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You are on page 1of 44

tex

Vitaly A. Shneidman

Department of Physics, New Jersey Institute of Technology

(Dated: March 18, 2012)

Abstract

These lecture notes will contain some additional material related to Arfken & Weber, 6th ed.

(abbreviated Arfken ), which is the main textbook. Notes for all lectures will be kept in a single

file and the table of contents will be automatically updated so that each time you can print out

only the updated part.

Please report any typos to vitaly@oak.njit.edu

notes780.tex

Contents

Introduction

3

A. Vectors

1. Single vector

B. Rotational matrix

D. Derivatives

F. Stokes theorem

9

10

A. Basic definitons

10

11

A. Laplacian of 1/r

11

11

C. Greens theorems

12

12

13

13

V. Multidimensional integration

A. Change of variables

13

B. Multidimensional -function

13

14

A. Metric tensor

14

15

VII. Matrices

A. Geometric meaning of linear systems of equations

15

15

15

D. Rank of a matrix

15

15

16

F. Determinants

16

G. Inverse of a matrix

17

H. Trace

17

17

J. Complex generalization

18

18

L. Spectrum

19

1. Hermitian: i - real

19

2. Unitary: |i | = 1

19

M. Eigenvectors

20

N. Similarity transformation

20

20

20

21

21

22

P. Spectral decomposition

22

Q. Functions of matrices

22

R. Applications of matrix techniques to molecules

23

24

1. Rotation

24

2. Vibrations of molecules

25

28

A. Space of functions

28

B. Linearity

28

C. Inner product

28

D. Completeness

29

29

F. Linear operators

29

1. Hermitian

29

29

30

IX. Fourier

A. Fourier series and formulas for coefficients

30

B. Complex series

31

1. Orthogonality

31

32

33

34

X. Fourier integral

A. General

34

34

C. Convolution theorem

34

D. Discrete Fourier

35

1. Orthogonality

35

38

A. Basics: Permanence of algebraic form and Euler formula; DeMoivre formula;

multivalued functions

38

B. Cauchy-Riemann conditions

38

38

38

39

E. Singularities

39

A. Saddle-point method

40

40

Foreword

These notes will provide a description of topics which are not covered in Arfken in

order to keep the course self-contained. Topics fully explained in Arfken will be described

more briefly and in such cases sections from Arfken which require an in-depth analysis

will be indicated as work-through: ...

- indicated as READING: ... . (Do not expect to understand everything in such cases, but

it is always useful to see a more general picture, even if a bit faint.)

Homeworks are important part of the course; they are indicated as HW: ...

and

include both problems from Arfken and unfinished proofs/verifications from notes. The

HW solutions must be clearly written in pen (black or blue).

Part I

Introduction

I.

A.

Vectors

has a magnitude

has direction (Equivalently, has several components in a selected system of coordinates).

obeys certain addition rules (rule of parallelogram). (Equivalently, components of

a vector are transformed according to certain rules if the system of coordinates is

rotated).

This is in contrast to a scalar, which has only magnitude and which is not changed when a

system of coordinates is rotated.

How do we know which physical quantity is a vector, which is a scalar and which is

neither? From experiment (of course). More general objects are tensors of higher rank,

which transform in more compicated way. Vector is tensor of a first rank and scalr - tensor

of zero rank. Just as vector is represented by a row (column) of numbers, tensor of 2d rank

is represented by a matrix. (although matrices also appear indifferent contexes, e.g. for

systems of linear equations).

1.

Single vector

Consider a vector ~a with components ax and ay (lets talk 2D for a while). There is an

associated scalar, namely the magnitude (or length) given by the Pythagoras theorem

q

a |~a| = a2x + a2y

(1)

3

Note that for a different system of coordinates with axes x , y the components ax and ay

can be very different, but the length in eq. (1) , obviously, will not change, which just means

that it is a scalar.

Another operation allowed on a single vector is multiplication by a scalar. Note that the

physical dimension (units) of the resulting vector can be different from the original, as in

F~ = m~a.

2.

For two vectors, ~a and ~b one can define their sum ~c = ~a + ~b with components

c x = ax + b x , c y = ay + b y

(2)

The magnitude of ~c then follows from eq. (1). Note that physical dimensions of ~a and ~b

must be identical.

3.

If ~a and ~b make an angle with each other, their scalar (dotted) product is defined as

~a ~b = ab cos (), or in components

~a ~b = ax bx + ay by

(3)

A different system of coordinates can be used, with different individual components but

with the same result. For two orthogonal vectors ~a ~b = 0. The main application of the

scalar product is the concept of work W = F~ ~r, with ~r being the displacement. Force

4.

At this point we must proceed to the 3D space. Important here is the correct system of

coordinates, as in Fig. 1. You can rotate the system of coordinates any way you like, but

you cannot reflect it in a mirror (which would switch right and left hands). If ~a and ~b make

an angle 180o with each other, their vector (cross) product ~c = ~a ~b has a magnitude

4

FIG. 1: The correct, right-hand systems of coordinates. Checkpoint - curl fingers of the RIGHT

hand from x (red) to y (green), then the thumb should point into the z direction (blue). (Note that

axes labeling of the figures is outside of the boxes, not necessarily near the corresponding axes.

FIG. 2: Example of a cross product ~c (blue) = ~a (red) ~b (green). (If you have no colors, ~c is

vertical in the example, ~a is along the front edge to lower right, ~b is diagonal).

c = ab sin(). The direction is defined as perpendicular to both ~a and ~b using the following

rule: curl the fingers of the right hand from ~a to ~b in the shortest direction (i.e., the angle

must be smaller than 180o ). Then the thumb points in the ~c direction. Check with Fig. 2.

Changing the order changes the sign, ~b ~a = ~a ~b. In particular, ~a ~a = ~0. More

generally, the cross product is zero for any two parallel vectors.

Suppose now a system of coordinates is introduced with unit vectors i, j and k pointing

in the x, y and z directions, respectively. First of all, if i, j, k are written in a ring, the

cross product of any two of them equals the third one in clockwise direction, i.e. i j = k,

j k = i, etc. (check this for Fig. 1 !). More generally, the cross product is now expressed

as a 3-by-3 determinant

5

~a ~b = ax

bx

j k

ay az ax az ax ay

ay az = i

j

+k

bx by

b

b

b

b

y

z

x

z

by bz

(4)

The two-by-two determinants can be easily expanded. In practice, there will be many zeroes,

so calculations are not too hard.

B.

Rotational matrix

x

y

cos sin

sin cos

x

y

(5)

HW: Show that rows are orthogonal to each other HW: write a reflection matrix which reflects

with respect to the y-axes.

cos sin 0

x

x

y = Az y , Az () = sin cos 0

0

0

1

z

z

(6)

A = Ax (1 ) Ay (2 ) Az (3 )

(7)

(order matters!)

C.

and summation of repeated indexes from 1 to 3 is implied, e.g.

2

a = ~a ~a =

3

X

a a = a a

(8)

=1

(summation over other indexes, which are unrelated to components of a vector, will be

indicated explicitly). Lower and upper indexes are equivalent at this stage. The notation

6

sense.

Scalar product:

~a ~b = a b

Change of components upon rotation of coordinates

a = A a

(9)

a2 = a a , ~a ~b = a b

(10)

For terms involving vector product a full antisymmetric tensor (Levi-Civita symbol) will be used. It is defined as 1,2,3 = 1 and so are all components which follow after an

even permutation of indexes. Components which have an odd permutation, e.g. 2,1,3 are

1 and all other are 0. Then

~

~a b = a b

(11)

ikl mnl = im kn in km

(12)

(13)

ikl ikl = 6

(14)

2

~a ~b = a2 b2 ~a ~b

ii = 3

HW: Prove the 1st three identities from the inner cover of Jackson

D.

Derivatives

Operator :

= ~i + ~j + ~k

x

y

z

(15)

Then

grad

~r

(16)

or in components

Divergence:

F~ = F

divF~

x

(17)

F~

curlF~

(18)

Curl:

or in components

curlF~

= F

x

,

~r ,

(~

HW: Let ~r = (x, y, z) and r = |~r|. Find r

~r) with

~ = const

Note grad and curlF~ are genuine vectors, while divF~ is a true scalar.

Important relations:

curl (grad) = 0

(19)

~

div curlF = 0

(20)

HW: (required) 1.3.3, 1.4.1,2,4,5,9,11

1.5.3 (prove),4,6,7,10,12,13

1.6.1,3

1.7.5,6

1.8.3,10-14 1.9.2,3 (optional)

1.0

1.0

0.5

0.5

0.0

0.0

-0.5

-0.5

-1.0

-1.0

-1.0

-0.5

0.0

0.5

1.0

-1.0

0.0

-0.5

0.5

1.0

~ ~r, velociity field of a rotating platform,

similar to magnetic field inside a wire with current coming out of the page. Right -

~ ~r/r2 , similar

(in 2D) to magnetic field outside an infinitely thin wire with current coming out of the page.

Dr. Vitaly A. Shneidman, Lectures on Mathematical Physics, Phys 780, NJIT

E.

Z Z Z

V

F~

dV =

Z Z

F~ ~n da

(21)

Proof: first prove for an infinitesimal cube oriented along x, y, z; then extend for the full

volume HW: (optional) do that

HW: verify the Divergence theorem for F~ = ~r and spherical volume

HW: 1.11.1-4

F.

Stokes theorem

Z Z

I

F~ ~n da = F~ d~l

(22)

Proof: first prove for a plane (Greens theorem) starting from an infinitesimal square;

then generalize for arbitrary, non-planar surface

HW: verify Stokes theorem for F~ = ~r and a circular shape.

HW: 1.12.1,2

II.

DIRAC DELTA

A.

Basic definitons

(x) = 0 , x 6= 0

Z

(23)

(x) = , x = 0

Then,

Z

(24)

Note: the real meaning should be given only to integrals. E.g., (x) can oscillate infinitely

fast, which does not contradict (x) = 0 once an integral is taken.

Sequences leading to a -function for n :

n (x) = n for |x| < 1/2n , 0 otherwise

n

1

n2 x 2 + 1

n

n (x) = exp n2 x2

sin(nx)

n (x) =

x

n

n (x) = exp (n|x|)

2

n (x) =

(25)

(26)

(27)

(28)

(29)

Derivative:

Z

(30)

HW: Show the above by integrating by parts; verify explicitly by using eq.(25); note that for finite

n derivative of eq.(25) leads to

10

2.5

2.5

2

2

1.5

1.5

-2

0.5

0.5

-1

-2

-1

4

5

3.5

2.5

2

2

1.5

1

1

-2

-1

0.5

-1

-2

-1

FIG. 4: Various represenations of n which lead to Dirac delta-function for n - see eqs.(26-29).

Dr. Vitaly A. Shneidman, Lectures on Mathematical Physics, Phys 780, NJIT

III.

A.

Laplacian of 1/r

1

= 4 (~r)

r

B.

(31)

{

~a = lim 1

~

~a dS

V 0 V

(32)

1 {

~

dS

= lim

V 0 V

(33)

11

C.

Greens theorems

dV

y

D.

v u

~ uv

v u

uv

=

dS

dV uv + u v =

dS uv

(34)

(35)

(not in Arfken )

FIG. 5: Geometric meaning of Gauss theorem. The number of lines (positive or negative) is the

flux. Lines are conserved in the domains with zero divergence.

12

IV.

V.

EXACT DIFFERENTIALS

MULTIDIMENSIONAL INTEGRATION

A.

Change of variables

Z Z

f (x, y) dx dy =

Z Z

(36)

Cylindrical: (r, , z) with

x = r cos , y = r sin

(37)

HW: show the above

x = r sin cos , y = r sin sin , z = r cos ,

(38)

J = r2 sin

(39)

Solid angle:

d

1 dV

dA

= 2

= sin d d

2

r

r dr Z

d = 4

(40)

B.

Multidimensional -function

(~r ~r0 ) = (x x0 ) (y y0 ) (z z0 )

(x, y, z)

(x x0 ) (y y0 ) (z z0 )

(u, v, w) =

(u, v, w)

13

(41)

(42)

VI.

CURVED COORDINATES

A.

Metric tensor

(43)

(44)

Orthogonal coordinates:

1.10.1,2,5.

1.13.1,4,8,9

2.1.2,5

2.4.9, 2.5.9,18,19.

Get gik explicitly for polar coordinates.

14

VII.

A.

MATRICES

Geometric meaning of linear systems of equations

in class

B.

in class

HW: 3.1.1-3,6

C.

and outer product. Transposition. Special matrices (identity, diagonal, symmetric, skewsymmetric, triangular).

D.

Rank of a matrix

Vector space: if ~a and ~b part of v.s., then ~a + ~b also.... Dimension, basis.

1.

dim(A) = m n, dim (~x) = n

A ~x = ~b

a) existence: if rank(A) = rank A , A A|~b

b) uniqueness: if rank(A) = rank A = n

15

(45)

c) if rank(A) = rank A = r < n - infinitely many solutions. Values of n r variables can

be chosen arbitrary.

Homogeneous system:

A ~x = ~0

(46)

b) if rank(A) = n this solution is unique

c) if rank(A) = r < n non-trivial solutions exist which form a vector space -null space(together with ~x = ~0) with dim = n r.

For m < n (fewer equations than unknowns) - always non-trivial solution.

E.

A=B

A , det(A) = n det A

AB can be zero

[A, B]

Jacobi identity. Commutation with diagonal matrix (the other must be diagonal too!)

F.

Determinants

Square n n matrix:

rank(A) < n det(A) = 0

(47)

Other properties:

det A = det AT

det(A.B) = det(B.A) = det(A) det(B)

16

(48)

G.

Inverse of a matrix

det(A) 6= 0

A1

jk

1

(1)j+k Mkj

det(A)

(AB)1 = B 1 A1

(49)

(50)

H.

Trace

(51)

tr(AB) = tr(BA)

(52)

I.

Let operator A

~r1 = A ~r

while B changes coordinates

B ~r = ~r

Look for new A so that

~r1 = A ~r

Then

A = BAB 1

17

(53)

If B orthogonal

A = BAB T

(54)

J.

Complex generalization

A (A )T

H = H -Hermitian

U = U 1 - unitary

(AB) = B A

h~a|~bi = ai bi , ||~a|| =

Hermitian:

p

h~a|~ai

(55)

(56)

ha|H|bi = hb|H|ai

(57)

A = U AU

(58)

A ~x = ~x

(59)

Unitary transsformation

3.4.1,3-8,12 ,14,26(a)

K.

18

Im z

3

-3

-2

-1

Re z

-1

-2

-3

FIG. 6: Typical spectra of an orthogonal (blue), symmetric or Hermitian (red) and skew-symmetric

(green) matrices.

A I ~x = ~0

(60)

det A I = 0

(61)

Thus,

L.

1.

Spectrum

Hermitian: i - real

proof in class

2.

Unitary: |i | = 1

proof in class

19

M.

Eigenvectors

Eigenvectrors corresponding to distinct eigenvectors are orthogonal. This is true for both

symmetric and orthogonal matrices. However, for orthogonal matrices the eigenvalues, and

hence the eigenvectors will be complex. The definiton of the inner (dot) product then needs

to be generalised:

~a ~b =

N

X

a

i bi

(62)

A = P 1 A P

(63)

N.

Similarity transformation

with non-singular P .

Theorem 3 A has the same eigenvalues as A and eigenvectors P 1~x where ~x is an

eigenvector of A.

O.

Construct a matrix X with ~x1 , ~x2 , . . . ~xn as its columns. Then

D = X 1 A X = diag [1 , . . . , n ]

(64)

1.

eigenvectors

~xi

~ei =

~xi ~xi

20

D = XT A X

(65)

Major application: Quadratic forms

Q = ~x A ~x =

n

X

xi Aij xj

(66)

ij

(a scalar!). With

y = XT x

(67)

Q = ~y D y = 1 y12 + . . . + n yn2

(68)

one gets

Examples:

2.

0 1

A=

1 0

i i

X=

1 1

i 0

X 1 AX =

0 i

3.

A=

21

0 1

1 0

12

1

2

O=

OT AO =

4.

1 0

0 1

A=

0 i

i 0

i

2

1

U =

U AU =

P.

1

2

1

2

i2

1

2

1 0

0 1

Spectral decomposition

H=

X

i

I =

i |ei ihei |

X

i

|ei ihei |

Q.

Functions of matrices

1

eA = I + A + AA + . . .

2

HW: derive eq. 3.170a

22

(69)

(70)

det eH = etr(H)

f (H) =

X

i

(71)

f (i ) |ei ihei |

(72)

HW: 3.5.2,6,8*,10,16-18,30

1.

Consider a matrix

A =

0 2

2 0

find eigenvalues

With I being a 2 2 identity matrix

det A I = 4 + 2 = 0

thus

1,2 = 2i , i =

(2x2 , 2x1 ) = 2i (x1 , x2 )

Thus

x2 = ix1

or can select x2 = 1, then

~a1 = (i , 1)

~a2 = (+i , 1)

construct a matrix X which would made A diagonal via the similarity transformation.

Construct X as transpose of a matrix made of ~a1 , ~a2 :

i i

=

X

1 1

23

1 =

X

Then

i/2 1/2

i/2 1/2

as expected.

Find exp A .

X 1 A X =

Use an expansion

2i

0 2i

X

1 n

exp A =

A

n!

0

An = A A . . . A = XX 1 AXX 1 s . . . XX 1 AXX 1

(since XX 1 = I). Introducing the diagonal

A = X 1 AX

one thus has

An = X An X 1

and

1

cos 2 sin 2

e

0

X 1 =

exp(A) = X exp A X 1 = X

sin 2 cos 2

0 e2

R.

1.

Rotation

We will treat a molecule as a solid body with continuos distribution of mass described

by density . In terms of notations this is more convenient than summation over discrete

atoms. Transition is given by a standard

Z

X

(~r) d V (. . .)

mn (. . .)

n

24

(73)

For a solid body

~ ~r

~v =

The kinetic energy is then

1

K=

2

(~r) v 2 (~r) d V

(74)

With

2

~ ~r = 2 r2

~ ~r

one gets

1~ ~

I

K=

2

(75)

(76)

Here

Iik =

is the rotational inertia tensor.

r2 ik ri rk d V

If the molecule is symmetric and axes are well chosen from the start, tensor I will be

diagonal. Otherwise, one can make it diagonal by finding principal axes of rotation:

I = diag {I1 , I2 , I3 }

(77)

HW. Show that for a diatomic molecule with r being the separation between atoms

I = r2 , 1/ = 1/m1 + 1/m2

(78)

2.

Vibrations of molecules

Lagrange equation

L ~q, ~q, t = K U

d L

L

=

dt qi

qi

25

(79)

(80)

HW: show that for a single particle with K = 1/2mx 2 and U = U (x) one gets the standard

Newtons equation.

Molecules

Let a set of 3D vectors ~rn (t) (n = 1, . . . , N ) determine the positions of atoms in a

molecule, with rn0 being the equilibrium positions. We define a multidimensional vector

0

~u(t) = ~r1 ~r10 , . . . , ~rN ~rN

(81)

With small deviations from equilibrium, both kinetic and potential energies are expected to

be quadratic forms of ~u and ~u:

1

~u > 0

K = ~u M

2

(82)

1

U = ~u k ~u 0

2

(83)

= L

M

~u ~u

(84)

k =

L

~u ~u

(85)

= k ~u

~u

M

(86)

(87)

~u0 + k ~u0 = 0

2 M

(88)

1 k ~u0 = 2~u0

M

(89)

26

1 k (secular matrix).

2 - eigenvalues of a matrix M

Normal coordinates

Once the secular equation is solved, one can find 3N generalized coordinates Q which

are linear combinations of all 3N initial coordinates, so that

L=

1 X 2

Q 2 Q2

2

(90)

Example: diatomic molecule

L=

1

1

m1 x 21 + m2 x 22 k1 (x2 x1 )2

2

2

x2 =

m 1 x1

, X = x 2 x1

m2

Now

1

1

L = X 2 k1 X 2

2

2

with

=

m1 m2

m1 + m2

(91)

and

k1

Above is a human way to solve the problem - we eliminated the motion of center of mass

from the start and then found the frequency. A more formal, matrix way is...(in class)

27

VIII.

HILBERT SPACE

Note: at this stage, you can treat the weight function w(x) 1

A.

Space of functions

in class

B.

Linearity

in class

C.

Inner product

hf |gi =

||f || =

Orthonormal basis |ei i

dx f g

(92)

dx |f |2

(93)

hei |ej i = ij

fi = hei |f i , |f i =

X

i

Parceval identity:

fi |ei i

(94)

|ei ihei | = I (x y)

(95)

(96)

||f ||2 =

28

|fi |2

D.

Completeness

lim

E.

2

n

dx f (x)

fi ei (x) = 0

(97)

Non-orthogonal basis

1, x, x2 , . . .

Gram-Schmidt orthogonalization (in class). Leads to Legendre polynomials.

F.

Linear operators

i + bL|gi

L

Lik = hei |L|ek i

1.

Hermitian

Z

2.

dx f (x) Lg(x) =

(in class)

HW: 10.1.15-17

10.2.2,3,7*,13*,14*

10.3.2

10.4.1,5a*,10,11

work-through: Examples 10.1.3 , 10.3.1

29

(x)

dx g(x) Lf

(98)

(99)

IX.

FOURIER

dx 1 cos(nx) = 2n 0

Z

dx 1 sin(nx) = 0

(100)

dx cos(nx) cos(mx) = mn

Z

dx cos(nx) sin(mx) = 0

(101)

For m, n 6= 0:

dx sin(nx) sin(mx) = mn

A.

f (x) = a0 +

(102)

n=1

Coefficients:

Z

1

dx f (x)

a0 =

2

Z

1

dx f (x) cos(nx)

an =

Z

1

bn =

dx f (x) sin(nx)

Note: even function: bn = 0; odd function: an = 0.

30

(103)

(104)

(105)

0.5

-3

-2

-1

-0.5

-1

FIG. 7: Approximation of a square wave by finite numbers of Fourier terms (in class)

0.5

-10

-5

10

-0.5

-1

B.

1.

Complex series

Orthogonality

Z

dx f (x) g(x)

hf |gi =

(106)

Introduce:

en (x) = einx

(107)

Then:

h en | em i

dx ei(mn)x = 2mn

31

(108)

2.

f (x) =

n=

X

cn einx

(109)

cn |en i

(110)

n=

or

|f i =

n=

X

n=

From orthogonality:

1

1

hen | f i =

cn =

2

2

dx einx f (x)

(111)

20

15

10

-3

-2

-1

Red - 2-term, green - 8-term and blue - the 32 term approximations.

HW: Expand (x) into einx .

From Arfken :

14.1.3,5-7

14.2.3

14.3.1-4, 9a, 10a,b , 12-14

14.4.1,2a,3

32

C.

(not in Arfken )

Consider the same square wave f (x) = sign(x)(1 |x/|) and an orthogonal basis

|pn i = Pn

Then

|f i =

X

n

2

-4

-2

-1

-2

FIG. 10: Approximation of a square wave by n = 16 Fourier terms (blue) and Legendre terms

(dashed)

33

X.

FOURIER INTEGRAL

work-through: Ch. 15 (Fourier only). Examples: 15.1.1, 15.3.1

HW: 15.3.1-5,8,9,17a. 15.5.5

A.

General

in class

B.

Note

F [1] =

2 (k)

(112)

Similarly,

F eik0 x = 2 (k k0 )

(113)

i.e. an ideally periodic signal gives an infinite peak in the power spectrum.

A real signal can lead to a finite peak for 2 major reasons:

signal is not completely periodic

the observation time is finite

This is illustrated in Fig. 12.

C.

Convolution theorem

f (y)g(x y) dy =

34

2F [f ] F [g]

(114)

1.5

1

0.5

2

10

12

14

-0.5

-1

-1.5

FIG. 11: An almost periodic function e0.001x (sin (3x) + 0.9 sin(2x))

D.

Discrete Fourier

Consider various lists of N (complex) numbers. They can be treated as vectors, and any

vector f~ can be expanded with respect to a basis:

f~ =

N

X

fn~en

(115)

n=1

with

~e1 = (1, 0, 0, . . .) , ~e2 = (0, 1, 0, . . .) , . . .

(116)

f~ ~g =

N

X

fn gn

(117)

n=1

Alternatively, one can use another basis with

(118)

Note: ssome books use m instead of our (m 1) but their sum is then from 0 to N 1, so

it is the same thing.

1.

Orthogonality

~en ~ek = N nk

35

(119)

25

20

15

10

5

10

20

17.5

15

12.5

10

7.5

5

2.5

3

FIG. 12: Power spectrum of the previous function obtained using a cos Forier transformation

(infinite interval) and finite intervals L = 10 and L = 100.

Indeed,

~en ~ek =

N

X

m=1

r(kn)(m1) , r e2i/N

(120)

Summation gives

~en ~ek

1 r(kn)N

=

1 r(kn)

(121)

Note that for k, n integer the numerator is always zero. The denominator is non-zero for

36

any k n 6= 0, which leads to a zero result. For k = n one needs to take a limit k n

HW: do the above

Now we can construct a matrix (Fourier matrix F ) of ~en for all n N and use it to

get components in a new basis

F f~

This will be Fourier transform. Applications will be discussed in class.

HW: construct F for N = 3

37

(122)

XI.

A.

COMPLEX VARIABLES. I.

Basics: Permanence of algebraic form and Euler formula; DeMoivre formula;

multivalued functions

in class

HW: 6.1.1-6,9,10,13-15,21

B.

Cauchy-Riemann conditions

If df /dz exists, then

ux = vy , uy = vx

(123)

= v

=0

u

(124)

ux vx

= 1

uy vy

(125)

Also note:

and

1.

HW: 6.2.1a,2,8*

C.

I

f (z)dz = 0

38

(126)

HW: 6.3.3

1

f (z0 ) =

2i

(n)

f (z0 )

n!

=

2i

HW: 6.4.2,4,5,8a

D.

in class

work-through: Ex. 6.5.1

HW: 6.5.1,2,5,6,8,10,11

E.

dz

Singularities

in class

work-through: Ex. 6.6.1

HW: 6.6.1,2,5

39

dz

f (z)

z z0

f (z)

(z z0 )n+1

(127)

(128)

XII.

in class

A.

Saddle-point method

HW: derive Stirling formula from

(n + 1) =

dx xn ex , n

3

Z

1

z

Ai(x) =

+ zx dz

cos

0

3

(129)

Asymptotics:

2 3/2

1

Ai[x 1] 1/4 e 3 x

2 x

2

3/2

Ai[x ]

(x) +

sin

3

4

(x)1/4

40

(130)

(131)

s>0

s>0

4.0

4

3.5

2

3.0

-2

2.5

-4

2.0

-6

-6

-4

-2

-1.0

0.0

-0.5

0.5

1.0

FIG. 13: The function (z) from the integrand e of the Airy function Ai(s) in the complex z-plane

(s = 9). Blue lines - Re[] = const, red lines - Im[] = const. The saddles are at z = i s; arrow

indicates direction of integration.

s<0

-2

-4

-4

-2

41

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