Appendix A Mathematical Background A.1, DETERMINANTS A determinant is a square array of numbers or symbols, called elements, with a rule for finding the value of the array. Determinants are denoted in several ways, for example, det(a) = Jay,1 ay An [RR aay Oh Oy oe cH the element a,, being in the ith row and jth col- umn. The determinant obtained by deleting the ith tow and jth column is the minor, M,, of the element a,,. The quantity, (~1)'*M,,, is the cofac- tor of ayy, Ay. One rule for finding the value of det(a) can be stated thus (Pipes and Harvill, 1978, pp. 85-6): Loayhy = Eaiydy = dea) 7 i Laydry 70 i#k (A2) Laydy 0 jek 7 This equation states that the value of det(a) can be found by summing the products of each element of any row (or any column) and its cofactor. However, if we sum products of any row (or any column) by the cofactors of a different row (column), the sum is 2er0. We itlustrate Equation (A.2) by finding the value of the determinant BS Using the first row, the value is (2x 5-4 x 3) = = 2; using the first column, we have (2 x 5 ~ 3 X 4) = ~2. Determinants are usually evaluated using the first row or colurnn, but the rule is better illustrated by expanding the following determinant using the second column: 4027 3-8 al =(-1)'"7()|3 HI 9 6 5 sepals J +003 | = -2(-57) - 8( 43) - 6(11) =392,, ‘The same result is obtained regardless of which row or column is used. If we expand the preceding determinant using the third row and cofactors of the first row, we obtain (-ya|-$ +c-orol3 4 “oof ‘This illustrates the second result in Equation (A.2). The solution of a set of simultaneous linear equa- tions can be expressed in terms of determinants using Cramér's rule (Pipes and Harvill, 1970, p. 101). Given a set of m equations in the n unknowns Me Xan Kae Ay + OyXz tot Hyg ky = hy Ay Xy + G32Xp + > +a Xq = hy (A3a) Og ky + qgXy ttt Hyg ky hy the solution is x; = det(a,)/det(a) {A.3b)728 where det(a) is the determinant of the coefficients d,, and det(a,) is det(a) with the /th column re- placed by the column (kj, ka,...Kq). AS an exam- ple, we solve the equations 4x, + 2x, + Try = 4 3x, — 8x; + 8x, = -15 9x, + 6x, + Sxy = 11 The value of det(a) is found to be 392. Then, -4 2-7 “15 -8 8 ul o6 5 -8 8 27 sis? J]+n 65 = 664 so that x, = 664/392 = 1.69. The values of x, and x, are found by substituting the k column for the second and third columns of det(a), A.2. MATRICES ‘A matrix is a rectangular array of numbers or sym- bols (clements) plus rules for their manipulation. Matrices are represented in several ways; for exam- ple, a matrix of order (m x n) may be written mM Ae An oata tf"? | (Aaa) Om Om ne Matrices of the same order (m x m) can be added (or subtracted) by adding (subtracting) correspond- jing elements; thus, if «,@,@ are matrices of the same order, then @= of + @ bas elements ¢,, = a,, + b,. To form the product @, the orders of and @ must be (m X p) and (p X n), the product being of order (m x n), The elements c,, are given by the formula wn Denby (Adv) that is, cj, is the sum of the products, element by ‘element, of the ith row of f and the jth column of @. In general, f@ + Bot. To illustrate, 6 2 -8 E oy a 5-3 9 4 2-7 3] 35 (2x3) Gx4) Ana al Qx4) ‘Mathematical background ‘The element c3 is, for example, 2 x (—8) + (—4) oe The transpose of a matrix, of, is the matrix of with rows and columns interchanged. A matrix of order (n X 1) is a column matrix, for example, the k column in Equation (A.3a). A matrix of order (1 X 1) is a row matrix. A null matrix @ has zeros for all elements; thus, if of = @, then of - @=@ apd each element of 2f equals the corresponding element of ‘An (nX m) matrix is a square matrix and has a determinant, det(a), whose elements are those of the matrix; elements a, form the principal diagonal of the matrix. A square matrix in which all elements off the principal diagonal are zero but at least one of the diagonal elements is not zero is a diagonal matrix, The identity (unit) matrix is a diagonal matrix with elements a, = 1. A symmetric matrix is a square matrix with a), = a); if aj, = —ay, the matrix is skew symmetric. If each element of a square matrix is replaced by its cofactor in det(a) of the matrix and the result transposed, we get the adjoint of sf, adjst. The reciprocal of sf is wm (1/det(a)}adjat — (A5a) provided that det(a) + 0}; this follows from Equa- tion (A.2) because on using Equation (A.4b) to find the elements of the product fsf-?, all off-diagonal terms are zero whereas all diagonal terms equal det(a). ‘The equivalent of division by a square matrix is multiplication by of. If sf is not square, we make it square by forming the product #'w, which is always square. Thus, the solutions of the matrix equations A=W and F= BR, where wf and @ are, respectively, square and nonsquare are Hat 'M &= (aa) "ae (ASD) Matrices can be used to solve equations. Equation (A3a) in matrix form is Hine (Asa) where of is a square matrix of the coefficients, 4° is a column matrix of the unknowns x,, and 2” is a column matrix of the &;’s. The solution is =f" (A.6b) Equating the (7 X 1) column matrix om the left with the product, which is also a(n X 1) column matrix, wwe get the m values of x,.Vector analysis @ ( 729 ) Figure A.1. Various operations on vectors. (2) Two vectors to be added or subtracted. (8) Addition and subtraction of vectors in (a). (c) Summing several vectors. (d) Resolving A into components parallel to and perpendicular to B. (e) Resolving A into components parallel to and perpendicular toa plane. (1) Resolving A into rectangular components (g)lilustrating the products A B and AX B. A.3, VECTOR ANALYSIS A3.1. Basic Theory All measurable quantities can be divided into wo classes: () scalars, which have magnitude only, hence can be completely specified by a single number, for example, temperature and density, and (ji) vectors, which have both magnitude and direction so that they are specified by giving a number (magnitude) and a direction, for example, force and velocity. Vectors will be denoted by boldface letters. ‘A vector can be represented by an arrow whose length is proportional to the magnitude and whose direction is that of the vector. To add two vectors, A and B (Fig. A.1a), we move one of them as in Figure A.lb, and the sum is the vector from the initial to the final point, The vector ~B is B reversed in direction, so we subtract B from A by adding ~ B to A (Fig. A.1b), Several vectors can be added together as in Figure A.le. Calculations involving vectors are often facili- tated by resolving them into components. Any vector can be regarded as the sum of several arbitrary730 vectors; for example, in Figure A.lc the sum (A + B+ C+D) can be a given vector with arbitrary components A, B, C, and D. Sometimes we resolve a ‘vector into components parallel to and perpendicular to another vector (Fig. Ald) or to a plane (Fig. A.le). More often we use components parallel to the axes of a coordinate system; for example, in Figure Alf we take vectors of unit length, i, j, and k, along the x, y, and z axes, and the components of A are the scalar quantities a,, a,, a,. Then Amal +a,j+a,k (a2) Also, from Figure A.lf, we get a,/A = 0056, =o 2,/A = cos = m a,/A = cos, =n where 6,, 6,, and 6, are the angles between A and the three axes, (¢, m,n) are the direction cosines of A, and A is the magnitude of A. Because A? = g? + a} + a3, on dividing by A, we have O+menral (A8) ‘We can add and subtract vectors by adding and subtracting components: if Aw 2+ 3) - ak B= 4i-j- 5k C= 24-3) 43k then A-B4+C=(2-44214+ (341-3) +(-44543)k mt 3.2. Vector Products Products involving vectors are of three basic types. A vector can be multiplied by a scalar to give a new vector changed only in magnitude; this property is used to write a vector A in the form Aa, where A= (Al= magnitude of A and 9, is a unit vector parallel to A. The other two basic products involve two vectors and are written A+B and Ax B. The first, called the dot product or scalar product, is equal fo the scalar quantity (ABcos 6) where 0 is the acute angle between A and B (Fig. A.1g); it is also equal to the magnitude of one of the vectors times the component of the other parallel to the first. The second product, A x B, called the crass product or vector product, is defined as the vector (AB sin®)n, where n is a unit vector perpendicular to the plane containing A and B and in the direction of advance ‘Mathematical background of a right-handed screw rotated from A to B (Fig. Ag). The definition of the dot product shows that A+B=B-A, also [ebejepekeked isjejrkek-i=0 A+B=(a,i+a,J + a,k) © (bi +8) + bk) ™ (4b, + ayby + anh) (a9) Athen alt al+a? (A110) From the definition, we see that A X B= —B x A, also (for a right-handed set of orthogonal coordi- nate axes) Ixjek jxkel ixie|xpekxk=0 AX Ba (a,i + .a,§ + a,k) x (bi +B} + 5k) b+ (a,b, ~ 2,5,)1 +( a,b, — a,b )k (A.1la) ijk dy a, & b&b kxiej = (eh - (Ab) Figure A.1g shows that JA x By = }(area of parallelogram MNPQ) ‘This means that a plane area can be considered as a vector with direction along the normal to the plane. ‘Therefore we can resolve areas into components; it particular, an infinitesimal area ds can be written ds = (dydz)l + (dzdx)j + (dedy)k (A.12) Vector products may involve more than two vec- tors. Because (BC) is a scalar, it can only enter into a triple product in the form (B+ C)A. On the other hand, (B x C) is a vector, so we cam have the products A+ (BX C) and AX (BX C). From Equations (A.9) and (A.11b) we find that A+(BX C) =B+(CX A) = C+(A XB) (A.13a) = -A+(Cx B) = -B+(Ax C) = -C+(BX A) {A.13b) a, a 4, “la 5 4 (A.13¢) cy SeVector analysis Thus, interchanging dot and cross does not change the value, but changing the cyclic order changes the sign. The triple product A Xx (BX C) can be ex- panded twice using Equation (A.11b), the result be- ing Ax (BX C) = (A+ O)B-(A+B)C (A.14) Although any number of vectors can be multiplied together, products of more than three are rare, A3.3. The Vector Operator 7 If 9(x, y, 2) is the value of a scalar function at P(x, y, 2), then the value at a nearby point Q(x + dx, y + dy, 2 + dz) is @ + d¢ where de = (89/dx) dx + (86/dy) dy + (36/82) de (Aas) Writing dr for the vector displacement from P to Q, we have dem dxit dy) +dek and Equation (A.15) can be written as do=(ve)+dr (A.16) where Vo = (36/dx)i + (34/8y)j + (06/0z)k (A.17a) = gradient of 6(x, y,2) (A.17) = grade (A.%) Dividing both sides of Equations (A.15) and (A.16) by dr gives $/dr = (9) + {(dx/dr)l + (dy/dr)} +(dz/dr)k} (A.182) = (V6) +(4i + mj + nk) (A.18b) = (v6) +h (A.18c) 1, being a unit vector along PQ with direction cosines (¢,m,n). Because (V¢) +r is the derivative of (x, yz) at P as we go in the direction ry, it is called the directional derivative. The vector V@ is fixed at a given point but (76) +r, varies as the direction r, is varied. When F, is parallel to ¥@, the product will have its maximum value because ff,| = 1 and cos @ is a maximum for = 0. Therefore V¢ is a vector in the direction of, and equal to, the maximum rate of increase of (x, 52). 71 The expression ((8/8x)i + (8/4y)j + (d/A2)k) is known as a vector operator; itis represented by the symbol Y (pronounced del). When we apply it to a scalar function $(x, y, 2), we get Vo or grad. It can also be applied to a vector function of position, A(x, y, 2), by taking either the dot or the cross product, In the first case we get Vv A= {(8/dx)i + (8/dy)j + (8/dz)k} (AN + AD + AX) = (94,/0x) + (04,/ay) + (24,82) (A198) = divergence of A(x, y. 2) (A.19) = divA(x, y, 2) (A.19¢) In the second case, Equation (A.11b) gives i i vxAn|d/ax 0/dy a/az| (A202) A AOA = (94,/dy - 3A,/8z)i +(8A,/8z ~ 84,/8x)} +(84,/8x ~ 84,/Ay)k (A206) = curlA, (A.200) ‘The operator ¥ involves differentiation, and when it is applied to the product $A, ¢ being a scalar function, we get two terms involving differentiation of @ and A separately. Therefore, V(PA) = VE SA+ EVA (A21) VX ($A) = VOX A+ 07 XA (A.22) Treating V as a true vector, we would have vevny = 07 /Ax? + aay? + a2 a2? = Laplacian (A23) Vx Ve=0 v-(7 XA) =O (A.24) Vv xX(V XA) = 0(0 +A) - WA (A.25) Equations (A.21) to (A.25) can be verified by substi- tuting the definition of y. [Note that Equation (A.25) is valid only in rectangular cartesian coordi- nates.) A.3.4, Vector Theorems The divergence of a vector has a geometrical inter- pretation that is often very useful. Let A(x, y, 2) be732 Play sia Play wo Figure A.2. Vector theorems. (a) Significance of div (b) Derivation of Gauss theorem. a vector equal to the velocity times density of a fluid. Referring to Figure A.2a, the quantity of fluid enter. ing the element of volume (dx dy dz) along the x axis per unit time is (A, dy dz) whereas that leaving the opponite face per unit time is (A, +(04,/Ax)dx} dydz, Subtracting, the net outward flow is (04,/8x) dxdyde. Adding terms for the outward flow along the y and axes and dividing by the volume dx dydr, we find that the net loss per unit volume per unit time is vtAm diva = (84,/ax) + ( 84,/ay) + (84,/32) = -(ap/at) (26) where p is the density of the fluid. The following theorems involve line, surface, and volume integrals. These are discussed in any ad- vanced calculus text, for example, Wiley (1966, pp. 559-67), and 30 we shall give here only a very terse description. A line integral is written in various ways: (2A + dl, Ard), foAdl, $A+dl, C denoting a specific curve and $ a closed curve; the line integral is the limit of the sum along the curve of products of the element of the curve d} and the component of A at dV and parallel to it. A surface integral, usually ‘Mathematical background written A+ ds, [fA+ds, fo, ds, or {fdq ds, is the limit of the sum over the surface S of products of elements of the surface ds and the components of A normal to the surface, 4,; if the surface is closed, A, is positive when it is in the direction of the outward: drawn normal. A volume integral, fy$(x, y, 2) dd, JSJ@(x, y, 2) dedydr, and so on, is the limit of the sum of products of elements of volume dv and the values of a scalar function $(x, y, z) at the centers of do. Gauss's theorem, also known as the divergence theorem, states that he A) dv fA ds (A27) where the surface $ encloses the volume V. To prove the theorem, we evaluate the first term of the volume integral, (94,/8x) dx dy dz, along a strip parallel to the x axis with cross section dydz and extending from P,(x,, yz) to P,(x2, y, 2) (Fig. A.2b). Be- cause y and z are fixed along the strip, the result is J aA, ox as) arate * (AgCa. 2) = AC ys 2)} ade mA, dle, +g ln, because dy dz equals ds, (Eq. (A.12)] at P,(x2, y, z) and —ds, at Pi(x, ys 2) (note that the outward- drawn normal is along the negative x axis here). Letting y and = vary, the right-hand side becomes the integral f,4, ds, over the surface S. Adding the integrals along the y and z axes, we obtain Equation (A27). Gauss’s theorem has an important corollary known as Green's theorem. We let A in Equation {A27) be the vector w Tw, w and w being scalar functions of position, u(x, y, 2), and w(x, y, 2). Re- placing A in Equation (A.21) with vu and 9 with w, we see that Vv +(wyu) = wt + (ow) (7H) ‘Equation (A.27) now becomes S000 + (ow) (9)) dom [v7 ds Interchanging u and w and subtracting the two results gives Green's theorem: Lorre — yw) do = forve ~uyw) sds (A.28)Curvilinear coordinates @ 733 wo © Figure A3. Derivation of Stokes’s theorem. (a) Evaluating a line integral around a rectangle. (b) Evaluating a line integral around an arbitrary closed planar curve C. () Resolving a surface integral over a plane triangle into components, Stokes’s theorem relates the line integral of a vector A along a closed curve C to the surface integral of curl A over any open surface that termi- nates on C. We establish the theorem first for the infinitesimal plane area dx dy in Figure A3a, We take A, and A, as the values of the components at ‘M(x, y). Then the line integral around the rectangle is the sum of the line integrals along the sides MN, NP, PQ, and QM. Thus, [Avdl= Ayde+ (A, + (94,/8x) dx} dy = (Ax + (84,78) dy) de - A, dy = (4,/ax - 84,/Ay) dedy = (= component of y x A)(ds,) (A.29a) Next we generalize Equation (A.29a) for a plane surface of arbitrary shape (Fig. A.3b). We approxi- mate the area inside C by a large rectangle, then add smaller and smaller rectangles until, in the limit, their sum equals the area inside C, The line integral around the perimeters of the first two rectangles in Figure A.3b is along PQRFGHESP (because EF is traversed twice in opposite directions), and in the limit the path of the line integral will be the curve C and Equation (A.29a) will become fara= foo x A), ds, (A.29b) Because Equation (A.296) holds for a plane figure of any shape, it holds for a plane triangle. Any 3-D surface of arbitrary shape can be approximated as closely as desired by an infinite number of plane triangles. In Figure A.3c, APQR of area ds can be resolved into components (Eq. (A.12)] AQRO, ARPO, and APQO with areas ds,, ds,, and ds,. The righthand side of Equation (A.29) then becomes three surface integrals over these triangles with integrands (VX A), ds, (7 X A), ds, and (9 X A), ds,. When we sum the contributions for all of the triangles making up S, the line integrals along interior paths cancel’ in pairs leaving only the line {integral along C; the surface integrals over the trian- gles can be replaced by integrals over the component triangles perpendicular to the axes, which are then summed at each point and reconstituted into (¥ X A) + ds for each element of area ds. The result is Stokes's theorem: fara=fov XA)eds (A.29c) ‘The positive direction of traversing curve C is the ‘one in which the area is on the left. If we integrate Equation (A.16) along any curve C joining P, and P, we get do=h- tm [veal (A.30) Obviously this result is independent of the path followed. If C is closed, @, = 4, and the integral vanishes. On the other hand, if cur! A vanishes at all points, the left-hand side of Equation (A.29c) van- ishes; therefore A must be the gradient of a scalar, Thus, if curl A = 0 everywhere, Anve (A31) In this case A is said to be irrotational, or the field of Ais conservative, AA, CURVILINEAR COORDINATES Often we require the functions div, grad, curl, and the Laplacian in cylindrical, spherical, or other coor dinates. The first two systems, illustrated in Figure Ada, b are related to rectangular cartesian coordi-734 ‘Mathematical background {roma + Ei(hahyAn) de) ery <3 \ yh ds hyde = (hah AD dears © Figure A.4. Cunilinear coordinates. (a) Cylindrical coordinates. (b) Spherical coord. nates. (c) divA in curvilinear coordinates. nates as follows: Cylindrical Spherical x= poop x= rsin@cos#) (a.32) yopsing = - y= rsin@sing ger zm rcos8 In cylindrical coordinates we can draw unit vectors igoigei, in the directions of increasing ,4, 2, re- spectively; for spherical coordinates the unit vectors are fy, igsly. In both cases, the three unit vectors are orthogonal. If we write x,,x2,x for a set of orthogonal curvilinear coordinates in general, the coordinate sur- faces x, constant are curved; for example, in spheri- cal coordinates, r constant is a spherical surface, @ constant is a cone, and ¢ constant is a plane. When the coordinate x, increases by dx,, a point moves distance hyd, where h, is a function of all the x,’s in general. In cylindrical coordinates, h, = 1= A, and hy = 1; in spherical coordinates, h, = 1, hy = 1, and y= rsin6 [because as 6 changes, r and 0 being fixed, a point moves on a circle of radius rsin®, hence a change d moves the point a dis- tance (r sin 9) dé). The gradient in curvilinear coordinates is ob- tained by replacing ax, 3y, 9z in Equation (A.17) bby fy Oxy, hy 9Xz, hy Oxy; the result is y= (4/hy Axy)h, + (BY/ha x)a +(8¥/hy ax)ly (A33) To find divA, we use the same concept that used to get Equation (A.26). Referring to Fi ure Ade, the inward flow along the x, axis is Ay(tg dy hy dx) = (hghyAy) de drs. Subtract- ing this from the outward flow [(hjhy4) + {8/8x(hgh3A,)} dx] dy dey, adding terms for the x, and x, axes, then dividing by the volume COntghy dry di dry) gives y+ Am (1/hghahy) X{ 8/8x(hahyAy) + 9/82, h3h Aa) +4/dx;(IyhyA,)} (A.34)Taylor's series; Maclaurin’s series To get the Laplacian, we find v7 = 7 + v7. Ap- plying Equation (A.34) to Equation (A.33), we get the result VN = (1/hyhahs)[/Ax ((hahs/hi) 84/8m) +8/8x2{(hyh/ha) 34/822} +9/8x,{(hyha/hy) 89/8x)}] (4.35) ‘We get the expression for curl in the same way that we derived Equation (A.29a). Because the di- mensions of face MNPQ in Figure A.4c are in- finitesimal, we start with the components A, and 4, at M, then apply Equation (A.29a) for a plane area. ‘This gives (9X A)alta deg hy dy Aah, dey + (Aghy + 9/8%,( Aghg) dea) xy ~ (Asha + 9/823( Azha) dry} dea ~ Ayhy dry = ( 0/88( Aghy) ~ 4/8xy(Azhz)) dey dy (9 % Adi = (1/hahs){ 8/822 Ash) ~a/8xs( Arh2)) ‘When the other two components are found in the same way, the result can be written: Fgh Agi, gly VX A= (1/hyhzhy)| 4/9x, 8/9x, 9/8x3 yA, IgA, yy (A.36) Equations (A.33) to (A.36) can be used to obtain grad, div, curl, and the Laplacian in cylindrical and spherical coordinates by inserting the appropriate values of Aj; for example, the Laplacian in spherical coordinates is, from Equation (A.35), 735 Curl A in spherical coordinates is given by Equation (A.36): v XA=(1/rsin8){ 9/90(sind.4,) — 94,/36}1, +(1/r sind) { 34,/3g —sin8 3(r4,) /ar Jig +(1/r){ 8(7Ag) /ar ~ 84,/98 Fi, (438) A.5. TAYLOR'S SERIES; MACLAURIN’S SERIES Taylor's series is discussed in most advanced calcu- lus texts, for example, Wiley (1966). One form of the series is 8 Meh) 10) 40) + 5°) ie con) 1(x) + RCE) (A39) where ("(x), f"(2),.-5 f°") are derivatives of order 1,2,...,(m — 1), respectively, {= kh, O |O|. (Pipes and Harvill, 1970, p. 843). ‘We are interested mainly in using Equation (A.42) to find approximate values, so we divide through by a” and then set x = b/a so that |x| < 1. Discarding the factor o*, the series becomes (L4x)taleart mods Ee (aa) Note that the series converges (has a finite sum) for all values of n (Pipes and Harvill, 1970, p. 843), ‘The series for n = ~1, — 2 are especially useful: (A440) (aad) (Fx) elaxe ttt (LF x) 721g 2x txt a + 7. COMPLEX NUMBERS Because we cannot calculate the square root of a negative number, a quantity such as y —7 is said to bbe imaginary. Writing j = (—1) (i is also used), imaginary numbers can be written jy (or y/), y being real; thus, y—7=/j7. The sum of @ real umber and an imaginary number is a complex umber, for example, 3 - 8. The conjugate complex of r= (x4 jy) is = (x —H). A complex quantity /() can be represented geo- metrically in the complex plane; this is merely the xy plane with the real part, Re(/(z)}, of a complex quantity plotted on the x axis, the imaginary part, Im{f(z)}, om the y axis (Fig. A.5). Plotted thus, ‘Mathematical background wginary Axis Figure A.S. Plotting complex quantities in the complex plane. complex numbers are similar to 2-D vectors, real and imaginary parts corresponding to components. Com- plex numbers are added (or subtracted) by adding (subtracting) separately the real and imaginary parts; thus, (4-1)) + (6 + 4/) - (18 - 124) = (-8 + 9) ‘Multiplication of complex numbers follows the usual rules of algebra, keeping in mind that j? = -1, P= -j, j= +1, and so on; thus, (8 - 9/)(-4 - 6j) = -32 + 36/ - 48) + S4j? = 86-12) Multiplication by / rotates z and its real and imagi- nary components through 90° counterclockwise AS). Multiplication of z by 7 gives (x? + y?) square root of this quantity is the magnitude of 2, {zh thus [2] is the length of the line representing z in Figure A.S. Division is done by multiplying the numerator and denominator by the conjugate complex of the denominator (called rationalization of the denomina- tor), then dividing; for example, _ = I)-9- 9) (-9 + 5/)(-9 - 5/) (13414) -(73+17/) Orr s in 4106 (7-2) (945) ‘A complex quantity is zero only when its real and imaginary parts are zero. It follows that two complex quantities are equal only when their real parts are equal and their imaginary parts are also equal.Method of least squares ‘The base of the system of natural logarithms, e, defined by the infinite series, valid for all values of x, Pe z+ a (A.45a) Setting x = 0, we get a series from which the value of e can be calculated. Replacing x with jx, we get the following series: emt ie - (2/2) - (8A!) to (A45b) = jx — (22/2!) + j( 2/3!) + (AaSc) ee Comparing these series with Equations (A.41), we find that cos x = Hem +e) sin x= (1/2))(e- ey ae (cosx + jsinx) = e* (cos x —jsin x) = e* } (A.46b) Replacing x by nx, we get De Moiure's theorem: (cos nx + jsin nx) = e#/"* = (cos.x + jsin x)” (A460) When z = x + jy, we define @ by the relation (Fig, AS) Om tan y/x) = tan [Joe 2} /8e(2)] {A. ATa) where 8 is the phase of z, Also, 2 = [2((cos@ + jsin®) = ze (A.47b) using Equation (A.46); this is known as the polar form of z. Changing the sign of jsin@ and using Equation (A.46b) again, we obtain Emel" (AAT) ‘The polar form of z is convenient for multiplication, division, and finding powers and roots; for example, if 2, = |qle® and z= [z:e", then 22,7 Leyllzgle 4 n/n = (lad el afm ype MA mje = 0,1,2,3 737 (in finding the fourth root of 2, insertion of 2rm gives four distinct roots; these repeat when > 3.) A.8, METHOD OF LEAST SQUARES ‘Assume that we measure a quantity y for various values of x and end up with a set of values (,. x,);, often we wish to express y as a function of x in the form yay + yx + ayx2 + ++ tax” (AAB) In principle, we could solve for the (m +1) un- knowns a, if we had (m + 1) sets of values (y,, x)), but usually we have n sets, n> (m +1), so the constants a, are “‘overdetermined.” In this case we Took for the “best-fit” solution; the usual criterion for best fit is that the sums of the squares of the “errors” be a minimum, an error being the difference between a measured value of y, and the value calcu- fated from Equation (A.48) for the corresponding value x, and the best-fit values of a. Squares of the errors are used to avoid cancellation of positive and negative errors. “The sum of the errors squared is E=~Ye 7 =D (aot aa + aaa? + bagat))? 7 (A.49) To get the minimum of E, we vary the (m + 1) a,'3; hence for each a,, QE/da,=0= Lh = (4g + ax, + 3x7 Hoots tay xf") (- 227) so that aL + abe + abs? ¢ to tag Expt = Dyixt (A.50) 7 7 +,m (note that for r= 0,2,x9 = = ,y1). This set of (m + 1) equations ccan be solved for the (m + 1) ,'s. For a more detailed discussion, including the matrix solution of Equation (A.50), see Sheriff and Geldart (1983, §10.1.5).738 A.9. FOURIER SERIES AND TRANSFORMS A.9.1. Fourier Series A periodic function (1), which repeats itself exactly after cach interval T, can (with few exceptions) be represented by a Fourier series of the form B(1) = ag + a, cos ut + 13 005 2uyt Hes Hay cos muy + -++ +b, simagt + by sin2uyt + --- +5, sinmagt + --- (Asia) where wy = 2mv = 29/T is the fundamental angu- lar frequency and + is the independent variable (often time or distance). The frequency muy is the nth harmonic of the fundamental uy, and so expressing a function as a Fourier series is called harmonic analy- sis (the same name is applied to transforming a fanction into its Fourier transform; see §A.9.2). ‘The integral over the interval T of the product of any two cosines, two sines, or sine and cosine in Equation (A.S1a) is zero except for the integrals of cos? nuyt and sin? mpt, and these both equal 7/2. ‘Thus, to find the values of a, and 6 we multiply both sides of Equation (A.S1a) by cos nuyt to get aq, then by sin nuipf to get b,. Integration over the interval 7 results in 4, = (2/T) J? ¢(1)c0s nay dt a (ASib) Bm O/T) 7 gC sin mage In practice Fourier series are used to analyze a set ef observations, such as gravity readings along a profile; the integrals become sums, the length of the profile is T (note that this means that we are assum- ing that the readings will be repeated exactly if the profile is extended), and the relative values of a,, b, {more accurately, (a3 + 62)'/7) are interpreted as mugnitudes of the nth harmonic, Fourier series can be developed for more than ‘one dimension. The 2-D form is (sy) = LE (ty 608 ma 008 no, y ° +g 208 mus, x sin nes, y + 6qn Si ey, COS Hey, + dy Sin miua,xsin ney) (A.S2a) ‘Mathematical background where the coefficients are given by equations such as Ymn = (4/TT,) 1” [TA x , y)eos mux sin ne, y dd LO LE 36 »” ydxdy (As26) Equation (A.52a) defines a Fourier surface that can be fitted to a two-dimensional set of data, for example, gravity readings over an area, by finding the four sets of coefficients using double sums equiv- alent to the integral in Equation (A.52b). A9.2. Fourier Integral; Fourier Transforms Equation (A.46a) can be used to write Equations (A.51) as 8) = Erayernt a= O/T) 7 her ae neOt1,t2,..,¢ 00 (A53) ‘Combining the two relations gives - Fe invgt (772 —fneot 8) = Lt yete fa iyertee at If we let T approach infinity, (+) repeats itself at longer and longer intervals; in the limit when T = 00, g(t) does not repeat, hence is aperiodic. The preced- ing expression then becomes the Fourier integral: a(t) = (prey fetal f° sem a} de (A.54) (see Wiley, 1966, §6.7, for more details). If we evalu- ate the integral within the braces, we get a function of w; then the integral with respect to w gives us (6) again (except for the factor 1/2"). ‘The Fourier integral is easier to apply if we break Equation (A.54) down into two operations: G(o) = £. alte" dt = Fourier transform of g(t) 8(0) = (1/28) f* G(w)eM do = inverse Fourier transform of G(w) (A.55b) (A.550) When + is time, application of Equation (A.55a)Fourier series and transforms transforms g(#) from the time domain into the fre- quency domain whereas Equation (A.55b) does the reverse. (The terms time domain and frequency do- main are often used even when f and are not time and frequency.) The distinction between transform and inverse transform is arbitrary and is due to our greater familiarity with the time domain, ‘The Fourier transform has several advantages in data processing, Equations (A.55) show that g(t) can be transformed into the frequency domain, then back to the time domain unchanged, that is, theoreti- cally there is no error involved [in practice the inte- grals must be calculated numerically and so errors (loss of information) exist, but these can be made as small as we wish], A major advantage is that we can do part of the processing in one domain and part in the other, taking advantage of the fact that some processes can be executed more economically in one domain than in the other. The functions g(t) and G(w) [G(») is sometimes used, w being replaced by 2mv in the exponentials in Eqs. (A.55), du/2m becoming dv] are referred to as, ‘a transform pair. The relation between them can be expressed as g(t) + G(w). In general, G(w) is com- plex and can be written in the form (Eq. (A.47b)] G(w) = A(w) eA (A586) (ws) is the frequency spectrum and $(w) is the phase spectrum of g(1). Like the Fourier series, Fourier transforms can be used with functions of several dimensions. In two dimensions, we have (mys) [OJ sl net aety, (Ast) a(x. 9) = (1/2n)? x £ fu ety) elt) de, de, (AST) where x, = 2/A, and x, = 2x/X, (compare with w= 2n/T). Calculation of Fourier transforms of continuous functions is often quite difficult; however, in practice we use digital functions mainly (§A.9.3) and their transforms are easy to calculate. Calculation of both types is greatly facilitated by using several theorems regarding Fourier transforms; we list the most im- portant of these in Equations (A.58) to (A.62) and give brief explanations of their applications. Other theorems plus proofs can be found in Sheriff and Geldart (1983, pp. 164-6). 739 Shift theorems: gtk) ee *G(w) — (A.58a) eMig(t) + G(w +k) (A.58b) ‘Scaling theorem: a(kt) (AK) G(ws/k) — (A.59) Symmetry theorem: G(t) + 2ag(—-w) (4.60) Derivative theorems: rat) (jo)"G(w) (A61a) (-i9"38() ete) (A6ib) Integral theorem: Ji 860 dee (fino) (A) When we add a constant to the independent variable, functions of the variable are shifted along, the horizontal axis; for example, the curve y= (x — 3)? is the curve y = x? shifted three units to the right; y = (x + 3)? is y = x? moved to the left three units. Equation (A.58a) states that shifting g(#) k units to the right multiplies the transform by exp(—jwk); shifting G() k units to the left multi- plies g(¢) by exp(—ykt). Also, if we know G(w), we ‘can write down the transform of e~/g(1) by inspec tion. Equation (A.59) permits us to replace ¢ with, for example, ~7(/8, without having to recalculate the transform. Equation (A.60) is useful in obtaining new transforms; if we know a transform pair, g(t) and G(w), We get a new transform pair by replacing, @ in G(w) with ¢ and ¢ in g(¢) with -o, ‘The derivative theorems are probably the most important theorems, Equation (A.61a) enables us to replace transforms of derivatives of g(1) with (jw)" times the transform of g(t); this is very useful in finding new transforms and in replacing differential ‘equations with algebraic equations (§A.13). Equation {A61b) is useful in getting transforms of 1"g(1). Equation (A.62), although used infrequently, is nev- ertheless important; note that for causal functions (GA.9.3), the lower limit of the integral is zero.740 A9.3. Digital Functions; z Transforms A continuous function (1) has a definite value for all values of ¢ (disregarding discontinuities, infinite and multiple values), whereas a digital function, which we write as g,, bas values only at discrete values of 1; for example, a seismic trace (§4.1.3) may be sampled at intervals A = 0,002 s so that g, is known only at the discrete times 0,000, 0.002, S, OF we might measure gravity values intervals of 100 m so that g, is known only at points 100 m apart. (Whenever convenient, wwe take A = 1, that is, we take it as the unit so that tm nor x= n instead of nd.) The unit impulse ot Dirac delta, 8(1) or 8,, is by definition zero for all values of ¢ except r= 0 where 8(1) (or 8) equals +1 (for a more rigorous defini- tion, see Papoulis, 1962, Appendix 1). The product 8(0) B(1) = g(0), the value of g(r) at ¢=0. The shifted impulse 8(¢— n) or &_, is zero except at t= 1, A comb is an infinite series of unit impulses spaced at intervals 4; thus, comb(s) = 5 a(t ~n) n=0,¢1,42,43,...,4 0 Multiplying g(¢) by comb(t) gives g,: a> Ea(ace-n) + B99 Boa» 8-1» Bor Bry Ba» Bas Normally the digital functions that we encounter are causal, that is, they are zero for negative values of ¢; in this case the first term is g If we substitute 8(1) for g(t) in Equations (A.55a) and (A.58a), we find that 8(1) oe gm +1 B(t—n) oe eam Accordingly, the transform of g, is BO Bot Bee + ge PM + oo 4 germ (A64) where =e“. The righthand side of Equation (A.64) is G(z), the z transform of g,. Obviously, calculation of 2 transforms is trivial, for example, for & causal function g, = 0.56, - 124, — 2.45,0.67, 3.78, the 2 transform is 0.56 - 1.242 ~ 2.4527 + 0.672 + 3.7824, In data processing, in Equation (A.64) may be several hundred or thousand; at the same time we (4.63) got et gett tgs” ‘Mathematical background ZEN | : 4 Opens © Figure A6. Mustrating f(t) * g(t). (a) Two functions, ft) and g(t). (b) g(t) reflected in the vertical axis. (c) g(t) reflected and displaced + units to the right. often need values of G(z) for a large range of z values (that is, « values); if we adopt the straightfor- ward approach, the calculations are extremely labori- ous. However, the method known as the fast Fourier transform (FFT) reduces the labor by a factor of 10? ‘or more when n> 10° [Sheriff and Geldart, 1983, §10.6.4} A.10. CONVOLUTION The convolution of two functions, f(r) and g(t), often written /(1)* g(1), is defined by the integral Horyeatr) = [MO alr~ 0) dt (A658) ‘The curve g(—f) is g(t) reflected in the vertical axis (Fig. A.6a, b) and g(r ~ 1) is g(—s) moved + units to the right (Fig, A.6c). Thus, geometrically, Equa- tion (A.65a) means that we reflect g(t), move it + units to the right, and then sum the products of the corresponding ordinates, The result depends on the displacement r, hence the argument + on the left side of Equation (A.65a). For causal functions of length m and n, it is obvious that 0 < + < (m +n). Also, we get the same result if we reflect and displace ‘#(0) instead of g(1), that is, S(t e a(t) = s(es(t) —— (A.66)Laplace transforms The convolution theorem states that Mr)aal+) » To prove the theorem, we write Hr)e a(t) “fff poe ~ ai) em de w)G(w) (A678) using Equation (A.SSa) with r in place of + [because ‘{(7)*g(7) is @ function of +). Interchanging the ‘order of integration and writing s =r — 1 and ds = dr (because ¢ is fixed in this integration), we obtain Lr)ea(r) of? Wf a(s)eer9 a a of ye af” gaye ds + F(w)G(w) For digital functions, Equations (A.65a), (A.66), and (A.67a) are hoe Ths - Lahn (A.65b) fy 8 F3)G(2) (A670) where the sums in Equation (A.65b) are over the appropriate values of k [0 € k €(m + n)]. In two dimensions the convolution of f(x, y) and 8(%, y) becomes (Sheriff and Geldart, 1983, §10.3.9) Mre)eg(r.0) = Lf sea nate ~ 24-9) dedy (A.68) and the convolution theorem states that 1(1.0)# 91.9) 6 Flees )GCKesK) (A689) A.11, CORRELATION A.11.1, Cross-Correlation The cross-corretation of f(t) and g(t), dlr). is defined as tral) = [Hyatt 2) at (A700) If we find the convolution of f(r) and g(—1), we change g(r - 1) in Equation (A.65a) to g(r + 1); 741 therefore 447) = convotution of /(1) with g(-1) (A.Na) 44y(1) = convolution of f(—1) with g(1) (a.71b) The cross-correlation theorem states that %q(7) + Flo) G(w) ee (ATa) (4) & F(w)G(o) The proof follows directly trom the proof of the convolution theorem on changing the sign of r in the argument of g(r — 1) in the first step of the proof. ‘The digital forms of Equations (A.70a) and (A.72a) are % = Lhsron al Throne (A.70b) where -m 0 cos at u(t) +0 = cosat The transforms of 8(t) and u(t) are easily found from Equation (A.75a) (1) +l u(t) i/s — (A80) A.12.3. Transforms of the Error Function and Derivatives ‘The error function, exf(x), is defined as erf(x) = a) fre? du (A81) We also use erfo(x) = 1 — erf(x) which is the com- plementary error function. From the definition, erf(0) = 0, erf(+00) = 1. The error function is tabulated many handbooks (for example, Gradshteyn and Ryzhik, 1965). Derivatives of erf(x) can be obtained from Equa- tion (A.81). Thus, erf'(x) = d/dx(ert(x)} = (2/m'/2) e-** (4.822) on using Leibnitz’ rule (Wiley, 1966, p. 274; Kaplan, 1952, p. 218). If x is replaced by (a/2t'/*) (Eq, (7.31)] and we write erf'(a/2t/*) for the derivative of erfa/2t/?) with respect to t, then on setting y= (0/287), we find ert(a/20') = d/dy{ert( y)} dy/dt = (2/04) e°7"( 0/47) = (-a/20'/272) #4 (A820)Linear systems ‘We can expand erf(x) in a power series, one form being (Pipes and Harvill, 1970, p. 493) erf(x) = (2/m!?) {x - 3/3 x1! + 8/5 KW + (HI) (2n +1) X atte) (A383) ‘The Laplace transform of erfe(a/2¢'/2) is listed in most tables (Pipes and Harvill, 1970, p. 778): erfe( a/2072) u(t) + e775 (A.84a) hence erf( «/2P/2) u(t) + (1 - e®"*) /s (A.84b) on using Equation (A.80) [u(1) is usually omitted in tables}. Although is a constant in Equation (A.84), we can fix t and vary a; then 4/8a = 3/8y(y/da) = (1/217) a/ay Writing Equation (A.84b) in the form of Equation (A75) and differentiating with respect to @ under the integral sign, we obtain Lorer yer 4/2?) em" de = d/da{(1~ e787) /s} = eres? ‘Comparing with Equation (A.75) we see that (1/287) ert( a/2t?) + em 7s? (A.85a) Using Equation (A.82a), Equation (A.85a) becomes (1a) Pere as emer jgi2 Differentiating again with respect to a, we get (a/2P APA) eB og gre? ‘or, on using Equation (A.82a), (4/407) erf(@/20/2) « e-@'* (A850) Equations (A.85) and (A.84) comprise a series of transform pairs with descending powers of s. The following two pairs, found in Abramowitz and 743 Stegun (1972) and Erdélyi (1954) respectively, extend this series: en 08 7153/8 04 1/2) P/M — avericl a/2i/) (A.85c) e717 52 oo 1(1 + a2 /2t)erfe( a/2t?) = (21/8) a/2i?) eee (A.85d) ‘A.13, LINEAR SYSTEMS. The term system, as used here, refers to a set of ‘objects and/or concepts such that an input signal applied to the system results in an output signal. We concern ourselves solely with the relation between the input and output signals, and not with the inner ‘workings of the system. A system is finear if the output (1) is propor- tional to the input signal of g(1). If we were to study the inner workings of the system, we could, in princi- ple, describe the relation between (1) and g(1) by @ linear differential equation with constant coefficients, Because the order of the equation is rarely more than 2, we take as a typical equation a(t) a? ah(t) a +4 + a(t) = g(1) (A.86) Taking Fourier transforms and using Equation {ASla), we get (je)? H(w) + )( jo) H(o) + a,H(a) = G(w) so H(w) = F(a) G(a) where Flo) = (C40)? + (joan) + a3) (A872) F(w) being the transfer function. If we know F(w), we can find H(w) for any input G(w). If we apply a unit impulse 8(1) to the input, then G(s) = 1 from Equation (A.63) and the transform of F(w) gives the output, that is, F(w) © f(t) = unit impulse response Thus, application of a unit impulse at the input of a744 linear system gives us the data to calculate the out- put for any other input. Equation (A.872) can be written in terms of Laplace transforms, the only difference being that use of Equation (A.78a) adds terms in h(0 +), WO + ),and A"O + ) to G(s) [which replaces G(w) in Eq. (A.87a)}; however, the usual assumption is that the system is initially relaxed, meaning that hO+)=0= (+) =hO+), so that Equa- tion (A.87a) becomes Hs) = F(s)G(s) (A87b) Fls) = (2 +a +43)" ‘Mathematical background REFERENCES: Abramowitz, M. and Stegun, I. A. 1972. Handbook of ‘Mathematical Funetions, Nat. Bur. of Standards ‘Washington: U.S. Gov't Printing Office Exdélyi, A. (ed.) 1954, Tables of Integral Transforms, vol. 1. New York: McGraw Gradshieyn IS. and Ryzhik, M. 1965. Tables of Integrals, Series, and Products. New York: Academic. Kaplan, W. 1952. Advanced Calculus. Reading, MA: ‘Addison-Wesley Papoulis, A. 1962. The Fourier Integral and Its Applications. New York: McGraw-Hill Pipes, L. A., and Harvll, LR. 1970. Applied Mathematics for Engineers and Physicists. New York: McGraw-Hill Sheriff, RE., and Geldart L. P. 1983. Exploration Somali, Vol. 2. New York: Cambridge Univesity Wiley, Jr, C. R. 1966. Advanced Engineering Mathematics