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First Edition, 2009

ISBN 978 93 80168 33 3

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Published by: Global Media 1819, Bhagirath Palace, Chandni Chowk, Delhi-110 006 Email: globalmedia@dkpd.com

Table of Contents

1. Some mathematical problems and their solution 2. N body problem and matter description 3. Relativity 4. Electromagnetism 5. Quantum mechanics 6. N body problem in quantum 7. Statistical physics 8. N body problems and statistical equilibrium 9. Continuous approximation 10. Energy in continuous media 11. Appendix

**Boundary, spectral and evolution problems
**

A quick classification of various mathematical problems encountered in the modelization of physical phenomena is proposed in the present chapter. More precisely, the problems considered in this chapter are those that can be reduced to the finding of the solution of a partial differential equation (PDE). Indeed, for many physicists, to provide a model of a phenomenon means to provide a PDE describing this phenomenon. They can be boundary problems, spectral problems, evolution problems. General ideas about the methods of exact and approximate solving of those PDE is also proposed\footnote{The reader is supposed to have a good knowledge of the solving of ordinary differential equations. A good reference on this subject is ).}. This chapter contains numerous references to the "physical" part of this book which justify the interest given to those mathematical problems. In classical books about PDE, equations are usually classified into three categories: hyperbolic, parabolic and elliptic equation. This classification is connected to the proof of existence and unicity of the solutions rather than to the actual way of obtaining the solution. We present here another classification connected to the way one obtains the solutions: we distinguish mainly boundary problems and evolution problems. Let us introduce boundary problems: Problem: (Boundary problem) Find u such that: 1.

1. u satisfies the boundary conditions. This class of problems can be solved by integral methods section chapmethint) and by variational methods section chapmetvar). Let us introduce a second class of problems: evolution problems. Initial conditions are usually implied by time variables. One knows at time t0 the function u(x,y,t0) and try to get the values of u(x,y,t) for t greater than t0. This our second class of problem: Problem: (Evolution problem) Find such that:

y) in Ω is: Lu = f. u satisfies the boundary conditions. u satisfies initial conditions. u satisfies the boundary conditions. Of course in some problems time can act "like" a space variable. For instance the elevation u(x.y in a domain Ω delimited by a boundary should be zero on the boundary. If the equation satisfied by u at equilibrium and at position (x. This is the case when shooting problems where u should satisfy a condition at t = t0 and another condition at t = t1. 2. The third class of problem (spectral problem) often arises from the solving section chapmethspec) of linear evolution problems (evolution problems where the operator L is linear): Problem: (Spectral problem) Find u and λ such that: 1. Space variables usually implies boundary conditions. For instance to determine fully a solution of an equation : .1. then L should be a differential operator acting on space variables which is at least of the second order.y) of a membrane which is defined for each position x. The difference between boundary problems and evolution problem rely on the different role played by the different independent variables on which depend the unknown function. Let us now develop some ideas about boundary conditions. In the case of ordinary differential equations (ODE) the unicity of solution is connected to the initial conditions via the Cauchy theorem.

Thus the operator should be at least of second order. Equation x. Let us take eqgenerwrit is then called Laplace equation\index{Laplace equation}. . L is called self-adjoint . the space of functions zero in 0 and L is a Hilbert space for the . One can show that scalar product . (One speaks of Sobolev space. A sliding string Fig. The equation is then an ODE that can be written: Lu = f Boundary conditions are imposed for two (at least) different values of the space variables . since the space can have a dimension greater than one. Boundary conditions are more subtle. figcordef) corresponds to the case where the boundary conditions are: Those conditions are called Dirichlet conditions. Let us recall here the definition of adjoint operator\index{adjoint operator}: Definition: The adjoint operator in a Hilbert space such that for all u and h in . see : section secvafor). File:Cordef The elevation of a clamped string verify a Laplace equation with Dirichlet boundary conditions. Let us consider a 1-D boundary problem. Moreover. where f is the distribution of weight on the string.one needs to know both u(0) and . figcordeg) corresponds to the case where the boundary conditions are: Those conditions are called Neumann conditions. The elevation of a string obey to such an equation. one can show that the adjoint of L is As L * = L. one has of an operator L is the operator L * . A clamped string Fig.

Using is a Hilbert space for the scalar product: equation eqadjoimq. Theorem: If there exists a solution v0 for the homogeneous adjoint problem : L * v0 = 0 then a necessary condition that the problem Lu = f has a solution is that f is orthogonal to v0. Indeed. one shows that L is also self-adjoint.u > zero. Let us conclude those remarks about boundary conditions by the compatibility between the solution u of a boundary problem Lu = f and the right hand member f ). One can also show that the space of function with derivative zero at x = 0 and at x = L . in this last case. Proof: Let us assume that u1 is solution of: Lu = f Then thus . The form \index{form (definite)} is negative definite in the case of the clamped string and negative (no definite) in the case of the sliding string.Cordeg The elevation of a sliding string verify a Laplace equation with Neumann boundary conditions. function u = constant makes < Lu.

Let us find the solution using the Green method. Linear boundary problems. then previous equation implies: < v0.L] is solution of the homogeneous adjoint problem. Several cases exist: Nucleus zero. homogeneous problem Definition: The Green solution\index{Green solution} of problem P(f. function v0 = 1 over [0.If there exists a function v0 such that L * v0 = 0.0.f > = 0 Example: In the case of the sliding string.0) is the function solution of .0) is the function solution of: The Green solution of the adjoint problem P(f.φ. integral methods Problem: Problem P(f.ψ)) : Find such that: Lu = f in Ω with .0. The previous compatibility equation is then: f should be of average zero: For the clamped string the homogeneous adjoint problem has no non zero solution.

and . if L = L * then Theorem: There exists a unique function such that . Theorem: If Proof: By definition of the adjoint operator L * of an operator L and exist then Using equations eqdefgydy and eqdefgydyc of definition defgreen for achieves the proof of the result.0) and The proof\footnote{In particular.0.where horizontal bar represents complex conjugation. In particular. by the definition of the adjoint operator of an operator L: Using equality Lu = f. proof of the existence of here but note that if exists then: .} of this result is not given Thus. one is solution of Problem P(f. we obtain: .

0. once Green function Non zero kernel. and if f isn't in the orthogonal of Ker (L * ).0) has no solution.and from theorem theogreen we have: This last equation allows to find the solution of boundary problem. Kernel zero.ψ). is known. Proof: . for any function f.φ.ψ). non homogeneous problem Solution of problem P(f. for any triplet (f. once Green function is known. homogeneous problem Let's recall the result of section secchoixesp : Theorem: If L * u0 = 0 has non zero solutions. one has: Using boundary conditions and theorem theogreen.ψ) is derived from previous Green functions: Using Green's theorem. the problem P(f.φ. we get: This last equation allows to find the solution of problem P(f.φ.

one obtains the result. such that .0) is the function solution of The Green solution of adjoint problem P(f. Then: Thus However.0. .0. calculations similar to the previous ones can be made: Let us assume that the kernel of L is spanned by a function u0 and that the kernel of L * is spanned by v0. once f is projected onto the orthogonal of Ker (L * ).0) is the function solution of where horizontal bar represents complex conjugaison.e} a function of Ker (L * )). Let v0 be a solution of L * v0 = 0 ({\it i. Definition: The Green solution of problem P(f. Theorem: If Proof: By definition of the adjoint L * of an operator L and exist. then Using definition relations defgreen2 of In particular. if L = L * then Theorem: There exists a unique function and .Let u such that Lu = f.

Using of symmetries allows to simplify seeking of Green's functions. Assume that This can also be written: or From theorem theogreen2.0. Let uc be the However. exists. problem's solution is obtained by simple integration. Symmetry plane shares U into two subdomains: U1 and U2 (voir la figure figsymet). the existence of projection of a function u onto . we have: Resolution Once problem's Green function is found.0) in and Proof\footnote{In particular. Images method \index{images method} Let U be a domain having a symmetry plan: \partial UbetheborderofU</math>. . let us justify solution definition formula. .is solution of problem P(f.} of this theorem is not given here.

0) is invariant by translation.Symet Domain U is the union of U1 and U2 symetrical with respect to plane x = 0.0. the restriction of function Invariance by translation When problem P(f.} LABEL figsymet Let us seek the solution of the folowing problem: Problem: Find Gy(x) such that: LGy(x) = δ(x) in U1 and knowing solution of problem Problem: Find such that: and Method of solving problem probori by using solution of problem probconnu is called images method ). Let us set . Green function's definition relation can be simplified. Problem probori is thus solved.y and its definition relation is: that depends only on . Green function becomes a function difference x . Green function Gy(x) is thus simply to U1. Function verifies and Functions and Gy(x) verify the same equation.

Considered operator is: L = ∆ + k2 Elementary solution is: Boundary problems. Here are some examples of well known elemantary solutions: Example: Laplace equation in R3.0) is translation invariant typically corresponds to infinite boundaries.where * is the convolution product appendix{appendconvoldist})\index{convolution}.0. Function is in this case called elementary solution and noted e. Case where P(f. variational methods ==Variational formulation==LABEL secvafor Let us consider a boundary problem: Problem: Find such that: . Considered operator is: L=∆ Elementary solution is: Example: Helmholtz equation in R3.

we have just multiplied scalarly by a "test function" < v | equation eqLufva. as for the previous example.Let us suppose that is a unique solution u of this problem. may be equivalent to the following: Problem: Find such that: This is the variational form of the boundary problem. This is the case for most of linear operators L encountered in . It may be that. let us illustrate those ideas on a simple example: Example: Find u in U = C2 such that: The variational formulation is: Find u in U = C2 such that: Using the Green equality appendix secappendgreeneq)\index{Green formula} and the boundary conditions we can reformulate the problem in: find . the test functions space is taken smaller. To obtain the equality eqvari. with compact support in Ω). such that: One can show that this problem as a unique solution in where is the Sobolev space of order 1 on Ω and is the adherence of H1(Ω) in the space (space of infinitely differentiable functions on Ω. For a functional space V sufficiently large the previous problem. the solution function space and the test function space are the same. A "weak form" of this problem can be found using Green formula type formulas: the solution space is taken larger and as a counterpart.

The (weak) variational problem is thus: Problem: LABEL provari2 Find such that Example: In this previous example.physics. ==Finite elements approximation==LABEL secvarinum Let us consider the problem provari2 : Problem: Find such that: The method of approximation consists in choosing a finite dimension subspace Vh of V and the problem to solve becomes: Problem: LABEL provari3 Find such that A base of of Vh is chosen to satisfy boundary conditions. In this case. one can associate to L a bilinear form a. the bilinear form is: There exist theorems (Lax-Milgram theorem for instance) that proove the existence and unicity of the solution of the previous problem provari2 .v). under certain conditions on the bilinear form a(u. The problem is reduced to finding the components of uh: .

an example of Vh that can be chosen . we have to solve a nonlinear system. It is rather a sort of variational method where weight functions wk are Dirac functions δk. Gauss-Seidel. Let us give an example of a basis Example: When V = L2([0. when considering the boundary problem. instead of looking for an approximate solution uh which can be decomposed on a basis of weight functions wk: uh = ∑<w |u >w. as well as the right hand term of equation eqfini: .1]). relaxation).Cholesky) or iterative (Jacobi. If a is not linear. k h k k the action of L on u is directly expressed in terms of Dirac functions. Indeed. It is not strictly speaking a variational approximation. then the solving of the system is immediate (diagonal system).If a is a bilinear form and to find the 's is equivalent to solve a linear system (often close to a diagonal system)that can be solved by classical algorithms which can be direct methods (Gauss. Note that if the vectors of the basis of Vh are eigenvectors of L. This is the basis of the spectral methods for solving evolution problems. Finite difference approximation Finite difference method is one of the most basic method to tackle PDE problems.

second order are: Centred formulas.\begin{rem} If L contains derivatives. order 1: right formula order 2: Left formulas can be written in a similar way. Centred formulas. the following formulas are used : right formula. fourth order are: \end{rem} One can show that the equation eqfini2 is equivalent to the system of equations: LABELeqfini3 ∑ (Lu) i ik = fk One can see immediately that equation eqfini2 implies equation eqfini3 in choosing "test" functions vi of support .

Let us give some example of constraints: Let U a functional space. It can be solved theoretically by using Lagrange multipliers ). The linear programming example exmplinepro) problem is an example of minimization problem with such constraints (in fact a mixing of equalities and inequalities constraints). The methods to solve minimization problems can be classified into two categories: One can distinguish problems without constraints Fig.xi + 1 / 2] and such that vi(xi) = 1.\index{constraint}. figcontraintesans) and problems with constraints Fig. This is a first example of constraints. Find such that: .[xi − 1 / 2. A second example of constraints is given by where φi(v) are n functionals. Example: . direction-set method) and methods that use derivative of F (conjugate gradient method. the functional J(u) is often approximated by a function of several variables where the ui's are the coordinate of u in some base Ei that approximates V. Minimization problems A minimization problem can be written as follows: Problem: LABEL promini Let V a functional space. a J(u) a functional. Numerically it can be less expensive to use dedicated methods. Minimization problems without constraints can be tackled theoretically by the study of the zeros of the differential function dF(u) if exists. Consider the space where φi(v) are n functionals. Note that those sets V are not vectorial spaces: a linear combination of vectors of V are not always in V. The solving of minimization problems depends first on the nature of the functional J and on the space V. figcontrainteavec). Details are given in Problems with constraints reduce the functional space U to a set V of functions that satisfy some additional conditions. quasi-Newton methods). As usually. There are methods that don't use derivatives of F (downhill simplex method.

We will come back to the variational formulations at the section on least action principle section secprinmoindreact ) and at the section secpuisvirtu on the principle of virtual powers. Consider again the bilinear form introduced at section secvafor. such that: Physical principles have sometimes a natural variational formulation (as natural as a PDE formulation).} the problem can be written as a minimization problem by introducing the functional: One can show that (under certain conditions) solving the variational problem:\\ Find such that: is equivalent to solve the minimization problem:\\ Find .v) is symmetrical.Let us consider of a first class of functional J that are important for PDE problems. Let us consider a function u that can be located by its coordinates : ui in a basis ei. If this bilinear form a(u. {\it i. Example: LABEL exmplinepro Another example of functional is given by the linear programming problem.e. the functional to minimize can be written and is subject to N primary constraints: and M = m1 + m2 + m3 additional constraints: . In linear programming.

The numerical algorithm to solve this type of problem is presented in

Example: LABEL exmpsimul When the variables ui can take only discrete values, one speaks about discrete or combinatorial optimization. The function to minimize can be for instance (travelling salesman problem):

where ui,vi are the coordinates of a city number i. The coordinates of the cities are numbers fixed in advance but the order in which the N cities are visited ({\it i.e} the permutation σ of ) is to be find to minimize J. Simulated annealing is a method to solve this problem and is presented in

Lagrange multipliers

Lagrange multipliers method is an interesting approach to solve the minimization problem of a function of N variables with constraints, {\it

i. e. } to solve the following problem:

\index{contrainte}\index{Lagrange multiplier} Problem: Find u in a space V of dimension N such that

with n constraints,

**Lagrange multipliers method is used in statistical physics section
**

chapphysstat).

In a problem without any constraints, solution u verifies: dF = 0 In the case with constraints, the n coordinates ui of u are not independent. Indeed, they should verify the relations: dRi = 0 Lagrange multipliers method consists in looking for n numbers λi called Lagrange multipliers such that:

One obtains the following equation system:

**Linear evolution problems, spectral method
**

Spectral point of view

Spectral method is used to solve linear evolution problems of type Problem

probevollin. Quantum mechanics chapters chapmq and chapproncorps ) supplies beautiful spectral problems

{\it via} Schr\"odinger equation. Eigenvalues of the linear operator considered (the hamiltonian) are interpreted as energies associated to states (the eigenfunctions of the hamiltonian). Electromagnetism leads also to spectral problems (cavity modes). Spectral methods consists in defining first the space where the operator L of problem probevollin acts and in providing it with the Hilbert space structure. Functions that verify: Luk(x) = λkuk(x) are then seeked. Once eigenfunctions uk(x) are found, the problem is reduced to integration of an ordinary differential equations (diagonal) system.

The following problem is a particular case of linear evolution problem \index{response (linear)} (one speaks about linear response problem) Problem: Find such that:

where H0 is a linear diagonalisable operator and H(t) is a linear operator "small" with respect to H0. This problem can be tackled by using a spectral method. Section

secreplinmq presents an example of linear response in quantum mechanics.

**Some spectral analysis theorems
**

In this section, some results on the spectral analysis of a linear operator L are presented. Demonstration are given when L is a linear operator acting from a finite dimension space E to itself. Infinite dimension case is treated in specialized books for instance )). let L be an operator acting on E. The spectral problem associated to L is: Problem: Find non zero vectors such that: (called eigenvectors) and numbers λ (called eigenvalues) Lu = λu Here is a fundamental theorem: Theorem: Following conditions are equivalent:

1. 2. matrix L − λI is singular 3. det(L − λI) = 0

A matrix is said diagonalisable if it exists a basis in which it has a diagonal form ). Theorem: If a squared matrix L of dimension n has n eigenvectors linearly independent, then L is diagonalisable. Moreover, if those vectors are chosen as columns of a matrix S, then: Λ = S − 1LS with Λ diagonal Proof: Let us write vectors ui as column of matrix S and let let us calculate LS:

LS = SΛ Matrix S is invertible since vectors ui are supposed linearly independent, thus: λ = S − 1LS Remark: LABEL remmatrindep If a matrix L has n distinct eigenvalues then its eigenvectors are linearly independent. Let us assume that space E is a Hilbert space equiped by the scalar product < . | . > . Definition:

Let us consider a basis the space ( basis: be the eigenvector associated to eigenvalue direct sum any basis of ). Now.Operator L * adjoint of L is by definition defined by: Definition: An auto-adjoint operator is an operator L such that L = L * Theorem: For each hermitic operator L. Let λ1 of A. In this The first column of L is image of u1. Theorem: Eigenvalues of an hermitic operator L are real. L is diagonal in this basis and diagonal elements are eigenvalues. Proof: Consider a space En of dimension n.. there exists at least one basis constituted by orthonormal eigenvectors. L is hermitical thus: By recurrence. property is prooved. Proof: Consider the spectral equation: .

Proof: By definition: Thus: The difference between previous two equations implies: which implies the result. Let us now presents some methods and tips to solve spectral problems. one obtains: Complex conjugated equation of uAu is: being real and L * = L.Multiplying it by . It can be done numerically. but . one has: λ = λ * Theorem: and associated to two distinct eigenvalues λ1 and λ2 of an Two eigenvectors hermitic operator are orthogonal. ==Solving spectral problems==LABEL chapresospec The fundamental step for solving linear evolution problems by doing the spectral method is the spectral analysis of the linear operator involved.

. it is assumed that U can be expanded as: U = U0 + εU1 + ε2U2 + . is also solution. The problem to be solved is then the following:\index{perturbation method} Introducing the parameter ε. only to a factor. then . Let us fix the norm of the eigenvectors to 1. Let us admit\footnote{This is not obvious from a mathematical point of view ~{Kato}~ ))} that the eigenvectors can be expanded in ε : For the ith eigenvector: Equation ( bod) defines eigenvector. Proof is given in appendix chapgroupes.two cases are favourable to do the spectral analysis by hand: case where there are symmetries.. and case where a perturbative approach is possible. Indeed. We impose that phase of vector Approximated vectors and is solution. Using symmetries Using of symmetries rely on the following fundamental theorem: Theorem: If operator L commutes with an operator T. Bloch's theorem deals with translation invariance theorem theobloch at section sectheobloch). if be chosen. . Phase can also is the phase of vector should be exactly orthogonal. Applications of rotation invariance are presented at section secpotcent. then eigenvectors of T are also eigenvectors of L. Perturbative approximation A perturbative approach can be considered each time operator U to diagonalize can be considered as a sum of an operator U0 whose spectral analysis is known and of an operator U1 small with respect to U0.

Variational approximation In the same way that problem Problem: Find u such that: 1. one gets: Approximated eigenvectors are imposed to be exactly normed and real: Equalating coefficients in εk with k > 1 in product . one gets: Substituting those expansions into spectral equation bod and equalating coefficients of successive powers of ε yields to: Projecting previous equations onto eigenvectors at zero order. spectral problem: Problem: . u satisfies boundary conditions on the border \Omega</math>.Egalating coefficients of εk. successive corrections to eigenvectors and eigenvalues are obtained. and using conditions eqortper. can be solved by variational method.

as well as in perturbative calculations. Demonstration is given in ). Practically. Eigenvalue associated to φ is J(φ). . In particular. one can show that: Theorem: The eigenvector φ with lowest energy E0 of self adjoint operator H is solution of problem: Find φ normed such that: where J(ψ) = < ψ | Hψ > . can also be solved by variational methods. problem can be reduced to a minimization problem . Remark: In variational calculations. symmetries should be used each time they occur to simplify solving of spectral problems. u satisfies boundary conditions on the border of Ω. we will see several examples of good choices of families v i. a family of vectors vi of V is chosen and one hopes that eigenvector φ is well approximated by some linear combination of those vectors: Solving minimization problem is equivalent to finding coefficients ci.Find u and λ such that: 1. In case where L is self adjoint and f is zero (quantum mechanics case). At chapter chapproncorps.

perturbative methods Problem statement Perturbative methods allow to solve nonlinear evolution problems. Problems of nonlinear ordinary differential equations can also be solved by perturbative methods for instance ) where averaging method is presented). Famous KAM theorem (Kolmogorov--Arnold--Moser) gives important results about the perturbation of hamiltonian systems. normal form methods ) can give good results. Regular perturbation Solving method can be described as follows: Algorithm: . They are used in hydrodynamics. plasma physics for solving nonlinear fluid models for instance )).Nonlinear evolution problems. Numerical technics will be introduced at next section. Various perturbative methods are presented now. u verifies initial conditions. Perturbative methods are only one of the possible methods: geometrical methods. Consider the following problem: Problem: LABEL proeqp Find such that: 1. u verifies boundary conditions on the border \Omega</math>. 1.

1. Differential equation is written as:

1. The solution u0 of the problem when ε is zero is known. 2. General solution is seeked as:

1. Function N(u) is developed around u0 using Taylor type formula:

1. A hierarchy of linear equations to solve is obtained:

This method is simple but singular problem my arise for which solution is not valid uniformly in t. Example: Non uniformity of regular perturbative expansions Remark: Origin of secular terms : A regular perturbative expansion of a periodical function whose period depends on a parameter gives rise automatically to secular terms

**Born's iterative method
**

Algorithm:

1. Differential equation is transformed into an integral equation:

1. A sequence of functions un converging to the solution u is seeked: Starting from chosen solution u0, successive un are evaluated using recurrence formula:

This method is more "global" than previous one \index{Born iterative method} and can thus suppress some divergencies. It is used in diffusion problems

). It has the drawback to allow less

control on approximations.

**Multiple scales method
**

Algorithm:

1. Assume the system can be written as:

1. Solution u is looked for as:

with Tn = εnt for all

.

1. A hierarchy of equations to solve is obtained by substituting expansion eqdevmu into equation eqavece.

For examples see ).

**Poincar\'e-Lindstedt method
**

This method is closely related to previous one, but is specially dedicated to studying periodical solutions. Problem to solve should be:\index{Poincar\'e-Lindstedt} Problem: Find u such that: LABELeqarespoG(u,ω) = 0 where u is a periodic function of pulsation ω. Setting τ = ωt, one gets: u(x,τ + 2π) = u(x,τ) Resolution method is the following: Algorithm:

**1. Existence of a solution u0(x) which does not depend on τ is
**

imposed:

G(u0(x),ω) = 0LABELfix Solutions are seeked as:

with u(x,τ,ε = 0) = u0(x). 1. A hierarchy of linear equations to solve is obtained by expending G around u0and substituting form1 and form2 into eqarespo.

**==WKB method==LABEL mathsecWKB
**

WKB (Wentzel-Krammers-Brillouin) method is also a perturbation

**method. It will be presented at section
**

secWKB in the proof of ikonal equation.

**Evolution, numerical time integration
**

Introduction

There exist very good books )) about numerical integration of PDE evolution problem. Note that all methods (finite difference, finite element, spectral methods) contains as a final step the time integration of a ODE system. In this section this time integration is treated. Problem to be solved is the following Problem: LABEL probmathevovec (Cauchy problem) Find functions uk(t) obeying the ODE system

where uh(x,t = 0) is known. We will not present here details about stability and precision calculation of the numerical integration schemes, however the reader should always keep in mind this crucial problem. Generally speaking, knowledge of mathematical properties of solutions should always be used to verify numerical results. For instance, if the solution of problem

probmathevovec is known to be bounded, and that the solution obtained

numerically diverges, then numerical solution will be obviously considered as bad. This problem of stability is the first that the numerician meet. However, more refined considerations have to be considered. Integrals of movement are a classical way to check accuracy of solutions. For hamiltonian systems for instance, energy conservation should be checked at regular time intervals.

Euler method

Euler method consists in approximating the time derivative

by

On another hand. the way the right-hand term is evaluated is very important for the stability of the integration scheme ).However. This last scheme is called "implicit" because equation eqimpli have to be solved at each time step. this implies to solve a linear system of equations )). implicit scheme: is stable. explicit scheme: is unstable if . So. Another interesting scheme is the leap-frog scheme: Example: Let us illustrate Euler method for solving Van der Pol equation: which can also be written: Example: . One can show that the so-called Cranck-Nicholson scheme: is second order in time. If F is linear.

Example: Nonlinear Klein-Gordon equation uxx − utt = F(u) where F is (Sine-Gordon equation) F(u) = sinu or (phi four) F(u) = − u + u3 can be integrated using a leap-frog scheme Runge-Kutta method Runge-Kutta formula \index{Runge-Kutta} at fourth order gives ui + 1 as a function of yi: where . periodic boundary conditions are used). The lattice has sites.Let us consider the reaction diffusion system: Figure figreacd shows results of integration of this system using Euler method (space treatment is achieved using simple finite differences.

are at order two: and order three: Closed Adams methods are also multisteps. They are more accurate but are implicit: they imply the solving of equations systems at each time step. Predictor--corrector method provides a practical way to use closed Adams formulas.Adams method (multiple steps) Problem: Find u(t) solution of: with u(0) = u0 can be solved by open Adams\index{Adams formula} method order two: or open Adams method order three: Open Adams method are multisteps: they can not initiate an integration process. Examples of closed Adams method. .

p(t)] .Predictor--corrector method Predictor--corrector methods\index{predictor-corrector} are powerful methods very useful in the case where right--hand side is complex. An first estimation is done (predictor) using open Adams formula. for instance open Adams formula order three: Then. ui + 1 is re-evaluated using closed Adams formula where is used to avoid implicity: computed previously Remark: Evaluation of F in the second step is stabilizing. Problem where L is a linear operator and N a nonlinear operator will be advantageously integrated using following predictor--corrector scheme: Symplectic transformation case Consider\index{symplectic} the following particular case of evolution problem: Problem: Find solution [q(t).

Remark: Euler method adapted to case: consists in integrating using the following scheme: and is not symplectic as it can be easily checked. Let us giev some examples of symplectic integrating schemes for system of equation eqsymple1 and eqsymple2.where [q(t = 0). Example: Verlet method: .dp.p(t = 0)] is known (Cauchy problem) and where functions f and g come from a hamiltonian H(q. Let us define symplectic \index{symplectic}transformation: Definition: Transformation T defined by: is symplectic if its Jacobian has a determinant equal to one.p): Dynamics in this case preserves volume element dq.

Verlet. codefigure2. It defines a flow: defined by φt(x0) = x(t. Example: Staggered leap--frog scheme is symplectic (order 2). and codefigure3 represent trajectories computed by three methods: Euler.x0). and staggered leap--frog method for (linear) system describing harmonic oscillator: Particular trajectories and geometry in space phase Fixed points and Hartman theorem Consider the following initial value problem: with x(0) = 0.is symplectic (order 1). Figures codefigure1. By Linearization around a fixed point such that : .

if ε < 0: a repelling source. Theorem: . then there is a homeomorphism h If defined on some neighborhood U of R^nlocallytakingorbitsofthenonlinearflow\phi_t</math> to those of the linear flow . In the degenerate case. Consider for example: Eigenvalues of the linear part are . The homeomorphism preserves the sense of orbits and can be chosen to preserve parametrization by time. If ε > 0: a spiral sink. Stable and unstable manifolds Definition: The local stable and unstable manifolds and of a fixed point x * are where U is a neighborhood of the fixed point X * .The linearized flow obeys: It is natural to ask the following question: What can we say about the solutions of eqnl based on our knowledge of eql? Theorem: has no zero or purely imaginary eigenvalues. if ε = 0 a center (hamiltonian system). stability cannot be determined by linearization. When has no eigen values with zero real part. is called a hyperbolic or nondegenerate fixed point and the asymptotic behaviour near it is determined by the linearization.

Periodic orbits It is well known ) that there exist periodic (unstable) orbits in a chaotic system. We will first detect some of them. (The 'side' of the section is here defined by U becoming positive) Let us recall the main steps in locating periodic orbits by using the Poincare map method : we apply the Newton-Raphson algorithm to the application H(X) = P(X) − X where P(X) is the Poincare map associated to our system which can be written as : X(0) = X0 . If it is too lage. to choose α one compares the distant between the images of xα given by the linearized dynamics and the exact dynamics. Typically. and are as smooth as the function f. A periodic orbit in the 3-D phase space corresponds to a fixed point of the Poincar\'e map. then α is divided by 2. It uses the fact that periodic orbits correspond to fixed points of Poincare maps. The number α in equation eqalphchoose has to be small enough for the linear approximation to be accurate. For discrete time system. and Eu of the linearized system. and tangent to Eu and Es at x*. to draw the unstable manifold. The method we choosed to locate periodic orbits is "the Poincare map" method ). belonging to an unstable linear eigenvector space: LABELeqalphchoosexα = x * + αeu. There exist local stable and unstable manifold and of the same dimesnion ns and nu as those of the eigenspaces Es. Let x * be a hyperbolic fixed point. one has just to integrate forward in time from xα. An algorithm to get unstable and stable manifolds is given in ). For continuous time system. It basically consists in finding an point xα sufficiently close to the fixed point x * . one has to integrate forward in time the dynamics for points in the segement where Phi is the application. We chose the plane U = 0 as one sided Poincare section. The process is iterated untill an acceptable accuracy is reached.(Stable manifold theorem for a fixed point).

The time step was 0. there is one eigenvalue of ΦT which is one. We have the relation : where T is the time needed at which the trajectory crosses le Poincare section again. fourth order ) for the time integration of the whole previous system. Remark: Note that a good test for the accuracy of the integration is to check that on a periodic orbit. and X0 is a Point of the Poincare section.where ε denotes the set of the control parameters. The jacobian of poincare map DP needed in the scheme of equation eqnewton is computed via the integration of the dynamical system: X(0) = X0 Φ0 = Id where DFX. Namely. Use of change of variables . We chose a Runge--Kutta scheme.003. the Newton-Raphson algorithm is here : where is the Jacobian of the Poincare map P(X) evaluated in Xk.ε is the Jacobian of Fε in X.

There exists the following Theorem: LABEL lemplo Let h be a vectorial polynom of order equation and . ) Let the system: and x * a fixed point of the system: F(x * ) = 0. Assume that application F can be develloped around 0: where the dots represent polynomial terms in x of degree lema: . Without lack of generality.Normal forms As written in ) it is very powerfull not to solve differential equations but to tranform them into a simpler differential equation. we can asssume x * = 0. Note that is the Poisson crochet between Ax and h(x). The change of variable x = y + h(y) transforms the differential into the equation: where and where the dots represent terms of order > r. We note and we call the following equation: LAh = v the homological equation associated to the linear operator A. For this we . We are now interested in the reverse step of theorem lemplo: We have a nonlinear system and want to find a change of variable that transforms it into a linear system.

} to express h as a function of v associated to the dynamics.λ) − λs = 0. Integration of equation eqbasimom is thus immediate and leads to: I = I0 and where are the initial conditions. This leads to the normal form theory ). \phi_i^0</math> . λi the associated Let us call ei. One can thus invert the homological equation to get a change of variable h that eliminate the nonom considered. since there exist such m. If there exists a with to invert and : such that . Let us write where vr contains the monoms of degree r. and xi the coordinates of the system is this basis. KAM theorem An hamiltonian system is called integrable if there exist coordinates (I. then the set of eigenvalues λ is called resonnant. Note however. If the set of eigenvalues is resonant. that one needs previous equation. It can be easily checked )) that the monoms xmes are eigenvectors of LA such that (m. {\it i. the basis of eigenvectors of A. m being a set of positive integers with eigenvalue (m.need to solve the homological equation.λ) − λs where LAxmes = [(m. then monoms xmes can not be eliminated by a change of variable.φ) such that the Hamiltonian doesn't depend on the φ.e. that is the terms . eigenvalues.λ) − λs]xmes. Variables I are called action and variables φ are called angles.

H(I.φ).φ).φ) = H0(I) + εH1(I. If tori exist in this new system.φ) where H1 is periodic in φ. Let us perturb this system with a perturbation εH1(I.Let an integrable system described by an Hamiltonian H0(I) in the space phase of the action-angle variables (I. there must exist new action-angle variable that: such Change of variables in Hamiltonian system can be characterized ) by a function called generating function that satisfies: If S admits an expension in powers of ε it must be: Equation eqdefHip thus becomes: Calling ω0 the frequencies of the unperturbed Hamiltionan H0: Because H1 and S1 are periodic in φ. they can be decomposed in Fourier: H1(I.φ) = ∑H m imφ 1.m(I)e .

the KAM theorem states that tori with ``sufficiently incommensurable frequencies\footnote{ In the case two dimensional case the KAM theorem proves that the tori that are not destroyed are those with two frequencies ω0.2(I) is sufficiently irrational for the following relation to hold: where K is a number that tends to zero with the ε.1(I) / ω0. if the ωi are resonnant (or commensurable). KAM use an accelerated convergence method that. to calculate the torus at order n + 1 uses the torus calculated at order n instead of the torus at order zero like an classical Taylor expansion. In fact. See ) for a good analogy with the relative speed of the Taylor expansion and the Newton's method to calculate zeros of functions.2(I) whose ratio ω0. } are not destroyed: The serie converges\footnote{ To prove the convergence. the serie diverges and the torus is destroyed.Projecting on the Fourier basis equation equatfondKAM one gets the expression of the new Hamiltonian: and the relations: Inverting formally previous equation leads to the generating function: The problem of the convergence of the sum and the expansion in ε has been solved by KAM. }. . the denominator term can be very large and the expansion in ε may diverge.1(I) and ω0. This is the {\bf small denominator problem}. Clearly. However for non resonant frequencies.

N body problem is the fundamental problem that spanned modern physics. atomic physics deals with interactions between nucleus and nucleons. as elementary block. gas. Experimental facts show that Universe is in expansion\footnote{The red-shift phenomenon was summerized by Hubble in 1929. sustaining reductionnist approach of Nature. The subatomic systems will not be more treated in the next chapters. galaxies. No equations are presented. for the creation of the Universe.} Inverting the time arrow. Especially. However. Once fundamental elements making matter are identified. Atomic physics and molecular physics deal mostly with electromagnetic interaction. classical mechanics and electrodynamics. For each form of matter presented here. plasmas deals with interactions between atoms. Astrophysics deals with gravitation and ther other interactions\footnote{Indeed. gravitational pressure implies that fusion reaction are possible and that all atoms are ionized. Chapter chapNcorpsstat treats of their statistical properties. chapter chapproncorps. Nuclear physics deals mostly with strong interaction (and weak interaction). a genial physicist. When it was proposed the model didn't receive much . molecular chemistry. N body problems can arise (planet movement for instance). physics of liquids. in the description of stars for instance. solid state physics. treats of quantum properties of eigenstates of such systems (the Schr\"odinger evolution equation is solved by the spectral method). Note that the interaction between constituents change with the lenght scale considered. en astrophysics one studies interactions between stars. The Hubble's law states that the shift in the light received from a galaxy is proportional to the distance from the observer point to the galaxy. thus interacting via electromagnteic interaction} This chapter is purely descriptive. this leads to a Universe that has explosive concentration. Gamow. The element considered depend on the scale chosen to describe the matter. proposed in 1948 a model known as. numerous references to other parts of the books are proposed. atomic nucleus and its electrons will be treated in the rest of the book. the various forms of matter that can be considered using. Origin of matter The problem of the creation of the Universe is an open problem. and clusters of galaxies.Introduction As noted in the introduction to this book. Each field of physics has its favourite N body problem: • • • • • nuclear physics deals with sets of nucleons. Big Bang model{Big Bang model}. the interaction between systems made of N such fundamental elements should be described.

}. In 1992. Penzias and Wilson\footnote{They received the physics Nobel price in 1978} . leptons (as electrons) can no more be created.} It's behaviour is like a black hole. At such temperature. T = 100 MeV to t = 10 s. On the contrary.attention. the COBE satellite (COsmic Background Explorer) recorded the fluctuations in the radiation figure figcobe). which should be at the origin of the galaxy formation as we will see now. (from t = 10 − 6. trying to improve communication between earth and a satellite. not all the atoms and molecules can be created. the only reactive atoms. The Big Bang model states that the history of the Universe obeys to the following chronology\footnote{Time origin corresponds to Universe creation time}: • • • During the first period (from t = 0 to t = 10 − 6 s).}) and photons. The temperature is such that strong interaction can (reaction express itself by assembling hadrons into nuclei. Quarks may exist independantly. and typically the state is compound by: leptons. posterior to t = 10 − 4 s is called "standard" and is rather well trusted. nuclei\footnote{ Note that heavy nuclei are not created during this period. Indeed. photons. The temperature is such that strong interaction can express itself by assembling quarks into hadrons. From t = 10 s. reactionning with nuclei to give atoms (Hydrogen and helium) and molecules\footnote{ As for the nuclei.000 years.000K). universe density is huge (much greater than the nucleons density)\footnote{Describing waht componds Universe at during this period is a challenge to human imagination.}. The hadronic epoch\footnote{Modern particle accelerators reach such energies. T = 100 MeV). neutrons). T = 1eV (or T = 3. cosmology before the hadronic period is much more speculative. as it was believed some years at the beginning of the statement of the Big band model. the hydrogen atom (the helium atom is not chemically reactive) gives only the H2 • . the helium nucleus is very stable and prevents heavier nuclei to appear. density and temperature decrease and Universe enter the photonic epoch (or radiative epoch). Thus indepandant hadrons tend to disappear. Heavier nuclei will be created in the stellar phase by fusion in the kernel of the stars. T = 1GeV (or T = 1013K) to t = 10 − 4 s. leptons (particle that undergo weak interaction like electrons and neutrinos\footnote{Neutrinos are particles without electric charge and with a very small mass so that on the contrary to electrons they don't undergo electrostatic interaction. (from t = 10 − 4 s. T = 1MeV to t = 400. They thus tend to disappear as independant particles. T = 1MeV) hadrons can no more be created. the black hole radiation creates hadrons (particle undergoing strong interaction like proton. but leptons can still be created by photons ). but in 1965 two engineers from AT\&T. Indeed. During this period no quark can be observe independantly. During the leptonic epoch. The cosmology. detected by accident a radiation foreseen by Gamow and his theory: the 3K cosmic background radiation {cosmic background radiation}.

No more fusion occurs since temperature is not sufficient. The main sequence star evolves to a red giant star . The star gradually blows away its outer atmosphere into an expanding shell of gas known as a planetary nebula {planetary nebula}. driving up the core temperature. the core can successively burn carbon. If the mass of the star is greater that 1. particles (atoms and molecules) begin to gather under gravitation to for prostars and stars. neon. etc. Eventually neutron degeneracy prevents the core from ultimate . Universe becomes "transparent" (to photons). Typically the state is compound by: photons. This is a very stable phase. the helium in the core fuses to form carbon in a violent event know as the helium flash {helium flash}.4 the mass of the sun.000 years. but brighter. When the core of massive star becomes depleted of hydrogen. Photons does no more colide with electrons. Main sequence star: gravitational energy leads the hydrogen fusion to be possible. The outer portions of the star expand and cool. Gravitational energy which is released in the contraction begins to heat up the centre of the protostar. until it finally has a core of iron. molecules and electrons. the gravitational collapse is capable of generating sufficient energy that the core can begin to fuse helium nuclei to form carbon. This is now the kingdom of the gravitation. T = 3K). atoms. the precursors to stars.} (H2). The radiative epoch ends by definition when there are no more free electrons. The stellar{star} evolution can be summerized as follows: • • • • • • • • • Protostar : As the primordial gas cloud starts to collapse under gravity. in a fraction of a second. Once the silicon has been used the iron core then collapses violently. and begins to collapse. Further contraction is no more possible since the whole star is supported by electron degeneracy. lasting as little as only a few seconds. Because of (unexplained) fluctuations is the gas density. This is the origin of the cosmic background radiation.51010 years. Then two evolutions are possible: If the mass of the star is less that 1. and increasing the rate at which the remaining hydrogen is consumed.• molecule which is very stable. Light and matter are thus decoupled. local regions begin to form protostars. Universe enters the stellar epoch. {red giant star} The core is now composed mostly of helium nuclei and electrons. It is known as a supergiant {supergiant star}. Let us now summerize the stellar evolution and see how heavier atoms can be created within stars.4 (the Chandrasekhar\footnote{The Indian physicist Subrehmanyan Chandrasekhar received the physics Nobel price in 1983 for his theoretical studies of the structure and evolution of stars. This star progressively cooles and evolves towards a black dwarf star . T = 1eV (or T = 3. In this stage it has expanded to become a red giant. From t = 400.000K) untill today (t = 1. The remnant portion is known as a white dwarf {white dwarf}. The interaction involed here is the electromagnetic interaction (cohesion of electrons and nuclei is purely electromagnetic). Following depletion of the helium.} limit){Chandrasekhar limit} the mass of the sun. the last element which can be formed by fusion without the input of energy.

C60 molecule is compound by 12 pentagons and 20 hexagons. we see then a pulse of light. and the surface rebounds. a pulsar {pulsar}. {atom} Atoms themselves are compound by a set of electrons in interaction with a nucleus. star becomes a black hole {black hole}. . et Smalley succeeded in constructing it on the earth. Properties of molecules can be described by quantum mechanics section secmolecmq). The nucleus is itself a N body problem: it is compound by nucleons. but it should be rigorously described by using the quantum mechanics formalism section secatomemq). It is the smallest spherical structure that can be construct using polygons{fullerene}. they leave behind a core which is so massive (greater than about 3 solar masses) that it cannot be stabilized against gravitational collapse by an known means. Atoms Atoms are elementary bricks of matter. and object so dense that nothing can escape its gravitational pull. As the surface collides with the outer portions of the star an explosion occurs and the star is destroyed in a bright flash. Existence of such a molecule had been predicted by the study of the adsorption spectrum of some distant stars. Neutron stars have been detected because of their strange emission characteristics. which gives the neutron star its other name. et Smalley. ot even light. not even neutron degeneracy. Polymers ) are another example of large molecules. From the Earth. Figure figc60fig represents fullerene molecule C60 at the origin of chemistry Nobel price 1996 of Profs Curl. until neutron degeneracy stablilises it against further collapse. The knowledge of the geometry of a molecule is sometimes enough to understand its properties. Curl. blowing out as fast as it collpased down. When stars of very large mass explode in a supernova. The core collapses further. This system can be described by a planetary model fig figatome). themselves compound by quarks Molecules A molecule is an arrangement of some atoms {molecule}(from two to some hundreds). Such a core is detined to collapse indefinitely until it forms a black hole. pressing the protons and electrons together to form neutrons.• • collapse. Let us now start the listing of matter forms observed at a super nuclear scale (sacle larger than the nuclear scale). star becomes a neutron star {neutron star}. The material blown out from the star is dispersed into space as a nebula. If the mass of the star is greater than 3 sun's mass. Kroto. The remnants of the core becomes If the mass of the star is less than 3 sun's mass. Kroto.

English mathematician Penrose {Penrose paving}discovered non periodical paving of the plane by lozenges of two types. Van der Walls model allows to model the {\bf liquid vapor phase transition} section secvanderwaals). Obtained structures are amazingly complex and it is impossible to encounter some periodicity in the paving. Penrose2 Penrose paving: same figure as previous one. Plasma state represents a large part of the "visible" matter (more than 99% of the Universe) Other matter arrangements Quasi crystals Quasi crystals discovered by Israeli physicist Shechtman in 1982 correspond to a non periodical filling of a volume by atoms or molecules. also. Pentagon is a forbidden form in crystallography: a volume can not be filled with elementary bricks of fifth order symmetry repartited periodically. and in a fluid description of the system chapter chapapproxconti). the nature of the particle can change after collisions. gas transforms into liquid. Gas particles are characterized by a large kinetic energy with respect to the typical interaction energy between molecules. Plasmas A plasma{plasma} is a gas of ionized particle. non periodical paving of the plane can be constructed. . Penrose Penrose paving: from two types of lozenges. the electromagnetic interaction plays here a fundamental role. Indeed.Gas and liquids Gas{gas} and liquids correspond to a random repartition of elementary bricks (atoms of molecules). fluid equations will be coupled to the equations of the electromagnetic field (Maxwell equations). When kinetic energy becomes of the same order than typical interaction energy between molecules. Description of plasmas is generally much more involved than description of classical gases (or fluids). but with only two gray levels to distinguish between the two types of lozenges. In general. This problem has a two dimensional twin problem: a surface can not be covered only by pentagons.

The fluid character comes from the ability of layers to slide over their neighbours. File:Nematique Nematic material is similar to a fish ban: molecules have a privileged orientation and located at random points. . This direction varies from one layer to another. Such molecules are called amphiphile{amphiphile molecule}. Smectic {smectic} phase is more ordered : molecules are arranged in layers figure figsmectiqueA). also called mesomorphic phases{mesomorphic phase}. To describe deformations of smectics. Molecules turn their head to water and their tail to the inside of the structure. molecules are arranged in layers. a torsion of nematic structure appears: phase is then called cholesteric {cholesteric}. molecule are oriented along a privileged direction.Liquid crystals Liquid crystals . There exists thus a privileged direction. In the nematic {nematic} phase . each state is characterised by set of functions ui(x. Consider a molecule that has two parts: a polar head which is soluble in water and an hydrophobe tail. Examples are emulsions {emulsion} and aerosols. molecular axes stays parallel. Each molecule can move with respect to its neighbours. In each layer. Cholesteric In a cholesteric phase. Colloids Colloids {colloid} are materials finely divided and dispersed.} When molecules of a liquid crystal are not superposable to their image in a mirror. are states intermediary between the cristaline perfect order and the liquid disorder. SmectiqueA Smectic A To describe deformations of nematics. Energical properties of nematic materials are presented at section secenernema. Molecules that compound liquid crystals{liquid crystal} have cigar--like shape. Once in water. so that a helicoidal structure is formed. Among the family of liquid crystals. several classes can be distinguished. they gather into small structures called micelles{micelle} figure fighuileeau). but in a fish ban way. They arrange themselves in space in order to form a "fluid" state more or less ordered. a field of vector is used.y) that describes the surface of the ith layer.

. Glass Glass state is characterized by a random distribution of molecules. Study of this critical point allows to exhibit some universal properties encountered in similar systems. Percol Example of percolation : black balls are conducting and white balls are insulating. Tensioactive substances allow to disolve micelles (application to soaps). A good example of spin glass is given by the alloy coper manganese. Under pressure forces. two spins tend to orient them selves in same or in opposite direction. Foams are similar arrangements . interactions between neighbour spins are at random ferromagnetic type or anti ferromagnetic type.} Phase transition between liquid state and glassy state is done progressively. and it may be that life{life (origin of)}{origin of life} appeared by the mean of micelles. due to the random distance between spin sites. those small balls are deformed and stick to each other. Micelles can be encountered in mayonnaise . Spin glasses are disordered magnetic materials. However position of atoms are random. Glass Glass is characterized by a great rigidity as crystals. There exists a critical proportion pc for which no more current can pass. Glass {glass} is solid. Huileeau Amphiphile molecules (as oil molecules) that contains a hydrophile head and an hydrophobe tail organize themselves into small structures called micelles. Current running trough the circuit is measured as a function of proportion p of white balls. noted CuMn where manganese atoms carrying magnetic moments are dispersed at random in a coper matrix. that implies that movements of different constituents are small. Spinglass In a spin glass. depending on distance between them. Following question arises: are remaining interstices sufficiently numerous to allow a liquid to pour trough interstices ? This pouring phenomena is a particular case of percolation phenomenon{percolation}. Another example is given by the vandalized grid where connections of a conducting wire is destroyed with probability p. check .Remark: Cells of live world are very close to micelles. For a mathematical introduction to soap films and minimal surfaces. A material close to glass can be made by compressing small balls together.

orange piles Physics of granular systems is of high interest and is now the subject of many researches. The formation of the sand pile down of the hole is done by internal convection and avalanche {avalanche} at the surface of the pile. gravitation). weak interaction. gravitational and/or electromagnetic interactions are relevant for the description of system of super nuclear scales that are our interest in the rest of the book. . electromagnetic interaction. in general. among the four fundamental interactions (strong interaction. exhibit properties of both liquids and solids. In the next two chapters. we will present the description of gravitational and electromagnetic interactions. The simplest example of frustrated system is given by a system constituted by three spins labelled 1. Sand piles. We have noticed that. The sand in a hour-glass doesn't pour like liquids: the speed of pouring doesn't depend on the high of sand above the hole.The resulting system is called "frustrated": there does not exist a configuration for which all interaction energies are minimal. as a sand pile. Some properties of spin glasses are presented at section secverredespi. Abstract N body problem is the fundamental problem of the modern description of Nature. 2 and 3 are pointing in the same direction and 1 and 3 are pointing in opposite direction. Those systems. In this chapter we have shown through various examples the variety of matter arrangement one can encounter in Nature.2 and 3 where interactions obey the following rule: energy decreases if 1 and 2 are pointing in the same direction.

In classical mechanics the time interval separing two events is independant of the movement of the reference frame.t) of space and time. that represents the probability density to encounter a particle at position r with momentum p. special relativity was proposed to describe the invariance of the light speed. Quantum. Time does not depend on the reference frame used to evaluate position and momentum.\footnote{ In quantum mechanics. we study the consequences on the physical laws of transformation invariance. More precisely. Classical mechanics laws (in particular Newton's law of motion) have the same in every frame in uniform translation with respect to each other.t) | 2dr can be interpreted as the probability to have at time t a particle in volume dr. The Newton's law of motion is invariant under Galileean transformations. time depends on the considered reference frame. Space geometrization Classical mechanics Classical mechanics is based on two fundamental principles: the {\bf Galileo relativity} principle {Galileo relativity} and the fundamental principle of dynamics. Distance between two points of a rigid body is independant of the movement of the reference frame. In special and general relativity. kinetic. Let us state Galileo relativity principle: Principle: Galileo relativity principle. Such frames are called Galilean frames or inertial frames.}. Continuous description of matter refers to several functions of position and time to describe the state of the physical system considered. In classical mechanics.t) called "repartition" function. a material point of mass m is referenced by its position r and its momentum p at each time t. physical space considered is a functional space. The reading of the appendices chaptens and chapgroupes is thus recommended for those who are not familiar with tensorial calculus and group theory.Introduction In this chapter we focus on the ideas of symmetry and transformations. Quantity | φ(r.p. Wave function notion can be generalized to systems more complex than those constituted by one particle. Historicaly. The group of transformations that leaves the new form of the dynamics equations is the Lorentz group. . and continuous description of matter will be presented later in the book. and the state of a system is represented by a "wave" function φ(r. This yields to modify classical notions of position and momentum. A kinetic description of system constituted by an large number of particles consists in representing the state of considered system by a function f(r.

is based on the following postulate: Postulate: All the laws of Universe ({\it i.Remark: Classical mechanics laws are invariant by transformations belonging to Galileo transformation group. Let us consider two Galilean reference frames characterized by coordinates: (x. modifies deeply space--time structure. {space--time} It yields to precise the metrics{metrics} appendix chaptens for an introduction to the notion of metrics) adopted in special relativity. e. So Einstein postulates: Postulate: The light speed in vacuum c is the same in every Galilean reference frame. This speed is an upper bound. but as guessed by Einstein Maxwell laws obey to the special relativity postulates section seceqmaxcov. The existence of a universal speed.t) and coordinate system coincide. as he was 26 years old. the experiment of Michelson and Morley attempting to measure this dependance fails. Because Einstein believes in the Maxwell equations (and because the Michelson Morley experiment fails) c has to be a constant. A Galileo transformation of coordinates can be written: Following Gallilean relativity.}. In 1881. Assume that at both that is to say: c2t2 − x2 = 0 and . the light speed should depend on the Galilean reference frame considered. Relativistic mechanics (Special relativity) Relativistic mechanics in the special case introduced by Einstein. Then: . the light speed. We will see how the physical laws have to be modified to obey to those postulates later on\footnote{The fundamental laws of dyanmics is deeply modified section secdynasperel section secdynasperel). }laws of mechanics and electromagnetism) are the same in all Galilean reference frames.

y.y. • Or coordinates of four-vector position are taken equal to R = (x. a "position vector" have to be defined. and two formalisms are possible to define it:{four--vector}.ict) and space is equipped by pseudo scalar product defined by matrix: Then: . • Either coordinates of four-vector position are taken equal to R = (x. the metrics.z.z. From. The most natural metrics that should equip space-time is thus: ds2 = dx2 + dy2 + dz2 − c2dt2 It is postulated that this metrics should be invariant by Galilean change of coordinates.ct) and space is equipped by pseudo scalar product defined by matrix: Then: (R | R) = RtDR where Rt represents the transposed of four-vector position R. We look for transformations such that:{Lorentz transformation} ds2 = dx2 + dy2 + dz2 − c2dt2 is invariant.Quantity c2t2 − x2 is thus an invariant. Let us now look for the representation of a transformation of space--time that keeps unchanged this metrics. Postulate: Metrics ds2 = dx2 + dy2 + dz2 − c2dt2 is invariant by change of Galilean reference frame. It is called fourvector position.

} the matrices). {Lorentz group} In the second formalism. this same condition implies: . The inverse Remark: Equation cond implies a condition for the determinant: 1 = det(M + DM) = (det(M))2 Matrices M of determinant 1 form a group called Lorentz group. Once the formalism is chosen. Here we will just exhibit such matrices.(R | R) = RtR where Rt represents the transposed four-vector position R. the representation of transformations ({\it i. In first formalism. e. that leaves the pseudo-norm invariant can be investigated ).. condition that pseudo-product scalar is invariant implies that: (MR | MR) = (R | R) thus D = M + DM Following matrix suits: where of M: (v is the speed of the reference frame) and .

If mobile travels at velocity v in reference frame R2. scalar product defined by: is preserved by the action of M. Then. then events A and B that are referenced in R1 travelling the mobile by: and are referenced in R2 by: .Id = M + M Following matrix suits: and its inverse is: Remark: A unitary matrix section secautresrep) is a matrix such that: M + M = 1 = MM + where M + is the adjoint matrix of M. Eigen time Four-scalar (or Lorentz invariant) dτ allows to define other four-vectors (as four-vector velocity): Definition: Eigen time of a mobile is time marked by a clock travelling with this mobile. that is the conjugated transposed matrix of M.

one gets the relation verified by τ:: so Velocity four-vector Velocity four-vector is defined by: where is the classical speed.So.x3.ct) • four-vector wave: • four-vector nabla: General relativity There exists two ways to tackle laws of Nature discovery problem: .x2. Other four-vectors Here are some other four-vectors (expressed using first formalism): • four-vector position : X = (x1.

Here are the fundamental postulates of general relativity: Postulate: Generalized relativity principle: All the laws of Nature are covariant{covariance} relatively to any continuous transformation of coordinates system. Postulate: Space curvature is due to matter: Curvature = Matter or. There exist another method less "anthropocentric" whose advantages had been underlined at century 17 by philosophers like Descartes. Postulate: Divergence of tensor Sij is zero. A good example of phenomenological theory is quantum mechanics theory. First method can be called { "phenomenological"}. is a function of the gij's that doesn't contain any partial derivatives of order greater than two and that is linear with respect to second order partial derivatives. It consists in starting from principles that are believed to be true and to look for laws that obey to those principles.1. This method consists in starting from known facts (from experiments) to infer laws. 1. This tensor 1. It is the method called {\it a priori}. is a second order tensor and is noted Sij 3. using tensors: Sij = Tij . Observable notion is then a fundamental notion. It has been used by Einstein to propose his relativity theory. is expressed in a four dimension Riemannian space whose metrics is defined by a tensor gij 2. \footnote{Special relativity states only covariance with respect to Lorentz transformations ([#References Postulate: Maximum logical simplicity principle for laws formulation: All geometrical properties of space--time can be described by the means of a differential tensor S.

and its velocity v.Einstein believes strongly in those postulates. where the action S is defined by . there is great difference between Sij curvature tensor and matter tensor. the Ricci curvature tensor. This principle can be taken as the basis of material point classical mechanics. From this postulates. Matter tensor is not deduced from symmetries implied by postulates as tensor Sij is. Dynamics Fundamental principle of classical mechanics Let us state fundamental principle of classical dynamics for material point\footnote{Formulation adapted to continuous matter will be presented later in the book. where L is the Lagrangian of the particle: . the scalar curvature are defined from gij tensor\footnote{ Reader is invited to refer to specialized books for the expression of Rij and R.{momentum} Principle: Dynamics fundamental principle or (Newton's equation of motion) {Newton's equation of motion} states that the time derivative of momentum is equal to the sum of all external forces{force}: Least action principle Principle: Least action principle: {least action principle} Function x(t) describing the trajectory of a particle in a potential U(x) in a potential U(x) yields the action stationary. A material point is classically described by its mass m. It undergoes external actions modelized by forces Fext. On another hand. Einstein equation can be obtained: One can show that any tensor Sij that verifies those postulates: where a and λ are two constants and Rij. Anyway. its position r. Constant λ is called cosmological constant. Please refer to for indications about how to model matter tensor.}. he believes that modelization of gravitational field have to be improved. and R. Einstein opposes those two terms saying that curvature term is smooth as gold and matter term is rough as wood. But it can also be seen as a consequence of fundamental dynamics principle presented previously .} Einstein equation corresponds to a = 1. Momentum mv of the particle is noted p.

Description by energies Laws of motion does not tell anything about how to model forces. weight P = mg. E is the electric field.Let us multiply by y(t) and integrate over time: Using Green theorem (integration by parts): is a bilinear form. . Here are two examples of forces expressions: 1. The force modelization is often physicist's job. 2. Defining Lagrangian L by: previous equation can be written meaning that action S is stationary. electromagnetic force . g is a vector describing gravitational field around the material point of mass m considered. B the magnetic field and v the particle's velocity. where q is particle's charge.

This is the case for weight. the duality between forces and energy is presented in the case of electromagnetic interaction. However. }.t) is called hamiltonian of the system.p. The equations that govern its dynamics are the Hamilton equations: where function H(q. for other interactions like elastic forces. Elementary work of a force f for an elementary displacement is: δW = f. freedom given to physicist is much greater.dr = − P.dt Note that potential energy can be defined only if force field f have conservative circulation\footnote{That means: ∫ f. friction. A system that undergoes only conservative forces is hamiltonian. At chapters chapapproxconti and chapenermilcon.v Potential energy gained by the particle during time dt that it needs to move of dr is: dE = − f.dr = 0 C for every loop C.dr Instantaneous power emitted by a force f to a material point of velocity v is: P = f. or equivalently that rot f = 0. the hamiltonian is: . for electric force but not for friction. At chapter chapelectromag.This two last forces expressions directly come from physical postulates. For a particle with a potential energy Ep. Let us recall here some definitions associated to the description of interactions by forces. An efficient method to modelize such complex interactions is to use the energy (or power) concept. the concept of energy is developed for the description of continuous media.

Einstein associates an energy to a mass since at rest: E = mc2 This is the matter--energy equivalence . {matter--energy equivalence} Fundamental dynamics principle is thus written in the special relativity formalism: where fµ is force four-vector. Let us impose a linear dependence between the impulsion four-vector and velocity four-vector. u is the classical speed of the particle .where p is particle's momentum and q its position. Classical dynamics laws have to be modified to take into into account this fact and maintain their invariance under Lorentz transformations as required by relativity postulates. Dynamics in special relativity It has been seen that Lorentz transformations acts on time. Price to pay is a modification of momentum and energy notions.icmγ) where m is the rest mass of the particle. every system whose dynamics can be described by equations eqhampa1 and eqhampa2 is called hamiltonian {hamiltonian system} even if H is not of the form given by equation eqformhami. with . Let us call ``relativistic momentum quantity: p = mγu and "relativistic energy" quantity: E = mγc2 Four-vector P can thus be written: . By extension. P = mU = (mγu. . Thus.

u − L so: E = γmc2 Dynamics in general relativity The most natural way to introduce the dynamics of a free particle in general relativity is to use the least action principle. u and x are the classical speed and position of the particle. E = p. (with . Let us define the action S by: . Action should be written: where L is invariant by Lorentz transformations. Momentum is then: Energy is obtained by a Legendre transformation. and ) is the differential of the eigen where time and is thus invariant under any Lorentz transformation. Only the case of a free particle is considered. The simplest solution consists in stating: L = γk where k is a constant. Lorentz force four-vector is defined by: where is the electromagnetic tensor field section seceqmaxcov) Least action principle in special relativity Let us present how the fundamental dynamics can be retrieved from a least action principle.Example: Let us give an example of force four-vector. Indeed Ldt becomes here: Ldt = kdτ . Let us postulate that k = − mc2.

Consider the fundamental relation eqcovdiff that defines (covariant) differentials. Figure figgeo represents the geodesic between two point A and B on a curved space constituted by a sphere. In this case the geodesic is the arc binding A and B. Equation eqdynarelatge is an evolution equation for a free particle. Note that here. It is the equation of a geodesic. So the equation for the "free" particle above describes the evolution of a particle undergoing the gravitational interaction. It yields to: where . that is\footnote{The actual proof that action S is minimal implies that DUi = 0 is given in }: Dui = 0. gravitational interaction is contained in the metrics. General relativity explain have larges masses can deviate light rays figure figlightrayd) Exercises .where ds is the elementary distance in the Rieman space--time space. or This yields to where is tensor depending on system's metrics for more details). A deplacement can be represented by dxi = uidλ where ui represents the tangent to the trajectory (the velocity). The shortest path corresponds to a movement of the particle such the the tangent is transported parallel to itself. S is obviously covariant under any frame transformation (because ds does).

Give the movement law for a rocket with speed zero at time t = 0. Using wave four-vector (k. What about sound waves? Exercice: For a cylindrical coordinates system.ω / c) give the relation between frequencies measured by an experimentator moving with S and another experimentater attached to R.Exercice: Show that a rocket of mass m that ejects at speed u (with respect to itself) a part of its mass dm by time unit dt moves in the sense opposed to u. located in a earth gravitational field considered as constant. Consider a light source S moving at constant speed with respect to reference frame R. metrics gij of the space is: ds2 = dr2 + r2dθ2 + dz2 Calculate the Christoffel symbols defined by: Exercice: Consider a unit mass in a three dimensional reference frame whose metrics is: ds2 = gijdqidqj Show that the kinetic energy of the system is: Show that the fundamental equation of dynamics is written here (forces are assumed to derive from a potential V) : . Exercice: Doppler effect.

B field called magnetic field. This system of equations has to be completed by additional relations called constitutive relations that bind D to E and H to B. equations that govern dynamics of a particle in a filed of forces where presented. Duality between representation by forces and by powers of electromagnetic interaction is also shown. see exercise exoplasmapert and reference ). The last way is to tackle directly the coupled equations system (this is the usual way to treat plasma problems. In this chapter we introduce electromagnetic forces. D field and H field. Electromagnetic interaction is described by the mean of electromagnetic field. A first way to solve this problem is to study the static case. Those fields are solution of Maxwell equations. we have typically coupled dynamics--field equations problem: fields act on charged particles and charge particles act on fields. In vacuum.Introduction At previous chapter. This chapter presents Maxwell equations as well as their applications to optics. Electromagnetic field Equations for the fields: Maxwell equations Electromagnetic interaction is described by the means of Electromagnetic fields: E field called electric field. those relations are: D = ε0 E . But as Maxwell equations take into account positions of sources (charges and currents). A second way is to assume that particles able to move have a negligible effect on the electromagnetic field distribution (assumed to be created by some "big" static sources). which is solution of socalled Maxwell equations. {Maxwell equations} div D = ρ div B = 0 where ρ is the charge density and j is the current density.

Remark: In harmonical regime\footnote{ That means that fields satisfy following relations: } and when there are no sources and when constitutive relations are: • for D field D(r.t) field at time t depends on values of E at preceding times) and: • for B field: Maxwell equations imply Helmholtz equation: Proof of this is the subject of exercise exoeqhelmoltz.In continuous material media.t) where * represents temporal convolution{convolution} (value of D(r. . energetic hypotheses should be done chapter parenergint) . Fermat principle can be deduced from ikonal equation {\it via} equation of light ray section secFermat). Ikonal equation: grad 2L = n2 where L is the optical path and n the optical index is obtained from the Helmholtz equation using WKB method section secWKB). Diffraction's Huyghens principle can be deduced from Helmholtz equation by using integral methods section secHuyghens).t) = ε(r.t) * E(r. Remark: Equations of optics are a limit case of Maxwell equations.

in the same way. Current density j is also modelized by distributions: • • the monopole doesn't exist! There is no equivalent of the point charge. a quadripole of quadripolar tensor{tensor} Qi. In particular ρ can be Dirac distribution. solution for any other source can be written as a simple integral (or as a simple convolution for translation invariant problem).Conservation of charge Local equation traducing conservation of electrical charge is: Modelization of charge Charge density in Maxwell-Gauss equation in vacuum has to be taken in the sense of distributions.j is modelized by distribution . the magnetic dipole is rot Aiδ(r) Electrostatic potential Electrostatic potential is solution of Maxwell-Gauss equation: This equations can be solved by integral methods exposed at section chapmethint: once the Green solution of the problem is found (or the elementary solution for a translation invariant problem). momenta of higher order can be defined. and E can be discontinuous the appendix chapdistr about distributions). Electrical potential Ve(r) created by a unity point charge in infinite space is the elementary solution of Maxwell-Gauss equation: . that is to say that E and ρ are distributions. a dipole{dipole} of dipolar momentum Pi is modelized by distribution div (Piδ(r)). By definition: • • • • a point charge q located at r = 0 is modelized by the distribution qδ(r) where δ(r) is the Dirac distribution.

Let us give an example of application of integral method of section chapmethint: Example: {\tt Potential created by an electric dipole}, in infinite space:

As potential is zero at infinity, using Green's formula:

From properties of δ distribution, it yields:

**Covariant form of Maxwell equations
**

At previous chapter, we have seen that light speed c invariance is the basis of special relativity. Maxwell equations should have a obviously invariant form. Let us introduce this form.

**Current density four-vector
**

Charge conservation equation (continuity equation) is:

Let us introduce the current density four-vector: J = (j,icρ) Continuity equation can now be written as:

which is covariant.

**Potential four-vector
**

Lorentz gauge condition:{Lorentz gauge}

suggests that potential four-vector is:

Maxwell potential equations can thus written in the following covariant form:

**Electromagnetic field tensor
**

Special relativity provides the most elegant formalism to present electromagnetism: Maxwell potential equations can be written in a compact covariant form, but also, this is the object of this section, it gives new insights about nature of electromagnetic field. Let us show that E field and B field are only two aspects of a same physical being, the electromagnetic field tensor. For that, consider the equations expressing the potentials form the fields:

and

Let us introduce the anti-symetrical tensor {tensor (electromagnetic field)} of second order F defined by:

Thus:

Maxwell equations can be written as:

This equation is obviously covariant. E and B field are just components of a same physical being\footnote{Electromagnetic interaction is an example of unification of interactions: before Maxwell equations, electric and magnetic interactions were distinguished. Now, only one interaction, the electromagnetic interaction is considered. A unified theory unifies weak and electromagnetic interaction: the electroweak interaction . The strong interaction (and the quantum chromodynamics) can be joined to the electroweak interaction {\it via} the standard model. One expects to describe one day all the interactions (the gravitational interaction included) in the frame of the great unification {unification}. }: the electromagnetic tensor. Expressing fields in various frames is now obvious using Lorentz transformation. For instance, it is clear why a point charge that has a uniform translation movement in a reference frame R1 produces in this same reference frame a B field.

**Optics, particular case of electromagnetism
**

Ikonal equation, transport equation

WKB (Wentzel-Kramers-Brillouin) method{WKB method} is used to show how electromagnetism (Helmholtz equation) implies geometric and physical optical. Let us consider Helmholtz equation: ∆E + k2(x)E = 0 If k(x) is a constant k0 then solution of eqhelmwkb is:

General solution of equation eqhelmwkb as:

This is variation of constants method. Let us write Helmholtz equation{Helmholtz equation} using n(x) the optical index.{optical index}

with n = v0 / v. Let us develop E using the following expansion )

where

is the small variable of the expansion (it corresponds to small wave lengths). yields to {\it ikonal equation

Equalling terms in

}{ikonal equation}

that can also be written: grad 2S0 = n2. It is said that we have used the "geometrical approximation"\footnote{ Fermat principle can be shown from ikonal equation. Fermat principle is in fact just the variational form of ikonal equation. } . If expansion is limited at this first order, it is not an asymptotic development ) ofE. Precision is not enough high in the exponential: If S1 is neglected, phase of the wave is neglected. For terms in k0:

This equation is called transport equation.{transport equation} We have done the physical "optics approximation". We have now an asymptotic expansion of E.

**Geometrical optics, Fermat principle
**

Geometrical optics laws can be expressed in a variational form {Fermat principle} {\it via} Fermat principle ): Principle: Fermat principle: trajectory followed by an optical ray minimizes the path integral:

where n(r) is the optical index{optical index} of the considered media.{optical path } Fermat principle allows to derive the light ray equation {light ray equation} as a consequence of Maxwell equations: Theorem: Light ray trajectory equation is: Proof: Let us parametrize optical path by some t variable: Setting: yields: Optical path L can thus be written: Let us calculate variations of L: Integrating by parts the second term: Now we have:\footnote{ Indeed . Functional L is called optical path.

Consider the space shared into two parts by a surface S. Let I be a point of S. and it yields: . As u1 is unitary . Let us introduce optical path\footnote{Inside each medium 1 and 2. Fermat principle application shows that light propagates as a line}. Remark: Snell-Descartes laws{Snell--Descartes law} can be deduced from Fermat principle. File:Fermat Snell-Descartes laws can be deduced from fermat principle. part above S has index n1 and part under S has index n2. where and are unit vectors figure figfermat). dL = 0. Consider A1 a point of medium 1 and A2 a point of medium 2.and } and so: This is the light ray equation. From Fermat principle.

{ikonal equation} Theorem: Ikonal equation is equivalent to light ray equation: Proof: Let us differentiate ikonal equation with respect to s ([#References Fermat principle is so a consequence of Maxwell equations. This is Snell-Descartes equation. Complementar of Σ in S1 is noted Σc figure figecran). Another equation of geometrical optics is ikonal equation. File:Ecran Names of the various surfaces for the considered diffraction problem. The value of U on the right hand side of Sc is assumed to be zero. Let us state the diffraction problem (Rayleigh Sommerfeld diffraction problem): Problem: Given a function Ufree.This last equality is verified by each belonging to the surface: where is tangent vector of surface. Physical optics. Diffraction Problem position Consider a screen S1 with a hole{diffraction} Σ inside it. find a function U such that: . The Electromagnetic signal that falls on Σ is assumed not to be perturbed by the screen Sc: value of each component U of the electromagnetic field is the value Ufree of U without any screen.

volume integral can be transformed to a surface integral: . Thus: U(M) = ∫ u(M')δ (M')dM' = ∫ u(M')(∆ + k )G (M')dM' M 2 M Ω Now using the fact that in Ω. Green solution for our screen problem is obtained using images method{images method} section secimage).(∆ + k2)U = 0 in Ω U = Ufree on Σ U = 0 on Σc Elementary solution of Helmholtz operator ∆ + k2 in R3 is where r = | MM' | . It is solution of following problem: Problem: Find u such that: (∆ + k2)U = δM in Ω This solution is: with rs = | MsM' | where Ms is the symmetrical of M with respect to the screen. 2 M M M Ω Ω Applying Green's theorem. ∆U = − k2U: Ω ∫ U(M')(∆ + k )G (M')dM' = ∫ (U(M')∆G (M') − G (M')∆U(M'))dM'.

Integral over S = S1 + S2 is reduced to an integral over S1 if the {\it Sommerfeld radiation condition} {Sommerfeld radiation condition} is verified: Sommerfeld radiation condition Consider the particular case where surface S2 is the portion of sphere centred en P with radius R. then I is zero. Let us look for a condition for the integral I defined by: tends to zero when R tends to infinity. Remark: If U is a superposition of spherical waves. If.where n is directed outwards surface . this condition is verified\footnote{ Indeed if U is: then tends to zero when R tends to infinity. in all directions. We have: thus where ω is the solid angle. . }. condition: is satisfied.

it yields\footnote{Introducing the wave lenght λ defined by: }: This is the Huyghens principle : Principle: • Light propagates from close to close.r'01) = − cos(n. M' belonging to Σ and Ms being the symmetrical point of the point M where field U is evaluated with respect to the screen.r01) One can evaluate: For r01 large. Thus: r01 = r'01 and cos(n. {Huyghens principle} We thus have: Now: where r01 = MM' and r'01 = MsM'. Each surface element reached by it behaves like a secondary source that emits spherical wavelet with amplitude proportional to the element surface. . G is zero on S1.Huyghens principle From equation eqgreendif.

{Lorentz force} is the This result can be generalized to continuous media using Poynting vector. RM = OM. Then amplitude Fourier transform{Fourier transform} of light on S1 is observed at M. Electromagnetic interaction Electromagnetic forces Postulates of electromagnetism have to be completed by another postulate that deals with interactions: Postulate: In the case of a charged particle of charge q. Rm = OM'. Fraunhoffer approximation {Fraunhoffer approximation} consists in approximating: by where R = OM. Let O a point on S1.{Poynting vector} ==Electromagnetic energy.• Complex amplitude of light vibration in one point is the sum of complex amplitudes produced by all secondary sources. Electromagnetic force applied to this particle is: where qE is the electrical force (or Coulomb force) {Coulomb force} and Lorentz force. Poynting vector== Previous postulate using forces can be replaced by a "dual" postulate that uses energies: Postulate: . It is said that vibrations interfere to create the vibration at considered point.

Using Green's theorem. Consider a point charge q in a field E. Let us move this charge of dr. In fact we will show now that they basically say the same thing (even if Poynting vector form can be seen a bit more general). Theorem: Internal energy variation is: δU = − fδr where f is the electrical force applied to the charge. can be written as: which yields. using Maxwell equations to: Two last postulates are closely related. oriented by a entering normal is equal to the Electromagnetic power given to this volume. E field has conservative circulation ( rot E = 0) so it derives from a potential. The vector is called Poynting vector. \medskip Let us write energy conservation equation: . Proof: In the static case. Previous postulated states that to this displacement corresponds a variation of internal energy: where dD is the variation of D induced by the charge displacement.Consider a volume V. It is postulated that flux of vector P trough surface S delimiting volume V.

We thus have dρ(r) = q(δ(r + δr) − δ(r)).Flow associated to divergence of VδD is zero in all the space. So: Let us move charge of δr. So: .t) * E(r. indeed D decreases as 1 / r2 and V as 1 / r and surface increases as r2. Moreover. Charge distribution goes from qδ(r) to qδ(r + dr) where δ(r) is Dirac distribution.t) where * represents temporal convolution{convolution} (value of D(r. we prooved that: f = − grad (qV) = qE Exercises Exercice: Assume constitutive relations to be: D(r.t) = ε(r.t) field at time t S depends on values of E at preceeding times) and Show that in harmonical regime ( field verifies Helmholtz equation : ) and without any charges . thus δU = qV(r + δr) − qV(r) δU = grad (qV)δr Variation is finally δU = − fdr.

Give the expression of k2. Exercice: Proove charge conservation equation eqconsdelacharge from Maxwell equations. Exercice: Give the expression of electrical potential created by quadripole Qij. Exercice: Show from the expression of magnetic energy that force acting on a point charge q with velocity v is: .

even if he played an important role in the construct of quantum mechanics. . It is the space of complex functions of squared summable (relatively to Lebesgue measure) equipped by scalar product: This space is called space of orbital states. quantum mechanics is the theory used to describe phenomena that occur at very small scale\footnote{ The way that quantum mechanics has been obtained is very different from the way other theories. Applications of quantum mechanics will be seen at chapter chapproncorps. have been obtained. The space have to be precised for each physical system considered. This will not presented in this book. was unsatisfied by this theory. Quantum physics relies on a sequence of postulates that we present now. The goal of this chapter is to present the mathematical formalism of quantum mechanics. A element ψ(x) of |\psi></math> using Dirac notations. Postulates State space The first postulate deal with the description of the state of a system. His famous "God doesn't play dices" summerizes his point of view. Electromagnetic interaction can be described using quantum dynamics: this is the object of quantum electrodynamics (QED). for instance .(atomic or subatomic). relativity for instance. Gravitational interaction is difficult to describe with the quantum mechanics tools. Relativity therory is based on geometric and invariance principles. the adopted state space is L2(R3). The reader is invited to refer to for physical justifications.{state space} Quantum mechanics substitutes thus to the classical notion of position and speed a function ψ(x) of squared summable. Quantum mechanics is based on observation (operators are called observables). so the reader should refer to specialized books. Example: For a system with one particle with spin zero in a non relativistic framework. Einstein. Postulate: (Description of the state of a system) To each physical system corresponds a complex Hilbert space with enumerable basis.Introduction In the current state of scientific knowledge.

symmetrical or anti-symetrical vectors should be chosen as state vectors. state space is the subspace of made by symmetrical vectors.{fermions} Example: For a system constituted by N distinct particles. state space is the tensorial product of Hilbert spaces hi ( particle i. the state space is a subspace of where hi is the state space associated to particle i. . Coefficients ks and ka allow to normalize wave functions.Example: For a system constituted by a particle with non zero spin {spin}s. Let of this subspace. state space is the tensorial product where n = 2s + 1. Sum is extended to all permutations π of . ) where hi is the state space associated to Example: For a system constituted by N identical particles. A vector is called symmetrical if it can be A vector is called anti-symetrical if it can be written: where is the signature {signature} (or parity) of the permutation π. pπ being the number of transpositions whose permutation π is product. More precisely: • For bosons. Particles with entire spin are called bosons. Let Pπ be the operator permutation {permutation} from defined by: into where π is a permutation of written: . in a non relativistic framework. Depending on the particle.{bosons} Particles with semi-entire spin are called fermions. It can be written: be a function where .

made by anti-symetrical To present the next quantum mechanics postulates. Postulate: (Possible results) The result of a measurement of a physical quantity only one of the eigenvalues of the associated observable A. if .• For fermions. > represents the scalar product in is: . Schr\"odinger representation Here is the statement of the four next postulate of quantum mechanics in Schr\"odinger representation. Remark: State a time t can be expressed as a function of state a time 0: .{Schr\"odinger representation} Postulate: (Description of physical quantities) Each measurable physical quantity Aactingin\mathcal H</math>. | .} equation: where H(t) is the observable associated to the system's energy. "representations" have to be defined. He received the Nobel price in 1933 with Paul Dirac for their work in atomic physics. This operator is an observable. probability to obtain the value ai when doing a measurement P(ai) = < ψ | vi > < vi | ψ > Postulate: (Evolution) The evolution of a state vector ψ(t) obeys the Schr\"odinger\footnote{The Autria physicist Schr\"odinger first proposed this equation in 1926 as he was working in Zurich. state space is the subspace of vectors. can be Postulate: (Spectral decomposition principle) When a physical quantity is measured in a system which is in state normed . the average value of measurement is < A > : < A > = < ψ | Aψ > where < . In particular.

solution of evolution equation is not : Other representations Other representations can be obtained by unitary transformations. if . Proof: Indeed.Operator U is called evolution operator.{evolution operator} It can be shown that U is unitary.{unitary operator} Remark: When operator H doesn't depend on time. Definition: By definition Property: If A is hermitic. Proof: Indeed: T + T = e − iAe + iA = 1 TT + = eiAe − iA = 1 Property: Unitary transformations conserve the scalar product. evolution equation can be easily integrated and it yields: with When H depends on time. then operator T = eiA is unitary.

even if AS does not. Postulate: (Possible results) Value of a physical quantity at time t can only be one of the points of the spectrum of the associated self adjoint operator A(t). the average value of measurements is < AH > : . This allows us to adapt the postulate to Heisenberg representation: Postulate: (Description of physical quantities) To each physical quantity and corresponding state space adjoint operators AH(t) in can be associated a function values. then the relation between AS and AH is: AH(t) = U + ASU Operator AH depends on time. with self in Schr\"odinger Note that if AS is the operator associated to a physical quantity representation. state in Heisenberg representation is characterized by a wave function independent on t and equal to the corresponding state in Schr\"odinger representation for t = 0 : φH = φS(0). Spectral decomposition principle stays unchanged: Postulate: (Spectral decomposition principle) When measuring some physical quantity on a system in a normed state .then Heisenberg representation We have seen that evolution operator provides state at time t as a function of state at time 0: φ(t) = Uφ(0) Let us write φS the state in Schr\"odinger representation and φH the state in Heisenberg representation. {Heisenberg representation} Heisenberg\footnote{Wener Heisenberg received the Physics Nobel price for his work in quatum mechanics} representation is defined from Schr\"odinger representation by the following unitary transformation: φH = VφS with V = U −1 In other words.

except that operator now depends on time. and vector doesn't. operator A(t) is written: Interaction representation Assume that hamiltonian H can be shared into two parts H0 and Hi. .{interaction representation} with Postulate: (Description of physical quantities) To each physical quantity in a state space is associated a function with self adjoint operators AI(t) in values. In particle. Hi is often considered as a perturbation of H0 and represents interaction between unperturbed states a state in Schr\"odinger representation and a (eigenvectors of H0). then we have seen that if we associate to a physical quantity at time t = 0 operator A(0) = A identical to operator associated to this quantity in Schr\"odinger representation. Postulate: (Evolution) Evolution equation is (in the case of an isolated system): This equation is called Heisenberg equation for the observable. Let us note state in interaction representation. Remark: If system is conservative (H doesn't depend on time).< A > = < ψH | AHψH > The relation with Schr\"odinger is described by the following equality: < ψH | AHψH > = < ψSU | U + ASU | U + ψH > As U is unitary: < ψH | AHψH > = < ψS | ASψS > Postulate on the probability to obtain a value to measurement remains unchanged.

From Schr\"odinger equation. evolution equation for interaction representation can be obtained immediately: Postulate: (Evolution) Evolution of a vector ψI is given by: with Interaction representation makes easy perturbative calculations. Example: Classical energy of a free particle is . only Schr\"odinge representation will be used. passage methods from classical mechanics to quantum mechanics allow to give its expression for each considered system. one can show that this result is equivalent to the result obtained in the Schr\"odinger representation. the average value of AI is: < ψI | AIψI > As done for Heisenberg representation. Possible results postulate remains unchanged. Experience. It is used in quantum electrodynamics .If AS is the operator associated to a physical quantity then relation between AS and AI is: in Schr\"odinger representation. In the rest of this book. AI depends on time. Some observables Hamiltonian operators Hamiltonian operator {hamiltonian operator} has been introduced as the infinitesimal generator times of the evolution group. So. even if AS does not. Postulate: When measuring a physical quantity for a system in state ψI. Schr\"odinger equation rotation invariance implies that the hamiltonian is a scalar operator appendix chapgroupes).

Pj] = 0 where δij is Kronecker symbol appendix secformultens) and where for any operator A and B.y.z) = yφ(x. Kinetic momentum operator Definition: .y.B] is called the commutator of A and B.Rz called position operators{position operator} and defined by their action on a function φ of the orbital Hilbert space: Rxφ(x. to "classical" momentum of a particle is associated a set of three observables P = (Px. Action of operator Px is defined by {momentum operator}: Operators R and P verify commutation relations called canonical commutation relations {commutation relations} : [Ri.y.y.Pz). [A. Operator [A.Py.Ry.Rj] = 0 [Pi.z) = xφ(x.y.z) Momentum operator In the same way.z) Ryφ(x.z) = zφ(x. the hamiltonian H is: Remark: Passage relations Quantification rules Position operator Classical notion of position r of a particle leads to associate to a particle a set of three operators (or observables) Rx.z) Rzφ(x.y.B] = AB − BA.Its quantum equivalent.

Proof: Let us evaluate Postulate: To orbital kinetic momentum is associated a magnetic moment M: Example: Postulates for the electron.Jz that verify following commutation relations {commutation relations}: that is: where εijk is the permutation signature tensor appendix secformultens). Postulate: . It is postulated that this operator is a kinetic momentum and that it appears in the hamiltonian {\it via} a magnetic momentum. It is called orbital kinetic momentum.Jy. We have seen at section secespetat that state space for an electron (a fermion of spin s = 1 / 2) is the tensorial product orbital state space and spin state space. is a set of three operators Jx. Example: Orbital kinetic momentum Theorem: Operator defined by Li = εijkRjPk is a kinetic momentum. One defines an operator S called spin operator that acts inside spin state space. Operator J is called a vector operator appendix chapgroupes.A kinetic momentum {kinetic moment operator} J.

Postulate: Electron is a particle of spin s = 1 / 2 and it has an intrinsic magnetic moment {magnetic moment}: Linear response in quantum mechanics Let be the average of operator (observable) A.Operator S is a kinetic moment. The case where H(t) is proportional to sin(ωt) is treated in Case where H(t) is proportional to δ(t) is treated here. Indeed. This average is accessible to the experimentator ). Using the interaction representation\footnote{ This change of representation is equivalent to a WKB method. becomes a slowly varying function of t since temporal } dependence is absorbed by operator and . Consider following problem: Problem: Find ψ such that: with and evaluate: Remark: Linear response can be described in the classical frame where Schr\"odinger equation is replaced by a classical mechanics evolution equation. Such models exist to describe for instance electric or magnetic susceptibility.

Quantity to be evaluated is: At zeroth order: Thus: Now. Indeed.and equation ---pert2---: . where. Using perturbation results given by equation --pert1--. so: At first order: thus. closure relation has been used. is zero because Z is an odd operator. has been prepared in the state ψ0. using properties of δ Dirac distribution: Let us now calculate the average: Up to first order.

Compare with the results obtained at section secreplinmq.We have thus: Using Fourier transform\footnote{ Fourier transform of: and Fourier transform of: are different: Fourier transform of f(t) does not exist! ) } Exercises Exercice: Study the binding between position operator Rx and momentum operator Px with the infinitesimal generator of the translation group Exercice: Study the connection between kinetic moment operator L and the infinitesimal generator of the rotations group Exercice: Study the linear response of a classical oscillator whose equation is: where f(t) is the excitation. .

one electron This case corresponds to the study of hydrogen atom. this chapter is an application of the spectral method presented at section chapmethspec to study linear evolution problems. Atoms One nucleus. eigenvalues depend only on sum n = k + l. so that we apply methods presented at section --secpotcent--. Rotation invariance We treat in this section the particle in a central potential problem . In atoms. Cristals are characterized by a periodical arrangment of their atoms. The spectral problem to be solved is given by the following equation: Laplacian operator can be expressed as a function of L2 operator. but that for particular potential given by equation eqpotcenhy.Introduction In this chapter. Potential is here: It can be shown that eigenvalues of hamiltonian H with central potential depend in general on two quantum numbers k and l.{atom} It is a particular case of particle in a central potential problem. In this chapter. several nuclei and electrons are in interaction. elements in interaction are the nucleus and the electrons. In molecules. only spectral properties of hamiltonians are presented. Thermodynamical properties of collections of atoms and molecules are presented at next chapter.to treat this problem. N body problems that quantum mechanics can treat are presented. Theorem: . From a mathematical point of view.

By definition: Li = εijkxjpk So: The writing order of the operators is very important because operator do not commute. Introducing operator: . They obey following commutation relations: [xj.pk] = 0 From equation eqdefmomP. tensorial notations are used (Einstein convention).xk] = 0 [pj. we have: thus Now.Laplacian operator ∆ can be written as: Proof: Here.

Lz that is such that: Spherical harmonics Definition: Spherical harmonics be shown that: can be introduced now: are eigenfunctions common to operators L2 and Lz.we get the relation: Using spherical coordinates. It can .L2. equation eql2pri becomes: Let us use the problem's symmetries: • • • • Since: Lz commutes with operators acting on r Lz commutes with L2 operator Lz commutes with H L2 commutes with H we look for a function φ that diagonalizes simultaneously H. we get: and So.

To go forward in the solving of this problem. Using the following change of variable: . one gets the following spectral equation: where The problem is then reduced to the study of the movement of a particle in an effective potential Ve(r). Particular case of hydrogen introduced at section sechydrog corresponds to a potential V(r) proportional to 1 / r and leads to an accidental degeneracy. N electrons This case corresponds to the study of atoms different from hydrogenoids atoms. The Hamiltonian describing the problem is: .} be written (variable separation): problem becomes one dimensional: where R(r) is indexed by l only. the expression of potential V(r) is needed.Looking for a solution φ(r) that can\footnote{Group theory argument should be used to prove that solution actually are of this form. One nucleus.

The energy depends on two quantum numbers l (relative to kinetic moment) and n (rising from the . The electrostatic interaction term . More precisely. potential W(ri) is not like 1 / r as in the hydrogen atom case and thus the accidental degeneracy is not observed here. Physical kets are then constructed by anti symmetrisation example exmppauli of chapter chapmq) in order to satisfy Pauli principle. However. where W(ri) is the mean potential acting on particle is modelized by the sum i. The hamiltonian can thus be written: H0 = ∑h i i where Remark: .where T2 represents a spin-orbit interaction term that will be treated later. Here are some possible approximations: N independent electrons This approximation consists in considering each electron as moving in a mean central potential and in neglecting spin--orbit interaction. It is a ``mean field approximation.{Pauli} The problem is a central potential problem section secpotcent). hi is the linear operator acting in the tensorial product space defined by its action on function that are tensorial products: and It is then sufficient to solve the spectral problem in a space Ei for operator hi.

radial equation eqaonedimrr). Eigenstates in this approximation are called electronic configurations. S2 and Sz form a complete set of observables that commute. it is worth to consider problem's symmetries in order to simplify the spectral problem. Lz. Example: Consider again the helium atom Theorem: For an atom with two electrons. states such that L + S is odd are excluded. It can be shown that operators L2. Remark: It is here assumed that T2 < < T1. Example: For the helium atom. Proof: We will proof this result using symmetries. it can be shown Fine structure levels . We have: Coefficients are called Glebsh-Gordan{Glesh-Gordan coefficients} coefficients. Solving of spectral problem associated to H1 = H0 + T1 using perturbative method is now presented. the fundamental level corresponds to an electronic configuration noted 1s2. A physical ket is obtained by anti symetrisation of vector: Spectral terms Let us write exact hamiltonian H as: H = H0 + T1 + T2 where T1 represents a correction to H0 due to the interactions between electrons. This assumption is called L--S coupling approximation. To diagonalize T1 in the space spanned by the eigenvectors of H0. If l = l'.

starting from the top of the tree. This group is compound by four symmetry operations: identity E. Character table for group C2v is: \begin{table}[hbt] | center | frame |Character group for group C2v. Names of groups are framed.} \begin{center} \begin{tabular}{|l|r|r|r|r|} C2v & E & C2 & σv & σ'v\\ \hline A1&1&1&1&1\\ A2&1&1&-1&-1\\ B1&1&-1&1&-1\\ B2&1&-1&-1&1\\ \end{tabular} .S.} each of these groups can be characterized by tables of "characters" that define possible irreducible representations {irreducible representation} for this group. σh denotes a symmetry operation with respect to the vertical plane (going by the Cn axis) and i the inversion. Water molecule H20 belongs to point groups called C2v. Cn labels a rotations of angle 2π / n. σh denotes symmetry operation with respect to a horizontal plane (perpendicular the Cn axis).OperatorT_2</math> will have thus to be diagonilized using eigenvectors | J. It can also be shown that operator T_2. and two plane symmetries σv and σ'v with respect to two planes passing by the rotation axis of the C2 operation figure figmoleceau).mJ > common to operators Jz and J2. The occurence of symmetry operations is successively tested.Finally spectral problem associated to H = H0 + T1 + T2 can be solved considering T2 as a perturbation of H1 = H0 + T1. each state is labelled by: 2S + 1 LJ . where L. "o" for yes. and "n" for no. It can be shown that operator T2 can be written . rotation C2 of angle π.J are azimuthal quantum numbers associated with operators Molecules Vibrations of a spring model We treat here a simple molecule model {molecule} to underline the importance of symmetry using {symmetry} in the study of molecules. The tree is travelled through depending on the answers of questions.

Character table provides the trace. considered representation D can be written as a sum of irreducible representations: It appears that among the nine modes. . Those mode leave the distance between the atoms of the molecule unchanged. there are {mode} three translation modes. A representation corresponds here to the choice of a linear combination u of vectors ei such that for each element of the symmetry group g. for each operation g of the representation matrix Mg. Figure figmodesmol sketches the nine representations of C2v group for water molecule. Remark: This problem can be solved exactly.\end{center} \end{table} All the representations of group C2v are one dimensional. Indeed. Here. we present here the variational approximation that can be used for more complicated cases. Dynamics is then diagonalized in the coordinate system corresponding to the three vibration modes. In water molecule case. and three rotation modes. It can be seen that space spanned by the vectors ei can be shared into nine subspaces invariant by the operations g. Introducing representation sum . one has: g(u) = Mgu. As all representations considered here are one dimensional. Dynamics is in general defined by: where x is the vector defining the state of the system in the ei basis. A2. B1 and B2. one electron This case corresponds to the study of H . space in nine dimension ei . However. molecule The Born-Oppenheimer approximation we use here consists in assuming that protons are fixed (movement of protons is slow with respect to movement of electrons). Eigenvalues can then be quickly evaluated once numerical value of coefficients of M are known. There are four representations labelled A1. symmetry consideration are sufficient to obtain the eigenvectors. Three actual vibration modes are framed in figure figmodesmol. Two nuclei. each atom is represented by three coordinates. character is simply the (unique) eigenvalue of Mg.

}. Definition: Orbitals π change their sign in the reflexion with respect to this plane. let us choose as basis functions the functions φs. Problem's symmetries yield to write eigenvectors as: Notation using indices g and u is adopted. In the case of a linear molecule.1 and φs. please refer to . Figure figH2plusLCAO represents those two functions. consideration of symmetries allow to find eigensubspaces that simplify the spectral problem. that means even in German and u for {\it ungerade} that means odd in German. any plane going along this line is also symmetry plane. this plane is a symmetry element. It consists in approximating the electron wave function by a linear combination of the one electron wave functions of the atom\footnote{That is: the space of solution is approximated by the subspace spanned by the atom wave functions. ==N nuclei. n electrons== In this case. ψ = aψ1 + bψ2 More precisely. When atoms of a same molecule are located in a plane. Those considerations are related to point groups representation theory. recalling the parity of the functions: g for {\it gerade}. Two types of orbitals are distinguished: Definition: Orbitals σ are conserved by reflexion with respect to the symmetry plane.The LCAO (Linear Combination of Atomic Orbitals) method we introduce here is a particular case of the variational method. Taking into account the hamiltonian allows to rise the degeneracy of the energies as shown in diagram of figure figH2plusLCAOener.2 that are s orbitals centred on atoms 1 and 2 respectively. For other example. Let us consider a linear molecule. . This approximation becomes more valid as R is large figure figH2plusS).

Example: let us take again the example of the BeH2 molecule. basis \{d1. Those orbitals are called hybrids.1s2\} is directly considered.z. the four electrons occupy the two binding orbitals. Energy diagram is represented in figure figBeH2ene.d2.1s1.1s1. Space is thus four dimension (orbitals x and y are not used) and the hamiltonian to diagonalize in this basis is written in general as a matrix . Experimental study of molecules show that characteritics of bondings depend only slightly on on nature of other atoms. Following hybrid orbitals are defined: Instead of considering the basis \{2s. Crystals . This geometry is well described by the s − p hybridation. We have two binding orbitals and two anti--binding orbitals.1s1 + 1s2.Example: Molecule BeH2 . Spectral problem is thus from the beginning well advanced. This molecule is linear. Taking into account symmetries of the molecule considered allows to put this matrix as {\it block diagonal matrix}. that means located between two atoms. Then symmetry considerations imply that orbitals have to be: Those bindings are delocalized over three atoms and are sketched at figure figBeH2orb. We look for a wave function in the space spanned by orbitals 2s and z of the beryllium atom Be and by the two orbitals 1s of the two hydrogen atoms.z. The problem is thus simplified in considering σ molecular orbital as being dicentric. Let us choose the following basis as approximation of the state space: \{2s.1s1 − 1s2\}.1s2\}.In the fundamental state.

Indeed. Bloch's theorem allows{Bloch theorem} to look for eigenfunctions under a form that takes into account symmetries of considered problem.Bloch's theorem Consider following spectral problem: Problem: Find ψ(r) and ε such that where V(r) is a periodical function. equation tra can be written: δ(x − a) * ψ(r) = ψ(r) where * is the space convolution. If V(r) is periodic then wave function ψ solution of the spectral problem can bne written: ψ(r) = ψk(r) = eikruk(r) with uk(r) = Uk(r + R) (function uk has the lattice's periodicity). Applying a Fourier transform to previous equation yields to: . Theorem: Bloch's theorem. Eigenfunctions of τa are such that: τaψ = ψIMP / label | tra Properties of Fourier transform{Fourier transform} allow to evaluate the eigenvalues of τj. Proof: Operator commutes with translations τj defined by τaψ(r) = ψ(r + a).

That is the eigenvalue is with kn = n / a \footnote{ So, each irreducible representation{irreducible representation} of the translation group is characterized by a vector k. This representation is labelled Γk.}. On another hand, eigenfunction can always be written: ψk(r) = eikruk(r). Since uk is periodical\footnote{ Indeed, let us write in two ways the action of τa on φk: τaψk = eikaψk and τaψk = eik(r + a)uk(r + a) } theorem is proved.

**Free electron model
**

Hamiltonian can be written here:

**where V(r) is the potential of a periodical box of period a figure figpotperioboit)
**

figeneeleclib.

Eigenfunctions of H are eigenfunctions of (translation invariance) that verify boundary conditions. Bloch's theorem implies that φ can be written:

where invariant:

is a function that has crystal's symmetry{crystal}, that means it is translation

Here ), any function uk that can be written

is valid. Injecting this last equation into Schr\"odinger equation yields to following energy expression:

**where Kn can take values , where a is lattice's period and n is an integer. Plot of E as a function of k is represented in figure
**

figeneeleclib.

**Quasi-free electron model
**

Let us show that if the potential is no more the potential of a periodic box, degeneracy at is erased. Consider for instance a potential V(x) defined by the sum of the box periodic potential plus a periodic perturbation:

In the free electron model functions

are degenerated. Diagonalization of Hamiltonian in this basis (perturbation method for solving spectral problems, see section chapresospec) shows that degeneracy is erased by the perturbation.

**Thigh binding model
**

Tight binding approximation consists in approximating the state space by the space spanned by atomic orbitals centred at each node of the lattice. That is, each eigenfunction is assumed to be of the form: ψ(r) =

∑ c φ (r − R )

j at j

j Application of Bloch's theorem yields to look for ψk such that it can be written: ψk(r) = eikruk(r)

Identifying uk(r) and uk(r + Ri), it can be shown that . Once more, symmetry considerations fully determine the eigenvectors. Energies are evaluated from the expression of the Hamiltonian.

.

Exercises

Exercice: Give the name of the symmetry group molecule NH3 belongs to. Exercice: Parametrize the vibrations of molecule NH3 and expand it in a sum of irreducible representations. Exercice: Propose a basis for the study of molecule BeH2 different from those presented at section secnnne. Exercice: Find the eigenstates as well as their energies of a system constituted by an electron in a square box of side a (potential zero for − a / 2 < x < a / 2 and − a / 2 < y < + a / 2, potential infinite elsewhere). What happens if to this potential is added a perturbation of value ε on a quarter of the box (0 < y < a / 2 and 0 < y < a / 2)? Calculate by perturbation the new energies and eigenvectors. Would symmetry considerations have permitted to know in advance the eigenvectors?

Introduction

Statistical physics goal is to describe matter's properties at macroscopic scale from a microscopic description (atoms, molecules, etc\dots). The great number of particles constituting a macroscopic system justifies a probabilistic description of the system. Quantum mechanics (see chapter ---chapmq---) allows to describe part of systems made by a large number of particles: Schr\"odinger equation provides the various accessible states as well as their associated energy. Statistical physics allows to evaluate occupation probabilities Pl of a quantum state l. It introduces fundamental concepts as temperature, heat\dots Obtaining of probability Pl is done using the statistical physics principle that states that physical systems tend to go to a state of ``maximum disorder. A disorder measure is given by the statistical entropy\footnote{ This formula is analog to the information entropy chosen by Shannon in his information theory .}{entropy}

The statistical physics principle can be enounced as: Postulate: At macroscopic equilibrium, statistical distribution of microscopic states is, among all distributions that verify external constraints imposed to the system, the distribution that makes statistical entropy maximum. {{IMP/rem| This problem corresponds to the classical minimization (or maximization) problem presented at section chapmetvar) which can be treated by Lagrange multiplier method.

Entropy maximalization

The mathematical problem associated to the calculation of occupation probability Pl is here presented:{maximalization} In general, a system is described by two types of variables. External variables yi whose values are fixed at yj by the exterior and internal . Problem to variables Xi taht are free to fluctuate, only their mean being fixed to solve is thus the following: Problem: Find distribution probability Pl over the states (l) of the considered system that maximizes the entropy

associated Lagrange multiplier is noted βµ where µ is called the chemical potential. Lagrange multiplier is: where T is temperature.) It can be shown\footnote{ By definition . Example: In the case where energy is free to fluctuate around a fixed average.{temperature} We thus have a mathematical definition of temperature. Example: In the case where the number of particles is free to fluctuate around a fixed average.λ2..λ1. {partition function} is defined by: Numbers λi are the Lagrange multipliers of the maximization problem considered.. Result is: where function Z.. called partition function. Relations on means\footnote{They are used to determine Lagrange multipliers λi from associated means } can be written as: It is useful to define a function L by: L = lnZ(y.and that verifies following constraints: Entropy functional maximization is done using Lagrange multipliers technique.

{Legendre transformation} L is function of the yi's and λj's.thus } that: This relation that binds L to S is called a {\bf Legendre transform}. One can show that . S is a function of the yi's and 's. For instance. described by the classical hamiltonian H(qi.pi and qi + dqi. Normalization coefficients Z and A are proportional. consider a system constituted by N particles whose position and momentum are noted qi and pi. Canonical distribution in classical mechanics Consider a system for which only the energy is fixed.pi)dqidri represents the probability for the system to be in the phase space volume between hyperplanes qi. A classical probability density wc is defined by: Quantity wc(qi.pi). Probability for this system to be in a quantum state (l) of energy El is given (see previous section) by: Consider a classical description of this same system.pi + dpi.

This system F has (another) partition function we call ZF. Direct application of formula of equation eqdensiprobaclas leads to wrong results (Gibbs paradox). Here is theorem that binds internal variables ni of system L to partition function ZF of system F : . in quantum mechanics. System L is obtained from system F by constraint relaxing. For instance. This leads to the classical partition function for a system of N identical particles: Constraint relaxing We have defined at section secmaxient external variables. and internal variables free to fluctuate around a fixed mean. fixed by the exterior. This system has a partition function ZL.being a sort of quantum state volume. Consider now a system F. there exist a postulate allowing to treat the case of a set of identical particles. such that variables niare this time considered as external variables having value Ni. In a classical treatment of set of identical particles. Consider a system L being described by N + N' internal variables {constraint} . Remark: This quantum state volume corresponds to the minimal precision allowed in the phase space from the Heisenberg uncertainty principle: {Heisenberg uncertainty principle} Partition function provided by a classical approach becomes thus: But this passage technique from quantum description to classical description creates some compatibility problems. a postulate has to be artificially added to the other statistical mechanics postulates: Postulate: Two states that does not differ by permutations are not considered as different.

the N variables ni represent the numbers of particles of the N species i and N' = 2 with X1 = E (the energy of the system) and X2 = V (the volume of the system). so: Example: This last equality provides a way to calculate the chemical potential of the system. So (this Remark: This relation is used in chemistry: it is the fundamental relation of chemical reaction. Chemical reaction equation gives a binding on variables ni that involves stoechiometric coefficients.nN = NN occurs is: So Values the most probable make zero differential corresponds to the maximum of a (differentiable) function P.Theorem: Values ni the most probable in system L where ni are free to fluctuate are the values that make zero the differential of partition function ZF where the ni's are fixed. . Let us write a Gibbs-Duheim type relation {Gibbs-Duheim relation}: At thermodynamical equilibrium SF = SL.{chemical potential} .). Probability for event n1 = N1. In this case. Proof: Consider the description where the ni's are free to fluctuate.

µ) = E + pV − TS − µ − n1. Electrons undergo a potential energy variation going from solution potential to metal potential. we have G(T. If the particles are independent. so as G can be written itself as a sum: G = U + pV − TS . Thus: where represents the partition function of the system constituted only by particles of type i. energy associated to a state describing the N particles (the set of particles of type i being in state li) is the sum of the N energies associated to states li.ni. for which the value of variable ni is fixed. Example: Consider the case where variables ni are the numbers of particles of species i. They have values such that G is minimum.p.Ep). Let us precise notations in a particular case.λ2 = βp and with G = − kBTlnZnf.{oxydo-reduction} This type of chemical reaction can be tackled using previous formalism. So: Remark: Setting λ1 = β. Consider the free enthalpy function G(T. The chosen system is here the second. This energy variation can be seen as the work got by the system or as the internal energy variation of the system.p.p. Example: We propose here to prove the Nernst formula{Nernst formula} describing an oxydoreduction reaction. depending on the considered system is the set of the electrons or the set of the electrons as well as the solution and the metal. let us calculate the differential of G: Using definition\footnote{ the internal energy U is the sum of the kinetic energy and the potential energy. This is a Gibbs-Duheim relation.n) = E + pV − TS and G'(T.In general one notes − ln(ZF) = G. Variables ni and Ep are free to fluctuate. Nernst formula demonstration that we present here is different form those classically presented in chemistry books.

in this section. energy can be written: . Some numerical computation in statistical physics In statistical physics. Example: Let us consider a Ising model.} of G: one gets: 0= ∑ µ dn + dE i i p i If we consider reaction equation: 0= ∑ µ ν dξ + nq(V i i red − Vox) i So: dG can only decrease. mean quantities evaluation can be done using by Monte--Carlo methods. As we chose as definition of electrical potential: Vext = − Vint Nernst formula deals with the electrical potential seen by the exterior. Spontaneous movement of electrons is done in the sense that implies dEp < 0. In this spin system. a simple example is presented.

in particular on Fermi--Ulam--Pasta model. is that possible to define a system's temperature? Can one be sure that a system of coupled nonlinear oscillators will evolve to a state well described by statistical physics? Do a bibliographic research on this subject. .The following Metropolis algorithm Exercise Exercice: Consider a chain of N nonlinear coupled oscillators. Assuming known the (deterministic) equation governing the dynamics of the particles.

Particles are discernable.N body problems At chapter chapproncorps. the black body radiation can be described. we recall the most important properties of some of them. The Lagrange multiplier associated to the particles number variable is the chemical potential µ. In a classical approach. The suitable description is the grand-canonical description: number of particles is supposed to fluctuate around a mean value. Pauli principle can be included in the most natural way. This is typically the case of particles on a lattice. Such types of N body problems can be classified as follows: • Particles are undiscernable. but in the frame of a {\bf mean field approximation}{mean field}. Remark: . In this chapter. on the contrary to liquid vapour transition that is called first order transition. Adsorption phenomenom can be modelized by a set of independent particles in equilibrium with a particles reservoir (grand-canonical description). Several physical systems can be described by quantum perfect gases (that is a gas where interactions between particles are neglected): a fermions gas can modelize a semi--conductor. If bosons are photons (their chemical potential is zero). System is then typically a gas. Partition function can be factorized in two cases: particles are independent (one speaks about perfect gases){perfect gas} Interactions are taken into account. of the order of Avogadro number. The number N of body in interaction is assumed here to be large. without any interaction. In this chapter. A boson gas can modelize helium and described its properties at low temperature. a perfect gas model is presented: all the particles are independent. Taking into account the interactions between particles.}. Thermodynamical perfect gas In this section. • Those models are described in detail in. N body problem was treated in the quantum mechanics framework. Such systems are used to describe for instance magnetic properties of solids. the same problem is tackled using statistical physics. Paramagnetic-ferromagnetic transition is a second order transition: the two phases can coexist. partition function has to be described using a corrective factor section secdistclassi). This allows to considerer particles as if they were independent van der Waals model at section secvanderwaals) In a quantum mechanics approach. phase transitions like paramagnetic--ferromagnetic transition can be described\footnote{ A mean field approximation allows to factorize the partition function.

The price to pay is just to take into account a proportionality factor associated to one particle is: .A perfect gas corresponds to the case where the kinetic energy of the particles is large with respect to the typical interaction energy. partition function Z for the whole system can be written as: It is known that pressure (proportional to the Lagrange multiplier associated to the internal variable "volume") is related to the natural logarithm of Z. Partition function z Partition function z is thus proportional to V : z = A(β)V Because particles are independent.pi). Nevertheless. Classical approximation section secdistclassi) allows to replace the sum over the quantum states by an integral of the exponential of the classical hamiltonian H(qi. collisions between particles that can be neglected are necessary for the thermodynamical equilibrium to establish. more precisely if one sets: F = − kBTlogZ then This last equation and the expression of Z leads to the famous perfect gas state equation: pV = NkBT Van der Waals gas .

integration over the pi's is immediate: with We can simplify the evaluation of previuos integral in neglecting correlations between particles. it can be shown that at large distances two molecules are attracted. Interaction potential becomes: where Ue(ri) is the "effective potential" that describes the mean interaction between particle i and all the other particles. As for the perfect gas. Function Y introduced at equation ---eqYint--.} gas model{Van der Walls gas} is a model that also relies on classical approximation. this approximation is called mean field approximation {mean field}. It depends only on position of particle i. it is considered that particle distribution is uniform in the volume. as if the particles were actually independant to a factorization of the repartition function.can be factorized: In a mean field approximation framework. A particle number i doesn't feel each particle but rather the average influence of the particles cloud surrounding the considered particle. potential varying like . Effective potential has thus to traduce an mean attraction. Indeed.Van der Waals\footnote{Johannes Diderik van der Waals received the physics Nobel price in 1910. It leads. that is on the repartition function that can be written: where the function is the hamiltonian of the system.

molecules repel themselves strongly. system evolves to a . [[ Image: When temperature is lower than critical temperature Tc. Indeed. On another hand mean potential U0 felt by the test particle depends on ratio N / V. This can be proofed using quantum mechanics but this is out of the frame of this book. At small distances however. one sets: Introducing F = − kBTlogZ and using one finally obtains Van der Waals state equation: Van der Waals model allows to describe liquid--vapour phase transition. Usually. Effective potential undergone by a particle at position r = 0 can thus be modelled by function: Quantity Y is Quantity bN represents the excluded volume of the particle. It is proportional to N because N particles occupying each a volume b occupy a Nb.. the energy of the system for a given volume VM with state of lower energy figure figvanapres) with energy: is not Fv(VM).

symmetry breaking 2. magnetic moments orient themselves along a certain direction.The apparition of a local minimum of F corresponds to the apparition of two phases. Ising model has been proposed to describe this phenomenom. However. 2. existence of metastable states. an example of the calculation of a partition function is presented. } .{phase transition} Historically. It consists in describing . second order phase transition (for instance the ferromagnetic--paramagnetic transition) whose characteristics are: 1. The Ising model {Ising} is a model describing ferromagnetism{ferromagnetic}.{phase transition} Ising Model In this section. A ferromagnetic material is constituted by small microscopic domains having a small magnetic moment. 3. two sorts of phase transitions are distinguished phase transition of first order (like liquid--vapor transition) whose characteristics are: 1. Coexistence of the various phases. and a non zero total magnetic moment is observed\footnote{ Ones says that a phase transition occurs. the entropy S is a continuous function of temperature and of the order parameter. The orientation of those moments being random. Transition corresponds to a variation of entropy. the total magnetic moment is zero. below a certain critical temperature Tc.

the successive sum over the Sl's. one obtains: IMP / label | eqZisiZ = 2n − 1( ch K)n − 1 .Si + 1) = ch K + SiSi + 1 sh K We have: Indeed: Thus. Even if the one dimensional Ising model does not exhibit a phase transition. represents the sum over all possible values of Sl. in the same way an integral over a volume is the successive integral over each variable. Partition function Z can be written as: with fK(Si. we present here the calculation of the partition function in two ways. integrating successively over each variable.each microscopic domain by a moment Si (that can be considered as a spin){spin}. it is thus. the interaction between spins being described by the following hamiltonian (in the one dimensional case): partition function of the system is: which can be written as: It is assumed that Sl can take only two values.

The fK(Si. Wilson\footnote{Kenneth Geddes Wilson received the physics Nobel price in 1982 for the method of analysis introduced here.Si + 2) = ( ch K + SiSi + 1 sh K)( ch K + Si + 1Si + 2 sh K) This grouping is illustrated in figure figrenorm.Si + 1.Si + 1) = ch K + SiSi + 1 sh K Grouping terms by two yields to: where g(Si.Si + 2. [[ Image: renorm | center | frame |Sum over all possible spin values Si.Si + 2) is the sum over all possible values of spins Si and Si + 2 of a function fK'(Si.This result can be obtained a powerful calculation method: the {\bf renormalization group method} {renormalisation group} proposed by K. Consider again the partition function: where fK(Si.Si product + 1.Si + 1)fK(Si + 1.} ]] Calculation of sum over all possible values of Si + 1 yields to: .}.Si + 2) deduced from fK by a simple change of the value of the parameter K associated to function fK.

A more classical mean would consist to J</math>'s are then . Energy is noted: where J in HJ denotes the Jij distribution. Partitions function is: where [s] is a spin configuration.1 if the spin is down. Spin glasses Assume that a spin glass system {spin glass} section{secglassyspin}) has the energy: Values of variable Si are + 1 if the spin is up or . This way to calculate means is not usual in statistical physics.Function with can thus be written as a second function fK'(Si.Si + 2) K' = Arcth ( th 2K). one obtains a sequence converging towards the partition function Z defined by equation eqZisi. Iterating the process.1 if spins i and j tend to be oriented in opposite directions (according to the random position of the atoms carrying the spins). and where fJ is: fJ = − lnZJ. Coefficient Jij is + 1 if spins i and j tend to be oriented in the same direction or . that is that they vary slowly with respect to the Si's. Mean is done on the "chilled" J variables. We look for the mean energy: over Jij distributions of the where P[j] is the probability density function of configurations [J].

Calculations are then greatly simplified . . Its partition function compound by n replicas{replica} of the is simply: Let fn be the mean over J defined by: As: we have: Using ∑ P[J] = 1 J and ln(1 + x) = x + O(x) one has: By using this trick we have replaced a mean over lnZ by a mean over Zn.{simulated annealing} An numerical implementation can be done using the Metropolis algorithm{Metropolis}."annealed" variables). price to pay is an analytic prolongation in zero. This method can be applied to the travelling salesman problem {travelling salesman problem}). Calculation of the equilibrium state of a frustrated system can be made by simulated annealing method . Consider a system same system SJ.

{quantum perfect gas} in equilibrium with a particle reservoir and with a thermostat. It can be shown that the solution of the entropy maximalization problem (using Lagrange multipliers method) provides the occupation probability Pl of a state l characterized by an energy El an a number of particle Nl: with Assume that the independent particles that constitute the system are in addition identical undiscernible. Thus: Nl = ∑N λ λ Partition function becomes: Z = Πλξλ with . State l can then be defined by the datum of the states λ of individual particles.Quantum perfect gases Introduction Consider a quantum perfect gas. Let ελ be the energy of a particle in the state λ.}. This number is called occupation number of state of energy{occupation number} Eλ figure ---figoccup---). a system of independent particle that have to be described using quantum mechanics. The energy of the system in state l is then: El = ∑Nε λ λ λ where Nλ is the number of particles that are in a state of energy Eλ. {\it i. e. The description adopted is called "grand-canonical".

The average particles number in the system is given by: that can be written: where Nλ represents the average occupation number and is defined by following equality: Fermion gases If particles are fermions{fermions}. A white dwarf is a star very dense: its mass is of the order of an ordinary star's mass {star} (as sun). Fermion gases can also be used to model white dwarfs {white dwarf}. the state of an electron in a box is determined by its energy. An application example of this formalism is the study of electrical properties of {\bf semiconductors} {metal}{semi-conductor}. but its radius is 50 to 100 times smaller. they thus exert a pressure. its position is not defined in quantum mechanics. from Pauli principle{Pauli principle}. Gravitational pressure implies star contraction. Moreover.} . occupation number Nλ value can only be either zero (there is no particle in state with energy ελ) or one (a unique particle has an energy ελ). But is a white wharf. This pressure in an ordinary star is compensated by thermonuclear reaction that occur in the centre of the star. . such reactions do not occur no more. As all electrons can not be is the same state from Pauli principle\footnote{ Indeed. The expression of partition function then allows to evaluate the various thermodynamical properties of the considered system. one can show that speed of electrons of the star is very small. This pressure called "quantum pressure" compensates gravitational pressure and avoid the star to collapse completely.

\dots) as it will be shown at next chapter.{Bose condensation} Remark: Photons are bosons whose number is not conserved. from Pauli principle. A short excursion out of the thermodynamical equilibrium is also proposed with the introduction of the kinetic evolution equations. Those equations can be used to prove conservations laws of continuous media mechanics (mass conservation. we are interested in the presence probability of a particle in an elementary volume of space phase. This phenomena is called Bose condensation. momentum conservation. energy conservation. This confers them a very peculiar behaviour: their chemical potential is zero. Henceforth. This point of view is much closer to classical mechanics that statistical physics and has the advantage to provide more "intuitive" interpretation of results. bosons gather in the state of lowest energy. occupation number Nλ can have any positive or zero value: is sum of geometrical series of reason: where ελ is fixed. Series converges if ελ − µ > 0 It can be shown that at low temperatures.Boson gases If particles are bosons. Consider a system of N particles with the internal energy: . N body problems and kinetic description Introduction In this section we go back to the classical description of systems of particles already tackled at section ---secdistclassi---. Gas kinetic theory Perfect gas problem can be tackled{perfect gas} in the frame of a kinetic theory{kinetic description}.

It is known that: and that Thus: This results is in agreement with equipartition energy theorem . Probability for the system to be in the volume of phase space comprised between hyperplanes ri.A state of the system is defined by the set of the ri.pi and ri + dri.pi + dpi is: Probability for one particle to have a speed between v and v + dv is B is a constant which is determined by the normalization condition x</math>-axis between vx and vx + dvx is The distribution is Gausssian.pi's. Each particle that crosses a surface Σ increases of mvz the momentum. the number of molecule that have their speed comprised between vz and vz + dvz is figure figboite) dN = NP(vz)dvz In the volume ∆V it is: . In the whole box.

We have the normalization condition: .p2 et r2 + dr2.p2 + dp2. ==Kinetic description== Let us introduce the probability that particle 1 is the the phase space volume between hyperplanes r1. The increasing of momentum is equal to the pressure forces power: so pV = NkBT We have recovered the perfect gas state equation presented at section secgasparfthe.pn + dpn.anotherparticleisinvolumebetweenhyperplanesr_2.pn and rn + drn.\dots. Since partciles are undiscernable: is the probability\footnote{At thermodynamical equilibrium.\dots. and one last particle in volume between hyperplanes rn.pn and rn + drn.p2 + dp2. we have seen that csan be written: } that a particle is inthe volume between hyperplanes r1.One chooses ∆V = svz∆t. particle n in the volume between hyperplanes rn.p_2</math> et r2 + dr2.p1 and r1 + dr1.pn + dpn.p1 + dp1.p1 + dp1 < math > . particle 2 inthe volume between hyperplanes r2.p1 and r1 + dr1.

The Vlasov closure condition states that f2 can be written: f2(r1.p2) = f1(r1.p1.p2). One then obtains the Vlasov equation {Vlasov equation} : . One states the following repartition function: Intergating Liouville equation yields to: and assuming that one obtains a hierarchy of equations called BBGKY hierarchy {BBGKY hierachy} defined by: binding the various functions To close the infinite hirarchy.p1)f2(r2. and w verify the Liouville equation : Using r and p definitions. various closure conditions can be considered. volume element is preserved during the dynamics. this equation becomes: where H is the hamilitonian of the system.By differentiation: If the system is hamiltonian{hamiltonian system}.r2.

Let Ji be the total kinetic moment of atom number i in its fundamental state. Ji can have only semi integer values. Consider a system constituted by N atoms located at nodes of a lattice. Exercice: .where is the mean potential. What sort of particles are the atoms in this systme. discernables or undiscernables? Find the partition function of the system. Vlasov equation can be rewritten by introducing a effective force Fe describing the forces acting on partciles in a mean filed approximation: The various momets of Vlasov equation allow to prove the conservation equations of mechanics of continuous media chapter chapapproxconti). Assume that the hamiltonian describing the system of N atoms is: where B0 is the external magnetic field. Remark: Another dynamical equation close to Vlasov equation is the {\bf Boltzman equation} {Boltzman} Exercises Exercice: Paramagnetism. It is known that to such a kinetic moment is associated a magnetic moment given by: µi = − gµBJi where µB is the Bohr magneton and g is the Land\'e factor.

The law you'll obtained is called Fermi distribution. Calculate the mean occupation number state λ. Give the expression of the potential when temperature is zero. of a of a . Exercice: Consider a semi--conductor metal. Exercice: Consider a gas of independent fermions. Is it possible to envisage a direct method to calculate Z ? Write a programm allowing to visualize the evolution of the spins with time. The states are assumed to be described by a sate density ρ(ε). Give the expression of ρ(epsilon). Exercice: Consider a gas of independent bosons. Calculate the mean occupation number state λ. Find the expression binding electron number to chemical potential.Study the Ising model at two dimension. Free electrons of the metal are modelized by a gas of independent fermions. The law you'll obtained is called Bose distribution. ε being the nergy of a state. temperature being a parameter.

t) introduced at section . The first approach consists in starting from classical mechanics and to consider means over elementary volumes called "fluid elements". Remark: Such a limit passage is difficult to formalize on mathematical point of view. and that in the same time the speed of the fluid element is non zero! Figure figvitnonul illustrates this remark in the case of the drift phenomenom Another method consists in considering the repartition function for one particle f(r.Introduction There exist several ways to introduce the matter continuous approximation. mean speed of the medium is defined by: where dv is the sum of the speeds of the dn particles being in the box. But it can also happen that the temporal averages of individual particle speed are zero.p. They are different approaches of the averaging over particles problem. So the particle density is the extrapolation of the limit when box volume tends to zero of the ratio of dn (the number of particles in the box) over dτ (the volume of the box): In the same way. Quantities associated to continuous approximation are obtained from passage to the limit when box-size tends to zero. Let us consider an elementary volume dτ centred at r. It is a sort of "physicist limit"! Remark: Note that the relation between particles characteristics and mean characteristics are not always obvious. Figure figvolele illustrates this averaging method. at time t. It can happen that the speed of the particles are non zero but that their mean is zero. It is the case if particles undergo thermic agitation (if no convection).

such a law can be written: Symbol represents the particular derivative appendix chapretour).p + dp. Fluid speed is binded to first moment of f : The object of this chapter is to present laws governing the dynamics of a continuous system. those laws can be written as {\bf conservation laws}. particle density is the zeroth order moment of f : that is. Let us recall that represents the probability to find at time t a particle in volume of space phase between r. In general. the average number of particles in volume a volume dτ is dn = n(r. } .p and r + dr. The various fluid quantities are then introduced as the moments of f with respect to speed. For instance. Ai is a scalar or tensorial\footnote{ Ai is the volumic density of quantity i</math> symbolically designs all the subscripts of the considered tensor. Conservation laws Integral form of conservation laws A conservation law {conservation law} is a balance that can be applied to every connex domain strictly interior to the considered system and that is followed in its movement.t)dτ.secdesccinet.

αij is the surfacic density rate of what is lost by the system through surface bording D. Matter conservation Setting in equation eqcon one obtains the matter conservation equation: ρ is called the volumic mass. we have the following relation: It is also known that: Green formula allows to go from the surface integral to the volume integral: Final equation is thus: Let us now introduce various conservation laws. So. To this integral form is associated a local form that is presented now. As recalled in appendix chapretour. variation of mass M in volume dτ per time unit is opposed to the outgoing mass flow: . Local form of conservation laws Equation eqcon represents the integral form of a conservation law.function of eulerian variables x and t. This law can be proved by calculations using elementary fluid volumes. ai is volumic density rate provided by the exterior to the system.

Momentum conservation We assume here that external forces are described by f and that internal strains are described by tensor τij. Volumic mass is then defined as the zeroth order moment of the repartition function times mass m of one particle: Taking the first moment of Vlasov equation. it yields: Charge conservation equation is completely similar to mass conservation equation: where here ρ is the volumic charge and j the electrical current density: j = ρv Flow of j trough an open surface S is usually called electrical current going through surface S. . This integral equation corresponds to the applying of Newton's law of motion{momentum} over the elementary fluid volume as shown by figure figconsp.Local form of this equation is thus: But this law can also be proved in calculating the first moment of the Vlasov equation equation eqvlasov).

Fluid momentum is then related to repartition function by the following equality: Later on. Strains are now evaluated by their effects coming from a displacement or deformation. let us precise those ideas in stating the principle. Virtual powers principle Principle statement Momentum conservation has been introduced by using averages over particles of quantities associated to those particles. external strains. to appreciate the tension of a string. Freedom in modelization is kept very large because the modelizer can always choose the size of the virtual movements to be allowed. fluid momentum is simply designated by p. internal strains by a second order tensor τij.Partial differential equation associated to this integral equation is: Using continuity equation yields to: Remark: Momentum conservation equation can be proved taking the first moment of Vlasov equation. The dual point of view is presented here: strains are described by the means of movement they permit ). \begin{prin} Virtual power of acceleration quantities is equal to the sum of the virtual powers of all strains applied to the system.\dots This point of view is directly related to the Newton's law of motion. as well as internal strains: . This way corresponds to our day to day experience • • • to know if a wallet is heavy. like for frictions or binding strains. one moves it aside from its equilibrium position. pushing a car can tell us if the brake is on. one lifts it up. Distant forces have been modelized by force densities fi. This point of view is interesting because it allows to defines strains when they are bad defined in the first point of view.

.j Ω and the linear form: . distant external strains. Consider the problem: Problem: Find u such that: ui = 0 on Γ1 σi. Let us introduce the bilinear form: a(u.j(u)nj = 0 on Γ2 with .where Pint represents power of internal strains. \end{prin} At section sepripuiva it is shown how a partial differential equation system can be reduced to a variational system: this can be used to show that Newton's law of motion and virtual powers principle are dual forms of a same physical law. Powers are defined by giving spaces A and E where A is the affine space attached to E: At section seccasflu we will consider an example that shows the power of the virtual powers point of view.v) = ∫ σ (u)ε (v)dx i. ==Virtual powers and local equation== A connection between local formulation (partial derivative equation or PDE) and virtual powers principle (variational form of the PDE problem considered) is presented on an example. contact external strains.j i.

. Assume that the power of the internal strains can be described by integral: where ui. solution u is also the minimum of J(v) is the potential energy of the deformed solid. is the deformation energy. Powers being scalars. for any virtual displacement v cinematically admissible. The virtual powers principle can thus be considered as a consequence of the great conservation laws: \begin{prin}Virtual powers principle (static case): Actual displacement u is the displacement cinematically admissible such that the deformation's work of the elastic solid corresponding to the virtual displacement v is equal to the work of the external forces. The proposed theory is called a first gradient theory. \end{prin} Moreover. \end{prin} ==Case of fluids== Consider for instance a fluid .j designs the derivative of ui with respect to coordinate j. they can be obtained by contraction of tensors appendix chaptens) using the speed vector field ui as well as its derivatives..it can be shown that there exist a space V such that there exist a unique solution u of a(u. . as a(. A large freedom is left to the modelizator. Remark: The step of the expression of the power as a function of the speed field u is the key step for modelization.v) represents the deformation's work of the elastic solid {virtual power} {elasticity} corresponding to virtual displacement v from position u. method to obtain intern energies in generalized elasticity is similar section secelastigene). is the potential energy of the external forces.) is symmetrical. This result can be stated as follows: \begin{prin} The actual displacement u is the displacement among all the admissible displacement v that minimizes the potential energy J(v). L(v) represents the work of the external forces for the virtual displacement v.

Choosing the uniformly translating reference frame.Denoting a and s the antisymmetric and symmetric [art of the considered tensors yields to:{tensor} : where it has been noted that cross products of symmetric and antisymmetric tensors are zero\footnote{ That is: (aij + aji)(bij − bji) = 0. it can be shown that term Ki has to be zero: Ki = 0 Antisymmetric tensor is zero because movement is rigidifying: Finally. the expression of the internal strains is:{strains} is called strain tensor since it describes the internal deformation strains. Contact strains are modelized by: Finally the PDE problem to solve is: fi + τij. The external strains power is modelized by: Symmetric part of Fij can be interpreted as the volumic double--force density and its antisymmetrical part as volumic couple density.j = ργi in V where . } .

Internal energy U is the sum of kinetic energy of all the particle Ecm and their total interaction potential energy Ep: U = Ecm + Ep Definition: .Stress-deformation tensor The next step is to modelize the internal strains. Example: For a perfect gas. that is to explicit the dependence of tensors Kij as functions of ui. {first principle of thermodynamics} Definition: Let S be a macroscopic system relaxing in R0. Example: The elasticity theory chapter parenergint) allows to bind the strain tensor τij to the deformation tensor εij Energy conservation and first principle of thermodynamics Statement of first principle Energy conservation law corresponds to the first principle of thermodynamics . The state equation (deduced from a microscopic theory) pV = nkBT is used to bind the strain p to the deformation dV. This problem is treated at chapter parenergint. Let us give here two examples of approach of this problem. pressure force work on a system of volume V is: δW = − pdV.

Let a macroscopic system moving with respect to R. dU is a total differential that that Schwarz theorem can be applied. It has a macroscopic kinetic energy Ec. {internal energy} Etot = Ec + U \begin{prin} Internal energy U is a state function\footnote{ That means that an elementary variation dU is a total differential. Total energy Etot can vary only by exchanges with the exterior. that is variation of U depends only on the initial and final states. dEtot = δWe + δQ Theorem: If macroscopic kinetic energy is zero then: dU = δW + δQ Remark: Energy conservation can also be obtained taking the third moment of Vlasov equation equation eqvlasov). \end{prin} \begin{prin} At each time. } . The total energy Etot is the sum of the kinetic energy Ec and the internal energy U. \end{prin} This implies: Theorem: For a closed system. Consequences of first principle The fact that U is a state function implies that: • • Variation of U does not depend on the followed path. particulaire derivative example exmppartder) of the total energy Etot is the sum of external strains power Pe and of the heat {heat} received by the system. If U is a function of two variables x and y then: .

Let us precise the relation between dynamics and first principle of thermodynamics. We thus have: so Postulate: Second principle. Power Pi by relation eint is associated to the U modelization. there exists a state function called entropy and noted S. Second principle of thermodynamics Second principle statement Second principle of thermodynamics\ index{second principle of thermodynamics} is the macroscopic version of maximum entropy fundamental principle of statistical physics. Its is an extensive quantity whose variation can have two causes: . Before stating second principle. For any system. From the kinetic energy theorem: so that energy conservation can also be written: System modelization consists in evaluating Ec. Pe and Pi. let us introduce the thermostat notion: Definition: S system τ is a thermostat for a system if its microcanonical temperature is practically independent on the total energy E of system .

This transformation can be seen as an adiabatic relaxing of a spring that was compressed at initial time. • internal modifications of the system.• heat or matter exchanges with the exterior. • Adiabatic compression. Following equalities are used to calculate it: Applications Here are two examples of application of second principle: Example: {{{1}}} Example: . Consider a box whose volume is adiabatically decreased. } Remark: In general. if for an infinitesimal transformation. Indeed. Moreover. δiS can not be reached directly. one has: dS = δeS + δiS then and Remark: Second principle does correspond to the maximum entropy criteria of statistical physics. an internal transformation is always due to a constraint relaxing\footnote{ here are two examples of internal transformation: • Diffusion process.

one for each type of particles.ni) is minimal for T and p fixed} system's state is defined by ∆G = 0. At equilibrium\footnote{ We are recovering the equivalence between the physical statistics general postulate "Entropy is maximum at equilibrium" and the second principle of thermodynamics. but with a rope clamped between two walls.vi. Exercice: A plasma{plasma} is a set of charged particles.ve. so where µiis the chemical potential of species i.T.At section secrelacont. In thermodynamics.pe characterizes the electrons and set ni.p.pi characterizes the ions.n1. Exercice: Same question as previous problem. Compare with a approach starting form conservation laws. The momentum conservation equation for the electrons is: The momentum conservation equation for the ions is: . we have proved relations providing the most probable quantities encountered when a constraint "fixed quantity" is relaxed to a constraint "quantity free to fluctuate around a fixed mean".n2) = ∆Q − Te∆S Using second principle: ∆G = − Te∆Sint with . electrons and ions: set ne. This result can be recovered using the second principle. electrons and ions. and pressure. A classical model of plasma is the "two fluid model": the system is described by two sets of functions density. During a transformation at p and T constant (even an irreversible transformation): ∆G(p. one says that G(T. speed. Exercises Exercice: Give the equations governing the dynamics of a plate (negligible thickness) from powers taking into account the gradient of the speeds (first gradient theory).

• speeds can be written • with and . .Solve this non linear problem (find solution ) assuming: • B field is directed along direction z and so defines parallel direction and a perpendicular direction (the plane perpendicular to the B field). • densities can be written . Ti have the values they have at equilibrium. field can be written: . • gases are considered perfect: pa = nakBTa. Plasma satisfies the quasi--neutrality condition{quasi-neutrality} : . • Te.

In general it is looked for expressing F as a function of X . the internal energy variation is: dU = − Pidt This relation allows to bind mechanical strains (Pi term) to system's thermodynamical properties (dU term). then the conjugated variable f has the dimension of a force. vectors xi. tensors xij. When modelizing a system some "thermodynamical" variables X are chosen. is considered as thermodynamical variable.Introduction The first principle of thermodynamics section secpremierprinci) allows to bind the internal energy variation to the internal strains power {strains}: if the heat flow is assumed to be zero.} thermodynamical variable of variable X. the energy differential is: dU = fidxi Si X is a tensor xij. . They can be scalars x.dx If X is a vector xi. the energy differential is: dU = fijdxij Remark: If a displacement x. Remark: If X is a scalar x. \dots Differential dU can be naturally expressed using those thermodynamical variables X by using a relation that can be symbolically written: dU = FdX where F is the conjugated\footnote{ This is the same duality relation noticed between strains and speeds and their gradients when dealing with powers. the energy differential is: dU = f.

symbolically: In this chapter several examples of this modelization approach are presented. {Poynting vector} If currents are zero. Electromagnetic energy Introduction At chapter chapelectromag. . Here are the energy expression for common charge distributions: • • • for a point charge q. Relation F(X) is obtained by differentiating U with respect to X. it has been postulated that the electromagnetic power given to a volume is the outgoing flow of the Poynting vector. . using physical arguments.Remark: One can go from a description using variable X as thermodynamical variable to a description using the conjugated variable F of X as thermodynamical variables by using a Legendre transformation section secmaxient and The next step is. for a dipole {dipole} Pi potential energy is: for a quadripole Qi. to find an {\bf expression of the internal energy U(X)} {internal energy} as a function of thermodynamical variables X. potential energy is: U = qV(0).j potential energy is: . the energy density given to the system is: dU = HdB + EdD Multipolar distribution It has been seen at section secenergemag that energy for a volumic charge distribution ρ is {multipole} where V is the electrical potential.

the following constitutive relation is exact: D = ε0 E Those relations are included in Maxwell equations. let us place this system in an external static electric field associated to an electrical potential Ue.Consider a physical system constituted by a set of point charges qn located at rn. Let us look for the expression of the second term . by using a Legendre transform and choosing the thermodynamical variable E: . let us expand potential around r = 0 position: where labels position vector of charge number n.{atom} term associated to Vc is supposed to be dominant because of the low small value of rn − rm. The expression of total potential energy of the system is: In an atom. Those charges can be for instance the electrons of an atom or a molecule. Second term is then considered as a perturbation. Remark: In quantum mechanics. For that. This term is used to compute atomic states. passage laws from classical to quantum mechanics allow to define tensorial operators chapter chapgroupes) associated to multipolar momenta. This sum can be written as: the reader recognizes energies associated to multipoles. Using linearity of Maxwell equations. potential Ut(r) felt at position r is the sum of external potential Ue(r) and potential Uc(r) created by the point charges. Field in matter In vacuum electromagnetism. Internal electrical energy variation is: dU = EdD or.

This dependence is assumed to be linear: Di(t) = εij * Ej where * means time convolution. but also on values of E at times anteriors. This problem can be treated in two different ways. Let us illustrate the first point of view by some examples: Example: If one impose a relation of the following type: Di = εijEj then medium is called dielectric . that is to modelize the material as a charge distribution is vacuum. we look for the medium constitutive relation. experimental measurements show that D is proportional to E. . Maxwell equations in vacuum eqmaxwvideE and eqmaxwvideB can then be used to get a macroscopic model. So the constitutive relation adopted is: D = χE Another point of view consist in starting from a microscopic level.dF = DdE We propose to treat here the problem of the modelization of the function D(E). Di at time t is supposed to depend not only on the values of E at the same time t. Example: To treat the optical activity The second point of view is now illustrated by the following two examples: Example: A simple model for the susceptibility: {susceptibility} An elementary electric dipole located at r0 can be modelized section secmodelcha) by a charge distribution div (pδ(r0)). For instance.{dielectric} The expression of the energy is: F = F0 + εijEiEj Example: In the linear response theory {linear response}. The first way is to propose {\it a priori} a relation D(E) depending on the physical phenomena to describe. In other words.

Consider a uniform distribution of N such dipoles in a volume V. A simple model can be proposed without entering into the details of a quantum description. Several models can be proposed. The evaluation of this vector P is illustrated by figure figpolar. Other materials. But when there exist an non zero E field. those molecules tend to orient their moment along the electric field lines. We have now to provide a microscopic model for p. their orientation being random when there is no E field. dipoles being at position ri. A material can be constituted by small dipoles all oriented in the same direction. Function ρ that modelizes this charge distribution is: ρ= ∑ div (p δ(r )) i i V As the divergence operator is linear. like oil. It consist in saying that P is proportional to E: . Polar Polarization vector at point r is the limit of the ratio of the sum of elementary dipolar moments contained in the box dτ over the volume d\tau</math> as it tends towards zero.} Maxwell--gauss equation in vacuum div ε0E = ρ can be written as: div (ε0E − P) = 0 We thus have related the microscopic properties of the material (the p's) to the macroscopic description of the material (by vector D = ε0E − P). it can also be written: ρ = div ∑ (p δ(r )) i i V Consider the vector: This vector P is called polarization vector{polarisation}. The mean P of the pi's given by equation eqmoyP that is zero when E is zero (due to the random orientation of the moments) becomes non zero in presence of a non zero E. are constituted by molecules carrying a small dipole.

One looks for the expression of U as a function of the deformations using the physics of the the problem and symmetries. {elasticity} The notion of elastic energy allows to deduce easily "strains--deformations" relations. In the particular case of an oscillator.{strain-deformation relation} So. here a force. Relation f = f(x) is thus a constraint-deformation relation . If force f is conservative.P = χE where χ is the polarisability of the medium.Deformation of the system is referenced by the elongation x of the spring with respect to equilibrium. In this case relation: D = ε0 E − P becomes: D = (ε0 + χ)E Example: A second model of susceptibility: Consider the Vlasov equation equation eqvlasov and reference Generalized elasticity Introduction In this section. force f depends on the deformation. in the neighbourhood of the equilibrium position U can be approximated by: . and x is the deformation. in modelization of matter by virtual powers method {virtual powers} a power P that is a functional of displacement is introduced.dx Quantity f represents the constraint . then it is known that the elementary work (provided by the exterior) is the total differential of a potential energy function or internal energy U : δW = − dU In general. the concept of elastic energy is presented. The virtual work {virtual work} associated to a displacement dx is δW = f. Consider in particular case of a mass m attached to a spring of constant k. the internal energy has to depend only on the distance x to equilibrium position. The most natural way to find the strain-deformation relation is the following. If U admits an expansion at x = 0.

this system is represented at figure figchaineosc. That implies that a1 is zero. A calculation using virtual powers principle would have consisted in affirming: The total elastic potential energy is in general a function x_i</math> to the equilibrium positions. at equilibrium: {equilibrium} : dU = 0 If U admits a Taylor expansion: . we have dU = 0 at x = 0. Curve U(x) at the neighbourhood of equilibrium has thus a parabolic shape figure figparabe Parabe In the neighbourhood of a stable equilibrium position x0. as a function of the difference to equilibrium presents a parabolic profile.U(x) = a0 + a1x1 + a2x2 + O(x2) As x = 0 is an equilibrium position. A calculation using the Newton's law of motion implies: Chaineosc A coupled oscillator chain is a toy example for studying elasticity. Each oscillator is referenced by its difference position xi with respect to equilibrium position. the intern energy function U. This differential is total since force is conservative\footnote{ This assumption is the most difficult to prove in the theories on elasticity as it will be shown at next section} . So. As dU = − fdx the strain--deformation relation becomes: Oscillators chains Consider a unidimensional chain of N oscillators coupled by springs of constant kij.

as the interaction occurs only between nearest neighbours. But here. variables xi are not the right thermodynamical variables. yields to: Fi = bijεj As the interaction occurs only between nearest neighbours: so: Fi = biiεi + bii + 1εi + 1 This does correspond to the expression of the force applied to mass i : Fi = − k(xi − xi − 1) − k(xi + 1 − xi) . let us choose as thermodynamical variables the variables εi defined by: εi = xi − xi − 1.In this last equation. Defining the differential of the intern energy as: dU = fidxi one obtains Using expression of U provided by equation eqdevliUch yields to: fi = aijxj. repeated index summing convention as been used. Differential of U becomes: dU = Fidεi Assuming that U admits a Taylor expansion around the equilibrium position: U = b + biεi + bijεiεj + O(ε2) and that dU = 0 at equilibrium.

j. It is the symmetric part of tensor ui. Each particle position is referenced by a vector a in the state S0 and by the vector x in the state SX: x=a+X Vector X represents the deformation.if one sets k = − bii = − bii + 1. Remark: Such a model allows to describe for instance fluids and solids. Consider the case where X is always "small". the rate of deformation tensor is simply the time derivative of SPH deformation tensor: Thus: . It can be shown that in the frame of SPH hypothesis. Tridimensional elastic material Consider a system S in a state SX which is a deformation from the state S0. The intern energy is looked as a function U(X). Definition: The deformation tensor SPH is the symmetric part of the tensor gradient of X. At section secpuisvirtu it has been seen that the power of the admissible intern strains for the problem considered here is: with dU = − Pidt Tensor is called rate of deformation tensor. Such an hypothesis is called small perturbations hypothesis (SPH).

one looks for U that can be written: where el is an internal energy density with\footnote{ Function U depends only on εij.Function U can thus be considered as a function U(εij).} whose Taylor expansion around the equilibrium position is: ρel = a + aijεij + aijklεijεkl We have\footnote{ Indeed: and from the properties of the particulaire derivative: Now. From the mass conservation law: } Thus . More precisely.

Internal energy of the nematic is a function of the vector field n and its partial derivatives. Champnema Each molecule orientation in the nematic material can be described by a vector n. Remark: Calculation of the footnote footdensi show that calculations done at previous section secchampdslamat should deal with volumic energy densities. Identification with equation dukij. Let us look for an internal energy U that depends on the gradients of the n field: with The most general form of u1 for a linear dependence on the derivatives is: . In a continuous model.y).Using expression eqrhoel of el and assuming that dU is zero at equilibrium. Nematic material A nematic material{nematic} is a material whose state can be defined by vector field\footnote{ State of smectic materials can be defined by a function u(x. this yields to a vector field n. yields to the following strain-deformation relation: it is a generalized Hooke law{Hooke law}. we have: thus: with bijkl = aijkl + aklij. } n. This field is related to the orientation of the molecules in the material. The bijkl's are the elasticity coefficients.

} The energy of nematic crystals has this invariance property\footnote{ Cholesteric crystal doesn't verify this condition. The energy of distortion is independent on the sense of n. There are thus no term u2 in the expression of the internal energy for a nematic crystal. It is know that the only second order isotrope tensor in a three dimensional space is δij. So u1 could always be written like: u1 = k0 div n • Invariance under the transformation n maps to − n . Rotation invariance. This implies that the constant k0 in the previous equation is zero. . general form for u2 is: Let us consider how symmetries can simplify this last form. it can be shown that u3 can always be written: . that is the identity. there is no possible energy that has the form given by equation eqsansder. . Functional u1 should be rotation invariant.where Kij is a second order tensor depending on r. • Rotation invariance. Let us consider how symmetries can simplify this last form. This yields to consider next possible term u2. tensor Kij has to be isotrope. The rotation invariance condition implies that: Lijk = RilRjmRknLlmn It is known that there does not exist any third order isotrope tensor in R3. • • Invariance under the transformation n maps to − n . but there exist a third order isotrope pseudo tensor: the signature pseudo tensor ejkl appendix secformultens). This yields to the expression: • {\bf Invariance of the energy with respect to the axis transformation . that is. This invariance condition is well fulfilled by u2. that is u1(n) = u1( − n). where Rmn are orthogonal transformations (rotations). Using similar argumentation. Thus. Since eijk is a pseudo-tensor it changes its signs for such transformation. We thus have the condition: Kij = RikRjlKkl.} .

on{piezo electricity} the form chosen for σij is: σij = λijklukl + γijkEk The tensor γijk traduces a coupling between electrical field variables Ei and the deformation variables present in the expression of F: The expression of Di becomes: so: Di = εijEj + γijkujk Viscosity A material is called viscous {viscosity} each time the strains depend on the deformation speed. the following strain-deformation relation is adopted: .u3 = K1( div n)2 and u4: Limiting the development of the density energy u to second order partial derivatives of n yields thus to the expression: Other phenomena Piezoelectricity In the study of piezoelectricity . In the linear viscoelasticity theory .

Exercice: {{{1}}} Exercice: Give the expression of the deformation energy of a smectic section secristliquides for the description of smectic) whose ith layer's state is described by surface ui(x. Indeed. Knowing that the Fourier transform of function "sign of t" is C. homogeneous. For instance.y). Remark: Those materials belong Remark: In the frame of distribution theory. isotrope material.Vp(1 / x) where C is a normalization constant and Vp(1 / X) is the principal value of 1 / x distribution. These relations are know in optics as Krammers--Kr\"onig relations{Krammers--Kr\"onig relations}. time derivation can be expressed by the convolution by δ'(t). The first term represents an instantaneous elastic effect. time derivatives can be considered as convolutions by derivatives of Dirac distribution. Exercice: Consider a linear. To obey to the causality principle distribution ε has to have a positive support. Tensors a and b play respectively the role of elasticity and viscosity coefficients.Material that obey such a law are called {\bf short memory materials} {memory} since the state of the constraints at time t depends only on the deformation at this time and at times infinitely close to t (as suggested by a Taylor development of the time derivative). The second term renders an account of the memory effects. This allows to treat this case as a particular case of formula given by equation eqmatmem. give the relations between the real part and imaginary part of the Fourier transform of ε. If the strain-deformation relation is chosen to be: then the material is called long memory material since the state of the constraints at time t depends on the deformation at time t but also on deformations at times previous to t. Electric susceptibility ε introduced at section secchampdslamat allows for such materials to provide D from E by simple convolution: D = ε * E. Exercises Exercice: Find the equation evolution for a rope clamped between two walls. D can not depend on the future values of E. . where * represents a temporal convolution.

for a function f to be summable. Definition: A group is a set of elements any ordered pair • and a composition law . However.g2 of G.{group} translation and rotation invariances correspond to momentum and kinetic moment conservation. that assigns to an element g1. we propose here to give to the reader an idea of the Lebesgue integral based on its properties. if summable and if then f(x) is summable and is If f and g are almost everywhere equal. zero out of a finite interval (a.b) is summable. If f is integrable in the Riemann sense on (a. Groups Definition In classical mechanics.g3) = (g1.(g2. Noether theorem allows to bind symmetries of Lagrangian and conservation laws. The integration in the Lebesgue sense is a fonctional that at each element F of a certain functional space (the space of the summable functions) associates a number note of .g2). it is sufficient that | f | is summable. The underlying mathematical theory to the intuitive notion of symmetry is presented in this appendix. the their sum is egual. A bounded function. is associative g1.Measure and integration Lebesgue integral The theory of the Lebesgue integral is difficult and can not be presented here.g3 . The composition law .b) then the sums in the Lebesgue and Rieman sense are egual. if and if then f is almost everywhere zero.

the reader is invited to refer to the abundant litterature for instance. Representation For a deeper study of group representation theory. It is a group with respect to the function composition law. Definition: A representation (V. .Π) of a group G is called irreducible if it admits no subrepresentation other than 0 and itself.} {\it i. A vectorial subspace W of V is called stable by Π if: One then obtains a representation of G in W called subrepresentation of Π.Π) be a representation of G. there exists an element g − 1 of G such that: g.g − 1 = g − 1. Definition: A representation of a group G in a vectorial space V on K = R or K = C is an endomorphism Π from G into the group GL(V)\footnote{GL(V) is the space of the linear applications from V into V.e = e.• has a unit element e : g.Π(g2) Definition: Let (V.g2) = Π(g1).g = e • for each g of G.e }a mapping with Π(g1.g = e Definition: The order of a group is the number of elements of G.

Indeed. They are both irreducible. kinetic energy is also invariant. a vibratory system is invariant by symmetry G. . In a any basis of R3. instead of considering the Euclidian space R3 as state space. The various symmetry operations that characterizes this group are: • • • three reflexions σ1. Example: Let G be a group of transformations simply defined by: of space R3. A representation Π1 of G in V = R3 is To each element of G. implies that its energy is invariant by G: Matrices M(g) being orthonormal.Consider a symmetry group G. the space of the qi's where the qi's are the degree of freedom of the system has to be considered. two rotations around the C3 axis. is the identity and is noted E. representation matrices of group symmetry operators are in general not block diagonal. The diagonalization of the coupling matrix problem can be tackled using symmetry considerations. In chemistry books. The tridimensional space can be shared into two invariant subspaces: a one-dimensional space E1 spanned by vector of the C3 axis. of angle rotation of angle and noted and .σ2. and a plane E3 perpendicular to this vector. let us consider some classical examples of vectorial spaces V. representation on E1 is called A and representation on E2 is called E. a mapping of R3 is associated. Remark: For the study of the vibrations of a molecule. This mapping can be defined by a matrix M called representation matrix of symmetry operator . and σ3. Example: Let us consider molecule NH3 as a solid of symmetry C3. Let be an element of G.

Example: Consider the group G introduced at example exampgroupR. A representation Π3 of G in the space of linear operators of L2 can be defined by: where transformation is the matrix representation. If φi Consider the group G introduced at example exampgroupR. vectorial and tensorial operators can be defined. scalar. Proof: It is sufficient to evaluate the action of A on Rφ to prove this theorem. then we have Rφi = Dkiφi. of . element of G. element of G and A is the matrix defining the operator Relatively to the R3 rotation group. Definition: A scalar operator S is invariant by rotation: RSR − 1 = S An example of scalar operator is the hamiltonian operator in quantum mechanics. defined at prevoius example.Consider the following theorem: Theorem: If operator A is invariant by R. . Rφ is also eigenvector of A. that is ρRA = A or RAR − 1 = A. Example: . This previous theorem allows to predict the eigenvectors and their degeneracy. the if φ is eigenvector of A. A representation Π2 of G in the space L2 of summable squared can be defined by: where is the matrix representation of transformation is a basis of L2(R3).

(the components of V in spherical coordinates) that verify the commutation relations: [Xi. Their number is limited. It can be shown for instance that there are only 32 symmetry point groups allowed in crystallography.Definition: A vectorial operator V is a set of three operators Vm. Consider the tensor: Xijk = xixjxk let us form the density: φ = aijkXijk φ is conserved by change of basis\footnote{ A unitary operator preserves the scalar product. This interest of the group theory for the physicist is that it provides irreducible representations of symmetry group encountered in Nature. There exists also methods to expand into irreducible representations a reducible representation. It can be shown that a vectorial operator is a tensorial operator with j = 1.Vm] = εimkVk More generally. Tensors and symmetries Let aijk be a third order tensor.0. Another equivalent definition is presented in. tensorial operators can be defined: Definition: A tensorial operator T of components is given by: is an operator whose transformation by rotation where is the restriction of rotation R to space spanned by vectors | jm > .} If by symmetry: Raijk = aijk then .1. m = − 1.

then R(xixjxk) = ( − 1)3xixjxk. Proof: Let us consider the operation R symmetry with respect to the centre. The symmetry implies Raijk = aijk so that aijk = − aijk which prooves the theorem. there exists for piezoelectric materials a relation between the deformation tensor eij and the electric field hk eij = aijkhk aijk is called the piezoelectric tensor. such that every linear combination of two elements of E is inside E. As seen at section secpiezo.RXijk = Xijk With other words ``X is transformed like a Example: : piezoelectricity. Let us show how previous considerations allow to obtain following result: Theorem: If a crystal has a centre of symmetry. An ensemble E is a vectorial space if it has an algebric structure defined by to laws + and .. Vectorial spaces Definition Let K be R of C. then it can not be piezoelectric. More precisely: Definition: .

The set of the positive functions is not a fucntional space. Dual of a vectorial space Dual of a vectorial space Definition . designs the number associated to function φ by functional Definition: A functional T is linear if for any functions φ1 and φ2 of and λ2 : and any complex numbers λ1 < T | λ1φ1 + λ2φ2 > = λ1 < T | φ1 > + λ2 < T | φ2 > Definition: Space is the vectorial space of functions indefinitely derivable with a bounded support. law. where 1 is the unity of . Functional space Definition: A functional space is a set of functions that have a vectorial space structure.. Definition: A functional T of < T | φ > T. a composition law noted + and an action law noted . is a mapping from into C. those laws verifying: (E. + ) is a commutative group. The set of the function continuous on an interval is a functional space.An ensemble E is a vectorial space if it has an algebric structure defined by to laws.

===Tensors=== In this appendix. Let E be a finite dimension vectorial space. More information can be found in for instance.Definition: Let E be a vectorial space on a commutative field K. A vector X of E can be referenced by its components xi is the basis ei: X = xiei In this chapter the repeated index convention (or {\bf Einstein summing convention}) will be used. then E * has also a finite dimension and its dimension is gela to the dimension of E. we introduce the fundamental notion of tensor{tensor} in physics. Let ei be a basis of E. p is defined by a set of number xi because the most general form of a linear form on E is: p(Y) = xiyi A basis ei of E * can be defined by the following linear form . A element of E * is a linear form on E: it is a linear mapping p that maps any vector Y of E to a real. * has also an inifinite dimension but the two spaces are not isomorphic. For instance: x ie i = ∑ xe i i i or aijkbikm = ∑∑a i k ijkbikm To the vectorial space E correspond a space E * called the dual of E. of the When E has a finite dimension. It consists in considering that a product of two quantities with the same index correspond to a sum over this index. The vectorial space linear forms on E is called the dual of E and is noted E * . If E has an inifinite dimension.

Using a physicist vocabulary xi is called a covariant vector and xi a contravariant vector. then . If ei is a basis of E1 and fj a basis of E2.where is one if i = j and zero if not.y) = bijxixj It can be considered as a linear form of using application from to that is linear and distributive with respect to + . Thus to each vector X of E of components xi can be associated a dual vector in E * of components xi: X = xiei The quantity | X | = xixi is an invariant. The tensorial product space is the vectorial space such that there exist a unique isomorphism between the and the linear forms of . It is independent on the basis chosen. Let xi and yj two vectors of two vectorial spaces E1 and E2. Contravariant variables that are transformed like the components of a vector on this basis. xi are such variables. On another hand. the expression of the components of vector X depend on the basis chosen. A bilinear space of the bilinear forms of form of is: b(x. If that maps basis ei to another basis e'i defines a transformation we have the following relation between components xi of X in ei and x'i of X in e'i: This comes from the identification of and X = xiei Equations eqcov and eqcontra define two types of variables: covariant variables that are transformed like the vector basis.

• The Kronecker symbol δij is defined by: It is the only second order tensor invariant in R3 by rotations. For instance a second order covariant pseudo tensor is transformed according to: where det(ω) is the determinant of transformation ω.is a basis of . Thus tensor xiyj = Tij is an element of . It verifies the equality: eijkeimn = δjmδkn − δjnδkm Let us introduce two tensor operations: scalar product.A second order covariant tensor is thus an element of . its components aij are transformed according the following relation: Now we can define a tensor on any rank of any variance. A second order tensor is called symmetric if aij = aji. It is called antisymmetric is aij = − aji. vectorial product. Let us introduce two particular tensors. For instance a tensor of third order two times covariant and one time contravariant is an element a of and noted .b is the contraction of vectors a and b : a. In a change of basis. Pseudo tensors are transformed slightly differently from ordinary tensors.b = aibi • vectorial product of two vectors a and b is: . • Scalar product a. • The signature of permutations tensor eijk is defined by: It is the only pseudo tensor of rank 3 invariant by rotations in R3.

continuously Here are some important Green's formulas obtained by applying Green's theorem: . Let \omega</math> (oriented towards the exterior of ω). Let derivable in ω. then:{Green's theorem} \partial be a tensor.From those definitions. Theorem: Let ω be a bounded domain of Rp with a regular boundary. following formulas can be showed: Here is useful formula: ==Green's theorem== Green's theorem allows to transform a volume calculation integral into a surface calculation integral.

x). a converging sequence admits only one limit (the toplogy is separated ). .z in d(x.y) = d(y. In a metrical space.d) of an ensemble A and a distance d on A. all the topological spaces considered are metrical space.y) = 0 if and only if x = y.Topological spaces Definition For us a topological space is a space where on has given a sense to: Indeed. To each metrical space can be associated a topological space. the most general notion of limit is expressed in topological spaces: Definition: A sequence un of points of a topological space has a limit l if each neighbourhood of l contains the terms of the sequence after a certian rank. In this text. d(x. Distances and metrics Definition: A distance on an ensemble E is an map d from E: into R + that verfies for all x. Definition: A metrical space is a couple (A.y. Cauchy sequences have been introduced in mathematics when is has been necessary to evaluate by successive approximations numbers like π that aren't solution of any equation .

The reverse is false in general. so a normed vectorial space is a topological space (on can speak about limits of sequences). Definition: A Hilbert space is a complete separated prehilbertian space. Definition: A normed vectorial space is a vectorial space equiped with a norm. A sequence xn of elements of A is said a Cauchy sequence if . that shows that e is irrational. It is thus a metrical space by using the distance induced by the norm associated to the scalar product. Indeed the sequence is a Cauchy sequence but doesn't converge in Q. there exist spaces for wich there exist Cauchy sequences that don't converge. Definition: A separated prehilbertian space is a vectorial space E that has a scalar product. Any convergent sequence is a Cauchy sequence. The space of summable squared functions L2 is a Hilbert space.d) is said complete if any Cauchy sequence of elements of A converges in A.with inmteger coeficient and more generally. The space Q of the rational number is not complete. Definition: A metrical space (A. Indeed. The norm induced a distance. It converges in R to e. Definition: Let (A. Tensors and metrics . The space R is complete. when one asked if a sequence of numbers that are ``getting closer do converge.d) a metrical space.

The elementary squared distance between two points xi and xi + dxi is: ds2 = gijdxidxj = gijdxidxj Covariant components xi can be expressed with respect to contravariant components: xi = gijxj The invariant xiyj can be written xiyj = xigijyj and tensor like can be written: Limits in the distribution's sense Definition: Let Tα be a family of distributions depending on a real parameter α.If the space E has a metrics gij then variance can be changed easily. A metrics allows to measure distances between points in the space. it can be shown that distributions associated to functions fα verifying: converge to the Dirac distribution. Dual of a topological space . Distribution Tα tends to distribution T when α tends to λ if: In particular.

They allow to describe charge "distributions" in electrostatic (like point charge. Definition: L. Definition: Dirac distribution.Definition Definition: Let E be a topological vectorial space. dipole charge). thus the elements of the can be associated. a distribution Tf defined by: . Definition: To any locally summable function f.{Dirac distribution} noted δ is defined by: Remark: Physicist often uses the (incorrect!) integral notation: . They also allow to genereralize the derivation notion to functions that are not continuous. dual Definition: A function is called locally summable if it is integrable in Lebesgue sense over any bounded interval. Schwartz distributions are linear functionals continuous on of . ===Distributions=== Distributions{distribution} allow to describe in an elegant and synthetic way lots of physical phenomena. The set of the continuous linear form on E is a vectorila subspace of E * and is called the topological dual of E.

Let us first recall the definition of the Fourier transform of a function: Definition: Let f(x) be a complex valuated function{Fourier transform} of the real variable x. Convolution of two functions f and g is the function h if exists defined by: and is noted: h = f * g. Fourier transform of f(x) is the complex valuated function \sigma</math> defined by: if it exists.to describe the action of Dirac distribution δ on a function φ. convolution by δ(m) is the derivation of order m. A sufficient condition for the Fourier transform to exist is that f(x) is summable. The notion of Fourier transform of functions can be extended to distributions. Convolution product of two distributions S and T is (if exists) a distribution noted S * T defined by: Here are some results: • • • • convolution by δ is unity of convolution. convolution by is the derivation. The Fourier transform can be inverted: if . convolution by δ(x − a) is the translation of a.

The Fourier transform of a distribution can not be defined by Indeed. More precisely. if exist. p (m) • for all positive or zero integers p and m. (m) if • its m − derivative φ (x) exists for any positive integer m. then and the second member of previous equality does not is the space of fast decreasing functions. Definition: Space . Definition: Fourier transform of a tempered distribution T is the distribution defined by . x φ (x) is bounded.then Here are some useful formulas: Let us now generalize the notion of Fourier transform to distributions.

that is a set of ω's. They also allow to genereralize the derivation notion to functions that are not continuous. They allow to describe charge "distributions" in electrostatic (like point charge. This number is a random variable. discontinuity surfaces. Statistical description Random variables Distribution theory generalizes the function notion to describe{random variable} physical objects very common in physics (point charge. Let B a tribe of parts of a set Ω of "results" ω. As we will see. For instance one can associate to each result ω of the de experiment a number equal to the number written on the face. A random variable X is an application from Ω into R (or C). distributions can help to describe random variables. The faces of a dice numbered from 0 to 6 can be considered as the results of a set . we will introduce stochastic processes which are the mathemarical characteristics of being nowhere differentiable.\dots). A random variable describes also very common objects of physics. dipole charge). At section secstoch.The Fourier transform of the Dirac distribution is one: Distributions{distribution} allow to describe in an elegant and synthetic way lots of physical phenomena. Let X be a random variable that takes values in R. An event is an element of B. A probability P is a positive measure of tribe B. Probability density Distribution theory provides the right framework to describe statistical "distributions". Definition: The density probability function f(x) is such that: It satisfies: Example: .

The density probability function of a Bernoulli process is: f(x) = pδ(x) + qδ(x − 1) Moments of the partition function Often. Example: For the Bernouilli distribution: The property of Fourier transform: . a function f(x) is described by its moments: Definition: The pth moment of function f(x) is the integral Definition: The mean of the random variable or mathematical expectation is moment m1 Definition: Variance v is the second order moment: The square root of variance is called ecart-type and is noted σ. Generating function Definition: The generatrice function{generating function} of probability density f is the Fourier transform off.

implies that: Sum of random variables Theorem: The density probability fx associated to the sum x = x1 + x2 of two {\bf independent} random variables is the convolution product of the probability densities and . {central limit theorem} . because this result will not be further used in this book. Using the Fourier counterpart of previous theorem: So Let us state the central limit theorem. taking into account all the possible cases: This can be used to show the probability density associated to a binomial law. } to a Gaussian. We do not provide here a proof of this theorem. The probability that the sum of two random variables that can take values in with N > n is n is. but the reader can on the following example understand how convolution appears. Theorem: The convolution product of a great number of functions tends\footnote{ The notion of limit used here is not explicited.

inverting the Fourier transform: Differentials and derivatives Definitions Definition: Let E and F two normed vectorial spaces on R or C.Proof: Let us give a quick and dirty proof of this theorem. Assume that Taylor expansion around zero: has the following and that the moments mp with are zero.and f a mao defined on an open U of E into F. . f is said differentiable at a point x0 of U if there esists a continous linear application g from E into F such that is negligible with respect to . then using the definition of moments: This implies using m0 = 1 that: A Taylor expansion yields to Finally.

Assume that f' is locally summable and note almost everywhere defined. This limit is then called derivative of f at point x and is noted .The notion of derivative is less general and is usually defined for function for a part of R to a vectorial space as follows: Definition: Let I be a interval of R different from a point and E a vectorial space normed on R. Assume that f is discontinuous at N points ai. An application f from I to E admits a derivative at the point x of I if the ratio: admits a limit as h tends to zero. Distribution theory allows in particular to generalize the classical derivative notion to non continuous functions. Derivatives in the distribution's sense Definition Derivative{derivative in the distribution sense} in the usual function sense is not defined for non continuous functions. Definition: Derivative of a distribution T is distribution T' defined by: Definition: Let f be a summable function. Derivative (Tf)' of the distribution associated to f is: One says that the derivative in the distribution sense is equal to the derivative without precaution augmented by the Dirac distribution multiplied by the jump of f. It defines a distribution Tf'. and let us the jump of f at ai. We will however see in this appendix some genearalization of derivatives. It can be noted: .

The geometrical implications of the differential operators are considered at next appendix chaptens Example: Electromagnetism The fundamental laws of electromagnetism are the Maxwell equations:{passage relation} div D = ρ div B = 0 are also true in the distribution sense. In books on electromagnetism. the action of differential operators in the distribution sense can be written. a a vectorial function.===Case of distributions of several variables=== Using derivatives without precautions. and a current distribution defined by: j = jv + js . Those formulas allow to show the Green function introduced for tensors. σ represents the jump of a or f through surface S and δS. a chapter is classically devoted to the study of the boundary conditions and passage conditions. Consider for instance. in the case where the functions on which they are acting are discontinuous on a surface S: grad f = { grad f} + nσfδS div a = { div f} + nσaδS where f is a scalar function. is the surfacic Dirac distribution. a charge distribution defined by: ρ = ρv + ρs where ρv is a volumic charge and ρs a surfacic charge. The using of distributions allows to treat this case as a particular case of the general equations.

Using the formulas of section secdisplu. one obtains the following passage relations: where the coefficients of the Delta surfacic distribution δs have been identified Example: Electrical circuits As Maxwell equations are true in the distribution sense previous example). the equation of electricity are also true in the distribution sense. Using distribution derivatives. Taking again the example of the dices. one adds the time notion. Distribution theory allows to justify some affirmations sometimes not justified in electricity courses. Consider equation: This equation implies that even if U is not continuous. we can define another random variable Xt: Definition: . from the first random variable X. derivative Consider equation: would create a Dirac distribution in the second member. Example: Fluid mechanics Conservation laws are true at the distribution sense. This equation implies that q(t) is continuous even if i is discontinuous. if we repeat the experiment N times. then the number of possible results is Ω' = 6N (the size of the set Ω grows exponentialy with N). We can define using this Ω' a probability P'. Indeed . so called "discontinuity" relations can be obtained immediately ==Differentiation of Stochastic processes== When one speaks of stochastic{stochastic process} processes .where jv is a volumic current. and js a surfacic current. if i is not continuous. So. i does.

a large class\footnote{This definition excludes however discontinuous cases such as Poisson . the expected value of Xt at time tn depends only on the value of Xt at previous time tn − 1.t1). It can be seen that two functions f1 and f1 | 1 defines a Markov{Markov process} process if and only if they verify: • the Chapman-Kolmogorov equation{Chapman-Kolmogorov equation}: • A Wiener process{Wiener process}{Brownian motion} (or Brownian motion) is a Markov process for which: Using equation eqnecmar.t2 | x1. One defines the conditional probability as the probability of Xt to take a value between x and x + dx. In other words. knowing j anterior events. Generally probability depends on the history of values of Xt before ti.Let X a random variable{random variable}.t) and f1 | 1(x2. Xt is called a stochastic function of X or a stochastic process. one gets: As stochastic processes were defined as a function of a random variable and time. A stochastic process (associated to X) is a function of X and t. at time ti knowing the values of Xt for times anterior to ti (or Xt "history"). A Markov process is a stochastic process with the property that for any set of succesive times one has: Pi | j denotes the probability for i conditions to be satisfied. It is defined by the transition matrix by P1 and P1 | 1 (or equivalently by the transition density function f1(x.

up to second order.processes} of stochastic processes can be defined as a function of Brownian motion (or Wiener process) Wt. for a stochastic process f(Wt) the second order term is no more neglectible. For instance a model of the temporal evolution of stocks is A stochastic differential equation dXt = a(t. The rules of differentiation with respect to the Brownian motion variable Wt differs from the rules of differentiation with respect to the ordinary time variable. we have: or (dWt)2 = dt. This our second definition of a stochastic process: Definition: Let Wt be a Brownian motion. . of a function f(Wt): Usually (for newtonian functions).Xt)dWt gives an implicit definition of the stochastic process. They are given by the It\^o formula{It\^o formula} . as it can be seen using properties of the Brownian motion. Indeed. A stochastic process is a function of Wt and t. To understand the difference between the differentiation of a newtonian function and a stochastic function consider the Taylor expansion. But. the differential df(Wt) is just f'(Wt)dWt.Xt)dt + b(t.

The functional derivative of I noted is given by the limit: where a is a real and φi = φ(ia). This schemes satisfies the following iterative scheme: More sofisticated methods can be found in . Functional derivative Let (φ) be a functional.Xt)dWt with initial value: The most basic way to approximate the solution of previous problem is to use the Euler (or Euler-Maruyama). Let us here just mention the most basic scheme to integrate stochastic processes using computers.Xt)dt + b(t.Figure figbrown illustrates the difference between a stochastic process (simple brownian motion in the picture) and a differentiable function. Here are some examples: Example: If Example: then . The brownian motion has a self similar structure under progressive zooms. To calculate the differential dI(φ) of a functional I(φ) one express the difference I(φ + dφ) − I(φ) as a functional of dφ. Consider the time integration problem: dXt = a(t.

then it admits an expansion in serie at order n around x = a and it is given by the Taylor-Young formula: where ε(h) tends to zero when h tends to zero and where f(k)(a) is the k derivative of f at x = a. ===Non objective quantities=== Consider two points M and M' of coordonates xi and xi + dxi. Theorem: If a function is derivable n times in a. A first variation often considered in physics is: .If then . ==Comparison of tensor values at different points== Expansion of a function in serie about x=a Definition: A function f admits a expansion in serie at order n around x = a if there exists number such that: where ε(h) tends to zero when h tends to zero. is a function that Note that the reciproque of the theorem is false: admits a expansion around zero at order 2 but isn't two times derivable.

. An objective variation that allows to define a tensor is presented at next section: it takes into account the variations of the basis vectors. such that: x = ra(0) where ra is the Lagrangian position of the particle. and: Eulerian and Lagrangian descriptions are equivalent. It doesn't obey to tensor transformations relations.The non objective variation is Note that dai is not a tensor and that equation eqapdai assumes that ei doesn't change from point M to point M'. one has the famous vectorial derivation formula: Example: Eulerian description of a fluid is given by a field of "Eulerian" v(x. If ra(t) = xi(t)ei the Lagrangian speed is: Derivative introduced at example exmpderr is not objective. This is why it is called non objective variation. In particular. that means that it is not invariant by axis change. Example: Lagrangian speed: the Lagrangian description of the mouvement of a particle number a is given by its position ra at each time t.t) velocities and initial conditions.

at time t. Now. If speed field u is differentiable. . So: . there exists a linear mapping K such that: Kij = ui. This last equation allows to • The derivative with respect to time of the elementary volume dv at the neighbourhood of a particle that is followed in its movement is\footnote{ Indeed d(δv) = d(δx)δyδz + d(δy)δxδz + d(δz)δxδy }: • The speed field of a solid is antisymmetric \footnote{ Indeed. antisymmetric part is called rotation tensor. By definition of a solid. Thus using equation eqchampudif: This result true for vector show that is also true for any vector . Tensor K can be shared into a symmetric and an antisymmetric part: Symmetric part is called dilatation tensor.j is called the speed field gradient tensor. scalar product uv remains constant as time evolves.Example: Let us consider the variation of the speed field u between two positions. let u and v be two position vectors binded to the solid.

. e. So. from the preceeding theorem: This can be rewritten saying that speed field is antisymmetrical. When using Lagrange variables.. The particular derivative of I verifies: . K is antisymmetrical. surface. one has: Kij = − Kji In other words.}. one has: }. Example: Particulaire derivative of a tensor: The particulaire derivative is the time derivative of a quantity defined on a set of particles that are followed during their movement. it can be identified to the partial derivative with respect to time The following property can be showed : \begin{prop} Let us consider the integral: I= ∫ω V where V is a connex variety of dimension p (volume.v.) that is followed during its movement and ω a differential form of degree p expressed in Euler variables.So: Kijujvi + uiKijvJ = 0 As this equality is true for any u. {\it i.

Consider the difference between a quantity a evaluated in two points M and M'. Example: Consider the integral I= ∫ C(x.\end{prop} A proof of this result can be found in . The particulaire derivative of I is since from equation eqformvol: ===Covariant derivative=== In this section a derivative that is independent from the considered reference frame is introduced (an objective derivative). da = a(M') − a(M) = daiei + aidei As at section secderico: Variation dei is linearly connected to the ej's {\it via} the tangent application: Rotation vector depends linearly on the displacement: .t)dv V where D is a bounded connex domain that is followed during its movement. C is a scalar valuated function continuous in the closure of D and differentiable in D.

d(aiei) given by equation eqcovdiff does have the tensors properties} tensors. However. they connect properties of space at M and its properties at point M'. but the quantity . Remark: For the calculation of the particulaire derivative exposed at section secderico the xj are the coordinates of the point. This formula can be generalized to tensors. By a change of index in equation eqchr : As the xj's are independent variables: Definition: The covariant derivative of a contravariant vector ai is The differential can thus be noted: which is the generalization of the differential: considered when there are no tranformation of axes. } are not\footnote{Just as is not a tensor.Symbols called Christoffel symbols\footnote{ I a space with metrics gij coefficients can expressed as functions of coefficients gij.

to derive depends also on time. Covariant differential operators Following differential operators with tensorial properties can be defined: • Gradient of a scalar: a = grad V with • . Rotational of a vector b = rot ai with . That is the reason why a term eqformalder but not in equation eqdefdercov. are functions of the metrics tensor gij. appear in equation Remark: From equation eqdefdercov the vectorial derivation formula of equation eqvectderfor can be recovered when: Remark: In spaces with metrics. the tensoriality of the rotational can be shown using the tensoriality of the covariant derivative: • Divergence of a contravariant density: d = div ai .

where . In an orthonormal euclidian space on has the following relations: rot ( grad φ) = 0 and div ( rot (a)) = 0 . For more details on operators that can be defined on tensors. see .

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