
\
|
t
d f
s
s F
0
1 -
L
June 16, 2003
114
Shifting theorems and the step function
( ) ( ) ( ) s F t f = L ( ) ( ) ( ) =
s F t f e
t
L
If , then
Taking the inverse transform
( ) ( ) ( ) t f e s F
t
=
1 -
L
Example: Find
( ) t e
t
cos L
We know
( )
2 2
+
=
s
s
t cos L
( )
( )
2 2
+

=
s
s
t e
t
cos L
Using the above
June 16, 2003
115
Shifting on the t-axis
If f (t) has the transform F(s) and a>0 then the function
( )
( )
>
<
=
a t if a t f
a t if
t f

0
~
has the transform
( ) s F e
as
Thus if we know F(s) is the transform of f (t) then we get the transform by
multiplying F(s) by .
as
e
June 16, 2003

116
Laplace transform
Example: Using Laplace transform solve
( ) ( ) 0 0 2 0 2 =
= = +

y y t y y , , cos
Taking Laplace transform of the differential equation. Define Y(s) = L (y).
( ) ( ) ( ) | | ( ) ( ) t y y sy y s cos 2 0 0
2
L L L = +

( ) ( ) ( )
( )
2
2
2 2
2
1
2
1
2
1
2
2 1
+
+
+
=
+
= +
s
s
s
s
y
s
s
s y s L L
We have a complex and repeated complex factor.
( )
t t
s
s
t
s
s
sin
cos
=
|
|
.
|
\
|
+
=
|
.
|
\
|
+
2
2
2
1
2
2
1
2
1 -
1 -
L
L
( ) t t t t y sin cos + = 2
June 16, 2003
117
Laplace transform
Example: Solve
( ) ( )
( ) ( ) 2 0 1 0 4 4
3 0 2 0 3
2 2 1 2
1 1 2 1 1
=
= =

=
= + =

y y e y y
y y y y y
t

,
,
Define F = L (y
1
), G= L (y
2
) and take the LAplace transform of both equations
( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) 3 2 3 1
3 0 0
3
2
2 1 1 1 1
2
2 1 1
+ =
+ =

+ =

s G F s
y y y sy y s
y y y
L L L
L L L
( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
1
4
2 4
3 4 0 0
4 4
2
1 2 2 2
2
1 2
+ =
=

=

s
s F G s
e y y sy y s
e y y
t
t
L L L
L L L
June 16, 2003
118
Laplace transform
Where we have used . Solving for F and G
( )
1
1
=
s
e
t
L
2
1
1
1
2
1
=
s
G
s s
F ,
Then
( ) ( ) . ,
t t t
e G y e e F y
2
2
2
1
= = + = =
1 - 1 -
L L

Review of Mathematics June 16, 2003 A. Nassiri

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Review of Mathematics June 16, 2003 A. Nassiri

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Microwave Physics and Techniques UCSB June 2003 Microwave Physics and Techniques UCSB June 2003

June 16, 2003

Using index notation

for every position r in space and for every vector .

June 16, 2003

June 16, 2003

This is a linear system for which the matrix coefficient is .

Hence the integration factor is given by

June 16, 2003

June 16, 2003

June 16, 2003

June 16, 2003

(ux) are called the Bessel and Neumann functions of order

(ux) is known as a Bessel function of the first kind and Y

are represented by infinite series

( ux) has a complicated representation. The

Hence if we write then

June 16, 2003

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