Dynamics A Set of Notes On Theoretical Physical Chemistry - Jaclyn Steen

Dynamics: A Set of Notes on Theoretical Physical Chemistry
Jaclyn Steen, Kevin Range and Darrin M. York
December 5, 2003
1
Contents
1 Vector Calculus 6
1.1 Properties of vectors and vector space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2 Fundamental operations involving vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Linear Algebra 11
2.1 Matrices, Vectors and Scalars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Matrix Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.3 Transpose of a Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.4 Unit Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.5 Trace of a (Square) Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.5.1 Inverse of a (Square) Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.6 More on Trace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.7 More on [A, B] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.8 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.8.1 Laplacian expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.8.2 Applications of Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.9 Generalized Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.10 Orthogonal Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.11 Symmetric/Antisymmetric Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.12 Similarity Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.13 Hermitian (self-adjoint) Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.14 Unitary Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.15 Comments about Hermitian Matrices and Unitary Tranformations . . . . . . . . . . . . . . . . 18
2.16 More on Hermitian Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.17 Eigenvectors and Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.18 Anti-Hermitian Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.19 Functions of Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.20 Normal Marices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21 Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.1 Real Symmetric . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.2 Hermitian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.3 Normal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.4 Orthogonal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.5 Unitary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2
CONTENTS CONTENTS
3 Calculus of Variations 22
3.1 Functions and Functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.2 Functional Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.3 Variational Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.4 Functional Derivatives: Elaboration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.4.1 Algebraic Manipulations of Functional Derivatives . . . . . . . . . . . . . . . . . . . . 25
3.4.2 Generalization to Functionals of Higher Dimension . . . . . . . . . . . . . . . . . . . . 26
3.4.3 Higher Order Functional Variations and Derivatives . . . . . . . . . . . . . . . . . . . . 27
3.4.4 Integral Taylor series expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.4.5 The chain relations for functional derivatives . . . . . . . . . . . . . . . . . . . . . . . 29
3.4.6 Functional inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5 Homogeneity and convexity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5.1 Homogeneity properties of functions and functionals . . . . . . . . . . . . . . . . . . . 31
3.5.2 Convexity properties of functions and functionals . . . . . . . . . . . . . . . . . . . . . 32
3.6 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.1 Problem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.2 Problem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3 Problem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3.1 Part A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3.2 Part B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.3 Part C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.4 Part D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.5 Part E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4 Problem 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.1 Part F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.2 Part G . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.3 Part H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.4 Part I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.5 Part J . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.6 Part K . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.7.4.7 Part L . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.7.4.8 Part M . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
4 Classical Mechanics 40
4.1 Mechanics of a system of particles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.1.1 Newton’s laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.1.2 Fundamental definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.2 Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.3 D’Alembert’s principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.4 Velocity-dependent potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.5 Frictional forces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5 Variational Principles 54
5.1 Hamilton’s Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.2 Comments about Hamilton’s Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
5.3 Conservation Theorems and Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
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CONTENTS CONTENTS
6 Central Potential and More 61

6.1 Galilean Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.2 Kinetic Energy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.3 Motion in 1-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.3.1 Cartesian Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.3.2 Generalized Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
6.4 Classical Viral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.5 Central Force Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
6.6 Conditions for Closed Orbits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
6.7 Bertrand’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
6.8 The Kepler Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
6.9 The Laplace-Runge-Lenz Vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
7 Scattering 73
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
7.2 Rutherford Scattering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.2.1 Rutherford Scattering Cross Section . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.2.2 Rutherford Scattering in the Laboratory Frame . . . . . . . . . . . . . . . . . . . . . . 76
7.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
8 Collisions 78
8.1 Elastic Collisions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
9 Oscillations 82
9.1 Euler Angles of Rotation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
9.2 Oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
9.3 General Solution of Harmonic Oscillator Equation . . . . . . . . . . . . . . . . . . . . . . . . . 85
9.3.1 1-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
9.3.2 Many-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
9.4 Forced Vibrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
9.5 Damped Oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
10 Fourier Transforms 90
10.1 Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
10.2 Theorems of Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
10.3 Derivative Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
10.4 Convolution Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
10.5 Parseval’s Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
11 Ewald Sums 95
11.1 Rate of Change of a Vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
11.2 Rigid Body Equations of Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
11.3 Principal Axis Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
11.4 Solving Rigid Body Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
11.5 Euler’s equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
11.6 Torque-Free Motion of a Rigid Body . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
11.7 Precession in a Magnetic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
11.8 Derivation of the Ewald Sum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
11.9 Coulomb integrals between Gaussians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4
CONTENTS CONTENTS
11.10Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

11.11Linear-scaling Electrostatics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
11.12Green’s Function Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
11.13Discrete FT on a Regular Grid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
11.14FFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
11.15Fast Fourier Poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
12 Dielectric 106
12.1 Continuum Dielectric Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
12.2 Gauss’ Law I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
12.3 Gauss’ Law II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
12.4 Variational Principles of Electrostatics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
12.5 Electrostatics - Recap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
12.6 Dielectrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
13 Exapansions 115
13.1 Schwarz inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
13.2 Triangle inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
13.3 Schmidt Orthogonalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
13.4 Expansions of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
13.5 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
13.6 Convergence Theorem for Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
13.7 Fourier series for different intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
13.8 Complex Form of the Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
13.9 Uniform Convergence of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
13.10Differentiation of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
13.11Integration of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
13.12Fourier Integral Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
13.13M-Test for Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
13.14Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
13.15Examples of the Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
13.16Parseval’s Theorem for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
13.17Convolution Theorem for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
13.18Fourier Sine and Cosine Transforms and Representations . . . . . . . . . . . . . . . . . . . . . 143
5
Chapter 1
Vector Calculus
These are summary notes on vector analysis and vector calculus. The purpose is to serve as a review. Although
the discussion here can be generalized to differential forms and the introduction to tensors, transformations and
linear algebra, an in depth discussion is deferred to later chapters, and to further reading.1, 2, 3, 4, 5
For the purposes of this review, it is assumed that vectors are real and represented in a 3-dimensional Carte-
sian basis (x̂, ŷ, ẑ), unless otherwise stated. Sometimes the generalized coordinate notation x1 , x2 , x3 will be
used generically to refer to x, y, z Cartesian components, respectively, in order to allow more concise formulas
to be written using using i, j, k indexes and cyclic permutations.
If a sum appears without specification of the index bounds, assume summation is over the entire range of the
index.
1.1 Properties of vectors and vector space

A vector is an entity that exists in a vector space. In order to take for (in terms of numerical values for it’s
components) a vector must be associated with a basis that spans the vector space. In 3-D space, for example, a
Cartesian basis can be defined (x̂, ŷ, ẑ). This is an example of an orthonormal basis in that each component
basis vector is normalized x̂ · x̂ = ŷ · ŷ = ẑ · ẑ = 1 and orthogonal to the other basis vectors x̂ · ŷ = ŷ · ẑ =
ẑ· x̂ = 0. More generally, a basis (not necessarily the Cartesian basis, and not necessarily an orthonormal basis) is
denoted (e1 , e2 , e3 . If the basis is normalized, this fact can be indicated by the “hat” symbol, and thus designated
(ê1 , ê2 , ê3 .
Here the properties of vectors and the vector space in which they reside are summarized. Although the
present chapter focuses on vectors in a 3-dimensional (3-D) space, many of the properties outlined here are more
general, as will be seen later. Nonetheless, in chemistry and physics, the specific case of vectors in 3-D is so
prevalent that it warrants special attention, and also serves as an introduction to more general formulations.
A 3-D vector is defined as an entity that has both magnitude and direction, and can be characterized, provided
a basis is specified, by an ordered triple of numbers. The vector x, then, is represented as x = (x1 , x2 , x3 ).
Consider the following definitions for operations on the vectors x and y given by x = (x1 , x2 , x3 ) and
y = (y1 , y2 , y3 ):
1. Vector equality: x = y if xi = yi ∀ i = 1, 2, 3
2. Vector addition: x + y = z if zi = xi + yi ∀ i = 1, 2, 3
3. Scalar multiplication: ax = (ax1 , ax2 , ax3 )
4. Null vector: There exists a unique null vector 0 = (0, 0, 0)
6
CHAPTER 1. VECTOR CALCULUS 1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS
Furthermore, assume that the following properties hold for the above defined operations:
1. Vector addition is commutative and associative:

x+y =y+x
(x + y) + z = x + (y + z)
2. Scalar multiplication is associative and distributive:

(ab)x = a(bx)
(a + b)(x + y) = ax + bx + ay + by
The collection of all 3-D vectors that satisfy the above properties are said to form a 3-D vector space.
1.2 Fundamental operations involving vectors

The following fundamental vector operations are defined.
Scalar Product:
X
a · b = ax bx + ay by + az bz = ai bi = |a||b|cos(θ)
i
= b·a (1.1)
√
where |a| = a · a, and θ is the angle between the vectors a and b.
Cross Product:
a × b = x̂(ay bz − az by ) + ŷ(az bx − ax bz ) + ẑ(ax by − ay bx ) (1.2)
or more compactly
c = a×b (1.3)
where (1.4)
ci = aj bk − ak bj (1.5)
where i, j, k are x, y, z and the cyclic permutations z, x, y and y, z, x, respectively. The cross product can be
expressed as a determinant:
The norm of the cross product is
|a × b| = |a||b|sin(θ) (1.6)
where, again, θ is the angle between the vectors a and b The cross product of two vectors a and b results in a
vector that is perpendicular to both a and b, with magnitude equal to the area of the parallelogram defined by a
and b.
The Triple Scalar Product:
a·b×c=c·a×b=b·c×a (1.7)
and can also be expressed as a determinant
The triple scalar product is the volume of a parallelopiped defined by a, b, and c.
The Triple Vector Product:
a × (b × c) = b(a · c) − c(a · b) (1.8)
The above equation is sometimes referred to as the BAC − CAB rule.
Note: the parenthases need to be retained, i.e. a × (b × c) 6= (a × b) × c in general.
Lattices/Projection of a vector
a = (ax )x̂ + (ay )ŷ + (ay )ŷ (1.9)
7
1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS CHAPTER 1. VECTOR CALCULUS
a · x̂ = ax (1.10)
r = r1 a1 + r2 a2 + r3 a3 (1.11)
ai · aj = δij (1.12)
aj × ak
ai = (1.13)
ai · (aj × ak )
Gradient, ∇
∂ ∂ ∂
∇ = x̂ + ŷ + ẑ (1.14)
∂x ∂y ∂z

∂f
∇f (|r|) = r̂ (1.15)
∂r
dr = x̂dx + ŷdy + ẑdz (1.16)
dϕ = (∇ϕ) · dr (1.17)
∇(uv) = (∇u)v + u(∇v) (1.18)

Divergence, ∇·

∂Vx ∂Vy ∂Vz
∇·V = + + (1.19)
∂x ∂y ∂z
∇·r=3 (1.20)
df
∇ · (rf (r)) = 3f (r) + r (1.21)
dr
if f (r) = rn−1 then ∇ · r̂rn = (n + 2)rn−1
∇ · (f v) = ∇f · v + f ∇ · v (1.22)
Curl,∇×
∂Vz ∂Vy ∂Vx ∂Vz ∂Vy ∂Vx
x̂( − ) + ŷ( − ) + ẑ( − ) (1.23)
∂y ∂z ∂z ∂x ∂x ∂y
∇ × (f v) = f ∇ × v + (∇f ) × v (1.24)
∇×r=0 (1.25)
∇ × (rf (r)) = 0 (1.26)
∇(a · b) = (b · ∇)a + (a · ∇)b + b × (∇ × a) + a × (∇ × b) (1.27)
8
CHAPTER 1. VECTOR CALCULUS 1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS
∂2
2 2
∂ ∂
∇ · ∇ = ∇ × ∇ = ∇2 = + 2 + 2 (1.28)
∂2x ∂ y ∂ z
Vector Integration
Divergence theorem (Gauss’s Theorem)
Z Z Z
3
∇ · f (r)d r = ∇ · f (r) · dσ = ∇ · f (r) · nda (1.29)
V S S
let f (r) = u∇v then

∇ · (u∇v) = ∇u · ∇v + u∇2 v (1.30)
Z Z Z
3 2 3
∇u · ∇vd r + u∇ vd r = (u∇v) · nda (1.31)
V V S
The above gives the second form of Green’s theorem.
Let f (r) = u∇v − v∇u then
Z Z Z Z Z Z
3 2 3 3 2 3
∇u · ∇vd r + u∇ vd r − ∇u · ∇vd r − v∇ ud r = (u∇v) · nda − (v∇u) · nda (1.32)
V V V V S S
Above gives the first form of Green’s theorem.

Generalized Green’s theorem
Z Z
3
uL̂u − uL̂vd r = p(v∇u − u∇v)) · nda (1.33)
V S
where L̂ is a self-adjoint (Hermetian) “Sturm-Lioville” operator of the form:
L̂ = ∇ · [p∇] + q (1.34)
Stokes Theorem Z I
(∇ × v) · nda = V · dλ (1.35)
S C
Generalized Stokes Theorem Z I
(dσ × ∇) ◦ [] = dλ ◦ [] (1.36)
S C
where ◦ = ,·,×
Vector Formulas
a · (b × c) = b · (c × a) = c · (a × b) (1.37)
a × (b × c) = (a · c)b − (a · b)c (1.38)
(a × b) · (c × d) = (a · c)(b · d) − (a · d)(b · c) (1.39)
∇ × ∇ψ = 0 (1.40)
∇ · (∇ × a) = 0 (1.41)
9
1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS CHAPTER 1. VECTOR CALCULUS
∇ × (∇ × a) = ∇(∇ · a) − ∇2 a (1.42)
∇ · (ψa) = a · ∇ψ + ψ∇ · a (1.43)
∇ × (ψa) = ∇ψ × a + ψ∇ × a (1.44)
∇(a · b) = (a · ∇)b + (b · ∇)a + a × (∇ × b) + b × (∇ × a) (1.45)
∇ · (a × b) = b · (∇ × a) − a · (∇ × b) (1.46)
∇ × (a × b) = a(∇ · b) − b(∇ · a) + (b · ∇)a − (a · ∇)b (1.47)

If x is the coordinate of a point with magnitude r = |x|, and n = x/r is a unit radial vector
∇·x=3 (1.48)
∇×x=0 (1.49)
∇ · n = 2/r (1.50)
∇×n=0 (1.51)
(a · ∇)n = (1/r)[a − n(a · n)] (1.52)
10
Chapter 2
Linear Algebra
2.1 Matrices, Vectors and Scalars

Matrices - 2 indexes (2nd rank tensors) - Aij /A
Vectors - 1 index∗ (1st rank tensor) - ai /a
Scalar - 0 index∗ (0 rank tensor) - a
Note: for the purpose of writing linear algebraic equations, a vector can be written as an N × 1 “Column
vector ” (a type of matrix), and a scalar as a 1 × 1 matrix.
2.2 Matrix Operations

Multiplication by a scalar α.
|C ={zαA} = Aα means Cij = αAij = Aij · α

N ×N N ×N
Addition/Subtraction
C=A−B=B−A means Cij = Aij − Bij
Multiplication (inner product)
X
C
| ={zA B} means Cij = Aik Bkj
N ×N N ×M ·M ×N k
AB 6= BA in general
A · (B · C) = (AB)C = ABC associative, not always communitive

Multiplication (outer product/direct product)
C =A⊗B
|{z} means Cαβ = Aij Bk`
nm×nm
α =n(i − 1) + k β =m(j − 1) + `
11
2.3. TRANSPOSE OF A MATRIX CHAPTER 2. LINEAR ALGEBRA
A ⊗ B 6=B ⊗ A A ⊗ (B ⊗ C) =(A ⊗ B)C

Note, for “vectors”
T
| ⊗{zb }
C= a means Cij = ai bj
N ×1·1×N
2.3 Transpose of a Matrix

T
A
| =
{zB } means Aij = (Bij )T = Bji
N ×M (M ×N )T =N ×M
Note: T
(AT )T = A (Aij )T = [Aji ]T = Aij

(A · B)T = BT · AT
C =(A · B)T = BT · AT
!T
X X
Cij = Aik Bkj = Ajk Bki
k k
X X
= Bki Ajk = (Bik )T (Akj )T
k k
2.4 Unit Matrix

(identity matrix)
 
1 0 0
 ..
1 (2.1)

0 . 0
0 0 1
1ij ≡ δij
1−1 =1T = 1 A1 =1A = A
Commutator: a linear operation

[A, B] ≡ AB − BA
[A, B] = 0 if A and B are diagonal matrices
Diagonal Matrices:
Aij = aii δij
Jacobi Identity:
[A, [B, C]] = [B, [A, C]] − [C, [A, B]]
12
CHAPTER 2. LINEAR ALGEBRA 2.5. TRACE OF A (SQUARE) MATRIX
2.5 Trace of a (Square) Matrix

(a linear operator)
X
Aii = Tr AT

Tr (A) =
i
X XX
Tr (A · B) = Tr (C) = Cii = Aik Bki
i i k
XX
= Bki Aik = Tr (BA)
k i
Note Tr ([A, B]) = 0

Tr (αA + βB) = αTr (A) + βTr (B)
2.5.1 Inverse of a (Square) Matrix

A−1 · A = 1 = A · A−1
Note 1 · 1 = 1, thus 1 = 1−1
(A · B)−1 = B−1 · A−1 prove
2.6 More on Trace
T r(ABC) = T r(CBA)
T r(a ⊗ bT ) = aT · b
T r(U + AU ) = T r(A) U + U = 1 or T r(B −1 AB) = T r(A)
T r(S + S) ≥ 0 T r(BSB −1 BT B −1 = T r(ST )
T r(A) = T rA+ T r(S 0 T 0 )
T r(AB) = T r(BA) = T r(B + A+ )
T r(ABC) = T r(CAB) = T r(BCA)
T r([A, B]) = 0
T r(AB) = 0 if A = AT and B = B T
2.7 More on [A, B]

[Sx , Sy ] = iSz
Proof: (A · B)−1 = B−1 A−1

If x · y = 1 then y = x−1
associative (A · B) · (B−1 · A−1 ) = A · (B · B−1 ) · A−1 = (A · A−1 ) = 1 thus (B−1 · A−1 ) = (A · B)−1
13
2.8. DETERMINANTS CHAPTER 2. LINEAR ALGEBRA
2.8 Determinants

A11 A12 · · · A1n

det(A) = A21 A22 · · ·
X
A2n = ijk... A1i A2j A3k . . . (2.2)
.. .. ..
. . . Ann i,k...
ijk... : Levi-Civita symbol (±1 even/odd permutation of 1, 2, 3 . . ., otherwise 0. (has N ! terms)

A is a square matrix, (N × N )
2.8.1 Laplacian expansion
N
X
D= (−1)i+j Mij Aij
i
N
X
= cij Aij
i
Mij = “minor” ij
cij = “cofactor” = (−1)i+j Mij
D = πk Akk (2.3)

A11 0

A21 A22 (2.4)

− −
N
X X
= Aij cik = det(A)δjk = Aji cik
i
det(A) is an antisymmetrized product
Properties: for an N × N matrix A
1. The value of det(A) = 0 if
• any two rows (or columns) are equal

• each element of a row (or column) is zero
• any row (or column) can be represented by a linear combination of the other rows (or columns). In
this case, A is called a “singular” matrix, and will have one or more of it’s eigenvalues equal to zero.
2. The value of det(A) is unchanged if
• two rows (or columns) are swapped, sign changes

• a multiple of one row (or column) is added to another row (or column)
• A is transposed det(A) = det(A+ ) or det(A+ ) = det(A∗ ) = (det(A))∗
14
CHAPTER 2. LINEAR ALGEBRA 2.8. DETERMINANTS
• A undergoes unitary transformation det(A) = det(U + AU ) (including the unitary tranformation that
diagonalized A)
det(eA ) = etr(A) (2.5)
3. If any row (or column) of A is multiplied by a scalar α, the value of the determinat is αdet(A). If the
whole matrix is multiplied by α, then
det(αA) = αN det(A) (2.6)
4. If A = BC, det(A) = det(B) × det(C), but if A = B + C, det(A) 6= det(B) + det(C). (det(A) is not
a linear operator)
det(AN ) = [det(A)]N (2.7)
5. If A is diagonalized, det(A) = Πi Aii (also, det(1) = 1)
6. det(A)−1 ) = (det(A))−1
7. det(A∗ ) = (detA)∗ = det(A+ )
8. det(A) = det(U + AU ) U + U = 1
2.8.2 Applications of Determinants

Wave function:
ψ1 (x1 ) ψ2 (x1 ) · · · ψN (x1

1 ..
Ψ HF (x1 , x2 · · · xN ) = √ ψ1 (x2 ) ψ2 (x2 ) · · · . (2.8)
DF T N! . ..

..

. ψN (xN )
Evaluate: Z
Ψ∗ (x1 , x2 , x3 )Ψ(x1 , x2 , x3 )dτ
R
P reduce if ψi (x)ψj (x)dτ = δiJ (orthonormal spin orbitals)
(write all the terms). How does this expression
J=Jacobian |dxk >= J|dqj >= i |dqi >< dqi |dxk >
∂xi
dx1 dx2 dx3 = det(J)dq1 dq2 dq3 , Jik =
∂qk

x ∂xi
J : Jij =
q ∂qj
q ∂qi
J = (2.9)
x ij ∂xj
h q i 1 ∂q1
∂q
∂x ∂x2 · · ·
det J = .1 . . (2.10)
x .. .
q1 =2x q2 =y q3 =z
1
dxdydz = dq 1 (2.11)
2
15
2.9. GENERALIZED GREEN’S THEOREM CHAPTER 2. LINEAR ALGEBRA
∂x 1 ∂x0 1
x0 +2x = =2 dx = dx0
∂x0 2 ∂x 2
dx 1
dx = dq1 = dq 1 (2.12)
dq1 2
2.9 Generalized Green’s Theorem

Use: Z Z
∇ · vdτ = v · dσ (2.13)
v s
Z Z
(vLu − uLv)dτ = p(x∇u − u∇v) · dσ (2.14)
v s
L = ∇ · [p∇] + q = ∇p · ∇ + p∇2 + q
Z
v(∇p · ∇u + ∇2 u + q)u − u(∇p · ∇v + p∇2 v + q)v dτ

v
R R
Note vqu dτ = uqv dτ
Z
(v∇ · [p∇]u + ∇v · (p∇u) − u∇ · [p∇]v − ∇v · (p∇u)) dτ
v
Z
= (∇ · vp∇u − ∇ · up∇v) dτ (2.15)
v
∇v · p∇u + v∇ · [p∇]u − ∇u · p∇v − u∇ · [p∇]v

Z
= (vp∇u − up∇v) · dσ
Zs
= p(v∇u − u∇v) · ds
s
X ∂Fi ∂Fi ∂Fi

dFi = dxk + dt =(dr · ∇)Fi + dt
∂xk t ∂t
k

∂
= dr · ∇ + dt Fi (2.16)
∂t
L = r × p = r × mv, v =ω×r
A × (B × C) = B(AC) − C(AB) r = rr̂
L =m(r × (ω × r))
=m[ω(r · r) − r(r · ω)]
=m[ω(r2 r̂ · r̂) − rr̂(rr̂ · ω)]
=mr2 [ω − r̂(r̂ · w)] (2.17)
I =mr2 L =Iω if r̂ · ω = 0
16
CHAPTER 2. LINEAR ALGEBRA 2.10. ORTHOGONAL MATRICES
2.10 Orthogonal Matrices

(analogy to ai aj = δij = aTi · aj )
AT · A = 1 AT = A−1

AT = A−1 , therefore AT · A = 1 = 1T = (AT · A)T

Note det(A) = ±1 if A is orthogonal. Also: A and B orthogonal, then (AB) orthogonal.
Application: Rotation matrices

X X
x0i = Aij xj or |x0i >= |xj × xj |x0i >
j j
example:
    
r̂ sin θ cos ϕ sin θ sin ϕ cos θ x̂
 θ̂  = cos θ cos ϕ cos θ sin ϕ − sin θ   ŷ  (2.18)
ϕ̂ − sin ϕ cos ϕ 0 ẑ
   
r̂ x̂
 θ̂  = C ŷ  (2.19)
ϕ̂ ẑ
     
x̂ r̂ r̂
ŷ  = C−1  θ̂  = CT  θ̂  (2.20)
ẑ ϕ̂ ϕ̂
since C−1 = CT (C is an orthogonal matrix)
Also Euler angles (we will use later. . .)
2.11 Symmetric/Antisymmetric Matrices

Symmetric means Aij = Aji , or A = AT
Antisymmetric means Aij = −Aji , or A = −AT
1 1
A + AT + A − AT

A= (2.21)
2 2
symmetric antisymmetric
Note also:
T T
AAT = AT AT
=AAT
Note: Tr (AB) = 0 if A is symmetric and B is antisymmetric. Thus AAT AT A are symmetric, but
A · AT 6= A · AT
Quiz: If A is an upper triangular matrix, use the Laplacian expansion to determine a formula for det(A) in
terms of the elements of A.
17
2.12. SIMILARITY TRANSFORMATION CHAPTER 2. LINEAR ALGEBRA
2.12 Similarity Transformation

A0 = BAB0 (2.22)
if B−1 = BT (B orthogonal) BABT = orthogonal similarity transformation.
2.13 Hermitian (self-adjoint) Matrices

Note:
(AB)∗ = A∗ B∗
(AB)+ = B+ A+ also (A+ )+ = A
H+ = H where H+ ≡ (H∗ )T = (HT )∗
A real symmetric matrix is Hermitian or a real Hermitian matrix is symmetric (if a matrix is real, Hermi-
tian=symmetric)
2.14 Unitary Matrix

U+ = U−1
A real orthogonal matrix is unitary or a real unitary matrix is orthogonal (if a matrix is real, unitary=orthogonal)
2.15 Comments about Hermitian Matrices and Unitary Tranformations

1. Unitary tranformations are “norm preserving”
x0 = Ux (x0 )+ x0 = x+ U+ Ux = x+ · x
2. More generally, x0 = Ux, A0 = UAU+

A0 x0 = UAU+ Ux = U(Ax) and (y)+ · A0 · x0 = y+ U+ UAU+ Ux
operation in transformation coordinates = transformation in uniform coordinates = y+ Ax (invariant)
3. If A+ = A, then (Ay)+ · x = y+ · x = y+ · A+ · x = y+ · A · x (Hermitian property)
4. If A+ = A, then (A0 )+ = (UAU+ )+ = UAU+ , or (A0 )+ = A0
2.16 More on Hermitian Matrices

1 1 1 1
C= (C + C+ ) + (C − C+ ) = (C + C+ ) + · i(C − C+ )
2 | {z } 2 | {z } 2 2i | {z }
Hermitian anti-Hermitian Hermitian!
Note: C = −i[A, B] is Hermitian even if A and B are not, (or iC = [A, B]). C = AB is Hermition if
A = A+ , B = B+ , and [A, B] = 0. A consequence of this is that Cn is Hermitian if C is Hermitian. Also,
C = eαA is Hermitian if A = A+ , but C = eiαA is not Hermitian (C is unitary). A unitary matrix in general
is not Hermitian.
X
f (A) = Ck Ak is Hermitian if Ck are real
k
18
CHAPTER 2. LINEAR ALGEBRA 2.17. EIGENVECTORS AND EIGENVALUES
2.17 Eigenvectors and Eigenvalues

Solve Ac = ac, (A − a1)c = 0 det() = 0 secular equation.
A0 c0i = ai c0i Eigenvalue problem
Aci = λi Bci Generalized eigenvalue problem
Ac = Bcλ
If c+ +
i · B · cj = δij then ci · A · cj = λi δij
1 1 1
relation: A0 = B− 2 AB− 2 and c0i = B 2 ci (Can always transform. . .Lowden) Example: Hartree-Fock/Kohn-
Shon Equations:
FC = SC, Hef f C = SC
For Aci = αi ci if A = A+ ai = a∗i , c+

i · cj = δij ? can be chosen
ci form a “complete set”
If A+ A = 1, ai = ±1, c+ i · cj = δij det(A) = ±1
Hci = i ci or Hc = c
!
c 1 c 2 c3
c= .. .. .. (2.23)
. . .
 
1 0
=
 .. 
(2.24)
. 
0 N
since c+
i · cj = δij , c+ · c = 1 and also c+ · H · c = c+ c = c+ c = hence c is a unitary matrix and is the
unitary matrix that diagonalizes H. c+ Hc = (eigenvalue spectrum).
2.18 Anti-Hermitian Matrices

Read about them. . .
2.19 Functions of Matrices
UAU+ = a A = U+ aU or AU+ = U+ a
 
f (a1 )
+
f (A) = U  .. U

.
f (an )
19
2.19. FUNCTIONS OF MATRICES CHAPTER 2. LINEAR ALGEBRA
Power series e.g.

∞
1 k
eA =
X
A
k!
k=0
∞
X (−1)k
sin(A) = A2k+1
(2k + 1)!
k=0
∞
X (−1)k
cos(A) = A2k
(2k)!
k=0
Note:
A2 U+ =AUU+
=AU+ Q
=U+ QQ
=U+ Q2
!
Q211 0
Q2 ⇒ ..
0 .
A · U = U+ QK
k +
Ck Ak and UAU+ = Q, then

P
Note, if f (A) = k
F =f (A)U+
X
= ck U+ Qk
k
X
=U+ ck Qk
k
 
f (a11 )
=U+ 
 .. +
=U f

(2.25)
.
f (ann )
so if UAU+ = Q, then UFU+ = f and fij = f (ai )δij
Also:
Trace Formula
det(eA ) = eT r(A) (special case of det[f (A)] = πi f (aii ))

Baker-Hausdorff Formula
1
eiG He−iG = H + [iGH] + [iG, [iG, H]] + · · ·
2
Note, if
AU+ = U+ QA(λ) = A + λ1
so has some eigenvectors, but eigenvalues are shifted.
A(λ)U+ = (A + λ1)U+ = U+ Q + U+ λ1 = U+ (Q + λ1) = U+ Q(λ)
20
CHAPTER 2. LINEAR ALGEBRA 2.20. NORMAL MARICES
2.20 Normal Marices

[A, A+ ] = 0 (Hermitian and real symmetry are specific cases)
Aci = ai ci , A+ ci = a∗i ci , c+
i · cj = 0
2.21 Matrix
2.21.1 Real Symmetric
A = AT = A+ ai real cTi · cj = δij Hermitian normal
2.21.2 Hermitian
A = A+ ai real c+
i · cj = δij normal
2.21.3 Normal
[A, A+ ] = 0 if Aci = ai ci c+
i · cj = δij
2.21.4 Orthogonal
UT · U = 1 (UT = U−1 ) ai (±1) cTi · cj = δij unitary, normal
2.21.5 Unitary
U+ U = 1 (U+ = U−1 ) ai real (±1) c+
i · cj = δij normal
If UAU+ = a, and U+ U = 1 then [A, A+ ] = 0 and conversely.
21
Chapter 3
Calculus of Variations
3.1 Functions and Functionals

Here we consider functions and functionals of a single argument (a variable and function, respectively) in
order to introduce the extension of the conventional function calculus to that of functional calculus.
• A function f (x) is a prescription for transforming a numerical argument x into a number; e.g. f (x) =
1 + x2 + e−x .
• A
R xfunctional F [y] is a prescription for transforming a function argument y(x) into a number; e.g. F [y] =
2 2
y (x) · e−sx dx.
x1
Hence, a functional requires knowledge of it’s function argument (say y(x)) not at a single numerical point x, in
general, but rather over the entire domain of the function’s numerical argument x (i.e., over all x in the case of
y(x)). Alternately stated, a functional is often written as some sort of integral (see below) where the argument of
y (we have been referring to it as “x”) is a dummy integration index that gets integrated out.
In general, a functional F [y] of the 1-dimensional function y(x) may be written
Z x2
F [y] = f x, y(x), y 0 (x), · · · y (n) (x), dx (3.1)
x1
where f is a (multidimensional) function, and y 0 ≡ dy/dx , · · · y n ≡ dn y/dxn . For the purposes here, we will
consider the bounday conditions of the function argument y are such that y, y 0 · · · y (n−1) have fixed values at
the endpoints; i.e.,
(j) (j)
y (j) (x1 ) = y1 , y (j) (x2 ) = y2 for j = 0, · · · (n − 1) (3.2)
(j) (j)
where y1 and y2 are constants, and y (0) ≡ y.
In standard function calculus, the derivative of a function f (x) with respect to x is defined as the limiting
process
df f (x + ) − f (x)
≡ lim (3.3)
dx x →0
(read “the derivative of f with respect to x, evaluated at x). The function derivative indicates how f (x) changes
when x changes by an infintesimal amount from x to x + .
Analogously, we define the functional derivative of F [y] with respect to the function y at a particular point
x0 by
δF F [y + δ(x − x0 )] − F [y]
≡ lim (3.4)
δy(x) y(x0 ) →0
22
CHAPTER 3. CALCULUS OF VARIATIONS 3.2. FUNCTIONAL DERIVATIVES
(read, “the functional derivative of F with respect to y, evaluated at the point y(x0 )). This functional derivative
indicates how F [y] changes when the function y(x) is changed by an infintesimal amount at the point x = x0
from y(x) to y(x) + δ(x − x0 ).
We now procede formally to derive these relations.
3.2 Functional Derivatives: Formal Development in 1-Dimension

Consider the problem of finding a function y(x) that corresponds to a stationary condition (an extremum
value) of the functional F [y] of Eq. 3.1, subject to the boundary conditions of Eq. 3.2; i.e., that the function y
and a sufficient number of it’s derivatives are fixed at the boundary. For the purposes of describing variations, we
define the function
y(x, ) = y(x) + η(x) = y(x, 0) + η(x) (3.5)
where η(x) is an arbitrary differentiable function that satisfies the end conditions η (j) (x1 ) = η (j) (x2 ) = 0
for j = 1, · · · (n − 1) such that in any variation, the boundary conditions of Eq. 3.2 are preserved; i.e., that
(j) (j)
y (j) (x1 ) = y1 and y (j) (x2 ) = y2 for j = 0, · · · (n − 1). It follows the derivative relations
y (j) (x, ) = y (j) (x) + η (j) (x) (3.6)

d (j)
y (x, ) = η (j) (x) (3.7)
d
where superscript j (j = 0, · · · n) in parentheses indicates the order of the derivative with respect to x. To
remind, here n is the highest order derivative of y that enters the functional F [y]. For many examples in physics
n = 1 (such as we will see in classical mechanics), and only the fixed end points of y itself are required; however,
in electrostatics and quantum mechanics often higher order derivatives are involved, so we consider the more
general case.
If y(x) is the function that corresponds to an extremum of F [y], we expect that any infintesimal variation
η(x) away from y that is sufficiently smooth and subject to the fixed-endpoint boundary conditions of Eq. 3.2)
will have zero effect (to first order) on the extremal value. The “arbitrary” function η(x) of course has been
defined to satisfy the differentiability and boundary conditions, and the scale factor allows a mechanism for
effecting infintesimal variations through a limiting procedure approaching = 0. At = 0, the varied function
y(x, ) is the extremal value y(x). Mathematically, this implies
d
[F [y + η]]=0 = 0
d Z x2
d 0
= f (x, y(x, ), y (x, ), · · · ) dx (3.8)
d x1 =0
∂f ∂y 0 (x, )
Z x2
∂f ∂y(x, )
= + + · · · dx
x1 ∂y ∂ ∂y 0 ∂
Z x2
∂f ∂f
= η(x) + 0
η 0 (x) + · · · dx
x1 ∂y ∂y
where we have used ∂y(x, )/∂ = η(x), ∂y 0 (x, )/∂ = η 0 (x), etc... If we integrate by parts the term in Eq. 3.8
involving η 0 (x) we obtain
Z x2 x2 Z x2
∂f 0 ∂f
− d ∂f
η (x) dx = η(x) η(x) dx
x1 ∂y 0 ∂y 0
x1 x1 dx ∂y 0
Z x2
d ∂f
= − η(x) dx (3.9)
x1 dx ∂y 0
23
3.3. VARIATIONAL NOTATION CHAPTER 3. CALCULUS OF VARIATIONS
where we have used the fact that η(x1 ) = η(x2 ) = 0 to cause the boundary term to vanish. More generally, for
all the derivative terms in Eq. 3.8 we obtain
Z x2 Z x2 j
∂f (j) (j) d ∂f
η (x) dx = (−1) j
η(x) dx (3.10)
x1 ∂y (j) x1 dx ∂y (j)
for j = 1, · · · n where we have used the fact that η (j) (x1 ) = η (j) (x2 ) = 0 for j = 0, · · · (n − 1) to cause the
boundary terms to vanish. Substituting Eq. 3.10 in Eq. 3.8 gives
Z x2
d ∂f d ∂f
[F [y + η]]=0 = − + ···
d x1 ∂y dx ∂y 0
n

n d ∂f
+(−1) η(x) dx
dxn ∂y (n)
= 0 (3.11)
Since η(x) is an arbitrary differential function subject to the boundary conditions of Eq. 3.2, the terms in brackets
must vanish. This leads to a generalized form of the Euler equation in one dimension for the extremal value of
F [y] of Eq. 3.4
n

∂f d ∂f n d ∂f
− + · · · + (−1) =0 (3.12)
∂y dx ∂y 0 dxn ∂y (n)
In other words, for the function y(x) to correspond to an extremal value of F [y], Eq. 3.12 must be satisfied for
all y(x); i.e., over the entire domain of x of y(x). Consequently, solution of Eq. 3.12 requires solving for an
entire function - not just a particular value of the function argument x as in function calculus. Eq. 3.12 is referred
to as the Euler equation (1-dimensional, in this case), and typically results in a differential equation, the solution
of which (subject to the boundary conditions already discussed) provides the function y(x) that produces the
extremal value of the functional F [y].
We next define a more condensed notation, and derive several useful techniques such as algebraic manipu-
lation of functionals, functional derivatives, chain relations and Taylor expansions. We also explicitly link the
functional calculus back to the traditional function calculus in certain limits.
3.3 Variational Notation

We define δF [y], the “variation of the functional F [y]”, as
d
δF [y] ≡ [F [y + η]]=0
Zdx2 n

∂f d ∂f n d ∂f
= − + · · · + (−1) η(x) dx
x1 ∂y dx ∂y 0 dxn ∂y (n)
Z x2
δF
= δy(x) dx (3.13)
x1 δy(x)
where (analagously) δy(x), the “variation of the function y(x)”, is defined by

d
δy(x) ≡ [y(x) + η(x)]=0
d
= η(x)
= y(x, ) − y(x, 0) (3.14)
where we have again used the identity y(x, 0) = y(x). Relating the notation of the preceding section, we have
y(x, ) = y(x) + η(x) = y(x) + δy(x) (3.15)
24
CHAPTER 3. CALCULUS OF VARIATIONS 3.4. FUNCTIONAL DERIVATIVES: ELABORATION
Note that the operators δ and d/dx commute; i.e., that δ(d/dx) = (d/dx)δ:

0 dy d d
δy (x) = δ = (y + η) (3.16)
dx d dx =0
d 0 d d
y + η 0 =0 = η 0 =

= (η) = δy
d dx dx
Hence the (first) functional variation of F [y] can be written

Z x2
δF
δF [y] = δy(x) dx (3.17)
x1 δy(x)
δF
where δy(x) is defined as “the (first) functional derivative of F [y] with respect to y at position x”, and assuming
F [y] in the form of Eq. 3.1, is given by
dn

δF ∂f d ∂f ∂f
= − + · · · + (−1)n (3.18)
δy(x) ∂y dx ∂y 0 dxn ∂y (n)
Note that the functional derivative defined above is itself a function of x. In fact, Eq. 3.17 can be considered as a
generalization of an exact differential of a discreet multivariable function in calculus, .e.g.,
X ∂F
dF (x1 , x2 , · · · , xN ) = dxi (3.19)
∂xi
i
where the summation over discreet variables xi has been replaced by integration over a continuous set of variables
x.
An extremal value of F [y] is a solution of the stationary condition
δF [y] = 0 (3.20)
and can be found by solution of the Euler equation 3.12.
3.4 Functional Derivatives: Elaboration
3.4.1 Algebraic Manipulations of Functional Derivatives

The functional derivative has properties analogous to a normal function derivative
δ δF1 δF2
(c1 F1 + c2 F2 ) = c1 + c2 (3.21)
δy(x) δy(x) δy(x)
δ δF1 δF2
(F1 F2 ) = F2 + F1 (3.22)
δy(x) δy(x) δy(x)

δ F1 δF1 δF2
= F 2 − F1 /F22 (3.23)
δy(x) F2 δy(x) δy(x)
25
3.4. FUNCTIONAL DERIVATIVES: ELABORATION CHAPTER 3. CALCULUS OF VARIATIONS
3.4.2 Generalization to Functionals of Higher Dimension

The expression for the functional derivative in Eq. 3.18 can be generalized to multidimensional functions in a
straight forward manner.
n N
!
j
X
δF ∂f X ∂ ∂f
= + (−1)j (3.24)
δρ(x1 , · · · xN ) ∂ρ
j=1 ∂xji ∂ρ(j)
i=1 x i
The functional derivative in the 3-dimensional case is

δF ∂f ∂f ∂f
= −∇· + ∇2 − ··· (3.25)
δρ(r) ∂ρ ∂∇ρ ∂∇2 ρ
Example: Variational principle for a 1-particle quantum system.

Consider the energy of a 1-particle system in quantum mechanics subject to an external potential v(r). The
system is described by the 1-particle Hamiltonian operator
h̄2 2
Ĥ = − ∇ + v(r) (3.26)
2m
The expectation value of the energy given a trial wave function Ψ̃(r) is given by
R ∗ h̄2 2
Ψ̃ (r) − 2m ∇ + v(r) Ψ̃(r)d3 r
E[Ψ̃] = R (3.27)
Ψ̃∗ (r)Ψ̃(r)d3 r
D E
Ψ̃ Ĥ Ψ̃

=
hΨ̃|Ψ̃i
Let us see what equation results when we require that the energy is an extremal value with respect to the wave
function; i.e.,
δE[Ψ]
=0 (3.28)
δΨ(r)
Where we denote the wave function that produces this extremal value Ψ. Since this is a 1-particle system in
the absence of magnetic fields, there is no need to consider spin explicitly or to enforce antisymmetry of the
wave function as we would in a many-particle system. Moreover, there is no loss of generality if we restrict
the wave function to be real (one can double the effort in this example by considering the complex case, but
the manipulations are redundant, and it does not add to the instructive value of the variational technique - and
a student’s time is valuable!). Finally, note that we have constructed the energy functional E[Ψ̃] to take on an
un-normalized wave function and return a correct energy (that is to say, the normalization is built into the energy
expression), alleviating the need to explicitly constrain the wave function to be normalized in the variational
process. We return to this point in a later example using the method of Lagrange multipliers.
Recall from Eq. 3.23 we have
 D E 
δE[Ψ]  δ Ψ Ĥ Ψ δhΨ|Ψi D E
= hΨ|Ψi − Ψ Ĥ Ψ /hΨ|Ψi2 (3.29)
δΨ(r) δΨ(r) δΨ(r)
Let us consider in more detail the first functional derivative term,

D E
δ Ψ Ĥ Ψ

h̄2 2
Z
δ
= Ψ̃(r) − ∇ + v(r) Ψ̃(r)d3 r (3.30)
δΨ(r) δΨ(r) 2m
26
where we have dropped the complex conjugation since we consider the case where Ψ is real. It is clear that the
integrand, as written above, depends explicitly only on Ψ and ∇2 Ψ. Using Eq. 3.25 (the specific 3-dimensional
case of Eq. 3.24), we have that
∂f −h̄2 2
= ∇ Ψ(r) + 2v(r)Ψ(r) (3.31)
∂Ψ(r) 2m
2
∂f −h̄
= Ψ(r)
∂∇2 Ψ(r) 2m
and thus D E
δ Ψ Ĥ Ψ

−h̄2 2

=2 ∇ + v(r) Ψ(r) = 2ĤΨ(r) = 2Ĥ|Ψi (3.32)
δΨ(r) 2m
where the last equality simply reverts back to Bra-Ket notation. Similarly, we have that
δhΨ|Ψi
= 2Ψ(r) = 2|Ψi (3.33)
δΨ(r)
This gives the Euler equation
δE[Ψ] D E
= 2Ĥ|ΨihΨ|Ψi − 2|Ψi Ψ Ĥ Ψ /hΨ|Ψi2 (3.34)

δΨ(r)
 D E
|Ψi Ψ Ĥ Ψ

Ĥ|Ψi
= 2 − 
hΨ|Ψi hΨ|Ψi2
= 0
Multiplying through by hΨ|Ψi, dividing by 2 and substituting in the expression for E[Ψ] above we obtain
D E
Ψ Ĥ Ψ

Ĥ|Ψi = |Ψi = E[Ψ]|Ψi (3.35)
hΨ|Ψi
which is, of course, just the stationary-state Schrödinger equation.
3.4.3 Higher Order Functional Variations and Derivatives

Higher order functional variations and functional derivatives follow in a straight forward manner from the cor-
responding first order definitions. The second order variation is δ 2 F = δ(δF ), and similarly for higher order
variations. Second and higher order functional derivatives are defined in an analogous way.
The solutions of the Euler equations are extremals - i.e., stationary points that correspond to maxima, minima
or saddle points (of some order). The nature of the stationary point can be discerned (perhaps not completely) by
consideration of the second functional variation. For a functional F [f ], suppose f0 is the function that solves the
Euler equation; i.e., that satisfies δF [f ] = 0 or equivalently [δF [f ]/δf (x)]f =f0 = 0, then
δ2F
Z Z
1
2
δ F = δf (x) δf (x0 ) dx dx0 (3.36)
2 δf (x)δf (x0 ) f =f0
The stationary point of F [f0 ] at f0 can be characterized by
δ 2 F ≥ 0 : minimum
δ 2 F = 0 : saddle point (order undetermined)
δ 2 F ≤ 0 : maximum
(3.37)
27
3.4. FUNCTIONAL DERIVATIVES: ELABORATION CHAPTER 3. CALCULUS OF VARIATIONS
Example: Second functional derivatives.

Consider the functional for the classical electrostatic energy
ρ(r)ρ(r0 ) 3 3 0
Z Z
1
J[ρ] = d rd r (3.38)
2 |r − r0 |
h i
δ 2 J[ρ]
what is the second functional derivative δρ(r)δρ(r0 ) ?
The first functional derivative with respect to ρ(r) is
ρ(r0 ) 3 0 1 ρ(r0 ) 3 0
Z Z
δJ[ρ] 1
= d r + d r (3.39)
δρ(r) 2 |r − r0 | 2 |r − r0 |
Z 0
ρ(r ) 3 0
= d r
|r − r0 |
Note, r0 is merely a dummy integration index - it could have been called x, y, r000 , etc... The important feature
is that after integration what results is a function of r - the same r that is indicated by the functional derivative
δJ[ρ]
δρ(r) .
The second functional derivative with respect to ρ(r0 ) is
δ 2 J[ρ]

δ δJ[ρ]
= (3.40)
δρ(r)δρ(r0 ) δρ(r0 ) δρ(r)
ρ(r0 ) 3 0
Z
δ
= d r
δρ(r0 ) |r − r0 |
1
=
|r − r0 |
3.4.4 Integral Taylor series expansions
An integral Taylor expansion for F [f0 + ∆f ] is defined as
F [f0 + ∆f ] = F [f0 ]
∞ Z " #
δ (n) F
Z Z
X 1
+ ···
n! δf (x1 )δf (x2 ) · · · δf (xn )
n=1 f0
×∆f (x1 )∆f (x2 ) · · · ∆f (xn ) dx1 dx2 · · · dxn (3.41)
For functionals of more than one function, e.g. F [f, g], mixed derivatives can be defined. Typically, for
sufficiently well behaved functionals, the order of the functional derivative operations is not important (i.e., they
commute),
δ2F δ2F
= (3.42)
δf (x)δg(x0 ) δg(x)δf (x0 )
28
An integral Taylor expansion for F [f0 + ∆f, g0 + ∆g] is defined as
F [f0 + ∆f, g0 + ∆g] = F [f0 , g0 ]

Z
δF
+ ∆f (x) dx
δf (x) f0 ,g0
Z
δF
+ ∆g(x) dx
δg(x) f0 ,g0
δ2F
Z Z
1
+ ∆f (x) ∆f (x0 ) dxdx0
2 δf (x)δf (x0 ) f0 ,g0
δ2F
Z Z
+ ∆f (x) ∆g(x0 ) dxdx0
δf (x)δg(x0 ) f0 ,g0
δ2F
Z Z
1
+ ∆g(x) ∆g(x0 ) dxdx0
2 δg(x)δg(x0 ) f0 ,g0
+ ··· (3.43)
3.4.5 The chain relations for functional derivatives

From Eq. 3.13, the variation of a functional F [f ] is given by
Z
δF
δF = δf (x) dx (3.44)
δf (x)
(where it is understood we have dropped the definite integral notation with endpoinds x1 and x2 - it is also valid
that the boundaries be at plus or minus infinity). If at each point x, f (x) itself is a functional of another function
g, we write f = f [g(x), x] (an example is the electrostatic potential φ(r) which at every point r is a functional
of the charge density ρ at all points), we have
Z
δf (x)
δf (x) = δg(x0 ) dx (3.45)
δg(x0 )
which gives the integral chain relation
Z Z
δF δf (x)
δF = δg(x0 ) dxdx0
δf (x) δg(x0 )
Z
δF
= δg(x0 ) dx0 (3.46)
δg(x0 )
hence, Z
δF δF δf (x)
= dx (3.47)
δg(x0 ) δf (x) δg(x0 )
Suppose F [f ] is really an ordinary function (a special case of a functional); i.e. F = F (f ), then written as a
functional Z
F (f (x)) = F (f (x0 ))δ(x0 − x)dx0 (3.48)
it follows that
δF (f (x)) dF
= δ(x0 − x) (3.49)
δf (x0 ) df
If we take F (f ) = f itself, we see that
δf (x)
= δ(x0 − x) (3.50)
δf (x0 )
29
3.5. HOMOGENEITY AND CONVEXITY CHAPTER 3. CALCULUS OF VARIATIONS
If instead we have a function that takes a functional argument, e.g. g = g(F [f (x)]), then we have
δF [f, x0 ] 0
Z
δg δg
= dx
δf (x) δF [f, x0 ] δf (x)
δF [f, x0 ] 0
Z
dg 0
= δ(x − x) dx
dF [f, x0 ] δf (x)
dg δF
= (3.51)
dF δf (x)
If the argument f of the functional F [f ] contains a parameter λ; i.e., f = f (x; λ), then the derivative of F [f ]
with respect to the parameter is given by
Z
∂F [f (x; λ)] δF ∂f (x; λ)
= dx (3.52)
∂λ δf (x; λ) ∂λ
3.4.6 Functional inverses

For ordinary function derivatives, the inverse is defined as (dF/df )−1 = df /dF such that (dF/df )−1 ·(df /dF ) =
1, and hence is unique. In the case of functional derivatives, the relation between F [f ] and f (x) is in general a
reduced dimensional mapping; i.e., the scalar F [f ] is determined from many (often an infinite number) values of
the function argument f (x).
Suppose we have the case where we have a function f (x), each value of which is itself a functional of another
function g(x0 ). Moreover, assume that this relation is invertable; i.e., that each value of g(x0 ) can be written as
a functional of f (x). A simple example would be if f (x) were a smooth function, and g(x0 ) was the Fourier
transform of f (x) (usually the x0 would be called k or ω or something...). For this case we can write
Z
δf (x)
δf (x) = δg(x0 ) dx0 (3.53)
δg(x0 )
δg(x0 )
Z
0
δg(x ) = δf (x00 ) dx00 (3.54)
δf (x00 )
which leads to
δf (x) δg(x0 )
Z Z
δf (x) = δf (x00 ) dx0 dx00 (3.55)
δg(x0 ) δf (x00 )
providing the reciprocal relation
δf (x) δg(x0 )
Z
δf (x)
0 00
dx0 = = δ(x − x00 ) (3.56)
δg(x ) δf (x ) δf (x00 )
We now define the inverse as
−1
δg(x0 )

δf (x)
= (3.57)
δg(x0 ) δf (x)
from which we obtain
δf (x) δf (x) −1 0
Z
dx = δ(x − x00 ) (3.58)
δg(x0 ) δg(x0 )
3.5 Homogeneity and convexity properties of functionals

In this section we define two important properties, homogeneity and convexity, and discuss some of the powerful
consequences and inferences that can be ascribed to functions and functionals that have these properties.
30
CHAPTER 3. CALCULUS OF VARIATIONS 3.5. HOMOGENEITY AND CONVEXITY
3.5.1 Homogeneity properties of functions and functionals

A function f (x1 , x2 · · · ) is said to be homogeneous of degree k (in all of it’s degrees of freedom) if
f (λx1 , λx2 , · · · ) = λk f (x1 , x2 · · · ) (3.59)
and similarly, a functional F [f ] is said to be homogeneous of degree k if
F [λf ] = λk F [f ] (3.60)
Thus homogeneity is a type of scaling relationship between the value of the function or functional with unscaled
arguments and the corresponding values with scaled arguments. If we differentiate Eq. 3.59 with respect to λ we
obtain for the term on the left-hand side
df (λx1 , λx2 , · · · ) ∂f (λx1 , λx2 , · · · ) d(λxi )
= (3.61)
dλ ∂(λxi ) dλ
X ∂f (λx1 , λx2 , · · · )
= xi (3.62)
∂(λxi )
i
(where we note that d(λxi )/dλ = xi ), and for the term on the right-hand side
d k
λ f (x1 , x2 , · · · ) = kλk−1 f (x1 , x2 , · · · ) (3.63)
dλ
Setting λ = 1 and equating the left and right-hand sides we obtain the important relation
X ∂f (x1 , x2 , · · · )
xi = kf (x1 , x2 , · · · ) (3.64)
∂xi
i
Similarly, for homogeneous functionals we can derive an analogous relation

Z
δF
f (x) dx = kF [f ] (3.65)
δf (x)
Sometimes these formulas are referred to as Euler’s theorem for homogeneous functions/functionals. These
relations have the important conseuqnce that, for homogeneous functions (functionals), the value of the function
(functional) can be derived from knowledge only of the function (functional) derivative.
For example, in thermodynamics, extensive quantities (such as the Energy, Enthalpy, Gibbs free energy,
etc...) are homogeneous functionals of degree 1 in their extensive variables (like entropy, volume, the number of
particles, etc...). and intensive quantities (such as the pressure, etc...) are homogeneous functionals of degree 0.
Consider the energy as a function of entropy S, volume V , and particle number ni for each type of particle (i
represents a type of particle). Then we have that E = E(S, V, n1 , n2 · · · ) and
E = E(S, V, n1 , n2 · · · ) (3.66)
X ∂E
∂E ∂E
dE = dS + dV + dni (3.67)
∂S V,ni ∂V S,ni ∂ni S,V,nj6=i
i
X
= T dS − pdV + µi dni
i

∂E ∂E ∂E

where we have used the identities ∂S V,ni = T, ∂V S,ni = −p, and ∂ni = µi . From the first-order
S,V,nj6=i
homogeneity of the extensive quantity E(S, V, n1 , n2 · · · ) we have that
E(λS, λV, λn1 , λn2 , · · · ) = λE(S, V, n1 , n2 · · · ) (3.68)
31
3.5. HOMOGENEITY AND CONVEXITY CHAPTER 3. CALCULUS OF VARIATIONS
The Euler theorem for first order homogeneous functionals then gives
X ∂E
∂E ∂E
E = S+ V + ni
∂S V,ni ∂V S,ni ∂ni S,V,nj6=i
i
X
= T S − pV + µi ni (3.69)
i
Taking the total differential of the above equation yields

X
dE = T dS + SdT − pdV − V dp + µi dni + ni dµi
i
Comparison of Eqs. 3.68 and 3.70 gives the well-known Gibbs-Duhem equation
X
SdT − V dp + ni dµi = 0 (3.70)
i
Another example is the classical and quantum mechanical virial theorem that uses homogeneity to relate the
kinetic and potential energy. The virial theorem (for 1 particle) can be stated as

∂V ∂V ∂V
x +y +z = 2 hKi (3.71)
∂x ∂y ∂z
Note that the factor 2 arises from the fact that the kinetic energy is a homogeneous functional of degree 2 in the
particle coordinates. If the potential energy is a central potential; i.e., V (r) = C · rn (a homogeneous functional
of degree n) we obtain
n hV i = 2 hKi (3.72)
In the case of atoms (or molecules - if the above is generalized slightly) V (r) is the Coulomb potential 1/r,
n = −1 and we have < V >= −2 < K > or E = (1/2) < V > since E =< V > + < K >.
3.5.2 Convexity properties of functions and functionals

Powerful relations can be derived for functions and functionals that possess certain convexity properties. We
define convexity in three cases, starting with the most general: 1) general functions (functionals), 2) at least
once-differentiable functions (functionals), and 3) at least twice-differentiable functions (functionals).
For a general function (functional) to be convex on the interval I (for functions) or the domain D (for func-
tionals) if, for 0 ≤ λ ≤ 1
f (λx1 + (1 − λ)x2 ) ≤ λf (x1 ) + (1 − λ)f (x2 ) (3.73)

F [λf1 + (1 − λ)f2 ] ≤ λF [f1 ] + (1 − λ)F [f2 ] (3.74)
for x1 , x2 ∈ I and f1 , f2 ∈ D. f (x) (F [f ]) is said to be strictly convex on the interval if the equality holds only
for x1 = x2 (f1 = f2 ). f (x) (F [f ]) is said to be concave (strictly concave) if −f (x) (-F [f ]) is convex (strictly
convex).
A once-differentiable function f (x) (or functional F [f ]) is convex if and only if
f (x1 ) − f (x2 ) − f 0 (x2 ) · (x1 − x2 ) ≥ 0 (3.75)

Z
δF [f ]
F [f1 ] − F [f2 ] − (f1 (x) − f2 (x)) dx ≥ 0 (3.76)
δf (x) f =f2
32
CHAPTER 3. CALCULUS OF VARIATIONS 3.5. HOMOGENEITY AND CONVEXITY
for x1 , x2 ∈ I and f1 , f2 ∈ D.
A twice-differentiable function f (x) (or functional F [f ]) is convex if and only if
f 00 (x) ≥ 0 (3.77)
δ 2 F [f ]

≥ 0 (3.78)
δf (x)δf (x0 )
for x ∈ I and f ∈ D.
An important property of convex functions (functionals) is known as Jensen’s inequality: For a convext
function f (x) (functional F [f ])
f (hxi) ≤ hf (x)i (3.79)
F [hf i] ≤ hF [f ]i (3.80)
where h· · · i denotes an average (either discreet of continuous) over a positive semi-definite set of weights. In
fact, Jensen’s inequality can be extended to a convex function of a Hermitian operator
D E D E
f Ô ≤ f (Ô) (3.81)
where in this case h· · · i denotes the quantum mechanical expectation value hΨ |· · ·| Ψi. Hence, Jensen’s inequal-
ity is valid for averages of the form
X X
hf i = Pi fi where Pi ≥ 0, Pi = 1 (3.82)
Zi i
Z
hf i = P (x)f (x) dx; where P (x) ≥ 0, P (x) dx = 1 (3.83)
Z Z
∗
hf i = ˆ
Ψ (x)f Ψ(x) dx; where Ψ∗ (x)Ψ(x) dx = 1 (3.84)
The proof is elementary but I don’t feel like typing it at 3:00 in the morning. Instead, here is an example of
an application - maybe in a later version...
Example: Convex functionals in statistical mechanics.

Consider the convect function ex (it is an infinitely differentiable function, and has d2 (ex )/dx2 = ex , a positive definite second
derivative). Hence e<x> ≤ hexp(x)i.
e<x> ≤ hexp(x)i (3.85)
This is a useful relation in statistical mechanics.
P SimilarlyP the function xln(x) is convex for x ≥ 0. If we consider two sets of probabilities Pi and Pi0 such that Pi , Pi0 ≥ 0 and
0
P
i i = P
i i = 1, then we obtain from Jensen’s inequality
hxi ln(hxi) ≤ hxln(x)i (3.86)
N
! N
! N !
X Pi X 0 Pi
X Pi Pi
Pi0 · ln Pi · 0 ≤ Pi0 · · ln (3.87)
i
Pi0 i
Pi i
Pi0 Pi0
Note that N
P 0 0 PN
i Pi · Pi /Pi = i Pi = 1 and hence the left hand side of the above inequality is zero since 1 · ln(1) = 0. The right hand
side can be reduced by canceling out the Pi0 factors in the numerator and denominator, which results in
N
X Pi
Pi · ln 0
≥ 0 (3.88)
i
P i
which is a famous inequality derived by Gibbs, and is useful in providing a lower bound on the entropy: let Pi0 = 1/N then, taking minus
the above equation, we get
N
X
− Pi · ln (Pi ) ≤ ln(N ) (3.89)
i
If the entropy is defined as −kB N

P
i Pi · ln (Pi ) where kB is the Boltzmann constant (a positive quantity), then the largest value
the entropy can have (for an ensemble of N discreet states) is kB · ln(N ), which occurs when all probabilities are equal (the infinite
temperature limit).
33
3.6. LAGRANGE MULTIPLIERS CHAPTER 3. CALCULUS OF VARIATIONS
3.6 Lagrange Multipliers

In this section, we outline an elegant method to introduce constraints into the variational procedure. We begin
with the case of a discreet constraint condition, and then outline the generalization to a continuous (pointwise)
set of constraints.
Consider the problem to extremize the functional F [f ] subject to a functional constraint condition
G[f ] = 0 (3.90)
In this case, the method of Lagrange multipliers can be used. We define the auxiliary function
Ω[f ] ≡ F [f ] − λG[f ] (3.91)
where λ is a parameter that is yet to be determined. We then solve the variational condition
δΩ δF δG
= −λ =0 (3.92)
δf (x) δf (x) δf (x)
Solution of the above equation results, in general, in a infinite set of solutions depending on the continuous
parameter lambda. We then have the freedom to choose the particular value of λ that satisfies the constraint
requirement. Hopefully there exists such a value of λ, and that value is unique - but sometimes this is not the
case. Note that, if f0 (x) is a solution of the constrained variational equation (Eq. 3.92), then

δF δG
λ= / (3.93)
δf (x) f =f0 δf (x) f =f0
for any and all values of f0 (x)! Often in chemistry and physics the Lagrange multiplier itself has a physical
meaning (interpretation), and is sometimes referred to as a sensitivity coefficient.
Constraints can be discreet, such as the above example, or continuous. A continuous (or pointwise) set of
constraints can be written
g[f, x] = 0 (3.94)
where the notation g[f, x] is used to represent a simultaneous functional of f and function of x - alternately
stated, g[f, x] is a functional of f at every point x. We desire to impose a continuous set of constraints at every
point x, and for this purpose, we require a Lagrange multiplier λ(x) that is itself a continuous function of x. We
then define (similar to the discreet constraint case above) the auxiliary function
Z
Ω[f ] ≡ F [f ] − λ(x)g[f, x] dx (3.95)
and then solve

δg[f, x0 ] 0
Z
δΩ δF
= − λ(x0 ) dx = 0 (3.96)
δf (x) δf (x) δf (x)
As before, the Lagrange multiplier λ(x) is determined to satisy the constraint condition of Eq. 3.94. One can
consider λ(x) to be a continuous (infinite) set of Lagrange multipliers associated with a constraint condition at
each point x.
34
CHAPTER 3. CALCULUS OF VARIATIONS 3.7. PROBLEMS
3.7 Problems
3.7.1 Problem 1
Consider the functional
∇ρ(r) · ∇ρ(r)
Z
1
TW [ρ] = dddr (3.97)
8 ρ(r)
a. Evaluate the functional derivative δTW /δρ(r).
b. Let ρ(r) = |ψ(r)|2 (assume ψ is real), and rewrite T [ψ] = TW [|ψ(r)|2 ]. What does this functional
represent in quantum mechanics?
c. Evaluate the functional derivative δT [ψ]/δψ(r) directly and verify that it is identical to the functional
derivative obtained using the chain relation
δTW [ρ] δρ(r0 ) 3 0

Z
δT [ψ] δTW [ρ]
= = · d r
δψ(r) δψ(r) δρ(r0 ) δψ(r)
3.7.2 Problem 2
Consider the functional Z h i
Ex [ρ] = − ρ4/3 (r) c − b2 x3/2 (r) d3 r (3.98)
where c and b are constants, and

|∇ρ(r)|
x(r) = (3.99)
ρ4/3 (r)
δEx [ρ]
evaluate the functional derivative δρ(r) .
3.7.3 Problem 3
This problem is an illustrative example of variational calculus, vector calculus and linear algebra surrounding an
important area of physics: classical electrostatics.
The classical electrostatic energy of a charge distribution ρ(r) is given by
ρ(r)ρ(r0 ) 3 3 0
Z Z
1
J[ρ] = d rd r (3.100)
2 |r − r0 |
This is an example of a homogeneous functional of degree 2, that is to say J[λρ] = λ2 J[ρ].
3.7.3.1 Part A
Show that Z
1 δJ
J[ρ] = ρ(r)d3 r (3.101)
k δρ(r) ρ
h i
δJ
where k = 2. Show that the quantity δρ(r) = φ(r) where φ(r) is the electrostatic potential due to the charge
ρ
distribution ρ(r).
35
3.7. PROBLEMS CHAPTER 3. CALCULUS OF VARIATIONS
3.7.3.2 Part B
The charge density ρ(r) and the the electrostatic potential φ(r) are related by formula derived above. With
appropriate boundary conditions, an equivalent condition relating ρ(r) and φ(r) is given by the Poisson equation
∇2 φ(r) = −4πρ(r)
Using the Poisson equation and Eq. 3.101 above, write a new functional W1 [φ] for the electrostatic energy with
δW1
φ as the argument instead of ρ and calculate the functional derivative δφ(r) .
3.7.3.3 Part C
Rewrite W1 [φ] above in terms of the electrostatic (time independant) field E = −∇φ assuming that the quantity
φ(r)∇φ(r) vanishes at the boundary (e.g., at |r| = ∞). Denote this new functional W2 [φ]. W2 [φ] should have
no explicit dependence on φ itself, only through terms involving ∇φ.
3.7.3.4 Part D
Use the results of the Part C to show that
J[ρ] = W1 [φ] = W2 [φ] ≥ 0
for any ρ and φ connected by the Poisson equation and subject to the boundary conditions described in Part C.
Note: ρ(r) can be either positive OR negative or zero at different r.
3.7.3.5 Part E
Show explicitly
δW1 δW2
=
δφ(r) δφ(r)
3.7.4 Problem 4
This problem is a continuation of problem 3.
3.7.4.1 Part F
Perform an integral Taylor expansion of J[ρ] about the reference charge density ρ0 (r). Let δρ(r) = ρ(r) −
ρ0 (r). Similarly, let φ(r), φ0 (r) and δφ(r) be the electrostatic potentials associated with ρ(r), ρ0 (r) and δρ(r),
respectively.
Write out the Taylor expansion to infinite order. This is not an infinite problem! At what order does the
Taylor expansion become exact for any ρ0 (r) that is sufficiently smooth?
3.7.4.2 Part G
Suppose you have a density ρ(r), but you do not know the associated electrostatic potential φ(r). In other words,
for some reason it is not convenient to calculate φ(r) via
ρ(r0 ) 3
Z
φ(r) = d r
|r − r0 |
However, suppose you know a density ρ0 (r) that closely resembles ρ(r), and for which you do know the asso-
ciated electrostatic potential φ0 (r). So the knowns are ρ(r), ρ0 (r) and φ0 (r) (but NOT φ(r)!) and the goal is
to approximate J[ρ] in the best way possible from the knowns. Use the results of Part F to come up with a new
functional W3 [ρ, ρ0 , φ0 ] for the approximate electrostatic energy in terms of the known quantities.
36
3.7.4.3 Part H
Consider the functional Z Z
1
Uφ [φ̃] = ρ(r)φ̃(r)d3 r + φ̃(r)∇2 φ̃(r)d3 r (3.102)
8π
where φ̃(r) is not necessarily the electrostatic potential corresponding to ρ(r), but rather a trial function indepen-
dent of ρ(r). Show that
δUφ [φ̃]
=0
δ φ̃(r)
leads to the Poisson equation; i.e., the φ̃(r) that produces an extremum of Uφ [φ̃] is, in fact, the electrostatic
potential φ(r) corresponding to ρ(r).
Note: we could also have written the functional Uφ [φ̃] in terms of the trial density ρ̃(r) as
ρ(r)ρ̃(r0 ) 3 3 0 1 ρ̃(r)ρ̃(r0 ) 3 3 0
Z Z Z Z
Uρ [ρ̃] = d rd r − d rd r (3.103)
|r − r0 | 2 |r − r0 |
withe variational condition
δUρ [ρ̃]
=0
δ ρ̃(r)
3.7.4.4 Part I
Show that Uφ [φ0 ] and Uρ [ρ0 ] of Part H are equivalent to the expression for W3 [ρ, ρ0 , φ0 ] in Part G. In other words,
the functional W3 [ρ, ρ0 , φ0 ] shows you how to obtain the “best” electrostatic energy approximation for J[ρ]
given a reference density ρ0 (r) for which the electrostatic potential φ0 (r) is known. The variational condition
δUφ [φ̃] δUρ [ρ̃]
δ φ̃(r)
= 0 or δ ρ̃(r) = 0 of Part H provides a prescription for obtaining the “best” possible model density and
model potential φ̃(r). This is really useful!!
3.7.4.5 Part J
We now turn toward casting the variational principle in Part H into linear-algebraic form. We first expand the
trial density ρ̃(r) as
Nf
X
ρ̃(r) = ck ρk (r)
k
where the ρk (r) are just a set of Nf analytic functions (say Gaussians, for example) for which it assumed we can
solve or in some other way conveniently obtain the matrix elements
ρi (r)ρj (r0 ) 3 3 0
Z Z
Ai,j = d rd r
|r − r0 |
and
ρ(r)ρi (r0 ) 3 3 0
Z Z
bi = d rd r
|r − r0 |
so A is an Nf × Nf square, symmetric matrix and b is an Nf × 1 column vector. Rewrite Uρ [ρ̃] of Part I as a
matrix equation Uρ [c] involving the A matrix and b vector defined above. Solve the equation
δUρ [c]
=0
δc
for the coefficient vector c to give the “best” model density ρ̃(r) (in terms of the electrostatic energy).
37
3.7. PROBLEMS CHAPTER 3. CALCULUS OF VARIATIONS
3.7.4.6 Part K
Repeat the excercise in Part J with an additional constraint that the model density ρ̃(r) have the same normaliza-
tion as the real density ρ(r); i.e., that
Z Z
ρ̃(r)d r = ρ(r)d3 r = N
3
(3.104)
or in vector form
cT · d = N (3.105)
ρi (r)d3 r. In other words, solve
R
where di =
δ Uρ [c] − λ(cT · d − N ) = 0

for c∗ (λ) in terms of the parameter λ, and determine what value of the Lagrange multiplier λ satisfies the
constraint condition of Eq. 3.105.
3.7.4.7 Part L
In Part J you were asked to solve an unconstrained variational equation, and in Part K you were asked to solve
for the more general case of a variation with a single constraint. 1) Show that the general solution of c∗ (λ)
(the ∗ superscript indicates that c∗ (λ) variational solution and not just an arbitrary vector) of Part K reduces to
the unconstrained solution of Part J for a particular value of λ (which value?). 2) Express c∗ (λ) as c∗ (λ) =
c∗ (0) + δc∗ (λ) where δc∗ (λ) is the unconstrained variational solution c∗ (0) when the constraint condition is
turned on. Show that indeed, Uρ [c∗ (0)] ≥ Uρ [c∗ (λ)]. Note that this implies the extremum condition corresponds
to a maximum. 3) Suppose that the density ρ(r) you wish to model by ρ̃(r) can be represented by
X
ρ(r) = xk ρk (r) (3.106)
k
where the functions ρk (r) are the same functions that were used to expand ρ̃(r). Explicitly solve for c∗ (0), λ and
c∗ (λ) for this particular ρ(r).
3.7.4.8 Part M
In Part J you were asked to solve an unconstrained variational equation, and in Part K you were asked to solve
for the more general case of a variation with a single constraint. You guessed it - now we generalize the solution
to an arbitrary number of constraints (so long as the number of constraints Nc does not exceed the number of
variational degrees of freedom Nf - which we henceforth will assume). For example, we initially considered a
single normalization constraint that the model density ρ̃(r) integrate to the same number as the reference density
ρ(r), in other words Z Z
ρ̃(r)d3 r = ρ(r)d3 r ≡ N
This constraint is a specific case of more general form of linear constraint

Z Z
ρ̃(r)fn (r)d r = ρ(r)fn (r)d3 r ≡ yn
3
For example, if f1 (r) = 1 we recover the original constraint condition with y1 = N , which was that the monopole
moment of ρ̃ equal that of ρ. As further example, if f2 (r) = x, f3 (r) = y, and f4 (r) = z, then we would also
require that each component of the dipole moment of ρ̃ equal those of ρ, and in general, if fn (r) = rl Ylm (r̂)
38
where the functions Ylm are spherical harmonics, we could constrain an arbitrary number of multipole moments
to be identical.
This set of Nc constraint conditions can be written in matrix form as
DT · c = y
where the matrix D is an Nf × Nc matrix defined as

Z
Di,j = ρi (r)fj (r)d3 r
and the y is an Nc × 1 column vector defined by

Z
yj = ρ(r)fj (r)d3 r
Solve the general constrained variation
δ Uρ [c] − λT · (DT · c − y) = 0

for the coefficients c∗ (λ) and the Nc × 1 vector of Lagrange multipliers λ. Verify that 1) if λ = 0 one recovers
the unconstrained solution of Part J, and 2) λ = λ1 (where 1 is just a vector of 1’s) recovers the solution for the
single constraint condition of Part K.
39
Chapter 4
Elementary Principles of Classical Mechanics
4.1 Mechanics of a system of particles
4.1.1 Newton’s laws
1. Every object in a state of uniform motion tends to remain in that state unless acted on by an external force.
d
vi = ṙi = ri (4.1)
dt
pi = mi ṙi = mi vi (4.2)
2. The force is equal to the change in momentum per change in time.
d
Fi = p ≡ ṗi (4.3)
dt i
3. For every action there is an equal and opposite reaction.
Fij = −Fij (weak law), not always true
e.g. Fij = −∇i V (rij ), e.g. Biot-Savart law moving e−
Fij = fij rij = −Fij = fji rji (strong law)
e.g. Fij = −∇i V (|rij |), e.g. “Central force problem”
40
CHAPTER 4. CLASSICAL MECHANICS 4.1. MECHANICS OF A SYSTEM OF PARTICLES
4.1.2 Fundamental definitions
d
vi = ri ≡ ṙi (4.4)
dt
d d2
ai = vi = 2 ri = ṙi (4.5)
dt dt
pi =mi vi = mi ṙi (4.6)
Li =ri × pi (4.7)
Ni =ri × Fi = L̇i (4.8)
d
Fi =ṗi = (mi ṙi ) (4.9)
dt
Ni = ri × pi (4.10)
d
= ri × (mi ṙi )
dt
d
= (ri × pi )
dt
d
= Li
dt
= L̇i
Proof:
d
(ri × pi ) =ṙi × pi + ri × ṗi (4.11)
dt
=vi × mvi + ri × ṗi
=0 + ri × ṗi
d
If dt A(t) = 0, At =constant, and A is “conserved.”
A “conservative” force field (or system) is one for which the work required to move a particle in a closed
loop vanishes.
H
F · ds = 0 note: F = ∇V (r), then
I Z
−∇V (r) · ds = −(∇ × ∇V (r)) · n̂da (4.12)
c s | {z }
θ
I Z
A · ds = (∇ × A) · n̂da (Stoke’s Theorem) (4.13)
c s
System of particles mi 6= mi (t)
Fixed mass, strong law of a and r on internal forces.

P (e)
Suppose Fi = j Fji + Fi and f ij = −f ji
Fij = 0
41
4.1. MECHANICS OF A SYSTEM OF PARTICLES CHAPTER 4. CLASSICAL MECHANICS
rij × Fij = rji × Fji = 0 (4.14)

Strong law on Fij

d d
Fi = Pi = mi ri (4.15)
dt dt
d 2
= 2 mi ri , for mi 6= mi (t)
dt
mi ri
P P
let R = i
M and M = i mi
X d2 X
Fi = mi ri (4.16)
dt2
i i
d2 X mi ri
=M
dt2 M
i
d2 R
=M 2
Xdt (e) X X
= Fi + Fij
i i j
P P P P
Note: i j Fij = i j>i (Fij + Fji ) = 0
d2 R X (e)
Ṗ ≡ M = Fi ≡F(e) (4.17)
dt2
i
X dri
Ṗ = M (4.18)
dt
i
d
= P
dt
Ni =ri × Fi (4.19)
=ri × Ṗi
=L̇i
X X
Ni = Ni = L̇i = L̇ (4.20)
i i
 
(e)
X X X
= ri × Fi = ri ×  Fji + Fi 
i i j
(e)
X X
= ri × Fji + ri × Fi
ij i
(e)
X
= ri × Fi = N(e) = L̇i
i
42
XX XX
ri × Fij + ri × Fji = 0 (4.21)
i j<i i j>i
XX XX
ri × Fij = − ri × Fji
i j<i i j>i
Note, although
X
P= Pi (4.22)
i
X d
= mi ri
dt
i
d
=m
dt
(4.23)
dR X X dri
V≡ 6= vi =
dt dt
i i
X
L= Li (4.24)
i
X
= ri × Pi
i
ri =(ri − R) + R = r0i + R (4.25)

ṙi =ṙ0i + Ṙ (4.26)
pi =p0i + mi V (4.27)
(Vi =V0i + V) (4.28)
X X X X
L= r0i × P0i + Ri × P0i + r0i × mi Vi + Ri × mi Vi (4.29)
i i i i
Note
X X X
mi r0i = mi ri − mi R (4.30)
i i i
=M R − M R = 0
hence !
X X
ri × mi V = mi ri ×V =0 (4.31)
i i
X X
R × P0i = R × mi V0i (4.32)
i i
!
d X
=R × mi r0i
dt
i
=0
43
4.1. MECHANICS OF A SYSTEM OF PARTICLES CHAPTER 4. CLASSICAL MECHANICS
X
L= r0i × P0i | ×{zM V}
+ R (4.33)
i
| {z } L of C.O.M.
L about C.O.M.
For a system of particles obeying Newton’s equations of motion, the work done by the system equals the
difference in kinetic energy.
dri
Fi = mi V̇i , dri = dt (4.34)
dt
XZ 2
W12 = Fi · dri (4.35)
i 1
XZ 2
= mi V̇i · Vi dt
i 1
XZ 2
1 d
= mi (Vi · Vi )dt
1 2 dt
i
X1 2 1 2
= mi Vi · Vi = mi V2i = T2 − T1

2 1 2 1
i
The kinetic energy can be expressed as a kinetic energy of the center of mass and a T of the particles relative to
the center of mass.
1X
T = mi (V + V0i ) · (V + V0i ) (4.36)
2
i
1X X 1X
= mi V 2 + mi V0i · V + mi (V0i )2
2 2
| i {z } | i {z } | i {z }
1 0
2
MV 2 ( i mi Vi )·V
P
internal
Note X X
mi V0i = mi Vi − M V = 0
i i
Proof
X d X
mi V0i = mi ri (4.37)
dt
i i
d X mi ri
=M
dt M
i
dR
=M
dt
=M V
XZ 2
W12 = T2 − T1 = Fi · dri (4.38)
i 1
In the special case that

(e) (e)
X
Fi = Fi + Fij where Fi = −∇i Vi and Fij = −∇i Vij (|ri − rj |)
j
44
Note
−∇i Vij (rij ) =∇j Vi , Vij (rij ) (4.39)

=Vji (rij )

−1 dV
= (ri − rj )
rij drij
= − Fji
W12 =T2 − T1 (4.40)

XZ 2 XXZ 2
= −∇i Vi · dri + −∇i Vij (rij ) · f ri
i 1 i j 1
Note
Z 2 Z 2
∇i Vi · dri = − (dri · ∇i )Vi (4.41)
1 1
Z 2 2
=− dVi = Vi

1 1
where
d d d
dri · ∇i = dx
+ dy + dz (4.42)
dx dy dz
XX XX XX X
Aij = Aij + Aji + Aii (4.43)
i j i j<i i j>i i
XXZ 2 XXZ 2
− ∇i Vij rij · dri = − ∇i Vij (rij ) · dri ∇j Vji (rij ) · drj (4.44)
i j 1 i j<i 1
XXZ 2
=− ∇ij Vij (rij )drij
i j<i 1
XXZ 2
=− (drij · ∇ij )Vij
i j<i 1
XXZ 2
=− dV ij
i j<i 1
XX 2
=− Vij

1
i j<i
1 X X 2
=− Vij
2 1
i j
Hence we can define a potential energy

X 1X
V = Vi + Vij (4.45)
2
i ij
| {z } | {z }
external internal
45
4.2. CONSTRAINTS CHAPTER 4. CLASSICAL MECHANICS
W12 =T2 − T1 (4.46)

= − (V2 − V1 )
=V1 − V2
4.2 Constraints
Constraints are scleronomous if they do not depend explicitly on time, and are rheonomous if they do.
(f r1 , r2 , . . ., rN , t)= 0 (holonomic)
e.g. rigid body (ri − rj )2 = Cij

2
2 2
Nonholonomic: r a ≥ 0, e.g. container boundary
Nonholonomic constaints cannot be used to eliminate dependent variables.

r1 . . . rN → q1 . . . qN −K ; qN −K+1 . . . qN
For holonomic systems with applied forces derivable from a scalar potential with workless constraints, a La-
grangian can always be defined.
“Constraints” are artificial...name one that is not...?

ri (q1 , q2 . . . qN −K , t; qN −K+1 , qN )
4.3 D’Alembert’s principle

(a) (a)
Fi = Fi + fi Fi = applied force
f i = constraint force
δri (t) = virtual (infintesimal) displacement, so small that Fi does not change, consistent with the forces and
constraints at the time t.
P
We consider only constraint forces f i that do no net virtual work on the system ( i f i · vi = 0) since:
Z 2
W12 = f i · dri (4.47)
1
Z 2
= f i · vi dt
1
P
In other words, infintesimally, i fi · δri = 0.
Not all constraint forces obey this condition, like a frictional force due to sliding on a surface.
So at equilibrium, Fi = 0, thus
(a)
X X X
Fi · δri = Fi · δri + f i · δri (4.48)
i i i
(a)
X
= Fi · δri
i
46
CHAPTER 4. CLASSICAL MECHANICS 4.3. D’ALEMBERT’S PRINCIPLE
The principle of virtual work for a system at equilibrium:

X (a)
Fi · δri = 0 (4.49)
i
We want to derive Lagrange’s equations for a set of generalized corrdinates that can be used to eliminate a
set of holonomic constraints. Here we go. . . we start with Newton’s equations (valid for Cartesian Coordinates)
Fi = Ṗi , or (Fi − Ṗi ) = 0
X
(Fi − Ṗi ) · δri = 0 (4.50)
i
Recall δri is not an independent variation-it must obey the constraints.
D’Alembert’s principle:
X (a)
X X (a)
Fi − Ṗi · δri + f i · δri = Fi − Ṗi · δri = 0 (4.51)
i i i
(for constant forces that do no net virtual work)
Not useful yet. . .
ri = ri (q1 , q2 , . . . , qN , t)
d
vi = ri (4.52)
dt
X ∂ri dqj ∂ri
= +
∂qj dt ∂t
j
X ∂ri ∂ri
= q̇j +
∂qj ∂t
j
X ∂ri
δri = δqj (4.53)
∂qj
j
X XX ∂ri
Fi · δri = Fi · (4.54)
∂qj
i i j
X
= Qj δqj
j
· ∂∂qrji = generalized force.

P
Where Qj ≡ i Fi
X X
Ṗi · δri = mi r̈i (4.55)
i i
X ∂ri
= mi r̈i · δqj
∂qj
i,j
47
4.3. D’ALEMBERT’S PRINCIPLE CHAPTER 4. CLASSICAL MECHANICS
Note:
X d ∂ri
X
∂ri

d ∂ri

mi ṙi · = mi r̈i · + mi ṙi ·
dt ∂qj ∂qj dt ∂qj
i i

d ∂ ri ∂ vi ∂ vi ∂ ri
and, dt ∂qj = ∂qj ; recall ∂ q̇j = ∂qj
 
 
X X d ∂v i ∂v 
i
Ṗi · δri = mi vi · − mi vi ·  δqj (4.56)

 dt ∂ q̇j ∂qj 

i i,j | {z } | {z }
∂ 1 2 ∂ 1
(
∂ q̇j 2
mi v i ) m v2
∂q ( 2 i i )
X d ∂T ∂T
= − · δqj
dt ∂ q̇j ∂q
j
So D’Alembert’s principle can be written:

X (a) X d ∂T ∂T
− Fi − Ṗi · δri = − − Qj δqj (4.57)
dt ∂ q̇j ∂qj
i j
Note: the only restriction on the constraints is that the net virtual work of the constraint forces vanish. (In-
cludes some non-holonomic constraints!)
In the case of holonomic constraints, it is possible to find a set of independent coordinates that obey the
constraint conditions.
ri = ri (q1 , . . . qN , t)
Fi = −∇i V (r1 , . . . rN )
∂ X ∂ri ∂
= (4.58)
∂qj ∂qj ∂ri
j
X ∂ri
= · ∇i
∂qj
i
Generalized forces:
X ∂ri
Qj = Fi · (4.59)
∂qj
i
X ∂ri
=− · ∇i V
∂qj
i
∂V
=−
∂qj

d ∂T ∂
− (T − V ) = 0 (4.60)
dt ∂ q̇j ∂qj
If V = V (r1 , . . . rN ) as above, then:
∂V
=0
∂ q̇j
48
CHAPTER 4. CLASSICAL MECHANICS 4.4. VELOCITY-DEPENDENT POTENTIALS
and
d ∂L ∂L
− =0 (4.61)
dt ∂ q̇j ∂qj
where L(q, q̇, t) = T (q̇, q) − V (q, t)
Note:
d
L0 (q, q̇, t) = L(q, q̇, t) +
F (q, t) (4.62)
dt
d ∂L0 ∂L0

d ∂ dF ∂ dF
− = L+ − L+ (4.63)
dt ∂ q̇i ∂ q̇i dt ∂ q̇i dt ∂qi dt
d X ∂F ∂F
F (q, t) = q̇i + (4.64)
dt ∂qi ∂t
i

∂ dF ∂F ∂ d d ∂
= =
∂ q̇i dt ∂qi ∂qi dt dt ∂qi

d ∂L d ∂F ∂L ∂ d d ∂L ∂L
+ − − F = − (4.65)
dt ∂ q̇i dt ∂qi ∂qi ∂qi dt dt ∂ q̇i ∂qi
4.4 Velocity-dependent potentials and dissipation functions

Recall:
X ∂ri
Qj = fi · (4.66)
∂qi
i
∂v
if Fi = −∇i v(r1 , . . . rN ), and Qj = − ∂q j
If there is a U (q, q̇, t) s.t.

∂U d ∂U
Qj = − + (4.67)
∂qj dt ∂ q̇j
Then, clearly D’Alembert’s principle:

d ∂T ∂ d ∂U ∂U
− T = Qj = − (4.68)
dt ∂ q̇j ∂qj dt ∂ q̇j ∂qj
or with L = T − U
d ∂L ∂L
− =0
dt ∂ q̇j ∂qj
U = “generalized potential”
F =q[E + (v × B)] (4.69)

dA
=q[−∇φ − + ∇(A · v)]
dt
∂A
E(r, t) = −∇φ(r, t) − (4.70)
∂t
49
4.5. FRICTIONAL FORCES CHAPTER 4. CLASSICAL MECHANICS
B(r, t) = ∇ × A(r, t) (4.71)

d ∂U
F = − ∇U + (4.72)
dt ∂v
=q[E + (v × B)]
U(r, t) = q[φ − A · v] (4.73)

Proof:
−∇U (r, t) = q[−∇φ + ∇(A · v)] (4.74)

d ∂U dA
= −q
dt ∂v dt
Where:
∇(A · v) = (A · ∇)v + (v · ∇)A + A × (∇ × v) + v × (∇ × A)
Note:
∇ × r = 0, so ∇ × v = 0 also,
∂ d ∂
(v) = (r) (4.75)
∂x dt ∂x
d
= x̂
dt
=0
∇(A · v) = (v · ∇)A + v × (∇ × A) = (v · ∇)A + v × B

Note:
dA ∂A
= + (v · ∇)A (4.76)
dt ∂t

dA ∂A
= − +v×B
dt ∂t

d ∂U
F = − ∇U + (4.77)
dt ∂v

dA ∂A dA
=q −∇φ + − +v×B−
dt ∂t dt
=q[E + v × B]
4.5 Frictional forces
1X ←→
F = vi · k · vi (4.78)
2
i
1X 2 2 2
= (kx vix + ky viy + kz viz )
2
i
50
CHAPTER 4. CLASSICAL MECHANICS 4.5. FRICTIONAL FORCES
∂U
Suppose a force cannot be derived from a scalar potential U (q, q̇, t) by the prescription: Qj = − ∂q j
+

d ∂U
dt ∂ q̇j for example, the frictional force Ff ix = −kx vix . In this case we cannot use Lagrange’s equations in
their form, but rather in the form:

d ∂L ∂L d ∂U ∂U
− = Qj − − = Qf i (4.79)
dt ∂ q̇j ∂qj dt ∂ q̇j ∂qj
a frictional force, Qf i can be derived Ff i = −∇vi F

In the case of P
1 2 + k v 2 + k v 2 ) (Rayleigh’s dissipation function)
where F = 2 i (kx vix y iy z iz
Work done on the system = -work done by the system.
Note:
Z
Wf = Ff · dr (4.80)
Z
= −∇F
| {z · v} dt
−2F
Z
dWf
= dt
dt
(4.81)
2F = the rate of energy dissipation due to friction.
Transforming to generalized coordinates:
recall: ∂∂qrji = ∂∂v

q̇j
i
X ∂ri
Qj = Ff i · (4.82)
∂qj
i
X ∂ri
= −∇vi F ·
∂qj
i
X ∂vi
= − · ∇v i F
∂ q̇j
i
∂F
=−
∂ q̇j
Qj = − ∂∂F
q̇j = the generalized force arising from friction
Derived from Ff i = −∇vi F
The “Lagrange” equations become:

d ∂L ∂L ∂F
− =− (4.83)
dt ∂ q̇i ∂qi ∂ q̇j
Transformation of the kinetic energy to generalized coordinates
51
4.5. FRICTIONAL FORCES CHAPTER 4. CLASSICAL MECHANICS
X1
T = mi vi2 (4.84)
2
i
 2
X1 X ∂ri ∂ri
= mi  q̇j +
2 ∂qj ∂t
i j
X 1X
=mo + mj q̇j + mjk q̇j q̇k
2
j j,k
=To + T1 + T2
X1 2
∂ri
mo = mi (4.85)
2 ∂t
i
X ∂ri ∂ri
mj = mi · (4.86)
∂t ∂qj
i
X ∂ri ∂ri
mjk = mi · (4.87)
∂qj ∂qk
i
∂ri
mo and mj = 0, if =0
∂t
Problem 23 of Goldstein
L =T − V (4.88)
1
= mvz2 − mgz (4.89)
2
1
F = kvz2 (4.90)
2
∂F
Qz = − (4.91)
∂vz
= − kvz
Lagrange’s equation:
d ∂L
− kvz (4.92)
dt ∂vz
d
(mvz ) + mg = −kvz
dt
or
dvz (t) k
+ vz (t) = −g
dt m
This is of the form:
dy(t)
+ p(t)y(t) = q(t)
dt
52
CHAPTER 4. CLASSICAL MECHANICS 4.5. FRICTIONAL FORCES
or
d
[α(t)y(t)] = α(t)
dt
where: Rt 0 0
α(t) = e p(t )dt
dα
= α(t)p(t)
dt
In our case:
Rt k 0 0
t dt
α(t) =e m (4.93)
k
=e t
m
d h kt i dV (t) k

k
z
e m Vz (t) = + Vz (t) e m t (4.94)
dt dt m
k
= − ge m t
Z t
k k 0
e m t Vz (t) = −ge m t dt0 (4.95)
mg k
=− emt + c
k
mg k
Vz (t) = − + ce− m t (4.96)
k
mg h k
i
=− 1 − e− m t
k
mg
Vz (0) = − +c (4.97)
k
=0
mg
c= (4.98)
k
dVz
=0 t∗ =∞
dt
Vz∗ = lim Vz (t) (4.99)

t→∞
mg
=−
k
1 − ext
lim = lim −tex k
x = −m
x→0 x x→0
=−t
Note:
lim Vz (t) = −gt (4.100)
k
m
→0
53
Chapter 5
Variational Principles
Particle sliding down a movable wedge (frictionless)
xm = s · cos θ + x ẋm = ṡ · cos θ + ẋ

ym = − sin θ ẏm = −ṡ · sin θ
xM = x ẋM = ẋ
yM = 0 ẏM = 0
1 1
T = m(ẋ2m + ẏm
2
) + M (ẋ2M + ẏM 2
) (5.1)
2 2
1 1
= m(ṡ2 + 2ẋṡ · cos θ + ẋ2 ) + M ẋ2
2 2
V =mgy (5.2)
= − mg · sin θ
1 1
L = m(ṡ2 + 2ẋṡ · cos θ + ẋ2 ) + M ẋ2 + mgs · sin θ (5.3)
2 2

d ∂L ∂L d ∂L ∂L
− =0 − =0
dt ∂ ṡ ∂s dt ∂ ẋ ∂x
∂L ∂L
= mg · sin θ =0
∂s ∂x
∂L ∂L
= mṡ + mẋ · cos θ = (m + M )ẋ + mṡ · cos θ
∂ ṡ ∂ ẋ
d d
[mṡ + mẋ · cos θ] = mg · sin θ [(m + M )ẋ + mṡ · cos θ] = 0
dt dt | {z }
constant of motion
1. s̈(m) + ẍ(m · cos θ) = mg · sin θ
2. s̈(m · cos θ) + ẍ(m + M ) = 0
54
CHAPTER 5. VARIATIONAL PRINCIPLES 5.1. HAMILTON’S PRINCIPLE
(2.)
(1.) − cos θ gives:

(m + M )
ẍ m · cos θ − = mg · sin θ (5.4)
cos θ
or

cos θ
ẍ =mg · sin θ · 2
(5.5)
m cos θ − (m + M )
=Ax
1
x(t) = xo + ẋo t + Ax t2 (5.6)
2
m·cos θ
(1.) − (m+M ) (2.) gives:
(m · cos θ)2

s̈ m − = mg · sin θ (5.7)
(m + M )
or

(m + M )
s̈ =mg · sin θ · (5.8)
m(m + M ) − m2 · cos2 θ
=As
1
s(t) = so + ṡo t + As t2 (5.9)
2
5.1 Hamilton’s Principle

A monogenic system is one where all forces (except for those of constraint) are derivable from a generalized
scalar potential U (q, q̇, t).
If the scalar potential is only a function of the coordinates, U (q), a monogenic system is also conservative.
Hamilton’s Principle (The principle of least action)
Fundamental postulate of classical mechanics for monogenic systems under holonomic constraints to replace
Newton’s equations of motion.
For monogenic systems, the classical motion of a system (i.e., it’s path through phase space) between time ta
and tb is the one for which the action integral:
Z tb
S(a, b) = L(q, q̇, t)dt (5.10)
ta
L=T −U (5.11)

d ∂L ∂L
has a stationary value, that is to say δS = 0, which leads to the Lagrange equations: dt ∂ q̇ − ∂q = 0, and the
generalized forces are:

d ∂U ∂U
Qj = − (5.12)
dt ∂ q̇ ∂q
55
5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE CHAPTER 5. VARIATIONAL PRINCIPLES
5.2 Comments about Hamilton’s Principle

δS = 0 poses no restrictions to the particular set of generalized coordinates used to represent the motion of the
system, and therefore are automatical, invariant to transformations∗ between sets of generalized coordinates.
∗ Transformations with det(J) 6= 0, i.e. that span the same space.
Note: Hamilton’s Principle takes the form of an un-constrained variation of the action integral.
If the system constraints are holonomic, i.e. can be written as :
fα (q1 , q2 , . . . qN ) = 0
α = 1, . . . K
Then a set of generalized coordinates can always be found, q10 , q20 . . . qN 0
−K , that satisfy the constraint conditions,
in which case Hamilton’s Principle is both a necessary and sufficient condition for Lagrange’s equations.
If nonholonomic constraints are present such that a set of generalized coordinates cannot be defined that
satisfy the constraints, sometimes these constraints can be introduced through a constrained variation of the
action integral with the method of Lagrange multipliers.
Suppose we consider a more general form of constraint, formally a type of nonholonomic constraint, called
semi-holonomic:
fα (q1 , q2 , . . . qN , q̇1 , q̇2 , . . . q̇N , t) = 0
α = 1, . . . K
Consider the constrained variation of the action:
k
Z !
X
δ L(q, q̇, t) + λα (q, q̇, t)fα (q, q̇) dt = 0 (5.13)
α<1
" !# !
d ∂L ∂L d ∂ X ∂ X
− + λα fα − λα fα =0 (5.14)
dt ∂ q̇k ∂qk dt ∂ q̇k α
∂qk α
or
d ∂L ∂L
Q0k = − (5.15)
dt ∂ q̇k ∂qk
where !#
∂ X d ∂ X
Q0k = λα fα − λα fα (5.16)
∂qk α
dt ∂ q̇k α
if the generalized force of constraint, in terms of the yet-to-be-determined Lagrange multipliers λα . So here, the
forces of constraint will be supplied as part of the solution to the problem!
By solving explicitly for the constraint forces, there is no need to try and find a generalized set of coordinates
(which cannot be done for semi-holonomic constraints).
Expanding out the expression for Qk we obtain:
X ∂fα
d ∂fα

0
Qk = λα −
α
∂qk dt ∂ q̇k
X ∂λα
d ∂λα

+ − fα
α
∂qk dt ∂ q̇k
X ∂λα dfα dλα ∂fα
− + (5.17)
α
∂ q̇k dt dt ∂ q̇k
56
CHAPTER 5. VARIATIONAL PRINCIPLES 5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE
Note, in the case of the semi-holonomic constraint condition:
fα (q1 , . . . qN , q̇1 , . . . q̇N ) = 0
which must be imposed in order to solve for the λα , also implies that dfdtα = 0. Imposition of these conditions on
Q0k leads to:
X ∂fα d ∂fα dλα ∂fα
0
Qk = λα − (5.18)
α
∂qk dt ∂ q̇k dt ∂ q̇k
which is the same result we would have obtained if we assumed from the start that λα = λα (t) only. Note further
that if the fα were actually holonomic constraints, fα (q1 , . . . qN ) = 0,
X ∂fα
Q0k = λα (5.19)
α
∂qk
which is often seen in other texts.
Example of a hoop on a wedge
M = mass of hoop
1 1
T = M v 2 + Iω 2 (5.20)
2 2
v =ẋ (5.21)
2
I =M r (5.22)
ω =θ̇ (5.23)
1 1
T = M ẋ2 + M r2 θ̇2 (5.24)
2 2
V =mgy (5.25)
=M g(` − x) sin φ
1 1
L = M ẋ2 + M r2 θ̇2 − M g(` − x) sin φ (5.26)
2 2
Unconstrained variation of the action leads to:

d ∂L ∂L d ∂L ∂L
− =0 − =0
dt ∂ ẋ ∂x dt ∂ θ̇ ∂θ
d d
(M ẋ) − M g · sin φ = 0 (M r2 θ̇) − 0 = 0
dt dt
ẍ = g · sin φ θ̈ = 0
1
x(t) = xo + ẋo t + g · sin φ · t2 θ(t) = θo + θ̇o · t
2
57
5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE CHAPTER 5. VARIATIONAL PRINCIPLES
If starting at rest at top of wedge (xo = 0, ẋo = 0) the time it would take to go down would be:
1
x(tf ) = ` = g · sin φ · t2f (5.27)
2
s
2`
tf =
g · sin φ
Note, tf does not depend on θo or θ̇o . If θo = 0 and θ̇o = 0, then θ(t) = 0, and the hoop completely slips down
the wedge.
Consider now the constraint the hoop must roll down the wedge without slipping. The constraint condition is
that rdθ = dx, or rθ̇ = ẋ, hence:
f1 = rθ̇ − ẋ = 0
R
The constrained variation δ{ (L + λ1 f1 )dt} = 0 gives:

0 d ∂L ∂L 0 d ∂L ∂L
Qx = − Qθ = −
dt ∂ ẋ ∂ ẋ dt ∂ θ̇ ∂ θ̇

∂f1 d ∂f1 ∂f1 d ∂f1
Q0x = λ1 − Q0θ = λ1 −
∂x dt ∂ ẋ ∂θ dt ∂ θ̇
∂f1 ∂f1
= −λ̇1 = −λ̇1
∂ ẋ ∂ θ̇
= 0 − λ̇1 (−1) = λ̇1 = 0 − λ̇1 r = −λ̇1 r
rθ̈ − ẍ = 0 (5.28)
d
(M ẋ) − M g · sin φ = λ̇1 (5.29)
dt
d
(M r2 θ̇) = −λ̇1 r (5.30)
dt
Solving for ẍ, θ̈ and λ̇ we obtain:
M r2 θ̈ = − λ̇1 r (5.31)
=M rẍ
(5.32)
or
M ẍ = − λ̇1 (5.33)
=λ̇1 M g · sin φ
(5.34)
or
−M g · sin φ
λ̇1 = (5.35)
2
g · sin φ
ẍ = (5.36)
2
58
CHAPTER 5. VARIATIONAL PRINCIPLES 5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE
1
2 the acceleration with slipping
g · sin φ
θ̈ = (5.37)
2r
s
4`
tf = (5.38)
g · sin φ
Note: we “pretended” in this problem we had a semi-holonomic constraint
fα = rθ̇ − ẋ = 0 = fα (ẋ, θ̇)
but really we could have stated this as a holonomic constraint
fα = rθ − x = 0 = fα (x, θ)
in which case the Q0x ’s are in holonomic form:

∂fα ∂fα
Q0x = λ1 Q0θ = λ1
∂x ∂θ
= −λ1 = λ1 r
Carrying through, we again obtain the equations of motion.

g · sin φ g · sin φ
ẍ = θ̈ =
2 2r
but λ is given by:
sin φ
λ = Mg (5.39)
2
In this case, λ amounts to a frictional force of the non-slipping constraint, M g·sin
2
φ
, that is 12 the magnitude
d
of gravitational force along the wedge − dy (M gy) = −M g · sin φ, and in the opposite direction.
The “first integral” of Lagrange’s equations

Note: " #
d X ∂L
L(q, q̇, t) − q̇k
dt ∂ q̇k
k

∂L X ∂L X ∂L X ∂L X d ∂L
= + q̇k + q̈k − q̈k − q̇k
∂t ∂qk ∂ q̇k ∂ q̇k dt ∂ q̇k
k k k k

∂L X d ∂L ∂L
= − q̇k − (5.40)
∂t dt ∂ q̇k ∂qk
k
∂L
Hence, if ∂t = 0, then
X d ∂L ∂L
q̇k − =0 (5.41)
dt ∂ q̇k ∂qk
k

d ∂L ∂L
If the Lagrange equations dt ∂ q̇k − ∂qk = 0 are satisfied, this gives the first integral equation:
" #
d X ∂L ∂L
L(q, q̇, t) − q̇k = (5.42)
dt ∂ q̇k ∂t
k
59
5.3. CONSERVATION THEOREMS AND SYMMETRY CHAPTER 5. VARIATIONAL PRINCIPLES
5.3 Conservation Theorems and Symmetry

We define a generalized momentum as Pj ≡ ∂∂L q̇j that is said to be conjugate to qj . Sometimes this is called the
canonical momentum.
It is clear by the first integral equation that if ∂L ∂t = 0, then:
" #
X ∂L
− q̇k − L(q, q̇, t) = constant “energy function”
∂ q̇k
k
d ∂L
h(q1 , . . . qN , q̇1 . . . q̇N , t) = −
dt ∂t
∂L
If there is an “ignorable” coordinate in that ∂qk = 0, then clearly:

d ∂L d
=0= Pk
d ∂ q̇k dt
hence Pk =constant
Also more generally if:
X ∂L
Wk = 0, where Wk 6= Wk (t)
∂qk
k
X
then Wk Pk = constant
k
Symmetry: Finally note that time t is “reversible” in the equations of motion: reversing the velocities q̇(t) sends
the trajectory backwards along the same path.
60
Chapter 6
Central Potential and More
6.1 Galilean Transformation

A Galilean transformation is one such that:
r(t) = r0 (t0 ) + v · t0 = r0 (t) + v · t
since t = t0 and relates two reference frames to one another, where the r0 frame moves with constant velocity
relative the r frame.
A fundamental assumption of classical mechanics (that breaks down in relativistic mechanics) is that the
classical equations of motion are invariant to Galilean transformation.
6.2 Kinetic Energy

The kinetic energy of a particle is:
1
T = m(ẋ2 + ẏ 2 + ż 2 ) Cartesian (6.1)
2
1
= m(ṙ2 + r2 θ̇2 + r2 sin θ · φ̇2 ) Spherical (6.2)
2
1
= m(ṙ2 + r2 φ̇2 + ż 2 ) Cylindrical (6.3)
2
6.3 Motion in 1-Dimension

6.3.1 Cartesian Coordinates
1
L = mẋ2 − U (x) (6.4)
2
d ∂L
(mẋ) − =0 (6.5)
dt ∂x
or
d ∂L
− L − ẋ =0 (6.6)
dt ∂ ẋ
61
6.3. MOTION IN 1-DIMENSION CHAPTER 6. CENTRAL POTENTIAL AND MORE

1 1
− mẋ − U (x) − mẋ = mẋ2 + U (x)
2 2
(6.7)
2 2
=E = constant
r
dx 2
ẋ = = (E − U (x)) (6.8)
dt m
Z
dx dx
dt = q t= q ·c
2 2
m (E − U (x)) m (E − U (x))
Since E = T + U and T ≥ 0 and E ≥ U . When E = U (xE )T = 0, so the xE are “turning points.”
Calculating the period T (E) between the turing points x1 (E) and x2 (E):
Z x2 (E) Z x1 (E)
T (E) = dt + (−dt) (6.9)
x1 (E) x2 (E)
Z x2 (E)
=2 dt
x1 (E)
Z x2 (E)
dx
=2 q
2
x1 (E)
m (E − U (x))
6.3.2 Generalized Coordinates
1
L = mẋ2 − U (x) (6.10)
2
=T (ẋ) − U (x)
in general, T = To (q) + T1 (q, q̇) + T2 (q, q̇) if x = x(q) and not x = x(q, t), then:
T (q, q̇) =T2 (q, q̇) (6.11)

1
= ma(q)q̇ 2
2
1
L = m · a(q) · q̇ 2 − U (q) (6.12)
2
∂L
E =q̇ −L (6.13)
∂ q̇
1
= ma(q)q̇ 2 + U (q)
2
r
2 dq
· a(q) [E − U (q)] = q̇ = (6.14)
m dt
62
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.4. CLASSICAL VIRAL THEOREM
r Z
dq m dq
dt = q t= p +C
2
· a(q) [E − U (q)] 2 a(q) [E − U (q)]
m
r Z x2 (E)
M dq
T (E) = 2 p (6.15)
2 x1 (E) a(q) [E − U (x)]
6.4 Classical Viral Theorem

(for central forces)
P
Consider G = i pi · ri for a system of particles:
dG X X
= ṗi · ri + pi · ṙi
dt
i i
d
from dt pi = Fi
dG X X
= Fi · ri + mi · ṙ2i
dt
i i
X
= Fi · ri + 2T
i
Consider: Z τ
1
hAi = lim A(t)dt (6.16)
τ →∞ τ 0
1 τ dG
Z
dG
= lim dt (6.17)
dt τ →∞ τ 0 dt
1
= lim [G(τ ) − G(0)]
τ τ →∞
=0, when lim G(τ ) < constant
τ →∞
In this case, * +

dG X
= 0 = h2T i + Fi · ri
dt
i
or
* +
X
2 hT i = − Fi · ri Viral theorem (6.18)
i
If Fi = −∇i V (r1 , . . . rN ) and V (r1 , . . . rN ) is a homogeneous function of degree n + 1 in the ri ,

* +
X
2 hT i = ∇i V (r1 , . . . rN ) · ri (6.19)
i
=(n + 1) hV i
For a central force:
V (r) =arn+1 Fr = − (n + 1)arn ∼ rn
(n + 1)
2 hT i = (n + 1) hV i or hT i = hV i
2
63
6.5. CENTRAL FORCE PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
6.5 Central Force Problem

A monogenic system of 2 mass particles interacting via V (r2 − r1 ), we have:
L =T (Ṙ, ṙ) − U (r, ṙ, . . .) (6.20)

1 1
= M Ṙ2 + µṙ2 − U (r, ṙ, . . .)
2 2
1 X m1 r1 + m2 r2
R≡ mi ri = , r ≡ r2 − r1 (6.21)
M m1 + m2
i
X
M= mi = m1 + m2
i
m1 · m2
µ=
m1 + m2
or
1 1 1
= +
µ m1 m2

d ∂L ∂L
− = M R̈ = 0 (6.22)
dt ∂ Ṙ ∂R
R(t) = Ro + Ṙo t (6.23)

For V = V (r):

d ∂L ∂L ∂V
− =µr̈ − (6.24)
dt ∂ ṙ ∂r ∂r

1 dV
=µr̈ − r
r dr
For V = V (r) we have the following constants of motion:
M Ṙ = constant (total linear momentum)

L = r × p = constant (angular momentum about the center of mass)
1
L = µ(ṙ2 + r2 θ̇2 ) − V (r) (6.25)
2
Since L is conserved (a constant), and L · r = 0, (L ⊥ r) motion must occur in a plane.

d ∂L ∂L d
− = (µr2 θ̇) −0 = 0 (6.26)
dt ∂ θ̇ ∂θ dt | {z }
Pθ
µr2 θ̈ =0 (6.27)
Iω 2 =Ṗθ (6.28)
64
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.5. CENTRAL FORCE PROBLEM
1. µr2 θ̇ = Pθ = ` (6.29)
constant (angular momentum)
(Kepler’s 2nd Law)

2 1
Note: µr θ̈ = 0 implies also r · (rθ̇) = constant
2
| {z }
(sectorial velocity)

d ∂L ∂L d ∂V
2. − = (µṙ) − µrθ̇2 + =0 (6.30)
dt ∂ ṙ ∂ ṙ dt ∂r
|{z}
dV
dr

dA
` =2µ (6.31)
dt
dA
= constant (6.32)
dt
" 2 #
`2 dV dV 1 `
µr̈ − 3 = − µr̈ = − V +
µr dr dr 2µ r
dr
Multiply both sides by dt , we obtain:

d1 2
µr̈ · ṙ = µṙ (6.33)
dt
2
" #
dr d 1 ` 2
=− V +
dt dr 2µ r
" #
d 1 ` 2
=− V +
dt 2µ r
Combining, we obtain the conservation of the energy function (which we knew should be!)
" #
1 ` 2

d 1 2
µṙ + +V =0 (6.34)
dt 2 2µ r
or 2
1 2 1 `
µṙ + + V = E = constant (6.35)
2 2µ r
Note: this is 1st integral.
1 1
θ̇ · µr2 θ̇ + ṙµṙ − µr2 θ̇2 − µṙ2 + V (r)
2 2
We begin with the first integral 6.35, since it does not couple r and θ. Solving for ṙ:
v
`2
u
u2 dr
ṙ = uuµ (E −V (r) − 2
)= (6.36)
t 2µr dt
| {z }
−V 0 (r)
65
6.5. CENTRAL FORCE PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
`2
V 0 (r) = V +
2µr2
dr
dt = r (6.37)
2 `2
µ E − V (r) − 2µr 2
let r(to ) ≡ro

`2
then, V 0 (r) =V (r) +
2µr2
Z r
dr
t(r) = r (6.38)
ro 2 `2
µ E − V (r) − 2µr 2
Z r
dr
= q
2
o
µ (E − V 0 (r))
Solving for t(r) and inverting gives r(t), then first integral µrθ̇ = ` = µr dθ
dt gives:
Z t
dt
θ(t) = ` 2
+ θo (6.39)
0 µr (t)
Note, this is equivalent to the problem of a particle of mass µ moving under the influence of an effective
potential:
1
E = µṙ2 + V 0 (r) (6.40)
2
Example:
`2
V 0 (r) = V (r) +
2µr2
with
dV `2
Fr0 = − + 3 (6.41)
dr µr
|{z}
centrifugal force
E ≥V0 ≥V
k
V =− (6.42)
r
k
f =− 2 (6.43)
r
(gravitational electrostatic)
Sometimes we are interested not necessarily in r(t) and θ(t), but rather on r(θ) or θ(r) or some other relation
between r and θ that describe to orbit. Recall:
dθ `
= 2 (6.44)
dt µr
s
`2

dr 2
= E−V − (6.45)
dt µ 2µr2
66
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.6. CONDITIONS FOR CLOSED ORBITS

dr dθ dr dr ` dr
= = 2 (6.46)
dt dt dθ dt µr dθ
µr2 dr
dθ · = dt = r (6.47)
` 2 `2

µ E−V − 2µr 2
` · dr
dθ = r (6.48)
2 `2
µr2 µ E−V − 2µr 2
Z r
dr
θ= q + θo (6.49)
2µE 2µV 1
ro r2 `2
− `2
− r2
Indroducing a sometimes useful transformation u = 1r :

Z u
du
θ = θo − q (6.50)
uo 2µ(E−V )
`2
− u2
This can be solved for many cases when:
“power law” of force
V =arn+1 (6.51)
n
Fr =(n + 1)ar (6.52)
n = 1, −2, −3 (trigonometric) and n = 5, 3, 0, −4, −5, −7 (elliptic)
6.6 Conditions for Closed Orbits

`2
V 0 (r) = V (r) + (6.53)
2µr2
For circular orbit:
`2 1
E = V (ro ) + 2
+ µṙ2 (6.54)
2µro 2
dV 0

− = 0 =f 0 (ro )
dr ro
`2
=f (ro ) +
µro3
` 2
for circular orbit, equivalent to f (ro ) = − µr 3
o
d2 V 0

if >0 (stable orbit)
dr2 ro
<0 (unstable orbit)
67
6.7. BERTRAND’S THEOREM CHAPTER 6. CENTRAL POTENTIAL AND MORE
d2 V 0 3`2

df
− = −
dr2 ro dr ro µro4

For a stable orbit:

df 3
< − f (ro )
dr ro
or:
1 a df d ln f
1 f (r ) = > −3
(r ) o dr ro d ln r ro
o
(assume f (ro ) < 0)
If f = −krn , a stable orbit requires n > −3 if k > 0, or n > 0 for k < 0.
For small perturbations about stable circular orbits:
1
U≡ = Uo + a cos βθ
r
Condition for closed orbits(eventually retraces itself), and we have:
d ln f k
= β2 − 3 f (r) = − (6.55)
d ln r r3−β 2
were β is a rational number.
It turns out, that for arbitrary perturbations (not only small ones), stable closed orbits are possible only for
β 2 = 2 and β 2 = 4. This was proved by Bertrand.
6.7 Bertrand’s Theorem

The only central forces that result in closed orbits for all bound particles are for:
−k
f (r) = (6.56)
r3 − β2
where:
−k
1. β 2 = 1 and f (r) = r2
(inverse square law)
2. β 2 = 4 and f (r) = −k · r (Hooke’s law)
6.8 The Kepler Problem
−k −k r
V = F=
r r2 r
The equation for the orbit in the Kepler problem:
68
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.8. THE KEPLER PROBLEM
Z
du
θ =θ0 − q (indefinite integral) (6.57)
2µ 1

`2
E−V u − u2
Z
du
=θ0 − q V = −k · u
2µ
`2
[E + ku] − u2
Note: Z
du 1 β + 2γu
p = −√ arccos − √ (6.58)
α + βu + γu2 −γ q
where q ≡ β 2 − 4αγ
let:
2µE 2µk
α≡ β= γ =−1
`2 l2
2
2E`2

2µk
q= 1+ (6.59)
`2 µk 2
Note: cos(a) = cos(−a), thus arccos can give ±
 
`2 U
µk−1
θ = θ0 − arccos  q  (6.60)
2E`2
1+ µk2
s
2E`2
1+
=e
µk 2
2

1 − `µku
− cos(θ − θ0 ) = (6.61)
e
`2
e · cos(θ − θ0 ) + 1 = u
µk
Only 3 of 4 constants appear in the orbit equation
1 µk
= 2 1 + e · cos(θ − θ0 )

u= (6.62)
r `
θ0 = turning point of orbit
Constants: E, `, θ0 , θo [θo = initial position]
a(1 − e2 )
r= (6.63)
[1 + e · cos(θ − θ0 )]
where a is the semimajor axis
1
a = (r1 + r2 ) (6.64)
2
−k
=
2E
69
6.8. THE KEPLER PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
Equation for a conic with one focus at the origin:

e = “eccentricity” and ellipse axis: a(1 − e) and a(1 + e)
s
2E`2
e= 1+ (6.65)
µk 2
s
`2
= 1−
µka
Aside: In the Bohr model for the atom:
1 `2
2
e 1
E =T +V = − (6.66)
2 µr2 4πo r
1 `2
2
2 e
= u − u
2 µ 4πo
`2 e2

dE
= u− =0 (6.67)
du µ 4πo
leads to:
2
∗ µ e 1
U = 2 = ∗ (6.68)
` 4πo r
2

` 4πo
r∗ = (6.69)
µ e2
e2

∗ 1
E =− (6.70)
2 4πo r∗
If ` is chosen to be quantized: ` = nh̄, n = 1,2 . . .
Note:
4πo · h̄2
ao ≡
e2 me
The Bohr atom radii and energy states:
n2 h̄2 4πo

rn = (6.71)
µ e2
1 e2 1
En = − · · (6.72)
2 4πo rn
The equation for the motion it time for the Kepler problem:
r Z r
µ dr
t= q (6.73)
2 r o E + k − `2
r 2µr 2
θ
`3
Z
dθ
= 2 (6.74)
µk θo [1 + e · cos(θ − θ0 )]2
Z tan( θ )
`3 2
= 2
(1 + x2 )dx for e = 1 (6.75)
2µk 0
70
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.9. THE LAPLACE-RUNGE-LENZ VECTOR
or:
`3

θ 1 θ
t= tan + tan3 (6.76)
2µk 2 2 3 2
Parabolic motion. Hard to invert!
Introduce auxiliary variable Ψ (the eccentric anomaly)
r = a(1 − e cos Ψ)
r
µa3 Ψ
Z
t(Ψ) = (1 − e cos Ψ)dΨ (6.77)
k 0
r
µ 3
= a 2 (Ψ − e sin Ψ)
k
τ =t(2π) (6.78)
r
µ 3
=2π a2 (period)
k
(6.79)
Note: Kepler’s 3rd law, K = +G(m1 · m2 ), for all planets m2 = mass of the sun. (6.80)
3
2πa 2 3
τ =p ∼ C · a2
G(m1 · m2 )
2π
ω= (Revolution frequency) (6.81)
s τ
k
=
µa3
s
k 1
=
µ a 32
6.9 The Laplace-Runge-Lenz Vector

r
A = p × L − µk (6.82)
r
−k
V = (6.83)
r
(6.84)
−k r
f (r) = 2 (6.85)
r r
r
=f (r)
r
d d r
(p × L) = −mf (r)r2 (6.86)
dt dt r
71
6.9. THE LAPLACE-RUNGE-LENZ VECTOR CHAPTER 6. CENTRAL POTENTIAL AND MORE
for:
−k
f (r) = (6.87)
r2
d µkr
=
dt r
Note: A · L = 0 and A · p = 0, A? in plane of orbit.
72
Chapter 7
Scattering
7.1 Introduction
I = intensity (flux density) of incident particles
σ(Ω)dΩ = scattering cross section (differential scattering cross section)

= number of particles scattered into solid angle dΩ
(about Ω) per unit time
Incident intensity (Symmetry about axis of incident beam)
dΩ ≡ 2π sin θdθ
Θ = scattering angle
s = impact parameter
`
=
mvo
`
= √
2mE
= S(θ, E)
` = angular momentum and E = energy
rm = distance of periapsis
Θ = π − 2Ψ (7.1)
sin Θσ(Θ)|dΘ| = s|ds| (7.2)

s ds
σ(Θ) = (7.3)
sin Θ dΘ
(Assume one-to-one mapping s ↔ Θ)
73
7.1. INTRODUCTION CHAPTER 7. SCATTERING
Recall: Z r
dr
Θ= q + Θo (7.4)
2µE 2µV 1
ro r2 − −
|{z}
`2 `2 r2 π
θ = n − Ψ when r − rm (for θo = π and ro = ∞)

Z ∞
dr
Ψ= q (7.5)
2µE
rm r 2
`2
− 2µV
`2
− 1
r2
Z ∞
dr
Ψ= q = Ψ(E, `) (7.6)
2µ 1
rm r2 `2
[E − V (r)] − r2
`
Note: θ̇ = µr 2
= constant, hence it cannot change sign (is monotonic in time)
Want Ψ in terms of S and E.
1 2
E = µV∞ (7.7)
2
|`| = ` = |r × p| = constant
r×p= x̂ ŷ ẑ
∞ s 0
µV∞ 0 0
=µV∞ sẑ
1 2
p
` =µV∞ s E = µV∞ µV∞ = 2µE
2
p
`=s· 2µE (7.8)
Θ(s) =π − 2Ψ (7.9)
Z ∞
sdr
=π − 2 r
rm V (r)
r r2 1 − E − s2
Z um
sdu
=π − 2 q 1
0 V (u )
1− E − s2 u2
2µ 2µ 1
2
= 2 = 2
` s · 2µE s E
74
CHAPTER 7. SCATTERING 7.1. INTRODUCTION
√
With ` = S 2µE and Θ(S) = π − 2Ψ
∞
s · dr
Z
Θ(s) = π − 2 r (7.10)
rm V (r)
r r2 1− E − s2
1 1 du
u= r= dr = − (7.11)
r u u2
1
um = u∞ =0 (7.12)
rm
um
s · du
Z
Θ(s) = π − 2 q 1
(7.13)
0 V (u )
1− E − s2 u2
Scattering in a Coulomb field
ZZ 0
V = (atomic units)
r
For E > 0,
s
2El2
e= 1+ (7.14)
µ(ZZ 0 )2
s
2Es 2

= 1+
ZZ 0
ZZ 0

1
=µ [ cos(θ − θ0 ) − 1], let θ0 = π
r `2
−Ψ
1 z }| {
lim = 0, hence cos (θ − π) −1 = 0
r→∞ r

1 π Θ
cos(−Ψ) = cos Ψ = = cos − (7.15)
2 2

Θ π
= cos −
2 2
Θ 1
= sin =
2
Solving for:
Θ Θ
2 = cot2 + 1 ± cos2 (7.16)
2 2
since:
1 cos2 x + sin2 x
= = cot2 x + 1
sin2 x sin2 x
Θ 2Es
cot = (7.17)
2 ZZ 0
75
7.2. RUTHERFORD SCATTERING CHAPTER 7. SCATTERING
this gives:
ZZ 0 Θ
S= cot (7.18)
2E 2
recall:
S |ds|
σ(Θ) = (7.19)
sin Θ |dΘ|
1 ZZ 0 2 4 Θ

= csc
4 2E 2
7.2 Rutherford Scattering

7.2.1 Rutherford Scattering Cross Section
(Rutherford experiment...)
Total scattering cross section:
Z
σT = dΩσ(Ω) (7.20)
Z π
=2π dΘ sin Θσ(Θ)
0
Really, Θ not a single-values function of s

X si ds

σ(Θ) = (7.21)
sin Θ dΘ
i
Rainbow scattering (E of particle exceeds Vm , goes through)
Glory scattering (orbiting/spinaling occurs...)
7.2.2 Rutherford Scattering in the Laboratory Frame

m2 sin Θ
tan θ1 = (7.22)
m1 + m2 cos(Θ)
1
θ2 = (π − Θ) (7.23)
| 2{z }
Θ=π−2θ2
Scattering Particle:
2
ZZ 0

σ2 (Θ2 ) = · sec3 θ2 (7.24)
2E
σ1 (θ1 ) = difficult . . . (7.25)
76
CHAPTER 7. SCATTERING 7.3. EXAMPLES
Case I:
m2 >> m1 Θ ≈ θ1 µ ∼ m1
2
ZZ 0

1 4 θ1
σ1 (θ1 ) = csc (same result) (7.26)
u 2E1 2
Case II:
m
m1 =m2 = m µ= Θ =2θ1
2
π
“x” in fig. θ1 + θ2 = 2 2
ZZ 0

cos θ1
σ1 (θ1 ) = (7.27)
E1 sin4 θ1
For identical particles, cannot tell which is “scattered”, so:
2
ZZ 0

1 1
σ1 (θ) = + cos θ (7.28)
E1 sin4 θ cos4 θ
ZZ 0 2 4

csc θ + sec4 θ cos θ

=
E1
7.3 Examples
E ≥V0 ≥V
E4 = circular (7.29)
E3 = elliptic (7.30)
E2 = parabolic (7.31)
E1 = hyperbolic (7.32)
r1 , r2 = apsidal distances (turning points) for bounded motion.
ro is solution of:
dV 0

=0
dr ro
(Circular orbit)
a(1 − e2 )
r=
1 + e · cos(θ − θ0 )
s
2E`2
e= 1+
µK 2
77
Chapter 8
Collisions
Collisions...
P
P01 =µVo + µ (8.1)
m2
P
P02 = − µVo + µ (8.2)
m1
AB =P OC =µVo
AO m1 P
= AO =µ
OB m2 m2
P
OB =µ
m1
If m2 is initially at rest (|OB| = µνo )
m2 sin x 1
tan θ1 = θ2 = (π − x) (8.3)
m1 + m2 cos x 2
In center of mass reference frame (i.e. moving with the center of mass) - total P = 0 for this frame...
Po2 P2

Ei = E1i + + E2i + o (8.4)
2m1 2m2
Ei = internal energy
P 1 = m1 v 1 (8.5)
P21 P2
T = = o (8.6)
2m1 2m1
|P1 | = |P2 | = Po (8.7)
P2 = m2 v2 = −P1 (8.8)
78
CHAPTER 8. COLLISIONS 8.1. ELASTIC COLLISIONS
P22 P2
T = = o (8.9)
2m2 2m2
=Ei − (E1i + E2i ) (8.10)

= “disintegration energy” > 0 (8.11)
P2

1 2 1 1
= Po + = o
2 m1 m2 2µ
m1 m2
µ=
m1 + m2
In laboratory center of mass reference frame, V = velocity of primary particle prior to disintegration.
V =v − vo (8.12)
v =V + vo (8.13)
vo =v − V (8.14)
v = velocity of one of the particles (in L frame) after disintegration

vo = velocity of one of the particles (in C frame) after disintegration
8.1 Elastic Collisions

No change in the internal energy of colliding particles.
In center of mass reference frame (P = 0), let:
Po n̂o =µvo (8.15)

Po
vo ≡ n̂o (8.16)
µ
P0o1 =m1 v0o1 (8.17)

=− P0o2 (8.18)
=Po n̂o (8.19)
|P0o1 | = |P0o2 | = Po (8.20)
m1 v0o1 = −m2 v0o2 (8.21)
P0o2 = m2 v0o2 = −P0o1 = −Po n̂o

Primes → after collision
Po
m1 v0o1 =Po n̂2 0
m1 vo1 =Po 0
vo1 = (8.22)
m1
79
8.1. ELASTIC COLLISIONS CHAPTER 8. COLLISIONS
m2 vo Po
v0o1 = = n̂o (8.23)
m1 + m2 m1
−m1 vo −Po
v0o2 = = n̂o (8.24)
m1 + m2 m2
In “L” reference frame:
P =P1 + P2 v =v1 − v2 (8.25)
v01 =v010 + ∇ (8.26)

v02 =v020 +∇ (8.27)
P m1 v1 + m2 v2
∇= = (8.28)
m m1 + m2

m1 P
P01=Po n̂o + (P1 + P2 ) = µ vo + (8.29)
m1 + m2 m2

0 m2 P
P2 = − Po n̂o + (P1 + P2 ) = µ −vo + (8.30)
m1 + m2 m1
If m2 is initially at rest (P2 = 0) then:

m2 sin x 1
tan θ1 = θ2 = (π − x) (8.31)
m1 + m2 cos x 2
|P01 |
p
(m21 + m22 + 2m1 m2 cos x)
ν10 = = ν (8.32)
m1 m1 + m2
|P0 | 2m1 ν 1
ν20 = 2 = sin x (8.33)
m2 m1 + m2 2
• For head on collisions, x = π and P1 and P2 are in the same (m1 > m2 ) or opposite (m1 < m2 )
directions.
• In this case (head-on collision):
m1 − m2 2m1
v01 = v v02 = v (8.34)
m1 + m2 m1 + m2
1 0 4m1 m2
E1 = m1 v 2 E2max = E1 (8.35)
2 (m1 + m2 )2
For head-on collision, if m1 = m2 , then m1 stops and transfers all of it’s energy to m2 .
• If m1 < m2 then m1 can bounce off m2 and have velocity in any direction.
80
CHAPTER 8. COLLISIONS 8.1. ELASTIC COLLISIONS
• If m1 >2 , it cannot “bounce back” (become reflected) and there is an angle θmax for which the deflected
angle θ1 must lie within −θmax ≤ θ1 ≤ θmax
m2
sin θmax = (8.36)
m1
If m1 = m2 , then θ1 + θ2 = π2 :
1 1
θ1 = x θ2 = (π − x) (8.37)
2 2
1 1
ν10 =ν cos x ν20 =ν sin x (8.38)
2 2
and after collision, particles move at right angles to one-another.
81
Chapter 9
Oscillations
9.1 Euler Angles of Rotation

Euler’s Theorem: The general displacement of a rigid body with one point fixed is a rotation about some axis.
Chasles’ Theorem: The most general displacement of a rigid body is a translation plus a rotation.
1
u(x) = kx2 P (x) ∼e−βu(x)
2
x(t) = A sin(ωt + φ) (9.1)
dx
p(t)dt = √ (Classical, microcanonical) (9.2)
2π A2 − x2
r
2 −αx2 ku
|Ψo | ∼e α=
h̄2
Z 2π
ω 1 x
p(t)dt = sin−1 (9.3)
o 2π A
9.2 Oscillations
Consider a conservative system with generalized coordinates whose transformation are independent of time (i.e.
constraints are independent of time and T = T2 −quadratic).
At equilibrium:
∂V
Qi = − =0 (9.4)
∂qi o
1
V (q) = V (o) (qo ) + δqT · V(1) + δqT · V(2) · δq + . . .
2
∂ 2 V

∂V
−V(1)
o = V(2)
o =
i ∂qi o ij ∂qi ∂qj o
82
CHAPTER 9. OSCILLATIONS 9.2. OSCILLATIONS
So, for small displacements δq about the equilibrium qo , we have:

1
V (q) − V (qo ) = ∆V q = δqT · V(2) · δq (9.5)
2
1 X (2)
T = Tij q̇i q̇j (9.6)
2
ij
where:
(2)
X ∂ri ∂rj
Tij ≡ mk · = mij (q1 . . . qN ) (9.7)
∂qi ∂qj
k
(q −˙ qo ) = δ q̇ = q̇
1
T = q̇T · T(2) · q̇ (9.8)
2
1 T
= δ q̇ · T(2) · δ q̇
2
1
≈ δ q̇T · T(2)
o · δ q̇ (9.9)
2
where:
T(2) (2)
o = T (qo )
Note:
T(2) = T(2) (q)
(2) ! (2) !
(2) (2) ∂Tij 1 ∂ 2 Tij
Tij (q) =Tij (qo ) + δqT · + δqT · δq + . . .
∂q 2 ∂q∂q
(2)
∼ Tij (qo )
| {z }
T(2)
o
for small δq ≡ q − qo
So,
∆V =V (q) − V (qo ) (9.10)

1
= δqT · V(2)
o · δq
2
Note: the zero of the potential is arbitrary
1
T = δ q̇T · T(2)
o · δ q̇ (9.11)
2
L =T − ∆V (9.12)
1h i
= δ q̇T · T(2)
o δ q̇ + δ q̇ T
· V (2)
o · δq
2
83
9.2. OSCILLATIONS CHAPTER 9. OSCILLATIONS

dL ∂L ∂L
− = T(2) (2)
o · δq̈ + Vo δq = 0 (9.13)
dt ∂ q̇ ∂q

(2) (2)
Note: d
dt To = 0 since the equation of transformation are independent of time, and To = T(2) (qo )
Note: in Cartesian coordinates,


x1
 y1 
   
 z1 
x1
 ..   . 
 
q =   =  .. 
 . 
x N 
 3 xN
y N 
 3
zN
3

T(2)
o = mαi · δij where αi = moD(i, 3)
ij
e.g.
 
m1

 m1 


 m1 


 m2 


 m2 


 m2 

..
.
and in mass-weighted Cartesian coordinates:

xi
x0i = √ T(2)
o =δij
Mi ij
let:
δqk =C − ak · cos(ωt − φ) δ q̈k = − ω 2 δqk
Note: the δqk ’s are functions of time, and the ak ’s are linear algebraic coefficients to be solved for.

V(2) 2 (2)
o − ω To δq = 0 (9.14)
V(2) 2 (2)
o ak = ωk To ak (9.15)
V(2) (2)
o A = To A · ω
2
(9.16)
(A generalized eigenvector problem that have non-trivial solutions when ω 2 is a root of the secular equation.
Note that V and T are real symmetric.)
84
CHAPTER 9. OSCILLATIONS 9.3. GENERAL SOLUTION OF HARMONIC OSCILLATOR EQUATION
We learned previously that the solution of a generalized eigenvector problem involving Hermitian matrices
results in a set of eigenvectors that are bi-orthogonal with real eigenvalues. Note:
V(2) (2)
o A = To · A · ω
2
(9.17)
Dropping superscrips and subscripts.

1 1 1 1 1
(T− 2 · V · T− 2 )T 2 A = T− 2 TT− 2 T · A · ω 2 (9.18)
Regular eigenvector problem:

V 0 A = A0 ω 2
T
ω 2 = A0 · V 0 · A0
T
if A0 is normalized such that A0 · A = 1 in which case:
T
A0 = A−1 (A is orthogonal)
or
a0k T · V0 ak
ωk2 =
a0k T · ak
if all ωk2 > 0, all ωk > 0 → minimum.

if one ωk2 < 0, that ωk is imaginary → “transition state” (1st order saddle point)
if n of the ωk2 < 0, those ωk are imaginary, “nth order saddle point”
V(2) (2)
o A = To Aω
2
(9.19)
A = (a1 , a2 . . . aN )ak
Choose normalization such that:
AT V(2)
o A=ω
2
(diagonal) AT T(2)
o A=1
9.3 General Solution of Harmonic Oscillator Equation

9.3.1 1-Dimension
d2
q(t) = −ω 2 q(t) (9.20)
dt2
85
9.3. GENERAL SOLUTION OF HARMONIC OSCILLATOR EQUATION CHAPTER 9. OSCILLATIONS
!
e − e−iωt
iωt
iωt −iωt
q(t) =C1 e + C2 e C3 + C4 . . . (9.21)
2i
=C3 sin(ωt) + C4 cos(ωt)
=C5 sin[ωt + C6 ]
=C7 cos[ωt + C7 ]
..
.
e.g.
q(0) =qo q̇(0) =0 (9.22)
C4 =qo ωC3 =0 C3 =0
q(t) = qo cos ωt
e.g.
q(to ) =0 q̇(to ) =vo
vo
Cβ = − ωto ωC5 =vo C5 =
ω
vo
q(t) = sin[ω(t − to )]
ω
9.3.2 Many-Dimension
Normal coordinates
X
δqi (t) = Ck aik cos[ωt + φk ] or equivalent
k
let:
δq0 = AT · δq
| {z }
δqk0 =(aTk ·δ q ) ak
(Projection in orthogonal coordinates)
or
δq = A δq0
86
CHAPTER 9. OSCILLATIONS 9.4. FORCED VIBRATIONS
1
V = δqT · V(2)
o · δq (9.23)
2
1 T
= δq0 · AT · V(2) A δq0
2 | {z o }
ω2
1 T
= δq0 · ω 2 · δq0
2
1X 2 2
= ωk · δqk0
2
k
1
T = δqT · T(2)
o · δq (9.24)
2
1 T
= δq0 · AT · T(2) A ·δq0
2 | {z o }
?
1 T
= δq0 · δq0
2
1X 02
= δqk
2
k
9.4 Forced Vibrations

X
Q0i = Aji Qj ( Q0 = AT · Q, Q = A · Q0 )
i
δ q̈i0 + ωi2 δqi0 = Q0i
Suppose Q0i = Q0io cos(ωt + δi ) (e.g. the oscillating electromagnetic field of a monochromatic light source
on a polyatomic molecule, δqi0 are the molecular normal “Raman” vibrational modes)
Note:
Q̈0i = −ω 2 Q0io cos(ωt + δi ) = −ω 2 Q0i
Q0i
let δqi0 = then δ q̈i0 = − ω 2 δqi0
ωi2 − ω2
δ q̈i0 + ωi2 δqi0 = − ω 2 δqi0 + ωi2 δqi0 (9.25)

=(ωi2 − ω 2 )δqi0
Q0i
=(ωi2 − ω 2 )
ωi2 − ω 2
=Q0i (9.26)
87
9.5. DAMPED OSCILLATIONS CHAPTER 9. OSCILLATIONS
Which is a solution of the desired equation. Hence:
Q0i (t)
δqi0 (t) = (9.27)
ωi2 − ω 2
Q0 cos(ωt + δi )
= io 2
ωi − ω 2
X
δqi (t) = Aij δqj0 (t) (9.28)
j
X Q0jo cos(ωt + δj )
= Aij
j
ωj2 − ω 2
9.5 Damped Oscillations

Recall:
1 XX
F = Fij δ q̇i δ q̇j (9.29)
2
i j
1
= δ q̇T · F · δ q̇
2
1
≈ δ q̇T · F(2)
o · δ q̇
2
“Lagrange’s” equations are:

d ∂L ∂L ∂F
− = Qj = − (9.30)
dt ∂ q̇j ∂qj ∂qj
or in matrix form.
T(2) (2) (2)

o δq̈ + Fo δ q̇ + Vo δq = 0 (9.31)
It is not possible, in general, to find a principle axis transformation that simultaneously diagonalizes three
matices in order to decouple the equations.
In some cases it is possible, however. One example is when frictional forces are proportional to both the
particles mass and velocity.
(2) (2) (2)
More generally, anytime the transformation that diagonolizes To and Vo also diagonalizes Fo with
eigenvalues Fi , we have:
δ q̈k0 + Fk δ q̇k0 + ωk2 δqk0 = 0 (9.32)
In that case (use of complex exponentials useful)

0
δqk0 (t) = Ck e−iωk t leads to:
h i
2
ωk0 + iωk0 Fk − ωi2 δqk0 (t) = 0 (9.33)
88
CHAPTER 9. OSCILLATIONS 9.5. DAMPED OSCILLATIONS
s
Fk2 Fk
ωk0 = ± ωk2 − −i (9.34)
4 2
ax2 + bx + c
√
−b ± b2 − 4ac
x=
2a
a =1 b =iFk c = − ωk2
Which gives:
−Fk t
δqk0 (t) = Ck e 2 e−iωk t (9.35)
The general solution is harder. . .
89
Chapter 10
Fourier Transforms
10.1 Fourier Integral Theorem

f (r) piecewise smooth, absolutely integrable, and if:
1 +
f (r ) + f (r− )

f (r) = (10.1)
2
at points of discontinuity, then: Z ∞
1
f (r) = 3 fe(k)eik·r d3 k (10.2)
(2π) 2 −∞
where
fe(k) =Fk (f (r)) (10.3)

Z ∞
1
f (r0 )e−ik·r d3 r0
0
= 3
(2π) 2 −∞
Note, this implies:

Z ∞ Z ∞
1 ik·r
d3 r0 e−ikr f (r0 )
3 0
f (r) = d ke (10.4)
(2π)3 −∞ −∞
Z ∞ Z ∞
1
eik(r−r ) d3 k
3 0 0 0
= d r f (r )
−∞ (2π)3 −∞
| {z }
δ(r−r0 )
Z ∞
= d3 r0 f (r0 )δ(r − r0 )
−∞
Z ∞
1
eik·(r−r ) d3 k
0 0
δ(r − r ) = (10.5)
(2π)3 −∞
This is the “spectral resolution” of the identity.
Z ∞ Z ∞
1 ik·(r) 1
f (r) = 3
3
d ke fe(k) fe(k) = 3 d3 re−ik·(r) f (r)
(2π) 2 −∞ (2π) 2 −∞
90
CHAPTER 10. FOURIER TRANSFORMS 10.2. THEOREMS OF FOURIER TRANSFORMS
10.2 Theorems of Fourier Transforms

• Derivative Theorem:
Fk {∇f (r)} = −ikfe(k) (10.6)
• Convolution Theorem: Z
(f ∗ g)(r) ≡ g(r0 )f (r − r0 )d3 r0 (10.7)
1
Fk {f ∗ g} = 3 fe(k)e
g (k) (10.8)
(2π) 2
• Translation Theorem:
e−ik·RA
Fk {δ(r − RA )} = 3 (10.9)
(2π) 2
and hence:
e−ik·RA e
Fk {f (r − RA )} = 3 f (k) (10.10)
(2π) 2
• Parseval’s Theorem: Z ∞ Z ∞
∗
f (r)g(r)d r = 3
fe(k)∗ ge(k)d3 k (10.11)
−∞ −∞
Note: there are other conventions for defining things, for example:
Z ∞
f (r) = d3 ke−ik·r fe(k) (10.12)
−∞
Z ∞
1
f (k) = d3 reik·r f¨(r) . . . (10.13)
(2π)3 −∞
10.3 Derivative Theorem Proof

Z ∞
1
Fk {∇r f (r)} = 3 d3 re−ik·r ∇r f (r) (10.14)
(2π) 2 −∞
Note:
∇r e−ik·r f (r) = ∇r e−ik·r f (r) + e−ik·r ∇r f (r) (10.15)
hence
Z ∞
d3 re−ik·r ∇r f (r) = (10.16)
−∞
Z ∞ Z ∞
d3 r∇r e−ik·r f (r) − d3 r ∇r e−ik·r f (r) (10.17)
| −∞ {z } −∞
91
10.4. CONVOLUTION THEOREM PROOF CHAPTER 10. FOURIER TRANSFORMS
recall the generalized divergence theorem
Z Z
dV ∇r ◦ f = dσ ◦ f (10.18)
V S
Z ∞ Z
−ik·r
3
d r∇r e f (r) = dσ e−ik·r f (r) = 0 (10.19)
−∞ S→∞

if |e−ik·r | = 1 f (r) → 0 at any boundarty s.t. S→∞ dσ|f (r)| = 0 then we have:
R
Z ∞
1
Fk {∇r f (r)} = − 3 d3 r∇r e−ik·r f (r) (10.20)
(2π) 2 −∞
Z ∞
1
= + ik 3 d3 re−ik·r f (r)
(2π) 2 −∞
= + ikfe(k)
10.4 Convolution Theorem Proof
Z ∞
1
h(r) = 3 d3 keik·r fe(k)e
g (k) (10.21)
(2π) 2 −∞ | {z }
h(k)
e
Z ∞ Z ∞
1 ik·r 1
= 3
3
d ke g(k) · 3 d3 r0 e−ik·r f (r0 )
(2π) 2 −∞ (2π) 2 −∞
| {z }
fe(k)
Z ∞ Z ∞
1 1
d3 keik·(r−r ) ge(k)
0
= 3 d3 r0 f (r0 ) 3
(2π) 2 −∞ (2π) 2 −∞
| {z }
g(r−r0 )
Z ∞
1
= 3 d3 r0 f (r0 )g(r − r0 )
(2π) 2 −∞
1
= 3 f ∗g
(2π) 2
92
CHAPTER 10. FOURIER TRANSFORMS 10.5. PARSEVAL’S THEOREM PROOF
10.5 Parseval’s Theorem Proof

" #
Z ∞ Z ∞ Z ∞
3 e∗ 3 1 3 ik·r e∗
d k f (E)g(k) = d k 3 d re f (r) ge(k) (10.22)
−∞ −∞ (2π) 2 −∞
Z ∞ Z ∞ Z ∞
1
d3 r0 g(r0 )eik·(r−r )
0
= d k·3
3 d rfe∗ (r)
3
−∞ (2π) 2 −∞ −∞
Z ∞ Z ∞ Z ∞
1
d3 keik·(r−r )
0
= d3 rf (r) d3 r0 g(r0 ) 3
−∞ −∞ (2π) 2 −∞
| {z }
δ(r−r0 )
Z ∞
= d3 rf (r)g(r)
−∞
∇2 φ(r) = −4πρ(r)
ρe(k)
−k 2 φ(k)
e = − 4πe
ρ(k) φ(k)
e =4π 2
k
for Gaussian,
−k2
e 4β2
φ(k)
e = 4π · 3 (10.23)
(2π) 2 k 2
−k2
∞
e 4β2
Z
1 4π
φ(r) = 3 · 3 d3 k 2 eik·r (10.24)
(2π) 2 (2π) 2 −∞ k
k · r = kr cos θ (10.25)
d ikr cos θ
e = −ikr sin θeikr cos θ (10.26)
dθ
−k2
∞ 2π π
e 4β2
Z Z Z
4π
φ(r) = 3 dkk 2 dφ dθ sin θ eikr cos θ 2 (10.27)
8π 0 0 0 k
∞ −k2 eikr cos θ π

Z
1 4β 2
= 2 · 2π dk e
2π 0 −ikr 0
| {z }
e−ikr ikr 2 sin(kr)
−ikr
+ eikr = kr
−k2
∞
e 4β2
Z
21
= dk sin(kr)
πr 0 k
Z r
1 2 1 1 2 y2
= · · (π · 4β 2 ) 2 dy e−β
r π 2 0
93
10.5. PARSEVAL’S THEOREM PROOF CHAPTER 10. FOURIER TRANSFORMS
let:
t = βy
Z βr
1 2 1 1 1 2
dt = βdy = · · π 2 · 2β · dt e−t
r π 2 β 0
Z x
erf (βr) 2 2
where erf (x) ≡ √ dt e−t
r π 0
Application:
3 Z
β −β 2 r2
gβ (r) = √ e gβ (r)d3 r = 1
π
Z ∞ 3
1 β
e−ik·r
2 r2
qeβ (k) = 3 · d r 3
√ e−β (10.28)
(2π) 2 −∞ π
3 Z ∞ 2
k )2 − k 2

1 β −(β r−i 2β
= 3 · √ d3 re 4β e
(2π) 2 π −∞
Since:
2
k2

k k
βr − i =β 2 r2 − 2iβr · − 2 (10.29)
2β 2β 4β
3 Z ∞
k2

1 − β 2 ·r 0 2 ik
= 3 e 4β 2 √ d3 r0 e−β r0 =r −
(2π) 2 π −∞ 2β 2
| {z }
1
k2
−
e 4β 2
= 3
(2π) 2
Note: 3
1 (2π) 2
Fk { } = (10.30)
r k2
So
k2
3 −
(2π) 2 e 4β2
1
φ(k) = 3 · (10.31)
e
(2π) 2 k 2 (2π) 32
k2
−
e 4β 2
= 3
(2π) 2 k 2
for a Gaussian gg
β (r)
94
Chapter 11
Ewald Sums
11.1 Rate of Change of a Vector

(dG)s = (dG)body + (dG)rotational = (dG)r + dΩ × G
| {z } | {z } | {z }
(space) (body “r”) (rotational)

d d
= + ωx rotating coordinate system (11.1)
dt s dt r

d dr
r = +ω×r vs =vr + ω × r
dt dt r
d

“Newton’s equations” Fs = mQs = m dt vs s

d
F =m · {vr + ω × r} (11.2)
dt s

dvr d
=m +ω × vr + (ω × r) + ω × (ω × r)
dt r dt r
| {z }
ar
=mar + m [ω × vr + ω × vr + ω × (ω × r)]
=mar + 2m(ω × vr ) + m[ω × (ω × r)]
F − 2m ( ω × vr ) −m [ ω × (ω × r) ] = Fef f = mar
| {z } | {z }
Coriolis effect Centrifugal force
(Only if ω × vr 6= 0, so vr = 0 or vr k ω), and Centrifugal force∼ 0.3% of gravitational force.
11.2 Rigid Body Equations of Motion

Inertia tensor: I(3 × 3)
Z
Ijk = ρ(r)(r2 δjk − xj xk )d3 r (11.3)
v
95
11.2. RIGID BODY EQUATIONS OF MOTION CHAPTER 11. EWALD SUMS
xi = x, y, z for i = 1, 2, 3
e.g. for a system of point particles

X
Ijk = mi (ri2 δjk − xj xk ) (11.4)
i
Note: Typically the origin is taken to be the center of mass.
a × (b × c) = (a · c)b − (a · b)c
L = Iω
X
L= ri × pi (11.5)
i
X
= mi (ri × vi ) vi =ω × ri
i
X
= mi (ri × (ω × ri ))
i
X
= mi [ωri2 − ri (ri · ω)]
i
X ←→
= [m r2 1 − ri ri ] ·ω
| i i {z }
i ←→
I (old notation)
X1
Tr = mi vi2 (11.6)
2
i
X1
= mi vi · vi
2
i
X1
= mi vi · (ω × ri )
2
i
X1
= mi ω · (ri × vi )
2
i
1 X
= ω· mi (ri × vi )
2
i
1
= ω·L
2
or
1
Tr = ω T · I · ω (11.7)
2
1
= Iω 2
2
where ω = ωn (n = axis of rotation) and I = nT · I · n
96
CHAPTER 11. EWALD SUMS 11.3. PRINCIPAL AXIS TRANSFORMATION
11.3 Principal Axis Transformation
UTUT =ID (diagonal) U · UT =1
 
Ixx 0
ID =  Iyy 
0 Izz
Ixx , Iyy , and Izz are the “principal moments” (eigenvalues) of I.
Radius of gyration:
1 X
Ro = mi ri2 (11.8)
m
Zi
1
or ρ(r) · r2 d3 r (11.9)
m
r
I
or (11.10)
m
1
or T
√ (11.11)
n ·ρ m
Moment of inertia about axis n

1
ρ=n· √ (11.12)
I
I = nT · I · n (11.13)
1 = ρT · I · ρ (11.14)
11.4 Solving Rigid Body Problems
1 1
T = M v 2 + Iω 2 = Tt + Tr
2 2
1
Tr = ω T · T · ω in general
2
1X
= ωi Iii in the principal axis system
2
i
(11.15)
97
11.5. EULER’S EQUATIONS OF MOTION CHAPTER 11. EWALD SUMS
11.5 Euler’s equations of motion

dL dL
= + w × L = |{z}
N (11.16)
dt s dt r
torque
“space” “body” (11.17)
system rotating system (11.18)
Recall:
d d
= + ωx (11.19)
dt s dt b
In the principal axis system (which depends on time, since the body is rotating) takes the form:
dωi
Ii + ijk ωj ωk Ik = Ni (11.20)
dt
Ii ω̇i − ωj ωk (Ij − Ik ) = Ni (11.21)

i, j, k = 1, 2, 3 3, 1, 2 2, 3, 1
11.6 Torque-Free Motion of a Rigid Body

dL
+ω×L=N=0 (11.22)
dt r
Example: Symmertical (I1 = I2 ) rigid body motion.
I1 ω̇1 = ω2 ω3 (I2 − I3 ) I1 ω̇1 = (I1 − I3 )ω2 ω3 

 
I2 ω̇2 = ω3 ω1 (I3 − I1 ) I1 = I2 I1 ω̇2 = (I3 − I1 )ω1 ω3
 −−−−→ 
I3 ω̇3 = ω1 ω2 (I1 − I2 ) I3 ω̇3 = 0
I3 ω̇3 =0 I3 ω3 =L3 = constant
ω̇ =ω × Ω Ω = Ωẑ1
(I1 − I3 )
ω̇1 = ω2 ω3 = −Ωω2 (11.23)
I1
ω̇2 =Ωω1 (11.24)
where:
I3 − I1
Ω= ω3
I1
Note: Ω̇ = 0 since ω3 = constant
98
CHAPTER 11. EWALD SUMS 11.7. PRECESSION IN A MAGNETIC FIELD
ω̈1 = − Ω2 ω̇2 = Ωω1 Harmonic! ω1 =A cos Ωt

2
ω̈2 =Ωω̇1 = −Ω · A sin Ωt (ω̇1 = − ΩA sin Ωt)
So:
ω2 = A sin Ωt
Note:
ω12 + ω22 = A2 [cos2 Ωt + sin2 Ωt] = A2 = constant
This is an equation for a circle. Thus ω = constant, ω3 = constant, and ω precesses around z axis with
11.7 Precession of a System of Charges in a Magnetic Field

1X
m= qi (ri × vi ) magnetic moment
2
i
X
L= mi (ri × vi ) (11.25)
i
Consider the case when:

q
m =γL γ= (gyromagnetic ratio)
2m
Example ↑ but γ often left unspecified.
V = −(m · B) B = magnetic field (11.26)
N =M × B (torque) =γL × B

dL
=γL × B (11.27)
dt s
=L × (γB)

dL dL
Same as dt r + ω × L = 0 or dt r = L × ω (formula for torque free motion!)
q
ω=− B = Larmor frequency
2m
=γB (more general)
99
11.8. DERIVATION OF THE EWALD SUM CHAPTER 11. EWALD SUMS
11.8 Derivation of the Ewald Sum

X
−1
E= qi qj rij
i<j
1 XX −1
= qi qj rij
2
i j6=i
Z Z
1 −1
analogous → ρ(r1 )ρ(r2 )r12 dr1 dr2
2
For periodic systems:
1 XX X0
E= qi qj |rij + n|−1 (11.28)
2 n
i j
1 X X
= qi qj ΨE (rij )
2
i j
1X X
= qi ϕ(ri ) where ϕ(ri ) = qj ΨE (rij )
2
i j
Consider the split:

ϕ(ri ) = [ϕ(ri ) − ϕs (ri )] + ϕs (ri )
ϕ = potential of charges
ϕs = “screening” of potential
For example, choose ϕs to come from a sum of spherical Gaussian functions:
β 3 −(βr)2

gβ (r) = √ e (11.29)
π
X X
ρs (r) = qj gβ (r + n − Rj ) (11.30)
j n
Note ρs is a smooth periodic function.
∇2 ϕs (r) = −4πρs (r) (11.31)
11.9 Coulomb integrals between Gaussians

Z Z
−1
gα (r1 − RA )gβ (r2 − RB )r12 dr1 dr2 (11.32)

erf √ αβ RAB
2 α +β 2
=
RAB
where: Z x
2 2
erf (x) − √ e−t dt
π 0
erf (βRAB )
1. limα→∞ , RAB
100
CHAPTER 11. EWALD SUMS 11.10. FOURIER TRANSFORMS
h i
β
erf √ RAB
2
2. limα→β , RAB
ϕreal (ri ) =ϕ(ri ) − ϕs (ri ) (11.33)

X X0 1 erf (β|rij + n|)

= qj −
n |rij + n| |rij + n|
j
X X erf c(β|rij + n|)
= qj
n |rij + n|
j
Short-ranged and can be altervated by β

One can choose β s.t. only the n = 0 term is significant.
X erf c(βrij ) β
ϕreal (ri ) = qj − qi √
rij π
j6=i | {z }
“self term”
and Energy contribution

1 XX erf c(βrij ) 2
Ereal = qi qj − √ βδij (11.34)
2 rij π
i j
This choice of β is sometimes termed the “minimum image” β, and leads to a σ(N 2 ) procedure for the real
space term.
11.10 Fourier Transforms

For a periodic system described by lattice vectors:
n = n1 a1 + n2 a2 + n3 a3
The Fourier transform must be taken over a reciprocal lattice.
m = m1 a∗1 + m2 a∗2 + m3 a∗3
where the reciprocal space lattice vectors satisfy:
a∗i · aj = δij i, j = 1, 2, 3
or
PQ =1 = QP Q =P−1
P = (a1 a2 a3 )
 ∗
a1
Q̇ = a∗2 

a∗3
101
11.10. FOURIER TRANSFORMS CHAPTER 11. EWALD SUMS
a2 × a3 a2 × a3
a∗1 = = = f (a1 , a2 , a3 ) (11.35)
a1 × a2 · a3 v
a∗1 =f (a3 , a1 , a2 ) } (11.36)
a∗1 =f (a2 , a3 , a1 ) } cyclic permutation (11.37)
(11.38)
The discrete Fourier transform representation of a function over the reciprocal lattice is:
∞
1X ˆ
f (r) = f (k)eik·r (11.39)
v
k
where:
k = 2πm = 2π(m1 a∗1 + m2 a∗2 + m3 a∗3 )
We now return to:
1. ∇2 ϕs (r) = −4πρs (r)
where X
ρs (r) = qj gβ (r − Rj ) (11.40)
j
Note:
k2
−
F {gβ (r)} = e 4β 2 (11.41)
Fourier transform of 1. gives:
(ik)2 ϕ
es (k) = − 4πe ρs (k) (11.42)
ρes (k)
ϕ
es (k) =4π 2 (11.43)
k
by inverse transforming we obtain:
k2
−
1 XX e 4β2
ϕ(r) = qj 4π 2 eik·(r−Rj ) (11.44)
v k
j k
Note: this blows up at k = 0! Can we throw this term out?
1 X ρe(k)
ϕs (r) = 4π 2 (11.45)
v k
k
R
but ρes (0) = ρs (r)dr = 0 for neutral system!
It turns out we can throw out the k = 0 term if:
1. system is neutral
2. system has no dipole moment
102
CHAPTER 11. EWALD SUMS 11.11. LINEAR-SCALING ELECTROSTATICS
Under these conditions we have:

4π X ρes (k)
ϕs (r) = (11.46)
v k2
k6=0
If there is a dipole, an extra term in the energy must be added of the form:
J(P, D, E) ∝ |Ḋ|2
D = dipole
P = shape
E = dielectric
What do we do in solution?
(What “errors” are introduced due to periodicity?)
11.11 Linear-scaling Electrostatics

Z
1
E= ρ(r)φ(r)d3 r (11.47)
2
Z Z
1
= ρ(r)G(r, r0 )ρ(r0 )d3 r0 d3 r
2
Z
φ(r) = G(r, r0 )ρ(r0 )d3 r0 (11.48)
∇2 φ(r) = −4πρ(r) ← (r) = 1 “gas-phase”
∇2 G(r, r0 ) = −4πδ(r, r0 )
1
G(r, r0 ) = (non periodic) (11.49)
|r − r0 |
∞
4π X eik·(r−r )
0
(periodic) (11.50)
v k2
k=0
(k = 2πm)
11.12 Green’s Function Expansion

X
G(r, r0 ) = Nk (r)Mk (r0 ) (11.51)
k
Seperable!
103
11.13. DISCRETE FT ON A REGULAR GRID CHAPTER 11. EWALD SUMS
11.13 Discrete FT on a Regular Grid
f (x) → f (xn ) = fn xn =n∆ n =o, . . . N − 1

2mπ N N
fˆ(k) → fˆ(km ) = fˆm km = m = − , . . . 0, . . .
N∆ 2 2
(11.52)
Z N −1
X mn
fˆ(k) = f (x)e ikx
dx ≈ fn ei2π N = fˆm (11.53)
n=o
similarly
N −1
1 X mn
fn = fm e−i2π N (11.54)
N
m=0
11.14 FFT
Danielson-Lanczos Lemma
i2π
WN ≡ e N (11.55)
N
X −1
fm = WNnm fn (11.56)
n=0
N N
−1
2
−1
2
X X
nm
= W N f2n + WNm W nm f2n+1
2
n=0 n=0
e N
=Fm + WNm fm
o
→ 2 FT’s of dim.
2
(11.57)
Used recursively with “bit reversal” to obtain the full FFT in σ(N log N )!
Ewald Sums (Linear Scaling)
X
ρ(r) = qi δ(r − Ri ) (11.58)
i
X
ρs (r) = qi g(r − Ri ) (11.59)
i
3
β 2 r2
e.g. g(r) = √ e−β
π
ρ(r) =[ρ(r) − ρs (r)] + ρs (r) (11.60)

φ(r) =[φ(r) − φs (r)] + φs (r) (11.61)
104
CHAPTER 11. EWALD SUMS 11.15. FAST FOURIER POISSON
∇2 φs (r) = −4πρs (r) (11.62)

Fourier transform
−k 2 φes (k) = −4πe
ρs (k) (11.63)
Particle-Mesh, P 3 M Methods
P
FFT g(r), i qi δ(r − Ri ) to obtain ρes (k)
Note: ρes (k) is the transform of ρs (r) (a plane wave expansion)
11.15 Fast Fourier Poisson

Evaluate ρ2 (r) directly on grid. (No interpolation)
Solve for φs (r) on grid. Modify real space term accordingly.
1 XX erf c(β 0 rij )

E= qi qj (11.64)
2 rij
i j6=i
X β0
− qi2 √
π
i
Z
1
+ ρs (r)φs (r)d3 r +J(D, P, )
2
| {z }
1 P
2 ijk ρs (i,j,k)φs (i,j,k)
β
β0 = √
2
which equals the exact integral for the plane-wave projected density.
105
Chapter 12
Dielectric
12.1 Continuum Dielectric Models

Gas phase:
ρ(r0 ) 3 0
Z
2
∇ φo (r) = − 4πρo (r) φo (r) = d r
|r − r0 |
∇ · Eo =4πρo
Suppose in addition to ρo (r) there is a dipole polarization p(r), then:
ρo (r0 ) P(r0 ) · (r − r0 )
Z
φ(r) = + d3 r (12.1)
|r − r0 | |r − r0 |3
ρo (r0 )
Z
0 1
= + P(r )∇r−1 d3 r 0
|r − r0 | |r − r0 |
ρo (r0 ) − ∇r−1 · P(r0 )
Z
= d3 r 0
|r − r0 |
ρo (r0 ) + σpol (r0 )
Z
= d3 r 0
|r − r0 |
∇r−1 · (Eo (r0 ) − 4πP(r0 ))
Z
1
= d3 r 0
4π |r − r0 |
[σpol (r) = −∇r · P(r)]
∇2 φ(r) = − ∇ · E(r) (12.2)

= − 4π(ρo (r) + σpol (r))
D(r) ≡ E(r) + 4πρ(r) (12.3)
∇ · D =∇ · E + 4π∇ · ρ (12.4)
=4πρo + 4πσpol − 4πσpol
=4πρo
106
CHAPTER 12. DIELECTRIC 12.1. CONTINUUM DIELECTRIC MODELS
∇ · D = 4πρo
So where does ρ come from?
ρ =xe · E xe = electric susceptibility
D = E + 4πρ = (1 + 4πxe )E = E (LPIM)
(r) ≡ 1 + 4πxe static dielectric function
∇ · D =4πρo (12.5)
=∇ · (E)
=4πρo
∇(∇φ) = −4πρo Poisson equation for lin. isotropic pol. med.
φ(r) = φo (r) + φpol (r) (12.6)
∇ · (∇φo + ∇φpol ) = −4πρo (12.7)
∇ · ∇(φo + φpol ) + ∇2 φo +∇2 φpol = −4πρo (12.8)

| {z }
−4πρo
∇2 φpol = −4πρo [1 − ] − ∇ · ∇φ (12.9)
[1 − ] ∇
∇2 φpol = − 4πρo − · ∇φ (12.10)

= − 4πσpol
107
12.2. GAUSS’ LAW I CHAPTER 12. DIELECTRIC
12.2 Gauss’ Law I

1− ∇
Z Z Z
3 3 1
σpol (r)d r = ρo d r+ · ∇φd3 r (12.11)
v=∞ 4π
Z Z
1 1 1
= ρo − 1 d3 r + ∇ · Ed3 r
4π
Z Z Z
1 3 1 1 3 1 1
= ρo −1 d r− ∇ · Dd r + D · n̂da
4π 4π s=∞
Z Z
1 1 1 1
= ρo −1− d3 r + D · n̂da
4π s=∞
Z Z
3 1 1
= − ρo d r + · D · n̂da
4π 2 s=∞
Z Z
1
= − ρo d 3 r + ρo d 3 r
2
Z
1 − 2
= ρo d 3 r
2

1 ∇
∇ =− 2

let → 2 are s = ∞ (constant). Note: D · n̂da = ∇ · Dd3 r = 4π ρo d3 r
R R R
Z
2 − 1
Z
3
σpol (r)d r = − ρo (r)d3 r (12.12)
v=∞ 2 v=∞
Gauss’ Law I: Volume integral over all space.
If changes from 1 to 2 discontinuously at a dielectric boundary defining the surface s12 , then care must be
taken to insure the boundary conditions.
(D2 − D1 ) · n̂21 = 4πσo where σo is a static surface charge density (part of ρo )
(E2 − E1 ) × n̂21 = 0 (12.13)
This implies:
σpol = −(ρ2 − ρ1 ) · n̂21 (12.14)
where

i − 1
ρi = Ei (12.15)
4π

i − 1
= Di
4πi
Recall:
1
D =E = 4πρ ρ= (D − E)
4π
dielectric dicont. 1 2 and s12
108
CHAPTER 12. DIELECTRIC 12.3. GAUSS’ LAW II
If σo = 0, D2 · n̂21 = D1 · n̂21 = D · n̂21
σpol = − (ρ2 − ρ1 ) · n̂21 (12.16)

2 − 1 1 − 1
=− ρ − D1 · n̂21
4π2 2 4π1

1 2 − 1
=− D
4π 2 1
12.3 Gauss’ Law II

1 2 − 1
σpol =− D · n̂21 (12.17)
4π 2 1
Z
2 − 1
Z
1
σpol da = − D · n̂21 da (12.18)
s12 4π s12 1 2
Z
1 2 − 1
=− ∇ · Dd3 r
4π 1 2 v1
Z
2 − 1
=− ρo d 3 r
1 2 v1

2 − 1
=− Qo (v1 )
1 2

2 − 1
Z
σpol da = − Qo (v1 ) (12.19)
s12 1 2
Guass’ Law II for integral over surface at dielectric discontinuity.
12.4 Variational Principles of Electrostatics

Electrostatic energy:
Z Z D
1 3
W = d r E · δD (Nonlinear dielectric medium) (12.20)
4π 0
RD
if medium is linear, 0 E · δD = 12 E · D, then:
Z
1
W = d3 rE · D (12.21)
8π
Z
1
= d3 r(−∇φ) · D
8π
Z Z
1 1
= d3 rφ∇ · D − φD · n̂da
4π 4π s=∞
Z
1
= d3 rρo φ
2
Z Z
3 1
W [φ, ρo , ] ≡ ρo (r)φ(r)d r − ∇φ · · ∇φd3 r (12.22)
8π
109
12.5. ELECTROSTATICS - RECAP CHAPTER 12. DIELECTRIC
δW 2
= ρo (r) + ∇ · [∇φ] = 0 (12.23)
δφ(r) 8π
∇ · [∇φ] = −4πβ (The Poisson equation with dielectric)
The variational prinicple allows φ to be solved for using optimization methods. Do you minimize or maxi-
mize?
δW 1
=ρo (r) + ∇ · [∇φ] (12.24)
δφ(r) 4π
Z
3 0 1
= d r ρo (r) + ∇r0 [(r)∇r0 φ(r )] δ(r − r0 )d3 r0
0
4π
δ2W 1
0
= ∇r0 · [(r0 )∇r0 δ(r − r0 )] (12.25)
δφ(r)δφ(r ) 4π
if > D, the operator is negative in that:
δ2W
Z Z Z Z
f (r) f (r0 )d3 rd3 r0 = f (r)∇r0 · [(r0 )∇r0 δ(r − r0 )]f (r0 )d3 rd3 r0 (12.26)
δφ(r)δφ(r)
Z Z
=− f (r)[(r0 )∇r0 δ(r − r0 )] · ∇r0 f (r0 )d3 rd3 r0
Z Z
= f (r)[(r0 )∇r0 δ(r − r0 )] · ∇r f (r0 )d3 rd3 r0
Z
= − (r0 )|∇f (r0 )|2 d3 r0 ≤ 0
hence W [φ] is maximized to obtain φ(r).
Z Z
3 1
=1 W = [φ, ρo , = 1] = ρo φd r − ∇φ · ∇φd3 r
8π
12.5 Electrostatics - Recap

“Gas-phase” “in vacuo” “ = 1”
∇2r φo (r) = − 4πρ(r) (L̂φ = − 4πρ)
Z
φo (r) = Go (r, r0 )ρo (r0 )d3 r0 (12.27)
where:
∇r2 Go (r, r0 ) = −4πδ(r − r0 ) (12.28)
depends on boundary conditions:

1
 |r−r0 |

 “real space”φ, ∇φ = 0, r → ∞
Go (r, r0 ) = 4π ∞ eik·(r2−r )
P 0
 v k=o k
k = 2πm
m = m1 a∗1 + m2 a∗2 + m3 a∗3


110
CHAPTER 12. DIELECTRIC 12.5. ELECTROSTATICS - RECAP
Sometimes we can use the Green’s function and analytically obtain a solution for the potential.
In real space, for example Gaussian:
β 3 −(β1 |r−R1 |)2 β 3 −(β2 |r−R2 |)2

ρ1 (r) = √ e ρ2 (r) = √ e
π π
ρ1 (r0 ) 3 0
Z
φ1 (r) = d r (12.29)
|r − r0 |
erf (β, r)
=
r
ρ1 (r)ρ2 (r0 ) 3 3 0 erf (β12

0 R )
Z Z
12
d rd r = (12.30)
|r − r0 | R12
0 β1 · β2
β12 =p 2 (12.31)
β1 + β22
In reciprocal space, Ewald sum:

For minimum image β 00 s.t. n = 0 only term.
 2 
− k2
1 X X erf c(βrij ) β 4π X e 4β ik·(ri −rj ) 
E= qi qj  − √ δij + e (12.32)
2 rij π v k2
i j k=0
2
− k
XX erf c(βrij ) β 2π X e 4β2
= qi qj − √ δij + |s(k)|2
rij π v k2
i j<i k=0
qi eik·ri
X
s(k) = (12.33)
i
Sometimes, however, we need to break down Go (r, r0 ) into a product form, and found it useful to expand
G(r, r0 ) in terms of eigenvectors of it’s associated operator. This leads to:
Real space:
Ω
∞ `
X 1 X z }| {
φ(r) = 4π y`m (θ, ϕ) φ`m (r) (12.34)
2` + 1
`=0 m=−`
Z r Z ∞
1 (2+`) `
φ`m (r) = `+1 x ρ`m (x)dx + r x(1−`) ρ`m (x)dx (12.35)
r 0 0
where Z
∗
ρ`m (r) = dΩy`m (Ω)ρ(r) (12.36)
or Fourier transforms:
−k 2 φ(k)
e = − 4πe ρ(k) (12.37)
Z
1 3 ik·r 4πe ρ(k)
φ(r) = 3 d ke (12.38)
(2π) 2 k2
∗
Z
1
ρe(k) = 3 d3 k eik·r ρ(r) (12.39)
(2π) 2
111
12.6. DIELECTRICS CHAPTER 12. DIELECTRIC
Reciprocal space (lattice):

4π X ρe(k)
φ(r) = (12.40)
v k2
k=0
for:
3
X
k =2πm m= mi a∗i
i=1
12.6 Dielectrics
∇ · D = 4πρo (12.41)
D =E (12.42)
=E + 4πρ
E = −∇φ (12.43)
Poisson equation for a linear isotropic polarizable medium characterized by (r)
∇ · [∇φ] = −4πρo (12.44)
σpol (r) ≡ −∇ · ρ (12.45)
(ρo (r0 ) = σpol (r0 )) 3 0

Z
φ(r) = d r (12.46)
|r − r0 |
[1 − ] 1 ∇
σpol (r) = ρo + · ∇φ (12.47)
4π
Gauss Law I: Z
2 − 1
Z
3
σpol (r)d r = − ρo (r)d3 r (12.48)
v=∞ 2 v=∞
Gauss Law II: Z

2 − 1
Z
σpol (r)da = − ρo (r)d3 r (12.49)
s12 1 2 v1
cs qs e−βqs φ(r)
X
ρion (r) = (cs = conc.)
s
X X X
≈ cs qs − β −β cs qs2 φ (linearized)
s s s
112
CHAPTER 12. DIELECTRIC 12.6. DIELECTRICS
For Born ion, LPB equation leads to:
∇2 φ − k 2 φ = −4πρo (r) (12.50)
4πβ X 2
k2 = q cs (12.51)
s s
1 P 2
(Note: I = 2 s qs cs ion conc.)
e−kr
φ(r) =qion (pt. chg.) (12.52)
r
or
qion e−k(r−a)
φ(r) = (ion of radius a) (12.53)
r(1 + ka)
2
−1
Z
1
x2Epol [φpol ; φo , ] = Epol + Eo d3 r (12.54)
2 |{z} |{z}
−∇φpol −∇φo
δx2Epol
−1

= −∇ · 2 · ∇φpol + ∇φo =0 (12.55)
δφpol

−1
∇ · ∇φpol + ∇φo

2 −1 −1
+ ∇ φpol +∇ · ∇φo + o + ∇2 φo = 0 (12.56)
| {z } | {z }
−4πσpol −4πρo
leads to:
−1 1 ∇
σpol = − ρo + · ∇φ (12.57)
4π
1
4π × →

−1
σpol = − ρo

1 ∇ −1 1 −1
+ · ∇φpol + ∇φo + ∇ · ∇φo (12.58)
4π 4π
Note:

−1 ∇ 1
∇ = + ( − 1)∇ (12.59)

∇ ∇
= − ( − 1) 2

∇
= 2

∇ ( − 1) ∇ ∇
· + 2 = (12.60)

113
12.6. DIELECTRICS CHAPTER 12. DIELECTRIC

−1 1 ∇
σpol = − ρo + ∇φpol + ∇φo (12.61)
4π | {z }
∇φ
Suppose: fields cancel! = 1 = ∞
(ρo (r) + σpol (r)) (ρo (r0 ) + σpol (r0 )) 3 3 0

Z Z
1
W = d rd r (12.62)
2 |r − r0 |
δW
=0 (12.63)
δσpol
δW 1 1
= ρTo · Go · ρo + σ Tpol · Bρo + σ Tpol · A · σ pol (12.64)
δσpol 2 2
δW
= Bρo + Aσ pol = 0 (12.65)
δσ pol
X X
σpol = σpol,k fk (r) ρo = ρo,` gk (r)
k `
σ pol = −A−1 · B · ρo (12.66)

sq. sym.
fi (r)fj (r0 ) 3 3 0
Z Z
Aij = d rd r (12.67)
|r − r0 |
Not sq. or sym.
fi (r)gj (r0 ) 3 3 0
Z Z
Bij = d rd r (12.68)
|r − r0 |
1 1
W = ρTo · Go · ρo − ρT · BT · A−1 · B · ρo + ρTo · BT · A−1 · B · ρo (12.69)
2 2
1 T 1 T
= ρo · Go · ρo − ρo · BT · A−1 · B · ρo
2 2 | {z }
Gpol
1
= ρTo · [Go + Gpol ] ρo
2
Gpol = BT · A−1 · B
This is the “Conductor like screening model” COSMO
114
Chapter 13
Expansions in Orthogonal Functions
The scalar product (or inner product) of two functions (in general complex) over the interval a ≤ x ≤ b is
denoted (f, g) and is defined by
Z b
(f, g) ≡ f ∗ (x)g(x)dx
a
For functions of more than one variable,
Z
(f, g) ≡ f ∗ (r)g(r)dr
v
The scalar product with respect to weighting function w(x) or w(r) is
Z b
(f, g)w ≡ f ∗ (x)g(x)w(x)dx = (f, gw)
a
or
Z
(f, g)w ≡ f ∗ (r)g(r)w(r)dr = (f, gw)
v
where the weighting function w is real, nonnegative and integrable over the region involved, and can vanish at
only a finite number of points in the region.
The above deinitions of scalar products, both with and without a weighting function, satisfy the basic require-
ments of a scalr product in any linear vector space, namely:
1. (f, g) is a compex number, and (f, g)∗ = (g, f )
2. (f, c1 g1 + c2 g2 ) = c1 (f, g1 ) + c2 (f, g2 )
3. (f, f ) ≥ 0, real, and (f, f ) = 0 f = 0 “almost everywhere”,

i.e., f = 0 except at a finite number of points in the region.
From these properties other important relations follow. For example
(c1 f1 + c2 f2 , g) = c∗1 (f1 , g) + c∗2 (f2 , g)
Proof:
(c1 f1 + c2 f2 , g) =(g, c1 f1 + c2 f2 )∗ from 1.
∗
=[c1 (g, f1 ) + c2 (g, f2 )] from 2.
=c∗1 (g, f1 )∗ + c∗2 (g, f2 )∗ = c∗1 (f1 , g) + c∗2 (f2 , g) from 1. Q.E.D.
115
13.1. SCHWARZ INEQUALITY CHAPTER 13. EXAPANSIONS
13.1 Schwarz inequality

An important consequence of the basic properties of a scalar product is the Schwarz inequality:
|(f, g)|2 ≤(f, f )(g, g)

or
|(f, g)| ≤kf k kgk
1
where kf k ≡ (f, f ) 2 is called the norm of f .
Proof of the Schwarz inequality:

(f + λg, f + λg) ≥ 0 for any complex number λ, and = 0 if and only if f = −λg, proportional
(f, f ) + λ(f, g) + λ∗ (g, f ) + λ∗ λ(g, g) ≥ 0

∗
If (g, g) 6= 0, choose λ = − (f,g)
(g,g) , so
(f, g)∗ (f, g) (f, g) (f, g)∗

(f, f ) − (f, g) − (g, f ) + (g, g) ≥ 0
(g, g) (g, g) (g, g) (g, g)
(f, f ) = (f, f )∗
(f, f )(g, g) ≥ (f, g)(g, f ) = |(f, g)|2 (13.1)
If (g, g) = 0, then g = 0, so (f, g) = (f, 0) = 0, and the equality is clearly satisfied.
13.2 Triangle inequality

kf + gk ≤ kf k + kgk and kf − gk ≥ | kf k − kgk |
Follow from the basic properties of a scalar product, and the Schwarz inequality.
Proof:
0 ≤ kf + λgk2 =(f + λg, f + λg)

=(f, f ) + λ(f, g) + λ∗ (g, f ) + λ∗ λ(g, g)
For λ = 1,
kf + gk2 =(f, f ) + (g, g) + (f, g) + (f, g)∗ = kf k2 + kgk2 + 2Re(f, g)

≤kf k2 + kgk2 + 2|(f, g)|, since Re z ≤ |z| for any complex z
≤kf k2 + kgk2 + 2kf k kgk, from the Schwarz inequality
≤(kf k + kgk)2
kf + gk ≤ kf k + kgk
116
CHAPTER 13. EXAPANSIONS 13.3. SCHMIDT ORTHOGONALIZATION
For λ = −1,
kf − gk2 =kf k2 + kgk2 − 2Re(f, g)

≥kf k2 + kgk2 − 2|(f, g)|
≥kf k2 + kgk2 − 2kf k kgk
=(kf k − kgkgk)2
kf − gk ≥ | kf k − kgk |, Q.E.D.
1
Definition 1 f is normalized if and only if kf k = (f, f ) 2 = 1
Definition 2 f and g are orthogonal if and only if (f, g) = 0
Definition 3 The set ui , i = 1, 2, . . . is said to be orthonormal if each ui is normalized and is orthogonal to the
other ui
Definition 4 For an orthonormal set ui , (ui , uj ) = δij
13.3 Schmidt Orthogonalization Procedure

From any set of linearly independent functions (or vectors) vi , i = 1, 2, . . . one can construct the same number
of orthonormal functions ui as follows:
vi
u1 = , normalized
kv1 k
v2 − (u1 , v2 )u1
u2 = , so normalized, at (u2 , u1 ) = 0
k00 k
v3 − (v3 , u1 )u1 − (v3 , u2 )u2
u3 = , normalized, at (u3 .u1 ) = 0, (u3 , u2 ) = 0
k00 k
v1 − i−1
P
j=1 (vi , uj )uj
ui = = 0, normalized, at (u1 , uk ) = 0, k < i,
k00 k
since
δjk
Pi−1 z }| {
(vi , uk ) − (v , u )
j=1 i j (uj , uk )
(ui , uk ) = = 0, k<1
k k
None of the ui vanish (and hence they are normalizable) because the vi are linearly independent. Otherwise
the procedure might fail. The procedure is not unique, because the order in which one uses (lables) the original
vi is arbitrary.
(u1 , v2 − (v2 , u1 )u1 ) =(u1 , v2 ) − (v2 , u1 )(u1 , u1 )

=(u1 , v2 ) − (u1 , v2 ) = 0
117
13.4. EXPANSIONS OF FUNCTIONS CHAPTER 13. EXAPANSIONS
13.4 Expansions of Functions

Given an enumerably infinite orthonormal set ui , i = 1, 2, . . ., it is sometimes possible to expand an arbitrary
function f (from a particular class of functions) in the infinite series:
∞
X
f (x) = ci ui (x) for some range of x (or r).
i=1
The principal topic of this chapter is the investigation of the nature of such expansions, and the conditions
P∞ f , or represents it in some other useful way.
under which such a series converges to the function
If there is a set of ci such that the series i=1 ci ui (x) converges uniformly, and hence defines a P continuous
function, and that function equals f (x), then the ci must be related to f by ci = (ui , f ), since, if f = ∞i=1 ci ui ,
and the series converges uniformly, so it can be integrated term-by-term,
Z b
u∗j f dx =(uj , f )
a
∞
X Z b
= ci u∗j ui dx
i=1 a
X∞
= ci (uj , ui )
| {z }
i=1
δji
=cj
ci = (ui , f ), called the Fourier coefficient or f with respect to the ui . If there is a weighting function w,
Z b
ci = (ui , f )w = u∗i f w dx
a
P
This expression for the coefficients ci in a series Pi ci ui representing f can be arrived at in different mannor.
Suppose one wants to approximate f by a finite series ni=1 a1 ui in the “least squares sense”, or “in the mean”,
by determining the ai such that
Xn Xn Z b Xn 2

M ≡ (f − ai ui , f − ai ui )w = f −
ai ui w dx
i=1 i=1 a i=1
is a minimum. For any choice of the ai , M ≥ 0, so

 
n n n n
! !
X X X X
0 ≤ M =(f, f )w − f, ai ui − ai ui , f + ai ui , aj uj 
i=1 w i=1 w j=1 j=1
w
n
X n
X n X
X n
=(f, f )w − ai (f, ui )w − a∗i (ui , f )w + a∗i aj (ui , uj )w
| {z }
i=1 i=1 i=1 j=1
δij
Since (ui , uj )w = δij , (ui , f )w = ci , and (f, ui )w = (ui , f )∗w = c∗i ,

n
X n
X n
X
0 ≤ M =(f, f )w − ai c∗i − a∗i ci + a∗i ai
i=1 i=1 i=1
Xn n
X
=(f, f )w + |ai − ci |2 − |ci |2
i=1 i=1
118
CHAPTER 13. EXAPANSIONS 13.4. EXPANSIONS OF FUNCTIONS
Clearly M is a minimum if ai = ci = (ui , f )w , the Fourier coefficient.

The minimum value is:
n
X
Mmin =kf − ci ui k2
i=1
Z b n
X
2

=
f − ci u i
w dx

a i=1
Xn
=(f, f )w − |ci |2 ≥ 0
i=1
So
Z b n
X
(f, f )w ≡ |f |2 w dx ≥ |ci |2
a i=1
Taking the limit as h → ∞:

Z b n
X ∞
X
2 2
|f | w dx ≥ lim |ci | = |ci |2 Bessel’s inequality
a n→∞
i=1 i=1
Rb P∞ 2
Hence, if a |f |w dx exists, then the series i=1 |ci | converges, so limh→∞ |ci |2 = 0. Therefore, limh→∞ ci =
0.
This remarkable result will be used later in the proof of the convergence of Fourier series.
Definition 5 The set ui , i = 1, 2, . . ., is said to be complete with respect to some class of functions if for any
function f of the class.
n
X
lim kf − ci ui k2 = 0
n→∞
i=1
or equivalently if:
Z b n
X 2

lim f − ci ui w dx = 0 (13.2)
n→∞
a i=1
(Bessel’s Inequality becomes an equality) or

∞
X
(f, f )w = |ci |2 (13.3)
c=1
The last equation is called a completeness relation.
Definition 6 The completeness relation is a special case of a more general realtion called Parseval’s relation:
P∞
If the set ui is complete, and 0 f ci ≡ (ui , f )w , bi ≡ (ui , g)w , then (f, g)w = ∗
i=1 ci bi .
u1 complete means:
n
X
lim kf − ci ui k2 = 0
n→∞
i
119
Proof:
n
X n
X
|(f, g)w − c∗i bi | =|(f, g)w − (f, ui )w bi |
i=1 i=1
n
X
=|(f, g)w − (f, bi ui )w |
i=1
n
X
=|(f, g − bi ui )w |
i=1
Xn
≤kf k kg − bi u i k
i=1
from the Schwarz inequality |(f, g)| ≤ kf k kgk

Hence:
n
X n
X
lim |(f, g)w − c∗i bi | ≤ kf k lim kg − bi u i k = 0
n→∞ n→∞
i=1 i=1
n
" #
X
lim (f, g) − c∗i bi = 0
n→∞
i=1
because
n
X
lim kg − bi u i k = 0 since the ui are complete.
n→∞
i=1
P∞ ∗
Hence (f, g)w = i=1 ci bi It is important to note that, even if the set of ui is complete, so that
Z b n
X 2

lim f− ci ui w dx = 0 (13.4)
n→∞
a i=1
it does not necessarily mean that f = ∞

P
i=1 ci ui , even almost everywhere. Sufficient conditions for the
Platters to
∞
be true, in addition to the set ui being complete, are that the f and ui be continuous, and the series f = i=1 ci ui
converge uniformly.
Proof:
 ! ∞ 
Z b X∞ 2 Z b X∞ ∞
X ∞
X X
f ∗ f − f ∗ c∗i u∗i f + c∗i u∗i 

f − ci ui w dx = ci ui − cj uj  w dx

a i=1 a i=1 i=1 i=1 j=1
∞
X ∞
X ∞ X
X ∞
=(f, f )w − ci (f, ui ) − c∗i (ui , f ) + c∗i cj (ui , uj )
i=1 i=1 i=1 j=1
because ∞
P
i=1 ci ui converges uniformly, so it is a continuous function, and the series can be integrated term-by-
term. Since ci = (ui , f ), (ui , uj ) = Jij ,
Z a ∞
X ∞
X
|f − ci ui |2 w dx = (f, f )w − |ci |2
b i=1 i=1
if the system converges uniformly.
120
But also we know that

Z b ∞
X
2 ∞
X
|ci |2

lim f − ci ui w dx = (f, f )w −

n→∞ a i=1 i=1
∞
X
f≡ ci ui
i=1
if the series converges uniformly and lim can then be moved inside the integration.
Hence, if the series converges uniformly,
Z b ∞
X
2 Z b
n
X
2

f − c u
i i
w dx = lim f − ci i w dx
u
a
n→∞ a

i=1 i=1
=0 if the set is complete
P∞
P∞ function. If f isP
But if the series converges uniformly, it is a continuous also continuous, f = i=1 ci ui is
continuous, and the integral can vanish only if f − i=1 ci ui = 0, or f = ∞ c u
i=1 i i , a ≤ x ≤ b Q.E.D.
Theorem 1 (Dettman p.335) A uniformly convergent sequence of continuous functions converges to a continuous
function
Definition 7 The set of vectors (functions) ui , i = 1, 2, . . ., is said to be closed if any function orthogonal to all
the ui must have zero norm, and hence is zero almost everywhere. That is, if:
1
(ui , f ) = 0 , then kf k = (f, f )w2 = 0
Theorem 2 If a set of ui is complete, then it is closed.
Proof: Since the set is complete,

Z b n
X
2

lim f − (u i , f )u i
w dx = 0
n→∞
a

i=1
So any function f orthogonal to all the ui satisfies:

Z b
lim |f − 0|2 w dx =0
n→∞ a
Z b
= |f |2 w dx
a
=kf k2
kf k = 0
The converse is also true for square-integrable functions, but the proof requires some preliminary discussion.
121
Definition 8 Definition: An infinite sequence qn , n = 1, 2, . . . of vecotrs in a linear vector space (such as a

sequence of square-integrable functions) is said to form a Cauchy sequence if, given any > 0, there is an
integer N such that kgn − gm k < if n, m > N .
Definition 9 A linear vector space is said to be complete if every Cauchy sequence of vectors in the space has a
limit vector in the space, such that limn→∞ kg − gn k = 0, where g is called the limit of the sequence gn .
Definition 10 A Hilbert space is an infinitely-dimensional complex complete linear vector spece with a scaler
product.
Theorem 3 (Riesz-Fischer theorem) Every Cauchy sequence of square-integrable functions has a limit, which is
a square-integrable function.
Hence the space of square-integrable functions is a Hilbert space. We are now ready to prove the following:
Theorem 4 If the set of orthonormal functions ui , i = 1, 2, . . . is closed, then it is complete.
Proof: Let f be any square-integrable function, and gn ≡ f − ni=1 ci ui , where ci = (ui , f ). Then:
P
n
X
(uk , gn ) =(uk , f − ci ui )
i=1
Xn
=(uk , f ) − ci (uk , ui )
i=1
Xn
=(uk , f ) − ci δki , since (nk , ui ) = Jki
i=1
=0 if k≤n
Next consider:
n
X m
X
2
kgn − gm k =kf − ci ui − f + ci ui k2
i=1 i=1
m
X
=k ci ui k2 , where m > n
i=n+1
 
m
X m
X
= ci ui , cj uj 
i=n+1 j=n+1
m
X m
X
= c∗i cj (ui , uj )
| {z }
i=n+1 j=n+1
δij
m
X
= |ci |2
i=n+1
P∞ 2
But from Bessel’s inequalityP(f, f) ≥ i=1 |ci | , it follows that the series converges, so for any > 0
m 2
there is an integer N such that i=n+1 |ci | < for m > n > N . Hence the gn from a Cauchy sequence of
square-integrable functions, and hence there is a square-integrable function g such that
lim kg − gn k = 0 (Riesz-Fischer)
n→∞
122
Therefore:
lim kgn k = lim kgn − g + gk
n→∞ n→∞
≤ lim {kgn − gk + kgk}
n→∞
=kgk
Furthermore, for given k and n > k,
|(uk , g)| =|(uk , g − gn )| since (uk , gn ) = 0 for n > k
≤kuk k kg − gn k
=kg − gn k from the Schwarz inequality, and kuk k = 1
Hence:
lim |(uk , g)| ≤ lim kg − gn k = 0
n→∞ n→∞
so |(uk , g)| = 0 and (uk , g) = 0
So the limit function g is orthogonal to all the uk (hence closed). Hence, if the set of uk is closed, then
kgk = 0. But then
lim kgn k = kgk = 0
n→∞
or Z b n
X 2

lim f− ci ui w dx = 0 (means ui is complete)
n→∞
a i=1
and we have proved that the set of orthonormal ui is complete if it is closed.
Definition 11 A real function f (x) is piecewise continuous (or sectionally continuous) on an interval a ≤ x ≤ b
if the interval can be subdivided into a finite number of intervals in each of which f (x) is continuous and
approaches finite limits at the end.
If f (x) is a complex function of the real variable x, it is piecewise continuous and both its real and imaginary
parts are piecewise continuous.
Definition 12 A function f (x) is piecewise smooth if both f (x) and its derivative f 0 (x) are piecewise continu-
ous.
Example: f (x) is continuous, and f 0 (x) is piecewise continuous on a ≤ x ≤ b so f (x) is piecewise smooth.
Example: both f (x) and f 0 (x) are piecewise continuous, so f (x) is piecewise smooth.
Definition 13
f (x+) ≡ lim f (x + )
0<→0
Definition 14
f (x−) ≡ lim f (x − )
0<→0
Definition 15
f (x + ∆x) − f (x)
f 0 (x) ≡ lim
∆x→0 ∆x
which means that, given any > 0, there is a J > 0 such that f 0 (x) exists so that

f (x) − f (x + ∆x) − f (x) < if |∆x| < δ
0
∆x
123
13.5. FOURIER SERIES CHAPTER 13. EXAPANSIONS
So in the definition f 0 (x) ≡ lim∆x→0 f (x+∆x)−f

∆x
(x)
, the limit must exist and be independent of whether
∆x → 0 through positive or negative values.
Definition 16 The right-hand derivative of f (x) at x is
f (x + ∆x) − f (x+)
fR0 (x) ≡ lim
0<∆x→0 ∆x
Definition 17 The left-hand derivative is
f (x−) − (x − ∆x)
fR0 (x) ≡ lim
0<∆x→0 ∆x
At a point at which f 0 (x) exists, fR0 (x) = fL0 (x) = f 0 (x) If f (x) is piecewise smooth, then fR0 (x) = f 0 (x+)
and fL0 (x) = f 0 (x−), and these exist at each point.
13.5 Fourier Series

Reference: Churchill, Fourier Series and Boundary Value Problems
The set of functions { √12π , √1π cos nx, √1π sin nx}, n = 1, 2, . . ., is orthonormal over any interval of length
2π. Consider the interval −π ≤ x ≤ π. The series best representing f (x) in the least-squares sense has
coefficients cn = (um f ), so the series is
∞
1 1 X 1 1 1 1
√ ,f √ + √ cos nx, f √ cos nx + √ sin nx, f √ sin nx
2π 2π n=1 π π π π
∞
1 X 1 1
= √ (1, f ) + √ cos nx, f cos nx + (sin nx, f ) sin nx
2π π π
n=1
∞
Ao X
= + [An cos nx + Bn sin nx]
2
n=1
where
1 π
Z
1
An = (cos nx, f ) = f (x) cos nx dx, n = 0, 1, 2, . . .
π π −π
1 π
Z
1
Bn = (sin nx, f ) = f (x) sin nx dx
π π −π
This Trignometric series with the coefficients An and Bn is called the Fourier series for f (x) over −π ≤ x ≤ π
13.6 Convergence Theorem for Fourier Series

If f (x) is piecewise continuous and periodic with period 2π for all x, and if, at points of discontinuity f (x) is
defined by:
1
f (x) ≡ [f (x+) + f (x−)] (13.5)
2
then
∞
Ao X
f (x) = [An cos nx + Bn sin nx] (13.6)
2
n=1
124
CHAPTER 13. EXAPANSIONS 13.6. CONVERGENCE THEOREM FOR FOURIER SERIES
where
Z π Z π
1 1
An = f (x) cos nx dx Bn = f (x) sin nx dx
π −π π −π
at all points where f (x) has finite right and left derivatives. This includes all points if f (x) is piecewise smooth.
If f (x) is not periodic, the expansion is valid for −π ≤ x ≤ π, with the series converging to 12 [f (π−)+f (−π+)]
at x = ±π.
Rπ
Lemma 1 If 0 |g(x)|2 dx exists, then
Z π Z π
lim g(x) cos N x dx = 0 and lim g(x) sin N xdx = 0
n→∞ 0 N →R 0
q
2
Proof: The functions π sin N x, N = 1, 2, . . . are orthonormal over 0 ≤ x ≤ π. Hence Bassel’s inequality
gives:
Z π ∞ Z π
r 2
2
X 2
|g(x)| dx ≥ sin N xg(x)dx
0

0 π
N =1
so the series converges.
Hence Z π
lim sin N xg(x) dx = 0
n→∞ 0
q
Similarily, the set { √1π , 2
π cos N x} is orthonormal over 0 ≤ x ≤ π, so
Z π
lim cos N xg(x) dx = 0 Q.E.D.
n→∞ 0
Z π Z π
1 1
An = f (x) cos nx dx Bn = f (x) sin nx dx
π −π π −π
We are now ready to prove the convergence Th. for Fourier series. The partial sum of the Fourier series is
N
1 X
SN (x) = Ao + [An cos nx + Bn sin nx]
2
n=1
Z π N Z π Z π
1 0 0
X 1 0 0 0 1 0 0 0
= f (x )dx + f (x ) cos nx dx cos nx + f (x ) sin nx dx sinnx
2π −π π −π π −π
n=1
Z π N
1 0 0
X
0 0
= dx f (x ) 1 + 2 [cos nx cos nx + sinnx sin nx]
2π −π
n=1
Z π N
1 0 0
X
= dx f (x ) 1 + 2 cos ny
2π −π
n=1
Change the variable of integration to y = x0 − x, so dy = dx0 , and

Z π−x N
1 X
SN (x) = dy f (y + x) 1 + 2 cos ny
2π −π−x n=1
125
13.6. CONVERGENCE THEOREM FOR FOURIER SERIES CHAPTER 13. EXAPANSIONS
R π−x Rπ
Since the integrand is periodic with period 2π, −π−x = −π . Also, the series can be summed as follows:
N
X
FN =1 + 2 cos ny
n=1
N
X (einy + e−iny )
=1 + 2
2
n=1
N
X
= einy (13.7)
n=−N
so
einy FN − FN = ei(N +1)y − e−iN y
ei(N +1)y − e−iN y

FN =
eiy − 1
y 1 1
ei 2 (ei(N + 2 )y − e−i(N + 2 )y )
= y i
y y
−i 2
ei 2 (e 2 −e )
sin(N + 12 )y
=
sin y2
(13.8)
Hence
N
X sin(N + 12 )y
1+2 cos ny = (13.9)
sin y2
n=1
Therefore also
N
" #
π sin(N + 12 )y π
Z Z
1 1 X
dy = 1+2 cos ny dy
π 0 sin y2 π 0 n=1
" N
#π
1 X sin ny
= y+2
π n
n=1 0
=1
so
π sin(N + 12 )y
Z
1
dy = 1 (13.10)
π 0 sin y2
Using the Eq. (13.9) above in the last expression for SN (x) gives
π sin(N + 12 )y
Z
1
SN (x) = dy f (y + x)
2π −π sin y2
π sin(N + 12 )y 0 sin(N + 12 )y 0
Z Z
1 1
= dy f (y + x) dy + dy 0 f (y 0 + x)
2π 0 sin y2 2π −π
0
sin y2
126
CHAPTER 13. EXAPANSIONS 13.6. CONVERGENCE THEOREM FOR FOURIER SERIES
Replacing y 0 by −y in the second integral,

π sin(N + 12 )y π sin(N + 21 )y
Z Z
1 1
SN (x) = dy f (y + x) y dy + dy f (−y + x)
2π 0 sin 2 2π 0 sin y2
π sin(N + 12 )y
Z
1
= [f (x + y) + f (x − y)] dy (13.11)
2π 0 sin y2
From Eq. (13.10) it follows that

π sin(N + 12 )y
Z
1 1
[f (x+) + f (x−)] = [f (x+) + f (x−)] dy (13.12)
2 2π 0 sin y2
Subtracting Eq. (13.12) from Eq. (13.11) we obtain:
sin(N + 12 )y
Z π
1 1
SN (X) − [f (x+) + f (x−)] = [f (x + y) − f (x+) + f (x − y) − f (x−)] dy
2 2π 0 sin y2
1 π
Z
1
= φ(y) sin(N + )y dy (13.13)
π 0 2
where
[f (x + y) − f (x+) + f (x − y) − f (x−)]
φ(y) ≡
2 sin y2
y
[f (x + y) − f (x+)] [f (x−) − f (x − y)] 2
= − (13.14)
y y sin y2
From Eq. (13.13),

1
lim SN (x) − [f (x+) + f (x−)]
N →∞ 2
1 π
Z
1
= lim φ(y) sin(N + )y dy
N →∞ π 0 2
Z π
1 1 1
= lim φ(y) sin N y cos y + cos N y sin y dy
N →∞ π 0 2 2
Z π
1 π
Z
1 1 1
= lim φ(y) cos y sin N ydy + lim φ(y) sin y cos N y dy
N →∞ π 0 2 N →∞ π 0 2
=0 from the lemma (13.15)
if φ(y) cos 21 y and φ(y) sin 12 y are square integrable over 0 ≤ y ≤ π, which is the case if φ(y) is piecewise
continuous for 0 ≤ y ≤ π. From the first of expressions Eq. (13.14) for φ(y) it is apparent that φ(y) is piecewise
continuous on 0 ≤ y ≤ π except possibly at y = 0 where sin y2 vanishes. But from the second expression
Eq. (13.14),
y
[f (x + y) − f (x+)] [f (x−) − f (x − y)] (2)
lim φ(y) = lim −
0<y→0 0<y→0 y y sin( y2 )
=fR0 (x) − fL0 (x) (13.16)
So, at points x for which fR0 (x) and fL0 (x) exist,
127
13.7. FOURIER SERIES FOR DIFFERENT INTERVALS CHAPTER 13. EXAPANSIONS
1
[f (x+) + f (x−)] = lim SN (x)
2 N →∞
∞
1 X
= Ao + [An cos nx + Bn sin nx] (13.17)
2
n=1
This completes the proof of the convergence theorem.
∞ ∞
1 Ao X X
f (x) ≡ [f (x+) + f (x−)] = + [An cos nx + Bn sin nx]
2 2
n=1 n=1
if f (x) is piecewise continuous and periodic (period 2π)
13.7 Fourier series for different intervals

If g(t) is piecewise smooth and periofic with period 2π, it has the Fourier series:
∞
1 X
g(t) = Ao + [An cos nt + Bn sin nt] (13.18)
2
n=1
where
Z π Z π
1 1
An = g(t) cos nt dt Bn = g(t) sin nt dt
π −π π −π
π πx
The function f (x) ≡ g( L x) is piecewise smooth and periodic with period 2L. Replacing t by L in the
Fourier series for g(t), we obtain
1 X h nπx nπx i
f (x) = Ao + +n = 1∞ An cos + Bn sin (13.19)
2 L L
where
Z L
1 πx nπx π
An = g cos dx
π −L L L L
Z L
1 nπx
= f (x) cos dx (13.20)
π −L L
and
Z L
1 πx nπx π
Bn = g sin dx
π −L L L L
Z L
1 nπx
= f (x) sin dx (13.21)
π −L L
For a piecewise smooth function f (x), which is periodic with period 2L, this Fourier series converges to
f (x) ≡ 12 [f (x−) + f (x+)] at all x.
128
CHAPTER 13. EXAPANSIONS 13.7. FOURIER SERIES FOR DIFFERENT INTERVALS
A piecewise smooth function f (x) which is not periodic in x can be expanded in a Fourier series in the form
of Eqn 1 above, and the series will converge to f (x) ≡ 12 [f (x−) + f (x+)] at all points on any open interval of
length 2L, say xo − L ≤ x ≤ xo + L, if the coefficients are determined by:
Z xo +L Z xo +L
1 nπx 1 nπx
An = f (x) cos dx Bn = f (x) sin dx (13.22)
L xo −L L L xo −L L
This is because one can define a function F (x) which is periofic with period 2L and which equals f (x) for
xo − L < x < xo + L. F (x) has a Fourier series Eq. (13.19) which equals f (x) for xo − L < x < xo + L. Since
F (x) is periodic with period 2L, the integrals in An and Bn can be taken over any interval of length 2L, and in
particular for xo − L < x < xo + L, where F (x) = f (x), giving the expressions (13.22). At x = xo − L and
x = xo + L, the series converges to 12 [f (xo − L+) + f (xo + L−)].
In particular, for the interval −L ≤ x ≤ L, a piecewise smooth f (x) can be expanded as:
∞
1 Xh nπx nπx i
f (x) = Ao + An cos + Bn sin , (−L ≤ x ≤ L) (13.23)
2 L L
n=1
where
Z L Z L
1 nπx 1 nπx
An = f (x) cos dx Bn = f (x) sin dx
π −L L π −L L
If f (x) is an even function, all the Bn = 0, and if it is an off function, all the An = 0. A function which is
piecewise smooth for 0 ≤ x ≤ L can be expanded in a Fourier sine series.
1
f (x) ≡ [f (x−) + f (x+)]
2
∞
X nπx
= Bn sin (13.24)
L
n=1
where
Z L
2 nπx
Bn = f (x) sin dx (13.25)
L 0 L
and where the series vanishes at x = 0 and x = L, or the function can be expanded in a Fourier cosine series
∞
1 X nπx
f (x) = Ao + An cos (13.26)
2 L
n=1
where
Z L
2 nπx
An = f (x) cos dx (13.27)
L 0 L
and the series converge to 21 [f (x−) + f (x+)] for 0 ≤ x ≤ L, to f (0+) for x = 0, and to f (L−) at x = L.
These results follow from the fact that a piecewise smooth function defined on 0 ≤ x ≤ L can have its
definition extended to −L ≤ x ≤ L in such a way that it is either an odd or an even function of x.
129
13.8. COMPLEX FORM OF THE FOURIER SERIES CHAPTER 13. EXAPANSIONS
13.8 Complex Form of the Fourier Series

Suppose that f (x) is either a real or complex function which is piecewise smooth on xo − L ≤ x ≤ xo + L. The
Fourier series for f (x), valid on that interval, can be written:
∞ h
1 X nπx nπx i
f (x) = Ao + An cos + Bn sin
2 L L
n=1
∞ inπx inπx
" ! !#
1 X e L + e− inπx L e L − e− inπx
L
= Ao + An + Bn
2 2 2
n=1
∞
1 X 1 inπx 1 − inπx
= Ao + (An − iBn )e L + (An + iBn )e L (13.28)
2 2 2
n=1
Let
Z xo +L
1 1 nπx nπx
cn ≡ (An − iBn ) = cos − c sin f (x)dx
2 2L xo −L L L
Z xo +L
1 inπx
cn = f (x)e− L dx (13.29)
2L xo −L
Then
Z xo +L
1 1
Ao = f (x)dx = co (13.30)
2 2L xo −L
and
Z xo +L
1 1 h nπx nπx i
(An + iBn ) = f (x) cos + i sin dx
2 2L xo −L L L
Zxo +L
1 inπx
= f (x)e L dx
2L xo −L
=C−n (13.31)
Hence
∞ h i
X inπx inπx
f (x) = co + cn e L + c−n e− L (13.32)
n=1
or
∞
X inπx
f (x) = cn e L xo − L ≤ x ≤ xo + L
n=−∞
This is called the complex form of the Fourier series for f (x), whether or not f (x) itself is complex. It
converges to
1
[f (x−) + f (x+)] for xo − L < x < xo − L
2
1
At x = xo − L and x = xo + L, it converges to 2 [f (xo − L+) + f (xo + L−)].
130
CHAPTER 13. EXAPANSIONS 13.9. UNIFORM CONVERGENCE OF FOURIER SERIES
13.9 Uniform Convergence of Fourier Series

∞
Ao X
f (x) = + [An cos nx + Bn sin nx] (13.33)
2
n=1
(|A| + |B|)2 =|A|2 + |B|2 + 2|A| |B|

(|A| − |B|)2 =|A|2 + |B|2 − 2|A| |B|
(|A| + |B|)2 + (|A| − |B|)2 =2(|A|2 + |B|2 ≥ (|A| + |B|)2
√ 1
hence |A| + |B| ≤ 2(|A|2 + |B|2 ) 2
|An cos nx + Bn sin nx| ≤|An cos nx| + |Bn sin nx|
≤|An | + |Bn |
1
≤[|An |2 + |Bn |2 ] 2
√ 1
= 2[A2n + Bn2 ] 2
taking f (x) to be real, so the An and Bn are real. Hence the Fourier series for f (x) converges absolutely and
uniformly if the series N 2 2 21
P
n=1 [An + Bn ] converges.
Let
N
X 1
SN ≡ [A2n + Bn2 ] 2
n=1
N
X 1 2 2 1
= [n (An + Bn2 )] 2
n
n=1
N 1
X 1 2 2 2 1
= 2
[n (An + Bn2 )] 2
n | {z }
n=1|{z}
|Dn |
|cn |
N
" #" N
# 12
X 1 X
≤ n2 (A2n + Bn2 )
n2
n=1 n=1
|(c, D)| ≤ kck kDk

from the Schwarz inequality in a vector space in which vectors are N-Tuples of real PN numbers, such as c ≡
(c1 , c2 . . . cN ), d ≡ (d1 , d2 . . . dN , and the scalar product is defined by (c, d) ≡ n=1 cn dn . The Schwarz
1 1
inequality is |(c, d)| ≤ (c, c) (d, d) , or
2 2
N
" N N
# 12
X X X
cn dn ≤ c2n d2n (13.34)
n=1 n=1 n=1
With the choice

1 1 1
cn = dn =[n2 (A2n + Bn2 )] 2 = n(A2n + Bn2 ) 2 (13.35)
n
131
13.10. DIFFERENTIATION OF FOURIER SERIES CHAPTER 13. EXAPANSIONS
N N
" N
# 12
X 1 X 1 X
(A2n + Bn2 ) ≤
2 n2 (A2n + Bn2 ) (13.36)
n2
n=1 n=1 n=1
P∞If, for −π ≤ x ≤ π, f (x) is continuous, f 0 (x) is piecewise continuous, P and f (−π) = f (π), then the series
2 2 2 ∞ 1
n=1 n (An + Bn ) converges, as shown in problem (9). Since the series n=1 n2 also converges, it follows
P∞ 1
that n=1 (A2n + Bn2 ) 2 converges, so the Fourier series for f (x) converges uniformly and absolutely.
∞
X 1 π2
=
n2 6
n=1
∞
X 1
=ζ(p) (Reimann Zeta)
np
n=1
Hence we have proven:
Theorem 5 If f (x) is continuous and if it is only piecewise continuous and f 0 (x) is piecewise continuous for
−π ≤ x ≤ π, and f (−π) = f (π), then the Fourier series for f (x) converges uniformly and absolutely on
−π ≤ x ≤ π (or any interval that is continuous).
It can be shown, by a more complicated proof, that the Fourier series for a piecewise smooth function converges
uniformly and absolutely in any closed subinterval in which the function is continuous. Piecewise smooth ≡
f (x), f 0 (x) are piecewise continuous.
13.10 Differentiation of Fourier Series

If f (x) is periodic and continuous, and if f 0 (x) and f 00 (x) are piecewise continuous, then the term-by-term
derivative of the Fourier series for f (x) equals f 0 (x) except at points where f 0 (x) is discontinuous.
Under these conditions both f (x) and f 0 (x) have convergent Fourier series, and the term-by-term derivation
of the series for f (x) equals the series for f 0 (x). Details are worked out in problem (12.)
13.11 Integration of Fourier Series

If f (x) is piecewise continuous for −L ≤ x ≤ L, then, whether or not the Fourier series A2o + ∞ nπx nπx
P
n=1 RAn cos L + Bn sin L
x
corresponding to f (x) converges, the term-by-term integral of the series from −L to x ≤ L equals −L f (x)dx.
Proof: Z x
1
F (x) ≡ f (x)dx − Ao x
−L 2
is a continuous function, with derivative F 0 (x) = f (x) − 21 Ao which is piecewise continuous on −L ≤ x ≤ L

for f (x) piecewise continuous on −L ≤ x ≤ L
Show F (x) periodic.
132
CHAPTER 13. EXAPANSIONS 13.11. INTEGRATION OF FOURIER SERIES
Also F (−L) = 12 Ao L, and
Z L
1
F (L) = f (x)dx − Ao L
−L 2
1
=LAo − Ao L
2
1
= Ao L = F (−L)
2
Hence F (x) has a Fourier series
∞
ao X h nπx nπx i
F (x) = + an cos + bn sin (13.37)
2 L L
n=1
which converges to f (x) for all points on −L ≤ x ≤ L. At x = L,
1
F (L) = Ao L
2
∞
ao X
= + an cos
| {znπ} +bn sin
| {znπ}
2
n=1 n (−1) 0
∞
ao X
= + an (−1)n
2
n=1
Hence
∞
ao 1 X
= Ao L − an (−1)n (13.38)
2 2
n=1
Also, for n > 0
Z L
1 nπx
an = F (x) cos dx
L −L L
L Z L 0
F (x) sin nπx F (x) sin nπx

1 L L
= nπ − nπ dx
L L −L −L L
Z L
1 nπx
=− F 0 (x) sin dx
nπ −L L
Z L
1 1 nπx
=− f (x) − Ao sin dx
nπ −L 2 L
L 1 L
Z
nπx
=− f (x) sin dx
nπ L −L L
L
=− Bn for n > 0
nπ
133
13.11. INTEGRATION OF FOURIER SERIES CHAPTER 13. EXAPANSIONS
And
Z L
1 nπx
bn = F (x) sin dx
L −L L
L
− cos nπx − cos nπx
Z L
1 L 0 L
= F (x) nπ − F (x) nπ dx
L L −L −L L
Z L
L 1 nπx
= F 0 (x) cos dx
nπ L −L L
L 1 L
Z
1 nπx
= f (x) − Ao cos dx
nπ L −L 2 L
L
sin nπx
Z L
L 1 nπx 1 L −L
= f (x) cos dx − Ao nπ
nπ L −L L 2 L
L
= An for n > 0
nπ
Hence the Fourier series
∞
ao X h nπx nπx i
F (x) = + an cos + bn sin (13.39)
2 L L
n=1
becomes
∞ ∞ h
!
1 X
n
X nπx nπx i
F (x) = Ao L − an (−1) + an cos + bn sin
2 L L
n=1 n=1
∞
1 X h nπx i nπx
= Ao L + an cos − (−1)n + bn sin
2 L L
n=1
∞
1 X L h nπx n
i L nπx
= Ao L + − Bn cos − (−1) + An sin (13.40)
2 nπ L nπ L
n=1
Rx
But F (x) ≡ −L f (x)dx − 21 Ao x, so
Z x ∞ i
1 X L nπx L h nπx n
f (x)dx = Ao (x + L) + An sin − Bn cos − (−1)
−L 2 nπ L nπ L
n=1
Z x ∞ Z x Z x
1 X nπx nπx
= Ao dx + An cos dx + Bn sin dx
−L 2 −Ln=1
L −L L
=Term-by-term integral of the Fourier series for f (x).
Z
R ∂f (x) ∂
f (x) = fourier series for f f (x) = four. ser. = f. s.
∂x ∂x
f (x)piecewise continuous f (x)continuous f (x)periodic and
or piecewise continuous
0
f (x)p.c. f 0 (x)p.c.
f 00 (x)p.c.
134
CHAPTER 13. EXAPANSIONS 13.12. FOURIER INTEGRAL REPRESENTATION
13.12 Fourier Integral Representation

If f (x) is piecewise smooth for −L ≤ x ≤ L, it has a complex Fourier series.
∞ Z L
X
in πx 1 πx
F (x) = cn e L cn ≡ f (x)e−in L dx
n=−∞
2L −L
which converges to 12 [f (x+) + f (x−)] for −L < x < L.

R ∞ to consider what happens as L → ∞. We cannot naively
We wish
1 P∞ put l = ∞ for cn because that gives
cn = 2π −∞ f (x)dx for all n, and the Fourier series becomes just n=−∞ cn . Putting cn in the series for f (x):
∞ Z L
X 1 0 nπx
f (x) = f (x ) ei L
n=−∞
2L −L
∞ Z L
X 1 nπ 0
= dx0 f (x0 )ei L (x−x ) (13.41)
n=−∞
2L −L
π
Let ∆k ≡ L. Then,
∞
∆k L 0
Z
0
X
f (x) = dx f (x0 )ei nδk(x−x ) (13.42)
n=−∞
2π −L
But
∞
X Z ∞
lim F (n∆k)∆k = F (k)dk (13.43)
∆k→0 −∞
n→−∞
π
Hence, as L → ∞, ∆k ≡ L → 0. Fourier integral expression for f (x):
Z ∞ Z ∞
1 0
f (x) = dk dx0 f (x0 )eik(x−x ) (13.44)
2π −∞ −∞
This proof is heuristic (suggestive, but not rigorous). The result can be written
Z ∞
1
f (x) = √ dkF (k)eikx (13.45)
2π −∞
where Z ∞
1 0
F (k) ≡ √ dx0 f (x0 )e−ikx Fourier transform of f (x)
2π −∞
Before providing rigorously the Fourier integral theorem, we need to consider “improper integrals” of the
form:
Z ∞
I(k) = f (x, k)dx
a
Z R
= lim f (x, k)dx
R→∞ a
| {z }
IR (k)
= lim IR (k) (13.46)

R→∞
or
135
13.13. M-TEST FOR UNIFORM CONVERGENCE CHAPTER 13. EXAPANSIONS
Z ∞
I(k) = f (x, k)dx
−∞
Z R
= lim F (x, k)dx
R→∞ −R
= lim IR (k) (13.47)

R→∞
I(k) is said to converge uniformly in k, for A ≤ k ≤ B, if given > o, one can find Q, independent of k for
a ≤ k ≤ b, such that
|I(k) − IR (k)| < for R > Q
13.13 M-Test for Uniform Convergence

R∞ R∞
If |f (x, k)| ≤ M (x) for A ≤ k ≤ B and if a M (x) exists, then a f (x, k)dx converges uniformly. A
uniformly convergent improper integral I(k) can be integrated under the integral sign:
Z B Z ∞ Z ∞ Z B
dk f (x, k)dx = f (x, k)dk dx (13.48)
A −∞ −∞ A
These properties are analogous to those of a uniformly convergent infinite series:
∞
X
S(k) = Fn (k)
n=0
N
X
= lim Fn (k) (13.49)
N →∞
n=0
An important simpler example is Z ∞

I(k) = F (x)eikx dx (13.50)
−∞
R∞
If −∞ |f (x)|dx exists, then I(k) converges uniformly in k, since |f (x)eikx | = |f (x)|, so one can take M (x) =
|f (x)|.
13.14 Fourier Integral Theorem

R∞
If f (x) is piecewise smooth for all finite intervals, if −∞ |f (x)|dx exists, and if
Z ∞
1
F (k) ≡ √ f (x)e−ikx dx (13.51)
2π −∞
then Z ∞
1 1
f (x) ≡ [f (x+) + f (x−)] = √ F (k)eikx dk (13.52)
2 2π −∞
Z ∞
1
F{ } =√ dxe−ikx { }
2π −∞
Z ∞
−1 1
F { } =√ dke−ikx { }
2π −∞
Proof: Reference: Dettman, Chapter 8, or Churchill.
136
CHAPTER 13. EXAPANSIONS 13.14. FOURIER INTEGRAL THEOREM
Rb
Lemma 2 Riemann’s Lemma. If f (x) is piecewise continuous for a ≤ x ≤ b, a and b finite, then limR→∞ a f (x) sin Rx d
0
Proof: Since the integral can be split up into integrals of a continuous fct, Lemma 2 is true if it si true for
a continuous f (x), which we now assume. If we change the variable from x to t such that Rx = Rt + π, so
π
x=t+ R ,
π
Z b Z b− R π
f (x) sin Rxdx = f t+ sin(Rt + π) dt
a π
a− R R | {z }
− sin Rt
π
Z b− R π
=− f t+ sin Rt dt (13.53)
π
a− R R
Hence, adding these expressions:

π
Z b Z b Z b− R π
2 f (x) sin Rx dx = f (x) sin Rx dx − f x+ sin Rx dx
a a π
a− R R
Z a π
=− f x+ sin Rx dx
π
a− R R
π
Z b− R h π i
− f x+ − f (x) sin Rx dx
a R
Z b
+ f (x) sin Rx dx
π
b− R
Z b Z a

π
2
f (x) sin Rx dx ≤ f x+ sin Rx dx
a π
a− R R
Z b− π h i Z b
R π
+ f x+ − f (x) + f (x) sin Rx dx
a R π
b− R

π π π π
≤ M + b − − a f x +
− f (x) + M
R R R max R

π π

for a ≤ x ≤ bR where |f (x)| ≤ M for a ≤ x ≤ b. M is finite, and f x + R − f (x) → 0 as R → ∞
max
because f (x) is continuous. Hence
Z b

lim 2
f (x) sin Rxdx = 0
R→∞ a
Z b
⇒ lim f (x) sin Rxdx = 0
R→∞ a
R∞
Lemma 3 If f (x) is piecewise smooth in any finite interval and −∞ |f (x)|dx < ∞, then
Z T
sin Rt π
lim f (x + t) dt = [f (x+) + f (x−)] 0<T ≤∞
R→∞ −T t 2
137
13.14. FOURIER INTEGRAL THEOREM CHAPTER 13. EXAPANSIONS
Proof: First consider finite T

Z T
sin Rt π
IT ≡ lim f (x + t) dt − [f (x+) + f (x−)]
R→∞ −T t 2
Z T
sin Rt π
= lim [f (x + t) + f (x − t)] dt − [f (x+) + f (x−)]
R→∞ 0 t 2
But
T
sin t0 0
Z Z RT
sin Rt
lim dt = lim dt
R→∞ 0 t R→∞ t0
Z ∞ 0
sin t
= dt
0 t
π
=
2
as we showed last semester by contour integration.
Hence
Z T
f (x + t) − f (x+) f (x − t) − f (x−)
IT = lim + sin Rt dt
R→∞ 0 t t
=0 from Lemma 2, since the integrand is piecewise
continuous for all finite t ≥ 0

f (x + t) − f (x+) f (x − t) − f (x−)
lim + = fR0 (x) − fL0 (x) (13.54)
t→0 t t
which exists fince f 0 (x) is piecewise continuous. This proves the Lemma for finite T . For T = ∞
But Z ∞ Z ∞
|f (x + t)|dt = |f (t)|dt
−∞ −∞
R R ∞
−T
so given any > 0 can find T large enough so −R + T f (t)dt <
Hence
Z ∞
sin Rt π
lim f (x + t) dt − [f (x+) + f (x−)]
R→∞ −∞ t 2
Z T
sin Rt π
< + lim f (x + t) dt − [f (x+) + f (x−)]
R→∞ −T t 2
| {z }
0, from proof for finite T , Lemma 2
=0, arbitrary, since

Q.E.D. Z ∞
sin Rt π
⇒ lim f (x + t) dt = [f (x+) + f x−]
R→∞ −∞ t 2
Proof of the Fourier Integral Theorem:
Z ∞ Z ∞ Z ∞
1 ikx 1 1 0 −ikx0 0
√ F (k)e dk = √ dk √ f (x )e dx eikx
2π −∞ 2π −∞ 2π −∞
Z ∞ Z ∞
1 0
=√ dk dx0 f (x0 )eik(x−x )
2π −∞ −∞
Z R Z ∞
1 0
= lim √ dk dx0 f (x0 )eik(x−x )
R→∞ 2π −R −∞
138
CHAPTER 13. EXAPANSIONS 13.15. EXAMPLES OF THE FOURIER INTEGRAL THEOREM
0 R∞
But |f (x0 )eik(x−x ) | = |f (x0 )| and −∞ dx0 |f (x0 )| < ∞, so the integral over x0 converges uniformly in k, so
the order of the integration can be exchanged.
Z ∞ Z ∞ Z R
1 ikx 1 0 0 0
√ F (x)e dk = lim dx f (x ) dk eik(x−x )
2π −∞ R→∞ 2π −∞ −R
sin k(x − x0 ) k=R
Z ∞
1 0 0
= lim dx f (x )
R→∞ 2π −∞ (x − x0 ) k=−R
Z ∞ 0)
1 sin R(x − x
= lim dx0 f (x0 )
R→∞ π −∞ x − x0
Z ∞
1 sin Rt
= lim dt f (x + t)
R→∞ π −∞ t
1
= [f (x+) + f (x−)] from Lemma 3. Q.E.D.
2
R ∞ We note for future reference that the Fourier transform F (k) of a piecewise smooth function f (x) statisfying
−∞ |f (x)|dx < ∞ is bounded:
Z ∞
1
F (k) ≡ √ f (x)e−ikx dx
2π −∞
so
Z ∞
1
|F (k)| ≤ √ |f (x)e−ikx |dx
2π −∞
Z ∞
1
=√ |f (x)|dx
2π −∞
=B < ∞
R∞
since −∞ |f (x)|dx <∞
⇒ |F (k)| ≤ B < ∞
13.15 Examples of the Fourier Integral Theorem
x2
f (x) = ce− σ2 , called a gaussian function. (13.55)
1 1 1
=λ σ2 = σ =√
σ2 λ λ
139
13.15. EXAMPLES OF THE FOURIER INTEGRAL THEOREM CHAPTER 13. EXAPANSIONS
Z ∞
1 x2
F (k) = √ ce− σ2 e−ikx dx
2π −∞
Z ∞
c 1
e− σ2 x2 + ikσ 2 x dx

=√
2π −∞
Z ∞ " 2 2 #
ikσ 2 ikσ 2

c − 12 2 2
=√ e σ x + ikσ x + − dx
2π −∞ 2 2
Z ∞ 2
ikσ 2

c 1 1 k2 σ 4
=√ e− σ2 x + dx e− σ2 4
2π −∞ 2
Z ∞ 2

c −k σ2 4
− x dx
=√ e 4 e σ 2 σ
2π −∞ σ
√
| {z }
π
cσ σ2 2
= √ e− 4 k
2
which is a gaussian function of k.
Note that Z ∞ √ √ cσ
f (x)dx = 2πF (0) = 2π √ = 1
−∞ 2
1
if c = √
σ π
.
−x2 −σ 2
1 1 k2
So f (x) = σ
√
π
e σ2 had F (k) = sqrt2π e
4
2 2
∆x ≡σ ∆k ≡ ⇒ ∆x∆k = σ = 2, for all σ (13.56)
σ σ
The narrower f (x), the broader F (k). This is typical of all functions and their Fourier transforms.
x2
As σ → 0, f (x) = σ√1
π
e− σ2 approaches the Dirac delta function, δ(x), which has the properties δ(x) = 0
R∞
if x 6= 0, but −∞ δ(x)dx = 1, and
Z ∞
f (x) = f (x0 )δ(x0 − x)dx0
−∞
if f (x) is continuous at x. The last property follows from

Z ∞ Z x+ Z x+
0 0 0 0 0 0
f (x )δ(x − x)dx = f (x )δ(x − x)dx = f (x) δ(x0 − x)dx0 = f (x)
−∞ x− x−
| {z }
1
The Fourier transform of δ(x − xo ) is

Z ∞
1 1
F (k) = √ δ(x − xo )e−ikx dx = √ e−ikxo
2π −∞ 2π
so the Fourier integral representation is:
Z ∞ Z ∞
1 1
δ(x − xo ) = √ F (k)eikx dk = eck(x−xo ) dk
2π −∞ 2π −∞
140
CHAPTER 13. EXAPANSIONS 13.16. PARSEVAL’S THEOREM FOR FOURIER TRANSFORMS
This important result follows also from putting

Z ∞
1 0
F (k) = √ f (x0 )e−ikx dx0 (13.57)
2π −∞
in
Z ∞
1
f (x) = √ F (k)eikx dk
2π −∞
Z ∞ Z ∞
1 1 0 −ikx0 0
=√ √ f (x )e dx eikx dk
2π −∞ 2π −∞
Z ∞ Z ∞
1 0
=√ dk dx0 f (x0 )eck(x−x )
2π −∞ −∞
Z ∞ Z ∞
0 0 1 ik 0
= dx f (x ) e (x − x )dk , exchanging order of integration
−∞ 2π −∞
Z ∞
= f (x0 )δ(x0 − x)dx
−∞
Z ∞
0 1 0
δ(x − x) = eik(x−x ) dk
2π −∞
Z ∞
1
= cos k(x − x0 )dk
2π 0
Z ∞
0
=12π eik(x −x) dk
−∞
As another example, consider

(
eiko x , −σ ≤ x ≤ σ
f (x) = (13.58)
0, x < −σ, x > σ
Z σ
1
F (k) = eiko eikx dx
2π −σ
Z σ Z σ
1 i(k−ko )x 1
= e dx = cos(k − ko )xdx
2π −σ 2π −σ
r r
1 sin(k − ko )x σ 2 sin(k − ko )σ 2 sin(k − ko )σ
= |−σ = =σ
2π (k − ko ) π (k − ko ) π (k − ko )σ
π
∆x∆k = σ =π
σ
13.16 Parseval’s Theorem for Fourier Transforms

R∞ R∞
Suppose f (x) and g(x) are piecewise smooth for all finite intervals, and −∞ |f (x)|dx and −∞ |g(x)|dx exist, so
f (x) and g(x) have Fourier integral representations with Fourier transforms F (k) and G(k) which are bounded,
so in particular |G(k)| < B for all k.
The Parseval theorem is that:
Z ∞ Z ∞
g ∗ (x)f (x)dx = G∗ (k)F (k)dk (13.59)
−∞ −∞
141
13.17. CONVOLUTION THEOREM FOR FOURIER TRANSFORMS CHAPTER 13. EXAPANSIONS
Proof:
Z ∞ Z ∞
Z ∞
∗ 1 ∗ −ikx
G (k)F (k)dk = dkG (k) √ f (x)e dx
−∞ −∞ 2π −∞
Z ∞ Z ∞
1 ∗ −ikx
=√ dk f (x)G (k)e dx
2π −∞ −∞
But the integral over x converges uniformly in k, since
|f (x)G∗ (k)e−ikx | ≤ |f (x)|B, ≡ M (x)
and Z ∞ Z ∞
M (x)dx = B |f (x)|dx < ∞
−∞ ∞
Hence the order of integration can be changed:
Z ∞ Z ∞ Z ∞
∗ 1 ∗ −ikx
G (k)F (k)dk = √ dxF (x) G (k)e dk (13.60)
−∞ 2π −∞ −∞
Z ∞ Z ∞ ∗
1 ikx
= dxF (x) √ G(k)e dk
2π −∞
Z−∞
∞
= dxf (x)g(x)∗ , Q.E.D.
−∞
For the special case g(x) = f (x),

Z ∞ Z ∞
2
|f (x)| dx = |F (k)|2 dk (13.61)
−∞ −∞
13.17 Convolution Theorem for Fourier Transforms

If H(k) = G(k)F (k), where
Z ∞ Z ∞
1 −ikx 1
G(k) = √ g(x)e dx and F (k) = √ f (x)e−ikx dx,
2π −∞ 2π −∞
then
Z ∞
1
h(x) = √ H(k)eikx dk
2π −∞
Z ∞
1
=√ G(k)F (k)eikx dk
2π −∞
Z ∞ Z ∞
1 1 0 −ikx0 0
=√ dk √ g(x )e dx F (k)eikx
2π −∞ 2π −∞
Z ∞ Z ∞
1 0
= √ dk dx0 g(x0 )eik(x−x ) (k) (13.62)
2π −∞ −∞
The integral over x0 converges uniformly in k, since

Z ∞
dx0 |g(x0 )|
−inf ty
142
CHAPTER 13. EXAPANSIONS
13.18. FOURIER SINE AND COSINE TRANSFORMS AND REPRESENTATIONS
exists, and |F (k)| ≤ B, so the order of integration can be exchanged.
Z ∞ Z ∞
1 0
h(x) = dx0 dkF (k)eik(x−x ) g(x0 )
2π −∞ −∞
Z ∞ Z ∞
1 0 0 1 ik(x−x0 )
=√ dx g(x ) √ F (k)e dk (13.63)
2π −∞ 2π −∞
Z ∞
1
h(x) = √ g(x0 )f (x − x0 )dx0 ; Called the Fourier Convolution of f (x) and g(x)
2π −∞
If we change the variable of integration to x00 = x − x0 , dx00 = −dx0
Z −∞
1
h(x) = √ g(x − x00 )f (x00 )(−dx00 )
2π ∞
Z ∞
1
=√ f (x00 )g(x − x00 )dx00
2π −∞
Z ∞
1
=√ f (x0 )g(x − x0 )dx0 (13.64)
2π −∞
Hence the convolution is symmetric in the two functions f and g. The significance of the convolution h(x)
is that it is the function whose Fourier transform is the product of the transforms of f and g.
F {h(x)} = h̄(k) = ḡ(k)f¯(k)
13.18 Fourier Sine and Cosine Transforms and Representations

Z ∞ Z ∞
1 1
F (k) ≡ √ f (x)e−ikx dx = √ f (x)[cos kx − sin kx]dx
2π −∞ 2π −∞
Hence, if f (−x) = f (x), an even function,
143
Bibliography
(1) A RFKEN , G. B., AND W EBER , H. J. Mathematical methods for physicists, 5 ed. Academic Press, San Diego, 2001.
(2) BAMBERG , P., AND S TERNBERG , S. A course in mathematics for students of physics: 1. Cambridge University Press,
Cambridge, 1991.
(3) BAMBERG , P., AND S TERNBERG , S. A course in mathematics for students of physics: 2. Cambridge University Press,
Cambridge, 1991.
(4) C HOQUET-B RUHAT, Y., D E W ITT-M ORETTE , C., AND D ILLARD -B LEICK , M. Analysis, manifolds and physics. Part
I: basics, revised ed. North-Holland, Amsterdam, 1991.
(5) C HOQUET-B RUHAT, Y., AND D E W ITT-M ORETTE , C. Analysis, manifolds and physics. Part II: 92 applications.
North-Holland, Amsterdam, 1989.
(6) A LLEN , M., AND T ILDESLEY , D. Computer Simulation of Liquids. Oxford University Press, 1987.
144

Dynamics A Set of Notes On Theoretical Physical Chemistry - Jaclyn Steen

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Dynamics A Set of Notes On Theoretical Physical Chemistry - Jaclyn Steen

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Dynamics: A Set of Notes on Theoretical Physical Chemistry

Jaclyn Steen, Kevin Range and Darrin M. York

6 Central Potential and More 61

11.10Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

1.1 Properties of vectors and vector space

3. Scalar multiplication: ax = (ax1 , ax2 , ax3 )

4. Null vector: There exists a unique null vector 0 = (0, 0, 0)

1. Vector addition is commutative and associative:

2. Scalar multiplication is associative and distributive:

1.2 Fundamental operations involving vectors

a × b = x̂(ay bz − az by ) + ŷ(az bx − ax bz ) + ẑ(ax by − ay bx ) (1.2)

dr = x̂dx + ŷdy + ẑdz (1.16)

∇(uv) = (∇u)v + u(∇v) (1.18)

∇ × (rf (r)) = 0 (1.26)

∇(a · b) = (b · ∇)a + (a · ∇)b + b × (∇ × a) + a × (∇ × b) (1.27)

let f (r) = u∇v then

Above gives the first form of Green’s theorem.

where L̂ is a self-adjoint (Hermetian) “Sturm-Lioville” operator of the form:

a × (b × c) = (a · c)b − (a · b)c (1.38)

(a × b) · (c × d) = (a · c)(b · d) − (a · d)(b · c) (1.39)

∇(a · b) = (a · ∇)b + (b · ∇)a + a × (∇ × b) + b × (∇ × a) (1.45)

∇ × (a × b) = a(∇ · b) − b(∇ · a) + (b · ∇)a − (a · ∇)b (1.47)

(a · ∇)n = (1/r)[a − n(a · n)] (1.52)

2.1 Matrices, Vectors and Scalars

2.2 Matrix Operations

|C ={zαA} = Aα means Cij = αAij = Aij · α

A · (B · C) = (AB)C = ABC associative, not always communitive

A ⊗ B 6=B ⊗ A A ⊗ (B ⊗ C) =(A ⊗ B)C

2.3 Transpose of a Matrix

2.4 Unit Matrix

1−1 =1T = 1 A1 =1A = A

Commutator: a linear operation

2.5 Trace of a (Square) Matrix

Note Tr ([A, B]) = 0

2.5.1 Inverse of a (Square) Matrix

Note 1 · 1 = 1, thus 1 = 1−1

(A · B)−1 = B−1 · A−1 prove

2.6 More on Trace

2.7 More on [A, B]

Proof: (A · B)−1 = B−1 A−1

ijk... : Levi-Civita symbol (±1 even/odd permutation of 1, 2, 3 . . ., otherwise 0. (has N ! terms)

2.8.1 Laplacian expansion

det(A) is an antisymmetrized product

Properties: for an N × N matrix A

1. The value of det(A) = 0 if

• any two rows (or columns) are equal

2. The value of det(A) is unchanged if

• two rows (or columns) are swapped, sign changes

det(eA ) = etr(A) (2.5)

det(αA) = αN det(A) (2.6)

5. If A is diagonalized, det(A) = Πi Aii (also, det(1) = 1)

7. det(A∗ ) = (detA)∗ = det(A+ )

2.8.2 Applications of Determinants

2.9 Generalized Green’s Theorem

∇v · p∇u + v∇ · [p∇]u − ∇u · p∇v − u∇ · [p∇]v

X ∂Fi ∂Fi ∂Fi

2.10 Orthogonal Matrices

AT = A−1 , therefore AT · A = 1 = 1T = (AT · A)T

Application: Rotation matrices

Also Euler angles (we will use later. . .)

2.11 Symmetric/Antisymmetric Matrices

2.12 Similarity Transformation

2.13 Hermitian (self-adjoint) Matrices

ijk... : Levi-Civita symbol (±1 even/odd permutation of 1, 2, 3 . . ., otherwise 0. (has N ! terms)

FC = SC, Hef f C = SC

y (j) (x, ) = y (j) (x) + η (j) (x) (3.6)