Peter Szekeres‘This book provides an introduction to the major mathematical structures used in physics today. It covers the concepts and techniques needed for topics stich as group theory, Lie algebras, topology, Hilbert spaces and differential geometry. Important theories of physi such as classical and quantum mechanics, thermodynamics, and special and general rela~ tivity are also developed in detail, and presented in the appropriate mathematical language. The book is suitable for advanced undergraduate and beginning graduate students in ‘mathematical and theoretical physics. It includes numerous exercises and worked examples to test the reader's understanding of the various concepts, as well as extending the themes covered in the main text. The only prerequisites are elementary calculus and linear algebra. No prior knowledge of group theory, abstract vector spaces or topology is required. Prrer S2eKERES received his Ph.D. from King’s College London in 1964, in the area of general relativity. He subsequently held research and teaching positions at Cornell University, King’s College and the University of Adelaide, where he stayed from 1971 till his recent retirement. Currently he is 2 visiting research fellow at that institution. He is ‘well known internationally for his research in general relativity and cosmology, and has an excellent reputation for his teaching and lecturing.7 StEé PURLISHED HY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE ‘The Pit Building, Trumpington Street, Cambridge, United Kingdoen CAMBRIDGE UNIVERSITY PRESS The Edinburgh Building. Cambridge CB2 2RU, UK 40 West 20th Steet, New York, NY 1001-4211, USA 477 Wathamstown Read, Port MeTbourne, VIC 3207. Australia Rurz de Alarcon 13. 28014 Madrid, Spain Dock House, The Waterfront, Cape Town 8001, South Afiica btipiwww cambridge org, © P Szckeres 2004 “This book is in copyright. Subject fo statutory exception and tothe provisions of relevant collective licensing aereements, no reproduction of any part may take place without the wntten permission of Cambridge University Press First published 2008 Printed the United Kingdom at the University Press, Cambridge Tipeface Tames New Roman 10/13 pt and Frutiger —Sestem TEX Ze [18] A catatogue record for ths book is available from the British Library Library af Congress Caxaleguing in Publication data Szekeres, Peter, 1940. ‘A course in modern mathematical physics. eroups, Hilbert space, and differential geometry / Peter Szckeres Bem Includes bibliographical references and index. ISBN 0 521 §296017 ISBN 0 $21 53645 6 (ph) 1 Mathematical physics, 1 Tite C20 8965 2008 S30 15-22 2004085675 ISBN 0 521 $2960 7 hardback ISBN 0521 53645 6 paperback : “The publisher has used its best endeavours to ensure that the URIs for external websites referred to in this book fare correct and active atthe time of going to press. However, the publisher has no responsibility forthe websites ‘and can make no guarantee that a site will remain lve or tat the content is or wall remain appropeateA Course in Modern Mathematical Physics Groups, Hilbert Space and Differential Geometry Peter Szekeres Formerly of University of Adelaide “| CAMBRIDGE <8 UNIVERSITY PRESSContents Preface page ix Acknowledgements xiii 1 Sets and structures 1 1.1 Sets and logic 2 1.2. Subsets, unions and intersections of sets 5 1.3 Cartesian products and relations 7 1.4 Mappings 10 1.5. Infinite sets 13 16 Structures 7 1.7 Category theory B 2 Groups 2 2.1 Elements of group theory 27 2.2 Transformation and permutation groups 30 2.3 Matrix groups 35 2.4 Homomorphisms and isomorphisms 40 2.5 Normal subgroups and factor groups 45 2.6 Group actions 49 2.7. Syrumetry groups 2 3 Vector spaces 59 3.1 Rings and fields 59 3.2. Vector spaces 60 3.3. Vector space homomorphisms 68 3.4 Vector subspaces and quotient spaces 66 3.5. Bases of a vector space n 3.6 Summation convention and transformation of bases 81 3.7, Dual spaces 88 4 Linear operators and matrices 8 4.1 Bigenspaces and characteristic equations 9 4.2. Jordan canonical form 107Contents 10 43° Linear ordinary differential equation 44 Introduction to group representation theory Inner product spaces 1 Real inner product spaces 5.2 Complex inner product spaces 5.3. Representations of finite groups Algebras 6.1 Algebras and ideals 62 Complex numbers and complex structures 63. Quaternions and Clifford algebras 6.4 — Grassmann algebras 6.5 Liealgebras and Lie groups ‘Tensors 7.1 Free vector spaces and tensor spaces 7.2. Multilinear maps and tensors 7.3 Basis representation of tensors 7.4 Operations on tensors Exterior algebra 8.1 r-Vectors and r-forms 8.2 Basis representation of r-vectors 83 Exterior product 84 Interior product 85 Oriented vector spaces 8.6 The Hodge dual Special relativity 9.1 Minkowski space-time 9.2. Relativistic kinematics 93 Particle dynamics 94 Electrodynamics 95 Conservation taws and enengy- stress tensors ‘Topology 10.1. Euclidean topology 10.2 General topological spaces 10.3 Metric spaces 10.4. Induced topologies 10.5. Hausdorff spaces 10.6 Compact spaces 116 120 126 126 133 41 149 149 152 157 160 166 178 178 186 193 198, 204 204 206 208 213 215 220Contents 2 13 14 15 16 10.7. Connected spaces 10.8 Topological groups 10.9 Topological vector spaces Measure theory and integra 11.1 Measurable spaces and functions 11.2 Measure spaces, 113 Lebesgue integration Distributions 12.1 Test functions and distributions 12.2 Operations on distributions 12.3. Fourier transforms 12.4. Green's functions ert spaces 5 Definitions and examples Expansion theorems Linear functionals Bounded linear operators Spectral theory Unbounded operators Quantum mechanics 14.1 Basic concepts 14.2 Quantum dynamics 143 Symmetry transformations 144 Quantum statistical mechanics Differential geometry 15.1 Differentiable manifolds 15.2. Differentiable maps and curves 15.3. Tangent, cotangent and tensor spaces 15.4 Tangent map and submanifolds 15.5 Commutators, flows and Lie derivatives 15.6 Distributions and Frobenius theorem Differentiable forms 16.1 Differential forms and exterior derivative 16.2. Properties of exterior derivative 16.3 Frobenius theorem: dual form 164 Thermodynamics 16.5 Classical mechanics 213 216 279 287 287 292 301 308 309 314 320 323 330, 330 335 341 344 351 357 366 366 379 387 397 ato aul ais 417 426 432 440 447 4a7 451 454 457 464 vilviii Contents 7 18, 19 Integration on manifolds 17.1 Partitions of unity 17.2. Integration of n-forms 17.3. Stokes’ theorem, 17.4 Homology and cohomology 17.5 The Poincaré lemma Connections and curvature 18.1 Linear connections and geodesics 18.2. Covariant derivative of tensor fields 183. Curvature and torsion 18.4 Pscudo-Riemannian manifolds 18.5. Equation of geodesic deviation 18.6 The Riemann tensor and its symmetries 18.7 Cartan formalism 18.8 General relativity 18.9 Cosmology 18.10 Variation principles in space-time Lie groups and Lie algebras 19.1 Lie groups 19.2. The exponential map 19.3 Lie subgroups 19.4 Lie groups of transformations 19.5 Groups of isometries Bibliography Index 481 482 484 486 493 500 506 510 512 516 522 $24 527 934 548 553Preface After some twenty years of teaching different topics in the Department of Mathematical Physics at the University of Adelaide 1 conceived the rather foolhardy project of putting all my undergraduate notes together in one single volume under the title Mathematical Physics. This undertaking tumed out to be considerably more ambitious than | had originally expected, and it was not until my recent retirement that I found the time to complete it Over the years I have sometimes found myself in the midst of a vigorous and at times quite acrimonious debate on the difference between theoretical and mathematical physics. ‘This book is symptomatic of the difference. | believe that mathematical physicists put the mathematics first, while for theoretical physicists it is the physics which is uppermost. The latter seek out those areas of mathematics for the use they may be put to. while the former have a more unified view of the two disciplines. | don’t want to say one is better than the other ~ it is simply a different outlook. In the big scheme of things both have their place but, as this book no doubt demonstrates, my pe physics as a branch of mathematics ‘The classical texts on mathematical physics which | was originally brought up on, such as Morse and Feshbach [7], Courant and Hilbert [1]. and Jeffreys and Jeffreys [6] are es- sentially books on differential equations and linear algebra, The flavour of the present book is quite different. It follows much more the lines of Choquet-Bruhat, de Witt-Morette and Dillard-Bleick [14] and Geroch [3], in which mathematical structures rather than mathemat- ical analysis is the main thrust. Of these two books, the former is possibly « little daunting as an introductory undergraduate text, while Geroch’s book, written in the author's inimitably delightful lecturing style, has occasional tendencies to overabstraction. I resolved therefore to write a book which covers the material of these texts, assumes no more mathematical knowledge than elementary calculus and linear algebra, and demonstrates clearly how theo- ries of modern physics fit into various mathematical structures. How well | have succeeded. must be left to the reader to judge At times I have been caught by surprise at the natural development of idezs in this book For example, how is it that quantum mechanics appears before classical mechanics? The reason is certainly not on historical grounds. In the natural organization of mathematical ideas, algebraic structures appear before geometrical or topological structures, and linear structures are evidently simpler than non-linear. From the point of view of mathematical simplicity quantum mechanics, being @ purely linear theory in a quasi-algebraic space (Hilbert space), 1s more elementary than classical mechanics, which can be expressed in nal preference 1s to view mathematicalPreface terms of non-linear dynamical systems in differential geometry. Yet, there is something of a paradox here, for as Niels Bohr remarked: “Anyone who is not shocked by quantum mechanics does not understand it’. Quantum mechanics is not a difficult theory to express ‘mathematically, but it is almost impossible to make epistomological sense of it. I will not even attempt to answer these sorts of questions, and the reader must look elsewhere for a discussion of quantum measurement theory [5] Every book has its limitations. At some point the author must call it a day, and the ns in this book may prove a disappointment to some readers. Some of them are a disappointment to me. Those wanting to go further might explore the theory of fibre bundles and gauge theories [2, 8, 13], as the stage is perfectly set for this subject by the end. of the book. To many, the biggest omission may be the lack of any discussion of quantum field theory. This, however, 1s an area that seems to have an entirely different flavour to the rest of physies as its mathematics is difficult if nigh on impossible to make rigorous. Even. ‘quantum mechanics has a ‘classical’ flavour by comparison. It is such a huge subject that 1 felt daunted to even begin it. The reader can only be directed to a number of suitable books to introduce them to this field [10-14] omi Structure of the book This book is essentially in two parts, modern algebra and geometry (including topology). ‘The early chapters begin with set theory, group theory and vector spaces, then move to more advanced topics sich as Lie algebras, tensors and exterior algebra. Occasionally ideas from group representation theory are discussed. If calculus appears in these chapters itis of an elementary kind, At the end of this algebraic part of the book, there is included a chapter ‘on special relativity (Chapter 9), as it scems a nice example of much of the algebra that has gone before while introducing some notions from topology and calculus to be developed in the remaining chapters. [ have treated it as a kind of crossroads: Minkowski space acts as a link between algebraic and geometric structures, while at the same time it i the first place where physics and mathematics are seen to interact in a significant way. In the second part of the book, we discuss structures that are essentially geometrical in character, but generally have an algebraic component as well. Beginning with topology (Chapter 10), structures are created that combine both algebra and the concept of continuity. “The first of these is Hilbert space (Chapter 13), which is followed by a chapter on quantum mechanics. Chapters on measure theory (Chapter 11) and distribution theory (Chapter 12) precede these two. The final chapters (15-19) deal with differential geometry and examples of physical theories using manifold theory 2s their setting ~ thermodynamics, classical . general relativity and cosmology. A flow diagram showing roughly how the nterlink is given below. Exercises and problems are interspersed throughout the text, The exercises are not de~ igned to be difficult — their aim is either to test the reader's understanding of a concept just defined or to complete a proof needing one or two more steps. The problems at ends Of sections are more challenging. Frequently they are in many parts, taking up a threadPreface 112-1314) 46 rd if | [9 -18 —_—_— ~19 of thought and running with it. ‘This way most closely resembles true research, and is my preferred way of presenting problems rather than the short one-tiners often found in text books. Throughout the book, newly defined concepts are written in bold type. If a con- cept is written in italics, it has been introduced in name only and has yet to be defined properly. References {1] R. Courant and D. Hilbert. Methods of Mathematical Physics, vols 1 and 2, New York, Interscience, 1953. [2] T. Frankel. The Geometry of Physics. New York, Cambridge University Press, 1997. [3] R. Geroch. Mathematical Physics. Chicago, The University of Chicago Press, 1985. [4] J. Glimm and A. Jaffe. Quantum Physics: A Functional Inegral Point of View. New York, Springer-Verlag, 1981 [5] J. M. Jauch. Founclations of Quantum Mechanics. Reading, Mass., Addison-Wesley, 1968, [6] H. J. Jeffreys and B. S. Jeffreys. Methods of Mathematical Physics. Cambridge, Cambridge University Press, 1946. [7] P.M. Morse and H. Feshbach. Methods of Theoretical Physics, vols | and2. New York, McGraw-Hill, 1953. [8] C. Nash and S. Sen. Topology and Geometry for Physicists. London, Academic Press, 1983, [9] P. Ramond. Field Theory: A Modern Primer. Reading, Mass., Benjamin/Cummings, 1981 [10] L. H. Ryder, Quantum Field Theory. Cambridge, Cambridge University Press, 1985. [11] S.S. Schweber. An Introduction to Relativistic Quantum Field Theory. New York, Harper and Row, 1961. xixii Preface [2] R. F Streater and A. S. Wi; W.A Benjamin, 1964 ighiman. PCT, Spin and Staristcs, and AU That. New York. * Morette, ¥. Choquet-Bruhat and M. Dillard-Bleick. Anafsis Manifolds and Physics. Amsterdam, North-Holland, 1977Acknowledgements There are an enormous number of people 1 would like to express my gratitude to, but I ill single out just a few of the most significant. Firstly, my father George Szekeres, who introduced me at an early age to the wonderful world of mathematics and has continued to challenge me throughout my life with his doubts and criticisms of the way physics (particularly quantum theory) is structured. My Ph.D. supervisor Felix Pirani was the first to ‘give mean inkling of the importance of differential geometry in mathematical physics.while others who had an enormous influence on my education and outlook were Roger Penrose, Bob Geroch, Brandon Carter, Andrzej Trautman, Ray McLenaghan, George Ellis, Bert Green, Angas Hurst, Sue Scott, David Wiltshire, David Hartley, Paul Davies, Robin Tucker, Alan Carey, and Michael Fastwood. Finally, my wife Angela has not only been an endless source of encouragement and support, but often applied her much valued critical faculties to my manner of expression. 1 would also like to pay a special tribute to Patrick Fitzhenry for his invaluable assistance in preparing diagrams and guiding me through some of the nightmare that is today’s computer technology.Sets and structures The object of mathematical physics is to describe the physical world in purely mathemat- ical terms. Although it had its origins in the science of ancient Greece, with the work of Archimedes, Euclid and Aristotle, it was not until the discoveries of Galileo and Newton that mathematical physics as we know it today had its true beginnings. Newton's discovery of the calculus and its application to physics was undoubtedly the defining moment. Thi built upon by generations of brilliant mathematicians such as Euler, Lagrange, Hamilton and Gauss, who essentially formulated physical law in terms of differential equations, With the advent of new and unintuitive theories such as relativity and quantum mechanics in the twentieth century, the reliance on mathematics moved to increasingly recondite areas such a abstract algebra, topology, functional analysis and differential geometry. Even classical areas such as the mechanics of Lagrange and Hamilton, as well as classical thermody- namics, can be lifted almost directly into the language of modern differential geometry. Today, the emphasis is often more structural than analytical, and it is commonly believed that finding the right mathernatical structure is the most important aspect of any physical theory. Analysis, or the consequences of theories, still has a part to play in mathematical physics — indeed, most research is of this nature — but it is possibly less fundamental in the total overview of the subject. ‘When we consider the significant achievements of mathematical physics, one cannot help but wonder why the workings of the universe are expressable at all by rigid mathematical ‘laws’. Furthermore, how is it that purely human constructs, in the form of deep and subtle mathematical structures refined over centuries of thought, have any relevance at all? The nineteenth century view of a clockwork universe regulated deterministically by differential ‘equations scems now to have been banished for ever, both through the fundamental appear- ance of probabilities in quantum mechanics and the indeterminism associated with chaotic systems. These two aspects of physical law, the deterministic and indeterministic, seem to interplay in some astonishing ways, the impact of which has yet to be fully appreciated, [tis this interplay, however, that almost certainly gives our world its richness and variety. Some ‘of these questions and challenges may be fundamentally unanswerable, but the fact remains that mathematics seems to be the correct path to understanding the physical world, ‘The aim of this book is to present the basic mathematical structures used in our subject, and to express some of the most important theories of physics in their appropriate mathe- matical setting. It is a book designed chiefly for students of physics who have the need for a more rigorous mathematical education. A basic knowledge of calculus and linear algebra, including matrix theory, is assumed throughout, but little else. While different students will was 144 ‘Sets and structures ‘of course come to this book with different levels of mathematical sophistication, the reader should be able to determine exactly what they can skip and where they must take pause. Mathematicians, for example, may be interested only in the later chapters, where various theories of physics are expressed in mathematical terms. These theories will not, however, be developed at great length, and their consequences will only be dealt with by way of a few examples ‘The most fundamental notion in mathematics is that of @ set, or “collection of objects’. ‘The subject of this chapter is set sheory’— the branch of mathematics devoted to the study of sets as abstract objects in their own right. It turns out that every mathematical structure consists of a collection of sets together with some defining relations. Furthermore, a8 we shall see in Section 1.3, such relations are themselves defined in terms of sets, It is thus a commonly adopted viewpoint that all of mathematics reduces essentially to statements in set theory, and this is the motivation for starting with a chapter on such a basic topic. The idea of sets as collections of objects has anon-rigorous, or “naive” quality, although it is the form in which most students are introduced to the subject [1-4]. Farly in the twentieth century, it was discovered by Bertrand Russell that there are inherent self-contradictions and paradoxes in overly simple versions of set theory. Although of concern to logicians and those mathematicians demanding a totally rigorous basis to their subject, these paradoxes usually involve inordinately large self-referential sets — not the sort of constructs likely to ‘occur in physical contexts. Thus, while special models of set theory have been designed to avoid contradictions, they generally have somewhat artificial attributes and naive set theory should suffice for our purposes. The reader's attention should be drawn, however, to the remarks at the end of Section 1.5 concerning the possible relevance of fundamental problems of set theory to physics. These problems, while not of overwhelming concern, ‘may at least provide some food for thought While a basic familiarity with set theory will be assumed throughout this book, it never- theless seems worthwhile to go over the fundamentals, if only for the sake of completeness ‘and to establish a few conventions. Many physicists do not have a good grounding in set theory, and should find this chapter a useful exercise in developing the kind of rigorous thinking needed for mathematical physics. For mathematicians this is all bread and butter, and if you feel the material of this chapter is well-worn ground, please feel free to pass on quickly. Sets and logic There are essentially two ways in which we can think of a set S. Firstly, it can be regarded as a collection of mathematical objects a, b, ..., called constants, written Sa (ab...) The constants, b, ... may themselves be sets and, indeed, some formulations of set theory require them to be sets. Physicists in general prefer to avoid this formal nicety, and find it much more natural to allow for ‘atomic’ objects, as it is hard to think of quantities such as temperature or velocity as being ‘sets’. However, to think of sets as consisting of lists ofobjects is only suitable for finite or at most countably infinite sets. If we try putting the real ‘numbers into a list we encounter the Cantor diagonalization problem — see Theorems 1.4 and 1.5 of Section 1.5. The second approach to set theory is much more general in character. Let P(x) be a logical proposition involving a variable x. Any such proposition symbolically defines a set Ss (x | Pox). which can be thought of as symbolically representing the collection of all x for which the proposition P(x) is true. We will not attempt a full definition of the concept of logical proposition here ~ this is the business of formal logic and is only of peripheral interest to theoretical physicists — but some comments are in order. Essentially, logical propositions are statements made up from an alphabet of symbols, some of which are termed constants and some of which are called variables, together with logical connectives such as not, and, oF and implies, to be manipulated according to rules of standard logic. Instead of “P implies O° we frequently use the words ‘if P then Q” or the symbolic representation P => Q. The statement ‘P if and only if” Q”, or ‘P iff Q”, symbolically written P <> Q. isa shorthand for (P => Q) and (Q > P), and signifies logical equivalence of the propositions P and Q. The two quantifiers ¥ and 3, said for all and there exists, respectively, make their appearance in the following way: if P(x) is @ proposition involving a variable x, then Yx(PQ)) and 3x PC) are propos Mathematical theories such as set theory, group theory, ete. traditionally involve the introduction of some new symbols with which to gencrate further logical propo ‘The theory must be complemented by a collection of logical propositions called axioms for the theory — statements that are faken to be automatically true in the theory. All other true statements should in principle follow by the rules of logic. Set theory involves the introduction of the new phrase is a set and new symbols {... |... and € defined by: Hons. (Setl) If S is any constant or variable then *S is a set’ is logical proposition (Set2) If P(x) is a logical proposition involving a variable x then {x | P(x)) is a set (Set3) If S is a set and a is any constant or variable then a € S is a logical proposition, for which we say « belongs to S or a is a member of S, or simply a is in S. The negative of this proposition is denoted a ¢ S-~saida is notin S. These statements say nothingg about whether the various propositions are true or false they merely assert what are “grammatically correct” propositions in set theory. They mercly tell us how the new symbols and phrases are to be used in a grammatically correct fashion. The main axiom of set theory is: if P(x) is any logical proposition depending on a variable x, 3Sets and structures then for any constant or variable a ae ix] PO) & PCa). Every mathematical theory uses the equality symbol = to express the identity of math- ‘ematical objects in the theory. In some cases the concept of mathematical identity nec separate definition. For example equality of sets 4 — B is defined through the axiom of extensionality Two sets A and B are equal if and only if they contain the same members. Expressed symbolically, A=B @ Vala A ae B). A finite set 4 = {a), a2, ..., ay} is equivalent to A= [x] (x = ay) or (x =a) oF ... oF (x = ay)}- A set consisting of just one element a is called a singleton and should be writien as {a} to distinguish it from the element a which belongs to it: (a} = (x |x =a) As remarked above, sets can be members of other sets. A set whose elements ate all sets themselves will often be called a collection or family of sets. Such collections are often denoted by script letters such as A, U/, etc. Frequently a family of sets U/ has its members indexed by another set /, called the indexing set, and is written Yau liel, For a finite family we usually take the indexing set to be the first n natural numbers, 7 =(1.2,....}, Strictly speaking, this set must also be given an axiomatic definition such as Peano's axioms. We refer the interested reader to texts such as [4] for a discussion of these matters, : Although the finer details of logic have been omitted here, essentially all concepts of set theory can be constructed from these basics. The implication is that all of mathematics can be built out of an alphabet for constants and variables, parentheses (....) logical connectives ‘and quantifiers together with the rules of propositional logic, and the symbols {... | -..] and €. Since mathematical physics is an attempt to express physies in purely mathematical language, we have the somewhat astonishing implication that all of physics should also be reducible to these simple terms. Eugene Wigner has expressed wonderment at this idea in a famous paper entitled The unreasonable effectiveness of mathematics in the natural sciences [5]. The presentation of set theory given here should suffice for all practical purposes, but it 4s not without logical difficulties. The most famous is Russell's parador: consider the set of all sets which are not members of themselves. According to the above rules this set can be written R= (| A ¢ 4}. Is R a member of itself? This question does not appear to have an answer. For, if R € R then by definition R ¢ R, which is a contradiction, On the other hand, if R ¢ R then it satisfies the criterion required for membership of R; that is, R € R12 1.2. Subsets, unions and intersections of sets To avoid such vicious arguments, logicians have been forced to reformulate the axioms of set theory in a very careful way. The most frequently used system is the axiomatic scheme cf Zermelo and Fraenkel — see, for example, [2] or the Appendix of [6]. We will adopt the ‘naive’ position and simply assume that the sets dealt with in this book do not exhibit the self-contradictions of Russell's monster. Subsets, unions and intersections of sets ‘A set T is said to be a subset of S, or T is contained in S, if every member of 7 belongs. to S. Symbolically, this ts written 7 S, TCS iff acToacs. We may also say $ is a superset of 7 and write S'> 7. Of particular importance is the empty set J, to which no object belongs, c Va(a ¢ 0). “The empty set is assumed to be a subset of any set whatsoever, VSW CS) ‘This is the default position, consistent with the fact that a © ) => a € S, since there are no a such that a € (and the left-hand side of the implication is never true. We have here an ‘example of the logical dictum that ‘a false statement implies the truth of any statement’ ‘A common criterion for showing the equality of two sets, 7 = S, is to show that TS and © T. The proof follows from the axiom of extensionality r Se (aeTeaeS) 3 (ae T ac Sjand(acSaeT) <=> (TC S)and(S CT). Exercise: Show that the empty set is unique; ie., fH" is an empty set then f" = The collection of all subsets of a set S forms a set in its own right, called the power set of S, denoted 2° Example 1.1 WP S is 2 finite set consisting of n elements, then 2° consists of one empty set #/ having no elements, n singleton sets having just one member, (3) sets having two elements, etc. Hence the total number of sets belonging to 2° is, by the binomial theorem, r()eG)ea() =e This motivates the symbolic representation of the power set. Unions and intersections ‘The union of two sets S and T, denoted SU T, 1s defined as SUT =(x|x©SorxeT)Sets and structures. ‘The intersection of two sets Sand 7, denoted $0 7, is defined as SOT=(|x 6 Sandxe 7} ‘ie sets $ and 7’ are called disjoint if no clement belongs simultaneously to both sets, SOT =H. The difference of two sets § and 7 is defined as S-T= (|x © Sandx ¢ 7}, Ss: Exercise: WS and T ate disjoint, show that § — ‘The union of an arbitrary (possibly infinite) family of sets A is defined as the set ofall ‘lements x that belong to some member of the family, UA = 135 such that (5 A) and @ € 59) Sunilarly we define the intersection of S to be the set of all clements that belong to every set of the collection, A= ble Stora sc Ay When A consists of family of sets S; indexed by a set /, the union and intersection are frequently written Usst and 52. i rel Problems Problem 1.1 Show the distributive laws ANBUO=(ANBU(ANC, AU(BNC)= (AU BNA) Problem 1.2 IF B= (B,{/ © 1) is any family of sets, show that A0UB=Ulsnaiien. su e=Qlavauen, Problem 1.3 Let B be any set. Show that (AM BYUC = 4m (BUC) sand only if bRa for alla,b € S. Ris transitive if (a Rb and bRe) => aRe for alla, b,c € S. Example 1.2 Let® be the set of all real numbers. The usual ordering of real numbers is a relation on I, denoted x = y, which is both reflexive and transitive but not symmetric. The relation of strict ordering x < y is transitive, but is neither reflexive nor symmetric. Similar statements apply for the ordering on subsets of I2, such as the integers or rational numbers. The notation x < y is invariably used for this relation in place of the rather odd-looking (x, 9) € s where Equivalence relations A relation that is reflexive, symmetric and transitive is called an equivalence relation. For example, equalitya Iwaysan equivalence relation, If R is an equivalence relation ona set Sand a is an arbitrary element of S, then we define the equivalence class corresponding, toa to be the subset lale = (6 € S|aRb} The equivalence class is frequently denoted simply by {a} if the equivalence relation R is understood. By the reflexive property a € [a] - that is, equivalence classes ‘cover’ the set S in the sense that every element belongs to at least one class. Furthermore, if a Rb then [a] = [6]. For, let ¢ € [a] so that a Rc. By symmetry, we have bRa, and the transitive property implies that Rc. Hence ¢ € [5], showing that [a] ¢ [6]. Similarly [b] < [a], from which it follows that [a] = [6] Furthermore, if[a] and [b] are any pair of equivalence classes having non-empty intersec- tion, fa] 9 [6] A 0, then [a] = [6]. For, if € [a] [6] then a Re and cRb. By transitivity, Rb, oF equivalently [a] = (6). Thus any pair of equivalence classes are either disjoint, [a] 9 [4] =, or else they are equal, [a] = [b]. The equivalence relation R is therefore said to partition the set 5 into disjoint equivalence classes. I is sometimes useful to think of elements of S belonging to the same equivalence class as being “identified” with each other through the equivalence relation R. The set whose Clements are the equivalence classes defined by the equivalence relation R is called the factor space, denoted S/R, S/R=( = (x |x =[aln, ae S}. Example 1.3 Let p bea positive integer. On the set of all integers Z, define the equivalence relation R by m Rn ifand only if there exists k € Z such that m —n = kp, denoted ‘m =n (mod p). This relation is easily seen to be an equivalence relation. For example, to show itis transitive, simply observe that ifm —n = kpandn — j = Ipthenm — 7 = (k-+1)p. The equivalence class [m] consists of the set of integers of the form m + kp, (k = 0, £1, +2, ...). Itfollows.1.3. Cartesian products and relations that there are precisely p such equivalence classes. [0]. [1]. ....[p — I]. called the residue classes modulo p. Their union spans all of Z. Example 14 Let on? by (ey) = @.y) iff n,m © Z such that.x! = IR x Robe the cartesian plane and define an equivalence relation = +m, y=ytn. Each equivalence class [(x. y)] has one representative such that 0 a = b. ‘The ordering = on real numbers has the further special property of being a total order, by which it is meant that for every pair of real numbers x and y, we have either x < y or of Example 1.5 The power set 2° of a set S is partially ordered by the relation of set in- clusion UCU forallU eS, Uchandr COW = UCH Uc Vand ¥ CU = UR. Unlike the ordering of real numbers, this ordering is nor in general a total order. A set S together with a partial order = is called a partially ordered set or more briefly a poset. This is an example of a structured set. The words ‘together with’ used here are a rather casual type of mathspeak commonly used to describe a set with an imposed structure. Technically more correct is the definition of a poset as an ordered pair, poset $= (8, <) where Y.isa subset of X x ¥ such that for every x © X there is a unigue y © Y for which (x. y) € g. By unique we mean (x.y) € pand (x, yQep => y=y. Mappings are also called functions or maps. It is most common to write») = (5) € @. Whenever y = g(x) it is said that x is mapped to y, written y sx 1H y, In elementary mathematics itis common to referto the subset y CX x ¥ as representing, the graph of the function . Our definition essentially identifies a function with its graph ‘The set is called the domain of the mapping gy, and the subset y(X) © ¥ defined by AX) = CY Ly = (x), xX} 4s called its range. Let U be any subset of ¥, The inverse image of Lis defined to be the set of all points of X that are mapped by ¢ into U, denoted gy (WU) =x € X] yx) € UL. This concept makes sense even when the inverse map y~' does not exist. The notation ©”'(U) is to be regarded as one entire symbol for the inverse image set, and should not be broken into component parts.1.4 Mappings Example 1.6 Let sin: B. > & be the standard sine function on the real numbers I. The inverse image of 0 is sin '(0) = (0, +7, +2, +37, ...}, while the inverse image of 2 15 the empty set, sin. '(2) = 0. An rary function from X to Y is a function y : X" > ¥. In this case we write y = Gi X26 oe Xn) FOF (1. X2, ++ Tae YD € g and say that y has 7 arguments in the set S, although strictly speaking it has just one argument from the product set X" = X x --- x X. It is possible to generalize this concept even further and consider maps whose domain is a product of n possibly different sets, EXP x Xam xX, eM Important maps of this type are the projection maps pre Xx X2x---X, > My defined by BH = (Xt, a2, -- Ae) eH Ify: ¥ > Y andy: ¥ —> Z, the composi ¥o@X) = Wve) ‘Composition of maps satisfies the assoeiative law aoWhe—=@owee where « : Z — W’, since for any x © X° 0 (dr © VX) = AY AD) = (@19 YEE = (0 YI oO) Hence, there is no ambiguity in writing e © y o y for the composition of three maps. nmap Woy :X > Z is defined by Surjective, injective and bijective maps ‘Armapping g : X + ¥ 1s said to be surjective or a surjection if its range is all of 7. More ply, we say g is a mapping of X onto ¥ if y(X) = ¥. It is said to be one-to-one or injective, or an injection, if for every ¢ ¥ there is a unique x © X such that y = gx); that is, GE) = 9") => = A map g that is injective and surjective, or equivalently one-to-one and onto, is called bijective or a bijection, In this and only this case can one define the inverse map ¢ |: Y — X having the property wea) =x, Wee X. ‘Two sets X and Y are said to be in one-to-one correspondence with each other if there exists a bijection y | ¥ > ¥ Exercise: Show that ify : X > ¥ isa bycetion, then so is @~!, and that g(p""(x)) =x, Wr © X. "12 Sets and structures A bijective map w : X -> X from X onto itself is called a transformation of X. The :most trivial transformation of all is the identity map id, defined by iy(Qey=x, Wee X. Note that this map can also be described as having a “diagonal graph’, idy = {(x,x)|x EX} OX xX. Exercise: Show that for any map y |X > Y.id) oy =o tdy When g : X — ¥ isa bijection with inverse y~', then we can write etog=idy. yoy =idy Ieboth y and y- are bijections then so is y/o y, and its mverse is given by Woet=elow ince yl oyop= idy oy og = idy IfU is any subset of X and y : X — ¥ is any map having domain X, then we define the restriction of y to U as the map g|,, : U > ¥ by g|,(x) = gla) for all x € U. The restriction of the identity map wy =ids| UX is referred to as the inclusion map for the subset U. The restriction of an arbitrary map y to U is then its composition with the inclusion map, oly =e ty Example 1.7 \f U is a subset of X, define a function yx : X > {0, 1}, called the characteristic function of U, by - oe O ifx ¢U, LER irc . Any function y : X—> {0, 1} is evidently the characteristic function of the subset UGX consisting of those points that are mapped to the value 1, @=xu where U=9 (Ny). ‘Thus the power set 2" and the set of all maps y : X > {0, 1} are in one-to-one correspon- dence. Example 1.8 Let R be an equivalence relation on a set X. Define the canon 9: X >» X/R from X onto the factor space by os) = Erle, Wr eX. It is easy to verify that this map is onto, I map15 1.5. Infinite sets More generally, any map y : X — ¥ defines an equivalence relation R on X by a Rb iff ola) = o(b). The equivalence classes defined by R are precisely the inverse images of the singleton subsets of ¥, X/R =o (Dy eT). and the map yr: ¥ > X/R defined by ¥/(y) = @ '(L})is one-to-one, for if YO) then y = y’ pick any element x € ¥(y) = y(y’) and we must have g(x) = y vu) Infinite sets A set S is said to be finite if there is a natural number 1 such that Sis in one-to-one correspondence with the set V = {1, 2, 3,...,"] consisting of the first natural numbers, We call n the cardinality of the set S, written n = Card(S). Example 1.9 For any two sets $ and T the set of all maps g : S—> T will be denoted by 7°. Justification for this notation is provided by the fact that if § and Tare both fi- nite and s = Card(S), ¢ = Card(7) then Card(7®) = 1°. In Example 1.7 it was shown that for any set 5, the power set 2° is in one-to-one correspondence with the set of charac- teristie functions on {1,2}°. As shown in Example 1.1, for a finite set § both sets have cardinality 2° A set is said to be infinite if itis not finite. The concept of infinity is intuitively quite difficult 0 grasp, but the mathematician Georg Cantor (1845-1918) showed that infinite sets could be dealt with in a completely rigorous manner. He even succeeded in defining different “orders of infinity” having a transfinite arithmetic that extended the ordinary arithmetic of the natural numbers. Countable sets ‘The lowest order of infinity is that belonging to the natural numbers. Any set S that is in one-to-one correspondence with the set of natural numbers I = {1, 2, 3,...} is said to be countably infinite, or simply countable, The elements of S can then be displayed as a sequence, 51, on setting s; = f'(, Example 1.10 The set of all integers Z = (0, +1, -+2,...} is countable, for the map f 22> N defined by f(0) = 1 and f(n) = 20, f(-n) = 2n + | for all n > Ois clearly abijection, SOH=1. fI=2% M-D=3, (@M=4, M-2)=5. Theorem 1.1 Every subset of a countable set is cither finite or countable. Proof: Let Sbe a countable set and f : $ > Na bijection, such that f(s1) = 1, f(s 2, .... Suppose ' és an infinite subset of S, Let s{ be the first member of the sequence $1.82, ++ that belongs to 5’, Set s5 10 be the next member, etc, The map f": S'—> N 134 Sets and structures (S141) (site) (1,4) . . (52, t2) (s2, ts) . | Lo / (83,41) (3,2) ° ° . * . Figure L1 Product of wo countable sets is countable defined by PS=1. 6) =2 isa bijection from S$! to N. s ‘Theorem 1.2 The cartesian product of anv pair of countable sets is countable Proof: Let S and T be countable sets. Arrange the ordered pairs (s,,1,) that make up the clements of S x 7’ in an infinite rectangular artay and thee trace a path through the array 88 depicted in Fig. 1.1, converting ito a sequence thet includes every ordered pair. Corollary 1.3 The rational numbers Q form 4 countable set, Proof’ Arational nurnber isa fraction n/m where m isa natural number (positive integer) and isan integer having no common factor with ny The rationals are therefore in one-to- ‘ne Correspondence with a subset ofthe product set Z x [. By Example 1.10and Theorem 12.2 Nisa countable set. Hence the rational numbers Q ate countable . In the set of real nurnbers ordered by the usual =, the ationals have the property that for any pair of eal numbers x and y such that + - J there exists a rational number g such that.x JS such that f() € S; for all € 1 While correct for finite and countably infinite families of sets, the status of this axiom is much [ess clear for uncountable families. Cohen in fact showed that the axiom of choice was.1.6 1.6 Structures an independent axiom and was independent of the continuum hypothesis. It thus appears that there are a variety of alternative set theories with differing axiom schemes, and the real numbers have different properties in these alternative theories. Even though the real numbers are at the heart of most physical theories, no truly challenging problem for mathematical physics has arisen from these results, While the axiom of choice is certainly useful, its availability is probably not critical in physical applications. When used, itis often invoked ina slightly different form: ‘Theorem 1.6 (Zorn’s lemma) Let {P, <} be a partially ordered set (poset) with the prop- erty that every totally ordered subset is hounded above. Then P has a maximal element, Some words of explanation are in order here, Recall that a subset Q is rorally ordered if forevery pair of clements.x, y € Qecitherx < yory ® has a higher eardinality than that of the real nunbers by using a Cantor diagonal argument to show if cannot be put in one-to-one correspondence with P, Problem 1.14 If f: [0. 1] > Risa non-decreasing function such that /(0) = 0, /(1) = 1, show thatthe places at which / 1s not continuous form a countable subset of (0. 1] Structures Physical theories have two aspects, the static and the dynamic. The former refers to the general background in which the theory is set. For example, special relativity takes place in Minkowski space while quantum mechanics is set in Hilbert space. These mathematical structures are, to use J. A, Wheeler's term, the ‘arena’ in which a physical system evolves; they are of two basic kinds, algebraic and geometric. In very broad terms, an algebraic structure is a set of binary relations imposed on a set, and ‘algebra’ consists of those results that can be achieved by formal manipulations using the rules of the given relations. By contrast, a geometric structure is postulated as a set of 718 Sets and structures relations on the power set of a set. The objects in a geometric structure can in some sense be * visualized’ as opposed to being formally manipulated. Although mathematicians frequently divide themselves into ‘algebraists” and *geometers’, these two kinds of structure interrelate in all kinds of interesting ways, and the distinction is generally difficult to maintain Algebraic structures A (binary) law of composition on a set S is a binary map SxS>S, For any pair of elements a, b € S there thus exists a new element y(a. 6) € S called their product. The product is often simply denoted by ab, while at other times symbols such as ab, dob, a+b. ax b. a/b, [a,b], etc. may be used, depending on the context. Most algebraic structures consist ofa set § together with one or more laws of composition defined on S. Sometimes more than one set is involved and the law of composition may take a form such as g : Sx T > S. Atypical example is the case of a vector space, where there are two sets involved consisting of vectors and scalars respectively, and the law of composition is scalar multiplication (see Chapter 3). In principle we could allow laws of composition that are n-ary maps (n > 2), but such laws can always be thought of as families, of binary maps. For example, a ternary map @ : S? —> S is equivalent to an indexed family of binary maps {¢, [a € S) where @,, : S? > Sis defined by $,(b,c) = (a, b.c) A law of composition is said t0 be commutative if ab = ba. This is always assumed to be true for composition denoted by the symbol +; that is, a + b = b +a. The law of composition is associative if a(he) = (ab)e. This is true, for example, of matrix multipli- cation or functional composition f © (g © h) = (f © 2) h, but is not true of vector product a x b in ordinary three-dimensional vector calculus, ax (b x ¢) = (a.cyb —(a.bje # (a x b) xc. Example 1.12 A semigroup is a set S with an associative law of composition defined on, it. It ts said to have an identity element if there exists an element ¢ € S such that ea =ae=a, WES. ‘Semigroups are one of the simplest possible examples of an algebraic structure. The theory of semigroups is not particularly rich, and there is little written on their general theory, but particular examples have proved interesting (1) The positive integers NN form a commutative semigroup under the operation of addi- tion. If the number 0 is adjoined to this set it becomes a semigroup with identity ¢ = 0, denoted F (2)Amap f : S—> Sof aset S into itselfis frequently called a discrete dynamical system, ‘The successive iterates of the function f, namely F = [fi f?.--.. f= foU™ ode form a commutative semigroup with functional iteration as the law of composition. If we include the identity map and set f° = ids, the semigroup is called the evolution semigroup. generated by the function /, denoted Ey1.6 Structures The map: N > Ey defined by ¢(n) = #” preserves semigroup products, gts fn, Such a product-preserving map between two semigroups 1s called a homomorphism. If the homomorphism is a one-to-one map it is called a semigroup isomorphism. Two sem- groups that have an isomorphism between them are called isomorphic; to all intents and purposes they have the same semigroup structure, The map @ defined above need not be an isomorphism. For example on the set § =F. ~ {2}. the real numbers excluding the number 2, define the function f : S—> Sby 2x3 {0)= Simple algebra reveals that (f(x) = x, so that /? = ids. In this case Eis isomorphic swith the residue class of integers modulo 2, defined in Example 1.3 (3) All of mathematics can be expressed as a semigroup. For example, set theory is made up of finite strings ofsymbols subh as {... | -.-}, and, not, ¢,¥,ete, and a countable collection of symbols for variables and constants, which may be denoted 1, x2, ... Given two strings 1 and a) made up of these symbols, itis possible to construct a new string 0:02, formed by concatenating the strings. The set of all possible such strings ts a semigroup, where ‘product 1s defined as string concatenation. Of course only some strings are logically meaningful, and are said to be well-formed. The rules for a well-formed string are straightforward to list, as are the rules for “universally valid statements” and the rules of inference. Gédel’s famous mcompleteness theoren: states that if we include statements of ordinary arithmetic in the semigroup then there are propositions P such that neither P nor its negation, not P,can be reached from the axioms by any sequence of logically allowable operations. In a sense, the truth of such statements is unknowable. Whether this remarkable theorem has any bearing on theoretical physies has still to be determined. Geometric structures In its broadest terms, a geometric structure defines certain classes of subsets of Sas in some sense ‘acceptable’, together with rules concerning their intersections and unions. Alternatively, we can think of a geometric structure J on a set $ as consisting of one or more subsets of 2°, satisfying certain properties. In this section we briefly discuss two examples: Euclidean geometry and topology. Example 1.13 Euctidean geometry concerns points (singletons), straight lines, triangles, circles, ete.,all of which are subsets of the plane. There isa “visual” quality of these concepts, even though they are idealizations of the “physical” concepts of points and tines that must have size or thickness to be visible. The orginal formulation of plane geometry as set out in Book 1 of Euctid’s Elements would hardly pass muster by today’s criteria as 2 rigorous axiomatic system. For example, there is considerable confusion between definitions and undefined terms. Historically, however, it is the first systematic approach to an arca of ‘mathematics that turns out to be both axiomatic and interesting, 1920 Sets and structures The undefined terms are point, line segment, line, angle, circle and relations such as incidence on, endpoint, length and congruence. Euclid’ five postulates are: Every pair of points are on a unique line segment for which they are end points. Every line segment can be extended to a unique line. For every point 4 and positive number r there exists a unique circle having A as its centre and radius r, such that the line connecting every other point on the circle to 4 has length r. Alright angles are equal to one another. 5. Plasfatr’s axiom: given any line £ and a point A not on &, there exists a unique line through A that does not intersect £ — said to be parallel to £ ‘The undefined terms can be defined as subsets of some basic set known as the Euclidean plane. Points are singletons, line segments and lines are subsets subject to Axioms I and 2, while the relation incidence on is interpreted as the relation of set-membership €. An angle would be defined as a set (4, £;, 6} consisting of a point and two lines on which it is incident. Postulates 1-3 and 5 seem fairly straightforward, but what are we to make of Postulate 4? Such inadequacies were tidied up by Hilbert in 1921. The least ‘obvious’ of Euclid’ axioms is Postulate 5, which is not manifestly independent of the other axioms. The challenge posed by this axiom was met in the nineteenth century by the mathematicians Bolyai (1802-1860), Lobachevsky (1793-1856), Gauss (1777-1855) and Riemann (1826-1866). With their work arose the concept of non-Euclidean geometry, which was eventually to be of eructal importance in Einstein's theory of gravitation known as general relativity; see Chapter 18, Although ofien regarded as a product of pure thought, Euclidean geometry was in fact an attempt to classify logically the geometrical relations in the world around us. It can be regarded as one of the earliest exercises in mathematical physies. Einstein's general theory of relativity carried on this ancient tradition of unifying geometry and physics, a tradition that lives on today in other forms such as gauge theories and string theory. The discovery of analytic geometry by René Descartes (1596-1650) converted Euclidean geometry into algebraic language. The cartesian method is simply to define the Euclidean plane ask? = I. x R with a distance function d : R? x ? — E given by the Pythagorean formula dX, »), 4. 2) = Ver — UP + VY. (1.2) ‘This theorem is central to the analytic version of Euclidean geometry — it underpins the whole Euclidean edifice. The generalization of Euclidean geometry to a space of arbitrary dimensions i" is immediate, by setting AY) =| AGG = y)? where x= (1 02,66. %n)s ete VF The ramifications of Pythagoras” theorem have revolutionized twentieth century phy ‘many ways. For example, Minkowski discovered that Einstein's special theory of relativity could be represented by a four-dimensional pseuilo-Euclidean geometry where time 1s