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Morse & Feshbach - Methods of Theoretical Physics, Part I (1953)
Morse & Feshbach - Methods of Theoretical Physics, Part I (1953)
The late F. K. Richtmyer was Consulting Editor of the series from its inception in
1929 to his death in 1939.
Lee A. DuBridge was Consulting Editor of the series from 1939 to 1946.
METHODS OF
THEORETICAL
PHYSICS
Philip M. Morse
PROFESSOR OF PHYSICS
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
Herman Feshbach
ASSOCIATE PROFESSOR OF PHYSICS
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
P ART I: CHAPTERS 1 TO 8
This treatise is the outgrowth of a course which has been given by one
or the other of the authors for the past sixteen years. The book itself
has been in the process of production for more than half this time, though
with numerous interruptions, major and minor. Not the least difficult
problem in its development has been to arrive at a general philosophy
concerning the subject matter to be included and its order of presentation.
Theoretical physics today covers a vast area; to expound it fully would
overflow a five-foot shelf and would be far beyond the authors' ability
and interest. But not all of this area has recently been subjected to
intensive exploration; the portions in which the most noticeable advances
have been made in the past twenty years are mostly concerned with fields
rather than with particles, with wave functions, fields of force, electro-
magnetic and acoustic potentials, all of which are solutions of partial
differential equations and are specified by boundary conditions. The
present treatise concent rates its attention on this general area. Fifty
years ago it might have been entitled" Partial Differential Equations of
Physics " or "Boundary Value Problems." Today, because of the spread
of the field concept and techniques, it is perhaps not inappropriate to
use a more general title.
Even this restricted field cannot be covered in two volumes of course.
A discussion of the physical concept s and experimental procedures in all
the branches of physics which use fields for their de~cription would itself
result in an overlong shelf, duplicating the subject matter of many excel-
lent texts and, by its prolixity, disguising the fundamental unity of the
subject. For .the unity of field theory lies in its techniques of analysis,
the mathematical tools it uses to obtain answers. These techniques
are essentially, the same, whether the field under study corresponds to a
neutral meson, a radar signal, a sound wave, or a cloud of diffusing
neutrons. The present treatise, therefore, is primarily concerned with
an exposition of the mathematical tools which have proved most
useful in the study of the many field constructs in physics, together with
v
vi Preface
a series of examples, showing how the tools are used to solve various
physical problems. Only enough of the underlying physics is given to
make the examples understandable.
This is not to say that the work is a text on mathematics, however.
The physicist, using mathematics as a tool , can also use his physical
knowledge to supplement equations in a way in which pure mathemati-
cians dare not (and should not) proceed. He can freely use the construct
of the point charge, for example; the mathematician must struggle to
clarify the analytic vagaries of the Dirac delta function . The physicist
often starts with the solution of the partial differential equation already '
described and measured ; the mathematician often must develop a very
specialized network of theorems and lemmas to show exactly when a
given equation has a unique solution. The derivations given in the
present work will, we hope, be understandable and satisfactory to physi-
cists and engineers, for whom the work is written; they will not often
seem rigorous to the mathematician .
Within these twofold limits, on the amount of physics and the rigor
of the mathematics, however, it is hoped that the treatise is reasonably
complete and self-contained. The knowledge of physics assumed is that
expected of a first-year graduate student in physics, and the mathematical
background assumed is that attained by one who has taken a first course
in differential equations or advanced calculus. The further mathe-
matics needed, those parts of vector and tensor analysis, of the theory
of linear differential equations and of integral equations, which are
germane to the major subject, are all treated in the text.
The material is built up in a fairly self-contained manner, so that only
seldom is it necessary to use the phrase "it can be shown," so frustrating
to the reader. Even in the earlier discussion of the basic mathematical
techniques an attempt is made to relate the equations and the procedures
to the physical properties of the fields, which are the central subject of
study. In many cases derivations are given twice, once in a semi-intui-
tive manner, to bring out the physical concepts, a second time with all
the symbols and equations, to provide as mu ch rigor as seems necessary.
Often part of the derivation is repeated in a later chapter, from a different
point of view, to obviate excessive back reference; this was considered
desirable, though it has increased the size of the treatise.
An effort has been made to avoid trivial and special-case examples of
solutions. As a result, of course , the examples included' often require
long and complicat ed explanations to bring out all the items of interest,
but this treatise is supposed to explain how difficult problems can .be
solved; it cannot be illustrated by easy ones. The variational technique
applied to diffraction problems, the iteration methods used in calculating
the scattering of waves from irregular boundaries, the computation of
convergent series for eigenstates perturbed by strong interaction poten-
Preface vii
tials are all techniques which show their power only when used on prob-
lems not otherwise soluble .
Another general prin ciple has also tended to lengthen the discussions :
The authors have tried, as often as possible, to attack problems "head
on," rather than by "backing into them." They have tried to show how
to find the solution of a new and strange equation rather than to set down
a list of results which someone has found to be solutions of interesting
problems. A certain number of "backing-up" examples, where one
pulls a solution out of the air , so to speak, and then proceeds to show
it is indeed the solution, could not be avoided. Usually such examples
have saved space and typographic complications; very many of them
would have produced a state of frustration or of fatalism in the student.
It is hoped that the work will also prove to be reasonably self-con-
tained in regard to numerical tables and lists of useful formulas. The
tables at the end of each chapter summarize the major results of that
chapter and collect , in an easily accessible spot, the properties of the
functions most often used. Rather than scattering the references among
the text, these also are collected at the end of each chapter in order to
make them somewhat easier to find again. These only include titles
of the books and articles which the authors feel will be useful to the reader
in supplementing the material discussed in the chapter ; they are not
intended to indi cate priority or the high points in historical development.
The development of the subject matter of this book has been extensive
and has involved the cont ributions of many famous persons. Techniques
have been rediscovered and renamed nearly every time a new branch of
physics has been opened up . A thorough treatment of the bibliography
would require hundreds of pages, much of it dull reading. We have
chosen our references to help the reader understand the subject, not to
give each contributor in the field his" due credit." Frankly, we have
put down those referen ces we are familiar with and which we have found
~M. ,
An attempt has been made to coordinate the choice of symbols for
the various functions defined and used. Where usage is fairly consistent
in the literature, as with Bessel functions, this has been followed. Where
there have been several alternate symbols extant, the one which seemed
to fit most logically with the rest and resulted in least duplication was
chosen, as lnts been done with the Mathieu functions . In a few cases
functions were renormalized to make them less awkward to use; these
were given new symbols, as was done with the Gegenbauer polynomials.
The relation between the notation used and any alternate notation
appearing with reasonable frequency in physics literature is given in
the Appendix, together with a general glossary of symbols used .
The numerical table in the Appendix should be adequate for the
majority of the calculations related to the subject matter. It was con-
viii Preface
sidered preferable to include a number of tables of limited range and
accuracy rather than to have a few tables each with a large number of
entries and significant figures. Most of the fun ctions used in actual
physical problems are tabulated, though many of the auxiliary functions,
such as the gamma and the elliptic functions, and some fun ctions with
too many independent parameters, such as the hypergeometric functions,
are not represented. A few fun ctions, such as the parabolic and the
spheroidal wave fun ctions, should have been included, but complete basic
tables have not yet been published.
Several of the figures in this work, which have to do with three dimen-
sions, are drawn for stereoscopic viewing . They may be viewed by any
of the usual stereoscopic viewers or, without any paraphernalia, by relax-
ing one's eye-focusing muscles and allowing one eye to look at one drawing,
the other at the other. Those who have neither equipment nor sufficient
ocular decoupling may consider these figures as ordinary perspective
drawings unnecessarily duplicated. If not benefited, they will be at
least not worse off by the duplication.
The authors have been helped in their task by many persons. The
hundreds of graduate students who have taken the related course since
1935 have, wittingly or unwittingly, helped to fix the order of presenta-
tion and the choice of appropriate examples. They have removed nearly
all the proof errors from the offset edition of class notes on which this
treatise is based; they have not yet had time to remove the inevitable
errors from this edition. Any reader can assist in this by notifying the
authors when such errors are discovered.
Assistance has also been more specific. The proof of Cauchy's
theorem, given on page 364 , was suggested by R. Boas. Parts of the
manuscript and proof have been read by Professors J. A. Stratton and
N. H . Frank; Doctors Harold Levine, K. U. Ingard, Walter Hauser,
Robert and Jane Pease, S. Rubinow ; and F . M . Young, M. C. Newstein,
L. Sartori, J. Little, E. Lomon, and F. J. Corbat6. They are to be
thanked for numerous improvements and corrections; they should not be
blamed for the errors and awkward phrasings which undoubtedly remain.
We are also indebted to Professor Julian Schwinger for many stimulating
discussions and suggestions.
Philip 1.11. Morse
Herman Feshbach
May, 1953
Contents
PREFACE v
PART I
CHAPTER 1 Types of Fields 1
1.1 Scalar Fields 4
Isotimic Surfaces. The Laplacian.
1.2 Vector Fields 8
Multiplication of Vectors. Axial Vectors. Lines of Flow. Potential Sur-
faces. Surface Integrals. Source Point. Line Integrals. Vortex Line.
Singularities of Fields.
1.3 Curvilinear Coordinates 21
Direction Cosines. Scale Factors. Curvature of Coordinate Lines. The
Volume Element and Other Formulas. Rotation of Axes. Law of Trans-
formation of Vectors. Contravariant and Covariant Vectors.
1.4 The Differential Operator V 31
The Gradient. Directional Derivative. Infinitesimal Rotation. The
Divergence. Gauss' Theorem. A Solution of Poisson's Equation. The
Curl. Vorticity Lines. Stokes' Theorem. The Vector Operator v.
1.5 Vector and Tensor Formalism 44
Covariant and Contravariant Vectors. Axial Vectors. Christoffel Sym-
bols. Covariant Derivative. Tensor Notation for Divergence and Curl.
Other Differential Operators. Other Second-order Operators. Vector
as a Sum of Gradient and Curl.
1.6 Dyadics and Other Vector Operators 54
Dyadics. Dyadics as Vector Operators. Symmetric and Antisymmetric
Dyadics. Rotation of Axes and Unitary Dyadics. Dyadic Fields.
Deformation of Elastic Bodies. Types of Strain. Stresses in an Elastic
Medium. Static Stress-Strain Relations for an Isotropic Elastic Body.
Dyadic Operators. Complex Numbers and Quaternions as Operators.
Abstract Vector Spaces. Eigenvectors and Eigenvalues. Operators in
Quantum Theory. Direction Cosines and Probabilities. Probabilities and
Uncertainties. Complex Vector Space. Generalized Dyadics. Hermitian
ix
x Contents
Operators. Examples of Unitary Operators. Transformation of Opera-
tors. Quantum Mechanical Operators. Spin Operators. Quaternions.
Rotation Operators.
1.7 The Lorentz Transformation, Four-vectors, Spinors 93
Proper Time. The Lorentz Transformation. Four-dimensional Invar-
iants. Four-vectors. Stress-Energy Tensor. Spin Space and Space-
time. Spinors and Four-vectors. Lorentz Transformation of Spinors.
Space Rotation of Spinors. Spin Vectors and Tensors. Rotation Opera-
tor in Spinor Form .
Problems 107
Table of Useful Vector and Dyadic Equations 114
Table of Properties of Curvilinear Coordinates 115
Bibliography 117
PART II
CHAPTER 9 Approximate Methods 999
9.1 Perturbation Methods 1001
The Usual Perturbation Formula. Convergence of Series. Multi-
dimensional Problems. An Example. Feenb erg Perturbation Formula.
Secular Determinant. An Example. Fredholm Perturbation Formula.
An Example. Variation-Iteration Method. Convergence of the Method.
An Example. Improved Perturbation Formulas. Nonorthogonal Functions.
9.2 Boundary Perturbations 1038
Perturbation of Boundary Conditions, f Small. Perturbation of Boundary
Conditions, f Large. An Example. Formulas for Small w. Long,
Narrow Rectangle. Perturbation of Boundary Shape. Evaluation of
Integrals. Convergence. .I m proving the Convergence. Perturbation of
Boundaries for Dirichlet Conditions. A Special Class of Boundary
Perturbation.
9.3 Perturbation Methods for Scattering and Diffraction 1064
Boundary Conditions for Scattering. Scattering Cross Section. Scatter-
Contents xvii
ing from Spherically Symmetric Region-Phase Shifts. Integral Equa-
tion for Scattering. Integral Equation for One-dimensional Problem.
Integral Equation for Three Dimensions. Born Approximation. Higher
Born Approximations. Fredholm Series. An Example. A Three-
dimensional Example. Long-wavelength Approximation. Long-wave-
length Approximation for the Schroedinger Equation. Convergence.
Short-wavelength Approximation; WKBJ Method. Relation to the
Integral Equation. Case of Well-separated Classical Turning Points.
WKBJ Method for Bound Systems. Penetration through a Barrier.
WKBJ Method for Radial Equations. WKBJ Phase Shifts. Case of
Closely Spaced Classical Turning Points. Short-wavelength Approxima-
tion in Three Dimensions.
Problems 1158
Tabulation of Approximate Methods 1162
Bound States ; Volume Perturbation. Iterative-perturbation Series.
Feenberg Series. Fredholm Formula. Variational Principles for Bound
States. Variation-iteration Method. Perturbation of Boundary Condi-
t ions. Perturbation of Boundary Shape. Perturbation Formulas for
Scattering. Variational Principles for Scattering. Scattering from
Spherically Symmetric Object.
Bibliography 1170
Appendix 1903
GLOSSARY OF SYMBOLS USED 1904
xxii Contents
TABLES 1913
I. Trigonometric and Hyperbolic Functions. 1913
II. Trigonometric and Hyperbolic Functions. 1914
III. Hyperbolic Tangent of Complex Quantity. 1915
IV. Inverse Hyperbolic Tangent of Complex Quantity. 1918
v. Logarithmic and Inverse Hyperbolic Functions. 1919
VI. Spherical Harmonic Functions. 1920
VII. Legendre Functions for Large Arguments. 1921
VIII. Legendre Functions for Imaginary Arguments. 1922
IX. Legendre Functions of Half-integral Degree. 1923
x. Bessel Functions for Cylindrical Coordinates. 1924
XI. Hyperbolic Bessel Functions. 1925
XII. Bessel Functions for Spherical Coordinates. 1926
XIII . Legendre Functions for Spherical Coordinates. 1927
XIV. Amplitudes and Phases for Cylindrical Bessel Functions. 1928
xv. Amplitudes and Phases for Spherical Bessel Functions. 1930
XVI. Periodic Mathieu Functions. 1934 .
XVII . Normalizing Constants for Periodic Mathieu Functions and
Limiting Values of Radial Mathieu Functions. 1937
BIBLIOGRAPHY 1938
Index 1939
CHAPTER 1
Types of Fields
p.=.8,
8=0' Z 8=30'
I
p.=0~ 8=90'
Fig. 1.1 Examples of isotimic surfaces, /.l = constant , where
c cosh /.l = ! ,,/(r + C)2 + Z2 + ! V(r - C)2 + Z 2,
of 8 = constant, where
c cos 8 = ! V (r + C)2 + Z2 - ! V (r - C)2 + Z2,
and of'" = a, where tan", = y/x .
If the two points are in the same isotimic surface d1f; = 0; in fact the
6 Types oj Fields [CR. 1
differential equation for these surfaces is
</>=90· </>=90·
Y Y
Fig. 1.2 Shape of circular membrane loaded uniformly (V 2,p = constant)
from T = 0 to T = !, unloaded (V 2,p = 0) from T = ! to T = 1, where it is
clamped.
,/>=.5,8=0
<fr.5,8=-t ><::~'5t3~ ~
X 4>=I.O,z=O
4>=1.0,,,,= ~
Fig. 1.3 Helical lines of flow 8, '" = constants, tog ether with pseudo-
potential surfaces v = const ant, as given on page 15.
F; = -ay, F y = ax, F. = b(x 2 + y2), the lines of flow are helical. The
equation dx/F z = dy/F y becomes x dx = -y dy, which integrates to the
equation for the circular cylinder, x 2 + y2 = '1'2, with 'I' an arbitrary
constant, denoting the particular line of flow chosen. The equation
dy/F y = dz/F. becomes '1'2dy/v'tp2 - y2 = (a/b) dz, after substitution
for x from the equation relating x and y. This integrates to
z = (btp2/ a) sin- 1 (y/tp) + {} = (b/a)(x 2 + y2) tan" (y/x) + {}
§1.2] Vector Fields 13
where {} is the other constant ofintegration which is needed to specify
completely a particular line of flow. The two equations-
'P = Vx 2 + y2, {} = z - (b/a)(x 2 + y2) tan- 1 (y/x)
define a doubly infinite family of flow lines, one line for each pair of values
chosen for 'P and {}.
Another example is the case F", ~ x/r 3 , F y = y/r 3 , F. = z/r 3 , where
r = (x 2 + y2 + Z2) . The equations for the flow lines reduce to dx /x
2
= dy!y = dz/z. The first equation gives In (x) = In (y) + constant,
or x/y = constant. Similarly we have either x/z or y/z = constant or,
combining the two, (x 2 + y2)/Z2 = constant. The most suitable forms
for the "<:lOnstime of integration, analogous to the forms given in the
previous paragraph, are
'P = tan:" (y/x); tJ = tan- l (Vx 2 + y2/ Z)
Again , a choice of values for 'P and {} picks out a particular flow line ; in
this case a straight line radiating from the origin .
z z
f--f-+T-;IH-+-+--+--X
8=90'~'-~:&I;t3!R~
r=1.O
Fig. 1.4 Radial lines of flow and spherical potential surfaces for field
about a source point.
( aF aF") 2a
y _ =
ax iJy
is, therefore, a potential function, and the spherical surfaces if; = con-
stant are equipotential surfaces. The components of F are related to if;
by the required equations :
aif;
az = - raz = -Fz ;
The coordinate system corresponding to the flow lines and the potential
surfaces is the spherical system
'P = tan"! (y /x); ~ = tan- 1 (~y2/Z); r = vx 2
+ y2 + Z2
In this case the coordinate surfaces are mutually perpendicular.
When a family of equipotential surfaces is possible, the vector field
F can then be represented in terms of the scalar potential field if;, and it is
usually much easier to compute the scalar field first, obtaining the vector
field by differentiation.
16 Types of Fields [cB.1
Surface Integrals. There are a number of general properties of
vector fields and their accompanying lines of flow which are important
in our work. One is the "spreading out " or "net outflow" of lines of
flow in a given region, whether lines originate or are lost in the region or
simply pass through the region from one side to the other. Another
interesting property is the amount by which the lines of force have
"curled up " on themselves, whether the vector field is one with "whirl-
pools " in it or not .
The amount of divergence of flow lines out from a region can be
measured by means of the surface in tegral. Suppose that we consider
an element of surface area as being represented by the infinitesimal axial
vector dA, of magnitude equal to the area of the surface element and
having dire ction perpendicular to the surface. The scalar product
F · dA then equals the product of the surface area with the component
of the vector F normal to the surface. If the vector field F(x,y,z) repre-
sents the velocity vector for fluid motion, then F· dA will equal the
volume flow of fluid across the surface element and the integral IF . dA
will equal the total volume flow over the surface covered by the integra-
tion. I ts sign depends on the choice of direction of the axial vectors dA,
that is, on whether they point away from one side of the surface or
the other. Its magnitude is sometimes called the number of flow lines
of F crossing the surface in question, a phrase which, in a sense, defines
what we mean by "number of flow lines."
If the surface integrated over is a closed one, and if the vectors dA
are chosen to point away from the region enclosed by the surface, then
the integral will be written as jJF . dA and will be called the net outflow
integral of the vector F for the region enclosed by the surface. When F
is the fluid velocity, then this integral equals the net volume outflow of
fluid from the region in question. The enclosing surface need not be a
single one, enclosing a simply conne cted region; it may be two surfaces,
an inner and outer one; or it may be more than two surfaces. For that
matter, the outer surface may be at infinity, so the region" enclosed"
is all of space outside the inner surface or surfaces. In this case the
vectors dA at the inner surface must point inward, away from the
" enclosed " region.
The integral jJF . dA is a measure of the number of flow lines originat-
ing within the enclosed region . If no flow lines originate there, all lines
passing through from one side to the other, then the net outflow integral
IS zero.
Source Point. One simple case of vector field is particularly impor-
tant in our later work and illustrates some interesting properties of net
outflow integrals. This is the case where all flow lines originate at one
point 0, when the vector F at P has the magnitude Q/r 2 and is pointed
outward along r. The quantity r is the distance from 0 to P, as shown
§1.2) Vector Fields 17
in Fig. 1.5, the point 0 is called a simple source of flow lines, and the con-
stant Q is called the strength of the source. The element of the surface
integral for such a case is F . dA = (Q/r 2)
cos t'J dA. However, dA (cos t'J/r 2) is equal
to dn, the element of solid angle sub- p
tended by the element of area dA when
its normal is inclined at an angle t'J to the
radius. The net outflow integral thus
reduces to QjJ dn, which is zero when 0
is outside the region enclosed by the in-
tegral and is equal to 41rQ when 0 is in-
side this region. Detailed analysis sim-
ilar to the above shows that this is true
for all shapes and varieties of enclosing
surfaces.
The foregoing paragraph is a rather
backhanded way of defining a simple
source. A more straightforward way
would be to say that a simple source
of strength Q is a point singularity in a o
Fig. 1.6 Vector field about a
vector field such that a net outflow in- source point. Element of net
tegral of the field over any surface en- outflow integral.
closing the singularity is equal to 41rQ.
The theorem which we have obtained can be stated by means of an
equation
where r« is the distance from the point On to P and a Tn is the unit vector
pointing along r« . In this case the net outflow integral becomes
(1.2.10)
where the unprimed summation is over all the sources but the primed
summation is over only those sources inside the enclosed region .
Line Integrals. Instead of integrating the normal component of a
vector over a surface, one can also integrate its component along a line.
If ds is the vector element of length along some path, the integral IF . ds,
18 Types of Fields [CH. 1
taken along this path, is called the line integral of F along the path.
When F is a force vector, its line integral is the work done along the
path ; when F is the electric intensity, the line integral is the emf between
the ends of the path; and so on.
In general the value of the line integral between two points depends
on the choice of path between the points. In some cases, however, it
depends only on the position of the end points. This is the case dis-
cussed on page 14, where the components of F are derivatives of a
potential function ljt. In such a case the line integral from a point 0
to another point P, along path A, is equal in magnitude and opposite
in sign to the line integral in the reverse direction from P to 0 along
another path B. Therefore, the integral around the closed path from 0
along A to P, then along B back to 0, is zero for such a field. In general,
however, a line integral of a vector field around a closed path is not zero.
The line integral around a closed path will be designated by the
expression
.<iF. ds
and will be called the net circulation integral for F around the path chosen.
This integral is a measure of the tendency of the field's flow lines to
"curl up ." For instance if the flow lines are closed loops (as are the lines
of magnetic intensity around a wire ca rrying current ), a line integral of F
around one of the loops will, of course, not be zero. The expression is
called a circulation integral, because if F represents fluid velocity, then the
integral .<iF· ds is a measure of the circulation of fluid around the path
chosen . .
We have seen above that, whenever the vector field has a potential
function , the net circulation integral is zero. Therefore, we designate
all fields having potential functions as circulation-free or irrotational
fields. Fields having pseudo potentials do not necessarily have zero net
circulation integrals. Indeed this will be true only if the gradient of JJ.
(discussed on page 14) is everywhere parallel to F.
There are cases of vector fields which are irrotational everywhere
except inside a limited region of space; in other words all the net circula-
tion integrals enclosing this region differ from zero and all those not
enclosing the region are zero. By analogy with the fluid-flow problem
we call the region which "produces" the circulation a vortex region .
Vortex regions must be of tubular shape, and the tube can never begin
or end . It must either extend to infinity at both ends or close on itself
to form a doughnut-shaped region. The only way for a vortex region
to end above V (see Fig. 1.6) would be to have the circulation integral
about path A different from zero, and to have the integrals about paths
B, C, and D all equal to zero. However, a little close reasoning will
show that, when the integral around A is not zero and, for instance, those
§1.2] Vector Fields 19
around Band C are zero, then the integral around D cannot be zero.
For by pairing off adjacent segments of the different paths one can show
that the sum of the four line integrals around A , B, C, and D must be
zero, since each pair consists of segments integrated over in opposite
directions, which must cancel each other exactly. Therefore, if the
integrals over Band C are zero, the integral over D must equal minus
that over A, which by definition is not zero. Therefore, the vortex
region cannot stop at V but must continue on in some such manner as is
shown by the dotted region in Fig. 1.6. (Of course this reasoning tacitly
assumes that the field is continuous at the vortex boundaries; anything
may happen if discontinuities are present.)
A vortex region may, of course, "fray out" into several tubes, some
of which may return on themselves and others may go to infinity. It is
possible to extend the theorem given above to include these more general
cases ; a differential form of the generalized theorem will be given on
page 43.
Vortex Line. The simplest sort of vortex region is the simple vortex
line, whose field is given by the equation
F = (2/r)(Q X a.) = (2Q/ r)a", (1.2.11)
where Q, sometimes called the vorticity vector, is a vector of arbitrary
length pointed along the vortex line Land q is a unit vector in the same
direction. The vector r represents the line perpendicular to Q between L
and the point P where the field is measured, a, is the unit vector in the
same direction, and a", = q X a, is a unit vector perpendicular to a,
and Q. For a curve in a plane perpendicular to L , the line integral for
this field is
§F· ds'= 2Q§(cos air) ds
where a is the angle between ds and a",.
20 Types of Fields [CR. 1
The second part of Fig. 1.7 shows that (ds cos air) = de; the element
of angle of rotation of r about L . Therefore, the net circulation integral
reduces to 2Q§ d<p which can be integrated directly. For path B ,
enclosing L , it equals 411"Q ; for path A, not enclosing L, it equals zero.
This argument can be extended to paths not in a plane perpendicular
to L, and the final result for the field of the field of the simple vortex
line is
rf.
'f (2rQ) a, ds =
{ 0;
± 411"Q;
L not enclosed by path
L enclosed by path (1.2.12)
for all possible paths. The plus sign is used when the integration is
clockwise about L when viewed in the
direction of positive Q; the minus sign
L when the integration is in the opposite
a sense.
£.---=--~p
r Singularities of Fields. It is inter-
esting to notice the parallelism between
the properties of the net outflow inte-
gral near a simple source field, discussed
on page 17, and the net circulation
integral near a vortex line, discussed
immediately above. The source and
the line are the simplest examples of
a", singularities in vector fields. As our
discussion progresses, we shall find that
singularities like these two are usually
the most important aspects of scalar
and vector fields. The physical pecu-
Fig. 1.7 Vector field about vortex liarities of the problem at hand are
lin e. Element of net circulat ion
integral. usually closely related to the sort of
singularities the field has . Likewise
the mathematical properties of the solutions of differential equations are
determined by the sorts of singularities which the equations and its solu-
tions have. Much of our time will be spent in discussing the physical and
mathematical properties of singularities in fields.
The field due to a simple source radiates out from a point, whereas
that due to a vortex line rotates around the line. It is possible to spread
sources out into lines or surfaces or even volume distributions, and it is
possible to extend vortices into surfaces or volume distributions, but
it is not possible to crowd a vortex into a point. This property is related
to the fact that a rotation requires an axis, a line, to rotate about.
An interesting property which net circulation integrals and net out-
flow integrals, for any sort of field, have in common is their "additive-
§1.3] Curvilinear Coordinates 21
ness." For instance, in Fig. 1.8, the net circulation integral about path
C equals the sum of the integrals for
paths A and B, because of the fact that
the integration over the internal portion
D is covered in opposite directions in
paths A and B and, therefore, cancels
out in the sum, leaving only the integral
over path C. Similarly the net outflow
integral for any region is equal to the
sum of the net outflow integrals for all
the subregions which together make up
c
the original region . This again is due
to the fact that the integrals over the
surfaces internal to the original surface Fig. 1.8 Additivity of net cir-
always occur in pairs, which cancel each culation integrals.
other out in the sum, leaving only the
integral over the outer surface of the original region .
x X
Fig. 1.9 Elem ent of curvilinear coordinate system with unit
vectors an and dire ction cosines 'Ynm.
L"Ym,"Yns = L"Ysm"Ysn =
s s
omn (1.3.1)
where omn is the Kron ecker delta function, which is zero when m is not
equal to n, unity when m equals n.
Referring to Eq. (1.2.4) we note that, if the ~ coordinate system is
right-handed (the x, y, z system is assumed to be right-handed) , the
determinant of the "Y's, l"Ymnl, is equal to + 1; if the es are left-handed,
then the determinant is equal to -1. Utilizing the second line of Eqs.
(1.2.5) or solving Eq. (1.3.1) for one of the "Y's in terms of the others, we
obtain
"Ymn = ±Mmn (1.3.2)
where the plus sign is used if the ~'s form a right-handed system and the
minus sign is used if the e» are left-handed. The quantity M mn is the
minor of "Ymn in the determinant l"Ymnl:
M ll = 1'221'33 - 1'231'32
M 12 ,,;;: 1'231'31 - 1'211'33
M 31 = 1'121'23 - 1'131'22 ; etc:
F = LF",a",;
m
where r; = F ··a m
24 Types oj Fields [cH.l
Utilizing the direction cosines 'Ymn we can easily show that the relation
between these components and the cartesian components of Fare
Fm = 'Ym1F" + 'Ym2F + 'YmaF.
y = amF" + {3mF + 'YmF.
y
(1.3.3)
F" = L-:»; L
m
=
m
amFm; etc .
ds 2 = dx 2 + dy2 + dz 2
= Lh~ d~~
n
(1.3.5)
I
E.=o,...-..,....--..,....--..,....--,:>\,./
I+--4--+--r
2~-+----r
3.1.--o--'
4.1---l-~
5.1.-->~
t2=0
Fig. 1.10 Orthogonal coordinate system with vari-
able scale factors h. In this case hi = h 2 everywhere
and hI = h 2 = 0 at point P , a concent rat ion point
for the system. •
we shall develop later in this chapter and use extensively later in the
book need only the h's, and not the ,,'s, in order to be expressed in gen-
eralized coordinates. Evidently the scale of a new coordinate and the
variation of scale from point to point determine the important properties
of the coordinate. The direction of the coordinate with respect to x, Y, Z
at a point is a property of relatively minor importance.
Curvature of Coordinate Lines. For instance, even the change in
direction of the unit vectors a can be expressed in terms of the h's. The
expressions for these changes are suggested in Fig . 1.11. In drawing (a) ,
we see that the change in al due to change in b is a2a, where
d~1 d~2 ah2
a=-----
hIdh ah
aal a2 ah2
Therefore,
a~2 = hI a~l
26 Types of Fields [cnc I
Similarly, in drawing (b), the change in al due to change in h has a ~2 com-
ponent equal to
(0) (b)
Fig. 1.11
'r I--h,de,-----1
Change of dire ction of unit vectors an.
where now the sign indicates the direction of the concavity of the curva-
ture. This formula and the corresponding ones for the b and ~3 surfaces
will be of use later in calculating the restoring force produced by curved
surfaces under tension.
As a simple example, for the spherical coordinates r, 11, cP, the curvature
of the r surface is - (2/r), the spherical surface being concave inward
and being curved in both 11 and cP directions (which accounts for the 2) .
The curvature of the conical 11 = constant surface is - (l/r) cot 11, and
the plane cP = constant surface has zero curvature.
In any case, once we know the equations giving x, y, and z in terms
of the new coordinates, Eqs. (1.3.4) to (1.3.6) enable us-to compute the
scale of the new system, the components of a vector along these axes,
their variation, and many other important expressions which will be
discussed later.
The Volume Element and Other Formulas. Another quantity which
will be of importance later will be the expression for the volume element in
the new coordinate system. Since the elements d~l, d~2, d~3, correspond to
displacements hi dh, h 2d~2, h3d~3 along mutually perpendicular axes, the
volume of the rectangular parallelepiped defined by these differentials is
(1.3.7)
This is the volume element in the new coordinate system. It is, of course,
always positive in sign .
As an example of these properties of the scale factors, we consider
the spherical coordinate system mentioned above: x = ~I sin b cos ~3
y = ~l sin ~2 sin ~3, z = h cos h We find that the scale factors are
hi = 1; h 2 = h ; h 3 = ~I sin ~2
28 Types of Fields [cn v I
The direction cosines of the unit vectors along the spherical axes are
therefore
(Xl = sin ~2 cos ~a ; (X2 = cos ~2 cos ~a; (Xa = - sin ~a
{31 = sin ~2 sin b; {32 = cos ~2 sin ~a ; {3a = cos ~a
'YI = cos ~2; 'Y2 = - sin b ; 'Y a = 0
These obey all the relations for orthogonality, etc ., given on page 23.
The volume element in the new coordinate system is dv = ~i sin b
db db d~a, and the components of a vector along the new coordinates are
F I = F" sin b cos ~a +
F II sin ~2 sin ~a F. cos ~2 +
~=~~b~h+~~b~h-~~b
Fa = -F" sin ~a +
F II cos ~a
If the functions F", F II, and F. are expressed in terms of b, ~2, h , then
the new components will be expressed in terms of the new coordinates
and the transformation will be complete.
Rotation of Axes. Another example of coordinate transformation
is the case where the new axes are also rectangular, being rotated with
respect to the old set by the Euler angles 0, ~, if;, as shown in Fig. 1.12.
The equations of transformation are
x = (sin if; sin <I> + cos if; cos <I> cos O)h + (cos if; sin <I>
- sin if; cos <I> cos O)b + sin 0 cos <I> ~a
y = (sin if; cos <I> cos if; sin <I> cos O)h + (cos if; cos <I>
- (1.3.8)
+ sin if; sin <I> cos 0) b - sin 0 sin <I> ~a
z = - cos if; sin 0 b + sin if; sin 0 ~2 + cos 0 h
The scale factors li; for this case are all unity, as was to be expected,
since the transformation does not involve a scale change. The direction
cosines for the transformation are the coefficients of the linear equations
given above :
(Xl = sin if; sin <I> + cos if; cos <I> cos 0; etc .
{31 = sin if; cos <I> - cos if; sin <I> cos (J; etc .
§1.3] Curvilinear Coordinates 29
From these direction cosines one can obtain the vector transformation
formulas.
Law of Transformation of Vectors. We have seen that, in order for
three functions of position to be considered as the three components of
a vector, they must transform according to the rule given by Eqs. (1.3.3)
and (1.3.5). If we transform the components from one curvilinear
coordinat e system h, t2, t3 with scale factors hl , h 2, h 3 to another system
t~, t~, t~ with scale factors h~, h~, h~, the components in the new system
must be related to the components in the old system by the equations
F~ = L
m
-;»:
(1.3.9)
where (hm/h~)(atm/at~) = 'Ynm = (h~/hm)(at~/atm)
Since h m dtm and h~ dt~ are distances in centimeters, the new components
F~ have the same dimensions as ·the old. In developing a new theory,
if we find three quantities which transform in a manner given by Eq.
(1.3.9), we can be fairly sure we have found the components of a vector.
It is interesting at this point to investigate the transformation
properties of the cross product (A X B). We recall that on page 11 it
was pointed out that (A X B) is not a true vector. The present dis-
cussion will show why . Using Eq. (1.3.9), the component of the cross
product of A and B along t~ is
= L ('Ym2'Yn 3 -
m>n
'Ym3'Yn2)(A mBn - AnBm) (1.3.10)
Using the relations given in Eq . (1.3.2) (it is easily seen that these rela-
tions hold for the more general transformation discussed here as long as
both systems are orthogonal) we finally obtain
where the plus sign holds if the coordinate systems are both right-handed
or both left-handed, the negative sign holds if one is right-handed and
one left-handed [moreover, Eq. (1.3.11) holds only if both systems are
orthogonal].
It follows that A X B is an axial vector.
The equation also gives us a hint for a simple method of distinguish-
ing true and axial vectors, for they will behave differently under a trans-
formation which takes us from a right-handed to a left-handed system.
A simple example of such a transformation is the inversion b = -x,
t2 = -y, t3 = -z. If the components of a true vector were Ax, A y, A.,
30 Types of Fields [cH.l
then Al = - 'Ax A 2 =. -All, etc . ; i.e., the components of a true vector
change sign upon an inversion. On the other hand for an axial vector
A X B there will be no change in sign, so that the components of an axial
vector do not change sign upon an inversion.
Similarly, a true scalar or invariant, an example of which is A • B,
will not change sign upon an inversion. On the other hand a pseudo-
scalar, for example, A· (B X C), does change sign upon an inversion.
The detailed use of transformation equation (1.3.9) for the purpose
of discovering whether three quantities form the components a vector
may be very tedious. Another method makes use of the knowledge of
the invariants involving these quantities. For example, if ~A iBi form
an invariant and B, are the components of a true vector, then A i must
form the components of a true vector. Several examples of this method
will occur later in this chapter.
Contravariant and Covariant Vectors. There are two other methods
of writing vector components which have occasional use, obtained by
using different" unit vectors" for the decomposition of F into components.
Suppose the "unit vectors" are made to change scale with the coordinate
system, so that the new vector an = hnan corresponds to the size of a
unit change of ~n rather than a unit length in centimeters (as does an)'
The vector F can be written in terms of these new "unit vectors" :
F = ~ nran ; r = F n/hn
In this case the transformation properties of the new" components" are
(1.3.12)
r
The quantities are called the contravariant components of a vector
in the coordinate system ~l, ~2, h They differ from the" actual" com-
ponents by being divided by the scale fa ctor; and they give an actual
vector only when the components are multiplied by the "unit vector"
an = hnan.
If the unit vectors along the coordinate lines have a scale inverse to
the coordinate, an = an/h n, then the corresponding " components " are
F =.lfnan; i« = u»;
n
as, of course, we must if grad y; is to be a vector and have the form given
in Eq. (1.4.2) for any orthogonal curvilinear coordinates.
Note that grad y; is a true vector and not an axial vector. This
is demonstrated by the fact that dy; = grad (y;) • ds is a true scalar invari-
ant. Since ds is a true vector, grad y; must also be a true vector. Note
also that the circulation integral for grad y;, .f grad (y;) . ds = .f dy; = O.
The fact that the circulation integral of a gradient is always zero has
already been pointed out on page 18.
This short discussion serves to emphasize that, if we express "physi-
cal" quantities in terms of the scale factors h for the coordinate t, then
they must turn out to be expressible by the same form of expression in
terms of the scale factors h' for another set of coordinates e.
Directional Derivative. The quantity B· grad y; will sometimes
occur in our equations. When B is a unit vector, the quantity is called
the directional derivat ive of y; in the direction of the unit vector B, and
equals the rate of change of y; in the direction of B. Whether or not B
is a unit vector, the value of B . grad y; is
§1.4] The Differential Operator V 33
. a~ a~
(B . V)~ = B . grad ~ = R. ax +B II ay + B. a~
az
= B I a~ + B 2 a~ + B a a~
hi a~l h2 a~2 h a a~a
The scalar operator (B . grad) can also be applied to a vector, giving
(B . V)A = (B · grad)A = i(B • grad A ,,) + j(B • grad All)
+ k(B . grad A.)
In curvilinear coordinates this becomes somewhat more complicated,
because the unit vectors a also change with position, as given in Eqs.
(1.3.6). Using these equations, we can show that the h component of
the vector is
[(B. grad)Ah = B I aA I + B 2 aA I + B a aA I
hi ah h2 a~2 i, ah
z Z
i
~r---'---+-+---X ·) --L---t-,I---X
y y
Fig , 1.13 Net outflow integral and divergence of vector field .
volume, and the other can be obtained by a similar limiting process on the
net circulation integral.
To obtain the scalar we first compute the net outflow integral of a
vector field F over the volume element dx dy dz at the point (xo,yo ,zo).
By an extension of Taylor's theorem, the x component of F near (xo,yo ,zo)
is
ff F", dA
1
= dy dz [F..(xo,Yo,zo) + j(aF,jax) dx}
+ higher orders of differentials
The surface integral over surface 2 is
the negative sign outside the bracket coming in because the outward
pointing component of F is being integrated, and the outward component
of F for face 2 is - F e- The sum of the surface integrals over these two
faces is, therefore, simply (aF,jax) dx dy de, to the order of approximation
considered here. The contributions due to the other faces depend on
F y and F. and can be computed in a similar manner. The net outflow
integral for the volume element is therefore
1-. F. dA = (aF",
'fax
+ aF
ay
+ aF.)
y
az
dx dy de
diI V n
F --1 m
vol-+O
[!f F • dAJ _ er, +
volume
- - - -+-
ax
sr,
or.
y
ay
- ..... F
Bz
(1.4.5)
The divergence is equal to the rate of increase of lines of flow per volume.
According to the fundamental definition given in the last paragraph,
the divergence of F at a point P is a property of the behavior of F in the
neighborhood of P, and its value should not depend on the coordinate
system we have chosen. It is to be expected that the expression for the
divergence operator should have a different mathematical form for
generalized curvilinear coordinates from what it has for rectangular
coordinates; nevertheless the numerical value of div Fat P should be the
same for any sort of coordinate system. If the transformation of coordi-
nates involves only a rotation and not a stretching (i.e., if the h's all equal
unity), then both form and value should be unchanged by the trans-
formation. This is, after all, what we mean by a scalar invariant.
To find the expression for divergence in the generalized coordinates
discussed on page 24, we return to the fundamental definition of div F
and compute the net outflow integral for the volume element defined by
the elementary displacements h.; d~n in the new system. The net outflow
36 Types of Fields [CH. 1
over face 1 in Fig. 1.14 is d~2 d~a {F lh2ha + j-[(ajah) (F lh2ha)] dhl. We
have had to include the factors h 2h a inside the derivative in the second
term for the following reason: The net outflow integral over face 1 differs
from that over face 3, at the center of the element, both because F I
changes as h changes and because, in curvilinear coordinates, the area
of face 1 differs from that of face 3 ; that is, h2h a also depends on ~l.
Therefore, both factors must be included in the differential term.
. .'IF • dA 1 [a a a ]
div F = dV = h lh2ha ah (Flh 2h a) + a~2 (hIF2ha) + a~a (h lh2Fa)
(1.4.6)
where dV = h lh2had~l d~2 d~a is the volume of the elementary parallele-
piped.
This expression has certainly a different mathematical form from the
one in Eq. (1.4.5) for rectangular coordinates. In order to show that
the two have the same value at a given point, we resort to direct trans-
formation from one to the other, using the equations of transformation
given on pages 23 to 25. Starting with the expression in rectangular coor-
dinates, we express F", F y , and F. in terms of F I , F 2, and Fa, using Eqs.
(1.3.5) . After expanding some of the differentials and rearranging terms,
we obtain
§1.4] The Differential Operator V 37
The first and fourth brackets can be simplified by using the relation
_ax..-axa + -a~l
a~l
ay a az a
.-ay + -a~l .-az = -a
, so that they become
a~l
! aFl + F a(1 /h I
1)
hI a~I a~l
where aR is the unit vector pointed in the direction from point x', y', z' to
point x, y, z, that is, along R in the direction from the primed to the
unprimed end . N ext we form the net outflow integral for F over a closed
surface S which bounds some region c of space . Using Eq . (1.4.7), we
obtain
~s F· dA = fff
c
(V2ip) dx dy dz = ~ ~s dA fff q(~~~~z') aRdx' dy' dz'
where, of course, V%ip ... div (grad ip). The last integral is taken over all
values of x', y' , z' and over those values of z, y, z which are on the sur-
§1.4] The Differential Operator V 39
face S. The order of integration may be reversed, and we shall consider
first the integration over S. The integrand is aR[q(x',y',z')/41rR2]
dx' dy' dz', Referring to Eq. (1.2.9), we see that the net outflow integral
over S for this integrand is just [q(x',y',z')] dx' dy' dz' if the point x', y', z'
is inside S and is zero if the point is outside S. Therefore the integral
over dx' dy' dz' is equal to the integral of q inside the region c, and the
final result is
Iff
c
(V 21") dx dy dz = - ffl q(x',y',z') dx' dy' dz'
c
What has been shown is that the integral of V21" over any region c equals
the integral of - q over the same region, no matter what shape or size the
region has.
It is not difficult to conclude from this that, if I" is the integral defined
in Eq. (1.4.8), then I" is a solution of Poisson's equation V 21" = -q,
when q is a reasonable sort of function going to zero at infinity. It is not
the only solution, for we can add any amount of any solution of Laplace's
equation V2if; = 0 to I" and still have a solution of V21" = -q for the
same q.
What amount and kind of solution if; we add depends on the boundary
conditions of the individual problem. . If I" is to go to zero at infinity, no
if; needs to be added, for the I" givenin Eq. (1.4.8) already goes to zero at
infinity if q does. Of course, we might try to find a solution of Laplace's
equation which is zero at infinity and not zero somewhere else, but we
should be disappointed in our attempt. This is because no solution of
Laplace's equation can have a maximum or minimum (see page 7), and
a function which is zero at infinity and has no maximum or minimum
anywhere must be zero everywhere. Consequently, the I" of Eq. (1.4.8) is
the unique solution if the boundary condition requires vanishing at
infinity.
For other boundary conditions the correct solution is I" plus some
solution if; of V2if; = 0 such that I" + if; satisfy the conditions. This
whole question will be discussed in much greater detail in Chap. 7.
The Curl. There now remains to discuss the differential operator
which changes a vector into another vector. This operator is a measure
of the" vorticity" of a vector field and is related to the net circulation
integral discussed on page 18, just as the divergence operator is related
to the net outflow integral. To find the vorticity of a vector field at a
point P we compute the net circulation integral around an element of
area at P and divide the result by the area of the element. However, it
soon becomes apparent that the present limiting process is more com-
plicated than that used to define the divergence, for the results obtained
depend on the orientation of the element of area.
For instance, if the element is perpendicular to the x axis, the circula-
tion integral for the path shown in Fig. 1.15 is
40 Types of Fields [CR. 1
r; .
dz (X., y.,z.) 2
+ F,(xo,yo,zo) dz + of,dy
dy 2" dz
L, y
-F,,(xo,Yo,zo) dy -
of,,dz
iii 2"" dy
Ldy----J - F,(xo,Yo,zo) dz
of,dy
+ ay 2" dz
Fig. 1.1~ Net circula-
t ion integral and curl of
vector field.
= (oF, _ of,,) dy dz
oy oz
where we use the first-order terms in the Taylor's series expansion fa :'
both F" and F, .
z
2
(x.y.zJ
-----+*~""""'---y --H:::=-i'-==="-----y
8
x X
Fig. 1.16 Net circulation at angle to axis.
On the other hand, the circulation integral for the element per-
. 0 - Fxds cos 0) - dz
- (F"ds sm 2" ( ds sin
. 07iZ
of,, - ds cos 8 oFx)
7ii
- F, dz + dz ( dS .
-2 sm 8-
of, ds OF,)
oy - -2 cos 8ox
-
= [(-oF, sm 8 + (oFx
- -of,,). -oz - -of,) cos 8Jdz d8
oy oz ox
§1.4] The Differential Operator V 41
The circulation integral for an element having an arbitrary orienta-
tion in space is a still more complicated matter.
However, the complication vanishes if we consider the three quantities
¢F· ds = [h2F2 - t d~a o~a (h2F 2) ] d~2 + [haFa + t d~2 O~2 (haFa) ] d~a
- [haF2 + t d~a o~a (h 2F 2) Jdb - [haFa - t d~2 O~2 (haFa)] d~a
42 Types of Fields [CB. 1
Reducing this and dividing by the area h 2h s d~2 d~3 give us the ~l com-
ponent of the curl. Further calculation shows that the expression for
the curl in generalized coordinates is
To show that this is the same vector as that given in Eq. (1.4.9)
we consider the component of curl F = C along ~l. By Eqs. (1.3.3) this
equals
CI = alC", + {hCy + "'IIC.
= hI [a~l (aF. _ aF + a~l (aF", _ aF.) + a~l (aF
y) y _ aF",)]
ax ay az ay az ax az ax ay
But from Eq . (1.4.10), by the use of Eqs. (1.3.2) and (1.3.5), we obtain
C
1
= _1_ [ax aF", _ ax aF", + ay aF + ~ aF. _ ~ aF.]
y
h-h« a~3 a~2 a~2 a~3 a~3 a~3 a~3 a~2 a~2 a~3
_ 1 [(a y az ay az) (aF aF.)II
- h 2h3 a~3 a~2 - a~2 a~3 7iZ - ay
ax az ax az) (aF'" aF.)
+ ( a~3 a~2 - a~2 a~3 7iZ - ax
=
+ (:;3:t-:;2 :f) e~'" -a::)]
i; [a~l (aF. _ aF y) + ah (aF", _ aF.) '+ a~l (aF y _ aF"')]
ax ay az ay az ax az ax ay
which is identical with the previous equation and shows that the expres-
sions given in Eqs. (1.4.9) and (1.4.10) are the same vector. To show
that curl F is an axial vector when F is a true vector, note that we were
arbitrary in our choice of the direction of the line integral around the
element of area. If we had reversed the direction, we should have
changed the sign of the curl.
Vorticity Lines. The vector curl F defines another vector field, with
new lines of flow. These lines might be called the vorticity lines for the
field F. For instance, for the field F", = -ay, Fy = ax, F. = 0, the
vector curl F is directed along the positive z axis and has magnitude '
2a everywhere. The flow lines of F are circles in planes perpendicular
to the z axis. For the field F", = -ay, Fy = ax, F. = b(x2+ y2), dis-
cussed on page 12, the vector curl F has components of 2by, -2bx, 2a.
We have shown that the helical flow lines of this case are defined by the
families of surfaces cp = yx 2 + y2, {} = z - (b/a)(x 2+ y2) tarr? (y/x).
§1.4] The Differential Operator V 43
By methods discussed on page 14, we find that the lines of vorticity
are defined by the surfaces", = yx 2 + v'. '" = Z + (a/b) tan- 1 (y/x).
In both of these examples the vorticity lines are everywhere per-
pendicular to the lines of flow. This is not always true, however. For
instance, for the field F% = az, FlI = ax, F, = ay , the vector curl F = .
ai + aj + ak is not perpendicular to F.
One very interesting property is exhibited by vorticity lines for any
field : They never begin or end. This is in line with the argument on
page 18 about vortex tubes and can easily be shown from the properties
of the curl operator. To say that a flow line never begins or ends is to
say that the divergence of the corresponding vector is everywhere zero,
for then by the divergence theorem, E~. (1.4.8), every net outflow integral
is zero. However, the divergence of every curl is zero, by its very defini-
tion, for
2
div (curl F) = a Fz _ a2FlI + a2F% _ a2F z + 2
a Fy _ a2F% = 0
ax ay ax az ay az ay ax az ax az ay ,
This curl theorem is called Stokes' theorem; it enables one to compute the
net circulation integral for any path. It is one other relation between
the properties of a vector field at the boundary of a region and the
behavior of the field in the region inside the boundary, this one cor-
responding to the requirement that the net circulation integral around
any closed path must equal the number of vorticity lines enclosed by the
path.
44 Types of Fields . [CR. 1
The Vector Operator V. Just as the divergence operator is an
analogue of the dot product of vectors, so the curl operator is an analogue
of the cross product. To make the analogy more complete, we can
define a vector operator, called del and written v, with components given
. by the equation
V=i~+j~+ki. (1.4.12)
ax ay az
In terms of this operator the three differential operators discussed in
this section can be written symbolically:
grad v = v.pj div F = V· F; curl F = V X F
Some of the formulas involving the vector operator V acting on a
product of two quantities can be simplified. The formulas
grad (VA» = .p grad <I> + <I> grad .p
div (aF) = a div F + F . grad a
div (A X B) = B· curl A - A· curl B (1.4.13)
curl (aB) = a curl B + (grad a) X B
curl (A X B) = A div B - B div A + (B . grad)A - (A . grad)B
can all be obtained directly from the definitions of grad, div, and curl.
and no form which can be written down for the curl. In order to under-
stand how these operators transform and to be able to set up more com-
plex forms easily, we must delve into the formalism of tensor calculus.
Covariant and Contravariant Vectors. Tensor calculus is a formalism
developed to handle efficiently problems in differential geometry, which
§1.5] Vector and Tensor Formalism 45
has turned out to be decidedly useful in the study of general relativity.
We shall touch on the subject briefly in this book, covering only enough to
clarify the methods of calculat ing differential vector operators in cur-
vilinear coordinates. We still consider only orthogonal coordinates in
three dimensions, though tensor calculus in its full power can handle
nonorthogonal coordinates of any number of dimensions.
In Eqs. (1.3.12) and (1.3.13) we defined the components of contra-
variant and covariant vectors and their law of transformation. If F n
are the components of an ordinary vector in a three-dimensional orthog-
onal system of coordinates with scale factors hn , then the quantities
in = hnFnare said to be the covariant components of a vector in the same
coordinate system and the quantities r' = Fn/h n are called the con-
travariant components of a vector in the same system. Therefore, if in
are the components of a covariant vector, then fn = fn/h~ are the cor-.
responding components of the contravariant vector in the same coordi-
nate system. .
As we have shown in Eqs. (1.3.12) and (1.?13) the rules for trans-
formation of these vectors from the coordinate system t. to the system
i: are
(1.5.1)
n
b'i
i --
(a~;
a ~j a~k _ ah a~j) = h~h~h;' a~
a~~ a~; a~~ h a~i
1h2h 3
where if both systems are right-handed, the trios (i,j,k) and ('A,J.L,v) must
be one or another of the trios (1,2,3) , (2,3,1), or (3,1,2). By the use of
this formula, we find that, for any tensor iii, the quantities
ci = h (fj k - i kj) ; i, i, k = 1, 2, 3 or 2, 3, 1 or 3, 1, 2
1;2h3
(c3)' ; etc .
§1.5] Vector and Tensor Formalism 47
Similarly, h~h~h~(P - Jki) = c, are components of a covariant vector for
orthogonal coordinates. We note that these vectors are axial ve ctors, as
is shown by the arbitrary way we have to choose the order of -the sub-
scripts (1,2,3), etc. We also should mention that these definitions hold
only in three dimensions.
Therefore, if Am, B n, Ck are components 'of ordinary vectors and
am, bn, Ck are components of the corresponding covariant ve ctors, the ith
component of the cross product of A and B,
1
C, = AjBk - AkBj = hkhj (ajbk - akb j) = h.-ci ; (1.5.3)
i , j , k = 1, 2, 3 or 2, 3, 1 or 3, 1, 2
is an ordinary vector. We note again that this holds only for three
dimen~ions. ,
Christoffel Symbols. In order to dis cuss the properties of the
divergence and curl we must define a set of useful quantities, called the
Christoffel symbols, and discuss their properties. Th~se symbols are
defined as follows :
1 ahi 1 ah i hi ahi
{/i}
=--- -
hi a~;' UA {/i} = t; a~j ; {lit = - (h;)2 a~j
(1.5.4)
a~j (hiai) = L
n
hnan {;j} ; a~j (~) = - L(::) {niA
n
(1.5.5)
N ow the unit vector a, gives the direction of the ~i axis at the point P,
(h ,b,~3); and hi gives the scale of this coordinate, that is, hi equals
the actual distance between the points (h,~2,~3) and (~i + dh ,~2,b) ,
divided by the change of coordinate d~i' Therefore, the vector hiai gives
both direction and scale of the coordinate ~i at point P . The rate of
change of this vector with respect to change in coordinate ~j is also a
vector, the ith component giving the change of scale and the components
perpendicular to a, giving the change in direction as ~j changes. The
nth component of this rate of change vector is ti; times the Christoffel
.
i'.j =
aji
a~j z: {i}
+ \'
m
mj (1.5.7)
= \' a~. !...- (Jk a~~) + \' r a~. a~~ a~~ { i }'
'-' a~~ es, '-' a~i a~. es, m n
es, knms
ke
= \' aJk a~~ a~. + \' r a~. [ + \' a~~ a~~ { i } 'J
a2~~
'-'
ns
es, a~n j)~~ks
'-' Lt
a~~ a~. ah
mn
es. a~k m n
\' [afn + \' fk { n } J(a~~ a~:) = \' t: a~~ a~; .s
'-' a~. '-'
M k
ks es; a~i Lt es; a~i M
Therefore, P.i are the components of a mixed tensor of the second order.
The tensor is called the. covariant derivative of the contravariant vector
whose components are p.
Similarly, if f . are the components of a covariant vector, the quantity
F = l (an/hn)fn is an ordinary vector, and
n
k .k = (~~) - Lf.mL~}
m
- 2: fni n
{ink}
r: = (~:) + Lpm {j k}
m
+ 2: fn {n\}
n
i (1.5.9)
and so on. These quantities are the components of tensors of the third
order, which transform according to obvious generalizations of Eqs.
50 Types of Fields [CR. 1
(3.11). From these formulas it is possible to see that covariant differ-
entiation has the same rules of operation as ordinary differentiation.
For instance, for the differential of a product, (aibj) ,k = a ,fJj ,k + ai,kb;,
and so on.
Tensor Notation for Divergence and Curl. With these definitions
made we can now express the differential operators div and curl in a
symmetric form . The cont racted tensor
(1.5.10)
From this, the invariance of the divergence follows dire ctly, from the
general tensor rules.
Similarly, we have shown abo ve that for orthogonal coordinat es the
quantities
ci = - hl;2h a (ji ,k - f k,i) ; ijk = 123, 231, 312
~ A a (Bi ah i _ n, aha))
hih a es, ah
and which is the vector (D grad)A, as reference to Eq . (1.4.3) shows.
Thus the formalism of tensor calculus again enables us to obtain the com-
ponents of a vector operator in any orthogonal system of coordinates.
The shorthand symbolism of tensor calculus enables one to express
an equation in the same form in any coordinate system. Once one has
set up a tensor equality and has made sure that the subscripts and super-
scripts on each side of the equality sign match, then one can be sure that
the equation will hold in any coordinate system. This corresponds to
the general aim of theoretical physics, which seeks to express laws in
a form which will be independent of the coordinate system.
The Laplacian defined in Eq. (1.1.4) can also be obtained in its
generalized form by means of the tensor formalism
- div W =
I F ·grad ' ( - 1 ) d v' =
47rR
¢F-47rR
. dA'
- - I div'-
- F dv'
47rR
or If' = - Iff [div' F(x',y' ,z') /47rR] dx' dy' dz'
54 Types of Fields [cn c I
where the normal outflow integral of F/ 47r-Ris taken over a large, enclosing
surface entirely in the region where F is (or has been made) zero.
Similarly, by using an equation related to Gauss' theorem,
fcurl B dv = -.fB X dA (1.5 .17)
we can transform the expression for A to the simpler one
cur I W =
f 1 ) d v' = 1-.
F X gra d ' ( 47r-R X dA +
'f F 4n-R f curl'
4nR
F d v'
or A = Iff [curl' F(x',y',z') /47r-R) dx' dy' dz'
Consequently I(' and A can be obtained directly from the divergence and
the curl of F, with F subject to the conditions outlined above.
This property of any vector field, of being uniquely separable into a
divergenceless part, curl A, and a curlless part, grad cp, is called H elm-
holtz' 8 theorem. It will be of considerable use to us in this book, par-
ticularly in Chap. 13. It will be discussed from a different point of view
in Sec. 2.3.
(1.6.1)
§1.6) Dyadics and Other Operators 55
The dyadic as a whole whose components obey Eq. (1.6.1) is represented
by the German capital letter jl, The relation between the dyadic com-
ponents and the corresponding contravariant, covariant, and mixed
tensor components can be derived from Eqs. (1.5.2) :
(1.6.2)
Two general properties of a dyadic ~ can be written down immedi-
ately; the contracted form
(1.6.3)
m m
The quantities aman are neither scalar nor vector products of the unit
vectors but are operators such that the scalar product (aman ) • B = Bnam
is a vector pointed along ~m of magnitude equal to the component of B
along ~n, etc.
We note that the vector B . ~ is not usually equal to the vector ~ . B.
The dyadic ~* formed by reversing the order of the subscripts of the
components (A;::n = A nm) is called the conjugate of~. It is not difficult
to see that ~ . B = B . ~* and B . ~ = ~* • B.
Dyadics as Vector Operators. The last two paragraphs have sug-
gested one of the most useful properties of dyadics: They are operators
which change a vector into another vector. The new vector is related to the
56 Types of Fields [cnv I
old one by a set of rules, represented by the nine components Ai;. The
values of these components determine how the new vector differs from
the old in magnitude and direction. The amount of difference, of course,
also depends on the direction of the original vector. The vector operator
represented by a dyadic is not the most general type of vector operator
(we shall discuss others later), but it corresponds to so many physical
phenomena that it merits detailed study.
z z
x X
Fig . 1.18 Transformation of vector field by dyadic
i(1.5i + O.2j) + j(j - OAk) + k(O.5j + O.6k)
Black vectors are initial field ; outlined vectors are trans-
formed field.
m,n
2r. 58 = I [I AmJ1inJ
m,n
am
i
an ;z£ 58 • 2r
c2r = L
m,n
am(cAmn)an = 2rc
§1.6] Dyadics and Other Operators 57
The first equation shows us that addition of dyadics, is commutative and
that a dyadic of general form can be built up as a sum of dyadics of
simple form. The second equation shows that a dyadic times a dyadic
is a dyadic and that dyadic multiplication is not commutative. The
third equation defines multiplication by a scalar. Multiplication by a
vector has already been defined. The scalar "double-dot" product
m::58 = LAmnBnm = 1m: · 581
m,n
is, of course, the completely contracted
form .
There is, of course, a zero dyadic D and a unity dyadic 3' called the
idemfactor:
D . F = 0; 3" F = F; 3' = alai + a2a2 + aaaa
where F is any vector.
One can also define m:- I, the reciprocal dyadic to m:, as the dyadic,
which, when multiplied by m:, results in the idemfactor
Am = L
n
Amnan; A: = L
n
anAnm
where there must be at least three terms in the sum in order to represent
any arbitrary dyadic.
Symmetric and Antisymmetric Dyadics. The dyadic Aalal is a
particularly simple vector operator; it converts any vector F into a
vector of length A (a, . F) pointed along al . It is a symmetric dyadic, for
its components in any rectangular system of coordinates are symmetric
with respect to exchange of subscripts. For instance, in the rectangular
coordinates x, y, z, the components are
Au = Aai; A yy = Af3i; Au = A'Yi
A:r;y = A y ", = Aalf3l; An = A.", = Aal'YI; A y• = A. y = Af3n'l
where ai, 131, and 1'1 are the direction cosines of al with respect to x, y, e,
etc.
The most general symmetric dyadic can be expressed in terms of
three orthogonal unit vectors ai, a2, a3;
(1.6.8)
Since a symmetric dyadic is specified by only six independent constants
(three pairs of components are equal), specifying a definite symmetric
dyadic uniquely specifies the three constants AI, A 2 , A a and uniquely
§1.6] Dyadics and Other Operators • 59
specifies the directions in space of the three orthogonal unit vectors
a., a2, a3 [which are given by the Eulerian angles 1/1, 1/', ~, see Eq. (1.3.8)].
Referring to Eq. (1.6.7) we see that for a dyadic to be symmetric it must
be possible to find a trio of unit vectors a such that the component vector
Al is parallel to al, and so on.
Conversely, any symmetric dyadic can be expressed in the form. of
Eq. (1.6.8), and the values of the A's and the directions of the a's can be
found, for Eq. (1.6.8) indicates that the symmetric operator ~. operates
on a vector in either of the three orthogonal directions al , as, or a3 by
changing its length and not its direction whereas operating on a vector
in any other direction, direction is changed as well as length. Those
special directions in which the operation does not change the direction
of the vector are called the principal axes of the dyadic.
The direction cosines of a principal axis al of the dyadic
~. = A",ii + B.ij + BlIik + B.ji + AlIjj + B",jk + BlIki + B",kj + A.kk
may be found by solving the equation
(1.6.9)
This set of equations can be solved only if the determinant of the coeffi-
cients of at, {3l, 'Yt is zero :
B II
B", = 0
A. - A l
Solving this equation (a third-degree one) for A l yields three roots cor-
responding to the three numbers A l, A 2, A 3• The determinant is known
as a secular determinant. It turns up whenever one goes about solving
an eigenvalue equation by means of a linear combination of vectors such
as that used for at .
60 Types of Fields [cH.l
Corresponding to the three numbers A i there will be three sets of
values for a., Pi, "Ii which are the direction cosines of the three principal
axes. These axes are perpendicular, as shown by the following argument :
Since A 1 and A 2 usually differ in value, this equation can hold only if
al ' a2 = O.
It may also be shown that the Spur or expansion factor is invariant,
A", + A + A.
y = Ai + A + Aa
2
~ =
COS ..p
si~..p
- sin..p 0)
cos..p 0 ; 58 =
( cos 0
0
o
1
sin
0
0)
(
o 1 -sinO o cos 0
COS ep sin ep 0)
~ = - sin ep co~ ep 0
.( 0 0 1
representing the elementary rotations by the three Euler angles . The
elements of the product are computed using Eq. (1.6.6).
The reason these rotation dyadics are called unitary is that the deter-
minant of their elements is equal to unity, as may be deduced from Eq.
(1.6.11) . But an even more useful property may be displayed by using
Eq. (1.6.8), defining the reciprocal dyadic, and the definition of the
conjugate dyadic combining these with Eq. (1.6.11). The result is that,
if @ is a unitary matrix [satisfying (1.6.11)], @-l is its inverse and, if @*
is its conjugate, then
@-l = @* or @*. @ = 3; @ unitary (1.6.12)
Vice versa, if @ satisfies Eq. (1.6.12), then it is unitary and its com-
ponents satisfy Eq. (1.6.11) . Since @* • @ is vaguely analogous to the
magnitude of a vector, we can say that the " amplitude" of a unitary
dyadic is "unity."
Referring to Eq . (1.3.8) for the Euler-angle rotation, we see that, if
the components of vector F are its components in the coordinate system
x, y, z, then the components of @. F are the components of F in the
coordinate system ~l , ~2, h Thus the unitary dyadic @ might be con-
sidered to represent the change of components of a vector caused by the
rotation of the coordinate system. Instead of considering the coordinate
system fixed and the vector changing, we can, in this case, consider the
vector as unchanged in amplitude and direction and the coordinate axes
as rotated, with the new components of vector F given by @ • F. We
note the correspondence of Eqs. (1.3.9) and (1.6.5) for a unitary dyadic.
If a unitary dyadic can represent the change in vector components
caused by a rotation of axes, we might ask whether the change in com-
64 Types of Fields [CR. 1
ponents of a general dyadic ~ caused by the same rotation may not be
expressed in terms of the same unitary dyadic. This is answered in
the affirmative by appeal to the last of Eqs. (1.6.1) or to the following:
If ® is the unitary dyadic representing the rotation of axes and if ~ is
any dyadic, transforming vector A into vector B by the equation ~ . A
= B, then ® . A and ® . B give the components of A and B, respectively,
in the new coordinates ; and by juggling the equation relating A and B,
we have
®.B = ®. ~ . A = (®. ~ . ®-l) . (® . A) = (®. ~ . ®*) . (® . A)
21 = i aF
ax
+ J. aF
ay
+ k aF
az
= A*i
z
+~
A *" + A*k
J • (1.6.14)
A: = grad F z ; A: = grad F y ; A: = grad F.
The conjugate dyadic is, of course,
21 * = FV = aF i
' ax
+ aF . + aF k
ay J az
= iA*
z
+ J"A* + kA*
II •
111
VXu=l "X -a21 + J" X -a21 + k X -a21
ax ay az
= i (aA. _ aAy) + "(aAz _ aA.) + k (aA y _ aAz)
~ ~ J & ~ ~ ~
= (curl A:)i + (curl A;)j + (curl A:)k (1.6.17)
Related t o these differential properties there are integral properties
of dyadics analogous to Gauss' t heorem [Eq. (1.4.8 )] and to Stokes'
66 Types of Fields [cH.l
theorem [Eq. (1.4.11)]. For a surface integral over a closed surface,
for any dyadic 58
.'fdA . 58 = Iv . 58 dv (1.6.18)
where the volume integral is over the volume "inside" the surface and
where the area element dA points outward, away from the "inside."
The integrals, of course, result in vectors. For a line integral around
some closed contour, for any dyadic 58
.'fds . 58 = fdA . (v X 58) (1.6.19)
where the area integral is over a surface founded by the contour.
Deformation of Elastic Bodies. An important application of dyadic
algebra is in the representation of the deformation of elastic bodies.
A rigid body moves and rotates as a whole, but an elastic body can in
addition change the relative position of its internal parts. For such a
body the displacement of the part of the body originally at (x,y, z) is
expressed in terms of three vectors:
D(x,y,z) = T + P(x,y,z) + 5(X,y,Z)
Here T is the constant vector representing the average translation of the
body, P the part of the displacement due to the average rotation about
the center of gravity, and 5 is the additional displacement due to the dis-
tortion of the body. By definition, therefore, s is zero at the center of
gravity of the body and is zero everywhere if the body is perfectly rigid.
~ = m + ®; m = -t(curl s) X 3'
® = ielli + je22j +ke33k + et2(ij + ji) + e1 3(ik + ki) + e23(jk + kj)
= t(Vs + sv) (1.6.21)
_ asz _ 1 (as z
•
ell - ax' etc. , e12 - '2 ay + asu)
ax , et c.
/~ .d
~
l/
1/
\ 1/
Fig. 1.20 Change of element of elastic medium in simple
contraction.
(x ,y,z). It also equals the percentage decrease in density (to the first
order in the small quantities e) of the medium at (x,y,z).
Types of Strain. The simplest type of strain corresponds to a strain
dyadic which is independent of position; this is called homogeneous strain.
The simplest type of homogeneous strain is a simple expansion, cor-
responding to a distribution of displacement s and of strain dyadic ~
as follows:
s = e(xi + yj + zk) ; ~ = CS. = e3 (1.6.24)
This type of strain is isotropic; any axes are principal axes; there is no
rotation due to the strain. The dilation is 8 = 3e.
Another type of homogeneous strain, called simple shear, is obtained
when the extension along one principal axis is equal and opposite to that
along another, that along the third being zero:
s = i-e(xi - yj); ~ = ~ = i-e(ii - jj)
The dilation is zero, the extension in the x direction being just canceled
d /1"-.. ./ /f\.
-, 1/
/ 1/
f ,/ 1"-
"' A -. I:J
/ / 1/ I
,17 P '-1/ il'
Fig.1.21 Change of element of elastic medium ill simple
shear, as given by dyadic e(ii - jj).
by the contraction in the y direction. If the axes are rotated 45° about
the z axis (0 x = x' + y'; 0 y = x' - y'), the displacement and
§1.6] Dyadics and Other Operators 69
strain dyadic take on the form
More detailed consideration of the relation between the forces F and the
areas dA will confirm that st is a dyadic and transforms like any other
dyadic.
z Fz(Z+dz)
z
~r---+---c/---x
Fz(z) Fz(z)
Fig. 1.24 Forces on faces of element of elastic medium corre-
sponding to stress dyadic F zi F IIi+F Je. +
For static equilibrium these forces should not cause a rotation of
any part of the medium. A consideration of the torques on an element
of volume of the medium shows that
(F z )1I = (FII)z; etc.
§1.6] Dyadics and Other Operators 71
Consequently the dyadic st is symmetric and is equal to its conjugate
st* = iF" + jF lI + kF.. In terms of its principal axes and related orthog-
onal unit vectors an, this can be written as
st = T1alal + T 2a2a2 + Taaaaa '
where the constant Tn is the principal stress along the nth principal axis.
Various simple types of stress can be set up analogous to the strains
given previously. For instance, where T 2 ,;. T a = 0, the stress is called
a tension in the al direction; when T 2 = -T 1 and T a = 0, it is called a
shearing stress; and so on. The scalar Istl is minus three times the
pressure at the point.
Static Stress-Strain Relations for an Isotropic Elastic Body. When
the elastic properties of a medium. are independent of direction, it is
said to be isotropic. If the medium can remain in equilibrium under a
shearing stress, it is said to be elastic. When both of these requirements
are satisfied, it turns out that the principal axes of strain are identical
with the principal axes of stress everywhere and the strains due to the
three principal stresses are independent and additive. For instance, the
effect due to the principal stress T 1 will he a simple dilation plus an exten-
sion in the a, direction. In other words the equations relating the prin-
cipal strains and the principal stresses are
n = 1,2,3, . . .
where the constants :\ and p. are determined by the elastic properties of
the medium.
Referred to the usual axes, x, y, z, both stress and strain dyadics take
on a more general symmetrical form:
st = T""ii + + T"y(ij + ji) + .
10 = e""ii + + e"lI(ij + ji) ·+ .
The equations relating st and @5 and their components can be found by
transformation from the principal axes :
st = :\11013 + 2p.10
T"" = :\(e"" + ell y + e••) + 2p.e..; etc . (1.6.28)
T"II = 2p.e"1I; etc .
When the stress is an isotropic pressure, st = - P3, the strain is a
simple compression, @5 = -[P/(3:\ + 2p.)]3. The constant ·H3:\ + 2p.)
= P 16 is, therefore, the compression or bulk modulus of the isotropic
elastic medium. When the stress is a simple shearing stress st =S(ii
- m, the strain is a simple shear j(S/j.l)(ii - jj), so that the shear
modulus of the medium is j.l. When the stress is a simple tension in the
x direction, z = Tii, the strain is 10 = [T /2j.l(3)' + 2j.l)][2(:\ + j.l)ii
- :\OJ + kk)] , representing a stretch in the x direction and a shrinking
72 T ypes of Fields [cav I
in the y and z directions. The qu antity [Jl(3X + 2Jl )/ (X + Jl )] is the
ordinary tension or Young's modulus of the material. The ratio of
lateral shrink t o longitudinal stret ch [X/2(X + Jl )] is called Poisson's
ratio.
Dyadic Operators. In ord er to discuss t he relation between st ress
and st rain dyadics for nonisotropic solids, we mu st introduce quantities
which t ransform dyadi cs in a manner similar t o the way dyadics t rans-
form vect ors. The components must have four subscripts and should
transform in a manner analogous to Eq. (1.6.1) :
( G ii kl) ' = L
mnT B
'Yi m'Yin'Y kr 'flsGmn rs
There is, of cour se, the unity tetradic, ., (yod), which reproduces every
dyadic, and it s conjugate,
~= , :(f5 ; T mn = Lo.;»;
r8
are not mostly zero. Since both ~ and (f5 are symmet ric, we mu st have
Dm nrs = D nmrs and Dnm rs = Dm n sr ; we also have Dm nrs = Dr8m n • With all
of t hese sym metries,. .t he number of indepe~d~n~ ?o~ponents of , is
§1.6] Dyadics and Other Operators 73
reduced from 81 to 21. These components are called the elastic com-
ponents of the nonisotropic solid.
One could carry out an analysis of tetradics, their "principal axes,"
and other properties in a manner quite analogous to the way we have
analyzed the properties of dyadics. Lack of space and of importance
for our work, however, forbids.
Complex Numbers and Quatemions as Operators. Bef ore we go on
to less familiar fields, it is well to review an example of vector operators
which is so familiar that it is often overlooked. The use of complex
numbers to represent vectors in two dimensions is commonplace ; it is not
as well realized that a complex number can also represent a linear vector
operator for two dimensions.
The subject of complex numbers and of functions of a complex variable
will be treated in considerable detail in Chap. 4, for we shall be using
complex numbers as solutions to our problems all through this book. All
that needs to be pointed out here is that the real unit 1 can be considered
to represent a unit vector along the x axis and the imaginary unit i =
y'-=1 can be considered to represent a unit vector along the y axis; then
a vector in two dimensions with components x and y can be represented
by the complex nu~ber z = z + iy. Such a quantity satisfies the usual
rules for addition of vectors (that is, we add components) and of mul-
tiplication by a scalar (that is, az = ax + iay) .
The vector which is the mirror image of z in the x axis is called the
complex conjugate of z, Z = x -: iy. The angle between z and the x axis
is tan- 1 (y /x) , and the square of the length of z is Izl2 = ZZ = x 2 + y 2
= zz. We note that multiplication of complex numbers does not cor-
respond to the rules for multiplication of three-vectors. If z c::, x + iy
and w = u + i v, then wz = zw = (u x - vy ) + i(uy + vx ) is another
rector in the z, y plane. It is not the scalar product of the two vectors
(the scalar product ux + vy is the real part of wz), nor is it the vector
product (the vector product would have an amplitude equal to the
imaginary part of WZ, but its direction would be perpendicular to both w
and z, which requires the third dimension). Actually the product wz
of two complex numbers corresponds more closely to the operation of a
particular kind of dyadic w on a vector z.
The operation of multiplying by w changes the direction and mag-
nitude of z, To put this in usual vector and dyadic form, the vector z
would be xi + yj and the dyadic w would be uii - vij + vji + ujj, a
combination of the antisymmetric dyadic v(ji - ij) and the symmetric
dyadic u(ii + in, with principal axes along the x and y axes. This
dyadic is certainly not the most general two-dimensional linear operator
we can devise, for it has only two independent constants rather than
four. It represents the particularly simple type of operation which
changes the direction of any vector by a constant angle and changes
74 Types of Fields [CR. 1
the magnitude of any vector by a constant factor, as we shall see in a
moment.
The complex number represented symbolically by the exponential
e,e, where 0 is a real number, is, by Euler's equation,
where both a 2 + {32 + ')'2 and >.2 + p.2 + p2 equal unity. When both 8
and I{' are imaginary angles, the transformation corresponds to the
Lorentz transformation discussed in the next section.
In later portions of this chapter and in Sec. 2.6, we shall have occa-
sion to use generalizations of the versor 0 = ei~, where ~ is a general
dyadic operator. This function is always related to the rotation of the
vector F on which the operator ~ acts, and in many cases the rotation
transformation will be represented by the formula
F' = D·F· 0*
as was the case with quaternions.
Abstract Vector Spaces. The three-dimensional concepts of vectors
and dyadic operators discussed in the preceding sections may be gen-
eralized by considering vectors and dyadic operators in abstract spaces
which may have many dimensions, often a denumerably infinite number
of dimensions. This generalization has become one of the most powerful
of modern mathematical tools, particularly because it permits a syn-
thesis and a clearer understanding of a great many results taken from
widely varying fields. We shall discuss this generalization briefly here,
illustrating with some examples drawn from physics.
One of the simplest examples of the use of an abstract vector space
occurs when normal coordinates are used to describe the motion of
coupled oscillators. The number of normal coordinates, i .e., the number
of dimensions of the corresponding space, equals the number of degrees
of freedom of the oscillator. The configuration or state of the system
is described by a vector in this space . The principal axes of the space
refer to particularly "elementary" states of motion, the most general
motion being just a linear superposition of these" elementary" states.
These motions can be clarified by consideration of the system illus-
trated in Fig. 1.25. The" elementary" motions are two in number :
(1) The masses oscillate in the same direction, i.e., move together.
§1.6] Dyadics and Other Operators 77
(2) The masses oscillate in opposite directions, i.e., move toward each
other and then away from each other. These motions are called ele-
mentary because there is a definite single frequency for each type of
motion. The most general motion of the system is a linear super-
position of the "elementary" states of motion and, as a result, has no
definite frequency.
Let us now set up the two-dimensional space we require for the
description of this system. We may plot, for example, Xl, the displace-
ment of one of the masses along one of the axes, and X2 , the displacement
IA n - mw
A l2
2
A 21 1-
A 22 - mw2 -
0
Again, quoting the results given earlier, there are two elementary solu-
tions R I and R 2 which are orthogonal to each other. Moreover, it is
again clear that one may use these directions as new coordinate axes
and that any vector in this two-dimensional space (i.e., any possible
motion) may be expressed as a linear superposition of the two elementary
states of motion. The square of the cosine of the angle between a
vector F and the R I axis gives the relative fraction of the state desig-
nated by F which is of the R I type, the remainder being of the R 2 type,
since the sum of the cosine square terms is unity. In other words, the
78 Types of Fields [cn r I
square of this cosine gives the fraction of the total energy of the system
which is of the R 1 type.
Returning to the equations of motion, we now see that one may
consider the motion of the system as a series of successive infinitesimal
rotations produced by the operator ~, the time scale being determined
by the equation. The elementary solutions R have the important
property of not rotating with time , for the operator ~ operating on R
just gives R back again. The R's thus are stationary states of motion.
It is now possible, of course, to generalize the above discussion for
the case of N masses connected by a series of springs. Indeed such a
system would serve as a one-dimensional model of a crystal. For this
system, we require a space of N dimensions. There would be N ele-
mentary states of motion which define a set of fixed mutually orthogonal
dire ctions in abstract vector space.
Eigenvectors and Eigenvalues. The geometric character of these
abstract spaces is completely determined by the operator jl. The prin-
cipal axes of the operator in the direction en (we shall use the symbol en
to represent unit vectors in an abstract space as opposed to an for the
unit vector in ordinary three-dimensional space) are determined by the
eigenvalue equation
(1.6.31)
This equation states that for the eigenvectors en (i.e., for certain par-
ticular states represented by directions en in the vector space) a measure-
ment of the energy does not change the state of the system. Only then
can one be certain that the observation results in an accurate value of
the energy.
What then is the meaning of the constant En in this equation? It is
usually assumed that it is possible to normalize operator ~ in such a
way that the eigenvalue En is actually the energy of the state represented
by en. This is, of course, automatic in ordinary three-dimensional cases
discussed earlier. For example, the eigenvalues of the moment of
inertia dyadic are just the three principal moments of inertia, and the
eigenvalues of the stress dyadic are the principal stresses.
It is immediately clear that two quantities, such as energy and
momentum, will be simultaneously measurable (or observable as Dirac
puts it) if the eigenvectors for the energy operator are also the eigen-
vectors for the momentum operator. The necessary and sufficient con-
dition that two quantities be simultaneously measurable is that their cor-
responding operators commute . The necessity follows from the fact that,
if a vector en is an eigenvector for both ~ and p, then ~pen = p~en.
Since any vector is a linear superposition (another assumption) of en's,
we find that ~pe = p~e where e is any state vector.
The sufficiency of our statement in italics is somewhat more difficult
to prove. Consider an eigenvector en of~. Assume commutability
G:(pe n) = En(pen) . From this, it follows that pen is an eigenvector for ~
with eigenvalue En. If there is only one eigenvector with eigenvalue En,
it immediately follows that p • en must be proportional to en, yielding the
required theorem. If on the other hand there are several eigenvectors
e nm with eigenvalue En (referred to as a degeneracy), it follows that
80 Types of Fields [CR. 1
p . eni = 2: Pmienm. We may now, in this subspace for which all the
m
eigenvectors have eigenvalue En, find the principal axes, i.e., eigen-
vectors, of the operator P and thus find states in which both p and ~
are simultaneously measurable.
It is an obvious but important corollary that, if two operators do
not commute, they are not simultaneously measurable.
An important 'example of operators which do not all commute are
the operators representing position (P),~) and the corresponding com-
ponents of the momentum (Px,Pv,Pz), that is,
~\) = \)~, et c.; Px~ - ~Px = h/i
(1.6.32)
PxPv = PvPx, etc .; Px\) = \)Px, etc.
where h is Planck's constant h divided by 27l". These are the fundamental
equations of quantum theory. They will be discussed in more detail
in Chap. 2.
Direction Cosines and Probabilities. What can be said about the
state e which is not an eigenvector of the energy operator ~ but rather
is a linear combination of the en eigenvectors? Using the analogy with
the abstract space of the coupled oscillator, one takes the square of the
cosine of the angle between the state vector e and an eigenvector en as
being that relative fraction of e which is " in the state en." To say it in
more physical language, if one measures the energy of a number of
identical systems in state e, the fractional number of measurements in
which the energy will be En is equal to the square of the cosine of the
angle between e and en in the abstract vector space for the system. For
many quantum mechanical operators this cosine is a complex number
(thus permitting interference between eigenvectors with arbitrary phases) .
In such a case the square of the absolute value of the cosine is used . The
changes in the mathematics of abstract vector space which accompany
the introduction of complex cosines will be discussed below.
Probabilities and Uncertainties. Referring the results of our dis-
cussion to a single measurement, we may interpret the square of the
absolute value of the cosine as the probability that a state e will have
an energy En. The average value of the energy for state e is then
2: En(e n· e)2 or E av = (e~e). This is correct only if the cosines are real;
n
the proper generalizations for complex cosines will be given below.
These results enable us to discuss the results of measurements of two
quantities which are not simultaneously measurable. For example,
suppose that e(x) were a state vector for which the position z was known
precisely. What is the probability that this system will have a momen-
tum px, the eigenvector for this momentum being f(px)? This is given
in the present formalism by le(x) . f(Px)l2. The average value of the
§1.6] Dyadics and Other Operators 81
momentum is epe. One may then also express the mean-square devia-
tion of a measurement of pz from its average :
The dot product between ei and ej will not be defined, nor will it be needed .
It is now clear that the length of vector e will now be taken as
(e* . e) = ~IA iI 2 > °
a positive definite quantity. The " lengt h" of e (written [el) will be
taken as ye*. e.
Once we have made these definitions, a number of important con-
sequences may be derived. It follows, for example, from them that,
if e* . e = 0, then lei = O. It may be easily verified that, if e and fare
two vectors,
e*·f =~
Vectors in ordinary space have the property that their dot product
is never larger than the product of their amplitudes :
AB 2:: A· B
82 Types of Fields [cH.l
This is called the Schwarz inequality; it must also be true in abstract
vector space, in generalized form, since it follows from the fact that the
square of the "length" of a vector is never less than zero, i.e., is positive
definite. For instance, if e and f are two vectors and a and b two com-
plex numbers,
(ae* - 6f*) . (ae - bf) ;:::: 0
By setting a = ' V(f* . f)(e* . f) and b = v(e* ' e)(f*· e) this can be
reduced to
v(e* . e)(f* . f) ;:::: V(f* . e)(e* . f) or lei · IfI ;:::: If* . e] (1.6.33)
where e~ is a unit vector along the ith axis of the new coordinate system
and en are the unit vectors in the original system. The relation between
e~ and (e~)* must be the same as that for any two vectors in the unprimed
system so that
\' 'Ynien
(e;')* = ~ - *
n
®= Len '
n,i
'Yni • e, (1.6.35)
The form of the dyadic implies the convention that we shall always place
unstarred vectors to the right of an operator and starred vectors to the
left. A useful property of the dyadic operator is that
(e*®)f = e*(®f)
§1.6] Dyadics and Other Operators as
so that no parentheses are actually needed and we shall usually write it
e*®f.
Our generalizations have been carried out so that, as with ordinary
dyadics, products of operators are also operators :
(®\I)nk = [L 'YnjAjk]
j
Le~'Yni = L('Y*)ine~
n n
so that (1.6.36)
This equation states that the (i,n) component of the Hermitian adjoint
dyadic ®* is obtained by taking the complex conjugate of the (n,i)
component of ®. The notion of adjoint is the generalization ·of the
conjugate dyadic defined on page 55. The Hermitian adjoint of a
product of two operators ®\I is (®\I)* = \I*®*. The Hermitian adjoint
of a complex number times an operator is the complex conjugate of the
number times the adjoint of the operator.
Hermitian Operators. An operator which is self-adjoint, so that
® = ®* or 'Ynm = 'Ymn
is called a Hermitian operator. All classical symmetric dyadic operators
are Hermitian, since their components are all real numbers. The
operators in quantum mechanics which correspond to measurable quanti-
ties must also be Hermitian, for their eigenvalues must be real (after
all, the results of actual measurements are real numbers) . To prove
this we note that, if the eigenvalues an of an operator m: are real, then
e*m:e is real for any e. For e can be expanded in terms of the eigenvectors
84 Types of Fields [CR. 1
en, giving a series of real numbers for e*~e. Let e = f + bg; then
b(g*m) + b(f*~g) is real. But this is possible only if (g*~f) is the
complex conjugate of (f*~g) , that is, is (g*~*f) . Consequently g*(~l -
~*)f = 0 for any f or g ; therefore ~ = ~*.
The rotation operator ® defined in Eq. (1.6.35) is still more narrowly
specialized. The components 'Ymn are direction cosines, so that one would
expect the operator to have a "unit amplitude" somehow. Since a
rotation of coordinates in vector space should not change the value of a
scalar product, we should have
(e*®*) . (®f) = e* . f
for e and f arbitrary state vectors. Therefore, it must be that
®*® = 3'
where 3' is the idemfactor Lene:.
n
This implies that the adjoint of ®
p= a + bi + cj + df
§1.6} Dyadics and Other Operators 91
The square of the magnitude of this quantity is obtained by multiplying
p by its conjugate
p* = a - bi - cj - df; Ipl2 = pp* = a2 +b +c +d
2 2 2
where now Mz is an operator. Similarly, one may define a 1)y and a 1). in
terms of a Oy and an 0.. For most cases, since a rotation about the x
axis of the vector r does not commute with a rotation about the y axis
of this vector, :Dz:Dy ~ 1)y1)z.
However, for an infinitesimal rotation of amounts (dO)z , (dO)y, (dO) . ,
it is easy to see that the rotations do commute and that the corresponding
operator in abstract space is 1 + (ilh) (Mz ds; + My dOy + M. dO.) .
Since the effect of this infinitesimal operator on vector e cannot depend
upon the orientation of the x, y, z axes it follows that M z dO z + My dOy
+ M. dO. must be invariant under a rotation. Since (dOz,dOy,dO.) form
the three components of a space vector, it follows that (Mz,My,M.) must
also form the three components of a vector M and must transform, for
example, as x, y, z in Eq. (1.3.8), for then the operator can be a simple
scalar product, which is invariant under a rotation.
Since M is a vector, it must transform like a vector. Specifically,
92 Types of Fields [CR. 1
if the space axes are rotated by an angle de. about the z axis, the relation
between the un primed and the primed components are
IDl~ = IDl. ; IDl~ = de. IDl. + IDly; IDl~ = IDl. - de. IDly (1.6.46)
However, IDl. is an operator related to a rotation in vector space , related
to the parameter e. in a manner analogous to .p and t in Eq. (1.6.38).
To be specific, it is related to the rate of change of a state vector e by the
equation
1 1 de
h IDl.e = i de.
Therefore, the rate of change of any other operator, related to the system.
with respect to e. must be given by an equation of the form of (1.6.40).
For instance, the rate of change of the operator IDl. with respect to
the parameter e. is given by the equation
1 dIDl. 1
T de. = h (IDl.IDl. - IDl.IDl.)
But from Eq. (1.6.46), dIDl./de. = -IDly, we have
ihIDly = IDl.IDl. - IDl.IDl.
which is identical with the last of Eqs. (1.6.42) for the angular momentum
operators. '
The present derivation, however, has considered the operator vector
IDl to be the one related to an infinitesimal rotation of axes in ordinary
space . The results show that, as far as abstract vector space is con-
cerned, this operator is identical with the angular momentum operator
defined in Eqs. (1.6.42). The reason for the identity is, of course, that
a measurement of the angular momentum of a system usually results
in a space rotation of the system (unless the state corresponds to an
eigenvector for IDl) just as a measurement of linear momentum p usually
results in a change in position of the system.
In terms of the formalism of abstract vector space the operator
(h n)2 = ~
L.t (~xx~n)2
u ., Xl, X2, X3, X4 = X, y, z, 'I.e. t
m=l
Since the h's are all unity, there is no need to differentiate between con-
travariant, covariant, and "true" vector components.
Four-dimensional Invariants. Just as with three dimensions, we
shall find it remunerative to search for quantities which do not change
when a Lorentz transformation is applied, i .e., which give the same result
when measured by any observer traveling with any uniform velocity (less
than that of light) . These are analogous to the scalar quantities which
we discussed earlier and should, in many cases, correspond to measurable
quantities, for according to the theory of relativity many physical
quantities should give the same result when measured by different
observers traveling at different velocities. Such quantities are said
to be Lorentz invariant.
The space-time length of a given portion of the world line of a non-
accelerated particle is a four-dimensional invariant. If its displace-
ment in space to observer B is X' and its duration in time to the same
observer is t', then the square of the proper lengths of its world line is
• S2 = (et')2 - (X')2
To observer A, according to Eqs. (1.6.3), the square of the proper length
IS
(et)2 - x 2 = 1
1 - (u/e)2
. (et')2r + 2ux't' + (ux')
-e
2
F = F~
1 vI+_(uF~/c)
(U/C)2'
. F = F' . F
2 2, 3
= F"
3,
F 4 = (uFVc) + F~
vI _ (U/C)2
so that for this Lorentz transformation, the direction cosines are
Since the scale factors h are all unity and the Christoffel symbols therefore
are all zero, these are also the components of the four-dimensional
covariant derivative of 1/r. Consequently, the contracted second-order
derivative
iJ21/r iJ21/r iJ~ 1 iJ21/r
o 21/t = iJx2 + iJy2 + iJz 2 - C2 iJt2 (1.7.6)
~~ = b cosh a + ~4 sinh a
~~ = b sinh a + ~4 cosh a ; c tanh a = U
aT"""
ax
+ aT",y
ay
+ aT",z
az
= 0 t
' e c.;
. iat (cPo) = 0
are true, then these equations should also be true for observers moving
relative to the medium (or, what is the same thing, for a medium moving
with respect to the observer) . For instance, if we define the momentum
vector M with respect to observer B as being the vector with space
components
M", = (1/c)(poC 2 +
T",,,,) cosh a sinh a = P~l/C
My = P~2/C ; M, = P~3/C
100 Types of Fields [CR. 1
and the density with respect to observer B as being
l: (a~in)
n
= 0 or aM"
ax'
+ aMy + aM.
ay' az'
+ ap= 0
at'
where the primed coordinates are those suitable for observer B. This
equation is, of course, the equation of continuity for the medium, relating
momentum density (or mass flow) to change in mass density p, The
other three transformed equations turn out to be the equations of motion
for the medium.
Spin Space and Space-Time. One of the most interesting develop-
ments in modern theoretical physics is the demonstration that there is a
close connection between the two-dimensional "state space " connected
with the spin of the electron and the four-dimensional space-time describ-
ing the motion of the electron. In the previous section we have initiated
the discussion of a spin space corresponding to the two possible states of
spin of the electron and there pointed out that a change of direction of
the spin in ordinary space by 180° (reversal of spin) corresponded to a
change of the state vector in spin space by 90°. This is somewhat
analogous to the relation between the graphical representation of (-1)
and y-=I on the complex plane, and if one wished to become fanciful,
one might consider that the relation between ordinary space and spin
space was some sort of a "square-root" relation. Actually, it can be
shown that the two-dimensional spin space is a "square-root space, "
not of three-dimensional space, but of four-dimensional space-time.
More specifically, we will find that the four components of a dyadic
in spin space could be identified with the components of a four-vector
in space-time.
In order to show this we must consider the components of vectors in
spin space, and even the unit vectors themselves, as complex quantities
with complex conjugates (a and d for the components, which are numbers,
and e and e* for state vectors) , so that ad and e· e* are real positive
numbers. We start out with the two mutually perpendicular state
vectors el and e2 (with their complex conjugates ei and en representing
states where the electron spin is known to be pointed in a certain direc-
tion or known to be pointed in the opposite direction. For two complex
vectors to be called unit, orthogonal vectors, we must have that el . ei
= et . el = e2· ei = ei . e2 = 1 and that el · ei = ei . e2 = e2· ei
= ei . el = O. The values of the complex quantities el· el, el· e2,
ei . ei, etc ., are not required.
§1.7] The Lorentz Transformation 101
Any vector in spin space can be expressed in terms of these two unit
vectors :
s = aIel + a2el; s* = dlei + d2e:
and any dyadic in spin space can be expressed in the form
@5 = cllelei + cl2ele: + c2le2ei + c22e2e: (1.7.9)
A dyadic in spin space is called a spinor of second order. I t has the usual
properties of dyadics in that it can operate on a state vector in spin space
to produce another state vector:
@5 • s = (Cll + c21)alel + (C12 + c22)a2e2;
s* . @5 = dl(Cll + c12)ei + d2(C21 + c22)e:
To give physical content to these definitions, we must relate the behavior
of the spinor components ai and the dyadic components Cij under a
Lorentz transformation, with their behavior under a rotation of axes
in spin space . For example, a Lorentz invariant quantity should also
be an invariant to rotation in spin space. Following our preceding
remarks we shall require that the four second-order spinor components
Cij transform like the components of a four-vector in ordinary space-time.
A dyadic in spin space is a vector in space-time; this is the consummation
of our desire to have spin space be a "square-root space ."
Spinors and Four-vectors. We still have not worked out the specific
rules of transformation for spin space which will enable the Cij com-
ponents of the spin or to transform like a four-vector. The most general
transformation is given as follows :
e~ = allel + a12e2 ;
ei' = allei + al2e i
e~ = a2lel + a22e2;ei' = a2lei + a22 e i (1.7.10)
el = a22e~ - a12e~ ; ei = a22 ei' - a12 ei'
e2 = -a2lei + alle~; e: = -a2Iei' + allei'
where, in order that the scale be the same in the new coordinates as in
the old, aUa22 - a12a21 = 1, alla22 - al2a21 = 1.
Under this transformation in spin space the general spinor components
undergo the following transformations :
Cm" = L
ij
C:iaimaj" (1.7.11)
The safest way to carryon from here is to find a function of the c's which
is invariant under transformation of the a's in spin space, which can then
be made invariant under a Lorentz transformation. Utilizing the
multiplication properties of the a's, we can soon show that one invariant
is the quantity CllC22 - Cl2C21 (it can be shown by substituting and mul-
tiplying out, utilizing the fact that alla22 - al2a21 = 1, etc .). This
102 Types oj Fields [cH.1
quantity can also be made a Lorentz invariant if the c's are related to
components F n of a four-vector in such a way that 011022 - 012C2l = 02F~
- Fi - Fi - Fi, for such a combination of the F's is invariant. There .
are a number of ways in which this can be accomplished, but the most
straightforward way is as follows:
and that for the corresponding direction cosines for rotation of the unit
vectors in spin space is
(1.7.14)
Comparison with Eq s. (1.6.44) shows that the quantities 01, 02, 03 are
2/h times the spin operators for the electron. They are called the
Pauli spin operators. The quantity o( is, of course, the unity dyadic.
We see also that io 1, i0 2, - i0 3 are just the Hamilton quaternion operators.
We now can rewrite the spinor dyadic given in Eq. (1.7.9) as a four-
vector, by using Eqs. (1.7. 12) and (1.7.17) :
(1.7. 18)
where the "unit vectors " 0 are operators, operating on state vect ors in
spin space, but the component s F are ordinary numbers transforming like
components of an ordinary four-vector. Thus we finally see how opera-
tors in spin spa ce can act like vectors in space-time. The extension of
this discussion to the inversion transformation r' ---t -r and its correla-
tion with spin space requires that we consider e* and e as independent
quantities, so that transformations between them are possible. We
shall not go into this further , however, except to say that the vector 0
transforms like an axial vector. (See Prob. 1.34.)
One can go on to form spinor forms which transform like dyadics in
space time. For instance a spin or of fourth order,
1'.'
+ 02(F24 + F42 + iF 31 - iF + 03(F + F + iF 12 - F
13) 34 43 21 )
The OI'S, according to Eq. (1.7.10), are the direction cosines relating the
primed and unprimed unit vectors e in spin space. If they have the
values given in Eq. (1.7.16), they correspond to a rotation of space
axes by the Euler angles 8, 1/1, <1>. As we have shown above, a spin or
operator of the form of mhas the transformation properties of a vector,
and this is emphasized by writing it in terms of its components R "along"
the unit spin vectors d.
However, vector (or spin or operator, whichever point of view you
wish to emphasize) mis a peculiar one in that its components
R 1 = i sin (8/2) sin [(<I> -1/1) /2]; R 2 = i sin (8/2) cos [(<I> - 1/1) /2]
R; = i cos (8/2) sin [(<I> + 1/1) /2] ; R 4 = cos (8/2) cos [(<I> + 1/1) /2]
are themselves related to a particular transformation specified by the
angles 8,1/1, <1>. (This does not mean that the vector mcannot be expressed
in terms of any rotated coordinates for any angles; it just means that it
is especially related to one particular rotation for the angles 8, 1/1, <1>.)
As might be expected, the vector has a particular symmetry for this
rotation, for if the unit vectors e' are related to the vectors e through
the same angles [see Eqs. (1.7.10) and (1.7.16)], then it turns out that m
has the same form in terms of the primed vectors as it does for the
unprimed:
m= OI11elei + OI21ele: + . .
= [0I110l22Q2 2 - 0I21012 2a21 - 0I120121a22 + 0I220121a2de~ei'
- [0I110l22a12 - 0I210l22aU - OI120121a12 + 0I220121all]e~er
= a22e~ei' - aI2e~e:' • • •
= OI11e~ei' + OI21e~er + . . .
as one can prove by utilizing the multiplication properties of the OI'S .
106 Types of Fields [CR. 1
However, 91 is also a spin-vector operator. As a matter of fact it
operates on any spin vector to rotate it by just the amount which the
transformation e ----+ e' produces. According to Eqs. (1.7 .10),
91· en = e~; 91*' e: = e:' (1.7.21)
where 91* = alleiel + a2leie2 + al2e:el + a22e: e2
Another operator 91-1 performs the inverse operation e' ----+ e. R.efer-
ence to Eqs. (1.7 .10) indicates that the vector is
91-1 = a 22elei - a2lele: - al2e2ei + an e2e:
= a22eiej' - a21eiet - al2e~et' + alle~et
so that 91-1 . e~ = e n; (91-1)*. e:' = e:
But since a22 = an, al2 -a2l, etc., we also can show that
=
which shows the close interrelation between the operator 91 and its inverse,
91-1•
The particularly important property of the operators 91 is that, in
addition to causing a rotation of vectors in spin space, they can also
cause a related rotation of four-vectors in ordinary space. For instance,
the spin or
~ = cnelei + Cl2ele: + c2le2ei + c22 e2e:
(where the c's have any values) has the transformation properties of a
four-vector [see Eq. (1.7.18)], with components F« [see Eqs. (1.7.12)].
The vector formed by operating" fore-and-aft" on ~ by 91:
m
(J~ •
=
~ •
m-I
(J~ = ,
cll~lel
*, + ~12ele2,
,*, + C21e2el
,*, + C22e'*'
2e 2 (1. 7.23)
= F 1d 1 + F 2d 2 + Fad a + F 4"'.
is one with the same components F n, but these components are now with
respect to the primed unit vectors, rotated with respect to the unprimed
ones. Therefore, the fore-and-aft operation by 91 has effectively rotated
the vector ~ by an amount given by the angles e, 1/1 and cfl. In keeping
with the "square-root" relation between spin space and space-time, we
operate on a spin vector once with 91 to produce a rotation, but we
must operate twice on a four-vector in order to rotate it by the related
amount.
We note that we have here been dealing with rotations by finite-sized
angles. If the rotation is an infinitesimal one, the Euler angles e and
(cfl + 1/1) become small and the rotation can be represented by the
infinitesimal vector Aw, its direction giving the axis of rotation and its
magnitude giving the angle of rotation in radians. Consideration of the
properties of the cross product shows that the operation of changing an
CH.1] Problems 107
ordinary three-dimensional vector A into another A' by infinitesimal
rotation is given by the equation
A' = A +.1(,) X A (1.7.24)
(1.7.25)
for if; constant, define a family of surfaces. What is the shape of the
surface? What is the shape for the limiting cases ift = 0, ift = oo?
Express ift in terms of z , y, z and compute the direction cosines of the
normal to the ift surface at x , y, z. Is ift a solution of Laplace's equation?
1.3 The three components of a vector field are
F", = 2zx ; FlI = 2zy; F. = a2 + Z2 - x 2 - y2
108 Types of Fields [CR. 1
Show that the equations for the flow lines may be integrated to obtain
the flow functions I{J and JL, where
y
- = tan I{J '
x2 + y2 + Z2 + a 2 = coth JL
x '2a yx + y2
2
Show that the surfaces I{J, JL, if; constant are mutually orthogonal.
1.4 The three components of a vector field are
F", = 3xz; F y = 3yz; F. = 2z2 - x 2 - y2
Integrate the equations for the flow lines to obtain the flow functions
F", = x . F = Y .
[x 2 + y2 + (z - a)2)1 ' y [x 2 + y2 + (z - a)2]i'
z - a
F. = '[x·2----=+-----,y2;;-+-,-----(;-z---a";""-;;)2:;"";)1
1.6 Compute the net circulation integral around the circle, in the
x , y plane, of radius r, centered at the origin, for the field
F", = (x - a) x . F = Y y .
(x - a)2 y2 + x2 + y2' Y x2 + y2 (x - a)2 + y2'
F. = 0
Compute the net circulation integral for the field of Prob. 1.3 for the
circle defined by the equations ¢ = 0, JL = constant.
1.7 Parabolic coordinates are defined by the following equations:
>.. = Y Y x2 + y2 + Z2 + z; Po = Y Y x 2 + y2 + Z2 - z;
¢ = tan- 1 (y jx)
CR. 1] Problems 109
Describe (or sketch) the coordinate surfaces. Calculate the scale
factors and the direction cosines for the system in terms of (x,y,z) .
Express x, y, z in terms of X, IJ., tP, and thence obtain the scale factors and
direction cosines in terms of X, IJ., tP. Write out expressions for curl F,
V 21/1. Calculate, in terms of X, IJ., tP, the X, IJ., tP components of the
following vector field :
i .e., show that they are mutually orthogonal. These may be termed
exponential coordinates. Why? Compute the scale factors and direc-
tion cosines for transformation of vector components.
1.10 The bispherical coordinate system is defined by the equations
a sin ~ cos tP a sin ~ sin tP a sinh IJ.
x = cosh IJ. - cos ~; y = cosh IJ. - cos ~; z = cosh IJ.- cos ~
Describe (or sketch) the surfaces, and give the effective range of IJ., ~, tP.
Calculate the scale factors and direction cosines. Write out the expres-
sions for the Laplacian and the gradient. Show that the curvature of
the IJ. surfaces is a constant ; i.e., show that (l /h,,)(dal'/d~) = (l/hq,) .
. (iJal'/dtP) is independent of ~ and tP and that therefore these surfaces
are spheres.
1.11 Write out the expressions for the components of directional
derivatives (a,, · V)A and (aq, · V)B in spherical coordinates and in the
spheroidal coordinates
x = a cosh IJ. cos ~ cos tP; y = a cosh IJ. cos ~ sin tP ; z = a sinh IJ. sin ~
110 Types of Fields [CH. i
1.12 A scalar function 1/t(h, ~2, ~3) in an orthogonal, curvilinear
coordinate system h, b, ~3 may be made into a vector by multiplication
by the unit vector al,' normal to the h coordinate surfaces. Another
vector may be obtained by taking the curl A = curl (al1/t). Show that
A is tangential to the h surfaces. What equation must 1/t satisfy, and
what are the limitations on the scale factors h n in order that A satisfy
the equation
1.13 By the use of the tensor notation, find the expression for
V X (uVv) in general orthogonal curvilinear coordinates.
1.14 We can define the curvature of the ~n coordinate surfaces in
the ~m direction as the component along am of the rate of change of an
with respect to distance in the am direction. Express the two curvatures
of the ~n surface in terms of the Christoffel symbols.
1.16 Work out the expressions for the Christoffel symbols and for
the covariant derivative of the components fi = hiF i for the bispherical
coordinates given in Prob. 1.10 and the parabolic coordinates given by
z = 'Ap. cos cP ; y = 'Ap. sin cP; z = j.('A 2 - p.2)
~ (e ix@52(e-iX@5) = i[~,eix@52(e-ix@5l
ax
and ::2 (e ix@52(e-iX@5) = (i)2[~,[@5,eix@52(e-ixell
where [~/tl = [~~ - ~@51 and r~,[~,~ll = ~[~,~l - [~,~l~
b. From (a) derive the expansion
1.28 If en and f n are two sets of orthogonal vectors (that is, e~· f p =
0), then the projection operator ~ on set en is defined by the equations
~en = en; ~fp = O. Show that
a. ~2 = ~
b. ~* = ~
c. If ~2 = ~, ~* = ~, and there exists a set of vectors en such that
~en = en, that ~ is the projection operator on this set.
d. If ~l and ~ 2 are projection operators on two different sets of
vectors the necessary and sufficient condition that ~1~2 be a projection
operator is that ~1~2 - ~2~1 = O.
1.29 A four-dimensional coordinat e system analogous to spherical
coordinates is (T,a,if ,4», where
X4( = ict ) = CT cosh a ; X = iCT sinh a cos if
y = iCT sinh a sin if cos 4> ; z = iCT sinh a sin if sin 4>
where a Lorentz transformation is any transformation which leaves the
scale of T invariant. Calculate the scale factors and the direction cosines,
and show that the equation 0 21/1 = 0 becomes
CR. 1] Problems 113
- C2~3 :r (r ~~)]
3
= 0
Show that a solution of this equation is 1/; = (1/r 3 ) cosh a . Give the
x, y, Z, t components of the four-vector formed by taking the four-
gradient of 1/;. Show that this is a true four-vector.
1.30 A particle of rest mass mo, traveling with velocity v in the x
direction, strikes another particle of equal rest mass originally at rest
(with respect to observer A). The two rebound, with no change in
total energy momentum, the striking particle going off at an angle ()
with respect to the x axis (with respect to the observer) . Calculate the
momentum energy four-vectors for both particles, before and after
collision, both with respect to observer A (at rest with the struck particle
before it is struck) and to observer B, at rest with respect to the center
of gravity of the pair, and explain the differences.
1.31 A fluid is under a uniform isotropic pressure p according to
observer A at rest with respect to it . Calculate the density, momentum
density, and stress in the fluid , with respect to an observer B, moving
at 0.8 the velocity of light with respect to the fluid.
1.32 Give the direction cosines a for the transformation of spin
vectors for a combined Lorentz transformation (along the x axis) plus a
space rotation. '
1.33 An electron certainly has a spin in the positive x direction
with respect to an observer at rest with respect to the electron. What are
the probabilities of spin in plus and minus x directions for an observer B
moving with velocity u in the x direction with respect to the electron?
What is the probability that the electron has a spin in a direction at 45°
with respect to the positive x axis, with respect to observer A? For
observer B?
1.34 Let d be a three-component vector-spin operator with com-
ponents Ul, U2, U3 .
a. Show that, if A is a vector,
(d . A)d = A +
i(d X A)
d(d . A) = A - i(d X A)
(d X d) = 2id
d X (d X A) = i(d X A) - 2A
1/! = - fff div F4~~Y"z') dx' dy' dz' ; ·A = fff cu rl ~~dY"z') dx' dy' dz'
where R2 = (x - x')2 + (y - y')2 + (z - Z')2.
I, m, n
.i.: n
= 1, 2,3 or 2, 3, 1 or 3, 1, 2
l,m,n
hlal [o~m (hnA n) - O~n (hmAm) l
di d _ 2 _ 1 ~ 0 [h1h2ha Ol/l]
IV gra l/I - V l/I - h 1h2h a L.t O~n ~ O~n
n
VA = (VA). + (vA)a; (VA)a = i(curl A) X 3'
{VA). = i-(VA + Av) = 2:
[a~m ~= + A· ,grad (In hm)] amam
m
~ [hm .o Am n + a"a )
+ ~ L.t1
h n 0 ~n h m + hhm 00~m An]
hn
(
ama n m
m<n
116 Types of Fields [cH.l
For cylindrical coordinates h = r, ~2 = q" ~3 = z, we have hi = 1,
h2 = r, h 3 = 1, dV = r dr dq, dz.
. a",
grad v= a, -ar + -a"r"U
a", a, a",
a ·a + -·-.a
r SIn u -a<p
diIV A_I a ( 2A ) + -·-.a
1 a (si A) + -·-.a
1 aAI'
-"2 -a r r
r r r sm a.a
u
sin tJ"
tr r sm u -a
<p
a, [a . A)
curl A = r sin tJ atJ (sin tJ I' - a; + ra" [ sin1 tJ aAr
aA,,]
a; - ara (r A I'
)]
+ al'r [~(rA")
ar
_ aAr]
atJ
V2'" = 2~ (r2
r ar ar
a",) + r 2
1 .i- (sin
sin tJ atJ
oa",)
atJ
+r 2
1 a2'"
sin 2 tJ a<p2
V 2A -- ar
[2
V Ar _ ~ Ar _. 2 !..-- (si .aA) _ 2 aAI']
a<p
r2 r2 SIn"U
• .a a.a SIn"U"
2 · .a
u r S I n tr
1
v(VA + AV ) aA T
= a, ar a, + a" r aA" [1 AT] a"
at} + r
+ a", [ r SIn1
-'-
.Q
aA", + -Ar+ A"cot ] a",
~ t}
v r vip
+"2" r--.
1 [ 1
sin
aAr + orlJ (A",)]
-.Q ...,,-
v r
vip
(a,.a", + a",a )
r!>
,,\
- r
Bibliography
,i 1jt(xtdx)
I
I
I
I
!1jt(x) ,,
I
I
II ,
I
I I
: : Equilibrium Line
--------------------.--.x-----X+di --------- ---------- -----------
Fig. 2.1 Net force on element of string stretched under
tension T .
or when we are interested in the shape when the string is not moving, this
force may also be neglected. Other forces which may enter are the force
of gravity on each portion of the string (if it is stretched horizontally)
and the force due to a piano hammer or to a harpist's finger or to a violin
bow. Which of these forces are important enough to include in the
equation for the shape of the string depends on the particular case under
study.
Poisson's Equation. For instance, the string may be subjected to
steady, transverse forces distributed along its length, and we may be
interested in calculating the resulting equilibrium shape of the string
under the combined effect of this external force and that due to the
tension. In this case, the time dependence does not enter and the
differential equation for the shape is
d 2if! /dx 2 = -f(x) ; f = F(x)/T (2.1.2)
where the transverse force applied to the element of string between x
and x + dx is F(x) dx. Here this applied transverse force is balanced at
every point by the net transverse force due to the tension T . Equation
(2.1.2) is a one-dimensional case of Poisson's equation.
As an example of the cases which this equation represents, we can
consider the case of a horizontal string acted on ,by the force of gravity
due to its own weight . If each centimeter length of the string weighs
p gm, the force F(x) is just -pg, where g is the acceleration -of gravity.
The general solution of the resulting equation d2if!/dx 2 = pg/T is then
122 Equations Governing Fields [CH. 2
'It = a + bx + (pg/2T)x 2, where a and b are determined by "boundary
conditions." When the string supports at the two ends are rigid (i.e.,
when their displacement can be neglected) and a distance L apart, these
boundary conditions are that 'It = 0 when z = 0 when x = L. It is
not difficult to see that the quadratic expression in x, which has a second-
order term (pg/2T)x 2 and which goes to zero at x = 0 and x = L, is
'It = (pg/2T)x(x -L) . This, there-
fore, is the solution of the problem:
x=L
The shape is parabolic with con-
stant curvature pg/T and with
greatest displacement at the center
Force pg per Unit Length
of the string.
Fig. 2.2 Shape of string acted on trans-
versely by force of gravity, longitudinally
Several interesting general prop-
by tension. erties of solutions of Eq. (2.1.2)
may be deduced from the fact that
'It enters into the equation to the first power. For instance, if 'It is a
solution of Eq. (2.1.2) for a specified function j(x), then a'lt is a solution
of the equation d 2'1t /dx 2 = -aj(x) . This new solution often also satisfies
the same boundary conditions as 'It (it does for the string between fixed
supports, for instance) . Similarly if 'ltl is a solution'of d2'1t / dx 2 = -It and
'lt2 is a solution of d 2'1t /dx 2 = -j2, then 'It = 'ltl + 'lt2 is a solution of
(2.1.3)
Both of these properties will be utilized many times in this volume.
Concentrated Force, Delta Function. In many cases of practical
interest the transverse force is applied to only a small portion of the string.
This suggests a rather obvious idealization, a force applied" at a point"
on the string. Mathematically speaking this idealization corresponds to
a consideration of the limiting case of a force
0; x < ~ - (A/2)
F(x) =
{
F /A; ~ - (A/2) < x < ~ + (A/2)
0; x > ~ + (A/2)
when the length A of the portion of string acted on by the force is allowed
to go to zero.
Similar idealizations of concentrated forces, electric charges, etc.,
will be of great utility in our subsequent discussions. They can all be
expressed in terms of a "pathological function" called the delta junction,
. Il(x) = lim
{O;l /A; z < -A/2
-(A/2) < x < A/2 (2.1.4)
A-O 0; x> A/2
It is called a "pathological function" because it does not have the
"physically normal" properties of continuity and differentiability at
§2.1] The Flexible String 123
x = O. If we do not expect too much of the fun ction, however, it will
turn out to be of considerable aid in later analysis of many problems.
Remembering the usual definition of integration as a limiting sum, one
can derive the following integral rules for the delta function :
quantity. Using Eq. (2.1.6) we see Fig. 2.3 Shape of string acted on by
force con centrated at x = t.
that the solution must have a unit
change of slope at x =~. If the supports are rigid, the shape of the
string of length L for a force F = T concentrated at z = , ~ must be
.
G(xIO) = .
" "
J. . .. l
.
~I "ew "
"'- "_ ei(",I-c)x •
ZW. "" .'
'
x>O
126 Equations Governing Fields [CR. 2
The general equation for any applied force having sinusoidal dependence
on time, with frequency w/27r,• is obtained by an integral analogous to
Eq. (2.1.8).
Wave Energy. Since the waves in both directions are propagated
with constant velocity and unvarying shape, it is reasonable to expect
that the wave energy, once it is given to the string, is propagated without
loss. The total energy of the string is made up of the sum of the kinetic
energy of each element of the string,
KE = jpf(oif!/ot)2 dx
integrated over the length of the string, plus the total potential energy of
the string. If the shape of the string at any time tis if!(x,t), the potential
energy may be obtained by imagining this shape being produced by
applying a transverse distributed force of the proper amount so as to
move the string slowly from its equilibrium shape if! = 0 to its final shape
if!(x,t). The intermediate shape can be taken to be fN, where {3 varies
between zero and unity as the string is moved. The applied force on an
element dx of string in order to have reached the intermediate shape
(3if! is -T{3(02if!/OX 2) dx, and the work done by this force to move this
element from {3if! to ({3 + d(3)if! is - Tif!(02if!/ ox2) dx {3 d{3. The total work
done in moving the string from equilibrium ({3 = 0) to its final shape
if!({3 = 1) is, therefore,
PE = -T Jif!(02if!/OX 2) dx 10 1
(3 d{3 = -jT Jif!(02if!/OX 2) dx
The total energy possessed by that part of the string from x = a to
x = b is, therefore,
PE =
r
j-T Ja (Oift)2
ox dx
so that the energy W(a,b) is
Comparing this with our previous answer we see that the two differ by
the amount -j-T[iftoift/oxl~, which involves only values at the two ends a
and b. Each answer is equally good for the complete string, for when a
and b are the ends of the string (which are rigidly or freely supported so
that no energy is given to the supports), both results are the same . This
is the only case which should give a unique answer. Since expression
(2.1.11) is simpler, we shall use it in our subsequent discussions .
Energy Flow. The rate of change of the energy of the portion of
string between a and b is obtained by differentiating W(a,b) with respect
to the time:
d
dt W(a,b) =
r [oiftot o2ift
p Ja
T oift o2ift ]
iJt2 + P ox oxot dx
= T r [oiftot o2ift
Ja
+ oift o2ift ] dx
ox 2 oxox ot
= s.
T {b [oift oift] dx
[; oX ot ox
Therefore,
d W(a,b) = T [oift
. dt ot Oift]b
ox a = T (oift
at oift)
ox x=b- T (oift
at oift)
ox x=a (2.1.12)
These two terms represent energy flow into or out of the length of
string, across the two ends . If -T(oift/ot)(oift/ox) represents the average
energy flow in the positive x direction across the point x, then the first
term on the right-hand side represents energy flow into the string from
the far end of the portion (b > a) and the second term represents flow
into the portion from the left-hand end .
128 Equations Governing Fields [CH. 2
It is not difficult to verify that -T(at/t/at)(at/t/a x) equals the flow
of energy along the string in the positive z direction, for - T(at/t/ax)
equals the transverse force which the part of the string to the left of x
exerts on the part of the string to the right to make it move and at/t/ at
is the transverse velocity of the point x of the string. Force times
velocity, of course, equals power or rate of energy flow.
In this respect the term -T(at/t/ax) is analogousto a voltage across
a transmission line at some point, and at/t/at is analogous to the current
past the same point ; the product of the two equals the power transmitted .
Power and Wave Impedance. Moreover the analogy to a transmis-
sion line can be carried further. For alternating currents, the complex
ratio of voltage to current is called the impedance of the line. Often
this impedance) is a function of the a-c frequency, but sometimes, when
the impedance is a pure resistance, it can be independent of frequency.
The analogue to the electrical impedance is the complex ratio of the
transverse driving force to the transverse velocity, which can be called
mechanical impedance. For the simple string, long enough so that
waves are not reflected back from the far end (which is taken to be at
x = 00), the displacement of point x due to an alternating wave going in
the direction of increasing x can be represented by the expression t/t =
A+ei(",lcHr-CI) . The force and velocity at point x are
-T(at/t/a x) = -iT(w/c)t/t; at/t/at = -iwt/t
Therefore, the power flow across x, the average product of the real parts
of these two terms, is
Power = tpcw2lA+12 = tpcIU+12; T = pc 2
for a sinusoidal wave in the positive z direction. The quantity U+
= -iwA+ can be called the velocity amplitude of the string (not the wave)
for a sinus.oidal wave.
The impedance at point x for this simple wave is I
z'" = [-T(at/t/ax)]/[at/t /at] = pc (2.1.13)
This is called the wave impedance for the string. It is a constant, inde-
pendent of x and of frequency for the simple string for waves in one
direction. Indeed, we need not have dealt with so specialized a one-
directional wave as we did to obtain this value for wave impedance; for
any wave in the positive x direction, f(x - ct), the transverse force is
) Since we shall be using the negative exponential for the time variation e-;"l, the
signs of the rea ctance terms (imaginary parts of the impedances) will have the opposite
sign from that encountered in the usual electrical engineering notation. This is most
easily done by making the minus sign explicit before the i. For instance, if
Z = R - iX, then X will be the same rea ctance term as encountered in the electrical
engineering notation. In fact, the impedance formulas in this book can be changed to
the engineering notation simply by changing every (- i) in the formulas to (+j) .
§2.1] The Flexible Siring 129
-Tf'(x - ct) (where the prime indicates the derivative), the correspond-
ing transverse velocity is -cf'(x - ct), and the ratio of force to velocity
is, therefore, T / c = pc, independent of x and t and of the shape of the
wave.
Of course, if we have to deal with waves in both directions, the
impedance does depend on frequency and position. If if; = [A+ei<.>zlc +
A_e-i<.>zlc]e-i<.>t, then the average rate of flow of energy obtained by
averaging the expression (2.1.11) over a cycle is
Power = ipcw 2[IA +12 - IA_12]
and the impedance is
A_ = pc - Zl e2i(",/c)l. ao - t{1o
A+ pc + Zl '
. = -1 tan h-
1r
l(Jl)
-
C
- t. -2l
A
(2.1.14)
- (A_/ A+)
Z o = oc 11 + h [ ( 'R )]
(2.1.15)
(A_/ A+) = oc tan 1r ao - t,....o
then the expression for the shape of the string as a function of x and t
would be
Yn
shows that, if the displacement from equilibrium of the nth mass is Yn.
the transverse force on this mass due to the displacements of its neighbors
IS
Eigenvectors for the Unit Shift Operator. The solution of the dif-
ferential equation for y can be most easily effected by using the eigen-
vectors u, of the operator U.
u, = L 'Ynmem
m=l
the 'Y's being the direction cosines of the transformation. Then the 'Y's
satisfy the equation
'Yn,m-l - 1/n'Yn,m + 'Yn,m+l = ° (2.1.21)
except for the first and last equations, for m = 1 and m = N, where the
quantities 'YnO and 'Yn,N+l are naturally omitted. Even these two equa-
tions can be given this same form, however, if we just assume that the
quantities 'YnO and 'Yn,N+l are always zero.
The solution of Eqs. (2.1.21) is obtained by the use of the trigono-
metric formula
cos a sin (ma) = i sin [em - I}«] +i sin [em + l)a]
for if we set 'Ynm = A sin [man] (the time dependence being understood)
and n« = 2 cos an, all of the equations are satisfied. One of the addi-
tional requirements, that 'YnO = 0, is likewise complied with, and the
remaining requirement, that 'Yn,N+l = 0, can be satisfied if we allow an
to equal [n7r/(N + 1)].
2: Ymem = y = 2: UnUn = ~N ~ 1 m
2: Unem sin (N ; 1)
m=l n=l n, m = l
ts -Un)t=o = u, = ~ N ~~ LY~
m=l
sin (Nm~7r 1) (2.1.24)
Thus the coefficients of the series for the y's can be obtained in terms of
the initial values of the y's and the direction cosines of the transformation.
Limiting Case of Continuous String. To go from a collection of M
particles to a continuous string, we increase N to infinity, so that each
"point" on the string is labeled by a different n . If the string were
actually continuous, this would require N to be nondenumerably infinite,
which would mean that the corresponding abstract vector space would
have a nondenumerable infinity of mutually perpendicular directions.
Such a vector space is rather difficult to imagine, though we may console
ourselves that such niceties in distinguishing of types of infinities are
rather academic here, since any actual string is only approximately
§2.1] The Flexible Siring 135
continuous, and our present solutions are not valid for details of atomic
size or smaller. We can also reassure ourselves that only a small sub-
spa ce of the "supervector " space corresponds to physics, for as the
distance between successive points goes to zero, continuity requires that
Yn approach Yn+l in value.
At any rate, for the continuous string we can discard the nondenum-
erable set of indices m and use the distance x of the point from one end
as the label, i.e., set x = ml/(N + 1). Moreover since N is so large,
the difference between Nand N + 1 is negligible. The index n labeling
the different allowed modes of motion need not become infinite or con-
tinous, however, since we are usually interested in the lowest few (the
first hundred or so!) allowed frequencies . Therefore, n will be retained
as an integer and n/N will be a small quantity. To be specific, the
transition is as follows:
Wn~ n1!'c/l; c = yT/p; em~ e(x) ; y = l y(x)e(x)
y~~ L n
r,«, = L
n Ix
Yne(x)
'"
sin(n~x) e-i<.>nt
y(x) = Lr,
n
sin (n~x) e-i<.>·t
The last equation is the usual Fourier series for the free oscilla-
tions of the uniform string between rigid supports. The function
sin (n1!'x/l) e-i<.>nt, giving the shape of the nth normal mode, is the trans-
formation function, changing the denumerably infinite set of eigenvectors
u, for the operator U to the nondenumerably infinite set of unit vectors
e(x), each of which corresponds to a different point along the continuous
string. The summation over all the points is symbolized by the sum-
mation sign ~> though it could also be expressed in terms of an integral
x
over x. The limiting case of Eq. (2.1.24) is best expressed in terms of
an integral, for instance. We have let Y n be the limiting value of
U'; y2/N + 1, so that the equation for Yn in terms of the initial values
of displacement y~ (when the initial velocity is zero) is
Ly~
N
The number of terms in the sum over m between x and x + dx is, there-
fore, (N/ l ) dx. Therefore, in the limit the sum for Y n becomes the
integral
r, = 12 l«(I yO(x) sm
. (n1!'x)
"t: dx
136 Equations Governing Fields [CH. 2
which is the usual integral for the Fourier series coefficients giving the
amplitudes of the various normal modes.
Finally, if the distance between supports is increased without limit
(we place the origin at the mid-point of the string) , another series of
limiting calculations, which will be explained in detail in Chap. 4, brings
us to the general solution for the wave motion on an infinite string
originally held at a displacement yO (z) and released at t = 0:
y(x t) = -1
, 121r
t.-00
eia(z-cll da f'"
-00
yO(~)e-ia~ d~ (2.1.25)
where the real part of this expression gives the actual displacement of
point x at time t.
Finally it is of interest to see what limiting form of the operator U
takes on for the continuous string. To fit in with the equation for the
vector y, we ask for the limiting expression for the operator W5[U - 2)
on the vector y = L
m
Ymem ~ Ly(~)e(x).
z
Before going to the limit, the
As the distance between particles gets smaller and smaller, the difference
(Yn+l - Yn) approaches the differential dy(x) , the distance between
particles, l/(N + 1), being dx . Therefore, (N/ l)(Yn+ l - Yn) goes in the
limit to ()y/{)x and the expression above becomes
The effect of friction is, of course, to damp out the free vibrations. If
the string is held between two rigid supports a distance 1 apart, the shapes
of the normal modes are not affected by the friction, being still sin (1f"nxjl) .
However, the individual oscillations are damped out in time, for a solu-
tion of this equation is
This equation will be encountered many times in this book. Since it also
represents the behavior of some solute diffusing through a solvent (where
if; is the density of the solute), it is usually called the diffusion equation .
As with the wave equation (2.1.9) the tendency is to straighten out
the curvature ; however, here the velocity of any part of the string is
proportional to hut opposite in sign to the curvature of the part, whereas
138 Equations Governing Fields [cH.2
in the wave equation it is the acceleration that is proportional and opposite
in sign to the curvature. In short, we are essentially dealing with an
equilibrium condition. In the wave equation a curved portion con-
tinually increases in velocity until it is straightened out and only then
starts slowing down, thus ensuring oscillatory motion. But with the
diffusion equation the velocity of any portion comes to zero when this
portion is finally straightened out, so there is no oscillatory motion.
One would expect this behavior of a string
I=O_/\~_
of no mass in a viscous fluid, for the
damping is more than critical.
In the case of the wave equation the
general solution -could be expressed as a
~ superposition of two waves in opposite
1=1 "-- direction, f(x + ct) + F(x - ct), due to
the symmetrical relation between x and t
in the equation. In the diffusion equa-
1=2 tion this symmetry is not present, and
there is no simple form for the general
solution. Here also there is a difference
1=3 between the positive and negative time
direction, due to the fact that the time
derivative is a first derivative whereas
t=4~ there is a second derivative in the wave
-2 -I 0 +1 +2 +3 +4 equation.
X AXIS
For instance, if the string has a sinus-
Fig. 2.6 Sequence giving solu-
tions of diffusion equation after
oidal shape Aei"'%/c, then for the wave
initial shape as shown at top. equation the time dependence is also
sinusoidal, e-ic.>t. But for the diffusion
equation the time-dependent term is e-<"'/«c )'t, which is not symmetrical
with respect to time. For positive time the sinusoidal shape damps out'
exponentially, but, looking backward in time, we see that the wave
amplitude increases without limit as t is made more and more negative.
The smaller the wavelength of the fluctuations (i.e ., the larger w is),
the more rapidly are the functions damped out in positive time and the
more rapidly do they increase in negative time . As we shall show in
detail later, with the wave equation we can both predict future motion
and reconstruct past motion from present conditions. With the diffusion
equation prediction only is possible; attempts at reconstructing the past
result only in divergent expressions.
Klein-Gordon Equation. A type of equation of some interest in
quantum mechanics (it is used to describe a "scalar" meson) can also be
exemplified by the flexible string with additional stiffness forces provided
by the medium surrounding the string. If the string is embedded in a
thin sheet of rubber, for instance (or if it is along the axis of a cylinder of
§2.1] The Flexible String 139
rubber whose outside surface is held fixed), then in addition to the
restoring force due to tension there will be a restoring force due to the
rubber on each portion of string. If the displacement of the element dx
of string at x is l/t(x), this restoring force will be - Kl/t dx , where K is a
constant depending on the elastic properties and the geometrical dis-
tribution of the rubber.
Therefore, the equation of motion for the string is
(2.1.27)
where p is the linear density and T is the tension of the string. This
equation is called the Klein-Gordon equation when it occurs in quantum
mechanical problems. We note that, if c is the velocity of light, this
equation is also invariant in form under a Lorentz transformation, as is
the wave equation, so that solutions of the equation behave properly with
regard to the space-time rotations of special relativity.
The reaction of this type of string to a unit, steady, transverse force,
applied at point x = ~, differs from the reaction of a string with only
tension acting. The shape of the elastically braced string of infinite
length which corresponds to Eq. (2.1.7) is
In the case of the usual string, with only tension, we had to con-
sider the string to be a finite length, for the end supports were the only
" anchors" to prevent the force from pushing the string by an indefinitely
large amount. In the present case, however, the elastic medium in which
the string is embedded absorbs nearly all of the thrust, and except for
distances small compared with 1/ JL from either end, the exact position
of the end supports are not important. Consequently we can write a
Green's function which is independent of end points (i.e., for an infinite
string) for this case. The formula shows that a portion of the medium,
spread out a distance of about 1/ JL from the point of application, supports
the majority of the force, and the displacement of the string beyond this
distance becomes quite small.
For applied transverse forces of arbitrary type distributed along the
string, the corresponding shape of the string is obtained in the form of an
integral over the Green's function of Eq . (2.1.28) of the general form
given in Eq. (2.1.8).
If an elastically braced string is held under tension between rigid
supports a distance L apart, it can vibrate with a sequence of normal
modes of motion similar in shape but differing in frequency from the
normal modes of the string without elastic support.
140 Equations Governing Fields [cH.2
The Fourier series for the general free vibration is
The allowed frequencies are all larger than those for the usual string
because of the quantity p.2 which is proportional to the elastic constant K
of the medium surrounding the string. This result is not surprising, for
the added stiffness of the medium should increase the natural frequencies.
Forced Motion of the Elastically Braced String. A string embedded
in rubber driven from one end by a transverse alternating force also
exhibits certain characteristic differences of behavior compared with the
ordinary string.
The solution for a wave traveling to the right only, suitable for the
case of an infinitely long string, is
A exp [-Xy'p.2 - (W/C)2 - iwt]; w2 < p.2C2 = K /p
{ (2.1.29)
'" = Aexp (i(w/c)[xy'l- (p.c/w}2 - ct]}; w2 > K /p
At very high driving frequencies the wave motion is very similar to
Simple SIring SIring Wilh Friction SIring With Elaslic Supporl
(k: i) (iL: I)
1:0 r r - - - - - - -
f
1=1 ~ _ ~L- _
the ordinary string, except that the wave velocity is always somewhat
larger than c, by a factor l/y'l - (p.c/w) 2 . Here again the additional
elastic forces tend to "speed up" the waves. The wave number ).-1 =
y'(W/C)2 - p.2 is no longer a linear function of the frequency. Thus
the string plus bracing will behave like a dispersive medium . A general
§2.1] The Flexible String 141
wave shape composed of waves having different values of w will no longer
hold together but will diffuse from its original shape into a succession of
shapes more and more disp ersed over the entire length of the string.
This behavior is, of course , strikingly different from the behavior of a
wave form on an ordinary string which is not braced, for t hen the medium
is not dispersive and t he form will not change during propagation.
At low frequencies the effect of the elastic medium predominates over
the inertial effect of the mass of the string, and for frequencies less than
(1/211") VK/ p there is no true wave motion at all, the string moving back
and forth all in phase by an amount which is largest near the driving
force and which decreases rapidly farther from the driving end.
The wave impedance for this type of string is obtained in a manner
similar to that which obtained Eq. (2.1.13):
p ~~ = V . [X3 div s + }.LVS + }.LSVj = (X + }.L) grad div s + }.L div grad s
= (X + 2}.L) grad div s - }.L curl curl s (2.2.1)
where we have used Eq . (1.5.12) to rearrange the vector operators.
Longitudinal Waves. The form of the 'equation of motion suggests
that at least part of the vector s may be expressed in terms of the gradient
of a scalar potential 1/;, since the equation then simplifies considerably:
When s = grad 1/;, the equation for 1/;,
X + 2}.L
.
div grad .1.
'I'
= V 2. 1.
'I'
= -c~1 -iJ21/; ' c2 = -
iJt2 ' c
-
P
- (2.2.2)
is just the wave equation for the scalar wave potential 1/;, the three-dimen-
sional generalization of Eq . (2.1.9). The wave velocity Cc is greater
§2.2] Waves in an Elastic Medium 143
the larger are the moduli A and p. (i.e., the stiffer is the medium) and is
smaller the larger p is (i.e. the more dense is the medium).
When the solution of Eq. (2.2.1) is a gradient of a scalar, the dyadic
operator m = V(Vif;) is symmetric, rotation dyadic mis zero and m = @5,
the pure strain dyadic. For such a solution there is no twisting of the
medium, only stretching and squeezing. Waves of this sort are called
longitudinal or compressional waves. They can be propagated even in
liquid and gaseous media, where the shear modulus p. is zero.
But a gradient of a scalar potential is certainly not the most general
vector field possible for the strain displacement s, as was shown on
page 53. The most general vector field requires three scalar functions
of position to specify, one for each component, whereas the gradient of a
scalar is specified by a single function, the potential. Consequently,
two more scalar functions of position are needed to specify the most
general solution of Eq. (2.2.1).
Of course, we could set up equations for each of the rectangular com-
ponents of s, but this would result in three equations, each containing
the three components, which would have to be solved simultaneously-a
cumbersome procedure.
Transverse Waves. It would be much better to utilize some of the
properties of the vector operator V to obtain the other solutions, as
we did for the gradient of the potential : since the curl of a gradient is
zero, one term in the equation dropped out and the wave equation for the
scalar potential resulted. This result [plus the results of Eq. (1.5.15)]
suggests that we try the curl of some vector, for the divergence of a curl
is zero and therefore the divergence term would drop out . Accordingly
we let another solution for s be curl A, and the resulting equation for
A is
- curl 'curl A = c~(a2A/at2); c~ = p./p (2.2.3)
which is also a wave equation, as we shall later demonstrate. The wave
velocity c. for this wave is smaller than the velocity for longitudinal
waves, being proportional to the square root of the shear modulus p.
instead of the combination A + 2p.. It suggests that this part of the
solution is a shear wave, which indeed turns out to be the case. For
with this type of displacement the dilation 8 = div s [see Eq. (1.6.23)] is
zero, so there is no expansion or contraction, and therefore the strain
must be a type of shear. We shall usually call this type of wave the
transverse wave. •
This separation of the general solution int o a longitudinal part,
which is the gradient of a scalar potential if;, plus a transverse part, which
is the curl of a vector potential A as suggested on page 53, is a neat one,
for these two waves travel at different speeds and any other separation
of the solution would result in waves of both velocities being part of
both solutions, certainly a more clumsy procedure.
144 Equations Governing Fields [cH.2
But at first sight the two solutions we have obtained appear to be
redundant. We mentioned earlier that only three independent functions
of position are needed to give the most general solution for the vector s,
but here we appear to have four : one for the scalar potential and three
for the components of the vector potential. This redundancy is only
apparent, however, for we do not use all the degrees of freedom of the
vector potential A. The process of taking the curl of A to obtain s
discards a part of A, namely, the part which can be expressed as a gradient
of a scalar, and uses only that part which has zero divergence. There-
fore, the part of A which is used to contribute to the general solution for s
involves only two independent fun ctions of position, and these, with the
scalar potential, make up the requisite three.
To put the whole argument in another form , any vector solution of
Eq. (2.2.1) can be split into two parts : a longitudinal part having zero
curl, which can always (see page 53) be represented as the gradient of a
scalar potential, and a transverse part having zero divergence, which can
always (see page 54) be represented as the curl of a vector potential.
Equation (2.2.2) shows that, if the solution starts out as a longitudinal
one, it will continue to be longitudinal or, if it starts out transverse, it
will remain transverse as long as the quantities A and Jl. have everywhere
the same values. If A or Jl. or both change abruptly at a boundary surface
or change continuously in a region of space, then wave reflection will occur
and the longitudinal and transverse waves may become intermingled.
In the present case the longitudinal part corresponds to wave motion
of one velocity and the transverse part corresponds to wave motion of
another, lesser velocity. Actually there are two independent transverse
parts. One of these may be taken to be the curl of some solution A of
Eq. (2.2.3) [incidentally the curl of a solution of Eq. (2.2.3) is also a
solution of Eq. (2.2.3), as may be quickly verified]; this will be called the
first transverse solution . The other transverse part may be taken to be
the curl of the first solution (which is proportional to the zero-divergence
part of A itself, as may be quickly verified); this will be called the second
transverse solution of Eq. (2.2.1) .
Wave Motion in Three Dimensions. Waves on a simple string are
only of two general types : ones which travel to the right, represented by
the general function F(x - ct), and ones which travel to the left, repre-
sented by f(x + ct) . In three dimensions many more types of wave
motion are possible. Confining ourselves for the moment to the scalar
wave potential 'P, we, of course, can have a simple generalization of the
one-dimensional wave,
'P = f(a . r - cet) (2.2.4)
where r = xi + yj + zk and a is a unit vector in some arbitrary direction
given by-the spherical angles (J and cf> (see Fig . 2.8) . The wave motion
here is all in one direotionvandthe comments made in Sec. 2.1.concerning
§2.2] Waves in an Elastic Medium 145
one-dimensional waves need no modification to apply here. Such waves
are called plane waves for reasons which will shortly become apparent.
Inherent in our thinking of three-dimensional waves is the motion of a
wave front. Crests and troughs of a wave often maintain their identity as
they move along, which can be represented by surfaces everywhere per-
pendicular to the direction of wave motion and which move with the
wave velocity c. These surfaces are called surfaces of constant phase or
simply phase surfaces. For the simple plane wave form f(a· r - ct)
the surfaces are the planes a ' r = constant, perpendicular to the unit
vector a, which gives the direction of wave motion. If the wave is a
sinusoidal one, represented by the complex exponential term if; =
Aei(",/c) (a'r-c/) for all points on one of the surfaces, the wave function has
the same value of the phase angle of the complex exponential (which is
why the surfaces are called phase surfaces).
We can ask whether there are other types of waves in three dimensions
having crests and troughs which maintain their identity as the wave
moves along. A bit of investigation will suffice to convince one that only
plane waves of the form given in Eq . (2.2.4) maintain their shape and
size completely unchanged as they travel. It is possible to have waves,
other than plane, which keep their shape but not their size; these have the
form
if; = A(x;Y,z)f[cp(x,y,z) - ct] (2.2.5)
The function f provides for the motion of the wave, and the surfaces cp =
constant are the surfaces of constant phase; the factor A provides for
the change in size of the wave from point to point.
Substituting this form into the wave equation V2Tj; = (1/c 2 )( a2if;/Ot2 )
results in the equation
fV2A + (f' / A) div [A 2 grad cp] + Af"[grad 2 cp - 1] = 0
where the primes indicate differentiation of f with respect to its argument.
If fis to be any arbitrary function of its argument (cp - ct), the coefficients
of f, f', and f" must each be equal to zero:
V2A = 0; [grad cp)2 = 1; div [A2 grad cp] = 0 (2.2.6)
The last equation is equivalent to stating that the vector A 2 grad cp is
146 Equations Governing Fields [cH.2
equal to the curl of some vector, and the second equation states that
grad If' is a unit vector. These are stringent limitations on A and 'P,
and not many solutions can be found. In other words, not many types
of waves maintain their shape as they move through space.
One solution of these equations has spherical wave fronts, 'P = r =
V X2 + y2 + Z2, and has an amplitude A = B f r which varies inversely
with the distance r from the center of the wave (B is a constant). The
solution
1/! = (Blr)f(r - ct)
represents a spherical wave radiating out from the cent er r = O. Natu-
rally there can also be an ingoing wave (Dlr)F(r + ct).
Another way of analyzing the same general problem consists in
determining what curvilinear coordinat e surfaces can be wave fronts.
If the wave equation in some coordinate system has solutions which are
functions of only one of the three coordinates, then a traveling-wave
solution can be formed from these solutions which will have one set of
the coordinate surfaces as its surfaces of constant phase.
Suppose that we choose an orthogonal, curvilinear coordinate system
~l, ~2, ~a, with scale factors hI, h2, b«and unit vectors aI, a 2, as. According
to Eq. (1.5.11) the wave equation for 1/! in terms of these coordinates is
21/!
1 \ ' a (h lh 2h a a1/!) 1 a (2.2.7)
h lh 2ha ~ a~n ~ a~n = & at2
n
1 a (h2ha a1/!)
h lh 2h a ah JL; ah
+ (W)2
c 1/! -- 0
will yield solutions which are functions of ~l alone, then the wave equation
is separable for the coordinate h .
If one solution of this equation can be found , two independent solu-
tions Y(~l) and Y(~l) can be obtained (this will be proved in Chap. 5),
and the combination
y + iY = A(~I)ei(", /c) ..(EI )
will serve to give us an expression for a simple harmonic wave having the
coordinate surfaces h = constant as the surfaces of constant phase of the
wave:
(2.2.8)
§2.2] Waves in an Elastic Medium 147
This form of wave is more specialized than that given in Eq. (2.2.5), since
we have contented ourselves here with sinusoidal dependence on time .
In exchange for the simplification the limiting requirements on A and If'
are not so stringent as in Eq. (2.2.6). For instance grad If' need not be a
unit vector, which corresponds to the statement that the surfaces of
constant phase do not travel with the velocity c everywhere. The
functions A and If' may depend on w, so that the shape of the wave may
differ for differing frequencies. Nevertheless we again find that a form
of wave front which allows wave propagation with reasonable per-
manence of wave form is not at all common ; as we shall see in Chap. 5,
only a few coordinate systems have a separable equation. The wave
equation, it turns out, is rather particular about the shape of the wave
fronts it allows. '
Further discussion of these points is not profitable here. It has
been sufficient to point out that there is a close connection between the
property of a coordinate system of allowing separable solutions of the
wave equation (solutions consisting of factors, each functions of only
one coordinate) and the possibility for the corresponding coordinate
surfaces to be surfaces of constant phase for some wave. In Chap . 5
we shall deal with the problem of separability in more detail.
Vector Waves. We must now return to the shear waves which cannot
be represented by a scalar wave function but which can be represented by
a divergenceless vector potential, satisfying the equation
curl curl A + (1/c)2(a 2A/at 2) = 0
These also can have plane wave solutions :
A = (B X a)f(a· r - ct) (2.2.9)
where B is any constant vector and, .therefore, (B X a) is a constant vector
perpendicular to the unit vector a, which determines the direction of
propagation of the wave. Since the magnitude of A is independent of
position along a line in the direction of A (i.e.: since the gradient of f
is perpendicular to B X a), the divergence of A is zero, as was required.
The curl of A is a vector perpendicular both to A and to a,
curl A = (grad 1) X (B X a) = [B - a(a · B)]f'
and the curl of this vector is again parallel to A,
curl curl A = - (B X a)f" = - (1/c 2 )(a2Ajf)t2 )
as, of course, it must be in order to satisfy the vector wave equation
(2.2.3). The directions of A and curl A are both perpendicular to the
direction a of propagation of the wave, which is the reason for calling
these waves transverse.
148 Equations Governing Fields [cH.2
There is also a vector potential representing a spherical vector wave,
analogous to the scalar spherical wave (B/r)f(r - ct) mentioned earlier.
If a, is a unit vector pointed along the radius r, a, a unit vector per-
pendicular to a, and to the axis of the spherical coordinates, and a" =
a, X a, another unit vector perpendicular to both, then the vector
A = (a,,/r)f(r ± ct) is a solution of the vector wave equation which is
satisfactory except along the spherical axis iJ = O. For the outgoing
wave, for inst ance,
curl A = (alP/r)f'(r - ct)
and curl curl A = -(a,,/r)f"(r - ct) = -(1/C2)(02A/ot 2)
It is obvious that the vector curl A is also a solution of the vector wave
equation, so that the most general outgoing spherical vector wave is
(a,,/r)f(r - ct) + (alP/r)F(r - ct)
The more complex problem of the separability of the vector wave equa-
tion will be discussed later.
Integral Representations. More general types of waves can be con-
structed by adding up plane waves in different directions. As shown in
Fig. 2.8 the vector a(8,ep) is the unit propagation vector pointed in the
direction defined by the spherical angles 8, ep and r is the radius vector
of length r, with direction defined by the angles iJ and 'P. The most
general sort of scalar wave can be represented by the integral
if! = f depf sin 8 d8 f[ep, 8; r· a(8,ep) - ct] (2.2.10)
where f is a traveling wave of shape depending on the angles 8 and ep.
The limits of int egration are usually from 0 to 211" for ep and from 0 to
11" for 8, but they may extend to imaginary or complex values [such as
from 0 to (11"/2) + i oo for 8].
The most general vector wave function can be formed in a similar
manner:
A = fd¢f sin 8 d8 F[ep, 8; r· a(8,ep) - ct] (2.2.11)
where F(ep,8;z) is a vector function of ep and 8 and z which is pointed in
a direction perpendicular to a(fJ,ep) . Since every element in the integrand
is a transverse wave, ·t he result must have zero divergence.
One can also express more specialized waves in this same manner. In
the very important case of simple harmonic waves, for instance, with
time factor e- iwt , the expression for the scalar wave becomes
if! = fdepfY(ep,8)e i ( wt c)(T co. o - ct ) sin 8d8 (2.2.12)
+
where r cos n = r[cos 8 cos iJ sin 8 sin iJ cos (ep - rp)] = r· a(8 ,ep) and
Y(ep,8) is some function of the spherical angles. For the vector solution
Y is a vector perpendicular to a for every value of fJ and ep. In future
§2.21 Waves in an Elastic Medium 149
chapters we shall find it extremely valuable to express all the solutions
of the wave equation in such an integral form.
Stress and Strain. To return to physics after this incursion into
mathematics, it will be well to compute the stresses in the medium cor-
responding to the various types of wave motion. For a compressional
(longitudinal) wave traveling to the right along the x axis, the scalar
potential is if; = f(x - cet) and the displacement of the medium at point
x, y, z at time tis
s = grad if; = iI'(q; - cet); I'W = (d/d~)fW (2.2.13)
The strain dyadic is @5 = i[Vs + sVl = iiI"(x - cet), and the stress
dyadic is
~ = A3 div s + /-L(vs + sV) = [(A + 2/-L)ii + AOj +
kk)lI"(x - ct) ;
I"W = (d2 /de)fW (2.2.14)
In other words the force across a unit area perpendicular to ,t he z axis is in
the z direction and of magnitude (A + 2/-L)f", whereas the force across a
unit area parallel to the x axis is perpendicular to the area and equal to
AI". The motion is entirely in the z direction, and the tractile forces are
all normal; no shear is present.
For a shear (transverse) wave traveling to the right along the z
axis, with motion parallel to the z axis, the vector potential is A =
jF(x - c,t) and the displacement of the medium at point z, y, z at time
tis
s = curl A = kF'(x - c,t ); F'W = (d/d~)FW (2.2.15)
The strain dyadic is @5 = (ik + ki)F"(x - c,t), and the stress dyadic is
~ = /-L(Vs + sV) = /-L[ik + kiW" (x - cst); F" (t) = (d2/ dt 2)F(t)
(2.2 .16)
since div s is zero. In this case the force across a unit area perpendicular
to the x axis is in the z direction and of magnitude /-LF" ; the force across
one perpendicular to the z axis is in the z direction and also equal to
/-LF" . There is no tractile force across a surface perpendicular to the y
axis. This stress is, of course, a simple shear in the x, z plane.
Wave Energy and Impedance. To find the potential energy stored
in a certain volume of medium when its strain dyadic is @5 = i(Vs + sv)
and its stress dyadic is ~ = A3/@5! + 2/-L@5, we first find the increase in
potential energy when the displacement s of the medium at x , y, z is
increased by the small amount os. The work done by the stress forces
on the medium in the volume can be computed in terms of the scalar
product of the tractive force (~. dA) across each element dA of the
surface of the volume and the displacement os of the element :
ow = Hos, (~. dA) = JH[div (~. os)]dv
150 Equations Governing Fields [cH.2
where the first integral is over the surface bounding the volume in
question and the second integral is over the volume itself. We have
made use of Gauss's theorem, Eq. (1.4.7), to derive the second integral
from the first.
However, a juggling of components shows that, for any vector A and
dyadic 58, the following formula holds :
div (58 ,A) = (V. 58) . A + 58 :(VA) ; where 58:1) = LBmnD nm
mn
= 158· 1)1
Therefore,
fff div (~. ss) dv = fff[(v.~) . os + ~ :(Vos)] dv
Since (V . ~) dv is the net force on the volume element dv, which is zero
when the medium is in equilibrium (as it is when we measure potential
energy) , the integrand of the potential-energy integral becomes
~:(Vos) = ~:o[i(Vs + sV)] = ~:o~
= [hJ~llo~1 + 21L~:0~] = o[i~ :~l = o[il~ · ~11
The kinetic energy is, of course, the integral of ip(asjat) 2 over the
same volume. The total energy density in the medium is, therefore,
For the plane compressional and shear waves given in Eqs. (2.2.13)
and (2.2.15) the energy densities turn out to be
The flow of energy across any given closed surface may be obtained by
finding the rate of change of the total energy inside the surface. Using
Eq . (2.2.1) in the process, we find that
§2.3] Motion of Fluids 151
The last integral, being a surface integral, must equal the flow of energy
in through the surface to cause the increase in W . With a minus sign in
front of it, it is the net outflow of energy across the closed surface.
Therefore, the vector representing the energy flow density in a
medium carrying elastic waves is
s = -(as/at) . ~ (2.2.20)
This is not a surprising result. The quantity as/at is the velocity
of the particle of the medium at x , y, z, The tractile force across an
element of surface dA u perpendicular to as/at is ~ . dA u , and the expres-
sion for power is force times velocity. Since the dimensions of ~ are
force per unit area, the dimensions of S are power per unit area.
For the plane longitudinal wave given in Eqs. (2.2.13) and (2.2.14)
the transmitted power is
S = i(}. + 2JL)cclf"(x - cet)J2 (2.2.21)
and for the transverse plane wave given in Eqs. (2.2.15) and (2.2.16) it is
S = i/lc.[F" (x - czt)J2 (2.2.22)
The density of energy flow for a plane elastic wave is usually called the
intensity of the wave. We see in each case that the magnitude of the
intensity is the energy density times the wave velocity. In a plane wave
the energy moves along with the velocity of the wave.
In these cases we can consider the quantities ccf" and c.F" , the ampli-
tudes of velocity of the medium, as being analogous to an electric-current
density and the quantities (}. + 2JL)J" and /IF'', the amplitudes of the
tractile forces, as being analogous to voltages. The product of the two
gives power density. The ratio of the two would give a quantity which
could be called the impedance of the medium for waves of the type con-
sidered. For compressional waves the impedance is (A + 2JL)/cc = pce,
and for shear waves it is /l/c. = pc«.
But the equation of continuity has that ap/at = - div (pv), so that
(dp/dt) = - div (pv) +v » grad p = -p div v (2.3.5)
Solutions for Incompressible Fluids. When the fluid density p is
everywhere constant, the equation determining v is just div v = o.
The most general solution of this can be expressed in terms of a scalar
and vector potential (as shown on page 53) .
v = curl A + grad if;i V 2if; = div grad if; = 0 (2.3.6)
§2.3] Motion of Fluids 155
The vector A can be any well-behaved ve ctor field which satisfies the
boundary conditions. The equation for the velocity potential if; is called
Laplace's equation. It will be discussed at great length later in the book.
The flow lines , discussed on page 12, are, of course, perpendicular to
the surfaces of constant velocity potential.
When there is no vorticity, A = 0 and the velocity is completely
determined by the scalar potential. If, in addition, the flow lines lie in
00
o 0 0 o-e- o 0
<f r<i N 9 N r<5
+00 '
.,. .,. .,. .,. .,. .,. +00 +00
I I I I 0
00 00 00 00 00
"'/r
- r---
-<l>= +3.0
- -
-
-
gw _ -4>=+2.0
A•
J 7
-
- f-- t-
- 4>=+ 1.0
</J, 1-
=1T - - • 4>=0
4> =0;::"'"
4> =- 1.0
4> =- 2.0
4A
+-f
'\4>=0 4>=21T
4>=-3.0
~ Q
r0
Q
C\J 9 9 a+
.,. .,." .,."
I
00
I I I
.;
0
.,." +
"
~
.,."
1:1",
'" 00
-e-
Fig. 2.9 Potential '" and flow ~ lines for two-dimen-
sional flow of incompressible fluid. Circulation is pre-
sent, so there is a discontinuity in tit at cf> = o.
parallel planes, the velocity potential can be made a fun ction of only two
coordinates, and the motion is called t wo-dimensional flow. This special
case has numerous important applications in aerodynamics. Here the
flow line s and the potential lines made an orthogonal set of curvilinear
coordinates in the two dimensions.
The equation for the flow lines is (see page 12)
z Z
Fig. 2.10 Flow integral for two-dimensional flow.
apart, and the element of area dA can be a thin strip of unit length and
of width equal to ds, where ds is the element of length along the path
from <1>1 to <1>2 in the x, y plane.
The direction of dA is, of course, perpendicular to the direction of
ds; in fact dA = ds X k where, of course, ds is always perpendicular
to k. The flow integral is then
/2 v- dA = h V.
2
(ds X k) = h 2
(v X ds) . k
= h (v
2
x dy - Vy dx) = ft2 d<l> = <1>2 - <1>1
In other words the total flow of fluid along the region enclosed between
the planes z = 0 and z = 1 and the surfaces defined by the flow lines
1 and 2 is just the difference between the values <1>2 and <1>1 of the flow
function .
The usual boundary conditions in fluid flow are that the velocity
is tangential to all bounding surfaces. When viscosity is important, we
must require that the fluid immediately next to the surface move with
§2.3] Motion of Fluids 157
the surface; i.e., if the surface is at rest, even the tangential component
of the velocity must go to zero at the boundary. If viscosity is not
large, however, we may safely assume that the fluid may slip along the
surface without appreciable drag, so that a finite tangential component
next to the surface is allowed.
Examples. A few simple examples will perhaps clarify some of these
statements. and definitions. The scalar potential and related velocity
field, given by the equations
if; = -(Q /r); v = (Q/r 2 )a.. (2.3.7)
have been shown on page 17 to be due to a point source of fluid at the
origin (r = 0) in a fluid of infinite extent. As indicated in Eq. (1.2.9),
z z
x x
the total normal outflow from the source is 411"Q, which is called the
strength of the source. Since no vector potential enters here, there is no
related vorticity vector w = i curl v
(see page 153) and the flow is said to 10~11~;/~~~~~~~~~~~
// // /(/////!jjl.
veloclty v.'II/'
be irrotational. ~
Another case represents the shear- ..
ing flow which results when fluid is
between two plane parallel surfaces
(z = 0 and z = 1 for instance) one
of which moves with respect to the
other. If the surface at z = 0 is at
Fig. 2.12 Flow velocity for fluid in
rest and the surface at z = 1 is moving shear.
in the x direction with unit velocity,
the fluid between is said to be subjected to a unit shearing rate. The
velocity field, which is at rest with respect to both surfaces and uniformly
distributed between, is derivable from a vector potential :
A = _j.Z2j ; V = zi (2.3.8)
There is no normal outflow (div v = 0), but the vorticity vector w =
icurl v = ij is uniform over the region.
158 Equations Governing Fields [cH.2
Another example of velocity field, exhibiting both vector and scalar
potentials, is the following, expressed in cylindrical coordinates, r, 41, z:
2a
if; = { 0; 2..1. r >< a; A = {0-!wr z
; r <a (2.3.9)
wa'l'; r a ; r> a
where w is the angular velocity of the fluid inside the cylinder r = a.
The velocity vector is then
wra .
v-</>' r <a
- { (wa2jr)a</> ; r >a
The vorticity vector w = ! curl v is waz (as is to be expected from its
definition on page 41) for r < a and is zero for r > a. We note that for
r > a the velocity field is that found outside a simple vortex line, as
given in Eq. (1.2.11). Here we have made the vortex motion finite in
Z
Fig. 2.13 Flow velocity, flow lines, and surface of zero pressure
(free surface) for simple vortex.
for the flow from a simple source given in Eq. (2.3.7) . In other"words,
the force across a surface element perpendicular to a radius vector is
a compressional one of magnitude p + (47]Q/r 3 ) , whereas the com-
pressional force across any surface perpendicular to the former element is
p - (27]Q /r 3 ) . When there is viscosity (7] > 0), therefore, the force on
an element of fluid is not isotropic, and for a large enough flow (Q large)
"Or a small enough radius, the force "across" a radial flow line becomes
a tension, whereas the force "along" the flow line is everywhere com-
160 Equations Governing Fields [cH.2
pressional. This sort of force is, of course,' needed to change the shape
of an element of fluid as it travels out radially from the source, for the
element must spread out in all directions perpendicular to the radius
and must correspondingly become thinner radially. If the fluid is
viscous, it takes a nonisotropic force to produce such a deformation.
The constant 'Y does not enter, for we are assuming that the fluid is
incompressible and div v = O.
For the unit shear case given in Eq. (2.3.8) , the stress tensor is
~ = -p3 + '7(ki + ik) (2.3.12)
Here the force on a unit area of stationary surface at z = 0 is just ~ . k
= -pk + '7i. The component -pk normal to the surface is, of course,
the pressure (the minus sign indicating force into the surface) . The
component '7i parallel to the motion of the upper surface (at z = 1) is
that due to the viscosity of the fluid; in fact we have set up just the
conditions corresponding to the fundamental definition of the coefficient
of viscosity '7 of a fluid ('7 is the magnitude of the tangential force per
unit area for a unit rate of shear).
In the last example, given in Eq . (2.3.9), we have for the stress
For r < a the vorticity w is not zero but it has zero curl, so that grad U =
2pv X w = 2pw2 rar • Integrating for U and adjusting the constant of
integration so that the pressure is continuous at r = a, we have
piJz + p + (pw /2)(2a
2 2
- r2 ) = 0; r <a
The equation for the free surface is the equation for the surface p = 0:
Z
= { (w2 /2g)(r 2 - 2) 2a 2 ) ; r < a (2.3.17)
2 4
- (w a / 2gr; r >a
In both of these cases, the viscosity has had no effect on the pressure,
because the only term involving viscosity in the equation for the pressure
for steady-state motion of incompressible fluids is one involving the curl
of the vorticity w, and the examples have been simple enough so that
curl w was zero. Other examples can be worked out for which curl w
is not zero and the viscosity does have an effect on the pressure, but the
most frequently encountered examples of this sort are cases where v
and p change with time.
The Wave Equation. The first examples to be considered of non-
steady motion will be for small-amplitude vibrations. In this case all
terms in Eq. (2.3.14) involving the squares of v can be neglected, and we
obtain the simpler equation
p(av/at) = - grad (p + V) + (h + X) grad div v - l'/ curl curl v
(2.3.18)
where we have again set F = - grad V and where we do not now assume
that the fluid is incompressible.
In order to get any further we must discuss the relation between the
pressure and the state of compression of the fluid. Flow of material out
of any volume element will reduce the pressure in a compressible fluid;
in fact for any elastic fluid , as long as the compression is small, the rate
of change of p is proportional to the divergence of v, ap/at = - K div v.
The constant K is called the compressibility modulus for the fluid under
consideration. When the displacements are small, we can write this in
terms of displacement s: p = - K div s, as/at = v.
We have seen on page 53 that every vector field can be separated
in a unique way into a part which is a gradient and a part which is a curl.
Here we utilize this fact twice, once by setting the unknown velocity v
equal to the gradient of a velocity potential'" plus the curl of a vector
,§2.3] Motion of Fluids 163
potential A. Inserting this into Eq. (2.3.18), we equate the gradients
and curls of each side separately. The equation for the curls is
p(aAjat) = -1J curl curl A (2.3.19)
This is not a vector wave equation, but a vector analogue of the diffusion
equation mentioned on page 137 and to be discussed in Sec. 2.4. Since
only the first time derivative of A occurs instead of the second derivative,
solutions of this equation are not true waves, propagating with definite
velocity and unchanged energy, but are critically damped disturbances,
dying out in time and attenuated in spatial motion. They will be dis-
cussed more fully in Chap. 12. We note that the pressure is not affected
by these waves. We note also that the equation for the vorticity
w = i curl v is identical with that for A. Viscosity causes vorticity to
diffuse away, a not unexpected result.
Collecting the gradient terms on both sides of the equation derived
from Eq . (2.3.18) and differentiating both sides with respect to time
finally give us the equation for the longitudinal wave:
+ ~ (!TJ + "A)k
21/;
a2 2 a1/; + c k y; =
2 2 0
at p at
which is the equation for damped oscillators in time.
Irrotational Flow of a Compressible Fluid. Our next example of
the different sorts of fluid motion represented by Eq. (2.3.14) is that
of the steady, irrotational flow of a fluid which is compressible. This is
the case of importance in aerodynamics when the fluid velocity approaches
the speed of compressional waves, C = v'KfP, discussed in the previous
164 Equations Governing Fields [cH.2
subsection, Since the applications are nearly always to the flow of air,
we may as well specialize our expression "for the compressibility K to the
case of a gas.
We cannot go far enough afield here to discuss the thermodynamics
of a perfect gas in detail; many texts on this subject are available for
reference. We need only to write down two equations relating the
pressure p, density p, and temperature T of a gas during adiabatic expan-
sion (expansion without loss of heat contained in the gas) :
pjpo = (pj po)-r = (T j T o)-r/(-r- o (2.3.21)
where the indices zero designate the pressure, density, and temperature
at standard conditions (for instance, where the fluid is at rest) . Another
way of writing this is to relate the pressure and density to the entropy S
of the gas :
pjp-r = Ae a S
An adiabatic expansion is one for constant entropy S . The constant "I
is the ratio of specific heats at constant pressure and constant volume
(its value for air is 1.405).
Taking the differential of this equation, for constant S, dpjp = 'Ydpjp,
and using the equation of continuity, (2.3.5), we get dp jp = -"I dt div v.
Comparing this result with the definition of the compressibility modulus
K we see that K = 'YP and that thespeed of sound (compressional waves)
in a gas at pressure p and density p is
v2 = -2
l
v
dp POIl-r
- = 2 --
v=o P Po
l p
pO
_
P l/-y
2"1
dp = - - -
v» [
"I - 1 Po
1 -
(p)(-r-1)/
-
po
-Y]
This indicates that there is a maximum fluid velocity
-
Fluid
Velocity -
Fluid
Velocity
pressure p(x)
Total Mass Flow Q
density p (x)
l-----------~------------ x_
Fig. 2.16 Air flow in tube of varying cross section.
Lower plot shows three curves of possible variation of
M = vic along tube.
each cross section. If the tube does not change too rapidly with change
of x, and if the inner surface of the tube is smooth, the density and
velocity will be nearly uniform across each cross section, and with fairly
good approximation, we can say that p and p and v are all functions of x
alone. Then, to this approximation, for steady flow
Q = S(x)p(x)v(x) = (SPo jvmax2/t-y-ll)(v~.x - v2)1 /(-y-ll v
or In S = ~11n
~-
Vmax + In (~)
~
- In v - _l-, In (v~ax
~-
- v2 )
or °°=
= div (pv) = div [(PO/Vm&X1/'Y-I)(v~&X - v2)1!'Y- I V]
div [(v~&X - v2)1!'Y- I V]
Therefore, if v = grad 1/1,
(2.3.25)
There is also a flow function <I> which defines the lines of flow and which
measures the mass flow of air between two flow lines. We obtain
this from the equation of continuity for steady flow, div (pv) = 0, for
we can set
iJl/; Po iJ<I> iJl/; Po iJ<I>
v = - = - -' v =-=--
'" iJx - p iJy' 11 iJy p iJx
When M" is less than unity, this equation can be changed into a Laplace
equation for if;1 by changing the scale of y to y' = y VI - M~ , x' = x.
Therefore the flow lines and potential surfaces are similar to those for
incompressible flow, except that the y axis is stretched by an amount
I /V1 - M~ .
However, if M" is larger than unity, we can no longer transform
the equation into a Laplace equation, for the iJ2if;/ iJx2 term changes
sign and the equation is more analogous to a wave equation (see page
124) with x analogous to time and the " wave velocity" c" = I/vM~ - 1.
Solutions of the resulting equation are
. - . if;1 =f(y - c"x) + F(y + c"x)
§2.3] Motion of Fluids 169
As mentioned on page 166, any irregularity in the boundary shape (which
is, of course, here a plane parallel to the z, z plane) produces a "bow
wave" which spreads out at an angle a = tan- 1 (c,J = sin- 1 (l jM u ) to
the x axis, the direction of unperturbed motion. This is the Mach
angle mentioned on page 166. .
In two dimensions we have also an approximate equation for the
flow function cfl, discussed on page 167. We assume that cfl = (pj po)vuY
+ cfl l , and inserting in Eq. (2.3.27) and neglecting terms smaller than
the first order in cfl l we have
2
aax2
cfl l (1 _ M2)
u
+ aay2
2
cfl l = 0 (2..
3 30)
- - - :----=-~/;
A p~ /b ,
0
Li~orized SOlut~-rI-,------
y: s-:': <«:
i : ~<-----:,-----
- -_ _~~j~8r:-::-",':f-.:.
XI
:_-'~'--
I X
z
~VU
8: -
X
_
.\~1 : VI
~~ V
Exact Solution
-H-+----r
~5 Pu
. . "'I
.Ee
~g
:> ...
~(j)
~ 0"-----------------
Q.g x·
<i
Fig. 2.17 Exact solution for two-dimensional supersonic
flow; flow lines and pressure distribution along H.
~
., 1 ~.,
y,,(p)p2 dp = 1; - y,,(p)p4 dp = E (2.4.10)
o 2m 0
The first integral determines the arbitrary constant giving the magnitude
of ifi (i.e., normalizes ifi) so that ifip2 dp is the probability that a gas par-
ticle has momentum magnitude between p and p + dp . The quantity E
is then the average kinetic energy of a particle.
Substituting this expression for f into the integrals for the field quanti-
ties mentioned earlier, we obtain the equations
p = (Nm /V) ; J = 0 ; U = NE
It should be pointed out that the statement that f is (N / 471" V)ifi(p)
thereby imposes certain restrictions on the nature of the boundary
walls around the volume V. In the first place, these walls must bounce
every impinging particle back into the volume V and not let any escape ;
otherwise Nand f would not be independent of time. In the second place
the walls must duplicate the momentum distribution given by Vt(p) in
their reflection of particles, so that a sample of particles just reflected
from a wall would be indistinguishable, as far as velocity distribution,
from a sample of unreflected particles. This is not to say that every
particle must bounce off as if from a perfectly elastic boundary; it does
say that for every particle reflected with reduced energy there is one
reflected with increased energy. In any other case the distribution f
§2.4] Diffusion and Other Percolative Fluid Motion 177
would change as the boundary surface was approached, and f could not.
he independent of r.
Let us assume that all these slightly improbable requirements are
complied with, and let us examine the average behavior of those particles
close to a portion of the boundary wall. We shall assume that this
portion is plane and arrange the axes so that they coincide with the y, z
plane, the portion for ' negative x being inside the gas and the portion
for positive x being inside the wall. Then for f at x = 0, all the particles
having positive values of pz have not yet struck the wall and all having
negative values have just been reflected from the wall.
Weare now in a position to ask what property of the gas particles
produces a steady pressure on the boundary of the container. Obviously
it is the repulsive interaction between the wall and the particles which
strike the wall, the same interaction which reflects the particles back
into the gas when they strike. Since action equals reaction, we can say
that the force exerted by the gas per square centimeter on the surface
is the same as the force exerted by a square centimeter of surface on the
impinging particles to reflect them back into the gas. Since force equals
rate of change of momentum, this reaction of the wall equals the average
change of momentum of all particles which strike the wall in 1 sec. The
number of particles in momentum element dV p at momentum p which
strike a unit area of y, z plane per second is equal to vz(N / 41r V)y,(p )dV p
= (N / 4'Il"V m )y,(p)p3 dp cos 0 sin 0 dO d4>, where, for these impinging
particles, 0 < 0 < 1r/2. The total average change in momentum for
each of these particles is 2pz = 2p cos 0, so that the force exerted by the
square centimeter on the gas (and therefore the pressure) is normal to the
surface and of average value
~
oo 1
A~ P(x)dx = - - - (2.4.13)
o Qen,
where the length Ais called the mean free path of the particle among the
cloud of targets.
In the case of an ordinary gas there is a mean free path of the particle
among others of its like, for here the targets are other gas molecules.
In the case of denser fluids, such as liquids, the mean free path is approxi-
mately the same size as the average distance R of approach of the par-
ticles , so here a particle is never long free from the influence of its neigh-
bors, but even here the expression for the probability P(x) is valid.
One might say that the particles of fluid make contact with the atoms
of matter (target atoms) through which they percolate only every mean
free path on the average.
The possibility of collisions provides another way whereby the dis-
tribution function is modified from point to point or from time to time.
For instance, during an instant dt the particles in the momentum element
dV p with momentum p travel a distance dx = (p /m) dt and a fraction
(Qentp/m) dt of them suffer collisions. Those which collid-e change direc-
tion of momentum and therefore vanish from the momentum element
dV p ' Therefore there is a rate of loss of f due to collisions according to
the formula
df(r,p,t) = -(QentP/m)f(r,p,t) dt (2.4.14)
180 Equations Governing Fields [CR. 2
But there is also an increase of f due to collisions, for if some particles
vanish from dV p due to collisions, there are also particles, originally in
other momentum elements, which are scattered into dV p by collisions.
Assuming (as we have been so far) that particles are scattered with equal
probability in all directions and that there is no change in particle
velocity on scattering of any group of particles undergoing collision, a
fraction dw/47r will be scattered into directions of motion within the solid
angle dw. Referring to Fig. 2.18, if there are f(r,p',t) dV~ particles in
the momentum element dV~ = dct,' sin 0' dO' (p')2 dp', then in time dt a
number (Q.ntp/47rm)f(r,p' ,t) dV p dct,' sin 0' dO' dt are scattered into the
momentum element dV p = dq, sin 0 dO p2 dp (p is equal to p', as we have
been assuming so far). The total increase in f(r,p,t) due to scattering
~ p
z z
y y
Fig. 2.18 Momenta and angles before and after collision
between diffusing particle and target atom of medium.
into the final momentum element is the integral of this quantity over
all initial directions of motion, given by 0' and q,';
df(r,rJ,'{J,p,O,q"t) = (Q.ntp /47rm)f ff(r ,rJ,'{J,p,O',q,') sin 0' dO' dq,' dt (2.4.15)
Diffusion of Light, Integral Equation. A simple yet instructive
example of the way these equations can be used concerns the diffusion of
light through a slab of milky glass (or of fog), where the illumination
is uniform over one surface (the y, z plane, for instance) of the slab, so
that f is independent of y and z and only depends on x. This example
was first studied by Milne in connection with the flow of light in a stellar
atmosphere and is called Milne's problem. The" particles" are photons
all having the same momentum, and from symmetry the function f
depends on the angle 0 between p and the x axis and is independent of q,.
Therefore we can write f as f(x,O,t). The rates of change of f given in
Eq. (2.4.9) due to variation of f with x and in Eqs. (2.4.14) and (2.4.15)
due to collisions all cancel when steady-state conditions are reached,
and the resulting equation for .f is
o
cos 0 oxf(x,O) = -ntQtf(x,O) + !-ntQ. Jor~ f(x ,8') sin 0' dO'
where we have divided out the common factor p/m. Solution of this
integrodifferential equation will enable one to determine any required
§2.4] Diffusion and Other Percolative Fluid Motion 181
property of the diffusing light. We have here included the possibility
that a photon may be absorbed by one of the scattering centers (fog
particles or whatever) as well as be scattered. For Qt is the sum of
the scattering cross section Q. and the absorption cross section Qa'
Naturally Qa does not enter into the integral term, for this represents
photons scattered, after collision , into the direction denoted by 8, and
photons which are absorbed do not survive the collision.
If we measure distance in mean free paths, x = ~/ntQt = A~, this
equation becomes
a (r
cos 8 a~f(~,8) = -f(~,8) + 1- JoK f(~,8') sin 8' d8' (2.4.16)
-l
for the distribution function will have the general form
!(~,8) -
[(8)e- ta•• s + jK sec 8 ~E
jK sec 8
l t
e( f - El ••• 6 pen de;
e (f-El ••• 6 pen de; O:S; 8
j7r
< j7r
< 8 :s; 7r
t.
(2.4.19)
Of course this is not yet a solution, for we have not yet calculat ed the
density p. However, p is a simpler fun ction than is], for it depends only
on ~ and not on 8.
To show that Eq. (2.4.19) is the correct form for t, we transform
Eq. (2.4.16) into the following:
(a /a~)!(~,8) + sec 8 !(~,8) = jKp (~) sec 8
Assuming that p is known , we find the solution of the linear inhomo-
genous equation, subject to the condition that ! (0,8) = [(8), to be just
t hat given in Eq. (2.4.19) (we of course take into account the difference
between 8 less than 7r/2 and 8 greater than 7r/2). To find the equation
which determines p we multiply Eq. (2.4.19) by sin 8 d8 and integrate
over 8:
p(~) = poW + jK foE. E1(!i; - eJ)p(~') d~'
poW = r.. /2
e- ta•• 6 [(8) sin 8 d8 (2.4.20)
The diffusion constant for these units of distance and time is just vt
(see Eq. 2.4.4). Wherever the source function q is large, there the density
p tends to increase rapidly; wherever the density is strongly concentrated
(a2p jae large and negative), there p tends to decrease rapidly. Since
only the first derivative in T enters, the solution is not reversible in time,
as is the wave equation.
The distribution function, to the same approximation, is given by the
following equation:
I(~,8) ~ ip(~) - i(apja~) cos 8 (2.4.26)
in terms of the solution of Eq. (2.4.25) . This is valid as long as apja~
is small com pared with p.
For a typical solution of Eq. (2.4.25) we can return to the steady-
state solution for a slab of scattering material. We assume that the
beam incident on the surface x = 0 is of intensity 1 and is all directed
in the positive x direction; that is, 1(8) = 15, where 0 = 0(1 - cos 8) is the
delta function discussed on page 122. We also assume that the slab is
infinitely thick (xo = 00). The part of the incident beam inside the
slab which has not yet collided with a scattering target obviously can
not be represented by the approximate formula (2.4.26), but we can
handle this part separately [call it Ii = (I /c) e- ~ o] and corisider that
Eq. (2.4.25) applies only to photons which have had at least one col-
lision. As far as this part of the solution goes, the incident photons
appear inside the slab at the point where they suffer their first collision,
as though there were a source distribution of strength q = (1 - a)1e-~/c
§2.4] Diffusion and Other Percolative Fluid Motion 185
inside the material (the factor 1 - a = K appears because only the
photons which are scattered, not absorbed, appear in the diffuse dis-
tribution) . The diffuse density Pd is therefore a solution of
a2pd -
- 3apd~
3
- - (1 - a)le-~
ae c
which results from substitution into Eq. (2.4.25) , with the time deriva-
tive set equal to zero (for steady state) .
A solution of this equation is
31 1 - a { _ /<J:
Pd ~ C 1 _ 3a exp [- V 3a ~ + (1 - V
;;;-
3a) A] - exp ( -~)
}
(2.4.27)
which means that the constant A in Eqs. (2.4.27) and (2.4.28) should be
set equal to i in order to fit the boundary conditions as well as this
+2.01-----+-----+---,.~--I------I
~
'iii
.,
c:
o +LOI------'----r'------+----_I---__I
c:
o
(;
L;
a. Scallering Material
ct
OL----"-_ _-'- -J.. --' ---'
-10 o +1.0 +20
,= Depth Below Surface of Scallering Material
Fig. 2.20 Density of diffusion particles near surface of
medium: solid line exact solution, dashed line approximate
solution, corr esponding to use of diffusion equation.
approximation can do so. Even this formula is none too accurate, for
iJp/iJ~ is certainly not then small compared with p near ~ = 0, so that
any use of the diffusion equation to compute p near a boundary is quite
a dubious proceeding.
Our only recourse is to go ba ck to the integral equation (2.4.20)
to check the validity of these approximations. Unfortunately we are
not yet in a position to go through with the solution of Eq. (2.4.20), so
we shall just quote results here; the techniques of solving integral equa-
tions of this sort will be taken up in Chaps. 8 and 12.
It will be more clear-cut if we compare results for a simpler case,
the one considered by Milne for stellar atmospheres. Here photons are
created well below the surface of the layer and diffuse upward through
the outer scattering layer and radiate out from the surface. This outer
§2.4} Diffusion and Other Percolative Fluid Motion 187
layer is many mean free' paths thick, so we can again consider Xo to be
extremely large. This time, however, there is no incident flux from
above onto the outer surface x = 0, so that the integral-equation is
p(~) = i fo 00 E l(l~ - el)p(~') d~' (2.4.30)
En(z) = h une-
00
UZ
du (2.4 .33)
which is never more than 0.3 per cent in error over the whole range of ~.
Since both E 2 and E 3 rapidly vanish as ~ is
increased, we see that for ~ larger than unity 8;+f
(deeper than one free path below the surface)
the approximate solution given in Eq. (2.4.31)
,,
is perfectly valid, except that A should be ,
equal to 0.7104 instead of j . Within one \
\
I
There is also a related cross section Qm, called the momentum transfer
cross section, which is obtained from u by the integral
where p and J are defined in Eqs. (2.4.6) and (2.4.7) and J is in the direc-
tion of grad P, which is in the direction of the polar axis in Fig. 2.18 (so
that p' J = pJ cos 8). We note here that p and J are still functions
of the magnitude p of the momentum, so they are the density and flux of
particles of a given speed. To obtain the mean quantities discussed
on page 175, we average over p,
pay = Jo
t: p3p(r,p,t) dp; E a v = 2m Jo
1 t : p4p(r,p,t) dp (2.4.38)
3 J
- 4::n
f2.. dq>' Jor u(a)[cos 8 - cos 8'] sin 8' d8'
where we have chosen for the direction of J the direction of the polar
axes shown in Fig. 2.18. However, it is better to use the final momentum
as the polar axis, so we change cos 8' to [cos 8 cos a + sin a cos ({3 - ¢)],
where 8 and cf> are constant and a and {3 are the scattering angles to be
integrated over. Referring to Eq. (2.4.36) and the appropriate mod-
ification of Eq. (2.4.22) (u depends on the angle of scattering a but
not on the angle of orientation (3 about the polar axis p) we eventually
obtain a differential equation for p and for J :
J(r,t) ~ 3-
m pav
ll
1 PavAav grad [p(r,t)]; Aav = ...,-=
0
00
( 3)
P p(r,p ,t) dp
nt Q
which is equivalent to Eq. (2.4 .3) . Therefore the quantity VPavAav/3m
is equal to the diffusion constant for the average distribution, as will
be seen below.
Next we consider these parts of Eq. (2.4.39) which do not change
sign when p is reversed. All but one of the terms is independent of 8,
the direction of p, but the term in p . grad (p . J) is a function of 8. This,
of course, is an indication that the assumption of Eq . (2.4 .37) for a
form for the distribution function f was only an approximate one. The
relation can be approximately satisfied by averaging over all directions
of p. Such an averaging process will make no change in terms such as
m(ap/at) or ntQaPP, but terms such as p . grad p will have zero average
value. The only complicated term can be reduced by using Eq. (2.4.40)
and by expanding in components of p :
we finally obtain
I
/
(ajat)p(r,t) ~ a 2V2 p(r,t) - Kp(r,t) +q (2.4.42)
which is the diffusion equation with two additional terms, corresponding
'to annihilation and creation of particles. As we have seen, this equation
is valid only for cases where mJ j pav is much smaller than p (or, at least,
we cannot be sure of its validity if mJ j p.v is not very small compared
with p). The boundary conditions at a boundary surface, beyond which
there are no more scattering targets, is that given by Eq. (2.4.34).
Unit Solutions. By analogy with our discussion of the wave equa-
tion and Poisson's equation, we search for a solution of Eq. (2.4.42)
representing a single particle being produced at t = 0 at the origin
[q = 8(t)8(x)8(y)8(z)] . The solution should be sharply concentrated
near the origin when t is small and should spread out more and more as
time goes on. An error function dependence on space coordinates
[p = B(t)e- r2D(t) , where r 2 = x 2 + y2 + Z2] may be tried for a solution
in unbounded space, and eventually one can show that the required
solution of Eq. (2.4.42) is (assuming K constant)
_
p - G(x,Y,z,t) -
. _ {O;(41l'a2t)-le-(r2/4a2t)-(<I); t <
t>0
0 (2.4.43)
In this case the sign of the term in p is opposite to the sign of the cor-
responding term in the Helmholtz equation obtained from the wave
equation, given on page 125.
Loss of Energy on Collision. So far we have been assuming that the
atoms of the material through which the fluid particles diffuse (the
targets) are rigidly fixed in space, so that the collisions are perfectly
elastic and no energy is lost to the material. This is, of course, an
idealization of the situation which is approached only by a few actual
cases (such as the case of scattered photons, discussed previously) . In
many more cases of interest, the target atoms are also moving and are
not infinitely heavy compared with the diffusing particles, so that these
particles can lose (and also gain) kinetic energy by collision. The
analysis of the most general case is possible but is tedious and would
lead us further astray than we care to go. We shall go only far enough
in our discuss ion here to show what new effects enter when some energy
is lost by collisions.
Suppose that the target atoms have mass M, which is considerably
greater than mass m of the fluid particles, and also suppose that the fluid
particles have, on the average, a much greater kinetic energy than do
the target atoms. In this case the targets can be considered to be at
rest when hit by the particles, and also only a small fraction of the
particle's kinetic energy is lost at each individual collision.
An elementary analysis of momentum and kinetic energy balance
shows that, when the particle's initial momentum is p' and its final
momentum, after being deflected by an angle a (see Fig . 2.18), is p,
§2.4] Diffusion and Other Percolative Fluid Motion 193
then to the first order in the small quantity m/ M
p~p'[l-(m/M)(l-cosa)]; p'~p[l+(m/M)(l-cosa)] (2.4.45)
Referring to Eqs. (2.4.35) and (2.4.36), we can say that to the first order
in the small quantity m /M, for particles of initial momentum p' ,
The average loss of kinetic energy per elastic collision is 2mQm/ MQ. times its
initial kinetic energy
The average loss of momentum magnitude per elastic collision is mQm/MQ.
times its initial momentum p'
(2.4.46)
The average reduction in forward component of momentum per elastic colli-
sion is Qm /Q. times its in itial forward momentum pi
where the average number of elastic collisions per second of a particle
of momentum pis nIQ.p/m. The third statement means that the average
value of the component 'of the final momentum along the direction of
initial motion, (p . p' /p') , equals [1 - (Qm/Q.)]p'. Incidentally these
statements explain why we call Qm the cross section for momentum
transfer.
We must now return to our discussion of Eqs. (2.4.14) and (2.4.15)
giving the rate of change of the distribution function !(r,p,t) due to
elastic collisions. The rate of loss of ! due to particles being scattered
°
out of momentum element dV p = p2 dp dq, sin dO (see Fig. 2.18) is,
as before,
(Q~IP)!(r,p,o,q"t) dV p
= nIp 3 dp
moo
sin dO dq, ° 1
.. d{3 ~ .. u(p,a) sin a da !(r,p,O, q"t)
2
°
nl sin dO dq,
moo ~
2"
d{3
~ ..
[(p')3u(p',a)!(r,p',O',q,',t) dp'] sin a da
But from Eq. (2.4.45), p' differs from p by the small quantity (pm/M)
(1 - cos a). The expression in the bracket can be expanded in a Taylor
series about p, giving to the first approximation
n
4;~ dp sin 0 dO dt/!
3 f 2
,..
d{3 Jo {3Pu(p,a)[cos 0' -
(,..
cos O]J(r,p,t)
nep d V p [
= 411"m -
3
p2QmP •J p mp ) J
+ M1p 3 op0 (4Q (2.4.47)
The first term has been derived before [see Eq. (2.4.38) et seq.]; the
second is a new term which represents the change in f due to loss of
energy by collision.
Another rate of change which must be taken into account is that
given in Eq. (2.4.9), corresponding to the equation of continuity. The
change is
- dV p P . grad p _ _ 3 _ dV P . grad (p . J) (2.4.48)
41l"m 2 411" p2m p
of af
- [ Fz;-a +FI/-a
pz; Pl/
+ Fa'of]
- dV
p;
p
The left-hand side is just equal to the energy per cubic centimeter per
second picked up from the force field F by the particle drift current
density J. On the right-hand side, (p2/2m)(2mQm/MQ .) has been shown
in Eq. (2.4.46) to be the average kinetic energy lost per collision at
momentum Pi n,Q.p/m is the number of collisions per second per
particle, and p(p)p2 dp is the number of particles per cubic centimeter
in the momentum range from p to p + dp i so that the integral is just
the total energy lost per cubic centimeter per second because of col-
lisions . If a steady state has been reached, energy lost by collisions
196 Equations Governing Fields [CR. 2
should equal energy gained from force, and therefore this equation should
hold. Consequently, K should be zero.
We can now return to the second part of Eqs. (2.4.51) and compute
the dependence of p on p. Since J(p) = (ntQm/mMF)p3 p(p) , we have,
by integration,
p ( p) = A exp [ - 3m
M Jot: (ntQmp)2
mF pdp
] (2.4.52) (
where A is chosen so that the integral of Eq. (2.4.38) gives p, the average
density of particles. When Qm is independent of velocity, this becomes
(2.4.53)
mnt iJ (4Q ) _ P 2 Q
- M p2 iJp P mp - 3ntQ V p - nt aPP
where, instead of time, we have T - TO, the age of the particles having
momentum p. The physical meaning of ~ will become apparent shortly.
Solutions of this equation are completely analogous to solutions of
the usual diffusion equation. For instance, if the initial particles at
momentum P» are introduced in a concentrated region of space, the
distribution of slower particles is more spread out, the spreading being
the greater the larger is T (i.e., the smaller is p/Po). Once the steady
state is reached, we can take a census of all the particles in a given cubic
centimeter at a given instant to find the number present in a given range
of momentum (or, rather, in a given interval dT) . From the resulting
density with respect to T we can compute the function ~ at the point
as a function of T, or vice versa, if ~ is known, we can predict the results
of the census.
To determine the" initial value" ~o, the value of ~ at T = TO, we must
relate the number of particles being produced per cubic centimeter per
second at a given point to the total loss of momentum per cubic centimeter
per second, i.e., to the number of particles per cubic centimeter times the.
rate of loss of momentum of a particle per second . The loss of momen-
tum per collision is, from Eq. (2.4.46), equal to mpQm/MQe on the
average. The number of collisions per particle per second is ntQep/m,
so that the total rate of loss of momentum of a particle per .second is
dp/dt = ntQmp2/ M . Since the number of particles per cubic centimeter
in the momentum range dp is, by Eq. (2.4.38), p2p dp, the total loss of
momentum per cubic centimeter in the time interval dt is p2p(dp/dt) d(
= nIQmP4pdt /M. Consequently, the quantity ntQmP4 p/M = ~(T) is the
total number of particles which, at a given time, had momenta greater
than p and which, 1 sec later, have momenta less than p. It is the total
rate of degradation of momentum.
For instance, if no particles were introduced each second in each
cubic centimeter of an enclosed space, ~o would equal no everywhere
over the enclosed region (this assumes that the particles are introduced
isotropically, with all directions of po equally likely). If the boundaries
of the region are perfect reflectors for particles, ~ would be independent
of space coordinates for all values of T, and the solution of Eq. (2.4.54)
would be
~ = noe-(Q·IQ)(r-T o) ; for T > TO
= no(p/po)lmQ.IMQm); if Qm/Q is independent of p (2.4.55)
= {[o;47r(T3niQ2 JI [
- TO) exp -
3niQ2r2 o: T < TO
4(T _ TO) - 7j (T - To) ; T > TO
]
(2.4.56)
T= r
}p
ee (MQ) (d P);
mQm p
p(r,p) = MQVt 4
nt mp
Finally we can compute the result if q(xo,Yo,zoIPo) dpo particles are intro-
duced isotropically per second per cubic centimeter at the point Xo , Yo, Zo
in unbounded space, in the range of momentum between Po and Po dp«. +
The number of particles introduced per second between the" ages" TO
and TO + dTo is, therefore, (pomQm / MQ)q(xo,Yo,zoh) dTo , where Po is
related to TO in the same way that p and T are related in Eq. (2.4.56) .
The resulting steady-state distribution of particles in space for different
momenta p can be obtained from the solution for Vt :
Vt(X,y,ZIT) = mQmjT
MQ _ '" Po dTo f'"_ '" dxo f'"_ '" dyo t
_ '" dzo•
• q(xo,Yo,zoh)G(x - Xo,Y - Yo,Z - ZolT - TO) (2.4.57)
A(x,y,z) = (2.5.8 )
A vector whose curl is zero can be derived from a scalar potential function,
so that [E + (l /c )(aA/at)] is the gradient of some scalar. In the steady-
state case we had that E = - grad <p, where <p was the scalar potential,
so we might as well define <p by the equation
1 aA
E= -grad<p--- (2.5.13)
c at
Setting these equations for A and <p into the equation for curl H
(and assumingthat JL and E are constant), we obtain
(2.5.15 )
P.E
2A
aat
2
+ 4 1I"J!.U at
aA - c2V 2A -- 0 (2.5.19)
for the time factor e-io>t. This, as on page 137, represents an attenuation
of the wave in space. On the other hand, for standing waves, where
208 Equations Governing Fields [cH.2
V 2A +k 2A
= 0, the equation for the time dependence becomes
a2A + 411"u aA + c 2k 2
A = 0
at2 E at P.E
called the d'Alembertian, obviously [see (Eq . 1.7.6)] has Lorentz invariance
of form (see page 98). By saying that the equations for A and", are
Lorentz invariant, we mean that they should have the same form for
any observer, no matter what his relative velocity (as long as it is a
constant velocity) . This will be true if the quantity (J""J1I ,J z ,i pc) = 1
is a four-vector, with the transformation properties given in Eq . (1.7.4) .
The easiest way to show that charge current is a four-vector is to show
that its" scalar product" with a known four-vector is a Lorentz invariant.
A known four-vector operator is the four-dimensional gradient, with
components
a a a
( ax' ay' az' t: at
113) 0
The" scalar product" of these two,
0 -1 = div J + (ap/at)
is just zero, by the equation of continuity [Eq. (2.3.1) and page 204].
Zero is certainly a Lorentz invariant, so we have proved that the quantity
involving J and oc is a four-vector. In other words, in terms of the
coordinates
Xl = x; X2 = y; Xs = Z; X4 = ict
the components
I I = J", ; 12 = J 1/; Is = J z; 14 = icp
and VI = A",; V 2 = AI/; Va = A z ; V 4 = i",
are components of two four-vectors. The Lorentz-invariant equations
o -1 = \' al n
= 0 and
Li
n
aX n
n
§2.5] The Electromagnetic Field 2CJ
are just the equation of continuity and Eq. (2.5.14) relating A and Ip_
The set of four equations, for the four components of
D 2V = - (4'IlI/c)
are just the Lorentz-invariant equations (2.5.15), the wave equations
for the potentials.
The electric and magnetic fields are not four-vectors. According
to Eq. (2.5.13) (and remembering that, when E = J.l = 1, then B = H
and D = E),
H = oA z _ oA y = [OVa _ OV2] .
'" oy OZ OX2 OXa '
E = _ Olp _ .! oA", = i [OV4 _ OVl]
'" ox c ot OXI OX4'
But the expressions in square brackets are components of an antisym,
metric tensor (or what might better be called a four-dyadic) ~, with
components
fmn = ~Vn
VX m
m
/22 = !sa = /44 = 0
- o:>V ; fll =
VX n
f12 = -/21 = Hz ; f13 = . -fn = -H y ; /2a = -f32 = H",
f14 = -f41 = -iE", ; f24 = -f42 = - iE y ; fa4 = -/4a = -iEz
The Maxwell equations can then be put into Lorentz-invariant form .
The. components of the equation 0 . ~ = (4'Il-jc)I,
2
= 47rp. J
c
_ EP.
c
grad (acpO)
at
(2.5.24)
+ J.l.Ec (a7Jt2
A 0)
2
o 41rJ.l.
curl (curl A ) 2 = C Jt
Therefore whenever there is no free charge p and the current is all trans-
verse , tp0 can be made zero and the fields can be computed by means of
the vector potential A O alone. If there is free charge, tp0 is computed
from it but A0 is not affected by it. (Note that this gauge is not
Lorentz invariant.)
Field of a Moving Charge. As an example of the use of the general
transformations given above, suppose that we compute the field due to a
point charge moving along the x axis with velocity u = c tanh a. We
can do this by computing the retarded potentials from Eq. (2.5.16), or
we can calculate the static field around a stationary charge and then
transform to a moving system by the Lorentz transformations just given .
This second way is the easier, as will be apparent shortly.
We start with a point charge Q, stationary at the origin in the primed
coordinates. The potentials and fields at a point (x/,y/,z/) are therefore
tp/ = Q/r'; A' = 0; E' = Q(1/r/)3 r/; H' = 0
where r' = ix' + jy/ + kz'. This is the simple source solution discussed
on page 17.
Next we transform to a set of un primed coordinates traveling with
velocity u = c tanh a in the x direction. The position of the charge at
time t is a distance ut along the x axis from the origin. The relationship
between the primed and unprimed coordinates is given by Eqs. (2.5.21)
or by
x' = x cosh a - ct sinh a; y/ = y; z/ = z ;
cl/ = -x sinh a + ct cosh a
cosh a = 1/y1 - (U/C)2; sinh a = (u/c)/y1 - (U/C)2
The quantity r' must also be expressed in terms of the unprimed coordi-
nates:
(r/)2 = (x - ut)2 cosh- a + y2 + Z2 = s2/[1 - (U 2/C2)] = S2 cosh! a
where S2 = (x - ut)2 + (y2 + z2)[1 - (U 2/C2)]
E = (
Q 1- - U2) -r ' H = -c1 u X E (2.5.26)
• C2 8 3'
which is just the value we obtained in Eq. (2.5.25) from the Lorentz
transformation of the stationary potential field.
We thus see that the potential due to a moving charge at time t
is the potential due to the charge at an earlier position, modified by
a factor relating the velocity of the particle at the earlier position to
the velocity of a light signal from particle to observer, i.e ., the factor
[1 - (u/c) . a.]. The earlier position of the particle can be ,determined
by imagining that the particle is sending light signals to the observer;
§2.5] T~ Eleclromagnetic Field 215
the position to be used in Eqs. (2.5.25) and (2.5.26) is the one from which
the signal was sent which just reaches the observer at time t.
Incidentally Eqs. (2.5.25) for the potentials hold even if the velocity u
of the particle is changing with time, if we interpret 8 as being r T [l -
(u /c) . a.]. The expressions for E and H for an accelerating charge are
of course, different from those given in Eq. (2.5.26), since u now depends
on time and must be included in the differentiations.
Force and Energy. The three-vector F = pE + (l /c)J X B is the
force on a cubic centimeter of charge current. It is the space part of a
four-vector, with" time component" proportional to the work per cubic
centimeter which the field performs per sec on the charge current, J. E.
Reference to Eq. (2.5.20) shows that the quantity k, whose components
are
4
fff E· J dV =
c
47r fff E· [ curl H - ~ a~ ] dV
= ~ ((( [E. curl H
47r JJJ
- ~ a1 (E. D + H· B)
2c at
- H· curl E] dV
- :t fff U dV - ~ 5 . dA
where U = (1/87r)(E· D + H . B) and 5 = (c/47r)E X H (2.5.28)
As expected, we have a time rate of change of a volume integral minus a
net outflow integral. The quantity U, which appears in the time rate of
change of the volume integral, must be the energy density of the field,
and the vector 5, which appears in the net outflow integral, must be the
rate of energy flow in the field. The vector 5 is called the Poynting
vector.
Returning to Eq. (2.5.27) for the force-energy four-vector k (and
letting E = P. = 1 again), we can substitute from the equations relating
216 Equations Governing Fields [cH.2
L; and the derivatives of fmn to obtain
k = ~~f afT,
m 411" L.t mT ax.
r.
(2.5.29)
The first sum is just km, for f.r = -frs. In the third sum we utilize the
equations afrn/ax m = - (afmT/ax n) - (afnm /ax T) , given on page 209. It
becomes, when we change the labels of the summation symbols,
r ••
1
where Tn = &r (E; - E; - E; + H; - H~ - H;); etc.
1
T l2 = 411" (EzEy + HzH y) = T 21 ; etc.
(2.5.30)
i i
T 14 = -4 (E X H), = - S; = T 41 ; etc.
11" C
1
T 4 4 = 811" (E; + E~ + E; + H; + H; + H;) = U
are the tangential components of the fields on both sides of the boundary.
In the steady-state case curl E must be zero, so that E~ and E: must
be equal.
The net outflow integral of D over the surface shown in Fig. 2.23
is A(D~ - D~) when ais vanishingly small (where D~, D~ are the normal
components of D), and this by definition is proportional to div D. With
no free charge present, div D must be zero, so that the normal com-
ponents of D are continuous across the boundary.
Similarly, for a boundary involving a change in permeability J.l
for the steady state, normal components of B and tangential components
of H are continuous. The corresponding boundary conditions on the
potentials are not difficult to work out.
A metallic conductor has a large value of conductivity a and a con-
sequently small value of relaxation time (see page 208). In many
cases, involving fields with frequencies lower than this relaxation time,
we can consider the metallic conductor to have an infinite conductivity
and a zero relaxation time. Free charge can occur only on its surface,
in amounts just sufficient to cancel the external electric field, for no
electric field can exist inside a perfect conductor.
218 Equations Governing Fields [CH. 2
In the first place the tangential electric field Ef just outside the
conductor must be zero ; the electric field must be everywhere normal
to the surface. Using the elementary surface shown in Fig. 2.23 the net
outflow integral for D must be just ADo, for DO must be normal to the
surface and D! is zero. In order that this be so, there must be a surface
charge on the conductor of surface density p = DO j 411" [in order that
Eq. (2.5.1) be satisfied] . Since the electric field is everywhere normal
to the conductor surface, the surface must be an equipotential cp = con-
stant (at least for the steady-state case).
The behavior of the magnetic fields near a conductor can best be
shown by an example .
202b
Fig. 2.24 Fields and currents in a concentric trans-
mission line .
Wave Transmission and Impedance. As an example of the solutions
of Maxwell's equations let us consider, in a preliminary sort of way ,
the fields inside a concentric transmission line consisting of two long
coaxial cylinders of conductor, with a uniform medium of uniform
dielectric constant E, permeability JI., and conductivity a filling the space
between, as shown in Fig. 2.24. Suppose that the outer radius of the
inner cylinder is a, the inner radius of the outer cylinder is b, and the
coordinates are z, the distance along the axis from one end of the line,
and r, the radial distance out from the axis.
We can assume that there is no free charge in the interspace between
the conductors, so that only the vector potential needs to be used, and
Eqs. (2.5.18) and (2.5.19) are applicable. The electric field must be
normal to both conductor surfaces, so it must be radial at r = a and
r = b. The simplest way to do it would be to make E everywhere
radial, and the simplest way to achieve this is to make the vector poten-
tial A everywhere radial. However, div A must be zero, and if A is
radial (A = Aar ) , the divergence of A is just (l jr)(a jar)(rA) as can be
seen by referring to page 116. In order that div A be zero, its mag-
nitude A must be of the form 1jr t imes a function of z and ep and t (for
then rA is independent of r and its derivative with respect to r is zero).
For the simplest case we shall assume that A is independent of ep :
A = a r ""(z,t) (2.5.31)
r
§2.5] The Electromagnetic Field 219
Referring again to page 116, we see that the Laplacian of A is
2
V A = a, [ V2 (~) - (!a)] = ~ ~~
so that Eq. (2.5 .19) turns out to result in a simple equation for 1/;, the part
of the amplitude of the vector potential which depends on z and t :
21/;
a2if; = J.lE a + 47rJ.lu a1/; (2 5 32)
az2 c2 at2 c2 at . .
This sort of equation has been encountered in our discussion of the motion
of a string on page 137. Its solutions are damped waves, damped in
either time or distance.
Suppose we assume that the transmission line is driven from the end
z = 0 at a frequency w/27r . In this case the dependence on time would be
simple harmonic, via the factor e- iwt , and the attenuation will be in
space, along z. Inserting this dependence on t into Eq. (2.5.32), we
obtain
a
Z1/;
+ [J.lEW2 + 47riJ.lUw]
2
1/; = 0
az2 c 2 c
A solution of this can be given in exponential form:
1/; = {3e-«z+i(wlc)(nz-ct) +
"Ye<z-i(wlc)(nz-ct) (2 .5.33)
where W
K=- VEJ.l
- ~1"2 ~ 1+---"2~-
1671" 2u2 1 27rU ~;
-; U«EW
c E2W2 c E
E = _.!. aA
c at
= i {3w a re-<z+i(wlc)(nz-ct)
cr
= (i:) A (2.5.34)
I(z) = Vo
2 In (b/a)
(n + iKC)
w
e-<z+i(",/c)(nz-ct)
In this case the impedance is unity (in these units). If E and J.L were not
unity, the impedance would be VJ;JE.
Proca Equation. The electromagnetic equations can all be reduced to
the Lorentz-invariant requirement that the d' Alembertian of the poten-
tials, which is a four-vector, is proportional to the four-vector representing
the charge-current density. This is the four-vector generalization of the
inhomogeneous wave equation for the string
a2tJ; 1 (j2tJ;
ax 2 - C2 at2 = f(x,t)
div A = _! a~
c at
[or another gauge, see page 211 and Eq. (3.4.21)] .
222 Equations Governing Fields [CR. 2
The presence of this additional term has a marked effect on the solu-
tions, as it did in the case of the string. The fields tend strongly to
zero, except near a charge or current. The potential about a point
charge, for instance, is Qe-I'r[r, which goes to zero much more rapidly
than the usual Qlr. Such a potential function has been considered
appropriate between nucleons (protons or neutrons) in an atomic nucleus.
Therefore the Proca equations and also the Klein-Gordon equation (for
the scalar case) may be of use in nuclear theory.
Classical
Field
High
Intensity
Very Low
Intensity
'-----------------' I
Fig. 2.26 Dots represent points of impact of indi-
vidual photons. At high intensity the pattern has
a density corresponding to the classical field inten-
sity ; at low intensities the random nature of the
process is evident.
Photons and electromagnetic waves are not the only example of this
new, inextricable duality between wave and particle. The experiments
of Davisson and G. P. Thompson, and many subsequent ones, have
demonstrated that the elementary particles of matters-electrons,
protons, and neutrons-are governed by a "wave function," a con-
tinuous field satisfying a wave equation (the details of which will be
discussed later in this section). The details of the trajectories of indi-
vidual particles cannot be measured, even in principle, with arbitrarily
great precision. All we can compute and predict is the probability of
the presence of a particle at a given place and time, which probability is
proportional to the square of the magnitude of the wave function. To
complete the parallelism with the photon-field case, the energy and
226 Equations Governing Fields [cH.2
»
Fig. 2.26 Interf eren ce effect s for light
passing through two slit s.
§2.6] Ouanium Mechanics 227
verse momentum of the photon is during its travel from slits to plate and
that any attempt to measure it accurately destroys the experiment so
that something else cannot be measured accurately. We could, for
instance, try to measure the transverse momentum by measuring the
momentum transferred to the screen as the particle passes through a slit
and changes its direction of motion. But in order to measure the recoil
momentum the screen must be of small mass and be suspended freely so
it can move appreciably when it recoils, and if this is done , then we cannot
be sure of the exact position of the screen when the particle goes through
a slit.
The fact is that we never can measure position and momentum simul-
taneously with arbitrarily great precision . Figure 2.27 shows a related
arrangement which will make this statement more definite. Here the
particles are to go through but one slit, of width Ax. According to
(2.6.4)
n m
(2.6.7)
(2.6.8)
m= exp ( - ~ p dq) = 1- ~ p dq
The vector m· e(q) is an eigenvector for q with eigenvalue q + dq, for
q. m. e(q) = [q - *qp d q] e(q) = [q + ~ (~ - pq) dq] e(q)
to determine the eigenvectors b., and the eigenvalues bm , we can use the
corresponding differential equation
(2.6.17)
~ . b., = L
•
(b: . ~ . bm)b.
(2.6.20)
(b:' ~ .b m) = f ·.. f ~(b.lq) A (~ ;q' q) y.,(bmlq) dq, . .. dqn
(2.6.21)
which is analogous to Eq. (2.6.18).
By use of the commutation relations between p and q we can show
that operation by q on the state vector b m corresponds to the operation
- (h/i) (%p) on the transformation function y,(bmlp) . Corresponding to
Eqs. (2.6.17) and (2.6.20) are
The quantity Iy,(bnlp)1 2 dPI .. . dp.; is, of course, the probability that
the system is in the momentum element dpi . . . dpn when it is in the
state given by b.;
To complete the picture we need to know the relation between the
eigenvectors e(q) for the coordinates and the eigenvectors e(p) for the
momenta. This would also enable us to transform the function y,(bmlq)
into the function y,(bmlp) and vice versa . As before, we have
OJ x < -iA
5(z) = lim
A->O {
l /Aj -iA < x < iA j J-.. . f(z)5(x - z) dz = f(x)
0; i-A <x
(2.6.23)
We start out by expressing e*(p) and e(p') in terms of the vectors e(q) :
e*(p) • e(p') = c2 J-.. . dq J-.. . dq' e- <i/h)pq+(i/h) p'q'[e* (q) ' e(q')]
= 5(p - p')
But [e*(q) • e(q')] = 5(q - q') , so that integration over q' results in
(2.6.28)
§2.6] Quantum Mechanics 243
where each pm in the expression for H is changed to (hji) (ajaq), operating
on 1/t(Elq) . This equation is called the Schroedinger equation for the
system.
The Schroedinger equation often turns out to be of the general type
of the Helmholtz equation (Eq. 2.1.10), an equation which results when
the time dependence is separated out of a wave equation. To show this
more clearly let us set up the Schroedinger equation for a particle of
mass m in a potential field V (force = - grad V) . Appropriate coordi-
nates q are the cartesian coordinates x, y, z. The kinetic energy is
j-m(x2 + il + i 2 ) = T and the kinetic potential L = T - V. The
momentum pz is, according to Eq. (2.6.3), equal to aLjax = mii; etc.
Expressing T and V in terms of the p's and q's, we finally obtain the
classical Hamiltonian
or V 2f + 2h",: [E - V(x,y,z)]f = 0
~ . e(E) =
where
fff
00
fff
00
(1/2m)(p~ + p~ + p;)1f(Elp) +
-00
Multiplying once more by [(p lm) ± i wq] and manipulating the results,
we obtain
(2.6.30)
These equations show that, if there is an eigenvector e(E) for S) with
eigenvalue E, then the vector @+. e(E) is an eigenvector for S) with
eigenvalue (E + hw) [i.e ., it is Ae(E + hw) where A is some normalization
constant] and the vector @_. e(E) is also an eigenvector for S) with
eigenvalue (E - hw) [i.e ., it is Be(E - hw)]. This means that, if there
is one eigenvalue E for S), then there is an infinite sequence of eigenvalues
(E + nhw) , where n is any integer, positive or negative.
This result is rather more than we had bargained on, for classically
we should expect no allowed negative values of energy. A more careful
scrutiny of Eqs. (2.6.30) and the related statements shows that we can be
spared the unpleasant negative energies if we choose the value of E care-
fully . For we should have said that @_ . e(E) is an eigenvector with
eigenvalue (E - hw) unless the vector @_ • e(E) is zero. Therefore if we
are to have no allowed values of energy less than a certain minimum
value E m in , we must have
@- . e(E m in ) = 0
or 0 = @+ • @_ • e(E m i . ) = (S) - j-hw)e(E m i . ) = (E m i• - j-hw)e(E m in )
Actually this choice is not merely most convenient i it is the only choice
which makes physical sense. For if we do allow negative eigenvalues
for the energy, the squares of the corresponding eigenvectors, e* ' e,
turn out to be negative. Since negative probabilities make no sense,
the above choice is the only allowable one.
Consequently the minimum eigenvalue of the energy is equal to
j-hw, and the sequence of allowed values is given by the formula
En = hw(n + j-); n = 0, 1, 2
and the various eigenvectors can all be expressed in terms of the lowest,
eo = e(E mi n ) , where S)eo = j-hweo.
We must next normalize the eigenvectors so that e* . e = 1. We
assume that eri' eo = 1. The next vector is el = e(E min + hw) =
246 Equations Governing Fields [cH.2
A I @+ • eo. To determine Al we set
Therefore
Continuing in this manner we can show that
f-"'", 1/;~ dq = 1
By using Eq. (2.6.31) and translating it into an equation for the nth
wave function, we have
_
1/;n -
mw
[1I'"Mn(n!) 1[
2J
a
ax
_
x
Ine
_}",2 .
, !-'"'" 1/;;' dq = 1; q = fh x
'1~
Thus we have also obtained an expression for the various wave functions
with very little difficulty.
This example may perhaps have shown that dealing with the operators
and eigenve ctors directly is not difficult after all and that in some cases
it may be actually easier than solving first for the wave fun ctions.
Incidentally, the uncertainty principle could have told us that our
state of minimum energy could not have been for zero energy, because
zero energy implies that both p and q be zero, and the uncertainty prin-
ciple states that it is impossible to know exact values of p and q simul-
taneously. The minimum value of the energy must be enough above
zero so that the range of travel in q times the amplitude of oscillation of p
§2.6] Quantum--Mechanics 247
is not less than h. Putting in the right numbers we see that the minimum
energy cannot be smaller than i-hw.
Dependence on Time. To complete our discussion of quantum
mechanics, it is now necessary to introduce the time variable t in order
to develop a kinematics and finally a dynamics so that we can state the
quantum mechanical equations of motion.
Time enters into classical mechanics in two essentially different ways.
In the case of conservative fields, time is only an implicit variable; i.e.,
it is used as a parameter in terms of which the motion may be described.
Indeed in two and three dimensions time may be eliminated completely
and the motion described by giving the orbit. The space coordinate
and the time coordinates do not play the same role. However, in
relativistic mechanics, time and space must come into the theory in the
same way, since by a Lorentz transformation one may mix space and
time. A proper relativistic theory must therefore treat the time variable
in a manner which is very different from a nonrelativistic theory. This
difference maintains itself when we come to quantum mechanics.
Time also enters in as an explicit variable if the field of force is non-
conservative or if the force field changes with time (e.g., a field due to
another system in motion) or finally in the statement of initial conditions.
In all of these the time variable is needed to describe the force field
acting on the system, so that the time coordinate and the space coordi-
nates are employed in similar fashions.
This dichotomy appears in quantum mechanics also. For example,
corresponding to Apx Ax ~ h there is an uncertainty relation
AE At ~ h (2.6.32)
where AE measures the uncertainty in energy and At the uncertainty in
time. One would expect this equation on the basis of relativistic require-
ments ; indeed this is precisely the reasoning used by De Broglie when he
guessed A = hlp from v = Efh, From Eq. (2.6.32) one would be
tempted, in analogy with our deduction of the commutator equation
[Px,~] = hli from the uncertainty relation (2.6.7), to set up a commutator
between the operator corresponding to the energy and an operator
corresponding to the time. This would not be a correct procedure for
the reason that the uncertainty relation (2.6.32) applies only when time
occurs as an explicit variable.
Stating this in another way, when time does not occur explicitly
in the description of the force field, time is really a parameter. Its
measurement by the observer (by looking at a clock, for instance) in no
way affects the system under consideration. For example, it cannot
affect the energy of such a system. However, if time occurs explicitly in
the description of the force field, an uncertainty in time will lead to an
uncertainty in the force and therefore in the energy.
248 Equations Governing Fields lCH.2
A common example of the relation of 6.E and 6.t considers the measure-
ment of the time of travel between two points, 1 and 2, by a wave, say a
light wave. Using a wave whose frequency (and therefore energy) is pre-
cisely known would require a wave infinite in extent. The time of travel
would therefore be completely unknown (6.t ---+ 00, 6.E ---+ 0). The
precision of the measurement of time of travel is increased by using a
shutter at 1 which is tripped at some instant, say t = 0, and another
shutter (in actual practice mirrors are used) at 2 which is to be tripped
some time later. It is easy to see that the velocity being measured is
that of a wave packet of width 6.t in time, where t::.t is the time difference
between the action of the two shutters. However, such a wave packet
must be a superposition of waves having different frequencies (a Fourier
integral). These frequencies are spread approximately over a range
1/6.t so 6.1' 6.t ~ 1 or 6.E 6.t ~ h. It is clear that the Hamiltonian
describing this experiment is time dependent; the time variable is required
to describe the interaction of matter (shutters) with the radiation. It is
characteristic that the time dependence is due to the fact that all the
interacting systems, e.g., the operator of the shutter, have not been
included in the discussion.
Recapitulating, we see that the uncertainty relation (2.6.32) applies
only when the Hamiltonian depends explicitly on the time . When
the time dependence is implicit, this equation does not apply, and indeed
time may be considered just as a parameter. This Januslike behavior
is reflected in the fact that the derivation of the time-dependent Schroe-
dinger equation may differ, depending upon which situation applies.
Fortunately for the relativistic generalizations of quantum mechanics
it is possible to devise a single derivation which applies in both cases.
Time as a Parameter. In the interest of simplicity and clarity it is
best to discuss the nonrelativistic case with conservative fields, i.e.,
those cases in which the classical nonrelativistic Hamiltonian does not
depend upon time, so that the time variable may be treated as a param-
eter. We have already shown in Chap. 1 (page 85) that the variation
of the direction of a state vector with time may be obtained through the
use of a unitary operator. We showed there that
e-(i/h)~t' • e(t) = e(t + t')
where so far the operator 5;> is undefined. Indeed, in setting up a kine-
matics, one of the crucial steps will be that of choosing 5;>. Here we have
used -(5;>/11.) instead of 5;>, to bring the equation in line with Eq. (2.6.11)
relating p and q. In Chap. 1 we also showed that
5;> • e = ih(ae /at) (2.6.33)
where we have here also included the additional factor - (1/11.). This
equation is similar to Eq. (2.6.12) for the effect on p on e(q) . But there
§2.6] Quantum Mechanics 249
is a fundamental difference, which enables us to write ae/at here but
does not allow us to make this limiting transition in Eq. (2.6.12) . In
the earlier equation, giving the effect of p, we are dealing with eigen-
vectors e(q) for the operator q, so that each e is perpendicular to the
other and there is no possibility of taking a limit. In the present case t
is only a parameter; e is not its eigenvector, for t is not an operator. All
eigenvectors for the system having S) as an operator are continuous
functions of the parameter t, rotating in abstract space as t increases.
Consequently we can here talk about a derivative of e with respect to t.
The operator (S)/ih) dt produces an infinitesimal rotation from its direction
at time t to its direction at time t + dt, and this difference in direction
becomes continuously smaller as dt approaches zero.
Kinematics in classical mechanics is concerned with the time variation
of variables such as position q with time. In order to be able to draw
the necessary analogies in quantum mechanics and so to determine S),
it is necessary for us to consider the variation of operators with time.
The development of quantum mechanics considered up to now in this
chapter assumes that the meaning of the operator is independent of t
as far as its operation on its eigenvector, so that the equation \5 • f = jf
gives the same eigenvalue j for all values of time (as long as \5 does not
depend on t explicitly) .
In many cases the state vector itself changes with time, in the manner
we have just been discussing. However, we could just as well consider
that the state vector is independent of time and blame all the variation
with time on the operator. This formal change, of course, must not
affect the measurable quantities, such as the eigenvalues j or the expan-
sion coefficients defined in Eq. (2.6.20), for instance. In other words
the operator ~(t), including the time parameter, can be obtained from
the constant operator ~(O) by the use of Eq. (2.6 .33) and the require-
ment that the quantity
f*(t) . ~(O) • f(t) = f*(O) • ~(t) • f(O) = f*(O) • e(i/")~t~(O)e-(i/h)~t . f(O)
be independent of t. Consequently
~(t) = e(i/h)~t~(O)e- (i/h)~t (2.6 .34)
gives the dependence of ~(t) on t if we are to consider the operator as
time dependent.
Letting t become the infinitesimal dt, we can obtain an equation
relating the time rate of change of the operator ~(t) to the as yet unknown
operator S):
~(dt) = [1 + i S) dt ] ~(O) [1 - i S) dt]
From the way we have derived this equation, the expression diJi. jdt can be
considered to be the time rate of change of the operator iJi. if we have
let the state vectors be constant and put the time variation on iJi., or
it can be the operator corresponding to the classical rate of change of
the dynamical variable A when we let the operators be constant and let
the state vectors vary.
For instance, the operator corresponding to the rate of change qm
of a coordinate can be computed from Eq. (2.6.35) :
(2.6.36)
where we have used Eq. (2.6.8) to obtain the last expression. • But this
last expression is just the one needed to determine the nature of the
operator jp. In the limit of large energies and momenta this operator
equation should reduce to the classical equations in ordinary variables.
This will be true if the operator .p is the Hamiltonian for the system,
with the p's and q's occurring in it changed to operators. In other
words if .p is the Hamiltonian operator of Eq. (2.6.27), then Eq. (2.6.36)
will correspond to the classical Eq. (2.6.25).
This can be double-checked, for if we set iJi. = ~m in Eq. (2.6.35)
and use Eq. (2.6.8), again we obtain
(2.6.37)
which corresponds to classical equation (2.6.26).
Thus we may conclude that the equations of motion of the operators
in quantum mechanics have precisely the same form as their classical
counterparts, with the classic quantities p and q replaced by their cor-
responding operators ~ and q. For example, Newton's equation of motion
becomes m(d 2 q/ dt2 ) = -(a5l3jaq). By taking average values of any of
these equations we see immediately that the classical Newtonian orbit is
just the average of the possible quantum mechanical orbits. Stated in
another way, the effect of the uncertainty principle is to introduce fluc-
tuations away from the classical orbit. These average out. Of course,
the average of the square of the fluctuations is not zero and is therefore
observable, but in the limit of large energies the uncertainties become
negligible, and quantum mechanics fades imperceptibly into classical
mechanics. This statement is known as the correspondence principle.
Its counterpart in equations is the statement that in the limit the com-
mutator (ijh) [iJi.,58] goes into the classical (A,B) . Because of the cor-
respondence between commutator and the Poisson bracket, it follows
that any classical constant of the motion is also a quantum mechanical con-
stant of the motion.
Of course we may wish to work with transformation functions instead
of eigenvectors. These functions also change with time, and cor-
responding to Eq. (2.6.33) we have the time-dependent Schroedinger
§2.6] Quantum Mechanics 251
equation
(2.6.38)
where H(p ,q) is the classical Hamiltonian and the time-dependent state
vector is given by the integral
configurations of the system, and integrals of the form f y,B [~ a~' qJ,p dq
give the average value of a sequence of measurements of the dynamical
variable B(p,q) when the system is in the state corresponding to ,p.
This probability density and these average values are all that can be
obtained experimentally from the system. For large systems, having
considerable energy, the results correspond fairly closely to the precise
predictions of classical dynamics, but for atomic systems the uncertainties
are proportionally large and the results may differ considerably from the
classical results.
We have also shown that these transformation functions have wave
properties and exhibit interference effects which affect the probability
density. The wave number of the wave in a given direction is equal to
I lh times the component of the momentum in that direction, and the
frequency of the wave is equal to I lh times the energy of the system,
as pointed out in Eq. (2.6.1). Only by the use of the machinery of
abstract vectors and operators and transformation functions is it possible
to produce a theory of atomic dynamics which corresponds to the experi-
mentally determined facts, such as the inherent uncertainties arising
when atomic systems are observed.
Time-dependent Hamiltonian. Having discussed the case where
time does not enter explicitly into the energy expression H, where time
turns out to be a parameter rather than an operator, let us now consider
the case when H does depend explicitly on the time t. In this case the
252 Equations Governing Fields [CR. 2
time used in describing the change of energy should be considered as an
operator (just as are the coordinates) rather than as a convenient param-
eter for keeping track of the system's motion.
The distinction is clearer in the quantum mechanical treatment than
in the classical treatment, for we can distinguish between the operator
corresponding to time and the continuous distribution of its eigenvalues.
Classically we shall make the distinction by letting the explicit time be qt,
so that the total energy is a function of qt . . . qn and of the momenta
PI . . . pn, which we can indicate formally by H(qtiP ,q).
This function gives the proper classical equations of motion (2.6.25)
and (2.6.26) for IiI ... qn and 111 . .. Pn but does not give a correspond-
ing set of equations for qt. As a matter of fact we have not yet considered
the conjugate momentum Pt. It appears that we must modify the
Hamiltonian function in the cases where H depends explicitly on time,
so that the new Hamiltonian H(pt ,qtiP,q) satisfies the equation
. dq, aH
qt=-=-
dt apt
But before we decide on the form of H, we must decide on the meaning
of qt. Since qt is the explicit time, we should expect that in classical
dynamics it should be proportional to the time parameter t and in fact
that dqtldt = 1. Consequently we must have that the new Hamiltonian
e is related to the total energy H(qtiP,q) and the new momentum Pt by
the equation
e(pt,qt;p,q) = H(qt;p,q) + Pt (2.6.40)
Then the equations of motion are
ae
aqm = r
.
p«; m = t, 1, . .. ,n (2.6.41)
The total rate of change of e with time (due to change of all the p's
and q's with time) can be shown to be zero, for, using Eqs. (2.6.41),
(2.6.25), and (2.6.26)
de ae . ae. \' [ae . ae . ]
Cit ·= aqt qt + apt Pt + '-' aqm qm + apm »- =0
m
Therefore the new Hamiltonian is constant even though the total energy
H changes explicitly with time. We may as well add enough to make the
constant zero; e = H + p, = O. This means that the quantity Pt,
the variable conjugate to the explicit time qt, is just the negative of the
value of the total energy, Pt = -E (we write E because H is considered
to be written out as an explicit function of qt and the other p's and q's,
whereas E is just a numerical value which changes with time). There-
fore the explicit time is conjugate to minus the energy value.
§2.6] Quantum Mechanics 253
The classical Poisson bracket expressions can also be generalized to
include the new pair of variables,
(u ,v) =
~ [au av
Lt iJpm iJqm -
aU aV J
aqm iJpm ; m = t, 1, . . . , n
m
= ~ [~
Lt dd + ~ ddPmJ + [!!!.. + ae !!!..J
qm
aqm t iJpm t iJqt iJqt iJPt
=
t
V
dd (2.6.42)
m=l
h a )
H ( t j i aq' q 1f(lq,t) + ii ate 1f(lq,t) =0 (2.6.45)
;t (e1f;t/!) + div [2~~ (I/; grad y,. - y,. grad 1/;) - :c A1f;t/!] = 0
and if p = e1f;t/!, the current density turns out to be
eh e2
J = -2'
'/.m
(I/; grad
.
y,. - y; grad 1/;) - -mc A1f;t/! (2.6.47)
This expression is real, and since p and J satisfy the equation of con-
tinuity, presumably they are the expressions to insert in Maxwell's
equations for the charge current. We note that these expressions are
only probability densities, not "true densities" in the classical sense.
This result is, however, in accord with our new conception of what is
observable; since the "actual" positions and momenta of individual
electrons cannot be known accurately, the only available expressions
for the densities must come from the wave function y,.. As indicated
at the beginning of this section, they involve the square of the mag-
nitude of y,., a characteristic of quantum densities and probabilities.
Relativity and Spin. The relationship between the four momentum
operators for a single particle and the corresponding differential opera-
tors for use on the transformation function y,.( Iq,t) (where the blank
before the vertical bar indicates that y,. could be for any eigenvector and
eigenvalue) ,
pm ~ (hji) (ajaqm) ; qm = X, y, z, t (2.6.48)
is a four-vector relationship which can satisfy the requirements of special
relativity. The time-dependent Schroedinger equation (2.6.46) is not
Lorentz invariant, however, even for the case of free flight , where A and
cp are zero. The space operators occur in the second derivatives, and the
time operator occurs in the first derivative, and no .combination of
p;, p;, p;, and PI = - E can be Lorentz invariant.
256 Equations Governing Fields [CH. 2
The difficulty, ofcourse, lies in the fact that the expression we used
for H(p,q) for a particle in an electromagnetic field was not relativistically
invariant but was simply the first approximation to the correct rela-
tivistic Hamiltonian. This quantity can be obtained by combining
the four-vector p", Pu, P., -(i/c)H (see page 97) with the four-vector
A", Au, A., i<p (see page 208) to form the Lorentz-invariant equation
From this we can obtain the relativistic equations for the Hamiltonian :
H(p,q) = -e<p + c vm 2c + p2 -
2 (2e/c)A· p + (e/c)2A2 (2.6.50)
It is this function which should be converted into a differential operator
to obtain the correct time-dependent Schroedinger equation.
This result, however, only poses a more serious problem : how do we
interpret an operator involving the square root of a second derivative?
Conceivably we could expand the radical in a series involving increasing
powers of 1/m 2c 2 (the Hamiltonian of page 254 is the first two terms of
this expansion, with the constant me" omitted) , but this series will involve
all the higher derivatives of 1/1 and would be an extremely "untidy"
equation even if it did happen to converge. A possible solution is to
use Eq. (2.6.49) as it stands, remembering that - (l /c)H is the fourth
component of the momentum vector and should be replaced by (h/ ic)
(a/at). When the fields are zero, this results in the equation
V 2./ . -
'I'
.!.- a2"JI _
c2 at2
(mc)2
h
.1,
'I'
=0 (2 6 51)
• •
where s is one or the other of the two eigenvalues ± hl2 for the spin
operator el and a is one of the spin vectors defined in Eq. (1.6.44) .
Therefore if we have a Hamiltonian (nonrelativistic) which includes the
spin operator el as well as the p's and q's and time, the hybrid wave-
function spin vector is '1' = ¥'+(lq,t)a(h I2) + ¥'_<Iq,t)a( - hI2), and the
equation is
i » ) ha
H ( t i i aq' q iel '1' + i at '1' = 0
where the el part of the operator works on the spin vectors a and the
differential operators work on the wave functions ¥'.
But this solution still does not give us a particle wave function which
includes spin and also is relativistic. To attain this we turn to the
spinor operators discussed in Sec. 1.7. The unit vectors dl . . . d4
defined in Eq. (1.7.17) provide operators which behave like components
of a four-vector. They operate on state vectors e which have only two
different directions, one corresponding to the z component of spin equal
to hl2 and the other corresponding to it being - hl2 (the direction of the
z axis is arbitrary) . A suggestion for the Lorentz-invariant wave equa-
tion with spin is to form a scalar product of the four-vector pr, PlI' p.,
PIIc = - EI c with the four-vector spin operator. Since a scalar product
of two four-vectors is Lorentz invariant, we shall thus obtain a wave
equation which has a first derivative with respect to time [as with Eq .
(2.6.45) but not (2.6.51)} and which is also relativistic [as in Eq. (2.6.51)
but not in (2.6.45)}. We should expect to set up an equation of con-
tinuity with such an equation so we can determine a charge and current
density [as we did in Eq . (2.6.47) for solutions of Eq. (2.6.45)].
258 Equations Governing Fields [CR. 2
The simplest form for such an equation would be that the scalar
product of the four-vectors d and p operating on a spin or e would equal
a const ant times e, or for a wave function 'V, consisting of two functions
of position multiplied by the two spin vectors, as before, we should have
~ [dl!"-
I ~
+ dz !..-
~
+ d3.iJ
~
'V = [ constant - ~ ~J 'V
u~
since d4 = 3< and E becomes -(h/i)a /at) for the wave function. The
only difficulty is that the vector d = (dl,d z,d 3) is an axial vector (see
page 104) whereas the gradient is a true vector, so that the quantity in
brackets on the right-hand side should be a pseudoscalar (see page 11)
changing sign for a reversal of sign of the coordinates. It is extremely
difficult to see what fundamental constant we could find which would be a
pseudoscalar, so difficult, in fact, that we are forced to look for a less
simple form which will circumvent our need for a pseudoscalar.
Such a less simple form consists of a pair of equations
H~), (~ -~ ~ -D;
o 1 0
dy =
0 0
-H ~);!'=(H ~ !);
o 0 -1 0 1 o 0
! j ~)
o 0-1
(H! ~), = ao; a" =
1 000
o
J ~ -~); (~ -D
o 0 0
a. =
0 -1 0
o
o
1
0
0
where we shall use the symbols ao and !'o interchangeably from now on.
260 Equations Governing Fields [CR. 2
In terms of these operators we can set up the operator equation
(2.6.52) to operate on some vector e, a combination of the four-unit
vectors el, e2, ea, e4, as follows:
[e(d. p) + eoa]· e = (E jc)e or [a",p", + aypy + a.p. + eoa] . e = (E jc)e
(2.6.54)
We must now "square" this equation to obtain a form analogous to
Eq. (2.6.49).
The Dirac Equation. When the electromagnetic field is zero, Eq.
(2.6.49) becomes
[p; + p~ + p; + m 2c2] = (Ptlc)2
Taking Eq. (2.6.54) and squaring the operators on both sides (and remem-
bering that a",ay must not equal aya"" etc.) , we obtain
{[a;p; + a;p; + a;p; + e~a21 + [a",ay + aya",]p",py
+ [a.eo + eoa.]a~.l : e = (ptl c) 2e
To have this correspond to Eq. (2.6.49) as written above means that
a; = a~ = a; = e~ = 1; a",ay + aya", = . . . = a.eo + eoa, = 0
and a = mc (2.6.55)
An examination of Eqs. (2.6 .53) indicates that the operators defined there
do obey the requirements of Eqs. (2.6.55), so that we have finally arrived
at a relativistic equation for a single particle of mass m which has a first-
order term in the operator for E (or PI). To obtain it we have been
forced to extend our "spin space" from two to four dimensions. Two
of these spin states (el ,e2) correspond to a term + mc 2 in the total energy,
and the other two correspond to a term - me", a negative mass energy.
. We know now that the negative energy states are related to the positron,
a particle of opposite charge but the same mass as the electron.
The wave equation for a single particle of charge e and mass m
in an electromagnetic field operates on a wave-function, spin-vector
combination
W = !flel + !f2e2 + !f3e3 + !f4e4;
(2.6.56)
iF = ~lei + ~2e~ + Y,3e! + ~4et
where the !f'S are functions of z, y, z, and t and the e's are orthogonal
unit vectors in spin space. The equation, which is called the Dirac
equation, is
H =
VI -
mc 2
(u /c)2
= u· p + vI - (u /c)2 mc 2
Comparing this classical equation for the total energy of the free
particle (relativistic) with Eq. (2.6.54), we see that the vector operator
Ca takes the place of the particle velocity u and the operator ao takes
the place of VI - (U /C)2 when we change to the Dirac equation.
The transformations of the operators a, the spin vectors e, and the
wave function '1' for a Lorentz rotation of space-time or for a space
rotation can be worked out from the data given in Sec. 1.7. For instance,
if the transformation corresponds to a relative velocity u = c tanh ()
along the x axis, the p's and A's transform as four-vectors:
p", = p~ cosh () + (l /c)p: sinh (); P» = p~ ; P. = p~ ;
PI = p~ cosh () + cp~ sinh ()
The spin vectors e are transformed according to the formula e' = g. e,
262 Equations Governing Fields [cH.2
where
'"
(8a x)n= cosh -28 + a . h -(J
2:
n=O
1 -
-n! 2 x
sm 2
l
xy.t
axpx = [axpx + aypy + a .p. + aIPI] = l
xy.1
g*axgp~ = l
xy.t
a~p~
where p, V, and c are the equilibrium values of the density, volume, and
velocity of sound of the air in the vessel. Show that the equation of
motion for the membrane is therefore
where v2 = T l u, where T is the tension and a is the mass per unit area
of the membrane. What assumptions have been made in obtaining
this equation ?
2.2 An infinite, elastic medium has piezoelectric properties for com-
pression in the x direction and electric field in the y direction (for dis-
placement s in the x direction, the electric intensity E and displacement
vector D are in the y direction) . The dielectric polarization P, also in
the y direction, is related to D and E by the usual equation D = E + 47rP
and is related to the stress component X = T zz and E by the coupling
equation P = 0 X + xE, where X is the dielectric susceptibility and 0
the piezoelectric constant. Alternately the strain S",,,, = u is related
to the stress and to the electric intensity by the equations u = uX + oE,
where a is the reciprocal of the elastic modulus. By use of the elastic
equations and Maxwell's equations, set up the two simultaneous equa-
tions for compressional wave motion in the z direction. Show that two
electroelastic waves are possible, one with velocity a little smaller than
that for pure compressional waves (value if 0 were zero) and the other a
little larger than that for pure electromagnetic waves.
268 Equations Governing Fields [CH: 2
2.3 During the passage of a sound wave through matter, the temper-
ature of the regions under compression is greater than the average tem-
perature, while in the regions under expansion the temperature will be
less than the average. These temperature differences will give rise to a
flow of heat from one part of the material to another.
a. Show that the equations governing the heat flow and sound prop-
agation are
aT/at = (aTo /apo)s(ap /at) + (K/Cppo)V2T
a2p /at 2 = (apo/apo)rv2 p + (apo/aT o)pV2T
where the subscript zero is used to denote equilibrium values .
b. Assume that T and p propagate as plane waves
T = A exp [i(kx - wt)] ; p = B exp [i(kx - wt)]
a~ = curl (v X B) + (4;:u) 2
V B
a. Show that
of(x,v,to)
oto
J-"", f(x,v) dx = F oe - (a I A l v
2
Show that the average of the nth power of the velocity defined by
EQ. NO .
Laplace Equation : V2.J; = 0 (1.1.4), (2.3.6)
Vector Form: curl (curl A) = 0 ; div A = 0
Poisson Equation : V2!J; = -411"p (1.1.5), (2.1.2) , (2.5.2)
Vector Form : curl (curl A) = 4'11"J; div A = 0 (2.5.7)
Helmholtz Equation : V2.J; + k 2.J; = 0 (2.1.10)
Vector Form : curl (curl A) - k 2A = 0 ; div A = 0
. 1 a2.J;
Wave Equation : 02!J; = V2!J; - (;2at2 = 0 (2.1.9) , (2.2.2)
B = }.lH; D = fE
B = curl A; E = - grad
1 iJA
«J - cat; div A = _ f}.l a«J
c iJt
(For the forms of these equations for other gauges, see pages 207 and 332.)
+ pv X curl v
where A = h - 'Y.
.£ =
lb.
a.
. . . Ibm L (rp,...J!,
am
0 X)
oX
dXI'" dXm (3.1.1)
From the minimization of this function we can obtain the partial differen-
tial equations governing the rp's as functions of the x's and many other
things. This pro cess of obtaining the rp's is called the variational method.
In the present chapter we shall first indicate in a general way how
275
276 Fields and the Variational Principle [CR. 3
the variational method can be used to obtain equations for the variables
involved, then discuss in more detail the variational principles of classical
dynamics, because they provide a well-explored example of this technique
and its utility ; and then we shall proceed to apply the method to the
various types of fields which are to be studied in this book.
5£ =
l
bl
at
. . . lbm
am
r
n
r=1
et. 7Jr
e; [ ;-
vtpr
+ r
m
.~1
st. a!}7J r ] dXl
!l"
VtpT8 UX s
' . . da.;
We assume that the parameters are so chosen that the limits of integration
can all be constants and that all the 71'S go to zero at these limits, which
would be true, for instance, if the limits coincided with physical boundaries
where certain boundary conditions are imposed on the .p's. This situation
is usually the case, so we shall confine ourselves here to its study; the
more general case, where limits are all varied, will be touched upon
later.
The term (oL/o.pr.)(07Jr/ax.) can be integrated by parts over x., giving
st. ]b.
[ -a.pr. 7Jr a, -
l b'a,
- a (aL)
-
ax. a.pr.
7Jr dx.. The first term is zero, since 7Jr = 0
at a. and b; Therefore the first-order variation of £ is
i bmrn rm
bt
5£ =
l at
•
am
T=31
E
r
[OL
-
O.pr
-
l ICIt
-a (aL)]
--
ax. a.pr.
71 dXl .
r
(3.1.2)
r = 1, . . . , n (3.1.3)
278 Fields and the Variational Principle [cH.3
where 'Pro = a'Pr/ax,. These equations, which serve to determine the
optimum functional form of the 'P's, are called the Euler equations.
We shall use these equations extensively later in this chapter.
Several general comments should be made concerning these results.
In the first place, if the variational principle is to be of general validity,
then .£ should be an invariant, and the density L, or L divided by the
scale factors coming into the element of integration, should be invariant
to coordinate transformation of the parameters of integration. This
will be of use later in finding new Lagrange densities.
A still more general comment is that the variational principle is
generally useful in unifying a subject and consolidating a theory rather
than in breaking ground for a new advance. It usually happens that the
differential equations for a given phenomenon are worked out first,
and only later is the Lagrange function found, from which the differential
equations can be obtained. This is not to minimize the importance of
finding the Lagrange density L, for it is of considerable utility to find
what physical quantity must be minimized to obtain the differential .
equations for the phenomena, and the form of the variational equations
often suggest fruitful analogies
and generalizations.
Auxiliary Conditions. In
many cases the Lagrange integral
is to be minimized (or maxi-
mized) subject to some one or
more additional requirements.
further restricting the indepen-
dent variables and parameters.
L---=---=.....:::..------...:==~x In this case we use the method of
Fig. 3.1 Maximum point (xo,Yo ) for func- Lagrange multipliers to obtain
tion !(x,y, ) represented by contour lines the modified answer. Just how
0, 1, 2, . . .. Maximum point (X" y ,,) these multipliers work can best
along line Y = Ya(X).
be shown by an example.
Suppose that the function f(x,y) is to be maximized. If there are no
auxiliary conditions, we solve the two equations
aj/ax = 0; aj/ay = 0 (3.1.4)
simultaneously. The resulting pair (or pairs) of values of x and y,
(xo,Yo), specify the point (or points) at which j has a maximum, minimum,
or saddle point, and the value j(xo,yo) is the value of j at this maximum
or minimum. Here the function is of two variables, and the two equa-
tions (3.1.4) are needed to obtain a pair of values (xo,Yo) for the maximum
or minimum. A typical case is pictured in Fig. 3.1, where the functionj
is depicted in terms of contour lines.
But suppose that we wish to find the maximum of j(x,y) along the line
§3,l] The Variational Integral and the Euler Equations 279
given by the auxiliary equation y = Ya(X). This line does not usually
run through the point (xo,Yo), so the solution cannot be the same, There
may be one or more points along the line, however, where f(x ,y) has a
maximum (or minimum) value, such as the point (XI,YI) shown in Fig.
3.1. This may be computed by inserting the expression for Y in terms of
z into the form for f, which gives the value of f along the lineas a function
the single parameter z . We then differentiate with respect to x to find
the maximum value,
d af af d
dxf(x ,Ya(x» = ax + ay dx [Ya(X)] = 0 (3.1.5)
The position of the maximum is then the solution Xl of this equation and
the related value YI = Ya(XI) '
However, we can solve this same problem by a method which at first
sight appears to be different from and more complicated than the one
resulting in Eq. (3.1.5) . Suppose the auxiliary equation is g(x,y) = O.
We first introduce a third unknown, A, and then maximize the new
function f + Ag, subject to the relation g = O. In other words we are
to solve the three equations
(af /ax) + A(ag/aX) = 0; (af /ay) + A(agjay) = 0; g = 0 (3.1.6)
simultaneously to determine the proper values for X, y, and A.
It is not immediately apparent that the solution of Eqs. (3.1.6Y is
identical with the solution of Eq. (3.1.5), but the connection becomes
clearer when we write the auxiliary equation g(x ,y) = 0 in the form used
above, Ya(x) - Y = O. Then the first two of Eqs. (3.1.6) are
(af /ax) + A(dYa/dx ) = 0 ; (af /ay) - A = 0
Substituting the second of these into the first gives us
(af /ax) + (dYa /dx)(afjay) = 0
which is just Eq. (3.1.5) . Therefore in this simple case the method of
Lagrange multipliers gives us the same result as the straightforward
method. This is true in general. In this simple case it appears to be a
more cumbersome method than the use of Eq. (3.1.5) , but in more
complex cases it turns out to be an easier method.
As applied to the variational integral of Eq. (3.1.1) the method of
Lagrange multipliers can be stated as follows: Suppose that the Lagrange
density is L('Pr,'Pr.,X.), (s = 1, 2, . . . , m), (r = 1, 2, . , . , n) , and
the auxiliary equations are
lbm G (
l
b'
. . . t 'P, a X) dXI . . . dXm = Ct
--!£., (3.1.7)
a, am ax
where t = 1, 2, ' .. , k (k < m) and where the C's are constants.
280 Fields and the Variational Principle [cH.3
Then the modified variational integral is
~ 0 (oL') eu (3.1.9)
L..t oXs 0'Pr8
8=1
= O'P8
plus the k equations (3.1.7) serve to determine the 'P's as well as the
values of the A's. In this case the Lagrange multiplier method is defi-
nitely the easier.
(3.2.1)
where the a's may be functions of the q's. If the system is conservative
(i .e., has a total mechanical energy which is constant in time), then the
external force on the system can be represented in terms of the gradient
of a scalar potential function V, so that the equivalent force along the
qr coordinate is
(3.2.2)
The potential energy may depend on time explicitly, but it is not a
function of the q's.
When the system is conservative, the variational principle determining
the equations of motion, called Hamilton's principle, uses the kinetic
potential (see page 229) T - V as the Lagrange function and is
a (" (T - V) dt = 0 (3.2.3)
Jlo
§3.2] Hamilton's Principle and Classical Dynamics 281
This states that for any actual motion of the system, under the influence
of the conservative forces, when it is started according to any reasonable
initial conditions, the system will move so that the time average of the
difference between kinetic and potential energies will be a minimum (or
in a few cases, a maximum) .
Lagrange's Equations. The Euler equations for the coordinates for
this case,
(3.2.4)
are called Lagrange) s equations of motion for the system. The left-hand
terms represent the accelerations of the system, and the right-hand terms
are the corresponding forces , derived from the potential energy V, plus
the "kinetic forces " (such as centrifugal force) due to the motions.
When the forces are not conservative, so that there is no potential
energy, the variational principle is
n
1:'[vr + L r. Oqr] dt
r=1
= 0
2T = LPTqT = L + H
T=l
(3.2.6)
o f L dt = 1 L[(-
11
r = 1
p, - ~~) oqr + (qr - :~) opr] dt = 0
Since we are assuming that we can vary the p's independently of the q's,
each of the parentheses must be zero, and we arrive at the alternate
form of the equations of motion
(3.2.7)
which are called Hamilton's canonical equations. They have been used
a number of times in the previous chapter (see pages 229 and 242).
We shall return again to use them later in this chapter.
It is not difficult to see that the Hamiltonian function of the p's and
q's is independent of time . For the time rate of change of H is
z = Pr + (aH/aqr)
r (aH/apr)
From this new point of view we can imagine ourselves learning the
fundamental properties of a system by "probing" it with oscillating
forces. To each coordinate in turn we apply such a force, and we measure
the ratio between force and coordinate velocity. If this ratio is inde-
pendent of amplitude, then it can be used to reconstruct the system.
Alternately, if we know the nature of the Lagrange function for the
system, we can compute the impedance for each of its coordinates. We
assume that qr = Areiwl (in Chap. 2 and many times later in the book,
we use the exponent e- iwl to represent simple harmonic motion; here and
in Chap. 4, we shall be considering the behavior of Z for all values of w,
both positive and negative and imaginary, so we might as well compute
it first for the positive exponential) . The equation Pr = aL/aqr enables
us to compute pr as a function of the q. and therefore as a function of the
exponential eiw l and of the amplitudes A r • Therefore the derivatives
aH/apr and aH/aqr can be expressed in this form, and eventually the
ratio Zr. When this ratio turns out to be independent of the A's and
of time, it is an impedance.
When the potential energy of the system has a minimum value for a
certain set of values of the coordinates q, we can set the origin of coordi-
nates at this minimum, and for sufficiently small values of displacement
away from this origin, the potential energy can be expressed as a quad-
ratic function of the q's:
V = t Lb.. qrq. + V
m ,n
min (3.2.8)
where the components of the dyadics & and mare amn and b mn , respec-
tively. If, now, the vector F is simple harmonic with frequency w/27r,
it can be represented by the vector FOe i", ! and the steady-state velocities q
can be represented by the vector Ue;,.,t, where the components UT of U
are complex numbers with magnitude equal to the amplitude of the
velocity of the rth coordinate.
In this case we can write the previous equation in the form
FO = .8. U (3.2.9)
where .8(w) = iw~( - (i/w)m
is called the im pedance dyadic for the system near the equilibrium point
under study. Therefore the impedance concept always has meaning
sufficiently near to points of equilibrium of the system (if there are such) .
The diagonal element Zmm is called the input impedance for the mth
coordinate, and the nondiagonal element Zmn is called the transfer
impedance coupling the mth and nth coordinates. It is always possible
(see page 59) to make a transformation to the principal axes of .8, to
normal coordinates q~, so that all the transfer impedances are zero and
the diagonal elements Z~(w) are the principal values of the impedance.
This transformation may be different for different values of w. One
can also express the displacements q = Ae i"' ! in terms of .8 and FO:
F '= iw.8.A = (-w 2& + m)·A
where IAml is the amplitude of motion of qm.
This transformation to normal coordinates is a special case of the
rotation of axes in abstract vector space. The new coordinates q' are
286 Fields and the Variational Principle [CR. 3
related to the old ones q by the equation
n n
q~ = I
m=1
'Yrmqm ; where I
m=l
'Yrm'Y.m = Ora
181 = I
m=l
Zmm =
m=1
I z;
as is also the determinant of the components of 8.
Az = IZmnl = Z~(W)Z2(W) . . . Z~(w)
(x,y) Pla~e
Fig. 3.2 Contact transformation in two dimensions.
S(X,YiX',y') = constant
defines a curve C in (x' ,y') space ; and, vice versa, to every point on the
(x',y') plane there is a related curve on the (x,y) plane. If we move the
point in the (x ,y) plane so it traces out a curve K, the related sequence
of curves in the (x' ,y') plane may have an envelope curve E, which can be
said to be the related curve traced out on the (x' ,y' ) plane. To each
point in (x ,y) there is a related curve in (x',y'), but to each curve in
(x ,y) there is a corresponding envelope curve in (x ',y') . Therefore to
each line element (i.e., position plus direction) in (x,y) there is a cor-
responding line element in (x',y') .
The correspondence between line elements can be shown by taking the
two points (x,y) and (x + dx,y + dy) defining a line element in (x ,y)
and working out the related line element in (x',y') . The curves in
(x' ,y') are given by the two equations
S(x,y-,x',y') = Cj
.
S(x + dx, y + dy j x',y') ... S(x,y;x',Y') + as as
ax dx + ay dy = C
§3.2] Hamilton's Principle and Classical Dynamics 289
If we set dx = X de and dy = iJ ds , where X/iJ is the slope of the line
element, then we arrive at two simultaneous equations:
S(x,y;x',y') = C; . as
x - + y. as
-= 0
ax ay
which we can solve to obtain the point (x ',y') corresponding to the point
(x,y). The direction of the envelope curve in (x',y') is obtained by dif-
ferentiating the first equation with respect to the primed coordinates,
If we do not change the end points to and t l , the integral for S is unchanged
when the intermediate path is varied, and so if of[2":pq - H] dt is zero,
then 0f[ 2":PQ - K] dt is likewise zero.
Therefore the transformation defined by the function S, so obtained,
is a canonical transformation and the P's, Q's, and K are related by the
equations
Qr = aK /aPr; ?T = - (aK /aQr)
which are the canonical equations (3.2.7).
Even when H (and therefore K) depends explicitly on the time, the
transformation function S can be obtained by integrating the equation
2":prQT - H - 2":P rQr +K = dS/dt
~S = 2: [(::)
T=1
dq; + (:g) dQr + ~~ -l
we have, by equating coefficients of the differentials,
PT = as/aqr ; P, = - (as /aQr); K - H = as/at (3.2.11)
which gives us the expressions for the momenta, in terms of the coordi-
nates for the transformation.
Poisson Brackets. The study of the invariants for canonical trans-
forms covers most of the basic aspects of classical dynamics. The energy
function H is one such invariant (unless H depends explicitly on t).
One whole class of invariants can be expressed most conveniently in
terms of Poisson bracket expressions. These brackets, for two arbitrary
functions u and v of the p's and q's, are defined as follows :
H (::' q) = E (3.2.12)
sidering the equation for the particle only (we are not yet considering
the equations for the fields), we have no term to the second order in A.
Therefore L for the particle must be a combination of v2 , v A, and lp .
»
The first term must obviously be the kinetic energy of the particle,
lmv 2• The term in lp must be a potential energy, and if the charge on the
particle is e, this term must be - elp. The third term must give the
term - (e/c) (aA /at) , for the rest of eE , and also the term (e/c)v X curl A.
Since grad (v - A) = v X curl A + v (VA) (see page 115), it appears
»
dA = aA
dt at
+ v . (VA)
Therefore, the vector equation of motion of the particle reduces to
d . e aA · e e
dt (mv) -e grade - cat + C V X curl A = eE + CV X H (3.2.19)
296 Fields and the Variational Principle [CR. 3
which corresponds to Eq. (2.5.12) for the effective force on the charged
particle.
Weare now in a position to set up the Hamiltonian for the particle.
The "momentum" of the particle is the vector with x component fJL/fJvz;:
p = mv + (e/c)A
In this case the action of the field is to change continuously the particle
velocity, so that mv is no longer a quantity which is "conserved." If we
are to have conservation of momentum, p cannot equal my. According
to Eq. (3.2.6) , the Hamiltonian is
~ moc + C~) p + . . . ;
2 2
p-«; moc (3.2.22)
298 Fields and the Yariaiional Principle [CR. 3
which is the expression used on pages 256 and 260, in connection with the
Dirac equation for the electron. This expression is, of course, the time
component of a four-vector, the space components of which are the com-
ponents of cp. Any potential energy term which is to be added should
thus also be the time component of a four-vector.
Dissipative Systems. Finally, before we turn to the application of
Hamilton's principle to fields, we shall introduce a formalism which will
enable us to carryon calculations for dissipative systems (i.e., ones with
friction nonnegligible) as though they were conservative systems (i .e.,
ones with negligible friction) . The dodge is to consider, simultaneously
with the system having the usual friction, a "mirror-image" system
with negative friction, into which the energy goes which is drained from
the dissipative system. In this way the total energy is conserved, and
we can have an invariant Lagrange function, at the sacrifice of acertain
amount of "reality" in some of the incidental results.
For an example of what we mean, let us take the one-dimensional
oscillator with friction , having the equation of motion
mx + Rx + Kx = 0 (3.2.23)
We wish to obtain this equation from some Lagrange function by the
usual variational technique. In order to do this we set up the purely
formal expression
L = m(xx*) - tR(x*i; - xi;*) - Kxx* (3.2.24)
This is to be considered as the Lagrange function for two coordinates, x
and x* . The coordinate x* represents the " mirror-image " oscillator
with negative friction. Applying our formalism, we obtain for the two
"momenta"
p = mx" - tRx*; p* = mi; + tRx
which have little to do with the actual momentum of the oscillator.
Nevertheless a continuation of the formal machinery results in two
Lagrange equations for the two systems:
mx* - Ri;* + Kx* = 0; mx + Ri; + Kx = °
The equation for x is just Eq. (3.2.23), which we started out to get. The
equation for x* involves a negative frictional term, as we mentioned
above.
The Hamiltonian is
H = pi; + p*i;* - L = mi;i;* +
Kxx*
+
= (l /m)(p tRx*)(p* - tRx) + Kxx* (3.2.25)
Since x* increases in amplitude as fast as x decreases, then H will stay
constant.
§3.2] Hamilton's Principle and Classical Dynamics 299
By this arbitrary trick we are able to handle dissipative systems
as though they were conservative. This is not very satisfactory if an
alternate method of solution is known, but it will be necessary, in order
to make any progress when we come to study dissipative fields, as in the
diffusion equation. As an indication of the fact that such cases are far
from typical we note that we had previously assumed that L was a
quadratic function of the q's, whereas in the present case terms in x*x
occur.
Impedance and Admittance for Dissipative Systems. At this point it
is worth while to take up again the discussion of mechanical impedance
from the point where we left it on page 286, to discuss the effect of
resistive forces. For a system with dynamic or static equilibrium, as
we have seen, we can transform coordinates to the set Xl , X2, • • • , X n
which go to zero at the point of equilibrium. For displacements suffi-
ciently near to this equilibrium the potential energy will be
v = j L
m.T
bmTxmX T + Vo = j-x . 58 . x + Vo
where 58 is the dyadic with elements bmT and x is the n-dimensional vector
with components x The kinetic energy may, as always, be given by
T•
the expression
1 '\' . . l' <If •
T = ~ ~ amrXmXT = ~x . u • X
m,T
LT
r mTx T = (m· i)m
m,T
= i* . ~ . i - jx* . m . i + ji* . m . x - x* . 58 . x (3.2.26)
where x* is the vector conjugate to x, The momentum vector and its
conjugate are then
p = i* · ~ - jx*. m ; p* = ~ . i + jm· x
300 Fields and the Variational Principle [cH.3
and the Hamiltonian is
H = P•i +
i* . p* - L = i* . ~ • i +
x* . 58 . x
+
= (p jx* . ffi) . (~-1) • (p* - jffi . x) x* . 58 . x+ (3.2.27)
where the dyadic (~-l) is reciprocal to the dyadic ~, such that ~ . ~-l
= ~-1. ~ = 3.
The generalized driving force vector, acting on the displacement X m
but not on the mirror-image displacements, is the one causing changes in
the p*'s . The Hamilton canonical equation for the component acting on
the mth coordinate is
T = l im.tJ;
. =1
where we have assumed that there are N atoms present. The motion of
each atom in an element of the string between x and x + dx can be
considered as the vector sum of the average motion of the element
j(d", jdt) (we here assume for simplicity that the average motion is
transverse, in one plane, and that the average displacement of point x
on the string from the equilibrium line is "') and the fluctuating motion w.
of the individual atom away from this average. The total kinetic
energy for the element dx is therefore
T = i Ldx
m.[(,j,)2 + 2,j,(j . w.) + w;] ; ,j, = iJ'"
iJt
where the time average of the terms in j . w. is zero. The sum is taken
over all of the particles in the length dx of the string. Weare not
interested here in the fluctuating motions of the individual atoms, so
we shall not bother about setting up the individual Lagrange equations
for the coordinates corresponding to the velocities w.. Consequently
the last term in the bracket will be dropped out , not because it is negli-
§3.3] Scalar Fields 303
gible (actually it represents the internal heat energy of the string and so
is not small in the aggregate) but because such motion is not of interest
to us here . The second term in the bracket can be neglected because
the derivative of this with respect to t/t (which comes into the Lagrange
equation for y;) has a zero time average. The total kinetic energy which
is of interest to us is therefore .
(3.3.1)
where p dx is equal to the sum of all the masses m. of all the particles
in the element of length of the string between x and x + dx.
The potential energy of the string is a complex function of the coordi-
nates of all the atoms in the string. It also can be broken up into a
term representing the average increase in potential energy of the string
when it is displaced by an amount y;(x) from equilibrium, plus some
terms involving the individual displacements of the particles away from
their average position, which may be omitted from consideration here.
The average term can be obtained by measuring the amount of work
required to stretch the string when it is displaced from equilibrium.
If the string is under tension T, this work is T times the increase in
length of the string as long as this increase is a small fraction of the
length of the string. Expressed mathematically, the part of the potential
energy which is of interest to us here is
when (oy; /ox)2« 1 and when the string is stretched between supports
at x = 0 and x = l.
Consequently the Lagrange function for the average transverse motion
of the string in a given plane is
(3.3.3)
= 2 p p2 + iT (~~Y + iKy,2 -
1
Fy, (3.3.5)
W 44 = a1/l oL - L = H
at 0.J;
These components satisfy the divergence equations
2 21/1
oWn
oX
+ oWat 14 oif; [ 0 1/1 _ T 0 + K.', - F]
=
ox p ot2 ox2 'I'
= O'
,
2 21/1 (3.3.8)
oW 41
ox
+ OW44 = 01/1 [ 0 1/12 _ T 0 + K·', - F]
at at P ot ox2 'I'
=0
which have interesting physical interpretations. Taking the second
equation first and integrating it over x from a to b, we see that
- fb (OWu)
& dx = -
& fb
i. H dx = [W 41 ]b
4
But W41 is, by Eq. (2.1.12), the rate of energy flow along the string,
it should be naturally related to the change of energy H in the manner
given in the equation. The second divergence equation is therefore the
equation of continuity for energy flow along the string.
The first divergence equation relates the change in energy flow with
time to the distribution of stress along the string, for W 14 = -(W 41 /c2)
306 Fields and the Variational Principle [cH.3
has the dimensions of momentum density, the momentum related to -
the energy flow of wave motion. The integral of the first divergence
equation,
a (b
- at l, W 14 dx = [Wll]~
Jor ray; aH a J
2H 2y;
5 Jor (dY)2
dx dx = 0
which is the Helmholtz equation again. The best values for X must
equal the required values for k 2•
Velocity Potential. Going next to a three-dimensional case, we
can consider the motion of it fluid , discussed earlier in Sec. 2.3. When
the motion is irrotational, the fluid velocity can be expressed as the
gradient of a velocity potential 1/;. The kinetic energy density of the
fluid is then
(3.3.9)
d~ I" p dp (212) p2 dV
Jo{s p dV ds = pC Jo =
pc
(3.3.13)
where the second term has been changed to a surface integral by the
use of Gauss' theorem, Eq. (1.4.7). Any force acting on if; along the
§3.3] Scalar Fields 311
boundary surface is balanced by this surface term, so that, if F is the
driving "force" on if; per unit of surface area, then F = p grad if;. If F is
a simple harmonic driving force, F = Foe-wI, then the corresponding
rate of change of if; (analogous to the velocity) is -iwif;, so that the ratio
of surface force density to rate of change of if; at the surface is
-F / i wif; = - (p/iwif;) grad if;
Because of the reversal of the role between gradient and time deriva-
tive in this case, the quantity (iwif;) is proportional to the pressure and
grad if; is proportional to the fluid velocity. In acoustics we usually
consider the pressure to be analogous to the driving force, instead of F
(which is the "force" causing change of if;), so that the ratio given above
is more analogous to an admittance rather than an impedance.
The usual definition of acoustic admittance is given by the equation
y = v / p = (l /iwpif;) grad if; (3.3.16)
where p is the pressure at some point on the boundary surface where a
driving force is applied and v is the fluid velocity at the same point.
To compute this admittance we must first solve the wave equation to
find the field caused by the vibration of the given part of the boundary
surface, after which we can compute the ratio (l /iwpif;) grad if; for the
various parts of the driving surface and, if required, can integrate over
this surface to find the acoustic admittance for the whole driving surface.
The admittance Y is a vector because v is a vector and p a scalar.
It is usually sufficient to compute the normal acoustic admittance, which
is the component of Y normal to the surface.
Y n = (l /iwpif;)(aif; /an)
where C = IClei 4> is a constant giving the amplitude ICI and phase angle cP
of the velocity potential and where k is a constant vector of magnitude
312 Fields and the Variational Principle [cH.3
wlc, pointing in the direction of the wave motion. The wave surfaces
for this wave are planes perpendicular to k, traveling in the direction of k
with a velocity c.
The expressions for the pressure and fluid velocity for the plane
wave can be obtained from the velocity potential by means of the relations
given earlier. They are the real parts of the following expressions :
p = -p(a>/;Iat) = iwpCeik.r-i.>t; v = grad >/; = ikCeik·r-i.>t
In other words the actual value of the pressure at point x, y, z at time t
is -wplCI sin [(wlc)(ax + (3y + 'YZ - ct) +
q,] where a, {3, 'Yare the
direction cosines for k and Ikl = wlc. The fluid motion is in the direction
of k , perpendicular to the wave fronts, and the velocity is in phase with
the pressure for a plane wave.
In computing the stress-energy tensor we must use the real
parts of the quantities given above, for the components are quad-
ratic expressions involving >/;. Letting the symbol Q stand for
[(wl c)(ax + (3y + 'YZ - ct) + q,] = (k· r - wt + q,), we have
>/; = ICI cos Q; p = -wplCI sin Q; v= -kiCI sin Q;
p2 pw2
W u = H = ipv 2 + 2~ = -2 ICI2 sin ! Q;
oc c
S = pv = pwklCI 2 sin- Q = P c2 ;
pw 2 pw 2
W ll = - - 2 a 21CI2 sin" Q; W 12 = - - 2 a{3ICI2 sin> Q
c c
where a, {3, 'Yare the direction cosines for the propagation vector k. In
matrix form the stress-energy tensor for the plane wave is, therefore,
5ill = - pw2
c
2
ICI2 sin" Q (;:
'Ya
;~ ';~Y =~;)
'Y{3 i'Y2
-
ia i{3 i'Y -1
It is not difficult to confirm the divergence equations for 5ill,
L(a:~n)
4
= 0
n=l
where 1/; is the density of the diffusing fluid, a 2 is the diffusion constant,
and 1/;* refers to the mirror-image system where the fluid is "undiffusing"
(or whatever it is that one calls the reverse of diffusing). The canonical
momentum densities are
p = aL ia1/; = -~a21/;* ; p* = +~a21/;
or
- ~
2m ...2
v .1
P
.* + V.I.*
P
= -ih a1/;*
~
(3321)
. .
W mn
* st.
= Y,m ay,:
st.
+ 1/Im aY,n - Omn L (3.3.23)
aY, {O; m;;c n
where Y,m = ax",; x", = (x,Y,z,t); Omn = 1; m = n
The energy density is the (4,4) component of 5ffi
H = W u = (h2 /2m)(grad y,*) . (grad y,) + y,*Vy,
It should be pointed out that in the present case, as with the diffusion
equation, the time derivative terms (equivalent to the q's) enter as a
linear function in L , rather than as a quadratic function of the form
~ar8qrq8 ' as had been assumed in classical dynamics. Whenever the q's
occur as a linear function in L , the canonical momenta aLjaq will not
be a function of q's but will be a function of just the q's, so that p and q
are not independent variables. In this case the definition H = ~pq - L
will ensure that H is a function of the q's alone , without either p's or
q's, and of course, the canonical equations will not have the same form
as heretofore [Eq. (3.3.6)]. In both the diffusion equation and the
Schroedinger equation p is a function of y,* and p* a function of y" so
that we cannot have one canonical equation for p and the other for q
but must have one for y, and the other for ",*.
As always, we have (where Y,2 = ay,jay, y,: = ay,*/az, etc .)
-f 2: (~~)
dv
71
OY,n = f 2:
dv
n
a: n (:~) N, etc.
Setting all these into the integral we find that oJ!, divides into an integral
of a quantity times oy, plus another quantity times N*. Since oJ!, must
be zero, no matter what values oy, and oy,* have, the two quantities
must be zero, giving us the two equations which are the new canonical
equations:
dp d P*] su \' a (aH)
if; [ dy,* - ay, = ay,* - aXn ay,: ; Lt
n
(3.3.24)
* [d P* dP] _ aH \ ' a (aH)
0/; ay, - ay,* - aY, - aXn aY,n Lt
n
316 Fields and the Variational Principle [CH.3
These equations, when applied to the Hamiltonian for the diffusion
equation or for the Schroedinger equation, will again give the equations
of motion (3.3.18) Dr (3.3.21). It is not certain, however, how useful
Eqs. (3.3.24) will turn out to be, since they do not appear to tell us more
than the Lagrange-Euler equations do.
The energy flow vector for the Schroedinger case is
S = iW4 1 + jW 42 + kW43 = - h
2m
2
[(i7if
N *) grad y; + (ay;)
at grad if;* ]
(3.3.25)
This satisfies the equation of continuity with the energy density W H ,
div S + (aH/at) = O.
The field momentum density vector is
P = iW 14 + jW + kW 24 34 = -(hj2i)[y;* grad if; - if;grady;*] . (3.3.26
Referring to page 255, we see that (when the magnetic field is zero) the
current density corresponding to the wave function if; is J = - (ejm)P, so
that the field momentum vector P is related to the probable density of
flow of the particle associated with the wave function if;.
Klein -Gordon Equation. Another equation which can be dealt with
in a manner similar to the preceding is the Klein-Gordon equation
(2.6.51), a possible wave equation for a relativistic particle (though it is
not the correct equation for electron or proton). Here again we use two
independent field variables, if; and 1/1*. The quantities (h/i) (ay; jax,
aif;jaY,aif;/az,aif;/aict) are the components of a four-vector, as are the simi-
lar derivatives of if;*. Combining these and the four-vector (Ax,Ay,A"i<p)
for the electromagnetic potential in a manner suggested by Eq. (2.6.49),·
we obtain a Lagrange density for a "particle " of charge e and mass m in
an electromagnetic field:
'\'
4 aranay;:
(aL) st.
- aif;* = 0; rl = x; r2 = Y;
arn'
r3 = z; r4 = t; y;: = ar
n=l
2: (a~n - ~c AnY
n-l
y; - ~(~ + ~ <pY y; = (~cY y; (3.3.28)
§3.3] Scalar Fields 317
The equation for 1/;* is of the same form. Here we have used the equation
div A + (l jc)(acpjat) = 0 several times to obtain the above result.
This equation reduces to the simple form given in Eq. (2.6.51) when A
and cp are zero.
To simplify the rest of the discussion we shall treat the case when A
and cp are zero. The Lagrange function is then
2
h (grad 1/;*) . (grad 1/;)
L = - 2m v (a1/;*)
+ 2mc2 at -! mc 21/;*1/;
----at (a1/;) (3.3.29)
(3.3.31)
is, of course, the energy density H . This can be expressed in terms of the
canonical momenta p, p*, the 1/;'s and their gradients:
2 2
at (a1/;)
h (a1/;*)
h (grad 1/;*) . (grad 1/;) + 2mc2
Wu = 2m at +! mc21f;*1/;
2mc2 h2
= ----riT (p*p) + 2m (grad 1/;*) . (grad 1/;) + ! mc 21/;*1/; = H (3.3.32)
plus two others for a1/;* j at and ap jat. These again give the Klein-
Gordon equations for1/; and 1/;*.
The field momentum density vector is
P = iW 14 + jW + kW
24 34 = 2~C2 [att* grad v + ~~ grad 1/;* J (3.3.33)
he A . [*
2imc Vt grad .r.
'I' -
.r.
'I' gra d 1/1 *] + 2imc2
he '" (*
Vt aVt
at - aVt*)
Vt---at
should have this form. This indicates that the current density vector
should be
J = (eh/2im)[Vt* grad Vt - Vt grad Vt*] (3.3.34)
which is the same as the expression (2.6.47) for the Schroedinger equation,
when A and '" are zero. The corresponding expression for the charge
density where the potentials are zero is
p = -
eh [ Vt * [j[
2imc2 aVt - aVt*J
Vt ---at (3.3.35)
which is not the same as for the Schroedinger equation. In fact this
expression for charge density is not necessarily everywhere positive
(or not everywhere negative, depending on the sign of e), which is not
particularly satisfactory for a wave function (unless we are willing to
consider the possibility of the change of sign of the charge!).
Incidentally, these expressions for J and p can be obtained from the
Klein-Gordon equation itself, by using the same methods as those given
on page 255 to obtain p and J for the Schroedinger equation.
~ a (aL) et. .
Lt a~8 iJVti8 = aVti; '" = 1, 2, . . . ,n
8=1
(3.4.1 )
or a (iJL)
at aVti4 =
et.
aVti -
~ aa~8 (aL)
Lt aVtis
8=1
§3.4] Vector Fields 319
We note that the Lagrange integral £ and the corresponding Lagrange-
Euler equations have a sort of "gauge invariance" (see page 211).
Addition to the density L of the four-divergence of some four-vector
function of the field variables or their derivatives, which goes to zero
at the boundaries of the volume, will not change the value of £ . For the
fourfold integral of a four-divergence is equal to the four-dimensional
equivalent of the net outflow integral of the vector function over the
boundary surface, and this is zero if the vector function is zero at the
boundary. Since £ is not changed by changing L to L + V • F = L',
the new Lagrange density L' will also satisfy the Lagrange-Euler equa-
tions (3.4.1). Therefore £ and the Lagrange-Euler equations are
invariant under such a change of L.
General Field Properties. ,The quantity Pi = aL/ay"i4 is the canoni-
cal momentum density for the ith component ¥ti, though we have seen
that its relation to what is usually considered momentum is sometimes
quite tenuous. Nevertheless, the quantity api/at entering into the
Euler equations is analogous to the mass times acceleration in a simpler
system. The quantity
3
st. ~ a (aL)
Fi = ay"i - L.t a~8 ay"i8
8=1
(3.4.2)
(3.4.3)
The other three divergence equations (3.4.3) are then given by the vector
equation
U· V = i div Wi + j div W + k div W a =
2 - (aPjat)
indicating that, if P is a momentum, the derivative of U is a force tensor,
so that U is related to the potential energy due to the field.
In tabular form, the stress energy tensor is
which is the energy flow vector given in Eq. (2.2.20). It satisfies the
equation of continuity for energy, div S + (aH/at) = 0, as shown in
Eq. (3.4.3), and proved on page 309 (for in this case L depends on the
coordinates only through the field variables s).
The tensor m3 is not a symmetric one. The space part, corresponding
to the force dyadic defined in Eqs. (3.4.6), is
U = - (Vs) . ~ - L3
§3.4J Vector Fields 323
The field momentum density, defined in Eq. (3.4.5), is
P = p(Vs ) • (as/at)
These two quantities satisfy the divergence equation U· V + (ap/at) = o.
If P is a momentum.density, the dyadic U is related to the st ress density,
as is verified by its definition in terms of ~, the stress dyadic.
To illustrate the convenience and compactness of the dyadic and
vector notation, we shall write out in full a few of the components of
the st ress-energy tensor 5ID:
where the dyadic kk is symmetric and its expansion factor Ikk l = (W/c o) 2.
324 Fields and the Variational Principle [cH.3
In order to compute the stress-energy tensor we must take the real
parts of these expressions. The energy density, for instance, is
W 44 = pw 21AI2 sin" n
where n = k . r - wt + 'P = (w/ce)(ax + (3y + 'YZ - cet) + 'P. The
energy flow vector is
S = akPCeW21A!2 sin> n
and the wave momentum vector is P = S/c~. The space part of the
dyadic turns out to be
U = akakpw21AI 2 sin? n
All of this, of course, is very nearly the same as the results given on
page 312 for compressional waves in a fluid .
In the case of transverse or shear waves
s = apBeik'r-i<.Jt; k = w/c,; c; = p./ p; B = IBl ei~
2:
,,=1
V"" = div A + (~) (~~) =0 (3.4.9)
2: 0 !m"
-0
x"
= 2: 0 (V"m - Vm,,) = -a
-0
x"
a
Xm
2: -2:
V",, -- 02V
- 0
X"
m 4?r
2 = -1 m
C
n n n n
(3.4.10)
§3.4) Vector Fields 327
equivalent to Maxwell's equations or to the wave equations (2.5.15) and
which will produce, as the (4,4) component of the stress energy tensor,
the energy density [see Eq. (2.5.28))
when the four-vector I is zero. This vector I was defined on page 208,
as the charge-current-density vector
(3.4.11)
WH = l:
i=1
V i4 aa~4 - L = - 8~ l:
m=1
(V 4m - V m4)2
3
+ 17T' l:
m-I
V 4m(V4m - V m4) + 8~ [(V 12 - V 2l F
+ (V 23 - V 32)2 + (V 31 - V13)2j
.
_!c Lt
\' I"V"
m=1
1 1
= -
81r
(E2 + H2) - - J .A
c
+ P<P + -41r1 E . grad <P . (3.4.12)
which differs from the results of Eq. (2.5.28) by the terms [P<P + (l /47T')E .
grad <p]. However the expression E· grad <p is equal to div (<pE) -
<p div E; and by remembering that div E = 41rp, we see that the extra
terms are just equal to (1/41r) div (<pE). Since the integral of a diver-
gence over all space equals the net outflow integral at infinity, which is
zero, we see that the average value of W 44 is equal to the average value of
the Hamiltonian density
1
U = 87r (E2 + H2) - c1 J. A = T 44 - c1 J. A (3.4.13)
= l:
,,-I
(21rc 2p;
+ ic V 4"P,,) - ~ l:
m=l
V mIm
1 aE 1 1
- 4'lTC at = - 4'lT curl H + CJ; P4 = 0; - J.. div E + p = 0
4'lT
W mn = l: v., (a~..)
r= 1
= - 4~ l: r
V rm(Vrn - V nr)
The second sum in the last expression can be modified by using the
auxiliary condition (3.4.9) and also the wave equation for the potentials
[Eqs. (2.5.15)]2: (aVnr/ax r) = -(4'lTI n/ c) :
(3.4.15)
In fact the average value of any of the terms W mn of the tensor Q:B is equal
330 Fields and the Variational Principle [cH.3
to the average value of the tensor with terms
Ill:
T mn + - VmIn - - Omn
c c
r
V rIr,
where (3.4.16)
Field Momentum. The fact that we have discarded the tensor 5ffi
for the tensor ~ need not trouble us unduly, for 5ffi does not satisfy the
divergence conditions (3.4.3) unless J and p are zero, so 5ffi would not
be very useful anyway. The divergence relations for ~ are not simple
either because of the separation off of the four-d ivergence terms. We
have
\ ' aTmr = ~ \' f afro = ~ \' f I = k (3.4.18)
'-' s», 41r '-' mr ax. c '-' mr r m
r. s T
is called the field momentum (see page 321), then the previous equation
states that the net stress T acting over the surface of a portion of space
equals the rate of change of the momentum IT of the charge current
inside the surface plus the rate of change of the field momentum P inside
the same surface.
The time component k« of Eq. (3.4.18) is the time rate of change of
the kinetic energy T of the charge current. This equation also has
physical significance, which becomes clearer if we define the rate of flow
of energy by the usual vector (called here the Poynting vector)
S = ic[T 41i + T j + T4~]
42 = (c/47r)(E X H) (3.4.20)
The component T 44 is, of course, just the energy density U of the field.
The m = 4 part of Eq. (3.4.18) is therefore
div S + (au/at) = -(aT/at)
so that the equation of continuity for energy flow is that the net outflow
integral of S over a closed boundary is equal to the negative rate of change
of energy of charge current T and of the field U for the volume inside
the boundary. Thus all the components of tensor ~ have physical
significance.
The density of angular momentum in a field with no charge current
present is
M = r XP = 4;c r X (E X H) = 4;C [(r· H)E - (r · E)H]
The total angular momentum of the field about the origin is obtained by
integrating M over all the volume occupied by the field.
When an electromagnetic field, divorced from charge current, is
confined inside a finite volume of space (a wave packet) which moves
about as time is changed, we can show that the integral of the four
quantities (P""P lI,P z , U) = (iT 14/c, iT 24/ C, iT 34/ C, T 44 ) over the space
occupied by the field (i .e., integrated over the three space perpendicular
to the time axis at any given instant) is a four-vector satisfying 't he
Lorentz requirements for transformation of a four-vector. For in this
case L(aTmr/axr) = 0 so that, if Cm are the components of a constant
r
four-vector, the four-divergence of the four-vector with components
e. = LCmTmr, L(aBr/ax r)
m
is zero, and the integral of the normal
332 Fields and the Variational Principle [cH.3
component of this vector over the surface of an arbitrary volume in four
space is zero. We choose for the volume in four space the" four prism"
with axis along the time dimension parallel to the motion of the wave
packet and with space part perpendicular to this axis and large enough
to contain the packet completely. The surface integral over the space
part (along the sides of the four prism) is zero, for the field is zero outside
the packet. Hence the integral of the time component of B, l CmTm4,
m
over the packet at one end of the four prism must be equal to the same
integral over the other end of the prism at an earlier time. Therefore,
for this case, the integral of 'J:.CmTm4 over the packet is a Lorentz invari-
ant and the components given by the integration of T m4 over the packet
(over volumes perpendicular to the time axis) are components of a true
four-vector . This is what we set out to prove. '
This result indicates that, if we have such a thing as a wave packet
of electromagnetic field, the vector, having as components the integrated
field momentum P and the integrated field energy U, is a true momentum-
energy vector behaving just as if the packet were a material particle.
Its angular momentum can be obtained by integrating the M just
obtained.
There are many other interesting properties of the electromagnetic
field which can be obtained by means of the variational machinery we
have set up.
Gauge Transformation. Many of the difficulties we have encountered
in going from Lagrange density to energy density can be simplified by
choosing the right gauge. If, instead of the gauge defined by the equation
div A + (l /c)(a'P/at) = 0, we use the gauge defined by the equation
'P = 0, the Maxwell equations reduce to
curl A = B = J.lH; E = -(l /c)(aA /at) = D/E
div (aA/at) = -(411"PC/E) (3.4.21)
curl (curl A) +
(eJ.l/c 2)(a2A /at 2) = (411"J.l /c)J
In other words, we use both longitudinal and transverse parts of A, the
longitudinal part being determined by the charge density and the trans-
verse part being largely determined by the current density. This gauge
is particularly useful for cases where there is no free charge p, though
it is also useful at other times.
In this gauge, the Lagrange density is
E \aA12
L = 811"c 2 7ft
1
- 811"J.llcurl AI2 + c1 J . A 1
= 811" (E· D - H . B) + c1 J. A
(3.4.22)
The canonical momentum density is, therefore, P = EA/411"c = - (D/ 411"c).
2
The Lagrange-Euler equations give us the last of Eqs. (3.4.21) ; the first
§3.4] Vector Fields 333
two equations define the relation between the fields and the potential,
and the third equation fixes the gauge.
The Hamiltonian density is then
W 44 = p ' A- L = 8~ (E . D + H · B) - ~J.A
21rc 2 1 1
= -e- p2 + 81rJ,l [curl AI2 - cJ . A =:JC (3.4.23)
where a, and a, are two mutually perpendicular unit vectors. The fields
are therefore
E = i(w/c)apAe''k·r-ic.>t; H = i(w/c)(ak X ap)Ae''k·r-ic.>t = a, X E
so that the vectors k, E, and H form a right-handed, orthogonal trio of
vectors. As usual with plane-wave solutions, the value of the Lagrange
function is zero. The energy density and the Poynting vector are
E2 w21AI2 w21AI2
U = - = -- 2 sin? n· S = - - ak sin> n
41r 41rc , 41rC
n = k(ax + {3y + 'YZ - ct + <1')
§3.4] Vector Fields 335
where a, {3, and -yare the direction cosines of k on the x, y, z axes. Dyadic
(VA) is i(W/c)akapAe ik'r-iwt so that the field momentum density is
2
w 1A I2
p =- - a, sin 2 n = s
4?rc
and the space part of the stress-energy tensor is the symmetric dyadic
w 21A I2
U = -4
71'C
2 aia, sin
2
n
In matrix form the whole stress-energy tensor has the following symmetric
form:
~ = w21At sin- (k . r - wt
471'c
+ 'P) (;:
-ya -y{3
;~ -y2;~ c-y~;)
Ca c{3 c-y 1
Finally the impedance of the plane wave is the ratio between the
vector E and the vector - (c/471')H, which is the dyadic
B= (471'/c)3' X a,
and the admittance is
L = hc
2i [(grad 1/;*) • a1/; - 1/;*a • (grad 1/;)] + 2ih [O1/;*
tit 1/; - 1/;* O1/;]
at
- e1/;*a ' A1/; + ec1/;*'P1/; - mc 21/;*ao1/;
(3.4.25)
where A and 'P are the electromagnetic potentials at the position of the '
electron, m and e the electronic mass and charge, where 1/; and 1/;* repre-
sent all four components of each vector and where the operators a =
aJ + allj + azk and ao are those defined in Eqs. (2.6.55).
The Lagrange-Euler equations may be obtained in the usual manner
after substituting for 1/;*, 1/; in terms of 1/;i, 1/;~ , 1/;:, 1/;:, 1/;1, 1/;2, 1/;3, 1/;4 in
336 Fields and the Variational Principle [cH.3
Eq. (3.4.25) and performing the- necessary operations required by the
operators a . For instance, the equation
~ (~) + ~ (~) + s.
ax aif;:% ay aif;:.
( aL) + ~at (aL)
az aif;:. aif;:,
_ aL _ 0
aif;~ -
results in
(3.4.26)
a (aL)
ax aif;= + aya (aL) a (aL) · a (aL)
aif;: + az aif;= + at aif;;
ot.
- aif;* = 0
S = iW4 1 + jW + kW
42 43 = ~ [ate* aif; - if;*a ~~] (3.4.29)
P = iW 14 + jW + kW
24 34 = ;i [(grad if;*)if; - if;*(grad if;)] (3.4 .30)
CH.3] Problems 337
Neither of these vectors is proportional to the current density vector
J = cey;*al/;
given in Eq. (2.6.59). As a matter of fact, since L is only a linear function
of the time derivatives of the fields, the canonical moments are propor-
tional to the fields themselves and the whole formalism of the Hamilton
canonical equations must be modified in the manner described on page
315. What is more important is the expression for the Lagrangian,
which is minimized, and the expression for the energy and momentum
densities.
3.4 Show that the tensor of the third rank (Tp.p = W uv ; see page 319)
L = -i 2: [(~~:) - (~~~)r
that 2:
va
wvur vu = 0
.c = fo bl . ..
a1
lb. L dh
04
d~2 d~3 d~4 (3.1.1)
342 Fields and the Variational Principle [cH.3
is an invariant. The requirement that .e be minimum or maximum
(i.e., that the first-order variation be zero) corresponds to the Lagrange-
Euler equations
(3.4.1)
for the field variables. If L is a quadratic function of the .pi4'S then the
canonical momentum density
Pi = iJLjiJ.pi4
is a linear function of .pi4. If L is a linear function of the .pi4'S, then Pi and
the Hamiltonian are independent of .pi4. The stress-energy tensor sm,
having components
If Pi depends on .pH, then the terms .pi4 can be eliminated from W 44,
obtaining the Hamiltonian density H, a function of the p;'s, the .p;,s
and their space derivatives. In this case the equations of motion may
also be written in canonical form,
3
. _ _ iJH. . iJPi _ \ ' iJ (iJH) iJH
.p; - .pi4 - iJPi' Pi = at - 4
iJ~s iJ.pis - iJ.pi (3.4.2)
.=1
which equations only apply when L contains a quadratic function of the
.p;4'S. If L contains a linear function of the .pi4'S, H is independent of the
P's (see page 315). The field intensity vector S and the field momentum
vector P are defined as follows :
(3.4.4)
3 n
P = L
.=1
asW s4 = L
i=1
(grad .pi) (:~) (3.4.5)
3
The rest of sm is the three-dyadic U = L a, W TSa S, called the stress
T,' = 1
CH.3] Tabulation of Variational Method 343
dyadic. The elements of jill satisfy the divergence equations
4
\ ' aWm 8 aL
Lt ar: - -
_
(3.4 .3)
a~m
8=1
where aL/a~m is the rate of change of L with ~m due to the explicit varia-
tion of L with ~m (through potentials or charge-currents, etc.) . When
L does not depend explicitly on the es then aL/a~ is zero. In terms of
the field intensity and momentum this then becomes
V· S + (aH /at) = OJ (U· V) + (ap/at) = 0
when L does not depend explicitly on the es. The field angular momen-
tum density about the origin is
n
\' et.
M = r X P = Lt a1/;i4 (r X grad Vti)
i=l
Diffusion Equation
Field variables are temperature or concentration density if; and its
"conjugate" if;*.
Parameters ~8 are x, y , z, and t.
Lagrange density: L = - (grad if;) . (grad if;*) - -!a 2 (if;* ~~ - if; ate*}
Lagrange-Euler equation for if;, V 2if; = a 2(aif;j at ) (diffusion equation) .
Canonical momentum densities: p = --!a 2if;* ; p* = -!a 2if;. .
Energy density: U = W 4 4 = (grad if;) . (grad if;*) .
Field intensity : S = -~*(grad if;) - (grad if;*)~.
Field momentum : P = -!a 2[(grad if;*)if; - if;*(grad if;)]
Schroedinger Equation
Field variables are the wave function if; and its conjugate if;*. if;*if;
is the probability density for presence of the particle.
Parameters ~8 are x, y, z, and t.
Lagrange density
h2 h ( aif; aif;* )
L = - 2m (grad if;*) • (grad if;) - 2i if;* at - lit if; - if;*Vif; .
Charge density for particle is 2i~C2 [ate* Yt - if;* :t]. where m is the
particle mass.
Parameters ~8 are x, y, z, and t.
Lagrange density L = _.!!!....
2m
[(grad if;*) . (grad if;) _12 (aif;*)
c at
(aif;)
at
2~C2 (iJtt*);
2
Canonical momentum densities p = h (aif;)
p* = 2mc2 at .
Hamiltonian :
Dirac Equation
Field variables «and Vtn (n = 1, 2, 3, 4). Probability density for
presence of electron is VtiVtl + +
VtN/2 -+- VtN3 VtN4 = 'F*'F. Param-
eters are x, y , z, t. Wave functions 'F = 'LenVtn and 'F* = 'LtI':e:
where the e's are unit vectors in spin space. Operators az , ay, a., ao
operate on the e's in a manner given in Eqs. (2.6.53) . Lagrange den-
sity : L = ;~ [(grad 'F*) . a'F - 'F*a ' grad 'F)] + ;i [(a:*) 'F -
'F* (a:)] - e'F*(a ' A)'F -+- ec'F*Ip'F - mc2'F*ao'F where A and (/)
are the electromagnetic potentials and m the particle mass.
Lagrange-Euler equations :
Bibliography
Few books cover the central subject of this chapter in any satisfactory detail,
though several deal with some aspects of the subject. The references dealing
with calculus of variations in general :
Bliss, G. A.: "Calculus of Variations," Open Court, La Salle, 1925.
Courant, R., and D . Hilbert : "Methoden der mathematischen Physik," Vol. I ,
pp. 165 et seq., Springer, Berlin, 1937.
Rayleigh, J. W. S.: "The Theory of Sound," pp. 109 et seq., Macmillan & Co.,
Ltd. , London, 1896, reprinted Dover, New York, 1945.
Books on the transformation theory of dynamics, including a discussion of
Hamilton's principle :
Born, M.: " Mechanics of the Atom ," G. Bell, London, 1927.
Corben, H. C., and P. Stehle: "Classical Mechanics," Chaps. 10 to 15, Wiley,
New York, 1950.
Goldstein, H.: "Classical Mechanics," Chaps. 7, 8 and 9, Addison-Wesley , Cam-
bridge , 1950.
Lanczos, C.: "The Variational Principles of Dynamics," University of Toronto
Press, 1949.
Webster, A. G. : "Dynamics," Chaps. 4 and 9, Stechert, New York, 1922.
Whittaker, E. T .:" Analytic Dynamics," Chaps. 9 to 12, Cambridge, New York,
1937.
Works discussing appli cation of Hamilton's principle to fields from various
points of view:
Fermi, E. : Quantum Theory of Radiation, Rev. Modern Phys., 4, 87 (1932).
Goldstein , H. : "Classical Mechanics," Chap. 11, Addison-Wesley , Cambridge,
1950.
Heitler, W.: "Quantum Theory of Radiation," Oxford, New York, 1936.
Landau, L. D., and E. Lifschitz: "Classical Theory of Fields, " Addison-Wesley,
Cambridge, 1951.
Pauli, W. : Relativistic Field Theories of Elementary Particles, Rev. Modern
Phys., 13, 203 (1941).
Schiff, L. 1.: "Quantum Mechanics ," Chaps. 13 and 14, McGraw-Hill, New York,
1949.
Wentzel, G. : "Quantum Theory of Fields, " Interscience, New York, 1949.
Weyl, H .: "Theory of Groups and Quantum Mechanics," Chap. 2, Methuen,
London, 1931.
CHAPTER 4
Functions of a Complex Variable
If now we should operate with Von a vector g, then from Eq . (4.1.4) one
obtains the relation,
Vg = div g + ilcurl gl (4.1.6)
so that V immediately gives both the divergence and curl of a vector.
N ate that V operating on a real function (g along x axis) yields directly
from (4.1.6)
Vg = ag _ i ag
ax ay
352 Functions of a Complex Variable [cH.4
as it should. We thus see that one great advantage of the complex
notation is that it affords a means by which one may condense several
vector operations into just one.
.Some further condensation is possible if we introduce two new
variables in place of x and y:
~ -. z = z + iy; z = x - iy; x = j(z + z); y = -ji(z - z) (4.1.7)
where z is just the radius vector to the point (x,y).
There is usually some confusion in the reader's mind at this point
as to how it is possible to consider z and z as independent variables (no
such confusion seems to come up for variables x - y, x + y) for it is
often stated that, if z is known, so is z. This is, however, not the case.
Given a vector z as a line drawn from the origin to some point, z is not
yet determined, for, in addition, the direction of the x axis must be
given . Vice versa, if both z and z are known, the direction of the x
axis is determined as a line bisecting the angle between the vectors z
and z, and tb-en x and y can be found . In terms of these variables and
using Eq. (4.1.5),
2 a _ 2 ax a
az - az ax
+ 2 ay a
az ay
_ . lik . - 2 a
- V, 1 ewise V = az (4.1.8)
which is the Laplace equation for two dimensions. Naturally both real
and imaginary parts of V are separately solutions of Laplace's equation,
and in fact , combin ing Eqs. (4.1.10) we see that the real or imaginary
parts of any analytic function are solutions of Laplace's equation in two
dimensions. Therefore either an analytic function can be used to
generate an electric vector, or else its real or imaginary parts can be
used as a potential function.
Contour Integrals.' Integration of complex functions is a natural
extension of the process of integration of real functions. The integrand
is some analytic function f(z) ; the variable of integration is, of course, z.
But since z can move over the complex plane instead of just along the
real axis, we shall have to specify along what line the integration is to
be performed. This line of integration is called a contour , and if the
contour is closed on itself, the integral is called a contour integral and
is denoted !ff(z) dz = !ffe i ,!, de, where ds is the magnitude of dz and 'P is
its phase.
In this two-dimensional generalization of an integral we can no longer
give enough details by writing in the upper and lower limits; we must
354 Functions of a Complex Variable [cH.4
describe, or draw out, the contour followed, as in Fig. 4.1. The expression
is analogous to the two-dimensional form of the net outflow integral of
Sec. 1.2 and also to the net circulation integral of that same section.
As a matter of fact the complex contour integral is a compacted com-
bination of both, as we can see by writing out the contour integral of the
electric vector, and using Eq. (4.1.4)
.'fE dz = .'fE . ds + i.'fIE X ds] = .'fEt de + i.'fEn de (4.1.12)
where E, is the component of E along ds and En the component normal
to ds. Therefore the real part of the contour integral of E is the net
circulation integral of E around the
y
B
contour, and the imaginary part is
the net outflow integral of E over the
sides of a cylinder with axis "perpen-
dicular to the x, y plane, of cross sec-
tion equal to the contour. (Since
x the field in this case is all parallel to
the x, y plane, the total net outflow
integral over the cylinder is equal
to .'fEn de times the length of the
Fig. 4.1 Contour integration in the cylinder.)
complex plane.
In the case of an electric vector in
a region devoid of charge density, both outflow and circulation integrals
are zero, so that for any contour in such regions
.'fE dz = 0 (4.1.13)
Thistequation is just Cauchy' s theorem, which states that, if f(z) is an
analytic function of z at all points on and inside a closed contour, then
.'ff(z) dz around this contour is zero. Therefore the two-dimensional
electric vector can be represented by an analytic function at all points
where there is no charge or current.
By a specialization of Eq. (1.2.9) for the cylindrical surface we have
set up on the contour, we see that, if the field E is due to a series of line
charges each uniformly distributed along lines perpendicular to the
x, y plane, the rth line having charge qr per unit length, then, from
Eq. (4.1.12)
.'fE dz = 47l"i 1:' qr
r
(4.1.14) (
where the sum is taken over all the lines r which cut the x, y plane inside
the contour.
Suppose that we take the case where there is only one line, of charge
density ql, which cuts the x , y plane inside the contour at the point
Zl = Xl + iYl. The electric field, represented by E, can then be split
§4.1] Complex Numbers and Variables 355
into two parts: E. , due to the source ql inside the contour; and Eo, due
to the sources outside. Elementary integration of the equations for
electrostatic fields indicates that E. = (2qtlr)a T , where r2 = (x - Xl)2 +
(y - Yl)2 = Iz - Zl!2 is the distance, in the x, y plane , from the source
line and a, is a unit vector in the x, y plane pointing away from the source
line. In complex notation
E = (2/r) [cos",
8 +i sin ",] = (2/r)e i <p
where", is the angle between a, and the x axis. Therefore
(4.1.15)
since rei<p = z - Zl .
Adding Eo to E. we cal}. write
E= [f(z)]j(z - Zl) (4.1.16)
where fez) = Eo(z - Zl) + 2ql is an analytic function within and on the
contour (why?) . Thus we have, for any analytic function f(z) , the
formula,
(4.1.17)
which is a more general form of Cauchy's theorem.
Therefore Cauchy's theorem is just a restatement, in the notation
of analytic functions, of Gauss' theorem for electrostatics.
Similarly one can use a function F! of z to represent the magnetic
field caused by line currents along lines perpendicular to the x, y plane.
A current I along a line cutting the x, y plane at a point Zo inside the
contour will produce a field H = 2(1 X aT) /r, which can be represented by
the function F! = 2I/i(z - zo) . If there are a number of line currents
IT, then, according to Eq. (1.2.11)
(4.1.18)
where the summation is over all currents cutting inside the contour.
Here we use the real part of the contour integral, but if we substitute for
F! its form in terms of (z - zo), we eventually obtain Cauchy's theorem
again.
Returning tp Fig . 4.1, we note that the integral from A to B along
a contour (not closed) gives
The real part V of this integral is just the electrostatic potential difference
between points A and B . The imaginary part U measures the number
of lines of force which cut across the contour between A and B.
356 Functions of a Complex Variable [cH.4
We note that the family of curves U = constant is orthogonal to
the family V = constant, so they can be used to set up orthogonal, two-
dimensional coordinate systems. If a conducting cylinder is present,
with axis perpendicular to the x, y plane, then the field must adjust itself
so that it cuts the x, y plane along one of the equipotential lines V = con-
stant. The lines of force are the orthogonal lines U = constant, and
the surface charge density on the conductor, per unit length of cylinder,
inside the region limited by the points A and B is U(B) - U(A). The
function U was called the flow function in Chap. 1 (see page 155).
In this section we have related complex variables and electrostatics
and have given as examples some electrostatic interpretations of some
familiar theorems in function theory. In the remainder of the chapter,
we shall develop a more rigorous theory but shall use electrostatic inter-
pretations to give some intuitive meaning to the theorems in much the
same way as was done above for the Cauchy theorem and the integral
formula.
.1f f(a + .1z) - f(a) [(au/ax) + i(av /ax)].1x + [(au/ay) + i(av /ay)] .1y
.1z = .1z = .1x + i .1y
_ (au/ax) + i.(av/ax)
- 1 + i(.1y/.1x)
{I + i .1y ((av/a y) - i(au/a y))}
.1x (au/ax) + i(av /ax)
The last equation shows that, except for exceptional circumstances, the
derivatives df/dz = lim (.1f/.1z) will depend upon .1y/.1x, that is, upon
Az->O
the direction of .1z. For an analytic function, however, there cannot
be any dependence on .1y/.1x . This may be achieved only if
av _ i au = au + i av
ay ay ax ax
au av au av
or ax = ay; ay = - ax (4.2.1)
v = f =f
dv (av dx
ax Ie!
+ av d
ay Y)
or v = f (- au dx
ay
+ ax
au dY) (4.2.2)
2
I
dZ
I~
~r2 ?-' ---
x u
z=a dZ2 f=f(o)
Fig. 4.2 Conservation of angles in a conformal trans-
formation.
the two lines is rotated by the angle a from the lines on the z plane, but
the angle between the lines, (a + !Pl) - (a + !P2) = !Pl - !P2, is the same
as the angle between the corresponding lines on the z plane. Therefore
the transformation represented by the analytic function fez) = u + iv
is a conformal transform, preserving angles . Likewise, as can be proved
by retracing tho/steps of this discussion, if a two-dimensional transform
from x, y to u/v is conformal, it can be represented by a function f = u
+ iv which is an analytic function of z = x + iy, where u and v satisfy
the Cauchy-Riemann equations (4.2.1) .
We can likewise draw lines on the f plane and see where the cor-
responding lines fall on the z plane . For instance, the lines u = con-
stant, v = constant, generate a rectangular coordinate system on the
f plane; on the z plane ,t he lines u(x,y) = constant, v(x,y) = constant
constitute an orthogonal curvilinear coordinate system (orthogonal
because right angles stay right angles in the transformation). We note
from the discussion above or by using the definitions given in Sec. 1.3 ,_
[see (Eq . 1.3.4)] that the scale factors for these coordinates are equal,
hu = y(iJu/ax)2 + (au/ay)2 = h; = y(av/ax)2 + (av/Oy)2 = Idf/dzl
as long as the Cauchy-Riemann equations (4.2.1) are valid (i.e., as long
as f is analytic). Therefore any infinitesimal figure plotted on the f
plane is transformed into a similar figure on the z plane, with a possible
360 Functions of a Complex Variable [CR. 4
change of position and size but with angles and proportions preserved,
wherever f is analytic. This is an alternative definition of a conformal
transformation.
The simplest conformal transform is represented by the equation
f = zei 6 + C, where the real angle 0 and the complex quantity C are con-
stants. Here the scale factor h-: = h. = Idjjdz I = 1, so that scale ' is
preserved. The transform corresponds to a translation given by the
complex constant c plus a rotation through the angle O. In other cases,
however, scale will be changed, and it will be changed differently in
different regions so that the whole space will be distorted even though
small regions will be similar. Since, as we have seen, any function of a
z Plane Y
f PIane v
v =2
v =I
x u
v =-1
-01
:::>
fe it dz = fe s, ds + i fe En ds ; ds = Idzl
where E, is the component of the vector E along the path of intel?jration
while En is the normal component. Integrals of this kind appe~r fre-
quently in physics. For example, if E is any force field, then the integral
fe E, ds is just the work done against the force field in moving along the
contour C. The second integral measures the total flux passing through
the contour. If E were the velocity vector in hydrodynamics, then the
second integral would be just the total fluid current through the contour.
In order for both of these integrals to make physical (and also mathe-
matical) sense, it is necessary for the contour to be sufficiently smooth.
Such a smooth curve is composed of arcs which join on continuously,
each arc having a continuous tangent. This last requirement eliminates
some pathological possibilities, such as a contour sufficiently irregular
that is of infinite length. For purposes of convenience, we shall also
insist that each arc have no multiple points, thus eliminating loops.
However, loops may be easily included in the theory, for any contour
containing a loop may be decomposed into a closed contour (the loop)
plus a smooth curve, and the theorem to be derived can be applied to
each. A closed contour is a closed smooth curve. A closed contour is
described in a positive direction with respect to the domain enclosed by
the contour if with respect to some point inside the domain the contour
is traversed in a counterclockwise direction. The negative direction is
then just the clockwise, one. Integration along a closed contour will
be symbolized by § .
One fairly obvious result we shall use often in our discussions: If
fez) is an analytic function within and on the contour, and if df/dz is
single-valued in the same region,
§(df/dz) dz = 0
This result is not necessarily true if df/dz is not single-valued.
§4.2] Analytic Funclions 363
Contours involving smooth curves may be combined to form new
contours. Some examples are shown in Figure 4.4. Some of the con-
tours so formed may no longer be smooth. For example, the boundary
b' is not bounded by a smooth curve (for the inner circle and outer circle
are not joined) so that this contour is not composed of arcs which join
on continuously. Regions of this type are called multiply connected,
whereas the remaining examples in the figure are simply connected. To
test for connectivity of a region note that any closed contour drawn
within a simply connected region can be shrunk to a point by continuous
deformation without crossing the boundary of the region. In b' a
(c)
to -00 from 00
(c')
from-00· to 00
¢fdz + ¢fdz =0
II III
However, in the sum of these integrals, the integrals over the parts of
the contour common to III and II cancel out completely so that the
sum of the integrals over I , II, and III just becomes the integral along
the solid lines, the boundary of the semiannular contour.
The proof of the Cauchy theorem may now be given . Take the
point 0 of the star-shaped region to be the origin. Define F(X) by
F(X) = X.Ff(Xz) dz ; 0::; X ::; 1 (4.2.4)
The Cauchy theorem is that F(l) = O. To prove it, we differentiate
F(X) :
F'(X) = .Ff(Xz) dz + X.!fzf'(Xz) dz
Integrate the second of these integrals by parts [which is possible only
if f'(z) is bounded] :
This may be also shown directly by using crosscuts to reduce the multiply
connected domain to a single-connected one. From Fig. 4.5 we see that a
contour in such a simply connected domain consists of the old contours -C.
and C2 (Cl described in a positive direction, C2 in a negative direction)
plus two additional sections C3 and C 4• Cauchy's theorem may be
applied to such a contour. The sections along C3 and C4 will cancel,
yielding Eq. (4.2.5).
Some Useful Corollaries of Cauchy's Theorem. From Cauchy's
theorem it follows that, ij j(z) is an analytic junction within a region
(" j(z) dz, along any contour within C
bounded by closed contour C, then jz,
depends only on Zl and Z2. That is, fez) has not only a unique derivative
but also a unique integral. The uniqueness requirement is often used as
motivation for a discussion of the Cauchy theorem. To prove this, we
366 Functions of a Complex Variable [cH.4
compare the two integrals ( and ( , in Fig. 4.6, where C 1 and C2 are
lOI Ic, I
two different contours starting at ZI and going to Z2 . According to
Cauchy's theorem ( f(z) dz - ( f(z) dz = J.. f(z) dz, is zero, proving
. lOI Io, r
the corollary.
It is a very important practical consequence of this corollary that
one may deform a contour without changing the value of the integral, pro-
vided that the contour crosses no singularity of the integrand during Ihe
deformation. We shall have many occasions to use this theorem in the
. H L'
F(z) - F(f)
. - f(r) =
f [f(z) - f(f)] dz
~-_._-
z-f z-f
Because of the continuity and single-valuedness of f(z) the right-hand
side of the above equation may be made as small as desired as z is made
to approach f. Therefore in the limit
J = i fo2r f(a + pei'P) diP = if(a) 102 diP + i 102 [f(a + pei'P) -
1' 1' f(a)] diP
(4.2.7)
Taking the limit as p ~ 0, the second integral vanishes because of the
continuity of fez). The Cauchy integral formula states, therefore, that,
if fez) is analytic inside and on a closed contour C, and if a is a point within
C, then
fJ[f(z) /(z - a)] dz = 27fi/(a) (4.2.8)
If a is a point outside of C, then fJ[/(z) /(z - a)] dz = O. If a is a point
on C, the integral will have a Cauchy principal value! equal to 7rif(a) (just
halfway between). The Cauchy principal value corresponds to putting
half of the point source inside C and half outside. To summarize :
I() { 1; if a within C
¢_z_
z - a
dz = 27ri/(a) i; if a on C (principal value)
O; 1·f a outsi·d e C
(4.2.9)
h C
q(x) dx , written <l' h
C
q(x) d::c, (b < a < c) is 1!..~ u: q(x) dx + fa:& q(x) dX}
§4.2] Analytic Functions 369
In terms of the electrostatic analogue, the largest values of an electro-
static field within a plosed contour occur at the boundary. If f(z) has
no zeros within C, then [l/f(z)) will be an analytic function inside C
and therefore Il/f(z) I will have no maximum within C, taking its maxi-
mum value on C. Therefore If(z) I will not have a minimum within C but
will have its minimum value on the contour C. The proof and theorem do
not hold if f(z) has zeros within C. The absolute value of an analytic
function can have neither a maximum nor a minimum within the region
of analyticity. If the function assumes either the maximum or minimum
value within C, the function is a constant. Points at which f(z) has a
zero derivative will therefore be saddle points, rather than true maxima
or minima.
Applying theseresults to the electrostatic field, we see that the field
will take on both its minimum and maximum values on the boundary
curve .
These theorems apply not only to If(z) I but also to the real and
imaginary parts of an analytic function and therefore to the electrostatic
potential V. To see this result rewrite Eq. (4.2.7) as
27fif(a) = 27fi(u + iv) = i 1021<" f(x + iy) dip = i 1021<" (u + iv) dtp
Equating real parts of the second and fourth expressions in this sequence
of equations one obtains
u=-
1 f21<" udlp (4.2.10)
211"
fm = ~ 1.. f(z)
27rz Y
[_1_f - _l__f J
Z - Z -
dz (4.2.11)
As long as f is analytic over the whole upper half plane, the integral
around the semicircle at infinity is zero, so that the integral (4.2.11)
becomes simply an integral along the real axis, yielding
f. ) - 7]foo
f ,f f(x) d (4.2.12)
-:;;: _ (x _ ~)2 00 + 7]2 X
where r = ~ + i7] . Since both sides of (4.2.12) contain only real coeffi-
c~ents, this equation .holds also for both u and v. For instance,
u(~,7])
7]
=:;;: _
f 00
00
u(x,O)
(x _ ~)2 + 7]2 dx (4.2.13)
or fm =
1
7ri
foo
_ 00 f(x)
[(x x - ~
_ ~)2 + 7]2Jdx (4.2.14)
Equating real and imaginary parts of both sides of this equation yields
the desired relations :
u ( <;~,7] ) = -!.
7r
f _
00 (x - ~)v(x,O) d
(x _ ~) 2 + 7]2 X (4.2.15)
f
00
and v (~
<;,7]
) = _ -!.
7r _
00
00
(x - ~)u(x,O) d
(x _ ~)2 + 7]2 X
(4.2.16)
Knowing the behavior of the real (or imaginary) parts of f on the x axis
permits the calculation of both u and v in the upper half plane using
(4.2.13) and (4.2.15). These equations represent the solutions of the
electrostatic problems in which either the charge or potential distribution
is given and the resultant fields required.
Equations (4.2.12) to (4.2.16) may also be used to determine the
behavior of u and v on the boundary (7] = 0) itself. However, because
372 Functions of a Complex Variable [cH.4
of the resultant singular integrals, one must be quite careful. Perhaps
the simplest stratagem is to return to the Cauchy integral theorem, which
for a point on the contour states [see (Eq . 4.2.9)]
fm = ~ (P rf.. fez) dz
11"'/, rz-t
If the contour is the x axis, then
f(~,O) = ~ (P
1rt
f" f(x ,O) dx
_ .. x-~
(4.2.1"7)
or
R(w) = ~
7r
r":' xX(x)x -
Jo 2
-
wX(w) dx ; X(w) = 2w roo R(x) - R(w) dx
w2 7r Jo
x 2 - w2
(4.2 .21)
which give the resistance for real values of w in terms of the reactance
for real values of w, and vice versa. This indicates that, as long as Z
is a well-behaved function of w (analytic in the upper half plane) , then
resistance and reactance are related functions and cannot be chosen
arbitrarily and independently.
Beside the direct applications mentioned here, formulas (4.2.19)
are useful in evaluating integrals with infinite limits. This is done by
applying (4.2.19) to functions whose real and imaginary parts are known.
For example, suppose that f(z) = eiz• Then u(x,O) = cos X , v(x ,O) =
sin x. One obtains
t 1
cos<;=-
7r
f 00
-00
sin x - sin ~ dX
x-~
(4.2.22)
and, when ~ = 0,
7r =
f_00
oo sin x
-X- dX (4.2.23)
.
u(r,{}) = u(O) + -ar1r /2.. a2 +r 2
sin(cp - (})
- 2ar cos( cp - (}) v(a,cp) dcp
(4.2.26)
ar ~2" sin(cp - (})
v(r,t?-) = v(O) - -1r 0 a 2 + r 2 - 2ar cos ( cp - t?-) u(a,cp) dcp
j(ae i") = j(O) - d1r <P ~2" j(aei'P) cot [(cp ; (}) ] dcp (4.2.27)
Using the fact that <p 102.. cot [(cp - (}) j2] dcp = 0 and equating real and
imaginary parts in (4.2.27) yield
= lim
. h-tO
{-hI 'f
,.{. f(z) [
z- a -
1 h- _1 ]
z- a
dZ}
= lim ,.{. f(z) dz =,.{. f(z)_ dz
h-tO'f (z - a)(z - a - h) 'f (z - a)2
Taking the limit under the integration sign may be readily justified, for
[ 1+--+
h
z - a
- h2
(z - a)2
+ .. + (z h (z -z -a-a h)
n
-
- a)n-l
1
]
= 1
to obtain the exact expression
N
n 1 N
1 \' [ h - ] h
Z - a - h = L.t
n=l
(z - a)n + (z - a - h)(z - a)N
I
n
or f(a + h) = -h j<n)(a) + RN (4.3.2)
n!
n=O
where Eq. (4.3.1) has been used. The term RN is just the remainder
term ; i.e ., it is the difference betweenf(a + h) and the first N + 1 terms
of the Taylor series. To find the radius of convergence, we first note
that the series certainly converges in the circular region of radius r
centered at a and extending up to the next singularity. This follows
from the following inequality :
IhIN+1M
R N ~ rN+l[r - Ihl]
where M is the maximum value of f on the contour. Within the radius
r, h< r so that, as N ~ 00, R N ~ O. Therefore within the radius r
'" n
f(a + h) = \' h j<n)(a)
L.t n! (4.3.3)
n=O
is a convergent series, called the Taylor series . We also see that the
radius of convergence is certainly as big as r, It cannot be larger than
r, however , for we should not expect a power series to represent a singu-
larity satisfactorily.
The fact that the radius of convergence of the Taylor series is deter-
mined by the distance to the nearest singularity explains some apparent
paradoxes which occur if attention is paid only to values of the function
and of the series along the real axis of z, A familiar example is the
Taylor expansion (1 - Z)-l = 1 + z + Z2 + .. ' . One would, of
§4.3] Derivatives of Analytic Functions, Taylor and Laurent Series 377
course, expect this series to "blow up" at x = 1; however, it is also
divergent at z = -1 and indeed at z = ei'P, that is, at any point on a
unit circle surrounding.the origin. The reason for this is clear from the
point of view of the theorem expressed above. Another example is
f(x) = e- V % '. Every derivative of this function evaluated at x = 0 is
zero, and if one puts this result blindly into the Taylor formula, one
obtains apparent nonsense . The point here is that z = 0 is a singularity.
In fact it is often important to distinguish between the series repre -
senting a function and "the function itself" (whatever that phrase can
be made to mean) . A power series, such as a Taylor series, has only a
limited range of representation. It can be made to correspond exactly
to the function f in a given range. Beyond this range the function j
"exists,". but that particular series representation does not. In the
example mentioned in the previous paragraph, the functionj = (1 - Z)-1
"exists " and is analytic everywhere except at z = 1, but the power
series 1 + z + Z 2 + . . . "exists" and represents j only inside the
circle of unit radius centered at z = O. Another series, --! + i(z - 3)
- t(z - 3) 3 + . . . , "exists" and represents j only inside the circle
of radius 2 centered at z = 3, and so on.
It is as though power series (Taylor's or Laurent series or others)
were analogous to pieces of a mold, by the use of which one would cast
a copy of the function. Each piece of the mold reproduces the behavior
of j perfe ctly as far as it goes but gives no inkling of the shape of j beyond
its range ; only when the whole mold is fitted together can one see the
complete shape of j . This fitting together of pieces of the mold, to
describe the whole of t, is called analytic continuation and will be dis-
cussed later in this chapter. As long as one has a closed form for j,
such as (z - 1)-1, for example, the process of fitting series representation
is interesting but not vital, for we already know "the fun ction itself ."
We have a recipe, so to speak, from which we can calculate j by a finite
series of steps (in the present example , we subtract z from 1 and divide
into 1) ; an infinite series, such as Taylor's series usually is, corresponds
to an infinite number of steps in the recipe for calculation and is thus
feasible only if it converges (if each successive step contributes less, so
to speak, so we do not really have to take the infinity of steps to obtain
a reasonable facsimile) .
Unfortunately there are many functions for which we have no finite-
length recipe for obtaining their value. Even the exponential and the
trigonometric functions must be computed by the use of infinite series,
for example. It is as though we had no complete casting of "the function
itself," only the pieces of the mold to be fitted together. This will be
the case for most of the functions studied in this treatise.
Integrals can also be used to represent functions (see particularly
Sees. 4.8 and 5.3) ; often such "molds" are capable of representing the
378 Functions of a Complex Variable [en -, 4
function over a much wider range of the variable than is a series. -For
example, some integral representations are valid within a band of con-
stant width, extending across the complex plane, clear out to infinity,
whereas series are convergent within a circle, a much more restricted
area if the radius is finite. But integral representations also have their
limitations of range , which it is necessary to keep in mind if we are to
avoid mistakes. Indeed some of the questions of the range of conver-
gence of integral representations are more subtle than those for series.
We shall later encounter an integral representation of a constant, which
is indeed a constant over half the complex Z plane but which" blows up"
for Im Z ;::: 1. If we know" the function itself" to be a constant every-
where, we can regard this integral representation simply as a peculiarly
awkward way to represent a constant, the difficulty of the example is
that we are given only the integral and must prove that the "function
itself" is a constant.
The Laurent Series. If we wish to expand f about a singularity of j
at a, we obviously cannot use Taylor's expansion. We may, however,
obtain an expansion about a singular point which is valid as close to
the singularity as we wish. The trick is to use the contour illustrated
in Figure 4.7 such that its interior does not contain the point a. As is
indicated the contour may be reduced to two circular contours C1 and
C2 encircling Z = a positively and negatively, respectively. Applying
Cauchy's theorem we have
1 1-. fez)
f(a + h) \'
L.t a.h»;
n. _
an - 27l"i 'f (z _ a)n+l dz (4.3.4)
n=-oo .
where the contour for the coefficient a,. is C1 for n ~ 0 and C2 in the nega-
tive direction for n < 0 (although, since the integrand is analytic in
the region between C2 and C 1, we can just as well use C 1 as the contour
for all values of n, reversing direction for negative n's) .
This is the Laurent series. By using the same sort of reasoning as
with the Taylor series, we can show that this series converges in an
annulus whose larger radius (contour C1) is determined by the singularity
of fez) closest to a. The series containing the positive powers of h
converges everywhere within the outer circle of convergence, while the
series of negative powers converges anywhere outside the inner circle.
Thus by using the Laurent series we divide fez) into two functions, one
§4.3] Derivatives.:ofAnalyiic Functions, Taylor and Laurent Series 379
of which is analytic inside the outer circle of convergence; the other
is analytic outside the inner circle of convergence. One may thus use
the integrals over the bounding circles of an annulus (or any convenient
contour into which they may be deformed in a given problem, e.g., two
lines parallel to the real axis) to resolve the series for function f into parts
which are each analytic functions over different portions of the complex
plane.
This series resolution has a simple physical interpretation which we
shall discuss now. As was pointed out earlier, the function l /h is pro-
portional to the electrostatic field of a line charge located at h = 0.
Contour C1
- 1im
q- h _q]E -- uim [ h(h qE_
· [ Ii E)
] -
-
v . p --
h2' qE
f
,
(a) = -2·
1 ¢ ( f(z) )2 dz
1r'/, z-a
Let the contour be a circle of radius R centered at a, and let If(z) I ~ M
by hypothesis. Then
If'(a) I < (~-)
- 21rR2
(21rR) =M
R
If now we let R ~ 00 (in other words, assume that f is bounded for all
values of z), it follows that f'(a) = 0, so that f(a) is a constant. As a
corollary of this theorem we see that the slightest deviation of f(z) from
constancy anywhere implies the existence of a singularity somewhere
else. Thus a function which is well behaved along the real axis will,
if it is not exactly constant, have a singularity off the real axis. Again
we note the strong correlation between the values of an analytic function
everywhere on the complex plane.
By applying a similar technique it is possible to extend the above
theorem to : Iff(z) is analytic for all finite values of z , and if , as z approaches
infinity, If I approaches infinity proportional to jzl\ where k is an integer,
then f(z) is a polynomial of degree ~ k. The nth derivative of f is
(n!j21ri).fff(z) /(z - a)n+l] dz . Again we take the contour as being a
circle of radius R. Then
Ij<n) (a) I < n~1lf =An!Rk-n
then considering the behavior of the result as r -> O. For example, zk transforms to
(l ink, which behaves as a pole of order k as r -> o.
§4.3] Derivatives of Analytic Functions, Taylor and Laurent Series 383
the complex plane may be expanded in a partial fraction series just as
the rational function may be expanded in such a series. The only
difference is that now a singularity is permitted at infinity so that the
partial fraction series is no longer finite . We shall now exhibit the
expansion for the case where the poles are all first order.
Let j(z) be the function in question, and let the poles be at points an,
numbered in order of increasing distance from the origin at which point
j(z) is taken to be analytic. At pole an, j(z) ~ bn/(z - an). Consider
a circle R p within which p poles may be found [j(z) is not to have a pole
on the circle]. Then the function
p
g (z) = ~ 1, j(r) dr
p 21rt'fr-z
Consider now a sequence of circles R p as R; ~ 00. This in turn
defines a sequence of functions gp each of which is analytic over a larger
and larger region of the complex plane. It now remains to show that
in the limit gp is bounded, permitting application of Liouville's theorem.
We can see that
Igp(z) I ~ MpRp /(R p - R)
where M p is the maximum value of Ijl on the contour of radius R p • It
may happen that M p does not increase indefinitely as R; is increased [in
other words it may be that lim M p is bounded]. Therefore, lim Igp(z) I
p-> .,
n=!
tan z = - 1: .,
[z - i(2~ + 1)71' + i(2n ~ 1)71']
-1: o
.,
[z - i(2~ + 1)71' + i(2n ~ 1)7I'J
1:
.,
o
[z + i(2~ + 1)71' - i(2n ~ 1)71'J
~ 2z
tan z = '-' [i(2n + 1)71']2 - Z2
(4.3.7)
n=O
n=1
R = lim
n~ ao
[~]
a +l
n
(4.3.11)
Finite radii of convergence occur only if the limit of the ratio [an /an+d
is finite. In this case we can reduce the series to a standard form, with
unit radius of convergence, by changing scale. Letting r = zR, we
have
f(z) = ~bnzn; b; = anRn (4.3.12)
It is convenient to normalize the series to be discussed to this radius.
A great deal of care must be exercised in arguing from the behavior
of b; for n large to the behavior of f(z) at a given point z on the circle
of convergence. If series (4.3.12) diverges or converges at z = e», it
is not correspondingly true that the function is, respectively, singular
or analytic at z = e« . For example, the series ~(-z)n, which repre-
sents 1/(1 + z) for Izi < 1, diverges at z = 1, but 1/(1 + z) is analytic
there. On the other hand the function - foz In (1 - w) dw = 1 +
(1 - z)[ln (1 - z) - 1] is singular (but finite) at z = +1, but the
corresponding series, ~(z)n+l/n(n + 1), converges at z = +1. Other
series can be given where b; ~ 0 but which diverge at every point on the
unit circle, and still others which converge at z = 1 but at no other
point on the unit circle. With this warning to the reader to refrain
from jumping to conclusions, we shall proceed to examine what it is
possible to say about solutions and the corresponding series on their
circles of convergence.
The first matter under discussion will be the available tests deter-
mining whether or not a point on the convergence circle is or is not a
§4.3] Derivatives of Analytic Functions, Taylor and Laurent Series 387
singular point. We first transform the point under examination to the
position z = 1. Then there are two theorems which are of value.
The first states that, if f(z) = '1:.b nzn and g(z) = '1:. Re b« zn have radii
of convergence equal to 1 and if Re bn ~ 0, then z = 1 is a singular
point of f(z) . [Re f = real part of f.l In other words, if the phase angle
of z on the circle of convergence is adjusted so that the real part of each
term in the series is positive, this phase angle locates the position of the
singularity on the circle of convergence.
For example, when this theorem is applied to f = '1:.z n+l /n(n +
1),
the series mentioned earlier, we find that z = 1 is a singular point of f
in spite of the convergence of the series at z = 1. All the terms are
positive, and the series for the derivative diverges, so we might expect
complications at z = 1.
We note that, even if f(z) = '1:.b nz n does have a singularity at z = 1,
according to this test, the series does not necessarily have a singularity
for z = e», where", is small but not zero; for we can write z = Zei<p and
b; = Bne-in<p, so that f(z) = '1:.B nZn. In this case the real part of B;
has a term cos(n",) in it, coming from the factor e-«.
A more powerful test is obtained by employing the following theorem.
The theorem is : If c; =
n
2: ' .
'( n~ m ) ., b-; the necessary and sufficient
m. n
m=O
condition that z = 1 be a singularity for '1:.b nzn is that the quantity (C n)- lIn
never gets smaller than i as n goes to infinity. For example, for the series
'1:.( -z)n, b; = (-I)n, the point z = 1 is not a singular point. For the
series '1:.z n on the other hand, C; = 2 n, lim (2 n)- lIn = i so that z = 1
is a singular point. A more dramatic case is provided by the series
'1:.(n + 1)(n + 2)( -z)n [which represents the function 2/(1 + Z)3] with
b« = ( -I)n(n + l)(n+ 2); then for n > 2, C; = 0, so that in spite of
the strong divergence of the series, the function f is analytic at z = 1.
Having determined the radius of convergence and the positions of
the singularities on the circle of convergence, it is obviously useful to
be able to estimate the behavior of f(z) on the whole circle of convergence,
particularly the singular part. A tool for doing so is provided by the
following theorem: If f(z) = '1:.b nzn and g(z) = '1:.Cnzn, where Re b« and
°
Re C; ~ and where 1m o; and 1m Cn ~ 0, and if as n~ co, bn ~ DC n
(D constant), then as Izi ~ 1, f(z) ~ Dg(z) . (1m f is the imaginary part
of f.)
It should be noted that the condition Re o.; Re C; ~ 0, by a slight
extension, may be relaxed to require that Re bn , Re Cn eventually main-
tain a constant sign ; similarly for 1m bn , 1m Cn.
This theorem simply states that, if two expansions have a similar
behavior for large n, then the two functions have the same singulari-
ties . By using the theorem, some statement about the asymptotic
388 Functions of a Complex Variable . [cH,4
b = (c-l)! [(a+n-l)!(b+n-l)!]
n (b - 1)!(a - I)! nl(c + n - 1)!
(c-l)! [(n+l)'" (a+n-l)]
= (b - 1) l(a - 1) I (b + n) .. . (c + n - 1)
---->
(c - 1) •I n a +b- c- 1
(b - 1)!(a - I)!
Thus one may conclude that, when c < a + b,
(c - 1) l(a + b - c - I)! 1
F(a,b/clz) ~ (b - 1) !(a - I)! (1 - z)a+b-c
We noted earlier a case f = "1:.z n+1/ n(n + 1), in which a series con-
verged at a point z = 1 at which f was singular but finite. We might
ask whether the convergent sum s = "1:.1 /n(n + 1) is equal to f at z = 1.
The answer to this query is given by a theorem due to Littlewood, which
states: If fez) - s as z ----> 1 along a smooth curve and lim (nan) is bounded,
then "1:.a n converges to s. In the example quoted above, "1:.1 /n(n + 1) =
lim {I
_1
+ (1 - z)[ln (1 - z) - III which is, of course, unity, as can be
verified directly from the series itself.
From the above theorems, it is clear that knowledge of the power
1 The proof holds only for p integer. A suitable generalization for noninteger p
in which the factorials are replaced by gamma functions (to be discussed later in this
chapter) is possible .
§4.3] Derivatives of Analytic Functions, Taylor and Laurent Series 389
series representation of a function yields fairly complete information
about the function on the circle of convergence. Can the power series
be used to determine properties of the function it represents outside the
circle of convergence? Under certain fairly broad restrictions, the
answer is yes. We shall discuss this point in the next subsection.
Analytic Continuation. It is often the case that knowledge of a fun c-
tion may be given in a form which is valid for only limited regions in
the complex plane. A series with a finite radius of convergence yields
no direct information about the function it represents outside this radius
of convergence, as we have mentioned several times before. Another
case, which often occurs, is in the representation of the function by an
integral which does not converge for all values of the complex variable.
The integral
fo
e:" dt
00
/
// /\
~o \
it would be impossible to extend
the function beyond this boundary.
I \ Such is the case for functions having
I \ a natural boundary. '
I z:z J
\ I At this point the reader will justi-
/ fiably raise the question of unique-
/ ness. He will ask whether a function
/
/ which is continued, as described
/'
"'--- --- above, along two different routes
'Next Singular Point
from one area to another, will have
Fig. 4.8 Process of analytic continua-
tion by sequence of series , first in z",
the same value and derivatives in the
then in (z - zo)", and so on . final area for one route as it does for
the other. He will also ask whether,
if the continuat ion is performed by two different techniques, the same
answer will be obtained. We shall now attempt to answer such questions.
Fundamental Theorems. The theorem which will be found to be most
useful in establishing these points states that, if a function is analytic
in a region and vanishes along any arc of a continuous curve in this region,
then it must vanish identically in this region. This follows from the fact
that, under the hypothesis of the theorem, it is possible to evaluate,all
the derivatives of f at any point on the arc ; all these derivatives will be
zero. The resultant Taylor series will be identically zero, so that, within
its circle of convergence, the function is zero. One can now take any
arc within this circle, and keeping within the region of analyticity, we
can repeat the process of finding a Taylor series, etc . In this manner
the result may be extended to any point within the region of analyticity.
This remarkable theorem once more demonstrates the strong correla-
tion between the behaviors of analytic functions in different parts of the
complex plane. For example, if two fun ctions agree in value over a
small arc (as small as one might desire as long as it is not a point I),
then they are identical in their common region of analyticity.
We may now prove the fundamental uniqueness theorem for analytic
continuation. It states that, if D l and D 2 are regions into which f(z)
has been continued from D, yielding the corresponding functions fr and f2,
§4.3] Derivatives of Analytic Functions, Taylor and Laurent Series 391
and if D 3, a region common to D I and D 2, also overlaps D, then it = f 2
throughout D 3• This answers in the affirmative the first question raised
above, subject, however (as may be seen from the theorem), to some
restrictions. The proof is an immediate consequence of the preceding
theorem, for the function fl - f2 is analytic within D«, it equals zero
within that part of D 3 which is inside D and therefore is zero in the
remainder of D a• Thus identical values will be obtained at a point
inside D 3 by use of two different routes for
the analytic continuation.
However, this proof depends critically
upon the fact that D a and D have a com-
mon region. If this is not the case, the
uniqueness theorem may not hold . In-
stead one can say: If a function f is con-
tinued along two different routes from Zo to ZI
and two differing values are obtained for the
function at Zl, then f(z) must have a singu-
larity between the two routes. Fig. 4.9 ' Continuity of analytic
This theorem is a fairly obvious con- continuation . If overlap D«be-
sequence of the fact that the radius of con- tween regions D 1 and D 2 also
vergence of a power series extends up to overlaps D there can be no
singularity between the three
the mext singularity of the function , for if regions and /l = /2 = fa.
there were no singularities between the two
routes, then it would be possible, by means of the power-series method of
continuation, completely to fill in the region between the two routes and
obtain sufficient overlapping so that the uniqueness theorem is satisfied.
In that event f(zl) for the two different routes would be identical, in
contradiction to our hypothesis. There must therefore be a singularity
between the two routes.
Branch Points. Note that this last theorem does not state that differ-
ent values must be obtained if there is a singularity between the two
routes. It must be a particular type of singularity to cause a dis-
crepancy ! We shall digress here for a few paragraphs to discuss this
case. Suppose that the two routes of continuation do not yield the same
values of f(z) at ZI, what then? It clearly becomes useful to ger1eralize
our definition of an analytic function to include both of these values . We
thus say that an analytic function will include not only the function as
given in the original region of definition but also all the analytic con-
tinuations of the function from the origin al region, whether or not the
results are unique. If they are unique, then the function is called single-
valued. If they are not unique, it is called many-valued. From the
previous theorem, these latter functions will have singularities such that
continuation along two different routes surrounding the singular point
will lead to nonunique results.
392 Functions of a Complex Var iable [cH.4
This type of singularity is called a branch point, and the various
possible sets of values generated by the pro cess of continuation are
known as branches. We shall postpone to the next section (which will
be completely devoted to many-valued fun ctions) the more specific
definition of branch points and the examples which would clarify the
definition. Suffice it to say that the many-valued function arises
naturally in the discussion of analytic continuation, that all the various
possible values of a function at a given point may be obtained by the
process of analytic continuation in which one winds about the branch
point as many times as may be necessary.
Techniques of Analytic Continuation. We can now turn to the second
uniqueness question : Will the results obtained for the analytic continua-
tion of a function depend in any way upon the particular technique
which is used ? The answer is no, and it follows dire ctly from the funda-
mental theorem of page 390. Any two methods must, of course, yield
identical values in the original region of definition of the function. They
must therefore yield the same functional values in any region which
overlaps the original region, according to the theorem. By repeating
this logic for each stage of the continuation process, the theorem is
proved.
These three theorems on uniqueness are the fundamental theorems in
the theory of analytic continuation. However, from the point of view of
application the most relevant theorem would be one which would tell
us if a function 12 is the analytic continuation of a function h . In
general, we shall not use the power-series method but rather any method
which is natural for the problem at hand. Each of the techniques can
be developed with the aid of the following theorem : If two functions I, .
and f2 are analytic, respectively, in the domains D 1 and D 2, and if these
functions are identical in the region where the domains overlap, then f 2
is the continuation of i, into D 2 and vice versa.
The theorem depends upon the fact that one could continue, from the
common region into the remainder of D 1 and D 2 from the same power
series in virtue of the analyticity of fl and f2. Actually the overlapping
involved in the theorem may be reduced to a line forming a common
boundary of D 1 and D 2. We shall now show that, if fl is analytic in D I
and f2 in D 2, if i, equals h along their common boundary C, and if i, and 12
are continuous along C, then f2 is the continuation of h in D 2and vice versa.
To prove this we shall show that the fun ction f = I, in D I andcf2 in
D 2 is analytic throughout D 1 + D 2 in Fig. 4.10. The fact that f2 is a
continuation of I, is then a consequence of this analyticity. Consider a
point Zo in D 2• Then from the Cauchy integral formula
TZ
o I
I
I
I
I
I
I
~z
Fig. 4.11 Analytic continuation by re-
flection in the real axis.
394 Functions of a Complex Variable [CH. 4
addition formula f(~ + Zl) = f(z)f(Zl) ' satisfied, of course, by the expo-
nential function. If f were known only in a given region, it would be
continued outside that region to any point given by the addition of the
coordinates of any two points inside the region . A less trivial example
occurs in the theory of gamma fun ctions. The gamma function is
often defined by the integral
fez) = fa" e-lt z- I dt (4.3.14)
This integral converges only for Re z > 0, so that the integral defines
fez) for only the right half of the complex plane. From Eq. (4.3.14)
y
where (~) are the binomial coefficients (:) = m !(nn~ m)!' so that
(1 + x)n = 2: (:)
m
x m • In terms of these symbols we have
2:
00
We may now apply the procedure used to obtain Eq. (4.3.20) to the
coefficient ofr, obtaining
00
(4.3.21)
0 0 -2 2 0
1 2 -4 2 0
2 6 -6 2 0
3 12 -8 2 0
the transformed series is finite, since all 5's higher than 02 are zero, so
that
j(z) = 1 ~ z [-2t + 2t 2
] = - (1 ~ z)3
Note that in this case the original series diverged strongly at z = 1.
Euler's transformation in this case yields a closed form for j(z) and
therefore succeeds in extending the function over the entire complex
plane.
Various generalizations of Euler's transformation are possible. Per-
haps the most useful one relates
g(z) =
n=O
l
'"
bnzn and j(z) (4.3.24)
Eq. (4.3.25)
f = -z sin z - Z2 cos z
which may be easily verified directly.
A more complicated example, using Eq. (4.3.26), is a transformation
which may be applied to the hypergeometric function of -z :
{Jf
b c
a 0 u
d
of the points a and b, A and B, respectively, are not equal. Since circle
a ---7 b may have any radius, we see that all the points on the z plane are
correlated with only half of the points on the f plane, those for which
u > o. The remaining values of f are generated if a second circuit
a ---7 b is made. Then the values of f with u < 0 will be correlated with
those values of z whose argument lies between 7r and 311". Again asso-
ciated with each value of z there are two values of f . However, we now
notice that these values may be divided into two independent sets , those
generated on the first tour of the z plane r--x < cP < 7r and those gen-
erated on the second tour 7r < cP < 37r. Upon making a third circuit
37r < cP < 57r, we find the resultant values of f to be the same as those
obtained on the first circuit -7r < cP < x . These two independent
sets of values for zl are called the branches of zl. The line along which the
discontinuities occur, cP = 7r, is called the branch line . Branch lines, in
future discussions, will be drawn as heavy, double lines.
The particular reason for singling out the branch line in this manner
is that, upon crossing the branch line in the z plane, such as for contour
cd, we cross over from one branch of zl to another, as may be seen by
looking at the transform of cd, the solid CD. This latter is drawn on the
400 Functions oj a Complex Variable [CH. 4
assumption that C is on the branch of zi for which u > O. If on the
other hand C was in the other branch, the image of cd would be the
dashed CD. In either case crossing the branch line on the z plane takes j
from one of its branches to the other.
This fact may also be derived if we make use of the theorems developed
in the section on analytic continuation. For example, consider circle
ejg in Fig. 4.13. If the function zi is continued along this path from e
to g, then the value obtained at g should equal the value at e inasmuch
as no singular point of the function has been enclosed. Pictorially this
is exhibited by the transformed circle EFG. On the other hand if zi
v
z Plane
</> --90°
is continued along the circle a ------7 b, we know that the value obtained at
b will not equal the value at a. From our discussion of analytic con-
tinuation we know that there must be a singularity enclosed. Since
circle a ------7 b is of arbitrary radius, the singular point is z = 0 as may be
verified by direct examination of the function z at z = O. .This type of
singular point (see page 391) is called a branch point.
We note a few additional properties of branch points. The value of
j(z) at the branch point is common to all the branches of the function f.
Most often it is the only point in common, though this is not always the
case. Second, the transformation defined by j(z) is not conformal at
the branch point. This is illustrated in Fig. 4.14 where, for the function
zi, the angle between the transforms of two radial lines emanating from
z = 0 is half of the angle between these two radii. For a function ev«,
the angle will be reduced by a factor of a. Finally, it is important to
note that branch points always occur in pairs and that the branch lines
join the branch points. For example, in the case of zi , Z ------7 00 is also a
branch point This may be verified by making the substitution z = 1!r,
zi = r-i , which is a multivalued function of r and has a branch point at
r = 0 ; that is, Z = 00 .
§4.4] M ultivalued Functions 401.
The branch line we have used ran from the branch point at z = 0
to the branch point at z = 00 along the negative real axis. Any curve
joining the branch points 0 and 00 would have done just as well. For
example, we could have used the regions 0 < r/J < 27r and 27r < r/J < 47r
as the defining regions for the first and second branch. On the f plane
these two would correspond to v > 0 and v < 0, respectively. (The
branch line in this case is thus the positive real axis of z.) This division
into branches is just as valid as the one discussed on the previous page.
We therefore may choose our branch line so that it is most convenient
for the problem at hand.
Riemann Surfaces. The notion, for the case zt, that the regions
-7r < r/J < 7r and 7r < r/J < 37r correspond to two different regions of
ff'
z@jt=§_·
Branch Line - Sheet 2
Fig. 4.16 Joining of Riem ann surfaces along branch lines for
the functions f = vz and f = vi Z2 - 1.
+IH-1"=--I-=ft----I--+---\--4--=~=RH
1.2
0.8
0.4
v'-0.4
-0.8
y=-IC:±::::F:==--t'""'=4J--------i------jI---+--P'-f.-=±-+-J
-1.2
'"="'-;:;;-------l;--------!I;----J,-----!-J -1.6
+t
+ I
I
I
- + ~
t+
i
Fig. 4.18 Configurations of boundary surfaces for which
the transformation of Fig . 4.17 is a ppropriat e.
2 4
u Reol Port of f(z)
Fig. 4.19 Conformal mapping of transformation
(l /f) tanh f
= z = rei 4> on the f plane ; contours of con-
stan-t magnitude r and phase angle '" of z, The first
three branch points are shown.
This function occurs in the solution of the wave equation (see Chap. 11).
The function z has simple poles at f = [(2n + 1)j2]1ri (n = integer) .
Its branch points occur at the points at which z has a zero derivative.
At such a point, say a, the transformation defined by (4.4.4) is not con-
formal. On page 361 we pointed out that this results from the fact that
(z - a) has a multiple zero at a so that f - f(a ) in the neighborhood of
406 Functions of a Complex Variable [cH.4
10
I-- 1 '\
1+8=9~V"' /
rr-: \
r-.
6
~/ ~
1\"tP
4
/ g" " ~
~ ~n.J '~ I\ \
rrr
2
V0. 0 V
"":"'
~}... ~
\.-- ~ .
\
~j 0 10
N
I co
"
'0
OJ
{3=1 f.:.....- ~ Il! "
CI:>
"~
'c R= K" 7
'"
o
~0.6 f----- {3r1.5
rr o\ <: /
---
{3=2
\ V
i ~~
0.4
/
./
0.2
{3=5
1-8=0' I 8=90·....
O.I ablo
O' 60' 120' 4>, 160·
of z Phose Angle
Fig. 4.20 Conformal mapping of the first sheet of the trans -
form ation (1/f) tanh f = z = etD (f = ..-(3ei 9) on the w plane.
One branch point is at a.
z = a is a fractional power of (e - a) . The branch points are therefore
solutions of [(sech 2 f) /f] - [(tanh f) IP] = 0 or
2f = sinh 2f (4.4.5)
A table of solutions of (4.4.5) is presented below (in addition to z =
ao = 1).
f =u + iv z = re ' </>
Branch point
u v r
'"
al 1.3843 3.7488 0 .23955 63 .00'
a2 1.6761 6 .9500 0 .13760 72 .54°
aa 1.8584 10.1193 0 .09635 76 ,85·
a, 1. 9916 13.2773 0 .07407 79.36'
§4.4] Multivalued Functions 407
The branch points for large values of v, an(n» 1) are an = u iv, +
u ~ In (4n +
1)7r, v ~ - (n +
i)7r, as may be ascertained by substitu-
tion in Eq. (4.4 .5). We see that we have an infinite number of branch
points and a corresponding infinite number of sheets. One simplification
should be noted, howeve r, that at each branch point f has the behavior
[z - all, for zll[f( a)] rf O. As a result the type of branch point is that
10
1-8 =90·
4
-: V <,
.".r
2
i--
- R<b '<l" -,
iG7 rx
I ~
;j \S.
~ 1\ 8=90'!,
o. .
O.I 10
60 120 cf> 180·
Phose Angle of z
Fig. 4.21 Conformal mapping of the second shee t of the trans-
form ation (l /f) t anh f = z = eW(f = .".{3ei 8) on the w plane.
of the square-root function we have been discussing. We may at once
say that only two branches of f will be in contact at z = a. With these
details in mind , it now becomes possible to sketch the t ransformation
(4.4.4 ). This is done in Figs . 4.20 and 4.21. To obtain a convenient
plot on the z plane, we have performed a further transformation in which
z = r ei</> = eW ; Im w = rP ; Re w = In r (4.4.6).
Similarly for f:
u + iv = f = 7r{3ei 8 = eF ; Im F = 0; Re F = In 7r{3
408 Functions of a Comple x Variable [CH. 4
As branch line emanating from point a, we have taken the line q, = 63°.
Note once more the apparent discontinuities of F at this line. Actually,
of course, the constant 0 lines upon crossing branch line q, = 63° go
into the second sheet, which is sketched in Fig . 4.21. On this figure we
have plotted both the q, = 63° branch line and the q, = 72.54° branch
line joining the second and third sheets. Thus each sheet joins up with
the next one and only two are in contact at anyone time . In Fig. 4.19
we have plotted w = w(f) , on the f plane, breaking this plane up into
sections corresponding to each branch of the function . The remaining
details of these plots will be considered in the problems at the end of this
chapter.
x
Fig. 4.22 Contour for evaluat ion of infinite integrals by
the calculus of residues.
z = p. The residue there is 1/(1 - p2) so that
271'
-p Ipl < 1
I = 1 - -2 ; (4.5.3)
If Ipl > 1, then the pole of the integrand occurs at z = l ip. The
integrand near z = l ip may be written -I /[ip(z - 1/p)(z - p)] so that
the residue is -I/[i(I - p2)]. The value of I is then
271'
1=-2--1;
p - Ipl> 1
I -
-
f"_" 1 + dx
x2
which is known to equal n:
From Eq. (4.5.4), I = (27ri) (residue at z = i) for z = i is the only
pole of 1/(1 + Z2) = 1/(z + i)(z - i) in the upper half plane. The
residue is 1/2i, and the value of I will therefore be 7r. Less simple
examples will be found in the problems.
Integrals Involving Branch Points. Finally we consider type 3 with j
having no poles on the positive real axis. Here we start with the contour
y integral
¢ (-z)I'-!.j(z) dz
around a contour which does not
include the branch point of the inte-
grand at z = 0 and thus remains on
one sheet of the associated Riemann
surface. We choose the contour illus-
trated in Fig . 4.23, involving a small
circle around z = 0 whose radius will
eventually be made to approach zero,
a large circle whose radius will even-
Fig. 4.23 Contour for evaluation of tually approach infinity, and two
integrals involving a branch point at integrals along the positive real axis
e = o.
described in opposite directions and
on opposite sides of the branch cut. Since the function is discontinuous
along the branch cut, these two integrals will not cancel. Since Ji.
is in general any number, the phase of ( -Z)I'-l may be arbitrarily chosen
at one point. We choose its phase at E to be real. At point D, achieved
by rotating counterclockwise from E around z = 0, the phase factor
is (e..i) 1'-1 so that the integrand along DC is er i(l'-l)xl'-!.j(x) . To go
from point E to A one must rotate clockwise so that the phase of the
integrand at A is -7ri(Ji. - 1). AlongAB, the integrand is e:..i (l'- l)xl'- !.j(x) .
The integrals along the little and big circles vanish by virtue of the
hypotheses for type 3 so that in the limit of an infinitely large radius for
the big circle and zero radius for the little circle
¢ (-Z)I'-lj(Z) dz = - fa " e r i(l'-l)xl'-!.j(x) dx.+ fa" e-";(I'-l)XI'-!.j(x) dx
where the first of the integrals on the right is the contribution of the
integral along DC while the second is the contribution from path AB.
Combining, we obtain
¢ (-z)I'-!.j(z) dz = 2i sin J" XI'-lj(X) dx
7rJi.
§4.5] Calculus of Residues; Gamma and Elliptic Functions 411
Applying Cauchy's integral formula to the contour integral we obtain
[~nn-=-~g(Z)l_
1_
27ri(n 1) !
1 [ dr:! ]
(n - 1)! dz n- 1 g(z) z=a
(4.5.6)
W = j(z) = Wo +
'"
n=l
L
an(z - zo)n; al ~ 0 (4.5.7)
z(w) = Zo + L bn(w -
'"
n=l
wo)n (4.5.8)
d 1 1. dz
(4.5.10)
dw z(w) = 2m 'f j(z) - w
or
(1 '\' [-,---,,,,P;-!_-J
+ a + b + c + . . ')1' = Lt r!s!t!· ··
arb' . • • •
,
T,8 ,t , .. •
where r+s+t+ ·· · =P
Introducing the multinomial expansion and performing the required
differentiation yields
b4 = ~ [_ 4 . 5 . 6 (a 2) 3 + ~ (a 2) (a 3) _ (4) (a 4) ]
4at 3! al 1 !l ! al al l! al
When this is inserted into Eq. (4.5.8) we have the required inverted
series.
Summation of Series. The next application of the Cauchy formula to
L fen).
00
device employed to sum the series first replaces the sum by a contour
y
Poles of f(z)
-3 o
( (
I 2 3 x
C1
' - - - - - - - t - - - - - - l C3
27ri { L'" fen) + residue of [7rf(z) cot(7rz)] at all the poles of fez) }
L'" fen) = - Lresidues of 7rf(z) cot (7rz) at the poles of fez) ,(4.5.14)
- '"
If 7r csc(7rz) is employed, one obtains
- '"
Then fez) = (a ~ Z)2 with
a double pole at z = -a. The residue of 7rf(z) csc(7rz) at Z = -a is
-7r 2 csc(7ra) cot(7ra) [see Eq. (4.5.5)] so that
L(d ~1~~2
'"
-'"
= 7r 2csc(7ra) cot(7ra)
This method for summing series also illustrates a method for obtaining
an integral representation of a series. We shall employ this device when
we wish to convert a power-series solution of a differential equation into
an integral (see Sec. 5.3).
Integral Representation of Functions. We shall often find it useful to
express a function as an integral, principally because very complex func-
tions may be expressed as integrals of relatively simple functions. More-
over by changing the path of integration in accordance with Cauchy's
theorem one may develop approximate expressions for the integral.
In the chapter on differential equations we shall employ such techniques
repeatedly.
As a first example consider the integral
u(x) 1
= -2' i
e- dk
-,-
7rt c IC .
i kz
(4.5.16)
§4.5] Calculus of Residues; Gamma and Elliptic Functions 415
The contour is given in Fig. 4.25. The function u(x) occurs in the
theory of the Heaviside operational calculus (see Sec. 11.1). It may be
evaluated exactly, employing Cauchy's integral formula. If x > 0, we
may close the contour by a semicircle of large (eventually infinite) radius
in the lower half plane. The contribution along the semicircle vanishes.
Therefore u(x) = Res [e-ikx/k] at k = 0 so that u(x) = 1 for x > O.
If x < 0, the cont our may be closed by a semicircle of large radius in the
upper half plane. Again the cont ribut ion along the semicircle vanishes.
1m k
Re k
Contour C k =0
Since [e-ikx/k] has no poles within this contour, u(x) = 0, x < O. There-
fore we find
u(x) = {I; x> 0 (4.5.17)
0; x <0
Integral (4.5.16) thus represents a discontinuous function. It is often
more useful in the integral form than in the more explicit form (4.5.17).
As a second example, we discuss an integral representation for the
Green's function for motion of an infinite string discussed earlier [see
also derivations of Eqs. (7.2.32) and (11.2.8)]. Consider the integral
(4.5.18)
If x - x' < 0, the contour may be closed from below. The value of the
integral is now equal to (- 211"i) (residue at k = - K) .
Gk(x - x') = (i/2K)e- i K ( x-r ); x - x' < 0; contour C 1 (4.5.20)
416 Functions of a Complex Variable [CR. 4
Combining (4.5.19) and (4.5.20) we obtain
Gk(x - x') = (i/2K)e iK1"-""I; contour C1 (4.5.2])
agreeing with page 125.
On the other hand if contour C2 is used,
Gk(x - x') = (-i/2K)e- iK1",-z'l; contour C2 (4.5.22)
This result is no surprise, since contour 2 is just the reflection of contour 1
with respect to the real axis. Contour 1 gives us the Green's function
satisfying the boundary condition requiring diverging waves; i .e., the
point x' acts as a point source. Using contour 2, one obtains the expres-
sion for a converging wave; i .e., the point at x' acts as a sink . The
1m k
k=K
Re k
-~ontour ~-...,--
Gk = -1- { eiK(z-z')
47rK
1
o
e-i('-K)(",'-Z)
k - K
dk + e- iK(",-",') 1
c
e-i(k+K) (",'-z)
k+K
dk
}
or \b n =..!..
n! eZ' [!!!:....
dzn e- , X=
z, ] • ~ (4.5.24)
Re t
circle approaches zero as the radius
approaches zero, so that we need
(b)
consider only the two integrals ex-
° Fig. 4.27 Contours for error integral and
tending from to 00 . By virtue gamma fun ction.
of the branch point at t = 0, we
must specify what branch of the multivalued integrand is being considered.
This is done by choosing a phase for r(Hl) . Since X is arbitrary, the phase
(see page 398) may be chosen to suit our convenience, which is best
served by making it zero at point A . Then the integral from infinity to
A is
1
_ .
fO
e- I'+2tz •
t>'-jol dt, where t is real
21I"t .,
The phase of the integrand at D is obtained from that at A by rotating
counterclockwise from A to D by 211". Thus the phase is -2ri(X + 1).
The integral from D to infinity is thus
e-2ri(>'+I) {., e- t'+2tz •
271"i }0 tM=l dt, t real
We thus obtain, for the integral (4.5.23), when X < 0, the new form
1
+ 1) ~., e- '+ 2tz t
\b>. = - e- r i \ }.+ I ) sin 1I"(X ----'-----+1 dt (4.5.25)
11" 0 t~
Since the infinite integral is real and does not vanish (or have a pole)
when Xis a negative integer, the function \b>. must vanish for these values
418 Functions of a Complex Variable [CR. 4
of A. This is not surprising, since then the value of the integral along
the upper half of the contour is equal and opposite to the value along the
lower half of the contour. We also see that it would have been more
satisfactory (perhaps!) for us to have chosen the integrand to be real
at point B on the contour, for then the exponential factor would not
have remained in Eq. (4.5.25) .
To investigate the behavior of ifix as z --> 0, we expand e21Z in a power
series :
.
ifix = \ ' (2z) n {~
'-' n! 21l"t Jc
r e-t'tn- X- I dt} (4.5.26 )
n=O
U
HI
j) 'e- u
du
.1.,
't' A
= (2Izl)X \ ' (-l)n
'-'
-1-1
(21zl) 2n 21l"i c
u2n-X-Ie-u du:
'
Re z > 0 (4527)
. .
Again the integral may be expressed in terms of gamma fun ctions [see
Eq. (4.5.36)]. For very large values of z, only the first term is important
and ifix --> Alzlx.
When Re z > 0 this pro cedure must be changed. Let u = -2tlzl
- (2Izl?
ifix - 21l"i
1
c
e- (u/2!zj)'e- U
(-u)HI du
In order that this integral converge , the real part of z must be positive.
When z is not an integer, z = 0 is a branch point for the integrand. We
take the positive real axis for the branch line. A number of equivalent
forms obtained by transformation will prove useful :
r(z) = fc v(t)t z- I dt
where the contour C and the function vet) are still to be determined.
Substituting in (4.5.31) yields
- 1 = - - 1 . ~ e- I ( -t)-z dt (4.5.36)
I'(z) 21rt c
The behavior of I'(z) when z is an integer may be found directly from
Eq. (4.5.35) or (4.5.36).
Infinite Product Representation for Gamma Functions. Another use-
ful representation of I'(s) may be obtained by applying the formula
422 Functions of a Complex Variable [CR. 4
developed for the product representation of an entire function. The
function [fez + 1)]-1 is an entire function, with zeros at z = -1, -2,
_1
fez)
= zev n(1
n=!
.,
+ =)n «v» (4.5.37)
'Y = 2: [~ -
n=!
log ( 1 + ~) ] .(4.5.38)
'Y = lim
M-+.,
(1 + ~ + ~ + . . . + ~ - M)
23M
In (4.5.39)
(4.5.44)
§4.5] Calculus of Residues; Gamma and Elliptic Functions 423
In general
(4.5.45)
These functions have been tabulated for real values of z, permitting the
ready evaluation of sums, each term of which is a rational function of
the summation index. For example, the sum
.
S _ ~ 1
- n=O
.4 (n + 1)2(n + a)2
may be written
.. .
S - 1 ~ {[ 1 + ] ] __ 2 [_1 _ _ 1 ]}
- (a - IF .4
n=O
(n + IF (n + a)2 a-I n + 1 n + a
so that S = (a ~ IF {[¥t2(1) + ¥t2(a)] - a ~ 1 [-¥ti(l) + Vti(a)]}
The polygamma functions, as the ¥tp functions are called, satisfy a
simple recursion formula with respect to their argument.
. .
Vtp(z + 1) = (-I)pp! 2:
n~O
(n + f + z)p = (-I)pp! 2:
n=i
(n ~ z)p
so that ¥tp(z + 1) = ¥tp(z) - [(-I)pp!l/zP (4.5.46)
Integral representations for the polygamma function may be found
by employing the device which led to Eq. (4.5.40) for 'Y. From Eq.
(4.5.42) one has
(4.5.47)
¥tp(z) = (-I) p
Jot : r-ie-~q
- e dq q
(4.5.48)
Il [1 + (2Z/n)]e-2./1O
r(z) = 2 'Yz ::.10=_1=- _
r(2z) e ..
Il [1 + (z/n)]e- z n
/
. 10=1
Il [1 + (1/2p)]e-ip
p=1
p=1
~
.. tp - 1 ~"/2
B(p q)
,
= 0 (1
dt·
+ t)p+q' B(p q)
,
= 2 0
sin 2 p-l 8 COS 2 q- 1 8 d8
(4.5.55)
We shall content ourselves with establishing the formula
B(p q) = r(p)r(q) (4.5.56)
, r(p + q)
Using Eq. (4.5 .30)
r(p)r(q) = 4' t: e-'"'X2p- dx fo" e-
1 1I'y2q-l dy (4.5.57)
1
-=-+
sin z
1
z
l:. 2( -1 )nz
Z2 -
.
(n1l")2'
(4.5.59)
n= l
~o
Z = 1I du at iis, z = sm"
; that . 1y
Vf=U2
This gives us an inverse sort .of solution, that is, z as a function of y, but
it enables us to compute the period easily. For fr om the discussion of
the previous paragraph we see that one-quarter of the total period T is
iT = t .----,=d=u==
Jo VI - u 2
§4.5] Calculus of Residues; Gamma and Elliptic Functions 427
Calculation of this integral shows it to be equal to p so that the period
of the function y we are discussing is T = 211".
In .books on analysis the periodic properties of the trigonometric
function are discussed in more detail and with much more rigor than we
have space for here, particularly sin ce we are using this only as an intro-
duction to a more general type of periodic fun ction.
For we might ask whether there exist functions of the complex
variable z which have two periods, al and a2, such that y(z + al) = y(z)
and also y(z + a2) = y(z) . This pair of statements would not introduce
anything particularly new if al and a2 were in the same direction in the
complex plane (i.e., if al/a2 were a real number); for with simply periodic
functions, if al is a period, 2al or 3al is also a period. Of course we might
ask whether Tl and T2 could be in the same direction but be incommen-
surate. The same close reasoning which states that there ca nnot be
periods of infinitesimal size (except when the function is a constant )
shows that this cannot be. [If T 2 were equal to AT1, where A is real but
not a rational fraction, then among the set (m + An)Tl we would find
values as close together as we wish and as small as we wish, which is
impossible.] But if al is in a different direction in the complex plane
(i.e., if al/a2 is not a real number) then we have a situation specifically dif-
ferent from and more complicated than for the simply periodic functions .
For one thing, instead of a one-dimensional sequence of periods,
there will be a two-dimensional lattice of parallelograms, with the
function repeating, in each parallelogram, Its behavior in every other
parallelogram.
The smallest unit within which the function goes through all its
behavior is called the unit cell for the function; each side of a unit cell
is one of the fundamental periods for the fun ction, Tl or T2 . The behavior
of f in the (m,n)th cell, at the point z + +
mTl nr2 (m, n = 0, ± 1, ±2,
.. .) is the same as the behavior of f in the central cell, at the point z.
The points z and z + +
mTl nr2 are ca lled congruent points for f .
We might ask if there are functions of the complex variable z which
have more than two independent periods. The reasoning which proves
that this is impossible is similar to that which proves that there cannot
be two independent periods having a real ratio and depends basically
on the fact that the complex plane is two-dimensional. Consequently,
we can have singly and doubly periodic functions of z, but not triply
or n-tuply periodic ones.
Fundamental Properties of Doubly Periodic Functions. Before we
ever set down a formula for a doubly periodic function, we can use con-
tour integration to prove certain of their properties. We make the
contours go around the boundary of a unit cell, so that the periodicity
ensures that the integral is zero. The doubly periodic function j(z) ,
with fundamental periods Tl and T2 , may have poles and zeros. If it
428 Functions of a Complex Variable [CR. 4
does, it must have the same number in each cell (we assume that we
have drawn our unit cell so none of the poles or zeros is on the boundary).
If it has branch points, they must come in pairs in each cell, so no branch
lines need cut the cell boundaries.
Suppose that we concentrate on those doubly periodic functions
f(z) which have no branch points, only poles and zeros of integral order
[where the function is of the form (z - Zi)n'g(Z) where ni is an integer
(positive or negative) the order of the zero, and g is analytic at z = z;] .
Such functions are called elliptic functions. According to page 408, the
contour integral (I /21l"i) §f(z) dz for such an f is equal to the sum of the
residues of f inside the closed contour. But if the contour is the boundary
of a unit cell, such a contour integral must be zero, so we have
T~ sum .of the residues of all the poles of an elliptic funct ion, in one} (4.5.62)
unit cell, ts zero.
I
function , we see that:
The sum of the orders of all the poles in one cell of an elliptic fun ction
equals the sum of the orders of all the zeros in the cell. If the poles and (4.5.64)
zeros are all simple, then the number of poles equals the numb er of zeros.
which has the right distribution of zeros for sn z over the whole complex
plane. It is not too difficult to show that the zeros of this series (the
poles of sn) are midway between its poles (i .e., at z = imTI + (n + -!)T2),
but it is much more difficult to calculate the residues at these poles of sn.
These elliptic functions may also be approached from another direc-
tion. The series
., .,
F(z) = l
e..in''Y+2inu = 1 + 2
n=- 00
qn. cos (2nu) (4.5.67)
n
l
ee I
(where Irn l' > 0 and where q = eri'Y) is periodic in u with period 11".
It is convergent as long as the imaginary part of l' is positive, so that
Iql < 1. Interestingly enough the series is also pseudop eriodic/ iri u, with
period 11"1', for ., .,
F(u + 11"1') l e(..i'Y )(n'+2n)+2inu = e: ..i'Y- 2iu l p(.. i'Y)( n + I) ' +2i(n + l )u
n= - aD n=- 00
= q- 1e-2iuF(u)
There are four such series, called the theta functions:
l
00
.,
t?-2(U + 'Tr'Y,q) = Nt?-2(U,q)
t?-3(U,q) = 1+2 Lr: cos
n -l
(2nu); iJ3(u + 'Tr,q) = t?-3(U,q) ;
.,
t?-3(U + 'Tr'Y,q) = Nt?-3(U,q) (4.5.68)
t?-.(u,q) = 1 +2
n=l
L (_l)nqn. cos (2nu); t?-.(u + 'Tr,q) = t?-.(u,q);
z = sn- 1 y = K + iv ; v = (v du ; y = sn (K + iv)
)1 y(u 2- 1)(1 - k 2u 2)
Analysis of the equation for v shows that y is periodic in v with period
2K', where
1/k
K ' --
11 y(u 2 _
d
U _1f F (1.111Ik' 2)
1)(1 _ k2u2) - 2' "2' ,"2'
T2= 2iK', the value of sn K being unity and the value of sn (K + iK')
being 11k, and so on.
Finally, if we make y imaginary, z is imaginary, and we can have y
go to infinity for z finite. This means that there is a pole of sn z = y
§4.5] Calculus of Residues; Gamma and Elliptic Functions 433
on the imaginary axis, at the point ia, where
(00 dw elk du
a = )0 V( l + +
w 2) (1 k 2w 2) = ) 1 v (u2 ~ 1) (1 _ k 2u 2) = K';
u = [/++k~;2r
As a result of t his type of exploration we find th at t he function sn z
is an elliptic fun ction wit h one period 7 1 = 4K which is real and one
period 7 2 = 2iK' which is pure imagin ary. The fun ction has simple
zeros at z = 0 and z = 2K and at corresponding pla ces in t he other unit
cells. It ha s simple poles at z = iK' and 2K + i K ' (and corresponding
points), with the residue at t he pole at z = i K ' being 11k and con-
sequent ly [from (4.5.62)] the residu e at z = 2K + i K ' is - (11k). The
parameter k is called the modulus of the fun ction ; whenever its value is
to be emphasized, t he elliptic fun ction is written sn (z,k) . Its value in
terms of the quantity q is given in connection with Eq. (4.5.71) : usually,
however, k is treated as the basic parameter, in which case K and K' are
found from Eqs. (4.5.73) and (4.5.74) (K ' is the same fun cti on of k' =
VI - k 2 as K is of k) and t hen q = e- 1r ( K 'I K ) . We can then work back
and show that the sn (z,k) defined by Eq. (4.5.72) is the sa me function
as t ha t defined by Eqs. (4.5.70) and (4.5.66) .
Other Jacobi elliptic fun ctions are defined in similar ways:
sn (z k) = tJ 3 (0,q) tJ1(u,q).
, tJ2(0,q) tJ 4 (u,q) '
z ( II = sn-I (y,k)
= )0 v(l - t2dt) (1 - k 2t2)
cn (z k) = tJ 4 (0,q) tJ 2(u,q) .
, tJ2(0,q) tJ4(u,q )'
(4.5.75)
(1 dt
z = )11 v (l _ t2)(1 _ k2 + k 2t2) = cn- (y,k)
I
dn (z k) = tJ 4 (0,q) tJ3(u,q).
, tJ3 (0,q) tJ4 (u,q) '
z= )11
i' v(l _ t2) ([2dt + k2 _ 1) = dn- (y, k)
I
j(z) = r,o(z) [ A o + A I z A 2 + . .. ]
+ Z2 (4.6.1)
This equation states that, for a given n, the first n terms of the series
may be made as close as may be desired to the ratio j(z) jr,o(z) by making
z large enough. For each value of z and n there will be an error of the
order of Ijzn+l. Since the series actually diverges, there will be an
optimal number of terms of the series to be used to represent [j(z)jr,o(z)]
for a given z, Associated with this there will be an unavoidable error.
As z increases, the optimal number of terms increases and the error
decreases.
An Example. Let us make these ideas more concrete by considering
a simple example, the exponential integral
lim
n-+ GO
IUn+ll =
Un
lim
n--' 0:)
[~J
X
~ 00
Note that this indicates that two successive terms become equal in
magnitude for n = x, indicating that the optimum number of terms for
a given x is roughly the integer nearest x. To prove that the series is
asymptotic, we must show that
xn+Iez(n + 1)!( -1 )n+l i" ~:t2 dt ~O
}z t x..... 00
The exact value is approached to within 5 per cent by the values 0.87500
and 0.78125.
Averaging Successive Terms. The fact that these two values are on
either side of the correct one suggests that the exact value might be more
closely approached if the sequence defined by the average of two suc-
cessive values is employed. In the present case, this average is 0.828125,
436 Functions of a Complex Variable [cH.4
within t per cent of the correct value. We formulate this notion as
follows:
L
n
m=O
L
n+l
then T n+ 1 = Urn-I; h
were Un =
Un +2 Un+l ; U_ 1 =!uO (4.6.4)
m=O
The sequence Un does not form an asymptotic series in the narrow sense,
as defined by Eq. (4.6.1). We may, however, broaden our definition to
include U« as follows:
..
[f(z)/cp(z)] ~
p=O
L Up(z)
n
if lim {zn
Izl- ..
[~~~ -2: Up(Z)]} ~
p=o
0 (4.6.5)
It is clear that the statements following (4.6.3) which apply to the asymp-
totic series (4.6.1) apply to the more general case defined by (4.6.5) .
For Up as defined by (4.6.4)
n n+l
L
p= -1
Up(z) =
p=O
L up(z) - tU n+l(Z)
-1 . 0 .50000 0 .50000
0 0.37500 0 .87500
1 -0 .06250 0 .81250
2 0 .015625 0 .82813
3 0 .00000 0 .82813
4 -0 .01720 0 .810913
5 0 .02930 0.84023
6 -0 .06717 0 .77306
7 0 .15508 0 .92813
8 0 .38767 0 .54046
L(~:); L
.. n
n=O p=O
where the contour C is such that the integrand goes to zero at the ends
of the contour. This form is closely related to the Laplace transform
(see Sec. 5.3). We may expect many of the integrals of interest in this
book to be of form (4.6.6), inasmuch as solutions of the scalar Helmholtz
equation (V 2 + k 2)1/I = 0 may be represented as a general superposition
of plane waves, eik •r ; that is, 1/1 = f Cik.rf(k) dn n where dn n is the differen-
tial solid angle in the direction of vector k. In addition, it is often
possible to transform an integral, not of this form, into one by some
simple ruse . For example, the gamma function I'(z + 1) which for
Re z > -1 is represented by fa" c-Tr dr becomes, upon
Z
making the
substitution r = tz,
r(z + 1) = zz+l I ., c- lzt dt =
z zz+l fa" CZ O D t-t) dt (4.6.7)
Then the path, in the regions where Re [zj(t)] is least , may be chosen
so that Irn [zj(t)] varies if this turns out to be necessary to complete the
contour. In this way we have ensured that the oscillations of the
integrand make the least trouble.
Re(t)-
Fig. 4.29 Contour plot of real part of fun ction f<t) near a saddle
point t = to.
The point at which Re [zj(t)] is largest is the maximum point for
j(t), at t = to where
!'(to) = 0 (4.6.9)
Near this point it is particularly important that oscillations be sup-
pressed, so we require that near to the contour be chosen so that
Im [zj(t)] = Im [zj(to)] (4.6.10)
A little geometry will make the meaning of these conditions clear.
Set up a three-dimensional cartesian coordinate system for which the z
coordinate is Re t, the y coordinate Im t, and an arbitrary vertical
coordinate. To see the behavior of the integrand in (4.6.8) we plot the
surface ; vertical coordinate = Re [j(t)] ; at every point t in the x, y plane
the surface is at a height above the horizontal given by Re !f(t)] at that
point. The first question to answer concerns the behavior of the surface
at t = to. Because of Eq. (4.6.9) the surface must be flat in the neighbor-
hood of to. However, it cannot have a maximum or a minimum there;
it cannot be a mountain top or a valley because, by the theorem of page
369, the real part of a function of a complex variable cannot have a
440 Functions oj a Complex Variable [cH.4
maximum or mmimum. The point to must therefore be a minimax or
a saddle point or, to use a topographical analogy, a mountain pass . This
is illustrated in Fig. 4.29 by a drawing of a section of the surface near
t = to. For curve AB, the point t = to is a maximum, whereas for
curve CD on the same surface, t = to is a minimum. Curve CD runs
from one mountain top to another, whereas curve AB runs from one
valley to another between the mountain tops (Fig . 4.30).
What is the significance of the particular path Im [zj(t)] = constant?
We recall (page 371) that along such a path Re [zj(t)] changes as rapidly
as possible. Actually there are two such paths, as is evident from Fig.
yei("+</»j"(to)
1 c
e-!lzl,' dT
We see that, as Izl increases, the exponential becomes steeper and less
§4.6] Asymptotic Series; Method of Steepest Descent 441
and less of the contour becomes important. For sufficiently large Izi
the integrand will become effectively zero outside the range -in which
approximation (4.6.11) is valid. We may therefore replace the contour
integral by a real integral covering the range from - 00 to + 00. The
direction of integration is determined by the original contour and by
Eq. (4.6.12). We assume that the direction of travel along the contour
is such that the integration on t is from - 00 to + 00 • Then as Izi ----> 00,
J(z) ~ ez!(lo) v27r/ze"ij"(to) (4.6.13)
•
In the case of the gamma function [see Eq. (4.6.7)] f(t) = In t - t.
Then I'(t) = (l/t) - 1, so that to = 1. We find that f(t o) = -1 and
f"(to) = -1. The variable t runs from 0 to + 00. Transformation
(4.6.12) changes to T = (t - l)ei~/2 so that the upper limit for T is + 00 .
Equation (4.6.13) applies, and
I'(s + 1) ~ y'2; zZ+!e- z
z-> co
in agreement with the first term of the asymptotic expansion for I'(s)
given in Eq. (4.5.50) . See also the discussion of Eq. (5.3.77), where
another example is discussed.
The Rest of the Series. Equation (4.6.13) is the leading term in an
asymptotic series . We shall now proceed to generalize the above dis-
cussion so as to obtain the next terms in the series. To simplify the
discussion let the phase of z be included in f(t) so that in the following it
will be possible to regard z as real.
It is necessary to go back in our discussion to Eq. (4.6.11) and replace
it by an exact substitution :
f(t) = f(t o) - w 2 (4.6 .14)
Note that w is real in virtue of the choice Im [jet)] = Im [j(to)] . Intro-
ducing (4.6.14) into J(z) yields
(4.6.16)
442 Functions of a Complex Variable [CH. 4
where, according to Eq. (4.6.14), only even powers of w will enter. Sub-
stituting form (4.6.16) into (4.6.15) will then yield as the asymptotic
series
"
J(z) ~
z-+ 00
e./(Io) /1f' a5 \' (a 2n) f(n
'\J z Lt ao f("2") z
t
t) (!)n (4.6.17)
n=O
w = L dn(t -
n= 1
"
to): = get)
'.
then
[t - to]n+1
1 dn
an = n! (if> (j(i) .(4.6.18)
a - -1 -
n n!
{ddx» n
[2: ApXp J-1"-I} %_0
P
ao = l/VAo
a2/aO = -lj-AIA o3 - jA 2Ao2
5 ·7·9'11 5 ·7·9
a./ao = 27 • 3 AtA o6 - -2-.- A o6AIA 2
+ 523
·7
Ao·(A~ + 2A 1A 3) - ·M0 3A . (4.6.19)
(t - 1) - In t] = ! _ (t - 1) (t - 1)2 _ . . .
[ (t - 1)2 2 3 + 4
so that An = [( -l)n/(n + 2)]. The values of an, by substitution into
Eq. (4.6.19), are equal to
ao = 1/0;
§4.7] Conformal Mapping 443
Therefore, by Eq. (4.6.17), the asymptotic expansion for I'(z + 1)
becomes
r(z + 1) = .yz; z-+le-' [1 + _1 _1_ + ... J
+ 288z 2
12z
t I
I
±q w Plane
u-O
;;
c'/' - \~
v-o
Fig. 4.32 Conformal transform of Fig. 4.31 to the
w = u + iv plane.
the point source function whose imaginary part satisfies the condition
V = 0 on C and behaves as - (q/27r) In Iz - zql near the charge at Zq.
It will be clear from the physics of the situation that such a point source
function exists, with the consequence that a transformation taking the
interior of C into the upper half plane exists. It is also clear that there are
many such transformations, since the position of the charge can be any-
where in the interior of C.
Assuming the existence of the transformation function fez) we may
now go on to show its great value in the solution of various electrostatic
problems which involve the interior of C. The essential point is that
by means of the transformation it is possible to transform the problem
from the complicated geometry of Fig. 4.31 to the simple geometry of
Fig. 4.32 for which solutions may be much more easily obtained. For
example, suppose that the potential varies along C, there being no charge
in the interior of C. Then the transformed problem is one in which the
potential V is specified along the real axis (v = 0) and it is desired to
find V in the upper half plane. We know that V is the imaginary part
of a function of a complex variable which is analytic in the upper half
plane. It is therefore permissible to employ Eq. (4.2.13) :
V(U,v) f" [
=;;:v _.. V(u ' , 0)
(u' _ U)2 + ] d I
v2 U
§4.7] Conformal Mapping 445
It should be apparent that, once the transformation function is
known, it becomes possible to solve any electrostatic problem associated
with the interior of C.
Schwarz-Christoffel Transformation. We now turn to the practical
question of finding the transformation function. The most general
contour C which may be discussed in great detail is that of the polygon .
Special cases of importance which are also known are the ellipse and in
y
0,
Positive
Direction
of 'PI
x
particular the circle. Let us consider the polygon case; the transforma-
tion is then referred to as the Schwarz-Christoffel transformation. The
polygon is illustrated in Fig . 4.33. The vertices of the polygon are
labeled ao, aI, • • • ,the corresponding exterior angles ({'o, ({'I , • . . ,and
the transforms of the vertices to the w plane bo, bl , Note that
({'o + ({'I + . .. = 271" (4.7.1)
The reader should pay particular attention to the manner in which
the angles ({'i are defined and to the fact that the interior of the polygon
is to the left as one goes around the perimeter in the direction of the
angles. In this direction, ({"s which correspond to turning farther to
the left are positive, those for reentrant angles, where the turn is to the
right, are negative. In some "degenerate" cases, ({' may be 71" or -71";
which angle is the right one is usually determined by appeal to Eq. (4.7.1).
Since the angles ({'i are not preserved by the transformation, it is
evident that w(z) must be singuler at the points ai. As a consequence
446 Functions of a Complex Variable [cH.4
we shall "round" these corners off as the contour C is described. The
corresponding contour in the w plane is modified as indicated by means
of the indicated semicircles. These are chosen so as to exclude the
singular points b, from the upper half plane inasmuch as w(z) is to be
analytic in this region.
Consider the behavior of dz and dw as the polygon is traversed in a
counterclockwise direction as indicated by the arrows in the figure.
The phase of dw in the region to the left of bo is zero (dw is real), whereas
the phase of dz is given by the direction of the line a4aO. At the point
ao the phase of dz suffers a discontinuity of amount 1('0, whereas the phase
of dw remains real. What must be the behavior of dz/dw in the neighbor-
hood of the point bo? It must be real for w > bo and must suffer a
change of phase of 1('0 while w - bo is changing phase by -7r, as illus-
trated in Fig. 4.33. The functional dependence thus described leads
uniquely to
dz/dw ~ A(w - bo)"
w->b o
In order to obtain the correct phase change at bo, a = - 1('0/7r, so that
dz/dw ~ A(w - bo)-'Poh (4.7.2)
w->b o
Performing this analysis at each point b, we obtain
dz/dw = A(w - bo)-'Po/r(w - bl)-'P1/r(w - b2)-'P2I r (4.7.3)
A must be a constant, for the only singularities and zeros of z in the upper
half plane are at bo, bl , • • • • By Schwarz's principle of reflection (page
393) the function z may be continued across the real axis to the lower half
plane, so that the only singularities of z in the entire plane occur at bi .
Integrating (4.7.3) yields the Schwarz-Christoffel transformation.
z = zo + Af(w - bo)-'Po/r(w - bl)-'P1/r(w - b2)-'P2I r . .. dw (4.7.4)
Recapitulating, Eq. (4.7.3) is a transformation of the interior of a
polygon with exterior angles 1('0 • • • , into the upper half plane of w.
The arbitrary constants zo, IAI, arg A must be adjusted so as to yield the
correct origin, scale, and orientation of the polygon on the z plane. .The
other constants bo, bl , . . . must be chosen so that they correspond to
ao, al, . . . . Because of the three arbitrary constants available, it is
possible to choose three of these points at will; i .e., three of the b's may be
placed arbitrarily on the w plane . The remaining b's must be deter-
mined by first integrating (4.7.3), determining zo and A, and then solving
for each of the b's by noting that, when w = bi , Z = ai. The transforma-
tion function z = z(w) will generally have branch points at the vertices bi .
Usually one of the transformed points is placed at infinity. Suppose
it is boo Then the transformation (4.7.4) becomes
z = Zo + Af(w - bl)-'P1/r(w - b2)-'Pv r . .. dw (4.7.5)
§4.7] Conformal Mapping 447
Transformations (4.7.4) and (4.7.5) transform the interior of the
region bounded by the polygon into the upper half plane. It often occurs
that the region of interest is t he exteri or of the polygon. In that case the
polygon must be descri bed in the clockwise dire ction so the interior is
to the right as one goes around the perimeter. The appropriate angles
are now the negative of the angles <Pi employed in (4.7.4) . There is,
however , a complication at the point p in the w plane corresponding to
the point in the z plane at infinity. It is necessary that the transforma-
tion z have a pole at the point w = p (not e that p cannot be on the real
axis of w) . Therefore the pole at p
might imply an additional multi- z Plane
plicative factor in the integrands of
either (4.7.4) or (4.7.5) of the form
1/(w - p). This, however, does
not suffice because its phase changes
as w traverses the real axis. To ob-
tain the proper phase relation be- x
tween the sides of the polygon and
Casel
the real w axis , without distortion,
the additional multiplicative factors Fig. 4.34 Mapping th e inside of a
degenerate triangle onto th e upper half
must not add in any variable phase, of the w plane. The angles are ~o = 11",
or in other words, the multiplicative ~1 = P1 = ~ 2.
function must be real when w is real.
Hence the multiplicative factor must be 1/[(w - p) (w - p)] so that
(4.7.5) must be changed to
in order to transform the exterior of the polygon onto half the w plane.
The angles <P are the negatives of the angles shown in Fig. 4.33.
Let us now consider some examples, principally to see how the theory
behaves in practice. We shall restrict our cases to those for which the
integrations may be evaluated in terms of the elementary transcendental
functions . This will be the case when the figures are degenerate triangles
and rectangles. If it is a triangle, Eq. (4.7.5) becomes
z = Zo + AJ(w - b1)-<P1 /..(w - b2)-<P ,I.. dw
For case 1, consider the region illustrated in Fig. 4.34. The angles
<Piare given on the figure. The angle at infinity (ao at infinity) may be
evaluated by considering the triangle of Fig . 4.34 to be the limit of a
triangle with the vertex at ao going to infinity.
The transformation for this case is then
z = Zo + AJ(w - b1)-1 (w - b2)- 1dw
448 Functions of a Complex Variable [cH.4
The symmetric position of al and a2 suggests placing b, = -1, b2 = +1
so that
Z = Zo +A f dw
y(w 2 - 1)
= Zo + -A cosh r" w
-
°= Zo +A cosh- l (1) = Zo or Zo = °
Now let z = hi, then w = - 1
hi = A coslr'" (-I) = Ai1l" or A = h/1I"
The transformation is therefore
z = (h/1I") cosh-I w or w = cosh(1I"z/h) . (4.7.7)
We may check that this transformation maps the interior of the
region of Fig. 4.34 into the upper half plane by testing with some simple
point; e.g., let z = p + Mh. Then cosh(1I"z/h) = cosh[(1I"i/2) + (1I"p/h)]
= i sinh(1I"p/h) , so that the line parallel to the lines al - t ao and a2 - t ao
and halfway between becomes the imaginary axis of the w plane. We
may view the transformation as one in which the lines aOal and ala 2
are folded back on to the real axis, the new origin chosen so that the
points bl and b2 are symmetrically placed about the origin. The line
"halfway between" transforms naturally to the imaginary axis.
We might also desire to transform the exterior of the Fig. 4.34 into
the upper half plane. Then '1'0 = -11", '1'1 = -11"/2, '1'2 = -11"/2. Since,
in this case, we can set the p of (4.6.6) equal to i 00, we have
z= Zo + Af(w 2
- I)! dw or z= Zo + -!A{w yw 2
- 1 - coslr-' wI
°
When z = 0, w = 1, so that = zoo When z = hi, w = -1, so that
hi = -!A[ -1I"i] or A = - (2h/1I") . Therefore
z = + (h/1I")[cosh- 1 W - W yw 2 - 1] (4.7.8)
To define (4.7.8) more precisely it is necessary to state the branehes
upon which we must evaluate the two functions coshr" w, vw 2 - 1.
These are most easily chosen by requiring that the conditions set up by
the transformation desired be satisfied. For example, if w = ip, then
we choose the branches such that cosh>' w = (1I"/2) i + sinh'"! p, and
y:wr=l = -i Vp2 + 1 so that for
Case 2
Fig. 4.36 The angles for this triangle are '1'0 = p,
I
'1'1 = "., '1'2 = -~". .
and the line aOal is at another, say Vo, then the field at point P, for
x » d, is uniform, whereas near ao the lines of force are circular. Another
feature is the effect of the sharp corner at a2. It is expected that the
field intensity should be infinite here; the order of infinity is of interest.
For this case, with b, = 0, b2 = 1 \
Z = zo +A f (w -
w
1) i dui:
'
z = zo + 2A {-YW=l - ~ In [1 + VW
vw=IJ}
21-
i
1 - i 1
To specify this transformation, it is necessary to give the branch lines
for z as well as the w plane. The transformation naturally has its singu-
larities at :w = 0 and w = 1, i.e., at b, as well as at 00 . The branch line
of most convenience is the Re w = 0 axis, for Re w < 1. It follows, from
the requirement that z = 0 when w = 1, that zo = O. We approach
the point w = 0, (z = al) along two different routes. One, corresponding
to ao ---t a2 ---t ai, is along the positive real w axis Re w > O. The phase
of the logarithm is zero for a2 ---t al so that z = 2A[ - i 00]' Constant A
must be a pure imaginary. The second route ao ---t al corresponds to
approaching w = 0 along Re w < 0, so that the phase of the logarithm
is tr, Then z = 2A[ -ioo - (1/2i)(7ri)] = -A7r + 00 = -di + 00 ;
thus A = di/7r. Therefore
Z = 2di
7r
{vUl=l _(~)
21
vw=lJ}
In [11 +- ii v:w=I
450 Functions of a Complex Variable [CH. 4
To verify our picture of the transformation, consider w = iv. Then
when v ~ 00, z ~ (i - 1) 00 . When v ~ 0, z ~ -tdi + 00 . Thus
the imaginary axis on the w plane corresponds to the dotted line on the
z plane.
The original physical problem transforms into one in which half of the
real axis Re w > 0 is at potential 0 while Re w < 0 is at potential Vo.
The solution for the potential V is
@(~ij//.;0
ao/#/l/I/!~ ;m III!III// eo
~ illili/ii///"
Case 3
Fig. 4.36 Mapping· a degenerate rectangle onto the w
plane. " Inside" includes all the z plane except the
regions between the lines aoal - ala 2 and between the
lines aoaa - aaa2. The angles are '1'0 = 2..., '1'1 = - ..., '1'2
= 2..., '1'3 = - ....
This is very simply related to dWI dz for dWI dz = (aU ;ax) + i(aVlax) .
By the Cauchy-Riemann conditions (4.2.1)
dW = av i av = ~(iE"
+ + Ell)
dz ay ax
E" - iEli = i(dWI dz)
We may express E" - iE li in terms of w by means of dW[de = (dWI dw).
·(dwldz) or
E" - iE li = (Vold)(w - 1)-t
In the neighborhood of w = 0, E" - iEli is a pure imaginary, as it
should be, so that E" = 0 and Ell is a constant as it should be. For
Re w» 1, E" - iEli is real so that Ell = 0, as it should along a2 --7 ao.
For Iwl» 1, z = (2di llr) vw so that E" - iEli ~ (Void ~ vw)
2i(Vo/1l"z). The lines of force are circular, extending from ao on C to ao
on D. Finally we examine the field near a2, that is, near w = 1. The field
becomes infinite as expected. The dependence of the field on z near this
§4.7] Conformal Mapping 451
Case 3
Fig . 4.37 The w plane for case 3, show ing the transform
of the x axis and the location of the points corresponding
toz=oo.
z = Zo +A f (w - I~~W + 1) dw; z = Zo + A (w + ~)
When w = 1, z = c/2, c/2 = Zo + 2A . When w = -1, Z = -(c/2)
so that - (c/2) = Zo - 2A . From these two equations one obtains
Zo = 0 and A = c/4 so that
z=~[w+~J
To understand this transformation more completely the manner in
which the x and y axis map on to the w plane is illustrated in Fig. 4.37.
The x axis between - (c/2) and +(c/2) becomes a semicircle of unit
radius on the w plane. The y axis is telescoped into the v > 0 axis.
One might think of the transformation as one in which the lines aa ---t ao
and ao ---t al are rotated from their original positions in the z plane
through the lower half of the z plane joining finally after a 1800 rotation.
The lower half of the z plane is swept into the region inside the semi-
circle. The x axis bulges here in order to make room for the lower half
of the z plane.
The Method of Inversion. The Schwarz-Christoffel method may be
extended to regions bounded by circular arcs by the method of inversion.
The inversion transformation arises naturally in the discussion of the
452 Functions of a Complex Variable [cH.4
images of a charge with respe ct to a circular boundary. This matter
has already been discussed (see Poisson's formula, page 373) where it was
stated that the image w of a point z, with respect to a circle of radius a
whose center is at the origin is given by
w = a2/z (4.7.9)
Equation (4.7.9) defines a transformation from the Z to the w plane in
which the interior points of the circle become exterior points and vice
versa.
The inversion preserves the magnitude of the angle between two
curves but reverses the sense of the angle . This may easily be seen, for
(4.7.9) may be considered as the re-
sult of two successive transforma-
tions, the first a2/z, the second a
reflection with respect to the real
axis. The first of these is con-
formal; the second maintains angle
size but reverses the sense of the
angle.
For the purposes of this section,
we need to investigate the inversion
of a circle which passes through the
center of an inversion circle. We
shall show that the transform of the
circle is a straight line which must
necessarily pass through the inter-
section of the circle and the inversion circle. On the z plane, the points of
a circle of radius Zo (no generality is lost if Zo is taken as real) satisfy the
equation
Iz - zol = Zo
or zz - (zzo + zZo) = 0 (4.7.10)
To find the corresponding points on the w plane, z and z must be
replaced by wand w·according to the defining equation (4.7.9). Equa-
tion (4.7.10) becomes
;~ _ Zo (:2 + :2) = 0
From this it follows that
u = a2/2z o; where w = u + iv
Therefore the transform is a straight line.
The role that inversion plays in extending the Schwarz-Christoffel
transformation should now be clear. Two intersecting circular arcs
such as P and Q in Fig . 4.38 may be transformed by an inversion with
respect to circle R of radius a whose center is the intersection of the two
§4.8] 'Four ier Transforms 453
circular arcs . The point at the intersection is transformed into the point
at infinity, the arcs themselves being transformed into the solid portions
of the lines P'and Q'. The Schwarz-Christoffel transformation may
now be applied to these two intersecting straight lines.
A Schwarz-Christoffel transformation may also be applied to a more
general polygon composed of circular arcs. However, this would carry
us too far afield. We shall therefore restrict ourselves to the cases
which involve the intersection of at
most two circular arcs and refer the
more inquisitive reader to other trea-
z Plane
tises, which deal with the more general
case. The transformed problem for
Fig. 4.39 has already been discussed as
case 3 above.
w Plane
4.8 Fourier Transforms
P P
We shall have many occasions in u--.
the future to employ the Fourier as
well as therelated Laplace and Mellin Fig. 4.39 Inversion of arc of circle P
transforms. In this section, we shall in circle R to form straight line P in
w plane.
study those properties of these trans-
forms which will prove useful in our later work.
The Fourier transform F(k) of a function f(x) is defined by
F(k) = -1-
vz; -,",
f'"' eikz f(x) dx (4.8.1)
h(x) = ~ 2:
'"
n-O
(t:.k) [.fal h(t) sin(knt) dt] sin(knx)
It should be apparent that in the limit 1~ 00, that is, t:.k ~ 0, the sum
may be replaced by the integral
h(x) = -
7r .t 0
dk
l'"
0
dt h(t) sin(kt) sin(kx)
This formula holds for odd functions of x only. For even functions
(4.8.3)
g(x) = -
7r .: 1'" 0
dk
0
dt g(t) cos(kt) cos(kx) (4.8.4)
1
h(x) = 27r f'"_ '" dk f'"_ '" h(t) sin(kt) sin(kx) dt
§4.8] Fourier Transforms 455
To obtain an expression valid for a function which is neither odd nor
even , note that a function may be divided into its even and odd parts,
namely,
f(x) = trf(x) + f( -x)l + trf(x) - f( -x)]
where the first bracket is even and the second is odd. From the related
properties
we may write
f(x) = (1/471") J-.. . dk J-.. . dt [f(t) - f(-t)] sin(kt) sin(kx)
+ (1/471") J-.. . dk J-.. . dt [fm + f(-nl cos(kt) cos(kx)
= (1/471") !- dk J- dt If(t) cos [k(t - x)] + f( - t) cos [k(t + x)]l
To obtain Eq. (4.8.2) we note that, since J-.. . dt f(t) sin[k(t - x)] is
an odd function of k,
o = i J-.. . dk J-.. . dt f(t) sin[k(t - x)] (4.8.6)
I = f"
1..
21r _ 00
e- t&'k' dk f -
00f
00
f(x)e ikz dx
-
00
00
!(r)e- iki dr
= l.. f" f(x) dx f" J(r) dr f" e- t&
'k'+ik(x- i) dk
21r -.. -.. -00
I = _~
V
f"
21l" 0 -..
f(x) dx f"- ..
1(ne-i(z-i)2/ 62 dr (4.8.12)
I ~ vk [ff I0
. ..
ff If(r)l2e- Hz-j) '/6 2dx dr
f(x)l2e-l<z-i) 2/62 dx dr r
..
~ _1_ rr If(x)l2e":'!<z-i)2/62 dx dr = f"_ .. If(x)!2 dx
y'2;0))
(4.8 .13)
- ..
Hence in the limit 0 -7 0
J-.. . IF(k) 1
2
dk ~ J-.. . If(x)12 dx
From this inequality we may deduce that F(k) belongs to £2 in the
interval (- 00 ,00) if f(x) does.
We may now proceed to prove that the equality holds. Return to
Eq. (4.8.12), inverting the order of integration :
I = _1_ _
y'2;0
f"_.. e- 1I2/ 262 dy f"_ .. l(x + y)f(x) dx (4.8.14)
We see intuitively at any rate that the function (e-!1I 2/62/ y'2; 0) becomes
more and more peaked at y = 0 as 0 -70 but that its integral over y
remains equal to unity for all values of O. Then, if the integral
h(y) = 1-.. . l(x + y)f(x) dx
has a sufficiently smooth behavior near y = 0, we might expect that I
approaches h(O) as 0 -7 O. This follows from the integrability of the
absolute square of the function; i.e., as a function of y it belongs to L2
in (- 00 ,00). It then becomes possible to justify placing y = 0 in h(y)
as it appears in (4.8.14) . Hence
1----+
0-.0 y21l" 0
1
____=_ f"
-..
e- 1II2/62 dy i; - ..
If(x) 12 dx
F(k,a) = 1
V21f
fa
-a
f(x)e ikx d»
Then as a ---+ 00, F(k,a) converges in the mean in the interval (- 00,00)
to the function F(k), and if
f(x ,a) = _1_
yI2;
fa -a
F(k)e- ikx dk
(4.8.17)
from which innocent little formula we can prove nearly all the theorems
we desire concerning Fourier transforms.
Let g(x) = 1 in the interval (O,r) and zero elsewhere . Its transform
is
G(k) = _1_ rr
-rs ),
eikxdx =
~
i_
ki
_1_ [_e -:.-_1]
-:-
~k
Hence, from the previous paragraph
§4.8] Fourier Transforms 459
_ In
v21r
1 f.. [
-..
F(k)
1 - e-ikrJ
'k
't
dk = ~r fdx
0
F(k,a) is the transform of the function which equals zero for Ixl > a
and equals f(x) for [z] < a, since
F(k,a) = 1
y21r
fa
- a
f(x) eikx dk
If(z)l-+ {Ae T
-
X
; as x -+ 00; T_ <0
Be T + X ; as x -+ - 00; T+ >0
Then F(k), (k = a + iT) will be analytic everywhere in the strip
T_ < T < T+
and in any strip within this strip
as u -+ + 00
as (f ~ - co
460 Functions of a Complex Variable (cH.4
where A, B, C, D are real constants. The theorem is proved by noticing
that the analyticity of F(k) is determined completely by the convergence
of the defining integral :
F(k) = - 1-
V2; -'"
f'" f(x) eikx dx = -1-
V2;
f'"-00
f(x)e-T:ceiv:r dx
f(x) = -1-
.y2;
f"'+iTO F(k)e- ikx dk
- "'+iTO
(4.8.18)
= --
1 f "'+iTO
F+(k)e-ikx dk
Similarly
o (x
f(x) (x
> 0)
< 0)
} 1 f "'+iTl
= y'2; _ ... +iTl F_(k)e'kx dk
.
y'2; - '"+iTO
F+(k)e-ikxdk + t.:
- '" +iTl
F_(k)e-ikxdk (4.8.19)
F + = _1_
y'2;
r'" eX eikx dx =
Jo
_ _1_ (_1_);
y'2; 1 + ik
T > 1
we obtain
1..
211"
f.. + iTO
_ .. +iTO
(e~ikr)
~k
dk
.
= { 1; x > 0
0; x <0
which may be obtained by application of the inversion formula, since
direct integration shows that the transform of the unit function on the
right side of the above equation is (l/yZ;)(l /ik). Integrating both
sides of this equation with respect to x gives the general formula
1
-- f"
211" _
.-]
+ iTO [ - -
"'+ iTO (-~k)n
e-ikr dk= {x
(n -
n 1
-
I)!
; x>O
0; x <0
~ a n-l
Hence f+(x) = - Lt (n n~ I)! or an = -ft-ll (O)
n
1 ~ pn-ll(O)
and F+(k) = - y211" Lt t-ik)n
n
Thus the behavior of F+(k) for large values of k in the upper half plane is
connected with the behavior of f+ near the origin .
General Formulation. We may consider the inverse of Eq. (4.8.19).
Suppose we are given that
f(x) = - 1
yZ;
{
- "+iTO
f.. + iTO G(k)e- ikr dk
- .. +iTI
+ f.. +in H(k)e- ikr dk }
When can 'we identify G and H with F+ and F_? From the preceding
discussion we see that one of the functions would need to be analytic
§4.8] Fourier Transforms 463
in the upper half plane, the other in the lower half plane. Moreover
if these regions overlap, it would be necessary for F+ = F_ and therefore
G = K. This follows from the definition of 1+ and i-, for if the regions
of analyticity overlap, both TO and Tl could be placed equal to zero.
Therefore F+ would be equal to F_ in a common region in which they are
both analytic. Hence, by the theory of analytic continuation, F+ pro-
vides the continuation of F_ into the upper half plane and vice versa.
We may therefore conclude that, if G is not equal to H, G and H may be
identified with F+ and F_ only if there is no region in which they are
both analytic.
In the event that G and H are analytic in nonoverlapping strips rather
than in nonoverlapping semi-infinite half planes, we also cannot identify
k = o: + i r Plane
Fig.4.40 Reg ions of analyticity of functions G and H .
these functions as F+ and F_. However, an important statement may
be made if i = 0, that is, if
f- "'oo+no
+i~O G(k)e-ikzdk + f"'+i~l H(k)e-ikodk = 0
- 00+'11".
(4.8.20)
- "' +iTI k - r
r
.
- - dk = -211TG(r) (4.8.22)
10
_ /
v21l'
f"'-", f(y)h(x -
. y) dy (4.8.24)
This is, of course, only a particular solution of the integral equation and,
of course, is only valid when G/H is integrable £2 in the region (- co , co ).
A fuller discussion of this type of problem will be considered in Sec. 8.4.
466 Functions of a Complex Variable [cB.4
Poisson Sum Formula. The Fourier integral theorems also help us
to evaluate sums. For example, the very general sort of series S =
I
00
f+(x) = { I;
0; x
x
<0
> 0; I-(x) =
{IiO: x
x
<0
>0
Then I+(x) = 1
y/21r
f -
OO
00
+
iTO
+iTO
F+(k)e-ik:r:dx (4.8.26)
k =U+iT Plane
Fig. 4.41 Contours for analytic con-
tinuation of functions G and H .
transform F+(k) is analytic for T > T~ , TO > T~ , as shown in Fig . 4.41.
We also have
I-(x) = -1- oo+i" F_(k)e-ik:r: dx
~ -OO+iTl
f (4.8.27)
where Tl can be greater than zero and F_(k) is analytic for T < T~/, Tl < T~'.
With these definitions in mind, it becomes convenient to break S
up into two parts :
.. -1
S+ = I
n=O
I+(an); S_ =
n=-oo
I I-(an)
S = -1-
+ - 1<L.2
v~
f 00
-oo+~
+iTO
F (k)
+
2:
00
e- i k a n dk = -1-
. ;n-2
V~1r
f
_oo+~
00 + iTO [ F +(k). ] dk
1 - e-· k a
n-O
§4.8] Fourier Transforms 467
Since F + is analytic in the upper half plane, we can add a semicircle
in the upper half plane to the line of integration - et:J + iTo to eo + iTo.
Since TO may be less than zero, we can evaluate, by Cauchy's integral
formula, the poles occurring at the zeros of the denominator, i.e., at
k = 2m1r/a where m is any positive or negative integer. Hence
m=- 00
Similarly,
m=-GCI
Hence
m=- GO
v: 2:
., .,
or 2:
n=-oo
f(an) =
m=-oo
F (2:1r) (4.8.28)
F(k) = -v;j2 e- 1k l
Applying Eq. (4.8.28) , we have
-1
~ ( 1 ) = ~ {~ e - ( 2m .. l a ) + ~ e 2m .. 1a }
Lt
n = - ao
1 +a 2n2
. IX Lt
m=O
Lt
m =--oo
1r { 1 . e- h 1a }
=;:; 1 - 'e h la +1- e h la
.,
or 2:
n=- OlIO
(1 + la 2n 2) = (~) coth (~) (4.8.29)
(4.8.32)
o
j(x)h(x - y) dy = 2-'
'll"t
-oo+~
1 j i"+TO
-i"+TO
FI(p)H1(p)e Px dp
•
(4.8.33)
§4.8] Fourier Transforms 469
In words, the Laplace transform of fo'" f(x)h(x - y) dyis the- product
of the Laplace transforms of f and h.
As an example of the usefulness of the faltung theorem, we apply it
to the solution of the Volterra integral equation which arises in the
discussion of initial-value problems.
and
1 fi +TO
get) = - .
00
-p- ep t dp
[F( )]
211''1- - ioo+TO K(p)
Further discussion and application of the Laplace transform will be found
in Chaps. 5, 8, 11, and 12.
The Mellin Transform . Another transform of considerable value, also
closely related to the Fourier transform, is given by
00 g(z)e 8Zdz
; f( ez) = g(z)
we see that
Fm(S) = vz;;: G( -is) (4.8.35)
where G(k) is the Fourier transform of g(z) .
We can now rewrite the theorems given for the Fourier transform
theory so as to apply to Mellin transforms. First let us consider the
integrability conditions. The condition that the Lebesgue integral
1_
00
00 Ig(z) 12 dz
exists is equivalent to requiring the existence of
(4.8.36)
470 Functions of a Complex Variable [cH.4
Second let us consider the inversion formula; for g(z) it reads
In the event that condition (4.8.36) is not satisfied, Eq. (4.8.37) will
be integrable only for certain values of Re s, say Re s > ITo. In that
event, integral (4.8.34) will define Fm(S) for only the region to the right
of s = ITo, and the remainder of its dependence must be obtained by
analytic continuation. An example of this procedure was discussed in
Sec. 4.5 (the r function). For these circumstances inversion formula
(4.8.37) is no longer correct. However, if we consider the (unction
x"'f(x) (IT~ > ITo), then the above discussion again becomes valid. The
transform of x"'f(x) is just Fm(s + IT~) . Applying Eq. (4.8.37) we find
that
x'" 'f()
x = -. (l)fi'"
Fm(s+IT~)d
211't
• S
- i'" X
o 1'"
v(71)w -
71 71
(~) (d
...2! = 2-'
1
?I"t
) r.:
- , '"
.
+".'
V m(S)W m(S) ~ (d) (4.8.39)
Jor'" v(~)w(~Hs-l d~ = 1
2?1"i
ji"'+TO'
-i"'+TO' V m(P)Wm(S - p) do (4.8.40)
(2.. 2
sin tJ dtJ = 211" [a _ v(a2 _ b2)]. a > b >0
Jo a + b cos o b2 ,
f. [e- ae-"] ;
b
cos (x) dx 11"
_ .. (x2 + a2) (x2 + b2) = a2 _ b2 b - Re a > Re b > 0
4.6 Calculate
.
f
X2 dx
_ .. (1 + x 2) (1 - 2x cos tJ + x 2)
472 Functions of a Complex Variable [cH.4
4.'1 Prove that
a
f 00
(1
x
+ X 2)2
dx = ?r(1 -
4 cos (va) ,
a) . - 1 < a <3
where the integral goes from z = b + E to - 00 just below the real axis,
goes in a large circle counterclockwise to just above the real axis at - 00,
and returns to z = b + E by a path just above the real axis. Hence
show that the integral equals
?r csc (?rp.) ~[residues of (z - b)I'(z - a)n-I'-IF(z) at poles of F]
Show that, for 0 < p. < 1, k > 1,
f. _00
cos (px) - cos (qx) d
X
2
(
x = 7r p - q
)
f. -
_00
(x 2 - ab) sin x
x~2+a~~2+b~
+ (a + b)x cos x dX =-
~
11'
CH.4] Problems 473
4.14 Show that
where f- = - .
f(z) = f-(z) - f+(z)
1 f~+iP f(t)
- - dt ; f+ = - 1 .
27rt -~+ipt - z 27rt
r.:
-~-ipt
f(t)
- - dt
- z
with fJ < a. Show that f- is analytic for Im z < fJ while f+ is analytic
for Im z > -fJ.
4.17 Function y,.(x) is defined by the integral
1 {f ~+w (l z2) e- i zz + f ~+iT (l z2) e- iu : dz} +
y,.(x) = 2-'
7rt ( 2 2)(
_ ~+i~ Z - Zo z + ta. ) dz - ( 2 2)(
- ~+ iT Z - Zo z-ta . )
~ r(i)( -z)n
f(z) = '-' r(l + n)r(j - n)
n =O
4.19 The generalized hypergeometric fun ction F(aO,al, ,a.lcl,c2
. . ,c.lz) is defined by the power series
1 + aOal . . . a. z + ao(ao + l)al(al + 1) . . . a.(a 8 + 1) (Z2) +
Cl • C8 Cl(Cl + 1) .. . C8(C 8 + 1) 2!
Show that F is singular at z = 1 and that for ai < c,
[n• r(Cn)] r(p) .
.
[n
n=l
r(a m ) ] (1 - z)p
,•
m-O
474 Functions of a Complex Variable [cH.4
where p = L•
n=l
(an - cn) + ao.
4.20 Prove that
n""" - GO
n=:&- QO
where J(a n ) = 0 and where we consider only one of the two roots an,
-an in the product. Assume the restrictions on F(z) given on page 385.
Show that, if J(O) = 1,
...
L(:~); L(:~)
...
n=l
~(a----:----::--,b)::-2_Z2]
4n2.n- 2
where tJ < j,r, a and p are real and greater than zero.
4.27 By integrating za::-le' about the contour starting from a point
just to the right of the origin (z = E) to - OCJ just below the real axis, to
- OCJ - i OCJ, to b - i OCJ to b + i OCJ , to - OCJ + i OCJ, to - OCJ, and thence
to z = E by a path just above the real axis, prove that, for 0 < a < 1
and b > 0,
f-"'",
eill(b + iy)a-l dy = 2e- b sin(n'a) rea)
Jo e- I't n
-
X- 1 dt
1
f(t) = - .
211"t
i C Z(K
ezt- >-...tz
+ vz) dz
where the branch line for the integral is taken along the negative real
axis and the contour starts at (- 00) below the branch line, encircles
the branch point at the origin in a positive fashion, and goes out to
( - 00) above the branch line . Break up the integral into three parts,
consisting of the two integrals extending from (- 00) to a small quantity
EO and an integral over a circle of radius EO about the origin . Show that,
in the limit of EO equal to zero, the third integral is 1j K while the first
two may be combined into
...
- -1
11"
l:(
n=O
-n1 1) -
K +
d [~ . . e:" sm(A Y u) duJ
n
dAn 0
-' .
.
C
U
Show that
~ ... e-
o
ut sin(A d = .y;
vU) .-!!:
u
i::
0
e-~2 d~
for Re a and Re b less than zero, a and b not integers. Show that the
contour may also be closed by a circle in the negative real plane. Deduce
that
f ! .. (
_!.. cos
t?-)"-2
e
itt) so - 7rr(a - 1)
- 2"-2r[.Ha + t)]r[j(a _ t)] a > 1
by calculating f[z + (l jz)j"-2 Zl-l dz around a contour running along the
imaginary axis from +i to -i and returning to +i via the right-hand
half of the unit circle.
4.37 Using the method of steepest descents, show from the definition
that
H~l)(V sec ex) ~
e,l.(tan a-a)+( .. / 4) ] [
1- ~
• 1 +(t) cot" ex
+ . . .]
V-!V7r tan ex 8 tan ex
4.38 Show that the path of integration along the real axis for the
integral
I = q
ei(t3_ l) dt J-.. .
may be deformed into the contour coming from - 00 to 0 along a line
of constant phase lp = tn- (z = rei~) and from the origin to + 00 along
a line of constant phase lp = trr-, that consequently
I = i L
m=O
cos [(jm + t)7r]r[-l(m + 1)] [(1 -;;ttq)m]
Why is q restricted to the real axis?
478 Functions of a Complex Variable [CR. 4
4.39 The method of steepest descent must be modified when !"(to) is
small. Expand the f(t) in the integral described in Eq. (4.6.6)
J = fc ez/ l / ) dt
in powers of (t - to), where f'(to) = 0. Show that the appropriate
transformation for f" small is
t - to = a + {3s
where a = -[f"(to)jf'''(to)] and {3 = (6ijzf''')1
Show that •
J ~ exp {Zf + .! z[f" (to)J3}
. 3 [1'" (to»)2
1c'
ei(B3_ q B) ds
z = x + iy = w + ~; w = u + iv
transforms the real w axis into the part of the real zaxis for Ixl ~ 1, plus
the unit circle z = ei'P. Plot the lines on the z plane corresponding to
the six lines u = 0, ± 1, v = 0, ± 1.
4.42 Show that the transformation
. . a 2e 2i 'P
z = w + iaere tan ..p + w +.uie»'" t an .t.
v
(a, "', VI constants) transforms the circle of radius a sec ..p centered at the
origin on the w plane into an arc of a circle the chord of which is of length
4a and is inclined at an angle", with respect to the x axis. Plot the lines
on the z plane corresponding to u = 0, Ivl ~ a sec ..p, to v = 0, lui ~ a
sec ..p, for a = 1, '" = 30°, ..p = 15°. What is the angular extent of the
arc on the z plane corresponding to the circle a sec ..p ei " on the w plane?
4.43 Show that the Schwarz-Christoffel transformation transforming
the interior of the four-sided "polygon" formed by the lines x = 0;
y ~ 0 ; y = 0, x ~ 0; y = -a, x ~ -bj x = -b, y ~ -a onto the
upper half of the w plane is
2a
z = -tanh- 1
71'
where the lines T = constant are the isothermals. Show that the strip
of fin from the edge to b em in from the edge, of length L, loses
(4LT oK/7r) cosh- 1 [(a + b)/a] cal per sec
where K is the heat conductivity of the medium.
4.46 Use the Schwarz-Christoffel transformation to show that the
region of the z plane above the line y = - a and" outside" the two parts
of the x axis, one for x 2:: 0, the other for x ~ -b (two parallel planes a
distance a apart, the upper plane broken by a slit of width b) is trans-
formed to the upper half of the w plane by the equation
z= - ~ [(e P - l)(w - 1) + In wJ
7r w - eP
where b = (2a/7r)(f3 + sinh (3) . For b = a (f3 = 0.7493) give the posi-
tions on the w plane (to two significant figures) of the points z = -a i
z = -iai Z = -ia - ia; z = -i-a + ia.
4.47 Show that if
.,
f(x) L Anei(n..,,/l) ;
n=- 00
-1 ~ x ~ 1
then An = ~ fl e- i n1r,,/1f( x) dx
2l -I
Insert the expression for An into the series for f(x) and obtain the Fourier
integral theorem by taking the appropriate limit of the result as 1 goes
to infinity.
4.48 The generalized Mellin transforms F_(8) and F+(8) are defined by
fez) = K fa ez!(l) dt
where C is some contour (either closed or going to infinity) in the t plane.
To determine f for Re z» 1, we adjust the contour C, within its allowed
limits, so that Re f is everywhere as small as possible . Then the largest
value of Re f throughout the contour will be at a saddle point for f(t) ,
where df/ dt = O. Near this point (t = to) the series
f(t) = f(to) + -Ht - t o)2f"(tO) + 'W - to)3f'''(t O) + ...
will hold. We adjust the contour in this region so that Im f is constant,
equal to the imaginary part of f at t = to. There are two such paths;
we pick the one for which f(to) is a maximum, not a minimum. Integrat-
ing over this path, the parts of the integral near t = to contribute a
preponderating fraction of the value of the integral. The asymptotic
series for Re z large is then
CR. 4] Tabulation 0' Properties of Functions of Complex Variable 483
1 fOO F(k)e-U.z dk ;
fez) = -=-
y211" -'"
f'"
-00
IF(kW dk = f'"
-'"
If(zW dz
f+(z) = 2: (~~)
'"
n=O
j<n)(O); Z > 0; !+ = 0; z <0
If F(k) is the Fourier transform of fez) and G(k) the Fourier transform
of g(z), then the Fourier transform of
10
_ / foo f(y)g(z - y) dy is F(k)G(k); faltung theorem
y211" -'"
and the Fourier transform of f(z)g(z) is _ ~
y 211"
f'"_ 00
F(l)G(k - l) dl. Also
2:
"'~
n::::a-CIll
f(an) = v: 2: e: 00
m=--oa
F
m
); Poisson sum formula
Even if J- "'00 !f(z)j2 dz is not finite, if f-: If(z)j2e- 2T,Zdz is finite and
if G(k) is the Fourier transform of f(z)e- ToZ, then the Fourier transform of
fez) is G(k - iTo) = F(k), where
fez) = - 1 f
.vz;;: - '"
"'+iT' F(k)e-ikz dk
+iTO
484 Functions oj a Complex Variabl' [cH.4
For other conditions of convergence see Eqs. (4.8.19) et seq.
-,
Function j(z) Fourier transform F(k)
Aj(z) }..F(k)
j(az) (1/ a)F(k/a)
d
izf(z) dk F(k)
d
dz j(z) -ikF(k)
ei.koj(z) F(k +
k o)
j(z + zo) e-ikz'F(k)
1 o(k)
(z - iZO)-1 (Re Zo > 0) i y'2; e- k • • (Re k > 0)
[(z - izo)(z + iz1)]-1 } y'2; {e- (Re k > 0)
zok
1 f iOO+T
j(x) = - .
21rt -iOO+T
FI(p)e Pz d/p ; T > TO ; x>o
~o
z 1 f iOO+T
f(y)h(x - y) dy = -2• FI(p)HI(p)e P z dp
1rt - iOO+T
fo 00 If(x)12x-2cr- 1 dx
CR. 4] Tabulation oj Properties of Functions of Complex Variable 485
is finite for a > rTo, and if
F m(S) = fo 00 f(x)xB-1 dx
then F m(S) is called the Mellin transform of f(x) and
1 fiOO+O'
f(x) = -2.
1I"t -ioo+O'
Fm(s) ~ ; a'> rTo;
Xo
(d) x> 0
00
«)
The faltung theorem takes on the following forms:
or V m(P) W m(S -
10o v(x)w(x)xB-1 dx. = -2"
1I"t 00 +0' -i
p) dp
vex) "AFm(S)
f(ax) a-oF m(S)
xaf(x) + a)
Fm(s
d
dxf(x) -sFm(s + 1)
d
In (x)f(x) ds Fm(S)
res)
F(a,blcl - x)
r(c) [r(s)r(a - s)r(b -
r(a)r(b) I'(c - s)
S)]
(1 + x)-a [r(s)r(a - s)/r(a)]
(l /x) In (1 +
x) [11"/(1 - s) sin(1I"x)]
tanh- I (x) (1I"/2s) tan(1I"s/2)
(1 + x)-mPm_ 1
1-
(1 + x)
x [r(s)/r(1 - s)][r(m - s)/r(m)]2
F(alel - x) [I'(sj I'(e - s)r(c)/r(a)r(c - s)]
(For other tables see the ends of Chaps. 5, 6, 10, 11, and 12)
dId
1J;(z) = dz In [fez)] = fez) dz fez)
..
= --y + 2: [n ~
n=O
1- z ~n l 1J;(z + 1) = -
1
z
+ 1J;(z)
1v(1 -
x
1 dx
x 2) (1 - k 2 + k 2x 2)
= crr' (x ,k)
1 1
X2)~:2 + k2 _
v(l _ 1) = drr? (x,k);
K =
)0
e v(1 - dx .
x 2)(1 - k 2x 2) ,
K' = e
Jo v(1 -
dx .
x 2)(1 - k'2X2) '
k = sin <X i k' = cos <X
_r=::;===d~x:::;.:==~
Jo(x vx(1 - x)(1 - k
- =
2x)
2 sn-1
.
(vx,k) ,.
CR. 4] Tables of Special Functions of General Use 487
1 v'X
1
dx 2 cn- 1 x k
v'x(l - X)(k'2 + k 2x) = (, )
1 1
v'x(l _ ~)(x _ k'2) = 2 drr"! (VX,k);
t:
Jo v'x(l
dx
+ x)(l + k'2
= 2 tn- 1 (VX k)
X) ,
1 dn(u,k')
iu i tn(u,k') i sn(u,k)
cn(u,k') cn(u,k')
cn(u,k) _ k' sn(u,k) k' 1
u+K
dn(u,k) dn(u,k) dn(u,k)
- k tn(u,k)
u +2K - sn(u,k) - cn(u,k) dn(u,k) tn(u,k)
1 i dn(u,k) i i
u +iK'
k sn(u,k) - k sn(u,k) - tn(u,k) dn(u,k)
dn(u,k) ik'
u +K +iK'
k cn(u,k) - k cn(u,k)
ik'tn(u,k) Pi dn(u,k)
u + 2iK' sn(u,k) - cn(u,k) - dn(u,k) - tn(u,k)
u +2K +2iK' -sn(u,k) cn(u,k) - dn(u,k) - tn(u,k)
The function (given in the top row) of the argument given in the left-hand column
equals the quantity given in the appropriate space. For instance,
cn(u + 2K,k) = -cn(u,k); dn(u + K + iK') = ik' tn(u,k) ; etc.
K/K' 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 K/K'
-- -- -- ---- -- -- -- -- --
K 1 .571 1,571 1,571 1,571 1.573 1.583 1,604 1.643 1.699 1.768 1,854 K
K' 15.71 7.855 5 .237 3 .933 3 .166 2 .673 2 .347 2 .124 1,966 1,854 K'
k '"0 ...... 0 .00156 0 .0213 0.0784 0 .171 0 .265 0 .407 0 .520 0 .622 0 .707 k
k' 1,000 1,000 1.000 1.000 0 .998 0 .985 0 .965 0 .913 0 .853 0 .784 0 .707 k'
a 0 . .. . . . 5 .4' 1°11.7' 4°30' 9°50' 15°22' 24°0' 31°23' 38°30' 45° a
q 0 ...... . . ... . . . ...... 0.0004 0 .0019 0 .0053 0 .0114 0 .0197 0.0307 0.0432 q
where q - e-~(l"IK). For sufficiently small values of k(k < 0.1) the equation k ~4e-(~K'/2K) - 4 .y;
is a good approximation. For values of K/K' larger than 1.0. Interehange K and K'. k and k', a and
90° - a.
488 Functions of a Complex Variable [ca.. 4
In the following we shall omit the second part of the argument, k.
It is assumed to be the same in all terms.
sn U cn v dn v + cn U sn v dn u
sn (u +)
v = 1 _ k2 sn? u sn ? v .
cn u cn v - sn u sn v dn u dn v
en (u + v) = 1 _ k2 sn2 u sn ? v
dn(u + v) = dn u dn v - 2
k sn usn v cn u cn v
1 - k 2 sn 2 u sn 2 v
tn(u + v) = tn u dn v + tn v dn u
1 - tn u tn v dn u dn v
The fun ctions sn, en, dn have simple poles at the positions [2mK +
(2n + l)iK'] , where m and n are integers, positive or negative. The
residues at these poles are given in the table
sn (u , k) = -2K
11'
. (1I'u)
sm -
2K
Il... [(1(1-+q2n-l)J 2 [ 1 1- -
q2n)
2q2n cos (1I'ujK)
2q2 n 1 cos (1I'ujK)
+ q4n ]
+ q4n-2 .
n=l
CH.4] Tables of Special Functions of General Use 489
.
cn (uk
, )
Il [0 -+q2n-I)]2
7I"U)
= cos ( -2K q2n)
[ 1 + 2q2n cos (7I"ujK) + q4n J
2q2n cos (7I"uj K) + q4n-2
(1 1- 1
. n=l
dn (u,k) = n[ + q2n-l)
(1- q2n-l) J2 [1 + 2q2n-1
(1
cos (7I"uj K) + q4n-2J
2q2n-1 cos (7I"ujK) + q4n-2
1_
n=l .
..
k 2K t (7I"U)
tn (u, ) = -;- an 2K
n[0
n=l
+ q2n)J2
(1 _ q2n)
[1 +-
1
2q2n cos (7I"u/K)
2q2n cos (7I"ujK)
+ q4nJ
+ q4n
(djdu) sn(u,k) = en(u,k) dn(u,k);
(djdu) dn(u,k) = - sn(u,k) dn(u,k)
(djdu) dn(u,k) = -k 2 sn(u,k) cn(u,k)
J dn(x,k) dx = sirr? [sn (x.,k)] = am(x)
sn (x ,k) = sin [am(x)]; en (x,k) = cos [am(x)]
J sn(x,k) dx = (Ijk) eosh- I [dn(x,k)jk']
J en(x,k) dx = (Ijk) oos:' [dn(x,k)]
J
J dx - in [
sn (x,k) -
dx
sn (x,k)
en (x,k) + dn (x,k)
= lin [k' sn (x,k) + dn (x,k)]
J en (x,k) k' cn (x,k)
J dx
dn (x,k)
Theta Functions.
=P
1 t
an
-I [k' sn (x,k) - cn (x,k)J
k'sn (x ,k) + en (x,k)
Defined as follows:
..
t11(u,iv) = 2 L (_l)ne-..v(n+1 sin [7I"(2n + I)u] -t12(U + i,iv)
2 =
..n=O
iJo(u,iv) = 1 + 2' L
n-l
(_l)ne-..vn2 cos (271"nu) = t1a(U + i,iv)
iJ1(u + iiv,iv) = iei"v-i"ut1o(u,iv); t12(U + iiv,iv) = ei"v-i"uiJa(u,iv)
t1a(u + iiv,iv) = ei..v-i"uiJ2(U,iv); t1o(u + iiv,iv) = iei"v- i"ut11(u,iv)
t11(u,iv + 1) = eii"iJ1(u,iv); t11(U iv) = ~ e:..u2/ vt1 1 (~, ~,
, vv w vJ
+ 1) t12(U iv) = _1_ e: ..u2 / vt1o (~,~'
iJ2(u,iv = e1i"t12(u,iv);
, vv w vJ
t1a(u,iv + 1) = t1o(u,iv); t1a(U iv) = _1_ e:..u2/ V t1a (~, ~,
'VV w vJ
490 Functions of a Complex Variable [cH.4
Bibliography
There are, of course, a large number of texts dealing with various aspects of
the theory of functions of a complex variable. Perusal of some of the following
will be rewarding : .
Copson, E. T. : "Theory of Functions of a Complex Variable," Oxford, New
York , 1935.
Hurwitz, A., and R. Courant : "Algemeine Funktionentheorie," Springer, Berlin,
1939, reprint Interscience, New York , 1944.
McLachlan, N . W. : " Complex Variables and Operational Calculus ," Cambridge,
New York , 1939.
Polya, G., and G. Szego: " Aufgabe und Lehrsatze aus der Analysis," Springer,
Berlin, 1925.
Riemann-Weber: "Differential- und Integralgleichungen der Mechanik und
Physik," ed. by P. Frank and R. von Mises, Chap. 3, Friedrich Vieweg &
Sohn, Brunswick, 1935, reprint Rosenberg, New York, 1943.
Titchmarsh, E. C. : "Theory of Functions," Oxford, New York , 1939.
.Whittaker, E. T., and G. N. Watson: " A Course in Modern Analysis," Chaps. 1
to 9, Cambridge, 1940.
Texts concerned with series and asymptotic developments :
Hadamard, J ., and S. Mandelbrojt: "La Serie de Taylor et son prolongement
analytique," Gauthier-Villars, Paris, 1926.
Landau, E. : "Darstellung and Begrundung einiger neuerer Ergebnisse .der
Funktionentheorie," Springer, Berlin, 1929.
Watson, G. N .: " Theory of Bessel Functions," Chaps. 7 and 8, Cambridge, 1944.
References of interest in connection with multi valued functions and with
special functions :
Forsythe, A. R. : "Theory of Functions of a Complex Variable," Cambridge,
1893.
Neville, E . H .: "Jacobian Elliptic Functions," Oxford, New York, 1944.
Nielsen, N. : "Theorie der Gammafunktion," B. G. Teubner, Leipzig, 1906.
Books containing descriptions of various conformal transformations of interest:
Caratheodory, C. : "Conformal Representation," Cambridge, 1932.
Milne-Thomson, L. M.: "Theoretical Hydrodynamics," Macmillan & Co., Ltd .,
London, 1938.
CH.4] Bibliography 491
Ramsey, A. S. : "Treatise on Hydromechanics," Part -2, "Hydrodynamics,"
Chap. 6, G. Bell, London, 1920.
Rothe, R., F. Ollendorff, and K. Pohlhausen : "Theory of Functions," Technology
Press, Cambridge, 1933.
Books on the theory of the Fourier, Laplace, and other transforms :
Campbell, G. A., and R. M. Foster : "Fourier Integrals for Practical Applica-
tions," Bell System Technical Publication, Monograph B-584, 1942.
(Table of Fourier transforms.)
Carslaw, H. S. : "Theory of Fourier Series and Integrals," Macmillan, New York,
1930.
Churchill, R. V. : "Fourier Series and Boundary Value Problems," McGraw-Hill,
New York, 1941.
Doetsch, G.: "Theorie und Anwendung der Laplace-Transformation," Springer,
Berlin, 1937, reprinted Dover , New York , 1943.
Gardner, M. F. , and J. L. Barnes: "Transients in Linear Systems," Wiley, New
York,1942.
Paley, R . E. A. C., and N. Wiener: "Fourier Transforms in the Complex Plane,"
American Mathematical Society, New York , 1934.
Sneddon, 1. N.: "Fourier Transforms," McGraw-Hill, New York, 1951.
Titchmarsh, E . C. : " Int roduction to the Theory of Fourier Integrals," Oxford,
New York, 1937.
CHAPTER 5
X dx Y dy 2
The first term in this equation is a function of x only, the second term
a function of y only , and the third term is a constant. The only way that
it can be satisfied for all values of x and y is for each term to be a constant
and for the sum of the three constants to be zero. That is
(I/X)(d 2X /dx 2 ) = -a 2 ; (I /Y)(d 2 y /d y 2) = _{32 j a 2 {32 = k 2 +
or (d /dx ) + a
2X 2 2X
= 0 ; (d 2Y/d y
2) + (k
2
- ( )Y = 0
2
(5.1.3)
We have therefore split the partial differential equation in two variables
into two ordinary differential equations, each for a single independent
variable. The constant a 2 is called the separation constant. The family
of separated solutions of Eq. (5.1.2) consists of the products of solutions
of Eqs. (5.1.3) for all values of the parameter a . A general solution of
Eq. (5.1.2) can be expressed in terms of a linear combination of the
separated solutions for various values of the parameter a. In other
words, since solutions of Eqs. (5.1.3) are eiaz+vVa2_k' , the general solu-
tions can be expressed as an integral
which is a form of Fourier integral (see page 453). The integral is some-
times a contour integral over complex values of a .
If k 2 is a function of the coordinates [as it would be if Eq. (5.1.2)
were a Schroedinger equation] , it must have the general form k 2 = E2 +
f(x) + g(y) in order to be able to separate the equation, where f and g
are arbitrary functions of a single variable. Then the separated equa-
tions become
(d 2X/dx 2 ) + [a + f(x)]X
2
= 0; (d 2Y /dy 2) + [E 2 - a2 + g(y)]Y = 0
with a2 the separation constant again.
§5.1] Separable Coordinates 499
To discuss other coordinates we can utilize the techniques of the
theory of analytic functions of the complex variable z = z + iy in order
to simplify the analysis, for Eq. (5.1.2) can be expressed in terms of
derivatives with respect to z and its complex conjugate z = x - iy
(which are independent variables) . According to Eq. (4.1.11) we can
transform Eq. (5.1.2) into
a~~:~2 (\:1) = 0
(5.1.6)
which must be solved to find the forms Idz/dwl 2 can take on for separable
coordinates.
Since the quantity
[using the Cauchy conditions (4.2.1)] is the scale factor hI = h 2 for the
two coordinates h, ~2 (for conformal transformations the scale factors
are always equal, see page 359) , what we have done is to obtain an equa-
tion for the kind of scale factor a coordinate system must have to be
separable for Eq. (5.1.5) . It is not surprising to find the problem turning
out this way; we said on page 25 that, when we know the scale factors,
we know all the important properties of the corresponding coordinate
system.
The equation for h 1h2 is still not in shape for solution. The quantity
dz/dw is a function of wand dz/dw a function of w, so the differential
operator needs transforming to the variables w, W. We have
a2 • a2 • a2
a~l a~2 = '/, aw2 - '/, aw2
and since dz/dw does not depend on w, and vi ce versa, Eq. (5.1.6) becomes
tl=O
-+--+---+---+-+-f+I.-+--+-+---j..:.::----
.... x
When "y is not zero, we may as well concentrate on this term, since the
terms in a and f3 simply rotate and translate. Simple change in scale
makes no essential change, so we choose "y = 1 (and omit the integration
constant) for simplicity. Therefore we have
z = jw2; X = iW - m; Y = hb (5.1.9)
\dz/dwl = hi = h 2 = Iwl = vH + ~~
These are parabolic coordinates, the coordinate lines being two orthogonal
families of confocal parabolas, with axes along the x axis. These lines are
given by ~l = [vx 2 + y 2 + xli = constant and ~2 = ±[vx2 + y2 - xli
= constant, as shown in Fig . 5.1. Such coordinates are suitable for a
boundary consisting of the negative half of the x axis, for instance (which
corresponds to h = 0).
Equation (5.1.5) then becomes
a if;
2
a if;
2
ep=tir
Fig. 5.2 Polar coordinat es. Fig. 5.3 Elliptic coordinat es.
d dh d. d _ 1 d. d 2 _ 1 d 2 ~~ d . ,_ d 2h
~=~~, dh-~~' da-~~2-~~' ~-~2
We can , if necessary, do the same for b, changing to a new function 71(~2)
and obtaining a new scale factor h; = h~~, and so on. The new trans-
formation and resulting separated equations then become
where, for the wave equation, g(l1) = a 2, the separation constant. The
singularities of the coefficients are here at 11 = ± 1, the two ends of the
useful range for 11.
It should be obvious by now that the simplest transformation for
the elliptic coordinate case is cosh (h - (3) = p. and cos b = 11, where the
interesting range of p. is from 1 to 00 and the useful range of 11 is from + 1
to -1. The transformation and modified equations are (for (3 = 0)
The rules for computing the coefficients An will also be given later.
Therefore if the solution of interest if;(h,~2) is to be one which satisfies
the boundary condition if;(c,b) = !(~ 2) along the boundary h = c,
then the solution may be expressed in terms of the separated solutions
for the allowed values of the separation constant :
(5.1.24)
the term k 2ldz /dwl 2 must consist of a simple sum of a function of u alone
and a function of v alone, or else the equation would not separate. And
third, the only cases giving rise to families of nodal surfaces which coin-
cide with the coordinate surfaces are cases where the solutions have the
simple factored form Xl(h)X2(~2) .
In all three of these respects the three-dimensional separation problem
is more complex. Since there are three separated equations, there
are two separation constants instead of one. Each of the three equations
may contain both constants, in which case each of the three factors in
the separated solution depend on both separation constants in a com-
plicated manner and the satisfying of boundary conditions even by a
series of separated solutions is a tedious and difficult task. For some
coordinate systems, however, the results are such that one (or two) of
the separated equations contains only one separation constant; in these
cases the general series solution takes on a simpler and more amenable
form .
Taking up the third item next, it turns out that in the three-dimen-
sional Laplace equation V 2"" = 0, there are some coordinate systems in
which the solution takes on the more complex form R(h,~2,h)Xl(h) '
·X2 ( ~2) X 3( ~ 3) , where the additional factor R (which might be called
a modulation factor) is independent of the separation constants. For
these systems there is a measure of separation, and boundary conditions
can be satisfied, for the common factor R can be taken outside the summa-
tion over allowed values of the separation constant and the sum has the
same general form as for the cases without a modulation factor.
Returning to the second item enumerated above, the term in the three-
dimensional partial differential equation corresponding to the term
k 2Idz /dw\2 for two dimensions does not need to be simply a sum of func-
tions each of only one coordinate ; separation may be attained for more
complicated cases than this.
§5.1] Separable Coordinates 509
The Stickel Determinant. The general technique for separating our
standard three-dimensional partial differential equation
The first minor of the determinant for the element ~mn is the factor which
multiplies the element ~mn in the expression for the determinant. For
instance, the first minors for the elements in the first column, ~ll, ~21,
~31, are
M 1 = as/a~l1 = ~22~ 33 - ~ 23~ 32
M 2 = as/a~21 = ~1 3~ 32 - <l>12~33 (5.1.26)
M 3 = as/ a<l>31 = <l>12~ 23 - ~13<1>22
Since we need here only minors for the first column, we need not give
the M 's two subscripts.
The important property of determinants, which we shall use in
separating three-dimensional equations, is the orthogonality property
relating elements and first minors. For instance, for the minors defined
in Eq. (5.1.26) we have
3 3
I
n=l
Mn~nl = s, I
n=l
Mn~nm = 0; m = 2,3 (5.1.27)
as though there were vectors with components <l>n2 or ~n3 which were
perpendicular to a vector with components M n .
Therefore if the separated equations for the three-dimensional case
were
(5.1.28)
(5.1.29)
(5.1.30)
~2
x2
_ a2 + ~2
y2
_ b2 +
Z2
e_ c2 = 1; a ~ b ~ c ~ ° (5.1.33)
_ Im-mm-m.
h 2 - '\j (~~ _ a2)(~~ _ b2)' etc .
(5.1.38)
We note also that for ellipsoidal coordinates each of the three separated
ordinary differential equations contains k1 and both separation constants
k 2 and k a• Recalling our discussion of quantum mechanics in Chap. 2,
we can consider the process of separation a process of rotation, in abstract
vector space, from a vector set specified by the coordinates (x, Y, z or
h , h, ~a) to one specified by the parameters k1, k 2, ka. The factored
solutions are the transformation functions (direction cosines) going
from the eigenvalues for coordinate position to the eigenvalues for the
k's. What we have found is that this transformation, for ellipsoidal
coordinates, yields transformation functions which are separated for the
coordinates (into factors) but which are not separated for the parameters k.
For some of the degenerate forms of ellipsoidal coordinates the factored
solutions are also separated with regard to the parameters, which adds
considerably to the ease of manipulating the solutions.
It is these degenerate forms of the ellipsoidal coordinates, obtained
by setting a, b, c equal or zero or infinity, which are of more use and
interest than the general form . There are 10 such forms which are
recognized as "different" coordinate systems and given special names.
These 11 systems (the general ellipsoidal system plus the 10 degenerate
forms) are the only systems which allow separation of the wave equation
or the Schroedinger equation in three dimensions [even with these the
Schroedinger equation separates only if the potential energy has a certain
functional form, see Eq. (5.1.38)]. These forms, with the related forms
for scale factors h, the determinant S , and so on, are given in the table
at the end of this chapter.
Degenerate Forms of Ellipsoidal Coordinates. Starting from the
transformation
(xi - a 2 ) (xi - a 2 ) (xi - a 2 )
a 2(a 2 - (32)
(xi - (32) (xi - (32) (xi - (32) . , XIX2Xa
y' = (32«(32 _ a2) , z = ~
for the generalized ellipsoidal coordinates, we can obtain all the ten
degenerate forms listed at the end of the chapter by stretching, com-
pressing, and translating. For instance, stretching all focal distances
indefinitely gives, at the center of the ellipsoids,
I. Rectangular Coordinates. We set xi in the equations above equal
to a 2 + ~, xi = (32 + ~i, and Xa = ~a; we let (3 ::;: a sin I(), where I() can
be arbitrary, and then allow a to become infinite. This will give the
514 Ordinary Differential Equations [CH. 5
coordinates defined under I at the end of the chapter. On the other
hand, letting {3 go to zero symmetrizes the ellipsoids into flattened figures
of revolution:
IX. Oblate Spheroidal Coordinates. Setting a = a, xi = a 2 ~L -r.
xi = a 2 - a2~i , X 3 = {3~3 and letting {3 go to zero, we change from ellip-
soids to oblate (flattened) spheroids, from hyperboloids of one sheet to
hyperboloids of revolution (still of one sheet) and from hyperboloids
of two sheets to pairs of planes going through the axis of revolution.
In order to have the form given in the table at the end of the chapter
we must set x' = z, y' = y, z' = x , which makes z the axis of revolution.
Making the ellipsoid into a figure of revolution about the longer axis
gives us
VIII. Prolate Spheroidal Coordinates, This is done by letting {3 ~ a,
according to the following formulas, a
= a, {32 = a 2 - E, Xl = ~l, xi =
a 2 - E~i, xi = a2~i, E~ O. If then we stretch the long axis out indefi-
nitely, we arrive at
II . Circular Cylinder- Coordinates. We set a = a, {32 = a 2 - E, xi =
a 2 + ~i, xi = a 2 - E~i, Xa = ~3, let E~ 0 and then a ~ 00, giving the
simplest rotational coordinates. If we had stretched the long axis out
indefinitely before symmetrizing, we would have obtained
III. Elliptic Cylinder Coordinates. Setting {32 = a 2 + a2, xi = a 2 + ~i ,
+
xi = a 2 a2~i, X3 = ~3 and letting a ~ 00 but keeping a finite, results
in this system. On the other hand if we shorten the long axis of the
prolate spheroidal coordinates, instead of stretching it, we arrive at the
completely symmetric
V. Spherical Coordinates. Setting a = a, {32 = a 2 - E, Xl = ~l, xi =
a2 - E~i , Xa = a~3, we first let E~ 0, then let a ~ 0, which produces
complete symmetry. Finally, if we let {3 be proportional to a and have
both go to zero at the same time, we obtain
VI. Conical Coordinates. These have spheres and cones of elliptic
cross section as coordinate surfaces. They are obtained by setting
+
a = ka, (3 = k'a, k 2 k'2 = 1, xi = ~U(k2 - k'2), xi = a 2[2k2k'2 +
(k 2 - k'2) ~i], x~ = a 2[2k2k'2 - (k 2 - k'2Hil and then letting a ~ O.
The parabolic systems are obtained by changing the position of
their origin to the "edge" of the ellipsoid before stretching. The most
general case is
+
Paraboloidal Coordinates. Here we set a 2 = d2 a 2d, {32 = d 2 b2d +
and set the new origin at z' = d, so that x = x', y = y', and z = z' - 'd.
We let xi = d 2 + TJid, xi = d 2 + TJid, and xi = d 2 + TJid and then finally
allow d ~ 00 . The new coordinates are
x=
(TJi - a 2)(TJi - a 2)(TJi - a 2) . y = (TJi - b2)(TJi - b2)(TJ~ - b2)
a2 - b2 ' b2 - a2
z = ·HTJr + TJi + TJi - a2 - b2)
§5.1] Separable Coordinates 515
which correspond to the surfaces
x2 y2
-;;---,;
7]2 - a 2
+ ---
7]2 - b 2
= 7]2 - 2z
For 7] = 7]1 > a they are a family of elliptic paraboloids with traces which
are parabolas on the x, z and y, z planes but which are ellipses on the z, y
plane. For 7] = 7]2 (where a > 7]2 > b) the surfaces are hyperbolic parab-
oloids, with traces which are parabolas in the x, z and y, z planes but
which are hyperbolas in the x, y plane. Finally for 7] = 7]3 < b (we must
let 7]i become negative to cover all of this family) the surfaces are again
elliptic paraboloids, pointed in the opposite direction with respect to the
z axis.
The limiting surfaces are for 7]1 ~ a, which is that part of the y, z plane
which is inside the parabola with vertex at z = ja 2 and focus at z = jb 2 ;
for 7]2 ~ a, which is the rest of the y, z plane; and for 7]2 ~ b, which is
the part of the x, z plane outside the parabola with vertex at z = jb 2 and
focus at ja 2 ; while the limiting surface for 7]3 ~ b is the rest of the z, z
plane. The scale factors and related functions for these coordinates
are given on page 664.
As before, other coordinate systems can be obtained by modification
of interfocal distances. For instance, if we set a = b, we obtain the
rotational
VII. Parabolic Coordinates. We set b2 = a 2 - E, 7]~ = ~~ + a2, 7]i =
a 2 - E~~, 7]~ = b2 - ~i and then let E ~ 0, giving the simpler system.
On the other hand, if we pull out the longer elliptic axis, we eventually
obtain
IV. Parabolic Cylinder Coordinates. Here we set 7]i = a 2 + ~~,
2
7]i = b + ~~, 7]~ = b -
2 ~i and x = Z' - jb 2, Y = y', z = x' fa and then
let a ~ 00.
This completes all the different degenerate systems which can be
obtained from ellipsoidal coordinates. It is of interest to examine the
Stackel determinants and the finally separated equations for these cases
to see whether there are systematic trends.
Confluence of Singularities. We have arranged the scale of all these
coordinates so that the functions in and <I>nm are algebraic functions of the
coordinate ~n and so that, when the separated equation is put in the form
(5.1.39)
the functions p and q have singularities at the concentration points for the
corresponding coordinates. For instance, for the ellipsoidal coordinates,
516 Ordinary Differential Equations [CH. 5
p and q have poles at ~ = ± a, ± b, and at infinity (i .e., if we change to the
variable u = 1/~ the corresponding fun ctions p and q have poles at u = 0,
or ~ = 00). We obtain the degenerate forms of the coordinate systems
by merging two or more of these singularities. A point which is a
singularity for p or q is called a singular point of the corresponding equa-
tion, and a merging of singular points is called a confluence of singular
points.
In the case of prolate spheroidal coordinates, for instance, there is
confluence between the singular points at a and b and at -a and -b
which, together with a change of scale, puts the singular points for the
h equation at ± a and infinity, for the ~2 and ~ a equations at ± 1 and 00.
In the spherical coordinates we let a go to zero, so that the singular
points for the h equation are at 0 and 00 , and so on.
Wherever there is a singular point of the differential equation, there is
a singularity (pole, branch point, or essential singularity) of the general
solution of the equation. Consequently we ca n say that the factored
solution if; = X IX2X a usually has a singularity at all the concentration
points of the corresponding coordinate system. We can also say that
all the ordinary differential equations obtained by separating the equa-
tion V 2if; + k2if; = 0 (which includes a large part of the equations we shall
study) are obtained from the general equation with five singular points
by confluence of the five singular points to form four, three, or two .
Just as the specification of zeros and singularities specifies a function of a
complex variable, so a specification of the position and nature of the
singular points of a differential equation specifies the equation and its
solutions, as we shall see later in this chapter. This is, of course, just
another way of saying that the geometry of the coordinate system deter-
mines the nature of the solutions of the separated equations, a not sur-
prising result.
Separation Constants. Examination of the Stackel determinants of
the 11 coordinate systems tabulated at the end of the chapter shows
that there are quite a number with some of their elements equal to zero.
For instance all the rotational coordinates have .pal = .pa2 = O. This
means that the factors X a(~a), for rotational coordinates involve only the
separation constant ka• Since ~ a for rotational coordinates corresponds
to the angle about the rotational axis, it is not surprising that this factor
is particularly simple . We also see that all the cylindrical coordinates
have two of the three elements .pnl(~n) equal to zero, which means that
only one of the factors X n depends on k l .
Therefore for some of the degenerate forms of the ellipsoidal coordi-
nates, the factored solutions achieve a certain amount of separation
of the parameters k.
Another way of stating this is in terms of the actual process of separat-
ing the equation, as it is usually done . One takes the equation
§5.1] Separable Coordinates 517
~ 1 d [I dXnJ k - 0
h~lnXn d~n n d~n + 1-
2 (5.1.40)
Lt
n=!
hihX I
d~1 VI ~11) + ki + k~ + ,",k~ = 0
and the factored solution takes on the form
(A) (5.1.41)
where two of the factors depend only on one parameter k as well as on just
one ooordinate s. Comparison with the Stackel determinant method of
separation indicates that the solution can have the form of Eq. (5.1.41)
only if two rows of the Stackel determinant each have two zeros, and
reference to the table at the end of this chapter indicates that only
solutions for rectangular and circular cylinder coordinates have this
simple behavior. [Spherical coordinates give a solution of the form
XI(h;kl,k2)X2(~2,k 2,k3)X3(~3,k3), which is as simple as Eq. (5.1.41) for
518 Ordinary Differential Equations [CH. 5
the Laplace equation, when k l = 0.] This type of separation requires
a high degree of symmetry in the coordinate system.
B. Solution Partially Separable for Separation Constants. In this
case only one term (the one for ~3, for example) can be separated the
first time round ; the remaining equation
This separation of terms for X and terms for R is the reason for the inser-
tion of R in both Eqs. (5.1.44) and (5.1.45). If now we can find a form
for R which satisfies the equation
(5.1.48)
which separates, like the wave equation, into the ordinary differential
equations
* d~n fn ~~nn + [k¥<I>nl + k~<I>n2 + k~<I>ns]Xn = 0
from which the factors X n can be determined.
(5.1.49)
Lf ~~a:
5
= 0; an+l 2: an (5.1.52)
n=1
where ~ and the a's are constant, is a cyclide. The surfaces obtained by
taking different values of ~, keeping the a's constant, is a family of sur-
faces which may be called a family of confocal cyclides.
One complete family is generated by taking all values of ~ between
a2 and aa, another by taking values between aa and a4, and a third cor-
responds to the range between a4 and a5. Furthermore these families
are mutually orthogonal, so they can be used for coordinate surfaces.
We take for h the range between a2 and aa, for b the range aa to a4, and
for h the range a4 to aD.
The Laplace equation V 2if; = 0 is equivalent to the equation
iJ2if; + iJ~ + iJ2if; =0
iJx~ iJx~ iJx~
since X = Xa/2 p2, y = x4/2 p2, Z = XS/2 p2, P = - (X2 iXI)/2p when if; +
depends on Xa , X4, X5 alone. But also, since Xl and X2 enter in the com-
bination X2 + iXI, we can say that, when if; also depends on XI and X2
(or on p),
iJ~ + iJ~ = 0
<Jxi iJx~
The result can be generalized, to say that if XI, • • • , X5 are penta-
spherical coordinates, related to the four homogeneous coordinates X,
p., v, p through second-order equations in such a manner that
5
n
Lx~ =
~ I
0 (5.1.53)
2:
2
Xn = O: m = 1, . . . ,5
~m - an '
n=!
go to zero.
The equation corresponding to Eq. (5.1.54) is obtained after a great
deal of algebraic manipulation,
+ (~l -
vlf(W
~4)(~2 - ~4)(~ a -
~ [vlf(~4) a~4
~4) a~4
aiflJ
+ Jrs a~6[ (~6)! :t6J = 0 (5.1.56)
where f(x) = (x - al) (x - a2)(x - aa)(X - a4)(x - a6). This is the
equivalent of a five-dimensional Laplace equation in the new coordinates.
But we are not concerned with a five-dimensional equation ; what
we want to arrive at eventually is a three-dimensional equation in
h~2~a. The coordinates are closely related, however, for we can solve
the equations
5 5
n=!
2: ~m
X
2
n
- an
= O: m
'
= 1,2,3 ; 2: X;
n=!
=7 0
Setting this form for the solution into Eq. (5.1.56) and letting ~4 go
to infinity results finally in a partial differential equation for <p. We
multiply through by (~4)! and expand in powers of 1/~4 . The terms
in the first power of ~4 cancel automatically. Those in the zeroth power
of ~4 give the equation for <p:
(~l -
vmJ
~2)(~1 -
s. [vmJ alp]
~3) a~l a~l
+
(~2
YKW s. [YKW a~2
- h)(~2 - ~3) a~2
alp]
+ (~3 - VKfJ ~ [Vf(h) alp]
~1)(~3 - ~2) a~3 a~3
s
+ [fs-(~l + ~2 + ~3) - -(6 2:
n=l
an] <p = 0 (5.1.59)
2if;
£(if;) = ddz2 + p(z) dif;
dz + q(z)if; = °= J:1 dzd ( i n dif;)
dz + qif; (5.2.1)
where P -- dzI 1)
d n i n -_ ( J: (din)
dz'. ~ k2m<l>nm
q -- '-'
m
[In
'!In + I Bmif;mJ is a solution of £(if;)
m
= I
n
r-:
z t:.(u) ]Ze-/:.P(W) dw
Y2(Z) ~() du = t:.(ZO)YI(Z)
= YI(Z) ] z, YI 2() du
U zo YI U
z du
= t:.(zo)f(zo)YI(z) ] z, f(u)yi(u) (5.2.4)
Yl = e- f Pd• f e f pd• dz = ?
[f ef pd• dZ] f. [fefPd'dz)2
(5.2.15)
Y2 = -e- f pd• efpd'dz =.;
v
(5.2.16)
which has a branch point (or pole, if a is an integer) of order a at z = 0
(~ = a, a concentration point of the coordinates) and a simple pole at
z = 00 (i.e., inserting z = l /w, if; has a simple pole at w = 0).
This equation is adequate unless a = -1, when the term Bz-a is not
independent of the first solution A z. When this is the case, p = - (l / z)
and the second solution may be obtained directly from Eq. (5.2.6) :
Y2 = Yl
f e- f Pdz
. - yi- dz = z
f z dz
- Z 2 = z In z
so that
(~:)" = (:i)' = ~; -
(Y2/Yl)"
2Y;t =
+ [p + 2(Y~/Yl)](y dYl)'
-p ~i - 2~:~
= 0
Multiplying this equation by v' and multiplying Eq. (5.2.18) by (Y2/Yl)'
and subtracting, we obtain
where Yl,Y2, and A = YIY~ - Y2Y~ are obtained from the homogeneous
equation £(y) = 0 and are supposed to be known functions of z. Inte-
grating this first-order equation without more ado , we obtain
v' = f
[~ (~:) ] r~l dz or v' + r~2 = f
~ [ (~:) r~l dZ]
Since v = if;/Yl, we therefore finally arrive at a formal solution of the
inhomogeneous equation £(if;) = r :
where the integrals are indefinite integrals and the constants C may be
adjusted to fit the boundary conditions. In conformity with the dis-
cussion on page 524, this solution consists of the particular solution,
o = (z-a
1 )2 alF(a) + ( 1 ) [2a2F(a) + alF'(a)]
z-a
+ [2a2 + q(a)au + 3a3F(a) + 2a~'(a) + ialF"(a)] +
so that one solution of the equation is (letting au = 1)
bo
(z - a)"ul [ - -
Sl - S2
+ SIb,(z
- S2
- a)
- 1
+ .. .
+ b.,_B,(Z - a)"-8' In (z - a) + ...]
which has the distinguishing term Ul(Z - a)8' In (z - a).
This logarithmic term 'always appears in the second solution when
SI = 82 (see page 529) and nearly always appears when (SI - S2) is an
integer. Therefore we can say that the general solution of Eq. (5.2.1)
has a branch point at a regular singular point of the equation, for when
SI and S2 are both integers, so that we might expect no branch point to
occur, in just these cases a logarithmic term will enter the second solu-
tion, bringing with it a branch point of its own. One of the exceptions to
this rule is given in Eq. (5.2.16) . ,
When q has a pole of higher order than second or when p has a pole of
order higher than first, or both, one or both solutions must have an
essential singularity and we have an irregular singular point. When q
has a pole of order one higher than p plus a term in (z - a)-2, only one
of the solutions has an essential singularity.
A simple way of showing this is to insert the series
..
y = (z - a)B I
i=O
Ci(Z - a)i ; that is, v = (z - a)8; U = I Ci(Z - a)i
d~
dz2
_ (X + JlZ + 1) dzd.y + (XJl)
Z2
.r.
'Y
0 =
(5.2.30)
From this standard form it is not difficult to show that the solution is
.y = Az>' + BZIl. With only two singular points and these regular, ·t he
solution is forced to have a particularly simple form, and the indices
§5.2] General Properties, Series Solutions 537
at one of the two singular points must be the negatives of the indices at
the other.
The one exceptional case here is when A = JI.. In this case the solu-
tion, obtained from Eq. (5.2.6) , is
dd~
2
w
+ ,w_2_ dd1/l
- a w
_ (
w - a
k )41/1 = 0 (5.2.32)
The term in (w - a)-4 is responsible for the irregular singular point, and
the term 2/(w - a) prevents a singular point from occurring at w = 00 .
The solution of this equation is
1/1 = A ek/\W-a ) + Be-k/(w-a) (5.2.33)
as can be found by direct substitution or else by transformation to z =
l /(w - a), for the standard form of this type of equation is obtained by
setting the irregular singular point at infinity :
(d21/1 /dz2) - k2if! = 0 (5.2.34)
We should note that Eq. (5.2.34) is not the only equation having
one irregular singular point at 00, for there can be different species of
irregular singular points. For instance, the equation coming from the
wave equation in parabolic cylinder coordinates,
y" + (a + b z )y
2 2 2
= 0
has one irregular singular point,'at 00, but its solutions are not the simple
exponentials.
An interesting interrelationship between regular and irregular singular
points is illustrated if we see what the case for two regular singular points
becomes when we merge the singular points, at the same time keeping
the term multiplying 1/1 finite. In Eq. (5.2.28) we set c = a + E, A =
-p. = k/E, and then let E go to zero; we obtain Eq. (5.2.32) . The
solution
1/1 = lim [ A
......0
(
1- _E_
w - C)
k/ '
+ B (
1 +w-
_ E-
C
r
corresponds to one of the familiar definitions of the exponential :
e'" = lim (1 - EX)!/'
.-0
We shall use the second form because it is easier to work with . Referring
to Eq. (5.2.23) we see that, if infinity is to be an ordinary point, the
function (w = l /u)
q(w) = (w - a)(w -
1
b)(w - c)
[d e f
w - a +w - b+w - c
]
is completely equivalent (if the sum of the second and third rows is
unity) to a statement that y; is a solution of Eq. (5.2.36). This symbol,
due to Riemann, will occasionally be a space saver.
A series solution of Eq . (5.2.36) ~ould be a very tedious affair, so
we shall next alter the singular points to their standard positions. Let-
ting a = 0, b = 1, and c ----+ 00, we obtain (letting w ----+ z)
d
2y;
_ [A + A' - 1+ J.l + J.l' - IJ dif;
dz 2 Z Z - 1 dz
- [ -A"Az - -JlIL'
z - 1 1)
=0
or
.
y;=P
{OA 1 J.l v
00 )
z (5.2.38)
A' Jl' 1 - A - A' - J.l - Jl' - V
n=O
z>"
n=O
""
0 1 00 }
y=P 0 0 v+X+J.l z
{
X' - X J.l' - J.l 1 - X' - J.l' - v
The corresponding equation for y [obtained by substituting Yt =
ZA(Z - 1)~ into Eq. (5.2.38) or by modifying Eq . (5.2.38) to correspond
to the new P symbol] is
Y
" + [X - X'z + 1+ J.l - z-1
J.l' + 1] ,
Y
+ (v + X + J.l)(1 - X' - J.l' - v) = 0
z(z - 1) Y
But we have now too many constants for the quantities we have to fix.
Only three constants are needed to fix the indices; there are four indices
which have not been set zero (one at 0, .one at 1, and two at 00), but the
sum of these four must equal unity, so three constants are enough . It
will be found most convenient to set the two indices at 00 equal to a
and b, the one at 0 equal to 1 - c, so that the one at 1 equals c - a-b.
The Riemann P symbol is then
~
1 00
F = P { o a
1- c c-a-b b
542 Ordinary Differential Equations [cH.5
and the corresponding differential equation
ao = l' an =
a(a + 1) .. . (a + n - l)b(b + 1) . .. (b + n - 1)
--'--~':--=-------'---.---;---;-,-:;-;--,---,-;---,---'----:;--,--~
, [1 ·2 . .. n] c(c +
1) . . . (c n - 1) +
The corresponding series
F( a,bl c 1z ) = 1 + ab
c z
+ a(a + l)b(b + 1) 2
2!c(c + 1) z
+ (5.2.44)
A (~)~
w-c (~)~
w-c F (x + p+. , v
~
ZC
+~
zC-l
+ . . . + Yc-l
Z
+ Yc + Yc+1Z + . . .
where we have assumed that c is a positive integer, so that Yc is multiplied
by the zero power of z and Yc-l is divided by the first power of z, and so
on, with no fractional powers entering. In this case Yc-t/z will integrate
to a logarithmic term, and the second solution will be
Y2 = F(a,blclz)Yc-l In z
+ (l /z C-1)(h o + h1z + .. . + hc_2zc- 2 + hczc + . . .)
where the coefficients h n are functions of a, b, c, and n.
Functions Expressible by Hypergeometric Series. The series of Eq.
(5.2.44) can express a great variety of functions. For instance, some
544 Ordinary Differential Equations [CR. 5
of the simpler cases are
(1 + z)n = F( -n,blbl - z); In(1 + z) = zF (I ,1121 - z)
The separated equation for ~2 for circular cylinder coordinates and for
~a for spherical, parabolic, prolate, and oblate spheroidal coordinates is
d [_ ~dX] + k~ X
=0
1.
~d~ V.1-~-df 1-~2
or
d
d~2
2X
+
[i
~+ 1 +~_
i ] d~1
dX
- ~2
k~
_ 1X = 0
This has the form of Eq. (5.2.36) with a = + 1, b = -1, c = 00, X + X'
- 1 = -i = Jl + Jl' - 1, XX' =0 = JlJl', 1'1" = -k~ [and, of course,
the usual Eq. (5.2.35), X + X' + Jl + J.l.' + + I' 1" = 1]. The Riemann
symbol for the solution is therefore
X= A ~ F (1 + k a, 1- kal ill ; ~)
+ B VI + ~F (i + k a, i - kal ill ; ~)
These solutions are called Tschebyscheff functions . They turn out
[see Eq. (5.2.54)] to be proportional to sin (kip) and cos (klp),respectively,
where ~ = cos Ip, as a transformation of the differential equation above
will show. These functions are discussed in Sec. 5.3.
The separated equation for ~2 for spherical coordinates and also for
spheroidal coordinates when k, = 0 is
d
d~2
2X
+
[1
~- 1 +~+
1 ] d~1
dX
k2 k 2/ 2 k 2/2 ]
- [ e --=. 1 + (~2 - la)(~ + 1) - (~2 - 1\(~ _ 1) X = 0
which is called the L egendre equation. It corresponds to Eq. (5.2.36)
if a = + 1 b = -1 c = 00 X = - X' = m/2 = " = - II' I' = - n
, " I"'" f""" ,
make the results easier to write out . Therefore the solution corresponds
to the Riemann symbol
X = A(1 - ~2)m/2F ( m - n, m + n 1 - - ~)
+ 111 + ml-2
and 1), we have that the general solution of the hypergeometric equation
°
(5.2.42) about z = 1 is
AF(a,bla + b - c + 111 - z)
+ B(1 - z)c-a-bF(c - b, c - al c - a - b + 111 - z)
Now the hypergeometric series F(a,blclz) is a solution of Eq. (5.2.42),
and by analytic continuation, it must be some combination of the two
solutions about z = 1. In other words we can be sure that
F(a ,blclz) = aF(a,bla + b - c + 111 - z)
+ ,8(1 - z)c-a-:bF(c - b, c - al c - a - b + 111 - z) (5.2.48)
If we could somehow determine the values of the coefficients a and ,8,
we should have a means of computing the exact behavior of F(a,blclz) at
z = 1 and even beyond, almost out to z = 2.
On page 388 we showed that, when b < c < a + b,
1----+ (a
21-+0
+b_ c) rea +b- c)r(c - 1)
r(a)r(b)
[a _r(c -
r(c -
a - b)r(c)] Zl-c
a)r(c - b)
+ finite terms
In order that this be true for c < 1, we must have the quantity in square
brackets equal to zero, which gives an equation for a . Consequently,
at least for c < 1, c < a + b, we have the useful formula
r(c)r(c - a - b)
F(a,blcjz) = r(c _ a)r(c _ b) F(a, bl a + b - c + 111 - z)
+ r(c)r(a +b-
I'(cj I'(b)
c) (1 _ z)c-a-bF(c _ a c -
,
bl c - a - b + 111 - z)
(5.2.49)
which enables us to extend the solution through the singular point at
z = 1. In the next section we shall show that the equation is valid over
a much wider range of values of c than our present derivation would lead
us to believe (for c larger than a + b, for instance). In fact, except
§5.2] General Properties , 'Series Solutions 547
for the places where the gamma functions in the numerators go to
infinity, this formula is universally valid .
Another set of useful formulas relating hypergeometric series may
be obtained by use of this" joining equation " plus a certain amount of
manipulation of the hypergeometric equation (5.2.42). In this equation
we set a = 2a, b = 2f3, C = a + f3 + i and change the independent
variable from z to u = 4z(1 - z), giving the equation
dP
u(u - 1) du 2 + [(a + f3 + l)u - (a + (3 + i)] dF
du + a{3F = 0
AF(2a, 2f31 a + f3 + il z) .
+ Bzi - a-PF({3
- a + i, a - f3 + il i-a - f31 z)
However, F(a, if31 a + f3 + il 4z
2
- 4z 2) is an analytic function of z at
z = OJ therefore the second solution, having a branch point, cannot
enter and B is zero. Also, since F = 1 for z = 0, A must equal unity,
We therefore have
This formula, relating an F for 2a, 2f3, and z to an F for a, f3, and Z2
might be called a duplication formula for the hypergeometric function.
Gegenbauer Functions. We mentioned earlier that it is sometimes
desirable to have the canonical form for three regular singular points
so that two of them are at ± 1 rather than 0 and 1. This is particularly
true when the indices at +.1 are the same as the indices for - 1. This
suggests the Riemann symbol
- I
I/; =P 0 o1 oc
-a Z
}
{ -{3
-f3 a + 2f3 + 1
The corresponding equation
(Z2 - 1)1/;" + 2(f3 + l)zl/;' - a(a + 2{3 + 1)1/; = 0 (5.2.51)
is called Gegenbauer's equation [compared with the Legendre equation on
page 544]. It is a satisfactory form for the equations for ~2 for circular
cylinder and spherical coordinates. The solutions can, of course, be
expressed in terms of hypergeometric functions:
548
.
Ordinary Differential Equations [CR. 5
The solution which will be most useful to us has the various forms
fJ ( ) -
T CIt r(a
Z - 2fJr(a ++l)r({j
2{j + 1) F( + 2 + 1 _ 11 + I
+ 1) a {j , a (j"2""2"Z
1 _
(5.2.52)
1 )
P~+fJ(z) =
= (a
r(l ~ (j) e :Y
+ 2{j + 1)(1 -
~
fJ
F(-a - {j, a + {j + 111 -
Z2)jfJ {sin {1r(a + (j)] .
(jl i - iz)
and, consequently,
= + 2{3 + ~ (1 -
T (z)
n
(-l)nr(n
2n+fJnlr(n + (3 + 1)1) (1 - Z2)-1l
dzn
z2)n+1l (5253)
..
§5.2] General Properties, Series Solutions 549
which can be called a Gegenbauer polynomial (it differs, by a numerical
factor, from the polynomial C~+l often called a Gegenbauer polynomial).
When 13 is an integer m = 0, 1, 2, . .. but a is not, it will be shown
in the next section that T>;; has logarithmic branch points at z = ± 1
but that (1 - z2)-lmP::+m is analytic over the whole range -1 ~ z ~ 1.
Finally, when both a and 13 are positive integers (or zero), Tr;:(z) =
(1 - z2)-lmp,;:(z) and both functions are analytic over this range of z,
Since
1 dn n! d n+ 2m
(1 _ z2)m dzn (l - z2)n:-m = (-I)n (n + 2m)! dz n+2 m (Z2 - l)n+m
we have
. 1 d n+2m
Tr;:(z)
+ m)! dz n+2m (Z2
.,,---,---0------,--,--
2.1l+ m(n
- l)n+on
We shall have much more to say about these functions in the next section.
In the special case 13 = ±i, a = n = 1, 2, 3, . . . , the polynomials
T can be shown (by direct expansion) to have the following forms:
dif; + (1
+ ~Z dz _ 0
2)
d2if1 n if; =
dz2 Z2
d
2if;
+ ~ dif; + [-E + 2a _n(n Z2+ l)J if; = 0
dz2 Z dz Z
which reduces to its simplest form when we set z = x/2k, c = I' + A - X',
a = ~(1 + X - X') - (a /le),
d 2F dF
x dx 2 + (c - x) dx - aF = 0 (5.2.57)
F
1
= Az-a [1 _ a(a - c + 1) ~ + a(a + l)(a - c + l)(a - c + 2) .
1! z 2!
.~ - ...J (5.2.65)
where we have inserted l/z for w again. This should be compared with
Eq. (5.2.63). Comparison with Eq. (5.2.60) suggests that a second
solution should be of the form we-a el/w:Zbnw n. Solving for the b's
results in a two-term recursion formula similar to the one above. The
second series solution about z = . 00 is then
F 2 = BzG-ce z [1 + (1 - a)(c
1!
- a) ~
z
+ (1 - a)(2 - a)(c - a)(c - a + 1) 1. + .. .J
2! Z2
The chief trouble with these two series solutions .is that they do not
converge, except at z = 00 . The divergence is of a peculiar type, how-
ever, for when z is large but finite, the series first converges and then, as
we take more and more terms, eventually diverges. To be specific, we
find that the difference ~n(z) between F 1 and the first n terms of the
series in Eq. (5.2.65) first diminishes as n is increased and then increases
without limit. For small values of z the minimum value for ~n comes
at a relatively small value of n, and this minimum value is relatively
large . As z is increased, the minimum for ~n comes for larger and larger n
and the value of the minimum gets smaller and smaller. For any finite
§5.2] General Properties, Series Solutions 555
value of z, therefore, it is possible to obtain a fairly accurate value of F by
taking a finite number of terms, whereas many more terms would result
in a less accurate answer. As long as z is finite, there is a certain irreduci-
ble error in the computed result even if the optimum number of terms is
used, but this error rapidly diminishes as z increases. In many cases of
interest, this irreducible error is already smaller than 0.1 by the time z
is as large as 10. In many such cases the first term only in the expansion
is a satisfactory approximation for z > 20.
Such series, which are divergent but which can be used to com-
pute a value that never exactly equals the "correct" value but rapidly
approaches this "correct" value as z is increased, are called asymptotic
series. They were discussed in some detail in Sec. 4.6. In some respects
they turn out to be more useful than convergent series as long as they
are handled with tact and understanding. Some of the requisite under-
standing will be supplied in next section; the tact must be left to the
user.
Two Regular, One Irregular Singular Point. The equation for hand
b for elliptic cylinder coordinates has the form (I/; = Xl, X 2, Z = hid, ~2)
(Z2 - 1)1/;" + zl/;' + (h 2z2 - b)1/; = 0
and the equations for hand b for prolate and oblate spheroidal coordi-
nates have the form [X = (Z2 - l)i"l/;]
(Z2 - 1)1/;" + 2(a + l)zl/;' + (h 2z2 - b)1/; = 0 (5.2.66)
The first equation is but a special case of the second equation (a = -t).
To show the singular points we rewrite the second equation as
21/;
d 2
dz
+ [aZ -+ 11+ az + 1] dl/; + [h2 + Z2h2 --
+ 1 dz
bJ I/; = 0
1
It has regular singular points at z = ± 1, with indices 0 and - a at both and
an irregular singular point at z = 00 . The equation is not the most general
one having two regular and one irregular singular points, but it is the
equation which is encountered in our work. The singular points are at
standard positions (we could change the regular ones to 0 and 1, but ± 1
is more convenient), and one solution at each regular point is analytic,
as we have previously required for a canonical form; therefore we shall
consider Eq. (5.2.66) as the canonical form for this type of equation.
If we insert a power series for z in Eq. (5.2.66), we obtain the three-
term recursion formula
(n + 1)(n + 2)a + 2 + [b -
n n(n + 2a + 1)]a + ha _ 2 =
n n 0
from which we can obtain the two fundamental solutions about the
regular points z = O. The series expansions about the singular points,
556 Ordinary Differential Equations [cH.5
in powers of 1 - z or 1 + z, produce four-term recursion formulas, which
are even more difficult to compute and analyze.
In such cases we try expansions in series of appropriate functions
rather than in series of powers of (1 ± z) . For instance, by trans-
forming the independent variable in the elliptic cylinder case (a = -i)
we can obtain
d 2'1/;
Z = cos 1/>; dl/>2 + (b - h2 cos" 1/»'1/; = 0
z = ~ (x +~); x = e i
'; (5.2.67)
2d
2'1/;
x dx2
d'l/;
+ x dx + (h"4
2
x
2
+ v"2 - v 1)
b + "4 x2 'I/; = 0
L L ane2in~
.., ee
Setting this into the second Eq. (5.2.67) we arrive at the basic recursion
formula
h2a n+1 +
[2h 2 - 4b 16(n + +
tsF]a n h 2a n_1 = 0 +
~2(an) + :2 (h2 - b + 4(n + i-s)2]an = 0 (5.2.69)
or
..
S(b,h,eicf» = eiocf> L
n=- 00
ane2incf> (5.2.72)
using these values of s and the a's is one solution of Eq. (5.2.66) . The
other solution is for the opposite sign of s, where an and a_ n change
places :
..
S(b,h,e-icf» = e- i8cf> I
n=- 00
ane- 2incf>
(0' + 2) - a2 {32
0 0
4 - a2 4 - a2
{32 (0' + 1)2 - a2 {32
0
1 - a2 1 - a2 1 - a2
~(8
{32 0'2 - a 2 {32
0 -a 2 -a 2 -a 2
{32 (0' - 1)2 - a 2
0 0 - 1 - a2 1 - a2
(5.2.74)
where 0' = j-s, a 2 = ib - j-h 2 , and {3 = h/4, is called Hill's determinant .
All we have to do is to solve it for e !
Astonishingly enough such solution is possible because of the periodic
nature of the dependence on a, which relates ~ to the trigonometric
functions. First of all we simplify our determinant by multiplying the
nth row (measured from the row n = 0) by [n2 - a 2J1[(O' + n)2 - a 2], .
and so on, obtaining a new determinant D(O'), where
~(s) = D(O') n
no::::l - GO
(0' + n)2 -
n 2 - a 2
a
2
"
{(O' + a)/nI 2
][1 - {(O' - a)/nI 2]
[1 - (a/n)2J2
§5.2] General Properties, Series Solutions 561
The determinant D(O') has a sequence of unities along the main diagonal,
flanked by a sequence of the sort ,82/[(U + n)2 - a 2] on both neighboring
diagonals, with all other terms zero. Referring to Eq. (4.3.9) we see
that
.1(s) = -D(O') sin 1r(O' + .a ) sin 1r(O' - a) = D(O') sin2(1r~) - sin 2(1rO')
sm 2(1ra) sm 2(1ra)
(5.2.75)
which displays some of the periodi c dependence on a and O'.
But determinant D(O') also has definite periodicity in 0', having
simple poles at 0' = ±n ± a, due to the elements ,82/[(0' + n)2 - a 2] .
In fact the only poles of D(O') are at these points, and the function also
is bounded at infinity (D - / 1 as 0' ---7 00), so it is an obvious function
on which to practice the legerdemain of pages 381 to 385. We first
subtract off all the poles :
..
K(O') = D(O') - C I
n=- GO
(0' + n~2 _ a2
= D(O') _!!- ~ [ 1 - 1 ]
2a '-'
n=- 00
0' +a+n 0' - a +n
where C equals the residue at each of the poles of D. However analysis
of the sort resulting in Eq . (4.3.7) (see Prob. 4.21, page 474) gives
1 2x 2x
1r cot(1rx) = -
X
+-
x
-1 + -
x
-4 +
2 - 2 -
n=- 10
has no poles for any value of s and is bounded at s ---7 00. By Liouville's
theorem (page 381) it must be a constant, and by letting 0' ---7 00, we
see the constant K is unity. Therefore, amazingly enough ,
D(O') = 1 + 1rC
2a [cot 1r(O' + a) - cot 1r(O' - a)]
h2
1 0 0
144+2h 2-4b
h2 h2
1 0
64+2h 2-4b 64+2h 2-4b
h2 h2
~(O) = 0 1
16+2h 2-4b 16+2h 2-4b
h2
0 0 2 1
2h - 4b
h2
0 0 0
16+2h 2-4b
where the B's are proportional to the a's, but adjusted so that Seo(h,l)
= 1. When s = 0, the two solutions S(b,h;ei~) and S(b,h;e-i~) are equal
and the second solution, independent of Se«, must be obtained by means
§5.2] General Properties, Series Solutions 563
of Eq. (5.2.6). It has a logarithmic term in it and hence is not periodic
in q,.
Over the range of band h indicated in Fig . 5.4 by the unshaded
area between the line marked 0 and the line 10 expression .1(0) sin 2(ll'a)
is less than unity and thus there is a solution for s which is real and less
than unity. Se and So as given in Eq. (5.2.73) are independent solutions,
and the best way to compute s and the coefficients an is by means of
the continued fraction of Eq. (5.2.71).
2 4 6
Separation Constant b
Fig. 6.4 Values of separation constants for periodic solutions of
the Mathieu equation.
For the set of values of band h given by the curve marked as 10,
.1(0) sin 2(ll'a) and s are unity. It turns out that an = -a-n-l so that
both S(b,h,e i~) and S(b,h,e-i~) are proportional to
SOl(h,z) = LB
n=O
2n +1 sin(2n + 1)q,
which is called the odd Mathieu function of the first order. ' Above this,
in the next shaded region, .1(0) sin 2(ll'a) is larger than unity, s is com-
plex, having the value 1 + ei, and consequently the solution is unstable.
At the upper edge of this region of instability s is again unity, but this
time an = a-n-l, so that both S solutions are proportional to
..
Sel(h,z) = LB
n=O
2n + 1 cos(2n + 1)q,
the even Mathieu function of the first order. The second solution again
has a logarithmic term.
This behavior continues for increasing values of b: alternating regions
of stability and instability, the boundary lines between, corresponding
564 Ordinary Differential Equations [cH.5
to the special case where s is an integer and where one solution is periodic,
either an even function (using cosines in the Fourier series) or an odd
function (using sines), and the other solution is nonperiodic, containing
a logarithm. For the rest of the range of band h, exclusive of the
boundary lines, the solution is nonperiodic but oscillating, with solutions
of the form given in Eq. (5.2.73), or else nonperiodic and unstable, with
solutions containing a complex exponential factor times a Fourier series.
In many cases of physical interest the coordinate corresponding to q,
is a periodic one, returning on itself as q, increases by 211". This being
the case the only useful solutions are the periodic ones, which we have
called Mathieu functions, for integral values of s (one odd function
SOm and one even function Se-; for each integral value m of s). When h
goes to zero Se; reduces to cos(mq,) and SOm reduces to sin(mq,).
To compute the allowed values of the separation constant b cor-
responding to these periodic functions we can use, instead of the Hill
determinant, the continued fraction equation (5.2.71) in reverse to find b
when s is given . We let s = m, an integer, and find, by successive
approximations, a consistent solution of
where the ratios al/aO, a_l/ao are given in terms of continued fractions
on page 559. Except for m = 0, there are two different solutions for
each value of m, one giving rise to a sine series and one giving a cosine
series (that is, an = ± a2m-n).
When s = 0, aI/ao = a_I/ao, and we solve the equation
h'
16 + 2h2 _ 4b _
2
2b = h - h'
16 . 4 + 2h 2
- 4b - - - ; etc .
L L
~ ~
,
(5.2.77)
or G2 = ko; G4 = k 2 - (2/k o)
1
G2n = k 2n- 2 - k 1
1 2 (5.2.78)
2n- 4 - k 6 _
2n- k 2 - (2/k o); n >
either of which can be used, depending on the relative ease of calculation
and speed of convergence.
566 Ordinary Differential Equations [cu. 5
Equating the two expressions for G2 gives a continued fraction equa-
tion for determination of the allowed value of b. Setting a = b - th 2 ,
o = ih2 , we have
2
a = 20 82
a - 4 - 82
a - 16 - - - - - ; : 0 - ; : ; - - -
a - 36-
which is equivalent to the equation of page 564. An infinite sequence
of solutions of a as functions of 0 can be found, from which values of be2m
can be determined. Some of the values are given in the tables. Values
are also shown graphically in Fig. 5.4.
For solutions of type II, by the same methods, we can arrive at the
following equations for the coefficient ratios G and the separation con- I
It turns out that (unless h is quite large) the values of B; are largest
for n ~ m. Consequently On = B n/Bn-2 is small for n > m and is
large for n < m. Experience will show that the finite continued frac-
tions, like Eq. (5.2.77), are best to use when computing G; for n < m
and the infinite fractions, like Eq . (3.2.78), are best for the values of n
larger than m.
Mathieu Functions of the Second Kind. As we have mentioned on
page 559, when s is an integer both S(b,h,ei~) and S(b,h,e-i~) are propor-
tional to either Se« or SOm, the Mathieu function of the first kind, cor-
responding to b = be; or bo- ; respectively. For these particular values
of b the second solution has a logarithmic singularity in z = ei~ (in other
words, it is not periodic in rP) , and we must set up special solutions for
these special cases. We indicate here the method for obtaining the
second solutions corresponding to the even functions Se2m(h, cos rP).
Since rP = 0 is an ordinary point for the Mathieu equation
1/1" + (b - ih 2 - ih 2 cos 2rP)1/I = 0
one should be able to set up a fundamental set of solutions, one with
unit value and zero slope and the other with zero value and unit slope
at rP = O. For b = be2m, the first solution is Se2m(h, cos rP), which has
unit value and zero slope. The second solution should be of the general
form
..
Fe2m(h, cos ep) = 'Y2m [ rP Se2m(h, cos ep) + L D2n sin (2nrP) ]
n=1
(5.2.79)
r
00
'Y2m = [1 + l 2nD 2n
n=1
Therefore we have the fundamental set for q"
s«: = 1; (d/dq,)Se 2m = 0 } q, = 0
Fe2m = 0 ; (d/dq,)Fe2m = 1
,
The Wronskian A(Se ,Fe), with respect to q" is a constant, and therefore
d d
Se2m(h, cos q,) dq, Fe2m(h, cos q,) - Fe2m(h, cos q,) dq, Se2m(h, cos q,) = 1
l
00
Fo2m+1(h, cos q,) = 02m+1 [ q,S02m+1(h, cos q,) + D2n+ 1 cos(2n + 1)q,]
n-O
with equations for the D's similar to those written above. In this case
we normalize so that F02m+1 = 1 at q, = 0 (it has a zero slope there),
which results in an equation for
l
00
was so useful. One obvious reply is that In, for this case, satisfies
eminently simple recurrence relations:
From the completeness property of the power series, we may now con-
clude that the functional set eM will represent any reasonable periodic
function of 0 of period 211'. The necessity for the periodicity is a con-
sequence of the fact that we are representing by the Fourier series the
values of if; on a circle and if; repeats itself as we complete the circuit.
572 Ordinary Differential Equations [CR. 5
By considering even or odd functions of B, we immediately generate the '
sine or cosine Fourier series.
As a second example, let us examine the first solution of Legendre's
equation (5.2.49) for m = 0 and integer values of n.
Z3 = t(2P 3 + 3P I )
Z4 = :fiJ(8P 4 + 20P 2 + 7P o)
ZS = -h(8P s + 28P 3 + 27P I ) ; etc.
From the fact that the power series in positive powers of z is complete
for functions which are not singular, we may conclude that these fun c-
tions may equally well be expressed in terms of the Legendre polynomials.
In order to include singular functions, it would be necessary to include
the second solution of the Legendre equation in our discussion (cor-
responding to the negative powers of z).
. For present purposes it is not necessary to determine coefficients in
the above expressions explicitly. It is enough to demonstrate the possi-
bility of such a representation. For example, in the case of the solution
of Bessel's equation for integer n (5.2.62) we have one set of solutions
In(z) = e- i·znF(j + nil + 2nJ2iz) ----+ zn(l + . ..)
z--+O
L
00
(the cos 2,p term is not present). We substitute Anfn into the
Mathieu equation:
L:
00
~ {h
-"4 A n- 1 - h
2
"4 A n+ 1 + An [h
2 2
Lt b - "2 - 4(n + s)2 ]} e
2i(n+.)8
=0
-co
From the completeness of ei (n+. )8, the coefficient of each term must be
zero. (Where we are using the result that, if a power series is identically
zero, the coefficient of each power must be zero.) We thus obtain the
three-term recursion formula :
~2 A n+ + An [4(n + sF _ b + ~2] + ~2 A n-
1 1 = 0
2
~ (n + 2)(n + 1) n
Lt P;
{ 2
A n+2h (2n + 3)(2n + 5) + An [ (n)(n + 1) - b +h 2 (
4n 2 - 1
o
2
(n + 1)2)J h (n - 1)(n) }
+ (2n + 1)(2n + 3) + A n- 2
(2n - 1)(2n _ 3) = 0
This is a three-term recursion formula which must now be solved for An,
subject to the conditions A_ 1 = A_ 2 = O.
What we have done here is to find some complet e set of functions
fn(z), in terms of which we choose to expand our solution. In practice
we choose f's such that their differential equation '.mn(fn) = 0 is not very
different from the equation we wish to solve, £(1/1) = O. We then use
the relations between successive fn's in order to express the difference
between £(fn) and '.mn(fn) in terms of a series of fn's.
[£ - '.mmlfm = I 'Ymnfn
n
(5.2.80)
I am'Ymn
m
= 0
§5.2] General Properties, Series Solutions 575
which are the recursion formulas for the coefficients am. If these can be
solved, we have obtained a solution for the equation £(if;) = O.
The general usefulness of the expansion in question depends, of
course on its rate of convergence, which in turn depends on the behavior
of an as n ~ 00. To obtain this, consider the above equation in the
limit n ~ 00:
This is just the recursion relation (5.2.69) derived for Mathieu functions
if the substitution
8 = 0; A n +2 = j-Cn +2 ; n = 2{3
is made. It may be recalled that the Mathieu recursion relation has a
convergent result for an as n ~ 00 if, for a given 8, b takes on only certain '
special values. These values must be determined from the recursion
formulas for an by the methods outlined in the section on continued
fractions.
Many other cases of series expansion of a function in terms of other
functions will be found later in this book. Series of Legendre functions
(hypergeometric functions, see page 593) and of Bessel functions (con-
fluent hypergeometric functions, see page 619) will be particularly
useful.
In general, what we can try to do with such series is to use solutions
of equations with a given set of singular points to express solutions of
equations with one more singular point (or with more complicated singu-
lar points). For instance, according to Eq. (5.2.30) a power of z is a
solution of a differential equation with two regular singular points, at
o and 00 . Therefore solutions of an equation with three regular points
(hypergeometric function) or of one with one regular and one irregular
point (confluent hypergeometric function) can be expressed in terms of a
power series in z with comparative ease. On the other hand solutions
of an equation with two regular points and one irregular point (spheroidal
functions) can most easily be expressed in terms of a series of hyper-
geometric functions (Gegenbauer functions) or of confluent hyper-
geometric functions (Bessel functions). We defer the Bessel function
series and any discussion of series of more complex functions until later
in the book [see Eqs. (5.3.83) and (11.3.87)].
As a final remark, note that the series '2,anf n(z) may be generalized
into an integral as the Fourier series was generalized into a Fourier
integral. For example, instead of if;(z) = Lanf,,(z) we could write
"
if;(z) = fK(z,t)v(t) dt
It is clear that the variable integer n has been replaced by the con-
576 Ordinary Differential Equations [CR. 5
tinuous variable t, that the functions fn(z) have gone over into K(z,t),
and that the coefficients an have become v(t). We may, by comparison
with the procedure for the series form, outline the manner in which we
obtain the integral representation of y; (as the above integral is called).
First we apply the operator z, where now, to indicate that .c operates
on the z variable only, we write .cz for .c. Then
.c.y; = f.c.[K(z,t)]v(t) dt = 0
In our treatment of .cz[fn(z)], we made use of the recurrence relations of
I; to change the differential operator into a set of difference operators,
by the recurrence relations
mti(v) = 0
This equation is the analogue of the recursion formulas for an. If we
can solve the differential equation for v(t), we shall then have a solution
of the original differential equation for y;(z), which has some points of
advantage over a series representation. But this subject is a voluminous
one, and we had better devote a separate section to it.
§5.3] Integral Representations 577
We have now pro ceeded far enough to see the way series solutions go.
Expansion about an ordinary point is straightforward. The unusual
cases are about the singular points of the differential equation, where
the general solution has a singularity. We have indicated how we can
obtain series solutions for two independent solutions about each singular
point, which will converge out to the next singular point (or else are
asymptotic series, from which reasonably accurate values of the solution
can be computed over a more restricted range) . In other words, we
have worked out a means of calculating the behavior of any solution of
the second-order, linear, differential equation in the immediate neighbor-
hood of any point in the complex plane. In particular we can set up the
series expansion for the particular solution which satisfies any reasonable
boundary condition at any given point (what constitutes "reasonable-
ness" in boundary conditions will be discussed in Chap. 6).
Quite often these boundary conditions are applied at the singular
points of the differential equation. We have seen that such singular
points correspond to the geometrical "concentration points" of the
corresponding coordinate system. Often the shape of the physical
boundary can be idealized to fit the simple shape corresponding to the
singular point of one of the dimensions (for instance, the origin cor-
°
responding to r = in spherical coordinates, the disk corresponding to
J.L =° for oblate spheroidal coordinates, the slit corresponding to ep = 0,
1r for elliptic cylinder coordinates, etc .). Often only one of the solutions,
for only one of the indices (if the singular point is regular) , can fit the
boundary conditions, so one of the solutions discussed in the previous
section will be satisfactory.
If we wish values of the allowed solution nearby, the series expansion
is satisfactory and, indeed, is the only way whereby these intermediate
values can be computed. But quite often we wish to calculat e values
and slopes near the next singular point, where the series which is satis-
factory for the first singular point either converges extremely slowly or
else diverges. For instance, we often must satisfy boundary conditions
at both ends of the range for a coordinate corresponding to two con-
secutive singular points. What is needed is a joining factor, relating
one of the series about one singular point with the two solutions about
the other point, for then we should not need to stretch the convergence
of the series. Suppose Ur, Vr are the two independent series expanded
about the singular point z = ar and U2, V2 are the series about z = a2.
If we can find relations of the sort, Ur = 'YllU2 + 'Y12V2, etc. , we can then
use Ur, Vr when we wish to put boundary conditions at ar and U2, V2 for
putting conditions at a2. We shall have no convergence problems if we
578 Ordinary Differential Equations [cH.5
can express each solution at one end in terms of the solutions at the
other.
For the simplest sorts of differential equation this joining of the
behavior about one singular point to the behavior about another is easy.
As long as the solutions are either rational functions (Eq. 5.2.29) or
elementary transcendental functions [Eq . (5.2.33)], we know the behavior
of the solutions at both ends of the range ; the" joining" has already been
done for us. For the next more complex equations this joining is not
so simple. Equations (5.2.51) and (5.2.60) are examples of such joining
equations, but our derivation of these formulas from the series solutions
was not rigorous, nor was it even valid for much of the ranges of the
parameters. Series solutions, as Stokes put it , "have the advantage of
being generally applicable, but are wholly devoid of elegance." What
we should prefer would be to express the solutions in terms of the rational
fun ctions or the elementary transcendentals in some finite way , which
would be just as convergent at one singular point as at another. This
can be done for some equations by the use of integrals, instead of series .
The expression
y;(z) = fK(z,t)v(t) dt (5.3.1)
is general enough to express nearly any solution. If the functions K
and v turn out to be rational functions or elementary transcendentals,
then we have a" closed " form which can be used to calculate the solution
anywhere on the complex plane. All we need is to determine how we
are to find the correct forms for K and v for a given equation.
Some Simple Examples. Our acquaintance with the techniques of
contour integration enables us to work out a few simple cases to illustrate
the relationship between integral representation and series solution.
For instance, since
1 1
or 7r coth(7rt) =
t - n t - in
n= - QO n= - GO
(see page 561), we can utilize the residues of this function to produce a
Fourier series . For instance, the integral
The cont our integral is 21Ti times the sum of the residues for all the
poles of cot h(1Tz) :
..
~ +. cot h(1Tt) F(t) ezl dt = 4i ~ [Re F n cos(nz) - Im F n si n(nz)]
f i
-tOO+1l! ~
n=O
(5.3 .2)
where E; = F(in) .
A more immediately useful integral representation can be obtained
from the properties of the gamma function I'( - t). The fun ction
-1T 1
r ( - t) = r et + 1) sin (1Tt ) -;:;: - ( - I)n (t - n)r (t + 1) ;
n = 0,1,2, .
has simple poles at t = 0, 1, 2, . . . . If we include in the integrand a
factor z', and if the whole integrand converges, then the sum of the
residu es will turn out to be a series in integral powers of z. As was
shown on page 486, the asymptotic expression for r et + 1) is
r et + 1) ~ yI2; e-I- 1t l +!
t-> 00
where the cont our passes to the left of the pole at t = 0 and is com-
pleted along the semicircle of infinite radius surrounding the positive
half of the t plane, going from +i 00 back around to - i 00. Thus we
have a fairly direct means of going from a series to an integral. If G(n)
is a "closed function" of n (i. e., if the successive coefficients are related
by a simple formula such as a two-term recursion formula), then the
integrand is a closed form.
The uses of such a formula and the precautions necessary to ensure
convergence are well illustrated by applying it to the hypergeometric
580 Ordinary Differential Equations [CR. 5
series [see Eq. (5.2.44)]
..
fCc) \ ' f(a n)f(b + n) +
F(a,blclz) = f(a)f(b) 4
f(c + n)n ! zn
n=O
. f(c) /2ri I'(c + t)f(b + t)
It appears that the function G should be f(a)f(b) f(c + t)
if this function should have its poles to the left of the imaginary axis and
if Gzl/f(t + 1) sin(1I"t) converges. Using the asymptotic formula for
the gamma function, we find that, if t = Rei 8 = R cos 0 + iR sin 0, for
R large enough
f(a + t)f(b + t) '"'-' eHc-a- b Ra+b-c-l ei(a+b- e- J) 8
I'(c + t)f(t + 1) -
Also if z = re i'; and (- z) = re i</>-i7< = eln r+ i(</>-7<)
(-Z)l = exp{R[(ln r) cos 0 + (11" - q,) sin 0] + iR[(q, - 11") cos 0
+ (In r) sin 0]1
d _1_ _ {2i exp[i1l"R cos 0 - 1I"R sin OJ; 0 < 0 < 11"
an sin(1I"t) - 2i exp[i1l"R cos 0 + 1I"R sin 0]; 0 > 0 > -11"
Therefore, discarding the imaginary exponentials by taking the magnitude
of the integrand
f (a + l)f(b + t) (-Z)l!
II'(c + t)f(t + 1) sin(1I"t)
R) a+b- c- I
'"'-' 2 ( -
{e-R';Oln 8.
eR III r coo 8 eR (2"-'; )oil1
'
o< 0 < (11"/2)
- e 8; o > 0> -(11"/2)
Therefore as long as the magnitude of z is less than unity (i.e., In r < 0)
and the argument of z larger than zero and less than 211"(0 < q, < 211") ,
the integrand will vanish along the semicircle part of the contour [R ~ ~,
- (11"/2) < 0 < (11"/2)] . As long as these conditions hold, an integral
representation for the hypergeometric series is
F(a,blclz)
fCc)
= f(a)f(b)
fi"
-i..
f(a +
t)f(b
211"if(c t)
t)
+
+ I
f( -t)( -z) dt (5.3.4)
if we can draw the contour between -i~ and +i~ so that all the poles
of I'( -t) are to the right and the poles of f(a + t)f(b + t) are to the
left. Figure (5.5) shows that this may be done, even if Re a and Re b
are negative, as long as neither a nor b are negative integers. If either a
or b is a negative integer, Eq. (5.2.44) shows that F is a finite polynomial,
not an infinite series (it also indicates that c should not be a negative
integer) .
This integral representation does not seem to be a useful or elegant
result ; in fact at first sight it appears less elegant than the expression for
§5.3] Integral Representations 581
the series. It is not difficult to show, however, that the possibilities for
rearranging the contour without changing the value of the integral make
for considerable flexibility in expanding the result, just the flexibility
needed to relate the expansion about one singularity to expansions about
another singularity.
For instance, further examination of the asymptotic behavior of the
integrand of Eq. (5.3.4) shows that it goes to zero when R --t 00 for the
range (71"/2) < (J < (371"/2) , (t = Rei 9) , i .e., for the infinite semicircle
enclosing the left-hand part of the t plane. Therefore the contour
enclosing all the poles of r( -t) (which results in the hypergeometric
, Plane
-4; b -3;b
2 3
. . .
-4-0 -3- 0 - 2- 0
series above) is equal to the contour enclosing all the poles of rea + t)
reb + t) . Using the equations rea + t) = [7I"/r(1 - a - t) sin 7I"(a + t)],
etc., and evaluating residues at the pairs of poles, we have
00
= r(a)r(b - a) (
(-z)-GF a I -
I'(c - a ) '
c + all - b 1)
+ al-z
+ r(b)r(a
rc-
~) b) (-z)-bF (b 1
1- c + bll - a + bl~)
z
(5.3.5)
d 2if;
£z(if;) = fez) dz 2 + g(z) dif;
dz + h(z)if; = 0 (5.3.6)
§5.3] Inlegral Representations 583
where I, g, and h are then polynomials in z. When the differential
operator £ is applied to the integral form of Eq. (5.3.1), the operator
can be taken inside the integral, to operate on the z part of the kernel K,
d d
P(v,K) = av dt K - K dt (av) + (3vK
If now the limits of integration and the cont our along which the
integral is taken are such that P returns to i ts initial value at the end of
the contour, the integral of dP j dt is zero and
And when the kernel is z', the relation is ca lled the Mellin transform.
It also can be obtained from the Fourier transform by setting J.L = -it,
JI = In z, f(ln z) = if;(z) , and F( - it) = -iv(t) , giving
fi~ v(t) = 2i
if;(z) =
-,oo
v(t)zt dt;
11" Joroo if;(Z)Z-t-l dz (5.3.9)
Still other transforms can be devised, not all of them as closely related
to the Fourier transform as these two . The transform f v(t) (z - t)" dt,
for instance, is called the Euler transform (see also Sec. 4.8) .
The rest of this section will be devoted to the study of a number of
examples of integral representations, both to illustrate the techniques of
obtaining such solutions and the methods of using the results and also
with an aim to make more familiar certain fun ctions which will be
generally useful later in this volume. Two types of kernel will be
studied in considera ble detail:
(z - t),,; the Euler transform
ezt ; the Laplace transform
Other types of transforms, of less general utility, will be discussed in less
detail.
The Euler Transform. As mentioned previously, we should expect
that the kernel (z - t)" would be a satisfactory representation for solu-
tions of equations having only regular singular points, such as the
Papperitz equation (5.2.36) or the corresponding canonical form , the
hypergeometric equation (5.2.42). This restriction of the form of
equation for which the Euler transform is applicable evidences itself
in a somewhat unfamiliar way when we come to apply the differential
operator £ to the kernel (z - t)".
The form for £ is that given in Eq. (5.3.6), the form in which the
hypergeometric equation (5.2.42) is already given. When £ is applied
to the kernel (z - t)"H, there results a complicat ed algebraic function
of z and t:
£z«z - t),,) = J.L(J.L - l)f(z)(z - t),,-2 + J.Lg(z)(z - t),,-l + h(z)(z - t)"
This is now to be converted into some differential operator mrt, operating
on some power of (z - t). The form of mr could be worked out painfully
by dividing out (z - t)r 2, expanding the rest in a bilinear form of z
and t and then trying to work out the form for mr which would give the
result. A more orderly procedure results when we expand the functions
586 Ordinary Differential Equations [CR. 5
f,g, h in a Taylor's series about z = t (since t. g, and h are polynomials
in z this ca n always be done) . For instance, f(z) = f(t) + (z - t)f'(t)
+ ·H z - t)2f"(t) + , and so on. The result is
.e.«z - t),,) = p.(p. - 1)f(t)(z - t)r 2
+ [p.(p. - 1)f'(t) + p.g(t)](z - t),,-l
+ +
+ [ip.(p. - 1)f"(t) p.g'(t) h(t)](z - t)" +
where the fourth term in the series involves the third derivative of f,
the second derivative of g, the first derivative of h, and so on.
In order to have this form represent a second-order operator, operating
on (z - t)", we must arrange that the fourth and all higher terms in
this series be zero. There are many ways of adjusting the functions
f , g, h so that this is so, but the simplest way (and sufficient for our needs
here) is to require that all derivatives of f higher than the second, of g
higher than the first , and of h higher than the zeroth be zero. In other
words, if f(z) is a second-order polynomial in z, g(z) a first-order poly-
nomial, and h(z) is a constant , then the expression above will have only
the three terms which are written out; all higher terms will vanish.
We see that this automatically restricts us to an equation with three
regular singular points ; for f , being a quadratic fun ction, will have two
zeros, and when the equation is written in the form of Eq. (5.2.1)
we can soon verify that, in general, there are three regular singular
points; two at the roots of f(z) = 0 and one at infinity. The hyper-
geometric equation is of just this form (as, of course, it must be) . Refer-
ring to Eq. (5.2.42) we see thatf = z(z - 1), g = [(a + b + 1)z - c],
and h = abo
But having gone this far, we can go further toward simplifying the
equation, for we have the liberty of choosing the value of u, The coeffi-
cient of (z - t)" is now independent of z and t, for f", g', and h are con-
stants. Consequently if we set
~p.(p. - 1)1" + p.g' + h = 0 (5.3.10)
we obtain two solutions for p., either of which can be used in the integral
representation.
The differential form ~t is then
d2 d
~t = a(t) dt 2 - f3(t) dt + 'Y
where a = f(t); f3 = (p. - 1)f'(t) + g(t); 'Y = ip.(p. - 1)1" + p.g' + h
(5.3.11)
§5.3] Integral Representations 587
and the adj oint equation and the bilinear concomitant are
d2
mtt(v) = dt 2 [j(t)v] + ded [,B(t)v] + 'YV = 0
y = jv;
d
2y
d
dt 2 = - de
({3)
] y ; dy {3
dt = - ] y; In y = -
f (3
] dt + In A
or vet) = 1
exp {- f[ (IJ. - 1) 7+ 1] dt} = Aj-"e-f<ol!)dt
and P(v,K) = -jJ.j(t)v(t)(z - t),,-I ; if; = fez - t)"v(t) dt (5.3.13)
where the integral for if; is such that P has the same value at the beginning
and end of the path of integration.
We note that it is possible to make the differential equation, which
is to be solved by the Euler transform, have jour regular singular points,
one at infinity, by letting j be a third-order polynomial, g a second-, and
h a first-order polynomial and then arranging that that coefficient of
(z - t),,+I in the series for £z( (z - t),,) be zero:
AIJ.(IJ. - 1)1'" + !jJ.g" + h' = 0
Since j"', g", and h' are constants, this equation can serve to determine
jJ., instead of Eq. (5.3.8), and we shall then have to solve Eq. (5.3.10)
for v, when 'Y is not zero. The fly in the ointment is that in this case the
equation mt(v) is just as complicated as equation £ (if;) , having just as many
singular points. Consequently the Euler transform does not save us any
work, as it does in the case of the equation with three regular points,
when 'Y can be set equal to zero. The solution v does not have a simple
form of the sort given in Eq. (5.3.11); it still must be expanded in an
infinite series.
We can therefore say that the Euler transform is of especial utility
for equations of the Papperitz form [Eq . (5.2.36)] and, in particular,
for the hypergeometric fun ction and its special cases, the Legendre
functions [Eq. (5.2.47)] and the Gegenbauer fun ctions [Eq. (5.2.52)].
Euler Transform for the Hypergeometric Function. The hypergeo-
metric equation
£z(if;) = (Z2 - z)if;" + [(a + b + l)z - cW + abif; =0
lends itself to solution by means of the Euler transform. The expressions
for the coefficients in the operator mIt are
a = Jet) = t(t - 1); {3 = (a + b + 2jJ. - l)t - (c + IJ. - 1);
'Y = jJ.(1J. - 1) + lJ.(a + b + 1) + ab
588 ' Ordinary Differential Equations [cH.5
°
and the roots of the equation 'Y = are J.L = -a, J.L = -b. We will
choose J.L = -a; substitution in Eq. (5.3.13) [for g = (a + b + l)z - c]
results in
v = Ata-e(t - 1)c-b--I; P = aAea-e+I(t - 1)c-b(z - t)-a-I
taken between limits and over a contour which makes the corresponding
integral of dP Idt equal to zero. The integrand in this case has branch
points (unless a, b, and c are integers) at t = 0, 1, z, and 00. If P vanishes
at two of these, we can make these the limits of integration ; otherwise
we can make the integral over a closed contour such that P returns to
its original value at the end of the circuit. For instance, if c > b > 0,
P goes to zero at t = 1 and t = 00.
To obtain a power series expansion for the integral to compare with
the hypergeometric series, we expand (t - z)-a in the integrand
I'(m)I'(n) =
I'(m+n)
e xm-I(1 _ x)n-I dx = JIt: t-m-n(t -
Jo
l)n-1 dt
°
which is valid as long as Re c > Re b > and as long as z is not a real
number larger than unity. For cases where Re b ~ 0, we can inter-
change a and b in this formula and obtain another, equally valid repre-
sentation, since F(a,blclz) = F(b,alclz).
The integral of Eq. (5.3.14) can then be considered to be the "real"
hypergeometric function, from which one obtains series expansions
about any desired point. It is interesting to note that this integral
representation has a very different appearance from the one given in
Eq. (5.3.4), which is equally valid. The difference is only superficial,
however, for there is a close connection between gamma functions and the
Euler transform, as will be indicated in some of the problems.
An interesting extension of this formula is the expression for one
of the solutions of the Papperitz equation (5.2.36), corresponding to
Eq . (5.2.46) . Setting t = [(u - a)(b - c)/(u - c)(b - a)] (where a, b,
§5.3] Integral Representations 589
and c are now the positions of the singular points, not the indices as
above) we have
i C
Contour
Fig. 6.6 Limiting contour for obtaining joining relations
for hypergeometric function. Integrand is real at point
A when z is real.
f 00 (w - 1 + z)a-cwb--l(w - 1)-a dw
which can quickly be converted into Eq. (5.2.49) by using Eq. (5.3.14)
in reverse. In this case our restrictions are that Re b :::; Re c :::; 1 +
Re a :::; 2. Since the result is obtained by rearrangement of contours of
integration and substitution of gamma functions and other finite pro-
cedures, it has, perhaps, a more dependable "feel" to it than does the
juggling with infinite series required in the earlier derivation.
Between the two derivations and by use of analytic continuation,
we can extend this joining formula to . cover a still wider range of a, b,
and c. For instance, our previous derivation is valid for Re b > Re c -
Re a, whereas the present one is valid for Re b :::; Re c so that, between
the two, the relation is valid over the whole range of b for which the
fun ctions are analytic. As long as z is not equal to unity, the function
F(a,blclz) is an analytic fun ction of a , b, and c, except for a and b = 00
and for c zero or a negative integer. The right-hand side of Eq. (5.2.49)
is an analytic function of a, b, and c except for c zero or a negative integer
§5.3] Integral Representations 591
or for a + b - c a positive or negative integer or zero. For anyone
of these parameters we can find a region for which one or the other of the
restrictions on the derivation of Eq. (5.2.49) is complied with and which
at the same time overlaps the wider range over which F is analytic.
Consequently we can extend the equation, by analytic continuation,
eventually to cover the whole range of values of a, b, and c for which the
left- and right-hand sides are analytic. The other joining formula
(5.3.5) may likewise be extended. Between the two , it is possible to
express any solution of the hypergeometric fun ction around one of the
three singular points in terms of the solutions about any of the other two
points. Thus we have completely solved the problem of the joining
factors, mentioned on page 577, for the case of equations with three
regular singular points.
Analytic Continuation of the Hypergeometric Series. Another set of
formulas, useful in later calculat ions, may be obtained by further con-
tortions of the integral expression (5.3.14). Let t = l /u and u = 1 - w,
F(a blclz)
,
= . r(c)
r(b)r(c - b) [«
e
ub-l(1 - u)c-b-l(1 - uz)-a du
= r(c)(1 - z)-a
r(b)r(c - b)
e
Jo
we-b-l(1 _ w)b-l (1 _ ~)-a dw
z - 1
= (1 - z)-a F (a , c - bl c] z ~ 1) (5.3.16)
therefore
-F(a,blclz ) (bz/c)F(a + 1, b + 11 c + 11 z) - F(a + 1, bl e] z)
Also, since (d /dz)(t - z)-ata-e(t - 1)c-b-l = aCt - z)-a-1ta-e(t - 1)c-b-l
we have dd F(a,blclz)
z
= ab F(a
c
+ 1, b + 11 c + 11 z)
both of which, of course, can be easily obtained by manipulation of the
hypergeometric series .
Before we finish our discussion of the hypergeometric function, it
would be well to verify a state~ent made on page 584 that the different
independent solutions for a differential equation may be obtained by
592 Ordinary Differential Equations [CH. 5
changing the allowed limits of integration of the integral representation
without cha nging the form of the integrand. In the case of the hyper-
geometric equation, the second solution about z = 0 is, according to
Eq. (5.2.45) ,
Y2 = zl-c F(b - e +
1, a - e +
11 2 - e/ z)
when the first solution is F(a ,blelz). Use of Eq. (5.3.14) to obtain an
integral representation for the new F gives us
AY2 = Ar(2-e)
rea - e + l j I'(I - a)
zl-e j'" (u -
1
Z)c-b-1Ub-l(U - 1)-a du
which has a different integrand from the one for the first solution given
in Eq. (5.3.14) . However, by letting u = zit and
A = r(e)r(a - e + l)r(1 - a)
r(b)r(e - b)r(2 - e)
we finally obtain an integral representation for the second solution
thus obtaining still another representation for the first solution, for
Re e > Re b > 0 as before. This integral can be changed into a contour
integral about 0 and z if we can arrange the contour so as to return the
integral to its initial value at the end of the circuit. This requires a
double circuit, as shown in Fig. (5.7), going around both points once in
each direction. Denoting the integral in Eq. (5.3.19) by J , we have
¢e(t - Z) c-b- 1tb-l(1 - t)-a dt = eirb[eir(e-2b) - eire + e- ir(e-2b)
- e-irejJ
. . . 2
41r eirbJ
= 4e'rb sin (1rb) sin 1r(e - b)J = r(b)r(1 _ b)r(e _ b)r(1 b _ e) +
Therefore a contour integral for F is
e- irbzl-e
F(a,blelz) = 41r 2 r(e)r(1 +
b - e)r(1 - b) .
. ¢e (t - z)c-b-ltb-l(1 - t)-a dt (5.3.20)
§5.3] Integral Representations 593
This equation may now be extended by analytic continuation to the
whole range for- a, b, and c except that which makes the gamma func-
tions go to infinity.
Finally, by making the substitution t = (u - z)/(1 - u) in Eq.
(5.3.19) we can obtain
r(c)zI-c(1 - z)c-a-b
F(a,blclz) = r(b)r(c - b) .
lZ (z - U)b-1 u c- b- l (1 - u)o-c du (5.3.21)
t Plane
Contour D
-I
z +1
=
21riA2"
rea + nr( -a) )0
«I- z)/ 2 (1-2-
_z - u
)-,,-1
u"(1 - u)" du
= 21riA2" F[ -a,a + 1111(1 - z)j2]
which final result may then be extended by analytic continuation to all
ranges of a for which the hypergeometric series is analytic. Since it is
convenient to haveT~(I) = 1, we set A = Ij2,,+I1ri , so that
-1
1 [d
Pn(z) = n! dun vu 2
n
-
1
2uz + 1 ] u=o
and, by use of Taylor's series (4.3.3), we have
L
00
VI - 1
2hz + h2 -- hnP Z
n( )
(5.3.27)
n=O
where Ihl must be smaller than the distance from the origin to the points P
or P' of Fig. 5.9 and Izi ::; 1. Also, by use of the Laurent series and the
integral with ur, we have
Lh:+
00
1
Pn(z)
VI - 2hz +h 2 1
n=O
where Ihl must be larger than either [z ± vz 2 - 11 or z ::; 1. Therefore
we obtain the useful general formula
00
1 fl (1 - t )a 2 (5.3.29)
Qa(Z) = 2a+I -1 (z _ t)a+1 dt
as the Legendre function of the second kind. For this form Re a > -1
and z cannot be a real number between -1 and + 1.
For negative values of «(Re a < -1), we must take a contour inte-
gral about + 1 and -1. In order to bring the bilinear concomitant back
to its original value, we make it a figure-eight contour, going around
t = -1 in a positive direction and around.z -= + 1 in a negative direction.
598 Ordinary Differential Equations [cH.5
Hence, working out the details
The integrals for m odd are zero, so that we ca n set u = t2 and obtain
..
_ 1 \ ' I'(o + 2n + 1) (1) (I n- t _ a •
Qa(z) - (2z)a+I ~ r(a + 1)r(2n + 1) z2n Jo u (1 u) du,
n=O
m = 2n
Using Eq. 4.5.54 for evaluating the integrals and using the formula
.y; r(2x) = 22z-- l r ( x ) r ( x + t) several times, we finally arrive at an
expression for Qa which is useful for large values of z.
.y; r(a
Qa(z) = (2z)a+I r(a
+ {)1) F (2- 2
+ + -'a -1 2
+ -a la + ~I z21)
3
(5.3.30)
as long as a is not a negative integer (in which case Q-n = Qn-I, a special
case) . We see, therefore, that Qa(Z) ~ 0 whenever Re a > -l.
z--> 00
Compare this with the corresponding Eq. (5.3.25) for P a(Z).
There are several interesting interrelations between the Legendre
functions of the first and second kind. One may be obtained by manipu-
lating the contour for P a ( -z) as shown in Fig. 5.10. We first set t = -u
in the contour integral for P a ( -z) and then change the contours as shown:
§5.3] Integral Representations 599
But the contour C is just that for the function Qa and contour B is that
for P a' In addition (z - u) in the second integral must be changed to
(u - z) in order to compare with that in Eq. (5.3.24). If Im Z > 0, as
shown in the figure, (z - u) = eir(u - z); if Im Z < 0, then (z - u) =
e-ir(u - z) . Therefore we obtain
(5.3.31)
with the negative exponential used when Im Z > 0 and the positive when
Im Z < O. This equation shows the nature of the singularity of P a(z).
Unless a is an integer or zero, P a(Z) (which is unity t Plane
at Z = 1) has a logarithmic singularity at z = -1;
if n is an integerv Psf-e-L) = (-I)"P n(l) = (-I)n.
This formula also allows us to obtain an ex-
pression for Q-a-l in terms of Qa and P a for any
values of a . Since for all a we have P a(z) =
P_a_l(Z), the above equation can be rearranged
to obtain -I
+1
(u 2 - 1)
600 Ordinary Differential Equations [cH.5
Finally, we can utilize the integral representations (5.3.24) or (5.3.29)
for P or Q to obtain recurrence formulas for the Legendre functions. Let
p,,(z) be P,,(z) or Q,,(z) or any linear combination of these two functions
(when the coefficients of P and Q are independent of a) . Then
°= K
2,,+1
f d
dt
[(t2(t _- z)"H
l),,+IJ
dt
= K(a + 1) f 2 2
{2t(t - 1)" _ (t -
(t - Z)"+1
l)"H} dt
(t - z)a+2
f f
2"H
_ K(a + 1) (t 2 - 1)" K(a +1) (t 2 - 1)"
- 2" (t - z)" dt z+ 2" (t _ Z)"H dt
-
K(a +
2"+1
1) f (t 2 - 1)"+1
(t _ Z)"+2 dt
where the contour C is the one given in Fig. 5.7, going around t = 1 and
t = z in both positive and negative directions. When a is an integer,
the integral may be changed into the differential form given in Eq.
(5.2.53).
On the other hand, if we had preferred the other solution, we could
define
(z - l)-~
(1 - Z2)-t~p~+~(z) = r(1 _ {3) F( -a -~, a + {3 + 111 - ~I t - tz)
e-i..(aHlr(a + 2{3 + 1) ,f, (t 2 - l)a+P
= 2aH+21J"r(a + {3 + 1) sin [1J"(a + {3)] 'f o (t _ z)a+2Hl dt (5.3 .36)
T~----a-2~-1()Z -- [sin1J"(a+2~)JT~()'
. ()
sm 1J"a a Z, P~a+~ ()
Z -P~
- -a-~-l ()
Z
=
rearea + 1)+ 1) (z
- 2m 2 m r
- I)mTa_2m(z)
1._
\! 1
)m -m() _ r(-y - m
P., z - r(-y + m
+ 1)
+ 1) pm( )
., z (5.3 .38)
602 Ordinary Differential Equat ions [CH. 5
An analogous set of formulas to Eqs. (5.3.26) and (5.3.27) may also
be found, showing that the generating function for the Gegenbauer
polynomials is
'"
2dr(,8 + i)/.y;;: _ '\' n d •
(l+ h2 _ 2hz)d+i - ~ h Tn(z) , Ihl < 1 (5.3.39)
n=O
which is closely related to Eq. (5.3.17) , we obtain the expansion for these
solutions for large values of z :
. F (a + :: + 1, a + :: + 2 I a + (3 + il ~)
+2 + ,8 + i) zaF (_la
a+l1r(a
I lal l _ a
_ _ (.II ~)
.y;;: rea + 1) '2" ,'2" '2" '2" fJ Z2
(1 _ Z2)-idpda+d ()
Z
= (2
Z
_ 1)-d rea +++
rea
2{3
1) sin (7ra)
+
1) sin[7r(a 2,8)] T-d ( )
-a-I Z
(5.3.41)
The contour for the integral is the figure eight, about + 1 and -1,
which was used for Qa(z). The second line shows that V goes to zero
when z ~ 00 as long as Re (a + 2{3 + 1) > 0, as was desired. The
third line shows the relationship between V and the two independent T
solutions. The fourth line, to be compared with Eq. (5.3.31), relates
the solutions for +z with those for -z; the upper sign is to be used when
Im z > 0, the lower when Irn z < O. The last line shows that this
second solution is adjusted so that change of sign of superscript does not
produce an independent function, in contrast to T~, where Eq. (5.3.38)
holds only for (3 an integer. On the other hand, V~a-2~-1 is not propor-
tional to V~ but
z (1 - ~) F" + [c - (a + b + c+ 1) ~ ] F' - a (1 + ~) F =0
This equation has regular singular points at 0, b, and ao with indices
(0, 1 - c), (0, -a - b), and (a, b + c), respectively. If we let b go to
infinity, we shall at the same time merge two singular points (the ones
originally at band co ] and make one index about each of the merged
points go to infinity (the index -a - b at the point b and the index ,
b + c at the point eo }, This double-barreled process is called a con-
fluence of singular points ; it has been mentioned before on page 537.
The resulting equation
zF" + (c - z)F' - aF = (5.3.44)°
is called the confluent hypergeometric equation [see Eq. (5.2.57)]. The
°
solution analytic at z = is given by the limiting form of F(a, b + e] c] z/b)
when b goes to infinity;
_ a a(a + 1) a(a + I)(a + 2)
2 3
I - 1
F(alcz) + CZ + 2!c(c + 1) z + 3!c(c + I)(c + 2) z +
(5.3.45)
is called the confluent hypergeometric series.
To see how the confluence affects the integral representation, we
start with a form derivable from Eq. (5.3.14) by changing t into I/t :
F (a, b + c] c] ~) = F (b + c, al c] ~)
= r(c)
r(a)r(c - a)
e (1 _~)-1>-C
)0 b
ta-l(I _ t)c-o-l dt
[
1 - ~J-b ~eZ
b b-> 00
F(alclz) = r(c)
r(a)r(c - a)
e e" ta-1(I _ t)c-a-l dt
)0 (5.3.46)
m,n
where the integrand is real for z real and t on the real axis to the right
of t = 1 and the contour goes counterclockwise about t = 1 and t = 0
and then clockwise about both, as in Fig. 5.7. This representation is
valid except for the points where the gamma fun ctions are not analytic
(i.e., when 1 - c, a, or a - c are negative integers).
Asymptotic Expansion. Let us next investigate the behavior of
F(alclz) for very large values of z, using Eq. (5.3.46) for the suitable
representation. On page 552 we have already discussed the complica-
tions inherent in asymptotic expansions about irregular singular points
and have indicated that, when the real part of z is large and positive,
We have also indicated that this expression is not correct for Re z large
and negative but that the correct form for this case is probably
We must now verify these tentative results and try to understand what
properties of the asymptotic expansion are responsible for this curious,
indecisive behavior of the function which makes it have one form for z
large and positive and another for z large and negative.
Referring to Eq. (5.3.46) we see that, if z is real, positive, and large,
the most important part of the integrand is near t = 1 and that it does
not change the integral appreciably if we extend the integration from
o to - 00 for t. To be more precise, we can write
F(alclz) = r(c)
I'(aj I'(c - a»)o
{za-cez roo e-uUc-a-l (1 _ ~)a-l du
z
+ (-z)-a looe- w wa-: (1 + ~y-a-l dW} (5 .3.48)
The two integrals are now of the same form and will be shown to be
approximately equal to I'(c - a) and r(a), respectively. Therefore '
the first term, due to the factor e is vastly larger than the second term
Z
,
whenever Re z is large and positive, and the second term may then be
neglected (though we must keep in mind the fact we have neglected it ,
for it is the essential clue to the indecisive behavior of F mentioned above).
An adaptation of the argument used on page 376 for the Taylor's
series expansion shows that
(
1 _ ~)a-l ~l r(a) (_ ~)m + D
z '-' r(m
m=O
+ l)r(a - m) z n
when n > Re a - I
Jot : e-uu c a 1
- -
()a-l du
1 - ;.
n
\' r(c - a + m) (
= r(a) '-' r(m + l)r(a _ m) -
m=O
zl)m + R;
= r(c - a) {I + (c - a)(1 - a) '!
I! z
+ (c - a)(c - a + 1)(1 - a)(2 - a) ~ +
2! Z2
+ (c - a) .. (c + n - a - 1)(1 - a) . . . (n - a) 1 }
zn +R n
(5.3.49)
n I. -
(1 - a) . .. (n - a)r(c + n - a + 1)1
where u, ::; 1
n!zn+l
We see that for finite values of z the series diverges but that the sum of
the first n terms of the series approaches the "true" value as n is held
constant and z is increased without limit. For instance, for z = 10 and
[c - al < 2 and 11 - al < 1 the first four terms of the series give a
value for the integral which is correct to about one-tenth of a per cent
whereas the first hundred terms for the same values of z and the param-
eters have a value which is far from the correct value. This property
is typical of asymptotic series, as discussed on page 434. From the first
§5.3] Integral Representations 609
few terms we get a fairly accurate value, but the error can be reduced to
zero only when z is made infinite.
Usually we are interested in values for asymptotic series for values
of z very much larger th an unity (z > 1,000, for instance) . In this
case the first term in the . series is sufficient for our purpose. In the
present case we can write, therefore, that F(alclz) --t [r(c)/r(a)]za-ce z ,
for z real, positive, and large. This corresponds to Eq. (5.2.60). We
have not included the term [r(c) /r(c - a)]z-a coming from the second
integral because this is, in general, smaller than the error inherent in the
first symptotic series and it thus would be senseless to include it.
The situation is quite different when z is real, negative, and large.
In this case the integrand in Eq. (5.3.46) is largest for t near zero and the
second integral in Eq. (5.3.48) is much larger than the first . In this
case, starting from Eq. (5.3.46) and saving only the dominant term,
we have (where z = -Izt and setting t = u/lzl)
F(alclz) --t
r(c)lzl-a
r(a)r(c - a)
1'"
0
(u)C-a-l du
e-uua- 1 1 - -
Izl
--t
r(c) !zl-a
I'(c - a)
for z real, negative, and large . This corresponds to Eq. (5.2.63). Here
we have omitted the term in e' = e- 1z1 coming from the first int egral of
Eq. (5.3.48) because it is, in general, smaller than the error inherent in
the asymptotic expansion of the second integral.
Stokes' Phenomenon. We should have been able to see, by simple
examination of Eq. (5.2.60), that this asymptotic form for F could
not be an accurate expression for all positions of z along the circle at
infinity. If we set z = Izleio/> , where Izl is very large, into the expression
[r(c) /r(a)]za-ce z , we see that the expression does not return to its original
value as ep is increased from 0 to 21r. But since F(alclz) is analytic over
the whole finite part of the z plane, a correct formula for large z must
predict that F returns to its initial value when ep goes from 0 to 21r,
describing a circle of large radius about the origin. An expression
involving zr», as Eq. (5.2.60) does, cannot be a correct expression for F
for Izl large for all phase angles ep of z. And we have just seen that it is
not ; for z real and negative the expression [r(c)/r(c - a)]( -z)-a is the
proper one (and this second expression cannot, in turn, be valid for all
ep's, for it has a term z-a which would produce multivaluedness).
Just to see how this goes in more detail, let us take the case of z = Izlei~
where Izi is very large. We first take ep between zero and 1r (z in the
upper half plane) . The path of integration in Eq. (5.3.46) is then
deformed to that shown by the solid lines in Fig . 5.11, going from t = 0
to t = - 00 e- io/> and from thence back to t = 1. Thus again the integral
splits into two integrals. For the first let t = -we-io/> Ilzl = wei(r-</>l/lzl,
and for the second let t = 1 - ue-io/>/lzl, where both u and ware real.
The integral representation then becomes
610 Ordinary Differential Equations [CH. 5
F(alclz) = r(c)
r(a)r(c - a)
{elzlei4>-iCc-a)4> roo e-"Uc>-a-l
Izlc-a Jo
(1 _z~)a-l du
eia ("- 4» roo ( w )C-a-l}
+ ~ Jo e-wwa- 1
1+ z dw (5.3.50)
for 0 < tP < 71". Writing only the dominant terms in the expansions of
[1 ± (w or u/z)] (i.e., assuming that these quantities are practically
equal to lover the range of values of w or u for which the integrand is
not negligible) we have for the asymptotic formula for z = Izlei4>,lzllarge,
0<tP <7I"
t Plane
U 1(alclz) = eZz
a-c
r(c - a) Jo
i" e- uuc-a-1 (1 _!:)a-l du ~ za-CeZ'
z '
o < cP < 21r
(5.3.52)
()
1
a
U 2 (alclz) = eiarz-
I'(c)
0 1 .. e-uua-1 1
z
du ~ eiarz-a.
+!!: c-a-
'
-1r < cP < 1r
Contour F
U 2 (alclz) =
rn )
--: a eiarz-a,{. euua-1 ( 1 - ) !:
c-a- 1
du
21rt 'fF z
which are valid unless c - a (or a, respectively) is a positive integer.
Since the point u = =tz should be outside the contour, we see th at the
cut for U 1 is the positive real axis, for U2 the negative real axis. This
makes the Stokes' phenomenon for the U's rather different than that for
the F's; it will be discussed on page 615.
These solutions may be called the confluent hypergeometric functions
of the third kind. They are just as good solutions of Eq . (5.3.44) as are
F(alclz) and zl-cF(a - c + 112 - clz), and any solution may be expressed
in their terms. The value of the Wronskian for two independent solu-
tions of Eq. (5.3.44) is [see Eq. (5.2.3)]
.Il = Ae-f<c-z) dz/z = Az-ce z
Use of the asymptotic forms fixes the value of A for the solutions U 1 and
U 2 for
§5.3] Integral Representations 613
z"-Ce Z
Jor'" e-Uu-" (u)"-C z"-Ce 1. (u)"-C
Z
U2 = .
e,r"z-a
rea _ c + 1) 1'"
0
( u
e-Uu"-C 1 + z)-<> du '(5.3.56)
e,r"z-"
,
= 27rir(c - a) ¢F eUu
a-c ()-"
1-
u
z du
and also obtain an expression for z1-cF(a - c + 112 - clz) in terms of
U 1 and U 2, for 0 < 4J < 71'
614 Ordinary Differential Equations [cB.5
zl-eF(a - C + 112 1
- clz)
r(2 - c) r(2 - c) - ire
r(a - c + 1) U1(alclz) - r(1 _ a) e U2(alclz) (5.3.57)
which is valid for the phase angle for z over the range 0 < c/J < 11". The
Stokes' phenomenon for this function must be worked out by using
the integral representations (5.3.56) for the asymptotic integrals. The
results are
r(1 - a)r(a - c + 1) l-eF( _ + 112 _ I)
r(2 _ c) z a c cz
- t r(a - c + 1)e- i.-(1- e)lzl-a ; c/J = -11"
- t I'(I - a) Izla-eei(a-e)q,e z + r(a - c + 1)Izl-aeir(C-l)-ia(rH );
This does not look too promising, for now both terms in the braces go to
infinity as c ---t n, an integer. However, as we mentioned previously, the
two solutions equal each other when c = n, and the coefficients of the
expression above are so designed that the infinite parts just cancel out,
leaving a finite expression which is proportional to the differential of
F(alclz) with respect to c. This derivative of F with respect to the parame-
ters is a solution of Eq. (5.3.53) when c is an integer, and it is just the
second solution we are seeking.
It now behooves us to prove the statements we have been making and
actually to compute the expansion of this solution of the second kind
about z = 0. First, we have to prove that zl-cF(a - c + 112 - clz) is
proportional to F(alclz) when c ---t n, an integer. This is simple when
c---t 1, for zl-cF(a - c + 112 - clz) ---t F(alllz) when c---t 1. Therefore
[since r(c - 1) ---t I/(c - 1) and I'(I - c) ---t 1/(1 - c)]
G(alllz) =e
ira
~~~~ ~~ {- r(I ~ a)(c _ 1) .
. Sin1l"(a-C»)
. [(e- ·rc + sin (1l"a) F(alclz) + 2F(alllz) ]
- (c ~ 1) [r(c ~ a) zl-cF(a - c + 112 - clz) - r(I ~ a) F(aIIIZ)]}
Each of the terms in square brackets is of the form f(c) - f(I), so that
the limiting form of the quantity, divided by (c - 1), is the derivative of
f(c) with respect to c at c = 1. Therefore
ei..a { 1 d [ .
G(alllz) = r(a) - r(I _ a) dc e-'''C + sinsin1l"(a(1l"a)
- C)]
F(alclz)
. m=O
e2 11'ia - 1 '\'
= 27fi ~ ([ - i7f - 7f cot(7fa) + 21/;(1) - 21/;(m + 1)]
m=O
- 2[- 1/;(1 - a) - In z + 1J;(a)
rea + m)r(l)
+ 1J;(m + 1) - 1J;(a + m) - 1/;(1)J} m!r(a)r(m + 1) zm
eh i
1 {
=
.. -
27fi [2 In z + 7f cot(7fa) - i7f + 21J;(a)] F(aI1Iz)
.
+ 22: ~~:)tm7;: [1J;(a + m) - 1/;(a) + 21/;(1) - 21J;(m + 1)] zm} (5.3.61)
m~l
and therefore the first term in Eq. (5.3.60) approaches the second term,
but both become infinitely large. Adding and subtracting the term
2[r(n - l) jr(n - a))5'n(alnlz)j(e - n) inside the braces, we have
G(a 1n I)
z .a -
= e,.. r(n)
-
uim {rea) sin(1I"a) [ e'"
. <n-c) + sin
. 1I"(a - e) ] F( a 1e1z )
rea) c->n r(e)1I"(e - n) sin 1I"(a - n)
_ 2 rea) sin (1I"a) F(alnlz) _ 2 r(e - 1) 1 5',,(alelz)
I'(n) 1I"(e - n) P(c - a) (e - n)
r(n - 1) 1 }
+ 2 r(n _ a) (e _ n) 5'n(alnlz)
- 2 l:
m=1
""
[\f(m + 1) + \f(n + m)
_ \f(a + m)) rea +
m)r(n)zm}
m!r(a)r(n + m)
n-l
This expression differs from the general form for G(alllz) by the pres-
ence of a finite sum of negative powers of z. This, plus the logarithmic
term, ensures that G is not analytic at z = 0, whereas F is. There is no
need to investigate G's for e = 0 or for negative integers, for if we have
an equation which is satisfied by zl+nF(a + n + 112 + nlz), we use this
as a first solution, with c = 2 + n, and go ahead as outlined above. Since
the indices of the confluent hypergeometric equation for z = 0 are 0 and
1 - e, if, at first try, we find e less than 1, we shall find that the equation
for zl-cy has a new e larger than 1, and we work with it.
This formula completes our primary task as far as the confluent hyper-
geometric function is concerned, for we have now written down expres-
sions for both solutions for large and small values of z and for all values
of the parameters [the series expressions for the U's may be obtained in
terms of the series for F and G by use of Eqs. (5.3.55) and (5.3.59)),
§5.3] Integral Representations 619
including those for which the second solution has a logarithmic singu-
larity. All that remains for the present is a discussion of some of the
more useful special cases of these functions.
Bessel Functions. The most useful special function. which can be
represented in terms of the confluent hypergeometric function is the
Bessel function, mentioned on page 550. It is a solution of the equation
2'r(v
z'
+ 1)
[
1 - Il(v
1
+ 1)
(Z)2
2
1
+ 21(v + I)(v + 2) 2
(Z)4 ...J (5.3.63)
=
(z/ 2), fi e"' (1 + ull)>-l du
i0 r(v + j) - i
= Cz/2) , r'"
eiz e•• 8 sin> 8 d8
o r(v + t) Jo
The integral representations may be obtained from that for F [by use of
the equation r(2v + 1) = (2 2' /V;)r(v + t)r(v + 1) and by letting
t = ·H I - iu ) or t - t cos 8] or by going through the Laplace transform
derivation directly. The series may be obtained from the integrals or
by multiplying out the series for the exponential and for F (it is inter-
esting to note that the product of a confluent hypergeometric series for
imaginary argument and an imaginary exponential can be a real fun c-
tion). When Re v - t < 0, the line integral may be replaced by a
contour integral going around u = i in the positive direction and around
- i in the negative direction.
By manipulating the integral representation or the series we can
obtain the following recurrence formulas for the Bessel function:
J '-l(Z) +
J '+l(Z) = (2v/z)J ,(z)
(5.3.64)
J'_l(Z) - J.+ 1(z) = 2(d/dz)J,(z)
620 Ordinary Differential Equations [cH.5
Since the formulas can be obtained from the integral representation, they
will hold for other solutions of the Bessel equation obtained by changing
the limits of integration ; i .e., they will be valid for.solutions of the second
and third kind.
Another form of integral representation, obtained after much manipu-
lation from the last of Eqs. (5.3.63) , which will be useful in many appli-
cations later, is expressible in various forms (for n an integer)
1
= -2
11"
11"
fr-r
0
where the contour for the first equation is a circle about the origin in a
positive direction. That this representation is indeed the Bessel func-
tion may be shown by expanding it in series and comparing with the
series of Eq. (5.3.63) or by showing that the integral satisfies Bessel's
equation and has the correct value at z = O.
This representation, with the aid of Eq. (4.3.4), which defines the
Laurent series about an essential singularity at a, can be used to generate
a very useful series expansion. The function e (I' - 1)/ 21 has an essential Z
L
00
ez(t'-I )/ 21 = tnJn(Z)
n=- 00
which may be used to define the properties of the Bessel fun ctions of
integral order. For instance, the recursion formulas (5.3.64) may be
obtained by differentiation by Z or t, etc. We shall discuss this further
in Chap. II.
This expansion may be used to obtain others. For instance, there is
the simple one
eiz eln e =
n= -
L 00
GO
eine J n(Z)
= -1
211"
100
2
11" ei Z OOB" diJ = _1
211"
10
0
2
11" ei Z COB ("-a) diJ
2~ 10
2
= 11" exp [iy sin ep cos o + i(x - y cos ep) sin iJ] diJ
n= - GO
n= - 00
By using other contours of integration for iJ, we obtain the general formula
where the symbol Y may stand for any of the kinds of Bessel functions,
J , N, H'n, or H(2), to be defined shortly. Many other similar expansions
will be developed and used later in this book. The present one is worked
out here for its usefulness later in this chapter.
Another formula, of use later, relating Bessel functions and Gegen-
bauer polynomials, can be obtained by using Eq. (5.2.53) and by integrat-
ing by parts a modification of the integral representation of Eq. (5.3.63) :
(5.3.67)
We shall see later that for the wave equation in spherical coordinates it is
convenient to use the spherical Bessel functions defined by
622 Ordinary Differential Equations [CR. 5
7r
inez) =
'\J.'2 Z J n+i(Z) - - !Z
Z-+ 00
cos [z - p(n + 1)]
where fm(z) is im(z) or nm(z) or hm(z). By use of Eq. (5.3.67) we can show
that an integral representation for inez) is
d + ~ df
2f
+ [1 _ n(n + 1)] f = 0
dz 2 Z dz Z2
Bessel's equation has an irregular singular point at z = 00. As is to
be expected with such equations, the expansion about this point is an
asymptotic type, which diverges for finite values of z when too many
terms are taken but which approaches the correct value as Z is increased
indefinitely if only a finite number of terms are used . The limiting form
(the first term in the asymptotic series) can be obtained from Eq. (5.3.51)
giving the asymptotic form for F(a[clz), or it can be obtained directly
from the integral representation by deforming the path of integration
[going from - i to - 00 and from - 00 to + 1 for the first representation
in Eq. (5.3.63) for instance] . The schedule of asymptotic forms, dis-
playing the Stokes' phenomenon for the Bessel function of the first kind,
is (for z = Izlei<p)
J.(z) -'f e:'..(v+t) V2J;Z cos [z + p(" + -!)]; -tn- < cP < -p
-'f y2j7rz cos [z - p(" + t)]; -p < cP < P (5.3.68)
-'f ei..(v+t) y2j7rz cos [z + p(" + t)]; p < cP < tn-; etc .
The independent solution about z = 0 can be taken to be
(5.3.69)
which is called the Hankel function of the first kind (or the first Bessel
function of the third kind) . The path of integration of the second
integral [which is derived from Eq. (5.3.65)] is shown in Fig . 5.13, going
from +ico just to the left of the imaginary axis to -ico just to the
right of the imaginary axis (the reason for such a choice is that in the
shaded segments of the c/J plane the integrand increases without limit
as we go away from the real axis, in the unshaded areas the integrand
goes to zero, and we thus should terminate our integral in the unshaded
regions). This same integral also represents the other functions, for
and the contour C represents the other solution for large values of z:
624 Ordinary Differential Equations [CR. 5
H~2)(Z) = . 2(z/2)'
y.;;: r(1' +~) - i
1,
1 f-"
e"1(1 + t2) v- t dt
2,+lz'e- iz
= y.;;: U (1' + !121' + 112iz)
2
Since both H'[' and H~2) satisfy the recurrence formulas (5.3.64) (and
others which may be found by combining them), we can express the
relationship of Eq. (5.3.71) in several ways, such as
H~2)(z)HW"1(Z) - H~ll(z)H~~l(Z) = 4/1fiz; etc .
There is a close connection between the Hankel functions and the
imaginary exponentials on the one hand and the Bessel function J and
the cosine function on the other. Just as we have
so here we have
(5.3.72)
as we can see from the definitions above or by simple inspection of
Fig. 5.10.
Similarly, from Eqs. (5.3.58) and the definitions of J and the H's in
terms of F and the U's, we obtain
.
sm
~1f1' ) [e-i,rJ ,(z) - J_,(z)];
-1, .
. ( ) [e"rJ ,(z) - J _,(z)] (5.3.73)
SIn 1f1l
from which we can get the expansion for the Hankel functions near
z = O. But before we carry out this calculation we had better examine
the behavior of the second solution in case I' is an integer.
§5.3] Integral Representations 625
Neumann Functions. An examination of the series .expansion for
Jy(z) [Eq. (5.3.63)] shows that, when v is a negative quant~y,. Jy(z)
°
becomes infinite at Z = except when v is a negative integer. To examine
these special cases, we set v = - n - E,
..
\' _ (z/2)-n-.-2+ 2m
J _n_.(Z) = Lt ( -l)m 1 f(m)f(m _ n - E)
m=1
n
cosine supplies the suggestion: we define the Bessel function of the second
kind, the Neumann junction, as being analogous to the sine,
Ny(z) = (1 /2i)[H~1)(z) - H~2)(Z)]
= cot(7rv) J y(z) - csc(7rv) J _ y(z)
if~1~Yl) e-izG(v + il2v + 112iz) (5.3.75)
This function is satisfactory for all values of v (we need only consider
values for Re v > 0, of course, otherwise we take J for the first solu- _y
tion) . When v is not zero or an integer, the individual terms are finite ,
and since the function contains some amount of J _y (when v = n i, +
the function is all J - v) , it must be independent of J y. When v is zero
or an integer, the individual terms are infinite but cancel in such a way
as to produce a finite solution having a logarithmic singularity at Z = O.
626 Ordinary Differential Equations [CR. 5
We can utilize Eq. (5.3.61) to obtain this solution, or we can recalculate
the seritt>. Since the present case is simpler, we shall perform the
calculation again to illustrate again the method. Setting v = n + E
and letting E go to zero,
Nn(z) = . [1 (_l)n
lim - In+.(z) - -
~O 1I"E
- J_n_ .(z)
1I"E
J
1 l'1m [J n+. - J
=- n- (- 1) n J -n-. - J_ -nJ
11" .......0 e e
= ,!,[!!:",Jy(Z) - (-l)n!!:...J_y(z)J
11" dv dv y=n
where we have added and subtracted J n[ = ( -l)nJ-nl. The derivative
of J at v = n is
y
00
where
00
= - [ In ( 2
z)
+ "( JJ n(z) + '-'
\' (nm!(z/2)n
- m- I)!
2m
m -O
[2: 1J
00 m
+
2:
m=1
(-l)m (z/2)n+2m
m!(n +
m)!
0=1
_
s
§5.3] -, Integral Representations 627
Putting these two together we finally arrive at the expansion of the
Neumann function about z = 0:
1 \' (z/2)n+2m
-;;: L.t (-I)m ml(n + m)! L.t
\ ' [1
s + s +1 n J (5.3.76)
m=1 8= 1
------?
z->O
~ [In (.:)
7r 2
+ I'J ; n = 0
1 (2)n • n > 0
------?
z->O - 7r(n - I)! z'
When n = 0, the finite sum (from °
to n - 1) is not present. This
expansion has the same general form as Eq. (5.3.61) for the confluent
hypergeometric fun ction of the second kind; it has a term involving the
product of J n with In z, a finite series involving negative powers of z
(except for n = 0 when this is absent) , and an additional infinite series
which starts with a term in zn+2.
Approximate Formulas for Large Order. The asymptotic formulas
given in Eqs. (5.3.68), (5.3.69), (5.3.70), and (5.3.75) assume that the
argument z is very much larger than the order II of the Bessel functions.
Useful formulas for J .(z), when both z and II are large, may be obtained
by using the method of steepest descents (see Sec. 4.6). When both z
.
and II are large, the integral J~ ezt (1 + t 2).- i dt , from which we obtained
the earlier asymptotic expansions, does not have the largest value of its
integrand near t = i, as we assumed heretofore. Consequently the
first term in the asymptotic expansion is not a good approximation,
and we must look for another formula. It turns out that the integral
representation
(e- i r i'/7r)fe i (zco, w+ l'W) dw
mentioned on page 623 with the contours shown in Fig. 5.13 is the most
suitable for our present purpose. For instance, if the contour is A,
the integral is 2J .(z); if it is B, the integral is H~1)(z); and if it is a double
contour Band C (with B taken in the reverse order, from top to bottom),
then it is 2N.(z) .
Each of these contours goes from a region where the int egra nd is
vanishingly small (the unshaded areas in Fig . 5.13, far from the real
axis) across a region where the integrand is large to another region where
the integrand is vanishingly small. If we draw a contour of arbitrary
shape between the specified limits, the integrand will vary in a com-
plicated manner, reversing sign often and often having large imaginary
parts, but these additional complexities all cancel each other out in the
integration, and the result is the same no matter how we have drawn the
628 Ordinary Differential Equat ions {cH.5
intermediate part of the contour (for the integrand only has singularities
at w = 00). If we are to calculate an approximate value for the integral,
we should first pick out the path along which the integrand has the
simplest behavior possible. For example , since the integrand is an
exponential function , the real part of the exponent controls the magnitude
of the integrand and the imaginary part controls the phase. To elimi-
nate undue fluctuations of the integrand we should arrange to perform
the integration along a contour for which this phase is constant. We
should next try to find a route for which the integrand is large only over
one short range of the route, so that calculation in this restricted range
is sufficient to give a good approximate answer.
Anyone of the contours shown in Fig. 5.13 is a path over a mountain
range. We wish to stay in the plains as long as possible in order to cross
via the lowest pass and to regain the plains on the other side as fast as
possible. It turns out that the path which does this is also the path for
which the phase of the integrand stays constant, as was shown in Sec. 4.6.
For our integrand is the exponential of a function of a complex
variable w = u + iv; the real part of this function controls the magnitude
of the integrand and the imaginary part is the phase
F(w) = i(z cos w + vw) = f(u,v) + ig(u,v); f = z sin u sinh v - vv;
= z cos u cosh v + vu
g
The white areas of Fig. 5.13 are where f becomes large negative, and the
shaded areas are where f becomes very large positive. We wish to go
over the lowest pass in the f(u,v) surface.
Since f is the real part of a function of a complex variable, it therefore
is a solution of Laplace's equation in u and v (see page 353) and it can
have no maxima or minima in the finite part of the plane. This means
that the top of the lowest pass must be a saddle point, where the
surface curves downward in one direction and curves upward in a direc-
tion at right angles . In other words the top of the pass is the point
where dF/ dw = 0 and near this point
F = F. + b(w - W.)2 + . . .
= f. + a[(x 2 -
y2) cos 2t1 - 2xy sin 2t1 + . .. J
+i g. + ia[(x 2 - y2) sin 2t1 + 2xy cos 2t1 + .. .J
where b = ae2i" = (d 2F/ dw 2). and x = u - u., y = v - v.. Along the
lines y = -x tan t1 and y = x cot t1 (at angles -t1 and -hr - -t1 to the
real axis) the imaginary part of F is constant (g = g.) and the real part
has its greatest curvature. Along the line y = -x tan -t1 the real part
of F is
Re F = f = f. + iax 2 sec - t1 + . . . = f . + iad 2 + . . .
where d = v'x 2 + y2 is the distance along the line y = - x tan tJ.
Therefore along the line at an angle - t1 with the real axis, f (and there-
§5.3] Integral Representations 629
fore the integrand) rises as we go away from the saddle point W = we-
Hence this line is along the axis of the mountain range and is not the
direction to take, for it will lead us among the high peaks.
However, along the line y = x cot {} the real part of f is
f = f . - iax 2 esc- {} + ... = f. - taS + . . .
2
where s = V x 2 + y2 is the distance along this line from the saddle point.
Therefore along this path we head downward toward the plane in either
direction from the top of the pass . If we have no other mountain ranges
to cross with our contour, an approximate expression for the integral
will then be
v=2
v=-2
I
U=7T
Case for z =1.543v Case for z =0.866v
Fig. 6.14 Paths of integration for asymptotic forms of Bessel functions for both z
and v large.
of the integral is
2J v( v sech a) ~!. -i.-iv
71"
f A
e F (w ) dw = I, 2
:\J 7I"V tanh a
e:(taDha-a)
-e- .. • ~------z;-
i i
H<ll(v sec (3) ~ - - - ei..i. +i. ( tan p-P) -i~ - l .. i
• 11'" v tan {3
= ~~: e i.(tan P-P)-i.- i
on the other hand the second function becomes
When z - v is very small compared with v, we can still use this path of
integration and a small correction term can be computed.
We can therefore write the following approximate formulas for large
values of v and of z, for different ranges of z with respect to v (for v real) :
e.(ta.h a-a)
J.(z) ~ ; z < v; tanh a = VI - (Z/v)2
V211'"v tanh a
'" sin(1I'"/3) rei) + sin(211'"/3) r(i) (z _ v) .
- 31(z/6)i 311'"(z/6) J ' z~ v
~ ,,~
~t2f3 cos [v tan f3 - v{3 - -V] ;
z > v; tan f3 = V(Z/V)2 - I (5.3.77)
- 2 e.(a-ta.h a)
N.(z) ~ V 211'"v tanh a ': z < v
'" _ 2 sin(1I'"/3) r(-k) + 2 sin(211'"/3) rei) (z _ v). z~v
- 311'"(z/6)i 311'"(z/6)J '
~ ,,~
~t2{3 sin [v tan {3 - vf3 - -V]; z> v
d
2F
x dx 2 + [2(l + 1) - dF [
x] dx - 1 + 1- 1] °
-;z F =
When K is real (i .e. for energy E negative), this solution, though finite
at Z = 0, becomes infinite at Z ---+ 00 unless r[l + 1 - (11K)] is infinite.
If 11K is a positive integer n larger than l, then r[l + 1 - (11K)] is the
gamma function of zero or a negative integer, which is infinite. Only in
these cases is there a solution which is finite from r = 0 to r = 00 . Thus
the allowed negative values of energy are
En = - (me 4Z 2/ 2h2n 2) ; n = 1 + 1, 1 + 2, l + 3, ...
which are the values first computed by Bohr.
When K is imaginary ( K = ik, for positive energy) , C1 is finite for the
whole range of z for a ny real value of k (any positive value of energy) .
In this case the first (finite) solution takes on the various forms
. .y; (2ikz)1 [ Z 1 - ! (l+ l)k 2 2 ]
C1(tk,z) = 221+1r(l + j) 1 - l + 1 + 21(l + 1)(l +j) z - . . .
~ kzlr[l
r(l + l)e(irIl2)-(r/2k) .
+ 1+ (i lk)rl sin
[1
+ kz
1
kIn (2kz) - pl - 4>1(k)
]
§5.3] Integral Representations 633
.[1 + ~J 7rlk
k 2 sinh(7rlk)
The second solution, which has a singularity at z = 0, can be written
. 0 (2ikz)Ze-ikz (
Dz(tk,z) = 22Z+lr(l + -I) G I + 1 + ik 12l + 212tkz
. )
If the constant A and the limits of integration are chosen properly, then
1/; can equal! and we have an integral equation for 1/;.
But even in its present form we can use the integral to help us in the
analytic continuation of the solution, which is why we need an integral
representation.
For instance, a solution of Eq. (5.3.80) (see page 565) for a particular
value of b( = be2m) is
.,
L B 2n cos(2nq,);
n~O
z = cos q,
where we have used Eq. (5.3.65) to obtain the Bessel functions. This is
an extremely interesting and important relation; that a solution of the
Mathieu equation can be expressed in terms of a series of Bessel func-
tions is interesting in itself but that the numerical coefficients for the
series are equal (with alternating signs) to the coefficients in the corre-
sponding Fourier series solution is one of those satisfactory denoue-
ments which renew one's faith in the essential unity and simplicity of
rnathemati cs.
We could, of course, have given ourselves this pleasant surprise in
the last section, when we were talking about the series expansion of
Mathieu functions. We could have tried using a series of Bessel func-
tions to solve Eq. (5.3.80) (see page 575), and we should have found that
the recursion formula for the coefficients is exactly the same as the formula
(5.2.69) for the Fourier series coefficients (with alternating signs for the
a's). Then we should have said that the recurrence formulas (5.3.64)
for the Bessel fun ctions , which lead to the recursion formula for the coef-
ficients, are closely related to the recurrence formulas for the trigono-
metric functions, so that for an equation of the particular symmetry of
Mathieu's equation the recursion formulas turn out to be equivalent.
Since we waited to demonstrate the property until the present (in order
to be better acquainted with Bessel fun ctions), we should now be inclined
to say that the close integral relationship between trigonometric and
§5.3] Integral Representations 635
Bessel functions, via the Laplace transform, is the property which is
responsible for the coincidence. The two statements are but two aspects
of the same general property of course.
As yet we have shown only that the Bessel function series is a solution
of Eq. (5.3.80); we have not shown how it is related to Sem(h,z), which is
also a series (the series which is analytic at z = ± 1). To do this we
change from z = cos rp to z = cosh 0 (0 = irp) in S e and then use Eqs.
(5.2.54) relating the hyperbolic functions to the Gegenbauer fun ctions
l: l:
~ ~
l:
~
l:
~
Therefore [l:
n
(-I)nB 2n] J e2m(h,z) = (-l) mBo ~Se2m(h,Z) (5.3.83)
l:
00
(5.3.85)
o~ + o~ + k2e2~ .. t, =0
o~i 0 ~~ ."
and from Eq. (5.3.65), we see that this is, indeed, an integral represen-
tation of the Bessel function J a(kr) if the integration is between 0 and
211". A complete separated solution for the separation constant a is
Ja(kr) cos(a¢) .
We could, of course, have used any of the other solutions for X 2 ,
such as sin(a¢) or ei a </> , etc ., to obtain other representations of Bessel or
Neumann functions. Or we could have used other wave solutions for
the kernel. Or we could have turned the factors around and expressed
the trigonometric functions in terms of an integral of Bessel functions of
the sort
638 Ordinary Differential Equations [CR. 5
which turns out, if the integration is from zero to infinity, to be pro-
portional to eia• • To express a simple exponential in terms of a Bessel
integral, however, is somewhat of a work of supererogation.
Moving on to the Mathieu functions, we can use the coordinates
iii = ~l - 13, ep = ~2 given in Eq. (5.1.16) where x = d cos iJ cos ep,
Y = id sin iJ sin ep. We again use the kernel ei kz = ei h O<J." co. ~ (h = kd)
and obtain the integral representation
XI(iJ) = fe i hO<J'''co·.X 2(ep) dep
where both XI and X 2 satisfy the equation [see Eq. (5.2.66)]
(d 2X jdep2) + [b - h 2 cos! ep]X = °
where ep is either ep or iJ and X is either X I or X 2. Here we have com-
plete symmetry, so that, if limits of integration and constant factors are
fixed properly, Xl = X 2 and the equation is an integral equation for X
instead of an integral representation. From Eqs. (5.3.81) to (5.3.83) we
see that the solution Se2m(h , cos iJ) satisfies the integral equation
A2m = 2:B o l:
n=O
(-1)nB 2n = (27r~o) Se2m(h,O)
(5.3.87)
We could just as well have used eik y = eih.in".in~ for our kernel. In
fact it is possible to show by this means (see analogous derivation on
page 635) that
(5.3.88)
It is finite for all real values of iJ, is periodic in iJ, and is even in iJ (i.e.,
its value does not change on reversal of the sign . of iJ) . Therefore it
must be proportional to Se 2m(h, cos iJ). That is, we have obtained
§5.3] Integral Representations 639
another integral equation
Se2m(h, cos iJ) = 112m t: Jo(h vi cos 2iJ + i cos 2ep) Se2m(h, cos ep) dep
(5.3.89)
In order to determine 112m and, what is more important, to develop a
new expansion of J e2m, we utilize Eq. (5.3.66) to expand the kernel. In
Eq. (5.3.66) we set ep = 2ep, x = ihei", Y = -ihe- i", obtaining
L (- l)nJn(ihei")Jn(ihri") cos(2nep)
00
combining this with the Fourier series for Se2m (see page 634) we finally
obtain
L
00
since Se2m(h,1) = l.
It can be shown that ~21r J 2n(h cos iJ) diJ = 21rJ~ (~} From Eqs.
2:
00 00
= ~o [L:
n=O
(-1)nB 2n]
n=O
(-1)nB 2n ~21r J 2n(h cos iJ) so
from which we can finally obtain an expression for 112n in terms of the
B 2n's alone :
More on Mathieu Functions. Collecting all our results for the even
periodic functions of even order, we have that the angle function is
L B 2n cos(2nep)
00
.,
= V;:2l: (
n=O
-1)n-mB 2nJ n(!he~).Jn(!he-~) (5.3.90)
V;:2l:
ee
The second series does not converge except for sinh J.l > 1; the third
series converges quite satisfactorily for J.l ~ O. For the normalization
of Se2m which we have used here, Se2m(h,1) = "'2B 2n = 1 and Se2m(h,0) =
"'2 ( -1)nB 2n, but the formulas have been written to hold for any
normalization.
In order to fit boundary conditions it is often important to know the
values of the slope and magnitude of both Je and Ne at J.l = 0 (which
corresponds to the limiting elliptic cylinder, i.e., a strip of width d = h/k).
For the first solution we can easily see that for J.l = 0
n
(-1)nB 2n] Fe2m(h, cosh J.I.)
L:
00
= A sinh J.I. B 2n+1 fo2r sin q, e ih COlhl' COB </> sin (2n + l)q, dq,
n=O
00
The rest of the procedure is carried through with similar changes and
results in
642 Ordinary Differential Equations [CH.5
.,
= V;:2 L (-1)n-mB 2n+1[J n(-}the-I')Jn+l(-!hel') - J n+l(-!hC I')J n(-!hel')]
n -O
1
--> V cos [h cosh J1. - p(2m + -!)] (5.3.93)
h cosh J1.
where So' is the derivative of So(h cos q,) with respect to q,.
The second solutions No are built in an analogous manner. Since
the first solution J 0 has zero value at J1. = 0, the magnitude of No there
is related to the slope of Jo through the Wronskian. The slope of No
at JJ. = 0 may be calculated by means of the double-Bessel series
.,
L
ee
8 ml (h,z) = (1 - z2)m12 L
'"
n=O
d 2nT 2'n(z) (5.3.95)
when l is an even integer. When l is odd the sum is over d 2n+ IT 2'n+I(Z).
The corresponding values of the separation constant for which 8 is
finite over the range -1 ~ z ~ 1 are called bml. The normalization
of the d's is to be such that 8 ml has the same value or slope at z = 1 as
does Tj-m(z). For instance, when m = 0, we require that 8 ol(h,l)
= TV(I) = Pl(l) = 1 so that, for m = 0, 2: d 2n = 1 or 2: d2nH = 1.
n n
The "radial" solutions, analogous to the Je, Jo functions for the
elliptic cylinder case, are obtained by using the integral of (5.3.67)
together with the integral equation for these functions (which may be
obtained by the Laplace transform or by the method of pages 636 to
639) :
f l
-I
eihzt(1 - t 2)mT m (t) dt = 2(2n + 2m)!( -1)n J'
2n (2n) !(hz)m 2n+m
(hz)
n
..
~ ( -1 )n-I
Lt (2n + 2m)! d2n)m+2n
(2n)!
' (h h)
cos fJ.
n=O
£z(if;) = dz 2
d~ + [ CXZ + Z 1] dif;
dz + [ CXfJ. ,,2]
- Z2 if; = 0 (5.3.97)
t 2 [ J';(w)
1
+w J~(W)
,,2] + at dtJ
- W2 J .(W)
d
.(w) + af.£l.(w) = 0
+ ~Z F' + ('Y 2 -
2
F" 11
Z2
- fJ2Z2) F=0
has a solution
F = Ae-/lz2I 2 fo" t-Y'!2{Je- t ' / 4{JJ ,(tz) dt (5.3.99)
Finally, the equation
which has three regular singular points, at z = 0 and ±], and one
irregular point at infinity, also has a solution of the form
,p(z) = f J ,(zt)v(t) dt
In this case the operator m1:(J) is
2J
m1:(J) = t 2 d
dt
+ t dJ
dt
+ (t2 - J.!2)J
m't(v) = t2 [~:~ + ~ ~~ + (1 _ 1) v] = 0
J.!2 ;;
Sketch the surfaces, find the scale factors, set up the wave equation, and
show that the equation does not separate.
6.6 Hyperboloidal coordinates are defined by the equations
X4 = Z2(X 2 + y2); J.1.2 = i(Z2 - x 2 _ y2); I{' = tan-l(y/x)
Sketch some of the coordinat e surfaces, compute the scale factors, set
up the wave equation, and show that it does not separate.
6.6 Rotational coordinates are characterized by having an axis of
rotational symmetry (the x axis, for example), the coordinates being
X(r,x), J.1.(r,x), and I{' = tan-1(z/y) (r 2 = y2 + Z2). The I{' factor, when I{'
is unobstructed, is sin(ml{') or cos(ml{'), and if we set the solution .y,.
of the three-dimensional Laplace equation equal to e±im.pl{'(r,x)/r, the
equation for I{' is
CH.5] Problems 647
iJ2rp
iJx2
iJ2rp
+ iJr2 +
(i--r2-
- m 2) rp = 0
Investigate the separability of this equation, for the coordinates Xand p.,
as follows: Set z = x + ir and w = X + ip., so that z is a function of w or
vice versa. Use the techniques of Eqs. (5.1.6) et seq. to show that the
requirement that Iz'12/r2 = -4z'z'/(z - Z)2 be equal to f(X) + g(p.) gives
rise to the equation
F + 2zG + Z2 H = F + 2zG + Z2 H
where F = (l/z')[z"'z2 + 6(Z')3 - 6z llz'z]
G = [3z" - (Z"'Z/Z')]; H = z"'/z'
and z' = dz/dw, etc. Show that the most general solution of this
equation is for
d 2F/dz2 = c.: d 2G/dz2 = C2; d 2H/dz 2 = C3
which eventually results in the solution
(dz/dw)2 = ao + alZ + a2z 2 + aaZ 3 + a4Z 4
Solve this equation for the various different sorts of coordinate systems
z(w) which allow separation of the X, p. part of the Laplace equation :
iJ2rp + \dZ\2 (i - m
2)
iJ2rp
iJX2
+ iJp.2 dw r2 rp
= 0
.1."
'Y
+ [ Z2 Z + z J' +
_ a2 Z2 _ b2 if;
k - m(m + 1)z2 .t•
(Z2 -a2)(z2 _ b2) 'Y =
0
Locate the singular points of this equation, and give the indices of the
solutions at each point. What is the basic fundamental set of solutions
about z = O? What is the Wronskian for this set?
6.16 Show that the only singular point of
if;" - 2azif;' + [E + 2bcz - (a 2 - b2)Z2]if; = 0
is the irregular point at z ~ 00. Show that, by setting if; = exp (az +
(3z2)F(Z) and adjusting the values of a and {3, an equation for F will be
obtained which will allow a series expansion of F about z ~ 00 . Write
out three. terms of this series. Write down an equation which will have
only an irregular singular point of infinity, for which the solution will
be if; = exp (az +
(3z2 +
'YZ3)G(z) where G(z) is a series of the sort aoz' +
alz·+1 + . . ' . Compare this equation with the above and with
if;" + k2if; = 0, which also has an irregular singular point at z ~ 00.
What can you suggest concerning the classification of irregular singular
points?
6.16 In Eq. (5.2.26), with one regular singular point, the exponents of
the two solutions about this point add up to -1. For the equation with
two regular singular points (5.2.28) the sum of the exponents of the
solution about one point plus the sum of those for the solutions about
the other (X +
p. - X - p.) add up to zero. What is the corresponding
CH.5] Problems 649
statement concerning Eq. (5.2.36) for three regular singular points?
What is the corresponding equation for four regular singular points and
no irregular points, and what is the corresponding statement? By
induction, what is the sum of the exponents about all singular points for
an equation with N regular points and no irregular points?
6.17 Show that a solution of
(z") - (z')
2
+ {-Hz')2 -
2
+ i (z~:')} if; = 0
where z' = dzldx, etc . Show that the equation for
if;(x) = zi c(l - z)i<a+b-C+l)(z')-W(a,blelz)
is
1
) } if; = 0
l.!£(x 2dif;)
x 2 dx dx
+ [1 - n(n
x2
+ l)Jif; =0
650 Ordinary Differential Equations [CR. 5
has solutions jn(x) = V1r/2xJnH(X), nn(X) = V1r/2xN nH(x). Show
that a solution of this equation is
(2n)! eiz .
hn(x) = i2 nn! xn+l F( -nl-2nl-2'tx)
Show jhat the separated equations all have the form of the Mathieu
equation (5.2.67) with h 2 = l2U / 1r 2 and b proportional to the energy of
the electron. Using Eq. (5.2.71) compute values of the phase factor s
for h = 1, for b = 0.3, 0.469, 1.0, 1.242, and 1.5. Whi ch of these values
of b results in an allowed solution (one which is finite for - 00 ~ x ~ oo) ?
5.24 Using Eqs. (5.2.77) et seq., compute be« and the Fourier coef-
ficients of Seo(h, cos ",) for h = 2.
5.25 Set up the Helmholtz equation in prolate spheroidal coordinates
(VIII) and show that, if the solution is independent of ~3, then the equa-
tions for the h and ~2 factors have the form
(x 2 - l)t/I" + 2Xt/1' + (h2x2 - b)t/I = 0
Discuss the singular points of this equation, and set up the three-term
recursion formula for the coefficients of the series expansion about x = o.
Set up the continued fra ction equation relating b a nd a which must hold
if the series is to converge at x = ± 1 (no negative powers of x and the
series must converge) for the solution having zero slope at x - 0 for
h = 1.
CR. 5] Problems 651
6.26 Expand the solution of the equation of Prob. 5.25 in spherical
harmonics Pn(x) (see page 573), and obtain the three-term recursion
formula for the coefficients. Obtain from this a continued fraction
equation relating h 2 and a. Solve it for b for h = 1, and compare with
the results of Prob. 5.25.
6.27 Use the Laplace transform to show that a solution of the equation
[xf(D) + F(D)]if; = 0
where Dif; = dif;/dx , D2if; = d 2if;/dx2, etc., and where f and F .a re finite
polynomials in powers of D, is
if; = f exp{xt + f[F(t)/f(t)] dt}[dt /f(t)]
where a and b are chosen so that
[exp(xt + fF dt/f)]~ = 0
for all values of x. Use this formula to compute the integral representa-
tion of the confluent hypergeometric function.
6.28 Show that a solution of the equation
z(z - I)(z - a)if;" - (a - I)z(2z - a)if;' + a(a - I)(z + I)if; = 0
has the form
if; = Af(z - t)a(t - I)Il- a ll- 1(t - a)p- all+a-2(dt/t)
where {j = (a + I)/(a - 1). What must be the limits of integration
in order that if; be a solution? Which choice of limits and of A yields
the solution which is unity at z = O? What is the behavior of this
solution near the three other singular points?
6.29 Show that the solution of the equation
(dn-1if;/dz n-1) - zif; = a
IS
n-l
if; = l
.=0
A.e 2.. i . / n 10 00
exp[zteh i
./
n
- (tn/n)]dt
where
n-l
l
.=0
A. = a
- u)'r 1 du
sm(-/lp) sm('Il"q)
652 Ordinary Differential Equations [cH.5
where contour C is similar to that shown in Fig. 5.7, but about 0 and 1
(where is the integrand real ?). Expand F(a,blclz) about z = 0, and
utilize the above equation to substitute for f(b + n) jf(c + n) in the
series (set p = b + n, q = c - b), thus obtaining a series in (uz)n inside
the contour integral. Show that this series may be summed, eventually
obtaining
F(a blclz) = .
f(c)f(1 - b) .
e- tnC
¢
ub--l(1 - u)c-b-l(1 - uz)-a du
, 411" sm 1I"(c - b) c
Show that this is equivalent to the first part of Eq. (5.3.16).
'6.32 Apply the Euler transform to show that a solution of
(1 - Z2)y;" - 2zy;' + [n(n + 1) - m 2j (1 - Z2)]y; = 0
is the associated Legendre function (n, m not necessarily integers)
m _ f(n + m + 1) _ 2!m j., (t 2 - l)n dt
P n (z) - 2n1l"if(n + 1) (1 z) 'f (t _ z)n+m+J
P>;(z) =
imf(n + m + 1)
1I"f(n + 1) 10t: [z + (Z2 - I)! cos ",,]n cos (m",,) d""
Show that this function is equal to the one defined in Eq. (5.3.36) .
Show that these functions are involved in all potential and wave problems
in spherical coordinates.
6.33 By use of Eqs. (5.3.33) et seq., show that, for n an integer,
Qn(Z) = jPn(z) In [(1 + z) j(1 - z)] - Wn_1(z)
where Wn-1(z) is a polynomial in z of degree n - 1. Thus show that,
when x is a real quantity between -1 and + 1,
lim [Qn(X
......0
+ iE) - Qn(X - iE)] = riPn(X)
6.34 Use Cauchy's theorem to show that
s~n 1l"(c -
[ sm 1l"(c -
a) s~n 1l"(c - b) + s~n 1l"a s~n 1l"bJ F(a blclz)
a) sm 1l"(c - b) - sm 1l"a sm 1l"b '
+[ 21l"Z l - C sin 1l"C r(c) r(c - 1) J .
sin 1l"(c - a) sin 1l"(c - b) - sin 1l"a sin 1l"b
F(a - c + 1, b - c + 112 - clz)
r(a)r(b)r(c - a)r(c - b)
Show that the limiting form of this function, as c ~ 1, is the series given
on page 668.
6.37 Prove that
Jm(z) = -1.n ~2r ei o Go. " cos(mu) du
21l"t 0
6.38 Find the asymptotic series for the Whittaker function U 2 (alclz).
From it, by the use of Eq. (5.3.3), obtain the relation
U 2(alclz) = eiraz~a
2m
fi'"
-i'"
r(t + a - c + l)r(t + a) I'( -t) z-' dt
I'(e - c + l)r(a)
What is the exact path of the contour? Duplicating the procedure
used to obtain Eq. (5.3.5), obtain Eq. (5.3.58) (discuss the limits of
convergence at each step).
6.39 Show that the radial factor for solutions of the Helmholtz equa-
tion in polar, spherical, and conical coordinates satisfies the Bessel
equation
~ ~ (z ~:) + (1 - ~:) J = 0
Locate and describe the singular points; work out the first three terms
in the series expansion for solution J >., regular at z = 0, about each.
Use the Laplace transform to derive the integral representation of
Eq. (5.3.53). Show that a second solution of this equation is
N>.(z) = cot(1l"X) J>.(z) - csc(1l"X) J_>.(z)
654 Ordinary Differential Equations [CR. 5
Compute the first three terms in the series expansion of N x (for X not
°
an integer) about z = and the first three terms in ita asymptotic
expansion. Show that, for X = 0,
No(z) = .!.1im
7r x-o dX
[3:...
Jx(z) - (-l)x3:...J_x(z)]
dX
~ m
L
~
v;: L
~
where B 2n+l are the coefficients of the Fourier series for the "angle"
function Se2m+l(h, cos 11) as defined on page 565.
6.42 By the use of the Laplace transform, show that, if u(s) =
fa ~ e-B1K(t) dt and v(s) = fa ~ e-81/p(t) dt, then f(x) = JX K(x - t)/p(t) dt
where u(s)v(s) = fa ~ e-B1f(t) dt. From this, prove that
The expressions for the Laplacian, gradient, curl , etc., in terms of the h's
are given in the table on page 115. The standard partial differential
equation V2if; + kiif; = 0 becomes
~ _1_
~ h 1h2h3 O~m
.s. [h 1h2h 3 oif; ] + k2if; = 0
h;" es; }
m
Therefore L<l>mhi~m) ~ L
m
=
m
<l>mnMm = On}
Fig. 5.15.
y
Fig . 5.16.
p.=+2.0 p.=+2.0
z=o z=O
p.=O,z=O x p.=O,z=O x
>.=+J.O,z=O >'=+ 1.0, z=O
y Fig. 6.17. y
f-----1~~++-J---i--X JL--H-HH-H----,/L-X
8=90!-O"'\"""~~~~<-
r=1.0
Fig. 6.18.
A=1e
Ii=O
J--t"i----7'-?f-L..-- X
Fig. 6.19.
fL=1.0 wl.O
),=2.0 ),=2.0
Fig. 5.20.
x = h~2b; Y = hb VI - H; z = -iW - m
hI = h2 = v~r + ~~;
ha = h~2/VI - ~i
it = h; h = b; fa = ~
h = A; ~2 = J.L ; b = cos I()
If r 2 = x 2 + y 2 + Z2 , then ~r = r + z and ~i = r - z.
1
-1
1 /1: 12
'>
I /~i
1:2
1
'>
+ '>
1:2
2
= 1 - ~i
o 1/m - 1)
1'=1.0
<1>= O'
1'=1.0
8=90'
Fig. 6.21.
hl
_
-
I~~
'\j ~~ _
- d2~L
d2 ' h2
_
-
I~~ -
'\j I _ ~~ '
d2~L
h3
_
-
1m
'\j
- d 2)(1 -
(1 - W
m
1 = ~~ - d 2; f2 = 1 - ~~; fa = VI - ~~;
fL=1.0
4>=90·
Fig. 6.22.
-f--t+thf'-ttt+--;//---X
X, =2.5 X,=2.5
x2=1.5 X,=2.5 x2=1.5
X2'2.0
Equations for h, ~2, ~3 have regular singular points at -a, -b, +b, +a, 00 .
= (~i - muCh) + w-
mV(~2) + w- mW(~3).
Genera1 form for V m-~i)(~i - ~i)(~i - m
dn(}.,k) t: d ( k') ~3 = b sn(v,k)
h = a cn(}.,k); <;2 = a n p., ;
b = ka; Va 2 - b2 = k'a = d
x - d sn(}.,k) sn(p.,k') dn(v,k). _ 'd cn(p.,k') cn(v,k).
- cn(X,k) , Y- cn(}.,k) ,
dn(X,k) dn(p.,k') sn(v,k)
z = a -~~c-n+'-(}.-';,k")'----'--'--'-
664 Ordinary Differential Equations [en. 5
XI Paraboloidal Coordinates
x.=2.3
x,=o
x,=2.3
x,=IO
x,=10
x2 =1.5
x, =0 ~~'-=='"'I'f'''*''=t:;;::-~
~=2!
~~ ~f
~~
m- a 2) m- b 2)(a2
- b2)
~~ ~~
s= ~i
(~~ - a2) (~~ - b2)(a 2 - b2)
~i ~i
~i (~i - a 2) (~i - b2)(a 2 - b2)
Equations for ~l, ~2, ~3 have regular singular points at -a, -b, 0, +a, +b.
General form for V = (~~ - mu(h) + m- mv(h) + m- mW(~2).
m- mm- mm - ~n
dn(X k) ~ k'2
~l = a cn(X:k); h = a dn(JI,k') ; ~3 = a 1 - cn 2(p. ,k)
b = ka: ya 2 - b2 = k'a =~, x = d sn(X,k) sn(JI,k').
, ' cn (X,k) en (p.,k) ,
= d sn(p.,k) cn(JI,k'). z = ~ [sn 2(X,k) _ sn 2(p.,k) + dn 2(JI,k')]
}L=-I--f->'<;~ p.=-I
cp=o cp=o
Fig. 6.26.
Toroidal Coordinates
Z z
8=0·
fL=I.O
~m:~7/-X
ep=90 ·----1~l,..JL-+_T
}L=I.O
Fig. 6.26.
Y2 = e-k/(w -a )
d 2y
Z dz 2 + (1 + a) dy
dz
_ .
- 0, solutions Yl = 1; Y2 = z-a
when a = 0, Y2 = In z,
General form, points at a and c, indices X and J.l (X~J.l) :
= (1 - z)-aF (a, c - bl c] z ~ 1)
= (1 - z) -bF (c - a, bl c] z ~ 1) (Re z < i)
F(a,blcll) = [r(c)r(c - a - b)JI[r(c - a)r(c - b)]
F(a,bI2blz) = (1 - iz)-aF[ia, ia + +
-lIb -llz2j(2 - Z) 2]
F(2a,213Ia + +
13 ilz) = F(a,l3la 13 il4z - 4z 2)+ +
zF(a,blclz) = (c - l)j(a - b)[F(a - 1, bl C - 11 z) - F(a , b - 11 C - 11 z)]
F(a,blclz) = 1/(a - b)[aF(a + 1, bl e] z) - bF(a, b + 11 c] z)]
(d/dz)F(a,blclz) = (ab/c)F(a 1, b + 11 c 11 z) + +
A second solution about z = 0 is zl-cF(a - c 1, b - c 112 - c] z), + +
but this is not independent of y~ when c = 1, 2, 3, .. . . An inde-
pendent solution for all values of Re c ~ 1 is
o = G(a blclz) = (s~n 1r(c - a) s~n 1r(c - b) s~n 1ra s~n 1rb) F(a blclz)
+
Y2 , Slll1r(C - a) Slll1r(C - b) - SIll1ra SIll1rb '
+( 21rz 1- C sin 1rC r(c)r(c - 1) ) .
sin 1r(c - a) sin 1r(c - b) - sin 1ra sin 1rb
F(a - c +
1, b - c +
112 - cl z)
r(a)r(b)r(c - a)r(c - b)
\ ' r(a +
n)r(b +
n) [ \ ' ( 1 1 2
+ n=O
'-' r(a)r(b)[n!]2 '-' a r
r=O
+ +b+r - r+1 zn
CR. 5] Second-order Differential Equations 669
For m = 2, 3, 4,
.[l: (a ~
r=O
r + b~r - r ~ 1 - r ~ m)]zn
m-l
° _
f(c)
Yl(a,blclz) - f(a)f(b)
fi'"
-i'"
f(a + t)f(b + t)
2rif(c+ t) f(-t)(-z)
I
dt
yO(a blclz) =
1, f(c)
f(b)f(c - b) Jlt : (t - z)-at«-c(t - l)c-b-l dt
r(c)r(c - a - b)
F(a ,blclz) = r(c _ a)r(c _ b) F(a,bla + b - c + 111 - z)
o _ r(c)r(a + b - c) 1 r(c)r(c - a - b) 1
Yl(a,blclz) - r(a)r(b) Y2(a,blclz) + r(c _ a)r(c _ b) Yl(a ,blclz)
o _ r(c)r(a + b - c) 1 r(c)r(c - a - b) 1
Y2(a,blclz) - r(a)r(b) Y2(a,blclz) - r(c _ a)r(c _ b) Yl(a,blclz)
_ r(c)r(a - b) -
o
Yl(a,blclz) - r(b)r(a _ c) e
ira 00
Yl (a,blclz) + r(c)r(b -
r(a)r(b _
a)
c) e
-irb 00
Y2 (a,blclz)
CH. 5] Second-order Differential Equations 671
[sin 7l"(c - a) sin 7l"(c - b) - sin 7l"a sin 7l"b]yg(a,blclz)
{. 7l"(c -
sin
.
a) sin 7l"(c - b) 1
[ + ei". r(a - c + 1)r(a - C)]
r(a)r(a _ 1) , ,
. 7l"a sm
+ sin . 7l"b} r(b)r(a -_ b)
r(c)r(a . "'(a,blcIz)
c) e-,,,aYl
- c + 1)r(b - C)]
+ {sin. eIc - . [
a) sin rfc - b) 1 + e'''·. r(b r(b)r(b _ 1)
yO = G(alclz) . r(c)
= e'''a - {r(l - c) [ .
e:....
- C)] F(alclz)
+ sinsin.7l"(a(7l"a)
2 T'(c) r(l - a)
- 2 r(c - 1) z1-eF(a - c
r(c - a)
+ 1/2 - CIZ)}
The series can be constructed from the definition of F above except
when c = 1, 2, 3, .. ..
By a limiting process (see page 616) we can show that the formula
for G, for c an integer, becomes
ei"a {
G(alllz) = -;- sin(7l"a) [2 In z + 7l" cot(7l"a) - i7l" + 2¢'(a)]F(aI1Iz)
..
+2 2: ~~:)tm~1
m~l
[¢'(a + m) - !Jt(a) + 21/1(1) - 21/1(m + 1)]zm}
672 Ordinary Differential Equations [CR. 5
When c = n = 2,3,4, . . .
i a
G(alnlz) e .. sin(1I'"a) { [2 In z
=7 + 11'" cot(1I'"a) - i1l'"]F(alnlz)
'"
~ r(a + m)(n - 1)!Zm}
- 2 Lt [,p(m + 1) + ,p(n + m) - ,p(a + m)] m!r(a)(n + m _ I)!
m=1
n-l
_ 2e i ..a ""-(n-,--...,.....,.--I-=-)! ~ (r - 1) !(z)-r
I'(c) Lt (n -
r=1
r - 1)!r(r - a + 1)
Integral representations for y~:
° _ r(c)
Yl(alclz) - 211'"ir(a)
fi'"
- i'"
I'(a
r(c
+ t)
+ t) r(
_
t)(
_ t
z) dt
yO(alclz) =
1
r(c)
I'(ej I'(c - a) Jo
e e'tta-1(1 - t)<-a-l dt ·
'
Re c > Re a >0
ia
= e- .. r(c)r(1 _ a)r(a _ c + 1) 1- e'tta-1(t - 1)c-a-l dt
411'"2 'r',
where the contour is a folded figure eight, going in a positive direction
about 1 and 0, then in a negative direction about both. The integrand
is real for z real and t real and > 1. Valid for all values of a and c for
which the gamma functions are analytic. Asymptotic expansions for
z = Izlei~» 1, a or c, for 0 < q, < 11'":
I'(c)
yO(alclz)
1
---+ -
I'(c)
za-Ce' + r(cr(c)
- a)
(-z)-a .
,
(-z) =
.
IzIe'(~-")
s:
r(1 - a) Jo z
= (-z)-a l " e-uua-c (1 + ~)-a du ---+ (-z)-a . -11'" < q, < 11'"
r(a - c + 1) Jo z '
CH . 5] Second-order Differential Equations 673
First integral valid for Re c > Re a, second for Re a < 1, etc . For
other ranges see contour integrals of Eqs. (5.3.53) and (5.3.58).
Joining equations connecting solutions about 0 with those about 00:
f(1 - c)
U (alclz) = ei..(a- clF(alclz)
1 f(1 - a)
I' (c - 1)
-
f(c - a)
ei..az1-cF(a - C + 112 - clz)
- f(1 - c) i .. a ( 1 1
U 2(a 1c1z) - f(a _ c + 1) e F a c z)
+ f(cf(a)
- 1) ei..azl-cF(a _ c + 112 - cjz)
Z2
2
d-.J!..
dz 2
+ z.JL
d + ( ih z
dz
2 2
- a + ih 2 1)
-
Z2
Y = 0
(See also the equation for two regular and one irregular point.)
For general values of a (or b), the two solutions are
L L
~ ~
S(b,h, ei.p) = ei•.p a ne2in.p ; S(b,h ,e- i"') = e:'•.p a ne- 2ni.p
n=- GO n=- GO
L B 2n cos(2n¢); LB 2n
~
S e2m(h, cos ¢) = = 1
n=O n
S e2m+l(h, cos ¢) = 1
n=O
674 Ordinary Differential Equations [cH.5
Odd angular functions about 4> = 0, b = b02m or b02m+1:
l l
00
S02m+l(h, cos 4» = l
n=O
B 2n+1 sin[(2n + 1)4>] ; ln
(2n + 1)B 2n+1 = 1
where the coefficients B are functions of h and are different for each
different Se or So.
The second solutions, for the same values of the separation constant,
are [see Eq. (5.2 .79)]
..
Fe2m(h, cos 4» = 'Y;m { 4>Se2m(h, cos 4» + l
n=l
D 2n sin(2n4» } ;
'Y;m = [ 1 + l2nD 2n Tl
.. n
..
F02m+l(h, cos 4» = 'Y2m+l {4>S02m+l(h, cos 4» + l D 2n+ cos[(2n + 1)4>]} ;
n=O
1
= [l D 2n r
'Y2m+l +1
n
For further details of comput at ion of the coefficients Band D, see pages
565 et seq. For behavior of solutions for complex values of 4>, see pages
\ 635 et seq., and also the tables at the end of Chap. 11.
Bibliography
Boundary Boundary
Fig. 6.1 Boundary conditions in two dimensions. Surface z = 4(x,y),
boundary curve z = ~(s), y = ,,(s), unit vectors a, and an in x, y plane ;
vector a tangent to surface at boundary.
There is a nondenumerable infinity of solutions of this equation;
the additional conditions imposed by the problem, which serve to fix
on one particular solution as being appropriate, are called boundary
conditions. Usually they take the form of the specification of the
behavior of the solution on or near some boundary line (or surface, in
three dimensions). (From this point of view, initial conditions are just
boundary conditions in time.) It naturally is of interest to see what
sort of curves these boundary curves may be and what sort of specifica-
tion of the field along the line there must be in order that a unique answer
result.
For a two-dimensional problem the solution if;(x,y) may be repre-
sented by the surface z = if;(x,y) . The boundary is a specified curve
on the (x,y) plane, not the edge of the surface z = if;(x,y) which is above
the boundary curve. The boundary conditions are then represented by
the height of the if; surface above the boundary curve and/or the slope
of the if; surface normal to the boundary curve (see Fig . 6.1). The edge
of the if; surface just above the boundary curve (which is in general not a
plane curve) is sometimes called the supporting curve for the boundary.
If the distance along the boundary from some origin is s and the
parametric equations for the boundary curve are x = Hs) , y = 7/(s),
678 Boundary Conditions and Eigenfunctions [CH. 6
then the equation for the supporting curve is z = if;(~"T/) = if;(s). The
unit vector tangent to the boundary at the point s on the boundary is
at = i(d~/ds) + j(d"1/ds) , and the unit vector normal to the curve is
an = at X k = [-j(d~/ds) + i(d"1/ds)] . The expressions for these vec-
tors are particularly simple because we have said that s is the distance
along the boundary curve, so that V(dUds)2 + (d"1/ds)2 = 1 (why?) .
Since an is an axial vector, having a choice of directions, we choose axes
and directions (for this section, not for Chap. 7) so that an points inwa rd
(on the side of the boundary which contains the solution). In terms of
these vectors and derivatives the gradient of if; normal to the boundary
at s is
an. grad if; = aif; d"1 _ aif; a~ = N(s)
ax ds ay ds
where aif;/ay and aif;/ax are taken at the points x = Hs), y = 1](8).
In terms of these definitions we can now visualize the various types of
boundary conditions.
Types of Boundary Conditions. In every case, of course, we must
specify the shape of the boundary. It may be a closed curve for the
Laplace equation in two space dimensions, or it may be an open, If-shaped
boundary consisting of a line parallel to the space axis and two lines
parallel to the time axis for a string (wave equation in time and one
space dimension) fixed at the ends and given a specified start at a given
time, and so on. As mentioned on page 690, the boundary is closed if it
completely surrounds the solution (even if part of the boundary is at
infinity); it is open if the boundary goes to infinity and no boundary
conditions are imposed along the part at infinity.
In a one-dimensional case, the solution of a second-order equation
is uniquely spec ified if we specify its initial value and slope. By analogy
we might expect that, if the boundary were parallel to one of the axes,
specification of the value of if; along the boundary [i.e., specifying if;(8)]
and of the gradient of if; normal to the boundary [i.e., specifying N(s),
in this case aif;/ay] will uniquely fix the solution. This is correct, as will
be shown later, but it is too spe cial a case to satisfy us. We should
sometimes like to have a boundary which is not contiguous with a
coordinate line but is free to take any, reasonable shape. It is not quite
so obvious that spe cification of value and normal gradient on a boundary
of any shape will give a unique result (nor is it true!), and we shall have
to determine the sort of boundaries which are satisfactory.
The type of boundary condition mentioned in the last paragraph, the
specifying of value and normal gradient, is called the Cauchy boundary
condition, and the problem of determining the shape of boundary and
type of equation which yields unique and reasonable solutions for Cauchy
conditions is called the Cauchy problem, after the investigator who first
studied it in detail. Specifying the initial shape and velo city of an
§6.1] Types of Equations and of Boundary Conditions 679
infinite flexible string corresponds to Cauchy conditions along the line
t = constant. As we know, this uniquely specifies the solution.
On the other hand if the solution is to be set up inside a closed bound-
ary, it might be expected that Cauchy conditions are too much require-
ment and might rule out all solutions. Perhaps one only needs to specify
the value if;(s) alone or the normal gradient N(s) alone along the boundary
in order to obtain a unique answer.
The specifying only of values along the boundary is called Dirichlet
conditions, and the specifying only of slopes is called Neumann condi-
tions . A potential problem, such as the determination of electric poten-
tial inside a sequence of conductors at specified potentials, corresponds
to Dirichlet conditions. On the other hand the determination of velocity
potential around solid bodies, where the fluid must flow tangential to the
surface of the solids and the normal potential gradient at the surface is
zero, corresponds to Neumann conditions. Alternatively we may, at
times, need to specify the value of some linear .combination of value
and slope, a single boundary condition which is intermediate between
Dirichlet and Neumann conditions.
In terms of our supporting line in Fig . 6.1, Cau chy conditions cor-
respond to our specifying not only the line if;(s) = z but also the normal
slope at the edge of the surface if;(x,Y) = z. It is as though, instead of a
line, we had a thin ribbon as a support to the if; surface, a twisted ribbon
which specified slope perpendicular to its axis as well as height above the
z axis (but not higher derivatives). For Diri chlet conditions the sup-
porting line is really a line, not a ribbon. For Neumann conditions the
ribbon is free to move up and down, only the "slant" of the ribbon is
fixed. Sometimes these two conditions are homogeneous, when exif;(s) +
(3N(s) = 0, for ex, (3 specified but independent of s, and sometimes the
conditions are inhomogeneous , when exif;(s) + (3N(s) = F(s) . The dis-
tinction will be of interest in Sec. 6.3.
But we now must go back to our general equation (6.1.1) and see
under what circumstances Cauchy conditions along the curve x = Hs),
Y = 1](s) will result in a unique solution.
Cauchy's Problem and Characteristic Curves. In order to compute
if; at some distance away from the boundary we can have recourse to
some two-dimensional power series, analogous to Taylor's series :
But the next step, to obtain the second derivatives, is not so simple.
It is also the crucial step, for if we can find the three second partials,
we shall find that solving for the higher derivatives is simply" more of
the same ." Now that we have solved for the first derivatives, we know
p and q, given in Eq . (6.1.3) as functions of the parameter s. Two of
the needed three equations for the second derivatives are obtained by
writing down the expression for the known rate of change of p and q
with s in terms of these second derivatives; the third equation is the
differential equation 1/; must satisfy, Eq. (6.1.1) itself:
d~ d7/
ds ds
o
A = 0
d~
ds ~~ = C (~;Y - 2B (~;) (~~) + A (~~y (6.1.4)
A 2B C
is zero. If the determinant A is not zero, all the higher partials can be
solved for by successive differentiations of known quantities with respect
to s, the distance along the boundary, and the resulting Taylor's series
will uniquely specify the resulting solution, within some finite area of
convergence. Thus we have shown that Cauchy conditions on a bound-
ary do choose a particular solution unless the boundary is such that the
determinant A is zero along i t.
The equation A = 0 is the equation of a curve
C(X,y)(dX)2 - 2B(x,y) dx dy + A(x,y)(dy)2 =0 (6.1.5)
(where we have changed the differentials d~, d7/ into the more familiar
dx, dy) or, rather, of two families of curves, for this equation may be
factored, giving
A dy = (B + yB2 - AC) dx; A dy = (B - yB2 - AC) dx (6.1.6)
These curves are chara cteristic of the partial differential equation (6.1.1)
and are called the characteristics of the equation. If the boundary line
happens to coincide with one of them, then specifying Cauchy conditions
along it will not uniquely specify the solution; if the boundary cuts each
curve of each family once, then Cauchy conditions along it will uniquely
specify a solution.
Hyperbolic Equations. In order to have this statement mean any-
thing physically, the two families of characteristics must be real curves .
This means that our statement (as it stands) applies only to those partial
differential equations for which B2(X,y) > A(x,y)C(x,y) everywhere . Such
equations are called hyperbolic equations. The wave equation
with a similar equation for the partials of J.L , for the other family.
We now go back to the original equation (6.1.1) and express it in the
new coordinates. For instance,
iJ2ift
iJ'A iJJ.L
= P (iJt/t)
iJ'A
+ Q (iJt/t)
iJJ.L
+ Rt/t (6.1.8)
where P, Q, and R are functions of 'A and J.L . If these quantities (P,Q,R)
are zero, as they often are (for the wave equation in one space dimension
and the equation for supersonic flow, for instance), the solution of Eq.
(6.1.8) is
(6.1.9)
where f can be any function of 'A and g any function of J.L. For the wave
equation, for example, 'A = x - ct and J.L = X + ct, so that t/t = f(x - ct)
+ g(x + ct), corresponding to waves of arbitrary shape traveling to the
right and to the left with velocity c and -c. We shall discuss a case
where P and Q are not zero on page 687.
§6.1] Types of Equations and of Boundary Conditions 683
-,
Boundary Boundary
Fig. 6.2 Intersection of families of charact erist ics, for a
hyperbolic equation, with boundary line .
to determine bothf and g for this pair of values of Xand u , If the bound-
ary crosses all of both families of characteristics, then f and g will be
specified for all values of X and p. and the field will be uniquely deter-
mined everywhere. When the characteristics are everywhere real, if if;(s)
and N(s) are bounded and continuous, then f and g will also be bounded
and continuous and so will if;(x,y) .
Cauchy Conditions and Hyperbolic Equations. We now can see why
Cauchy conditions do not specify the solution when the boundary coin-
cides with a characteristic. If the boundary is along p. = P.o, say, then
Cauchy conditions give data concerning only g(p.) and the slope of g(p.)
at p. = P.o and nothing at all about the behavior of g for any other u, In
this case f(X) is determined, because the line p. = P.o cuts all the family of
X characteristics, so the value of if;(s) [which in this case can be written
y;(X)] is f(X) . The normal slope N(s) determines dg/dp. at p. = P.o but no
higher derivatives can be determined, and so g(p.) , for any other p., is
wholly undetermined. In general the values of f and g are determined
only for those values of X and p. which are crossed by the boundary line .
To put it still another way, a boundary which coincides with a char-
acteristic is a boundary which travels along with a wave front . Since it
684 Boundary Conditions and Eigenfunctions [CR. 6
never comes in contact with any of the rest of the wave traveling its
direction, it can affect only the wave traveling in the opposite direction
(i.e., it can determine only f, not g). The close relation between these
statements and the discussion on page 168, of shock waves which appear
when a fluid flows past a boundary at a speed greater than the speed of
sound, should be apparent by now.
We also can see now what happens when the boundary curves around
so that it crosses a family of characteristics twice, as in the second part of
Fig. 6.2. At the point P(At,J.Lt) the boundary is tangent to the chara c-
teristic J.L = J.Lt ; for all values of J.L > J.Lt the boundary cuts the J.L chara c-
teristics twice and the characteristics for J.L < J.Lt are not cut at all. Sup-
pose that Cauchy conditions are given on the PA part of the boundary.
This determines f(A) for A < At and g(J.L) for J.L > J.Lt. It does not matter
that g(J.L) is undetermined for J.L < J.Lt, for these values of J.L are outside
the boundary, but we do need to know values of f(A) for A > At. These
must be determined by boundary conditions along the PB part of the
boundary.
If Cauchy conditions [both if;(s) and N(s)] are given along the portion
P B, the solution will be "overdetermined," for along this portion g(J.L) is
already fixed, being determined by the Cauchy conditions on PA, and
only f(A) for A > At needs to be determined by the conditions on PB.
This may be done by specifying either if;(s) or N(s) along PB (or a linear
combination of if; and N) but not both. Consequently Dirichlet or Neu-
mann conditions (or the intermediate combina tion) are sufficient for PB.
Of course, we could also obtain a unique answer by setting Cauchy con-
ditions on PB and Dirichlet or Neumann conditions on PA .
In general, we can say that, if the boundary is curved so that it cuts
a family of characteristics twice, then Cauchy conditions are needed on
the part of the boundary on one side of the point which is tangent to a
characteristic and Dirichlet or Neumann conditions on the other side are
sufficient. It is not difficult to carry this reasoning on to the case where
there is more than one point of tangency. For instance, for aU-shaped
boundary, Cauchy conditions are needed along the base of the U and
Dirichlet or Neumann conditions are enough along the sides, and for a
Z-shaped boundary, Cauchy conditions along the top and bottom of the
Z, with Dirichlet or Neumann conditions along the diagonal part, will be
proper.
It is also not difficult to see that, when the boundary is closed, so
that every interior characteristic crosses the boundary twice, Cauchy
conditions on any finite part of the boundary overdetermine the solu-
tion. It is not too easy to see, however, whether Dirichlet conditions
(or Neumann) all around the boundary are sufficient, and we shall have
to postpone our discussion of this until later in the chapter.
It might be well to discuss a simple case of the above problem in
§6.1] Types of Equations and of Boundary Conditions 685
order to see how it works out in practice. The case of the flexible string
is the simplest.hyperbolic equation, where the displacement I/; of the string
depends on x and t according to the equation (see page 124)
f(x-ct) g
__ _ _~fltt /.::::::.;:-- -'q ~~
' \,\. ........ -
,,","
'"
~' .......... ~,
"
g[itctl ~f---
Fig. 6.3 Initial shape (solid line) and initial velocity
(arrows) of string. Subsequent motion is given by sum of
dotted lines f and g, moving in opposite directions.
The solution is then I/;(x,t) = I(x - ct) + g(x + et), consisting of the sum
of two waves traveling in opposite directions with velocity c and -c.
This is shown in the first part of Fig. 6.3.
If now the string is clamped at x = 0, the boundary is L-shaped and
cuts the J-L characteristics at two points. The values of I(X) and g(J-L) for
X and J-L larger than zero are fixed by the Cauchy conditions of initial
°° °
value and velocity along the t = 0, x > part of the boundary, and the
value of f(X) for X < is determined by the Dirichlet condition that
I/; = °for the x = 0, t > part of the boundary. Values of g for J-L <
are not fixed by the boundary conditions, nor are they needed .
°
686 Boundary Conditions and Eigenfunctions [CR. 6
The procedure for fitting these boundary conditions is to choose a
value for f( -X) which is an "image" of g(p.), so that for any value of t
the two will just cancel at x = O. For initial shape and velocity Yto(x)
and Vo(x) we can see that the proper solution is Yt = f(x - ct) + g(x + ct),
where
;c LA
l
i YtO(X) - Vo(w) dw; X> 0 (6.1.12)
f(X) = 1 t:
-#o( -X) - 2c )0 Vo(w) dw; X <0
This is illustrated in the second part of Fig . 6.3. We see that the values
of f(X) for negative X produce a reflected wave , the reverse of th~ p. wave
reflected in the end support.
Clamps at both ends of the string correspond to a U-shaped bound-
ary, which causes a periodicity in the reflections, for the initial (Cauchy)
conditions along the finite part of the string are reflected first at one end
and then at the other. A closed boundary for this case would be to set
"final conditions" at time t, as well as initial conditions at t = O. If we
specify Cauchy conditions (both value and velocity) at t = 0, then the
shape and velocity are fixed at t = t1 and our final conditions cannot be
arbitrary values of Ytl and VI or we shall have a contradiction. We
might expect that specifying 1/;0 only at t = 0 and 1/;1 only at t = t 1
(Dirichlet conditions) would uniquely specify the solution, but the
periodic motion of the finite string enters to confound us. As we know,
such a finite string has free vibrations of period 2l/nc , where l is the dis-
tance between the rigid supports and where n is any integer. If t, is
equal to any multiple of any of these periods (i.e., is any rational numb er
times 2l/c), then the string could have had a periodic vibration (of any
amplitude) of the right frequency to go through zero at t = 0 and also
go through zero at t = t 1 ; and this would not have registered in the value
of I/; at either the beginning or the end .
We therefore see that Dirichlet (or Neumann) conditions on a closed
boundary do not uniquely specify the solution of this simple hyperbolic
equation. In fact it is difficult to see what sort of boundary conditions
on a closed boundary do not over- or underdetermine the solution. But
we also see that a closed boundary is not a very" natural " boundary for
a hyperbolic equation, so the puzzle need not distract us.
Waves in Several Space Dimensions. The extension to several space
dimensions of the general concepts discussed above is not very difficult .
In an equation of hyperbolic type there is one coordinate which has its
second derivative term of opposite sign from the rest. This results in
equations for real characteristic surfaces, which often correspond to wave
§6.1] Types of Equations and of Boundary Conditions 687
surfaces. The discussion of boundary surfaces and boundary conditions
can easily be generalized, though a detailed discussion would necessarily
be prolix .
It will be of interest, however, to discuss the generalization of the
type of boundary fitting for the wave equation which was exemplified in
Eqs. (6.1.11) and (6.1.12). In the two-dimensional case (one space
dimension) a disturbance at time t and position x is propagated outward
in both directions with finite velocity but without change in shape as the
wave travels. The wave represented by f(x - ct) moves to the right
with unchanged shape as it travels, and similarly for g(x + ct), going to
the left . We might ask if waves from a point disturbance travel out-
ward with unchanged shape in any number of dimensions.
Anticipating the discussions of Chap. 7, we state that a disturbance
at point (X1 ,X2, • • • ,x n ) in n dimensions, at time t, propagates outward
equally in all directions from the point. Therefore we are here interested
in a solution of the wave equation depending only on time and on the
distance r from one point t o another in n dimensions. The hyperspherical
coordinates in n dimensions are defined as follows:
Xl = r cos (h
X2 = r sin 81 cos 82
(6.1.13)
X n-1 = r sin 81 sin 82 • ••• sin 8n - 2 cos 8n - 1
Xn = r sin 81 sin 82 • • • sin 8n - 2 sin 8n - 1
Discarding derivatives with respect to any of the angles, we find that
the wave equation for a "spherically symmetric" wave in n space dimen-
sions is
n - 1 aif/
- ---
r ar
(6.1.14)
This last is obviously a hyperbolic equation of the form of Eq. (6.1.1) ,
and it will be of interest to treat it as such. The characteristics, as before ,
are A = r - ct and p. = r + ct. The normal form of the equation is
a~ _ 1n - 1
aA ap' - - 2A + p. aA
[aif/ + aif/]
ap' (6.1.15)
Only when n = 1 is the solution if/ = f(A) + g(p.); this is the case already
discussed. If a solution giving waves which propagate outward and
inward without change of shape is impossible except for one space dimen-
sion, we might try to see whether we can find a solution which changes
only by diminishing its amplitude as it moves away from the point dis-
turbance. In other words we try the solution if/ = F(A,P.)(A + p.)'" =
F(A,P.) (2r)'" in the hopes that F will turn out to be f(A) + g(p.).
688 Boundary Conditions and Eigenfunctions [CR. 6
Substituting in Eq. (6.1.15) shows that, unless a = t(1 - n), the
equation for F is worse than that for 1/;. When a = i(1 - n) , in other
words when 1/; = F / (2r ) }(n- O, the equation for F is
a2F /aA afJ. = ten - l)(n - 3)F/(A + fJ.)2
Only for n = 1 or n = 3 will F be simply the sum of a function of A and
a function of u, We have treated the case of n = 1; it now seems that
for three space dimensions we can obtain a solution
is not quite so useful here, for A and fJ. are complex variables. It is
generally more useful to use the real and imaginary parts of A and fJ.,
u and v, for the natural coordinates.
Consequently the normal form of the elliptic equation is
(6.1.17)
§6.1] Types of Equations and of Boundary Conditions 689
The Laplace equation is an elliptic equation, as is the equation for sub-
sonic (Mach number < 1) flow of a compressible fluid (see page 168) and
also the Helmholtz equation. The Poisson equation is an inhomogeneous
form of the elliptic equation, with an additional term, p(x,y), on the right-
hand side .
When P, Q, and R (or S, T, and U) are zero, the solutions can again
be expressed in the form
I/; = f(A ) + g(p.) = feu + iv) + g(u - iv) (6.1.18)
In other words I/; is any function of the complex variable u + iv plus any
function of its conjugate. The applications of the theory of functions to
solutions of the two-dimensional Laplace equation have been touched on
in Chap. 4 and will be discussed in more detail in Chap. 10.
The connection between analytic functions and solutions of a two-
dimensional elliptic equation sheds some light on the relations between
these solutions and their boundary conditions. To illustrate, let us take
the Laplace equation V 21/; = 0 in two dimensions and try to apply Cauchy
conditions along the x axis to determine I/; in the upper half plane. The
characteristic functions for the Laplace equation are A = x + iy, p. =
x - iy, and the general solution is I/; = f(x + iy) + g(x - iy) . The
boundary conditions to be tried are I/; = I/;o(x) and al/;/ay = No(x) when
y = O. A solution is
_1_ !!:-
rn-1 dr
[rn-I dift] = O. r 2 = x 2 + x 2 +
dr ' 1 2
... + x2
n
The solution is ift = a + (bjr n-2), where a and b are constants (the
exception is for n = 2, where the solution is a + b In r) . For the elliptic
equation this is a satisfactory solution, for it is finite everywhere except
at the source, r = O. A similar solution can be set up for the wave
equation, with r 2 = x~ + xi + . . . + X~_l - c2t2 , but because of the
last term the solution is infinite whenever c2t2 = x~ + xi + . . . + X~_l ;
it has not the usefulness which the elliptic equation solution has .
Parabolic Equations, One limiting case of Eq. (6.1.1) should be dis-
cussed, that for which B 2(X,y) = A(x,y)C(x,y) everywhere. In this case
there is only one family of characteristics, the integrals of the equation
A dy = B dx [see Eqs. (6.1.6)], which may be called X(x,y). Expressing
Eq. (6.1.1) in terms of new coordinates X and x, we have, eventually,
for the normal form of the parabolic equation
a2ift aift aift
ax2 = K(x,X) ax + L(x,X) ax + M(x,X)ift (6.1.20)
(6.1.22)
where r 2 = xi + xi + . . . + x~. This has been so normalized that its
integral over all n-dimensional space is unity. The function is very con-
centrated for small values of t, is quite" spread out" for large values of t,
and is not valid for t negative. Its properties will be more thoroughly
explored in Sec. 7.4.
Yn = Yo n (CT + 1)
r=O
= Yo exp {L In (1 + CT) }
r=O
(6.2.3)
n-l
A n+ 1 n (C +
r=O
T 1) - An
r=O
n (C + T 1) - CnAn n (C +
r-O
T 1) = n,
n n
A(A n ) n (C
r=O
T + 1) = s, or A(A n ) = n;/ n (C
r=O
r + 1)
Therefore the complete solution of Eq. (6.2.4) is
(6.2.5)
Yn = (1 + c)n-l {YO + 2:
.-0
(1 ~ C),}
_
- (1 + c) n-l {Yo + b 1 _ (1 ++ c)-n]}
C)-l
[1 - (1
= yo(1 + c)n-l + ~ [(1 + c)n - 1]
c
We could go on to second-order difference equations, paralleling the
discussion of Chap. 5 in almost complete detail. But we are interested
now in using difference equations to give us a better insight into the
behavior of partial differential equations.
..Difference Equations for Several Dimensions. A very useful method
for calculation of approximations to the solution of ordinary and partial
differential equations is to replace the continuous independent variables
by discontinuous variables, having values only at integral values of
some spacing h. For the differential equation
ax
2
a 1/12 + a~
ay
=
2
0
§6.2] Difference Equations and Boundary Conditions 695
for instance, we mark off a rectangular grid or net of spacing h in both
directions and compute 1/; only at the net points where the grid lines
cross. The value of1/; at x = mh, y = nh is then labeled 1/;(m,n). If h
is small enough, a good approximation to the differential equation will
be the difference equation
or
i[1/;(m - 1, n) + 1/;(m + 1, n) + 1/;(m, n - 1) + 1/;(m, n + 1)] = 1/;(m,n)
(6.2.6)
it is possible to develop methods for solving such equations numerically,
for use when the related differential equations cannot be solved exactly ;
here we wish to study the problem only enough to see the parallelism
between differential and difference equations with regard to their reac-
tion to boundary conditions.
What we shall do in this section is to consider the medium, or field,
not to be continuous at first, but to be a sort of lattice of spacing h,
where h is finite though small . The field e will have meaning only at the
net points, and the finite differences between the 1/;'s for neighboring
points will be governed by difference equations. We shall derive results
about the solutions of boundary-value problems for the difference
equations corresponding to the three types of partial differential equa-
tions discussed in the preceding section. Having proved the results for a
lattice of finite spacing, we can then make the spacing infinitely minute
and can be sure that the conclusions will usually hold for the correspond-
ing differential equations. The process of going to the limit is not always
so simple as it might seem; it can be shown that for the theorems we are
to consider no unforeseen complications arise.
We need use only two dimensions to demonstrate these theorems;
more dimensions only increase complexity. And we shall also use only
the simplest forms for the three types of equation. For example, the
simplest elliptic equation is the Laplace equation; its correlated difference
equation has been given in Eq. (6.2.6). For a nonhomogeneous elliptic
equation we can use Poisson's equation
iJ21/; iJ21/;
iJx2 + iJ y2 = -F(x,y)
Its difference equation is
i[1/;(m + 1, n) + 1/;(m - 1, n) + 1/;(m, n + 1) + 1/;(m, n - 1)]
- 1/;(m,n) = - (h 2j4)F(m,n) (6.2.7)
The simplest hyperbolic equation in two dimensions is the wave
equation
696 Boundary Conditions and Eigenfunctions [cH.6
having a difference equation of the form
if;(m + 1, n) + if;(m - 1, n) = if;(m, n + 1) + if;(m, n - 1) (6.2 .8)
Likewise the simplest parabolic equation is the diffusion equation
a 2if; _ 2 aif;
ax2 - a at
having a related difference equation which may be written
if;(m, n + 1) = C[if;(m + 1, n) + if;(m - 1, n) - 2if;(m,n)] + if;(m,n)
or
if;(m, n - 1) = -C[if;(m + 1, n) + if;(m - 1, n) - 2if;(m,n)] + if;(m ,n)
(6.2.9)
depending on whether we wish to work backward or forward in n (the
time dimension). We have made C = l /ha 2•
The Elliptic Equation and Dirichlet Conditions. As an example of
this type of analysis let us consider the net-point analogue of an elliptic
N 0 0 0 0 0 0 equation with Dirichlet conditions
.- • • 0
along a closed boundary. We
N-Io • • stated on page 690 that these
N-2o •I • • •
I • •II o boundary conditions for this equa-
tn
I
1
I
I
I
tion would result in a unique solu-
I
I I
tion; let us see whether the net-
I I point method can help us prove the
I
4 0 •I • • • • • statement. The fundamental lat-
30 • • • • 0 tice is shown in Fig. 6.4. The
2 0 • • • • • boundary points (open circles) are
I 0 • • .--------e o the rows m = 0, n = 0, m = M,
and n = N ; we specify values for if;
o o o o o o 0
o 2 3 4 m--...C';J -;- ~ for all these points. Given these
~ ~ boundary values, we wish to deter-
Fig. 6.4 Fundamental lattice for solu- mine unique values for if; for all the
tion of differ ence equation analogous to
Poisson's differential eq uat ion.
interior points (black dots) by use
of the difference equation (6.2.6).
If a convergent procedure can be developed for computing each if;
in terms of the boundary if;'s, which gives a unique answer for all
interior points, we can consider the problem solved and the fact proved
that Dirichlet conditions give a unique answer.
A physical example of this net problem is a lattice of rubber bands
stretched between equally spaced boundary pegs, each extending a
different height above a plane. The height of each net point above the
plane corresponds to the value of if;(n,m). The difference equation
(and also the rubber-band model) states that the value of if; at the net
§6.2] Difference Equations and Boundary Conditions 697
point (m,n) is the average of the values of If at the four neighboring net
points. We have already (page 7) said that this is the physical signif-
icance of the Laplace equation. The statement can be used to compute
the values of the interior If'S.
For instance, the value of If at the interior point (2,1) can be computed
in terms of the values of its neighbors:
and so on, for the other equations in the sequence. After each sub-
stitution, If(2,1) will be expressed in terms of coefficients times other
net potentials and other coefficients times boundary values (which have
specified values). As we keep on with the substitutions, we notice two
important facts: The coefficients of the interior potentials approach zero
rapidly (so rapidly that even the sum of all the coefficients of all the
interior potentials, in anyone of the sequence of equations, approaches
zero), whereas the coefficients of the boundary potentials approach finite
values. For instance, the value of the coefficient of If(3,1) is {- for the
°
first equation, for the second, -.Jr for the third in the sequence, and so
on, whereas the coefficient of the boundary value If(2,0) is {-, -A, -A, and
so on.
This means that, if we continue with the substitutions long enough,
the term, in the eventual equation for If(2,1) concerned with the If for
another interior point, can be made as small as we please compared
with the corresponding term for a boundary value. In the limit, there-
fore, ¢'(2,1) can be expressed explicitly in terms of just boundary poten-
tials, and if all of these are specified, the value of If(2,1) will be uniquely
specified. The same argument can be used to show that every net
potential is uniquely determined as soon as boundary potentials are
698 Boundary Conditions and Eigenfunctions [CR. 6
specified all along a closed boundary enclosing the net. If part of the
boundary is at infinity, this does not invalidate the argument; as a matter
of fact all we usually need to know about the boundary 'It's at infinity to
obtain a unique value of 'It(m,n) is that they are all finite in value (i .e.,
not infinite) .
There has been elaborated a procedure, called the relaxation method,
by which this sequence of calculations can be made in an orderly and
quickly convergent manner. All we need to know here, however, is
that it can be done, which has just been demonstrated. Now, by letting
h go to zero, it can be proved that Dirichlet conditions on a closed
boundary give unique results for solutions of the Laplace equation. A
simple generalization of the same argument will suffice to extend this
statement to the general elliptic equation (6.1.17) and to more than two
dimensions.
It is not much more difficult to carry through the same argument for
Neumann conditions. For a net these are that the differences between
each boundary 'It and that for the net point next in from the boundary
are all specified . We can show that, as long as these differences satisfy
a single, over-all limitation, then the procedure outlined in the preceding
pages converges here also and we can obtain unique values for the interior
'It's (except for an arbitrary, additive constant).
The nature of the over-all limitation to the Neumann conditions is
indicated by the following examples. Suppose that all the boundary
differences are specified to make the solution increase toward the interior ;
how is one to find a solution which has no maximum in the interior [for
Eq. (6.2.6) allows no maximum] ? Obviously not all the boundary
gradients can have the same sign. The limitation can be more clearly
indicated by remembering that the velocity potential of an incompressible
fluid obeys the Laplace equation and that Neumann conditions on a
surface then correspond to specifying the fluid flux across the surface.
To specify that this flux be all inward across a closed surface would be to
specify a net positive rate of increase of fluid inside the surface, an impos-
sible requirement if the fluid is incompressible. In this case, therefore,
we should have to require that the integral of the specified gradient, over
the whole boundary surface, be zero; aside from this single limitation
any values of the normal gradient may be assigned on the boundary.
We shall expect, therefore, that correct boundary conditions for the
Laplace equation may be Neumann conditions on a closed boundary,
provided that the specified boundary gradients satisfy some integral
requirement over the boundary surface. Also, since the boundary con-
ditions are gradients, not values, we shall need to specify the value of 'It
at some single point to obtain a unique answer.
Eigenfunctions. Let us discuss a particularly simple case, just to
show what can be done by net-point calculations. We take the lattice
§6.2] Difference Equations and Boundary Conditions 699
shown in Fig . 6.5, with four interior points and eight boundary points.
We shall now proceed to build up our solution for any boundary conditions
in terms of solutions for simple boundary
conditions. This can be done because our 6 5
o o
difference equation is linear; if I/;(m,n) is 0,3) (2,3)
the solution when the boundary values
are I/;o(O,n) or I/;o(m,O), etc., then AI/;(m,n) 7 4
is the solution for boundary values AI/;o; (O~2) •
0,2)
•
(2,2)
o
(3,2)
and if I/;'(m,n) is the solution for boundary
values I/;~, then the solution for boundary 8 3
values 1/;0 + I/;~ is I/;(m,n) + I/;'(m,n). (O~I) O,Il •(2•,1)
o
(3,1l
For instance, we can solve the differ-
ence equation for the simple case 1/;1(1,0) = I 2
o o
1/;2(2,0) = 1, all other boundary I/;'s equal 0,0) (2,0)
zero. For then, by symmetry, 1/;(1,1) = Fig. 6.6 Lattice for simple ex-
""(2,1) and 1/;(1,2) = ""(2,2) . Setting down amples of boundary-value speci-
the difference equations for two interior fication.
points, we have
+
1/;(1 ,1) = t t""(2,1) +#(1,2) or !1fCl,l) = t + #(1,2)
1/;(1,2) = #(1,1) + #(2,2) or i""Cl,2) = #Cl,l)
These can be solved to obtain
""(1,1) = 1/;(2,1) = i ; 1/;(1,2) = 1/;(2,2) = -} (6.2.10)
This matrix of values may be called 'ltl(m,n).
We can also solve for the case ""1(1,0) = -1/;2(2,0) = 1, other bound:'
ary ""'s zero. This will give
1/;(1,1) = -1/;(2,1) = -h; ""(1,2) = -1/;(2,2) = -.h (6.2 .11)
which matrix of values may be called 'lt 2(m,n).
It is not difficult now to see that the solution corresponding to 1/;1(1 ,0)
= a; ""2(2,0) = b, all other boundary I/;'s = 0, is
a+b
'It(m,n) = - 2 - 'ltl(m,n) + -a-b
2 - 'l' 2(m,n)
Solutions for the other three parts of the boundary may be obtained by
rotating these solutions by 90, 180, or 270° . By suitable additions
we can obtain a solution for any sorts of assumed values of the boundary
potentials.
This method can be extended to regions bounded by a rectangular
boundary of any size. We first assume boundary values along one
side of a particularly simple type, all other boundary values to be zero.
For instance, we set ""Cm,O) = tP(m) (where tP is to be determined) ,
",,(O,n) = I/;(m,N) = ""(M,n) = O. We then separate the difference
700 Boundary Conditions and Eigenfunctions [cB.6
equation, by setting y;(m,n) = f(n)cf>(m), where the difference equations
for f and cf> are
"cf> (m) = i[cf>(m + 1) + cf>(m - "I )] + Ccf>(m)
(6.2.12)
and fen) = Mf(n + 1) + fen - 1)] - Cf(n)
where C is the separation constant. The difference equation (6.2.6) is
obtained by multiplying the first of these equations by fen), the second
by cf>(m), adding, and dividing by 2. The analogy between this and the
process of separation of partial differential equations is obvious.
We see that for this technique to be simple the functions cf> .(m),
describing the simple types of boundary values along one side when the
other sides are zero, must satisfy the difference equation
cf>.(m) = icf>.(m - 1) + icf>.(m + 1) + C.cf>.(m)
with cf>.(0) and cf>v(M) equal to zero. Reference to page 133 indicates
that possible solutions are
cf>v(m) = sin(7rvm/M); C, = 2 sin 2(1I"V /2M) ; v = 1,2, . . . , M
(6.2.13)
These M different functions of m have the property that a linear com-
bination can be found to fit any set of values for the boundary potentials
°
we wish along the n = part of the boundary, keeping the rest of the
boundary zero.
We must next solve for the corresponding functions f .(n) , by finding
the solutions of
f.(n) = if.(n - 1) + if.(n + 1) - 2 sin 2(7rv /2M)f.(n) (6.2.14)
which is zero at n = N and unity at n = 0. The general solution for
arbitrary boundary values along the n = °
part of the boundary is a
sum of the products cf>.(m)fv(n) over the M allowed values of v,
Functions of the sort defined by Eq. (6.2.13) are called eigenfunctions;
they will be discussed later in the chapter in relation to differential
equations. By their means we can obtain solutions satisfying any
boundary conditions on boundary surfaces of particularly simple shape.
Green's Functions. But we can also rearrange the functions dis-
cussed above to give a different aspect to the solutions. The solutions
of Eqs. (6.2.10) and (6.2.11) for the simple lattice of Fig. 6.5 can be
combined to give the special one
G1(m,n) = i'lt1(m,n) + i'lt 2(m,n)
G1(1,l) = -iT;G1(2,1) = -fi = G1(1,2) ; G1(2,2) = -h (6.2.15)
which is a solution of difference equation (6.2.6) satisfying the simple
boundary condition that y; at boundary point 1 (1,0) is 1 and all others
are zero. The solution for boundary point 2 (2,0) to be 1 and all others
§6.2] Difference Equations and Boundary Conditions 701
zero is -G2(m,n) = -!'1'l(m,n) - -!'1'2(m,n), which is the function G 1
reflected in the vertical bisector of the lattice [that is, G2(1,1) = ~ =
G2(2,2), G2(2,1) = -h, G2(1,2) = ~\] and the functions for the other
boundary points in turn can be obtained by reflecting the first solution
in the various axes of symmetry of the lattice.
These quantities, which can be considered to be functions of the
boundary point and of the interior point, are called Green's functions
for the boundary. Since G.(m,n) corresponds to the boundary condition
!f. = 1 and all other boundary !f'S = 0, we can quickly build up the
solution for the boundary conditions, !f at the sth boundary point = !f.,
by the sum
'1'(m,n) = l
8=1
!f.G.(m,n) (6.2.16)
We multiply the Green's function for the sth boundary point by the
boundary value at that point and sum over all boundary points. In
Chap. 7 we shall discuss the generalization of this technique to differential
equation solutions.
The solution of the Poisson difference equation (6.2.7) may be found
by a very similar technique. We solve this equation for the boundary
potentials all zero and for F(l,l) = 4/h 2 , all other F's = 0.
G(l,lll,l) = if; G(I,III,2) = G(I,I[2,1) = i ; G(I,I[2,2) = t
The solution for all boundary values zero and for the fun ction F(m,n)
any fixed set of values is therefore
'1'(m,n) = l
r.s
F(r,s)G(r,slm,n) (6.2.17)
a sum of values of F for the different interior net points, each multiplied
by the solution for !f for that net point. If we also have some of the
boundary potentials different from 'zero, we can add to the function of
Eq. (6.2.17) enough of Eqs. (6.2.16) to fit these boundary conditions.
The solution G(r,s[m,n) is called the Green's function for the pair of
interior points (r,s) and (m,n). It turns out to be symmetric for inter-
change of the points ; i.e., the potential at point (m,n) due to unit" charge"
F at point (r,s) is equal to the potential at (r,s) due to unit charge at
(m,n) . This is an aspect of the principle of reciprocity to be discussed
several times later.
Incidentally the solution G for a lattice boundary of any shape repre-
sents the following, purely imaginary problem: We let the lattice repre-
sent the streets of a symmetrically laid-out city. A saloon is located
at the corner of r Street and s Avenue. At some early hour in the morn-
ing a person is ejected from the saloon and starts at random along either
T Street or s Avenue. The streets are somewhat slippery, and each time
702 Boundary Conditions and Eigenfunctions [eB.6
the person crosses a street or an avenue (i.e., at each net point he encoun-
ters), he slips and falls down. Such is the efficacy of his previous pota-
tions, he completely forgets the direction he has been traveling by the
time he regains his feet, so his next block-long stroll is equally likely to
be in any of the four directions away from his last spill. This continues,
more and more bruises being collected , several streets and avenues
being traversed (some of them several times) , until he finally arrives
at a boundary point. At each boundary intersection a policeman is
stationed, one of whom promptly claps the befuddled wanderer in the
nearest calaboose.
Of course there are many possible paths which the person might
take between the saloon and his arrest, and we naturally cannot predict
exactly which path he will take. We can, however, predict the proba-
bility that he will fall down at the corner of m Street and n Avenue.
[Technically speaking, we can compute the probability density of falls
there, the chance that he falls once plus twice the chance that he falls
twice there, etc . Put another way, if the stroll is habitual, this proba-
bility is the ratio of times he falls at (m,n) to his total falls averaged over
all evenings.] This probability is just the Green's function G(r,slm,n)
which we have been computing. The example we have discussed here
is a special case of the problem of random flight, which has engaged the
study of several eminent mathematicians and which is of interest in the
study of Brownian motion and also of the motion of stars in a galaxy.
The Elliptic Equation and Cauchy Conditions. To complete the story
about the elliptic equation we should see what happens when Cauchy
conditions are applied along the boundary n = O. This means that
!/t(m,O) and !/t(m,l) are specified for all values of m. From Eq. (6.2.6) we
can then find all the !/t(m,2)'s,
!/t(m,2) = 4!/t(m,l) - !/t(m,O) - !/t(m + 1, 1) - !/t(m - 1, 1)
and so on for all n's successively. If there are side boundaries (say at
m = 0 and m = M), they cannot have Cauchy conditions along them
or some !/t's (the ones for m = 1 and m = M - 1) would be overspecified;
Dirichlet or Neumann conditions are all that are allowed.
Since the 1/;'s are already specified by setting the Cauchy conditions
on n = 0, we cannot have an upper boundary at, say, n = N, with
arbitrarily set boundary conditions of any kind . For an elliptic equation
inside a closed boundary Cauchy conditions on any portion of the
boundary are too many conditions.
On the other hand, if we do not have an upper boundary, then !/t(m,n)
will, in general, increase without limit as n increases. For!/t cannot
have a maximum or minimum, and if!/t starts up or down, as n is increased,
it must keep on increasing or decreasing indefinitely as n continues to
increase. Any infinitesimal change in the Cauchy conditions at n = 0
§6.2] Difference Equations and Boundary Conditions 703
will cause an indefinitely large change in 1/1 for very large values of n.
Such a sensitivity to the boundary conditions is not physically sensible.
All the arguments given above hold no matter what value the net
spacing has, so they will be also true when h goes to zero. Consequently
no solution of the Laplace equation can have a maximum or minimum;
Dirichlet or Neumann conditions over a closed boundary are the correct
conditions to use; Cauchy conditions over even a portion of a closed
boundary are too much and over an open boundary result in too great
a sensitivity to small changes in conditions to be physically satisfactory.
These conclusions about boundary conditions also apply to the Poisson
equation (and, indeed, to any elliptic equation), though the solution of
Poisson's equation may have a maximum or minimum.
,,0
./• • •• • • •.o!,
,,'
• • • • • • • .o!, e: • •
• • c. • • -, • • • c. • • • •
• b· d· • • • • b· • d· • • •
• • 0· · • • • • o· • • • •
t :
• • • • • c • • • • 0
• • •
0 0 0
0 0 0 0 0
0 0 0 0
0 0 0 0 0 0
0 0 0 0
0 0 0
m-
Fig. 6.6 Alternate lattices for hyperbolic equation. Rows
"= !(m + n)
= constant and p = Hm - n) = constant
are the characteristics.
The Hyperbolic Difference Equation. For the hyperbolic equation
we can trace our net in the x, y directions as given in Eq . (6.2.8) or we
can draw the lattice along the characteristics and make the difference
equation analogous to the normal form of Eq. (6.1.8), which is a21/1/a>. aP.
= 0, for the wave equation
!f;(K + 1,v + 1) + 1/I(K,V) = 1/I(K + I,ll) + 1/I(K,lI + 1) (6.2.18)
where the characteristics are the lattice lines K = constant or v = con-
stant (see Fig. 6.6). Here potentials at the corners of a diamond-shaped
figure are related; Eq. (6.2.18) states that the average value of the
potentials at the ends of the horizontal diagonal equals the average of
the values at the ends of the vertical diagonal. Cauchy conditions
would correspond to the specifying of values at the circled points, a
double row along the bottom. With these values specified, Eq. (6.2.18)
can be used to compute the potentials at the first row of black points,
then the next,and so on. If the function begins to increase at some point
(for instance, if 1/1 at a is larger than the average at b and c), then 1/1 at d
will be smaller again (for the average at a and ti must equal the average
at b.and c). Consequently the function keeps itself within bounds and
cannot increase without limit as does the solution of the Laplace equation.
704 Boundary Conditions and Eigenfunctions [CH. 6
Therefore slight changes in the boundary conditions produce only slight
changes in the function, which become imperceptible as we move away
from the boundary; in other words , the solution is stable for Cauchy
conditions on an open boundary.
The difficulties encountered when the boundary coincides with a
characteristic can also be exemplified. Suppose that values are specified
along the lines v = 0 and v = 1. Applying Eq. (6.2.18) we see that the
equations for v = 0 just check the internal consistency of the boundary
values. The next set, of the form
if;(K + 1,2) - if;(K,2) = if;(K + 1,1) - if;(K,I)
cannot give us a unique solution because each equation contains two
unknowns, and if the boundary extends to infinity in both directions,
the solution of the infinite number of simultaneous equations does not
converge (the determinant of the coefficients does not converge). If
the boundary bends around at some point, so that a value of one if;(K,2)
is given, the rest of the if;(K,2)'s can be obtained. But this possibility
has come about because the boundary does not everywhere correspond
to the characteristic; as long as it coincides with the characteristic, no
unique solution can be found .
Return to the (x,y) form of the difference equation, given in Eq.
(6.2.8), according to the second lattice shown in Fig. 6.6. Here again
the net points related are those in a diamond-shaped figure, the average
at the ends of the horizontal diagonal equaling the average at the ends
of the vertical diagonal. This persistance of
o
form of the requirements should not be surpris-
ing, for the wave equation should represent the
same interrelationship no matter what coordi-
nates we express it in . In the horizontal net-
o
• o work this means that the equations omit men-
tioning the net value at the center of the diamond
(this was true for the K, v representation also,
but it was not so noticeable, since the net was
o
so drawn that center points were omitted). The
Fig. 6.7 Lattice for sim-
plest possible net boundary omission of the center point is one aspect of the
problem. fundamental difference between the Laplace
and the wave equation. It is the basic reason
why Dirichlet conditions on a closed boundary do not result in a unique
answer for the wave equation but do result in a unique answer for the
Laplace equation.
To make this still clearer we can simplify the net-point Dirichlet
problem for closed boundaries to the very simplest case shown in Fig. 6.7,
for four boundary points and one lattice point. If the equation is the
Laplace equation, the value of if; at the center point is equal to the average
§6.2] Difference Equations and Boundary Conditions 705
of the values at the four boundary points, and if these are all given , a
unique solution results. If, however, the equation is the wave equation,
this equation relates the values of the boundary points and says nothing
whatever about the value at the central point. Therefore if the values
at the four boundary points are given, they mayor may not be con-
sistent with the requirements of the wave equation, but in either case no
unique answer for the lattice point is obtained.
Returning to the lattice for m, n at the right in Fig . 6.6, we can fit
boundary conditions by separating Eq. (6.2.8) into a difference equation
in m and one in n,
Vt(m,n) = ep(m)f(n)
ep(m + 1) + ep(m - 1) + (k 2 - 2)ep(m) = 11 2ep + k 2ep = 0 (6.2.19)
f(n + 1) + f(n - 1) + (k 2 - 2)f(n) = 11 2f + k 2f = 0
solve the one for m for particularly simple types of functions [in terms of
which we can fit boundary conditions easily, as that given in Eq. (6.2.13)
for instance], and then solve for the corresponding f factors ; the final
solution will be the sum of such products which fit the boundary condi-
tions at n = 0 and 1. Or else we can solve the problem for the boundary
conditions of unit value or slope at m = M and for zero value and slope
elsewhere on the boundary, thus obtaining Green's functions for the
boundary. The final solution will again be a sum of these Green's
functions times the boundary values along the boundary points,
The Parabolic Difference Equation. Taking up finally Eq. (6.2.9)
for the simplest parabolic equation, we see that, if Dirichlet conditions
are set along the horizontal boundary n = 0, the first equation allows a
unique solution for the lattice points n = 1, then n = 2, and so on.
Whether the solution will be stable or not will depend on the value of C.
If Vt(m,n) for m = mo is larger than either Vt(mo + 1, n) or Vt(mo - 1, n),
then !f;(m, n + 1) will have a smaller value than Vt(m,n), since
Vt(m, n + 1) = Vt(m,n) + 2CIMVt(m - 1, n) + Vt(m + 1, n)] - Vt(m,n) I
If C is not so large as to make Vt(m, n + 1) go negative and start unstable
oscillations, this will tend to even out irregularities in the solution and
eventually, for large enough values of n, tend to bring all the Vt'S to the
same value (see Prob. 6.3) .
If, on the other hand, we use the second form of the equation, to
work backward in the n (time) direction, we shall find that irregularities
in value of Vt tend to magnify any slight irregularity in the boundary
values, resulting eventually in a very large irregularity in the function
for large enough negative n's. The solution is therefore unstable for
any boundary conditions (it is unstable for Dirichlet and Neumann
conditions; Cauchy conditions overspecify the solution). By going to
the limit, we can say that solutions of parabolic equations give stable and
706 Boundary Conditions and Eigenfunctions [cH.6
unique results for Dirichlet conditions on an open boundary if we are
working in the positive direction along the characteristic but are unstable
in the negative direction.
Physically this comes about because parabolic equations (the diffusion
equation is an example) represent situations where the entropy is increas-
ing as time increases. Therefore irregularities in the field Vt will tend to
" iron out" as time increases ; the sharper the irregularity, the more
rapidly will it disappear. If we wish to work backward in time to find
out what field, a minute (or an hour) before, eventually diffused into the
specified distribution, we shall not be able to tell how many sharp irregu-
larities there had been, at this earlier time, which had practically dis-
appeared by the later time and thus did not show up to an appreciable
extent in the specified distribution.
The results of the discussion of this section may be summed up in the
following table:
(6.3.1)
1/t.(x) = I
n=!
An sinh (':b) sin (1r:x)
1/t(x,y) \' [~ (a 1/t.W sin (1rn~) d~] sin (7rnx) sinh ~(1rn/a)(b - y)]
L...t
n=l
a)o a a smh (1rnb/a)
J
(6.3.2)
This series satisfies the boundary conditions and is a solution of the
Laplace equation in x and y. Therefore it must be the unique solution
we are seeking.
In the limiting case of b - 00 the region inside the boundary becomes
infinite, but according to page 690, the Dirichlet conditions must still be
imposed over the whole boundary in order to obtain a unique result. The
hyperbolic sine ratio reduces to the simple exponential exp 1- (7rny/a)],
but otherwise the series ' remains the same. If now we expand the
boundaries in the x direction, we eventually change from a Fourier
series to a Fourier integral. Following the discussion in Sec. 4.8, we find
the solution of the two-dimensional Laplace equation valid in the upper
710 Boundary Conditions and Eigenfunctions [CH. 6
half plane and satisfying the boundary conditions 1/1 = !/t.(x) at y = 0
and !/t = 0 at infinity to be
!/t(x,y) = J..
211"
{fO_ "" eib+kll dk f ""
_ ""
!/t.(~)e-ikf d~
+ l" eikz-kll dk f-"""" !/t.We- ikf d~}
= -1 ~""
11" 0
e- kll dk i.- ""
!/t.W cos[k(x - m
d~ (6.3.3)
where the integration over k is split into two parts so that the dependence
on y always vanishes at y --t 00 (that is, we use e+kll for negative k and
e- kll for positive k). When y = 0, we obtain the usual Fourier integral
(4.8.2) .
The Green's Function. We notice that, both for finite boundaries
[using series (6.3.2)] and for infinite boundaries [using integral (6.3.3)],
we can rearrange the solution to be an integral over the boundary y = 0 :
where for a finite boundary the integration is between 0 and a, the ends
of the boundary, and the function G is the series
G(x,y It;t ) = ~
a
2: ""
sinh[(1I"nja)(b - y)] .
• h(
SIn
bj)
a 1m sm
(1mx) . (1I"n~)
a sm a
n=l
G(x
,
yl~) =.! Jor"" e- kll cos[k(x -
11"
mdk = (x - (yj1l")
~)2 + y2
The function G is called the Green's function for the boundary surface S
(y = 0 in this case) ..
We thus see that our solution of the Dirichlet problem can be expressed
in terms of an integral of a Green's function, suitable to the equation and
boundary shape, multiplied by the specified boundary-value function,
integrated over the boundary. But the ramifications of this idea are
to be worked out in the next chapter ; we are to concentrate here on the
process of determining the functions forming the series and how the
series are formed .
We have so far considered only the portion x = 0 of the boundary
to have boundary values !/t. different from zero. To fit the conditions
where Vt is different from zero along other parts of the rectangular bound-
ary we use obvious modifications of the functions used in series (6.3.2)
§6.3] Eigenfunctions and Their Uses 711
or integral (6.3.3). For instance, for fitting conditions along y = 0 we
use the series
..
L
n=l
En sinh [(7) (a - x) ] sin (~y)
and so on, for x = a and y = b, adding the individual series to obtain
the final solution. Therefore we ca n set up a Green 's function to use
in the integrand for any boundary values at any point along the rectangu-
lar boundary. See page 700 for the analogous case for a lattice.
Eigenfunctions. The functions sin(1l'nxja) for integral values of n
are the simplest examples of a sequen ce of eigenfunctions, which form the
basis of the series method of fitting boundary conditions. We see that
this method involves separating the partial differential equation in
terms of coordinates ~n such that the boundary corresponds to one or
more coordinate surfaces, ~. = constant. The factor in the solution
giving its dependence along the boundary surface [the factor sin(1l'nxja)
in the example] depends on a separation constant as well as on position x
along the boundary (the boundary y = 0 in the example). This factor
must also satisfy some simple boundary conditions (at the two ends
x = 0 and x = a in the example), and we find that only for certain values
of the separation constant (n an integer in the example) will this factor
fit the boundary conditions. The other factor (sinh [(1l'nja)(b - x)]
in the example) is then adjusted to fit the conditions at the other end
of the enclosed region (y = b in the example), and the complete solution
is then a sum of these products for all allowed values of the separation
constant.
The crucial part of the method, we can see, is the determination of
the form of the factor giving dependence along the boundary [the factor
sin(1l'nxja) in the example] and the corresponding allowed values of the
separation constant, which fit the conditions at the ends 0, a of the
boundary. Solutions of an ordinary differential equation, containing a
separation constant, which satisfy simple boundary conditions at two
ends of a range of the independent variable are called eigenfunctions,
and the values of separation constant which allow it to fit the conditions
are called eigenvalues (sometimes the terms used are characteristic func-
tions and characteristic values) . In the example above the functions
sin(1l'nxja) are the eigenfunctions and the values (1l'nja)2 (n an integer)
are the eigenvalues. Presumably \
a series of these eigenfunctions, for
all eigenvalues of the separation constant, should be able to represent
any arbitrarily chosen sequence of boundary values. We must show
in general that such a series can represent any chosen function over the
important range of the independent value, and we must also show how
we compute the coefficients in the series. (It should be noted that we
712 Boundary Conditions and Eigenfunctions [cH.6
can have eigenfunction for more than a single dimension and that we
can have eigenfunction solutions for integral, as well as differential,
equations.)
In a general two-dimensional example, for instance, we choose the
coordinates h, ~2 such that the boundary corresponds to ~l = ai, h = a2,
~2 = bl ~2 = b2 • We next set up the solution corresponding to 1/1 = 0
along three parts of the boundary (~l = ai, h = a2; h = b2, for instance)
and if; equal to some arbitrary sequence of boundary values f(h) along
the fourth part ~2 = bl • This can be done if we can separate the equation
for the coordinates s, Solutions of the h equation which go to zero at
~l = al and ~l = a2 are then the eigenfunctions for the problem.
Types of Boundary Conditions. We have so far discussed the case of
Dirichlet conditions on a closed boundary, but the same technique can
be used for other types of boundary conditions. For instance, for
Neumann conditions on a boundary enclosing the rectangle of dimensions
a and b, we first fit the conditions along the side y = 0, making the
conditions along the other three sides the homogeneous ones that the
normal gradient be zero. The proper eigenfunctions are then cos(1r1lX/a),
with n any integer, and the series which has normal gradient equal to
Ns(x) along the x axis from 0 to a and zero normal gradient along y = b,
x = 0, and x = a is
L'
(
'" \
.t.
'I' = sin (lI"nx)
-
a
[A n cos ('ll"nct)
-
a
+ Bn sm
. (lI"nct)]
-
a
\
n=l
dd~ + m <f?
'I'
2 = 0; !~(r
r dr
dR)
dr • r
2
_ m2 R = °
The solution of the equation in cP is [a cos(mcP) + b sin(mcP)], with
arbitrary values for a, b, and m. But if we are to have a physically
sensible solution inside the circle r = a, we must have the solution con-
tinuous and finite in this region. The angle cP runs continuously from
° °
to 211", coming back to as the radius vector is swung in a complete
revolution. Therefore the function <f?(211") must equal the function <f?(0),
and in general, <f?(cP) = <f?(cP + 211"). In order that this be possible, the
separation constant m must be an integer, and the eigenfunctions for cP
are therefore both sin(mcP) and cos (mcP) , with m an integer. In this
case there was no specifying of values of the function at the two ends of
the range, cP = ° and cP = 211". The condition was simply one of con-
tinuity, which corresponded to the requirement that <f? be periodic in cP
with period 211". We shall often encounter the requirement of periodicity
as a boundary condition ill later chapters. .
Formally, the interesting range for r is bounded at -bot h ends, r = 0
and r = a, although the physical boundary is only at r = a. We might
begin to worry as to what boundary condition to apply at r= 0, where
there is no physical boundary but only a concentration point for the
coordinate system, if we did not remember that a concentration point
corresponds to a singular point for the differential equation, and the
simple requirement that ift be finite or continuous or analytic there is
sufficient to limit our choice of function. The general solution of the
714 Boundary Conditions and Eigenfunctions [cH.6
equation for R is
R _ {a o + b« In r; m= 0
- amrm + (bm/rm) ; m > 0
and the second term must be omitted in order that R be finite and con-
tinuous inside the boundary. (We note in passing that, if the circle
r = a were the inner boundary and if Vt is to be finite at r = 00, then
the first term must be omitted for m > 0 and the In r term must be
omitted for m = 0.)
The solution of the Laplace equation inside the circle r = a, with
Vt = Vt.(tP) along the circular boundary, is then given by the series
..
Vt = L
n ~O
[An cos(ntP) + En sin(ntP)] (~r
where
1
A o = 271" Jo[2" "'.(a) da; Eo = 0
d[
dz (1 -
- Z2) - d8] [
dz + n(n + 1) - 1 -Z2
2
-m- ] 8 = o·, z = cos if
d2cfl (
-dtP
2 + m2cfl = 0 \
is zero if k differs from n and shall later compute the value of the inte-
gral when k = n. At present all we need to know is that, if we multiply
both sides of the series for if; by
cos(l¢) sin'+lO TL,(COS 0) d¢ dO
and integrate over the surface of the sphere r = a, all terms in the series
vanish except the one for which m = land n = k, and this one can be
written as A,kA, k , with A' k a constant of known value. Therefore the
series coefficients can be shown to be
A mn = -A
1mn 1
0
2r
cos(m¢) d¢ 1
0
r
if;s(0,¢) sinm+'O T'::_m(cos 0) ao
E mn = -A
1mn 1
0
2r
sin(m¢) d¢ 1
0
r
if;s(O,¢) sinm+lO T::'_m(cos 0) dfJ
\
The function sin(1I"mx/a) is a function of the integer m and of the
continuous variable z . It can be considered as a representation of a
vector 8 m in an abstract vector space of an infinite number of dimensions.
The scalar product of two such vectors, Sm and Sn, can be defined by the
equation
(Sm. s.: = la sin (1I":x) sin (1I":x) dx (6.3.5)
(6.3.6)
This same vector can also be represented in terms of the original unit
vectors e(x), with components F(x), which are related to F; by the
equations
718 Boundary Conditions and Eigenfunctions [CH.6
These are just the equations defining the Fourier series expansion of a
function F(x) .
The directions given by the eigenvectors Sn (or en) are somehow
determined by the differential equation
d 2y;/ dx 2 = - k 2y;
for the sine functions and by the homogeneous boundary conditions that
Y; = 0 at z = 0 and z = a. Therefore, corresponding to this differential
equation and these boundary conditions there is an operator equation (see
Sec. 2.6)
(6.3.10)
which gives equations by means of which we can expand any function
F(x) in terms of the eigenfunctions Y;n(X) .
Finally, we can compute the scalar product of the eigenvector corre-
sponding to Y;n(X) and the eigenvector corresponding to sin (1rnx/a) (we
can if the function space for the two is identical, i.e., if the boundaries
for both sets of eigenfunctions are 0 and a). This scalar product is
§6.3] Eigenfunctions and Their Uses 719
One other property of these eigenvectors will be useful later. Since
e(x) is orthogonal to e(x') as long as x' ;c x, we have, by using an equa-
tion analogous to (6.3.7),
[e*(x) . e(x')] = 2: ~~
n
Ytn(X)Y;n(X') = o(x - x') (6.3.11)
This quantity is zero when x' ;c x and has such a value at x = x'· that
. : o(x - x' ) dx = 1
In other words it is the Dirac delta function defined on page 22. Natu-
rally there are questions of convergence connected with this series repre-
sentation, questions we shall take up later.
But we still have not come to grips with details. The vector analogy
is fruitful of ideas and helpful in broadening concepts, but it is very
abstract. In order fully to understand all of its implications we must
return to our differential equations and our boundary conditions.
Sturm-Liouville Problem. The ordinary differential equation aris-
ing from the separation of the general partial differential equation
V 2if; + k 2if; = 0 can [see Eq. (5.1.28)] be written in the form
£.(Yt)
d2Yt #
= fez) dz2 + g(z) dz + [h(z) + Aj(Z)]Yt =0
for Yt2 in order to express the difference as a total derivative plus (AI - A2)
times a function (see page 527) . The equation adjoint to the Liouville
equation is the same equation (try it!).
Now let us integrate Eq. (6.3.13) over z, beginning at the left-hand
boundary point (which we shall call a) and ending at some arbitrary
point z, before we reach the right-hand boundary point. We have
(6.3.14)
For some range of values of A, the solution if; which satisfies the
boundary condition at z = a oscillates; i .e., it rises to a maximum as eis
§6.3] Eigenfunctions and Their Uses 721
made 'larger than a, and then it reduces in value, finally .going through
zero and on to a negative maximum, and so on. Suppose that we choose
A1 to be in the range of A for which I/; oscillates, and suppose that we
choose r to be the smallest value of z (the value closest to z = a) for
which 1/;1 = O. Then Eq. (6.3.14) becomes
dl/;l)
( Pl/;2 -d
z z-t
= (A2 - A1) It
a
rl/;11/;2 dz; I/;l(r) = 0 (6.3.15)
Since r is the smallest zero of 1/;1, 1/;1 does not change sign between
z = a and z = r and therefore 1/;1 can be taken to be positive over the
range a < z < r. We have already shown, on page 719, that for the
equations we are concerned with both p and r are positive over the whole
range a < z < b, where b is the upper boundary point. We can also say
that dl/;l/dz is negative at z = r, since this is the place where 1/;1 goes from
positive values through zero to negative values.
Let us choose A2 to be greater than A1, so that (A2 - A1) is a positive
quantity. What now does Eq. (6.3.15) tell us of the behavior of 1/;2
(assuming that 1/;2 satisfies the same boundary conditions at z = a and
corresponds to A2)? Does 1/;2 go to ~ero in the range a < z < r or not ?
Suppose 1/;2 did not go to zero in the range a < z < r In this case
we could assume that 1/;2 also is positive in this whole range and is still
positive at z = r. Then the quantity on the left in Eq. (6.3.15) will be
negative (p is positive, dl/;ddx is negative, 1/;2 is positive, at z = n,
whereas the quantity on the right will be positive (A2 - A1 positive;
1/;1, 1/;2, and r positive). This contradiction indicates that 1/;2 must go
through zero somewhere in the range a < z < r. Further application of
the same reasoning for ranges of z from this first zero of 1/;1 to the second
zero, and so on, shows that the distance between successive zeros of 1/;2 is
smaller than the distance between successive zeros of 1/;1 if A2 > A1.
In other words, the larger the value of A, the closer together lie the
zeros of I/; (assuming that p and r are everywhere positive in the range
a < z < b). Or, vice versa, as the value of A is decreased, the distance
between successive zeros of I/; increases.
For a low enough value of A (this value may be negative) there will
be no zero value of I/; inside the range a < z < b. For some value Ao of A
the function I/; will have a zero at z = b, the other boundary point, and
no zero between a and b; for A < Ao there will be no zeros in the range
a < z < b. If'the boundary condition at z = b is that I/; = 0, then Ao is
an eigenvalue of A and there are no other eigenvalues less than Ao. Simi-
larl y, by juggling Eq. (6.3.14) around, we can show that, no matter what
the boundary condition is, there will be some lowest eigenvalue of A,
which 'ca n be called Ao. All other eigenvalues of A are larger than Ao.
It is not difficult to see that the eigenfunction 1/;0 corresponding to Ao has
the least possible number of zeros between the boundary points a and b i
722 Boundary Conditions and Eigenfunctions [cH.6
in fact in the majority of cases 1/;0 has no zeros between a and b (though it
may be zero at a and/or b if the boundary conditions so require) .
It is often useful to rearrange the functions q and r in the Liouville
equation (6.3.12) so that Ao is zero. This can be done, for in the expres-
sion [q(z) + Ar(z)] we can always add Aor(z) to q(z) and subtract it from
Ar(z), producing a new q, independent of A, and a new A, equal to the
old A minus Ao. Naturally the lowest eigenvalue for the new equation
would be zero, and therefore all other eigenvalues are positive.
If we now increase the value of A from Ao, the corresponding 1/;, if it
fits the boundary conditions at z = a, will not fit the conditions at b.
As we increase A still further, however, we shall eventually find the next
eigenvalue A1 corresponding to an eigenfunction 1/;1, which has one more
zero than 1/;0 (in most cases this means
P\~I one zero, since 1/;0 usually has no
zeros) . As A is further increased,
the distance between nodes (another
word for zeros of 1/;) grows still
smaller until, at the next eigenvalue
A2, there is one more node inside the
range a-b . This is shown graphic-
t ally in Fig. 6.8. Thus it is possible
to set up a sequence of eigenfunc-
tions 1/;0, 1/;1, 1/;2, 1/;3, • • • I each satis-
fying the specified homogeneous
boundary conditions at a and band
so ordered that the corresponding
eigenvalues Ao, All A2, A3, • • • form
a continuously increasing sequence of
values, so that An+ 1 > An. When
this is done, our previous discussion
shows that the number of nodes in
a b the eigenfunctions 1/;n between a and
Fig. 6.8 Solutions if! of Liouville's b also form a continuously increasing
equation for different values of the sequence, so that 1/;n+1 has one more
separation constant A. Solutions III
and V satisfy the boundary conditions node in the range a, b than does t/;n.
if! = 0 at x = a and b. We have tacitly assumed here that
all the allowed values of A are real ,
so we could order them in a straightforward way . That eigenvalues for
Eq. (6.3.12) are all real will be proved on page 728.
A graphical presentation may make this sequence of arguments more
understandable. In Fig. 6.8 we show a typical case : The two boundary
points are at x = a and x = b, and the eigenfunction 1/; is to be zero at
both these points. Curves for p, r, and q are shown in the top graph;
both p and r are positive over the range a < x < b, but q is not. The
§6.3] Eigenfunctions and Their Uses 723
middle graph shows curves for (Xr + q) for a sequence of values of X,
that for the lowest value being the lowest curve, and so on. The bottom
graph shows curves for the solution of the Liouville equation which is
zero at x = a for the values of X giving the plots in the middle set of
curves.
We notice several interesting points about the relation between if; and
the curve for the corresponding (Xr + q). Wherever (Xr + q) is negative
if; curves away from the if; = 0 line. This property, that slope increases
with increase of x if if; is positive and decreases with x if if; is negative,
is characteristic of any combination of the exponentials ea "" e- a ", and will
be called ex ponential behavior. Second, wherever (Xr + q) is positive, if;
curves toward the axis; i.e., if if; is positive, the slope decreases with x and
vice versa. This property is characteristic of trigonometric functions
and will be called sinusoidal behavior.
These characteristics of if; can be shown by integrating the Liouville
equation once:
[ P dif;J""
-d
X %1
= - 1"" [Xr + q]if; dx;
Xl r
X2 > Xl, P >0
·
I
If [Xr + q] is negative in Xl < X < X2, then ' when if; is positive in that
range, p(dif;/dx) for X2 is larger than p(dif;/dx) for Xl, and so on.
We have taken case I in Fig. 6.8 for a value of Xsuch that (Xr + q) is
everywhere negative; the corresponding if;, having exponential behavior,
has no chance to "turn back" again and come to zero at X = b. In
case II (Xr + q) is negative over a short range of z, enough to curve the
corresponding if; over somewhat, but not yet enough to bring it to zero.
In case III we have hit just the right value of X (the eigenvalue Xo)
which allows enough region where (Xr + q) is positive to curve if; around
so it comes right back to zero at X = b. Case IV is for a still higher value
of X, where the oscillation of if; is more marked. One node has appeared,
but it has not "slid over" toward X = a far enough to allow another half
cycle of oscillation before X reaches k. Finally, for case V, Xhas reached
the value for which if; cap. go through zero and bend back again so as to
become exactly zero at exactly x = b.
The continuation of the argument is clear; it is also clear that the
same sort of argument can be made for other boundary conditions. It is
also not difficult to show that the difference (X n+ l - Xn) must always be
finite if the distance (b - a) is finite, even in the limit of large n. Uti-
lizing Eq. (6.3.14) again, we set the limits of integration a and b. We
set Xl = Xn, an eigenvalue, and if;n the corresponding eigenfunction (with
if; = 0 boundary conditions, for instance). Suppose that we take X2 to
be intermediate between Xn and Xn+ l, such that if;2 = 0 at x = a but
dif;2/dx = 0 at x = b. Consideration of the if; curves of Fig. 6.8 shows
that, if there is an even number of nodes of if;n between a and b, then
724 Boundary Conditions and Eigenfunctions [CH. 6
dl/;n/dx is negative at x = band 1/;2 (defined in the last sentence) is also
negative at x = b; if the number of nodes in I/;n is odd, then both d1/;n/dx
and 1/;2 are positive at x = b. Therefore in the equation
(A2 - An) lab I/;n(X)I/;2(x)r(x) dx = I/;2(b)I/;~(b)p(b)
the quantity on the right-hand side is always positive and is not infini-
tesimal no matter how large n is.
Since A2 is, by definition, larger than An (but smaller than An+l), it
follows that the integral is always positive. If (b - a) is not infinite,
the integral cannot be infinite in magnitude, for neither of the I/;'s (or r)
is infinite anywhere. Consequently the difference (A2 - An) cannot be
infinitesimally small unless (b - a) is infinite. Since An+l > A2, we have
the useful result that the difference (An+l - An) cannot be infinitesimal if
(b - a) is not infinite , no matter how large n is. Therefore the sequence
of values AO, AI, . . . , An, An+l' . . . , can have no limit point nor any
upper bound but must continue on to + 00 • This result will be useful in
our later analysis. We thus can have a continuous distribution of eigen-
values only if (b - a) is infinite.
These conclusions, that there is a lowest eigenvalue AO and that
ordering the eigenfunctions in order of increasing eigenvalues also orders
them in order of increasing number of nodes in the range a, b, are the
useful results of a study of the Sturm-Liouville problem. They depend
on our assumption that r is positive everywhere in the range a < z < b
and that p is also positive everywhere in this range (this last is equivalent
to the statement that there is no singular point of the differential equa-
tion ins ide the range a, b). These assumptions are true for all the sepa-
rated equations obtained in Sec. 5.1. The results have been obtained
by the use of the theorem stating that, the larger the value of the sepa-
ration constant A, the smaller are the internodal distances of the corre-
sponding solution I/;(z) (this theorem is called Sturm's first comparison
theorem)'.
Although there is a lowest eigenvalue, Ao, we have already seen that
there is no greatest eigenvalue, that for each eigenvalue An, with eigen-
function An, there can always be a -next larger eigenvalue An+l > An, with
eigenfunction I/;n+l, which has one more node in the range a, b than does
I/;n. . Therefore the sequence of eigenvalues is infinite in number, extend-
ing from the lowest, Ao, to infinity.
As an example of this behavior we can consider the case of the equa-
tion (d 21/;/dz 2) + AI/; = 0, with the Neumann boundary condition that
dl/;/dz = 0 at z = 0 and the more complicated homogeneous condition
that dl/;/dz = I/;/a at z = a. Here neither end point is a singular point
of the equation.
When A is negative, the solution which has zero slope at z = 0 is
I/; = cosh (kz) , where A = -k 2 • The value of k for which I/; satisfies the
§6.3] Eigenfunctions and Their Uses 725
condition at z = a is obtained from the solution of transcendental
equation
(I /w) coth(w) = 1; w = ka
A similar function has been discussed in Sec. 4.4 (see Fig. 4.19). We can
easily show that there is only one real root for w ; all other roots are
imaginary if a is real and positive. The one real solution, ko, is, approxi-
mately, k« ~ 1.200/a. Therefore the one negative value of A (which
must be the lowest eigenvalue) is, approximately,
A = AO = -k6 ~ - (1.440/a 2)
(to four significant figures) and the corresponding eigenfunction is
ifio(z) ~ cosh(1.200z /a)
which has no nodes in the range 0, a.
All other eigenvalues must be for positive values of A, for which we
can set ifi = cos(kz), A = k 2 • This cosine function satisfies the,Neumann
conditions at z = 0 ; to satisfy the conditions at z = a, we mu~t adjust k
so that \
-k sin(ka) = ta = cos(ka)
a
or cot(w) = -w; w = ka
f xn(z)On(z)r dz = °
This can usually be done by adding certain symmetry requirements over
and above the boundary conditions, which pick either one or the other
set of independent solutions.
For instance, for the equation (d 2y;jdep 2) + m 2if! = 0 and for periodic
conditions, the functions sin(mep) are odd functions of ep and the func-
tions cos(mep) are even functions of ep and they are mutually orthogonal,
for
102.. sin (mep) cos(nep) dep = °
The usefulness of this orthogonality requirement will shortly become
evident. At any rate we could label the functions cos(nep) with the
notation if!en(z) (e for even) and the functions sin(nep) with the notation
if!on(Z) (0 for odd) , and we should have the array if!eo for Ao = 0, if!el and
if!ol for Al = 1, if!e2 and if!o2 for A2 = 4, and so on, two eigenfunctions for
each eigenvalue except the lowest.
Series of Eigenfunctions. As we have seen earlier in this section,
eigenfunctions enable us to fit boundary conditions by means of series.
Once we have obtained our sequence of eigenfunctions if!n(z), we should
be able to express any piecewise continuous function F(z) in terms of a
series
L Anif!n(z)
00
F(z) =
n=O
between the boundary points a, b [see Eq. (6.3.8)]. In order that this be
possible, we must show that the sequence of eigenfunctions is a complete
set. This somehow is analogous to a requirement that the set of eigen-
vectors in function space , corresponding to the set of eigenfunctions,
cover all the " dimensions " in function space which are required by the
arbitrary vector corresponding to F(z) [see discussion following Eq.
§6.3] Eigenfunctions and Their Uses 727
(6.3.7)]. If F(z) is analytic in a certain region around z = 0, all that is
necessary is to show that the eigenfunction series corresponds to a power
series.
For instance, if every power of z can be expressed in terms of a con-
vergent series of eigenfunctions, we can transform directly from the
power series to the eigenfunction series and be sure that the second
series will converge in the region where F(z) is analytic.
But we can often go further than this. For instance, we shall show
later that a function with a finite number of discontinuities in the range
(a,b) (such piecewise continuous functions are, of course, not analytic
at their discontinuities) can be represented by a series of eigenfunctions,
giving a "least-squares" fit in the sense of page 709. Such series cannot
be differentiated (for obvious reasons), and usually they are not uni-
formly convergent. But they usually can be integrated, and the resulting
integral series will converge uniformly. Therefore eigenfunction series
can go further than power series and can represent a certain class of
nonanalytic functions, though the resulting series must be dealt with
carefully.
In order that least-squares representation of F(z) by a series of eigen-
functions be easy to accomplish, we should have that the sequence be
mutually orthogonal, i.e ., that the corresponding eigenvectors in function
space be mutually perpendicular [see Eq. (6.3.5)]. This means that
showing that, if t/;n and t/;m belong to different eigenvalues (An ~ Am)
they are orthogonal. We note here that in Sec. 11.1 we shall show that,
when the boundary conditions vary as Ais varied, the set of eigenfunctions
is not mutually orthogonal.
Even for the general periodic boundary condition the resulting eigen-
functions, if they belong to a different eigenvalue, are orthogonal, for
if we integrate Eq. (6.3.13) between a and b, we obtain
728 Boundary Conditions and Eigenfunctions [cH.6
the expression in square brackets being the same at b as it is at a, because
of the periodicity, so the two cancel. This does not prove that, in
degenerate cases, the several eigenfunctions belonging to the same
eigenfunctions are orthogonal, but we have indicated on page 726 that
we can always choose functions which are mutually orthogonal. Con-
sequently our sequence of eigenfunctions Y;n may be made all mutually
orthogonal, whether "t he case is a degenerate one or not , and any arbitrary,
piecewise continuous function F(z) can be represented by the series
..
jb
F(z) =
L
n=O
F
En
n
Y;n(Z); 1
Fn = IF
n a
F(x)Y;n(x)r(x) dx (6.3.17)
in the range a < z < b (if the set Y;n is a complete set).
Incidentally this orthogonality ensures that the eigenvalues of the
Liouville equation (6.3.12) are real as long as the fun ctions p, q, rare
real along the useful range of z. If there were an allowed value of X
which was complex, then, by symmetry, its complex conjugate would
also be an eigenvalue. The two eigenfunctions would also be complex
conjugates of each other, so that, if Y;n, say , were u + iv, then Y;m would
be u - iv. However, it still would be true that these two eigenfunctions,
corresponding to different eigenvalues, would have to be orthogonal, so
we should have to have
where F(z) and G(z) are the components of F* and G along the various
dire ctions given by e(z) . The eigenfunctions Y;n are components of the
mutually orthogonal eigenvectors En, of magnitude
E 1E
n '!"
la
b
¥tnY;m r dz = Onm; 2:
n
r ¥tn(X)Y;n(Z) = o(x - z)
E2
n
where o(x - z) is the Dirac delta function (see page 122). The series
in the second equation is not absolutely convergent, so' that it must be
used only in cases where subsequent integration will ensure convergence.
For instance, from the equation
lab F(x)o(x - z) dx = F(z)
~ (p ~:) + (q + Ar)y; ~ 0
into what we will call the modified Sturm-Liouville equation,
(d2<1> /dx 2) + [A - V(x)]<I> = 6
where vp/r
4> = (pr)ty;; x = J dz
r
3[(p')2
- V(x) = (-q) +n -p + (r'-r)2J 1(p'r')
11r
1[(pll)
p
-8 + (rll)J
-r - -4 -
L [9;!;et>n(mlx))2 dx
b
= (An - am)
Thus we have shown that Eqs. (6.3.18) are equivalent to the pair of
equations just preceding (6.3.18) if the functions et> are normalized and
that the second of this pair provides a means to obtain the normalized
eigenfunction et>n(mlx) from the known function et>n(nlx) :
et>n (m Ix ) =
c, + + .
9m+l9m+2
v(a n+1 - an) . . . (an+1 - am+1)
,m = n, n - 1, n - 2, . . .
On the other hand, when am is a decreasing function of m (am+1 < am),
we turn the argument around and show that there must be some lower
limit n of m, such that 9;tYn(nlx) is identically zero. Then An = an and
Cn -- [ Jt:0 sin
. 2n+1 d
z x
J- 1
_
-
vi(2n
2nn!
+
1)!
~ (m Ix ) -- V (n
'¥n
+ i) (n2+n !m) !(n
n
- m)! [(
m
+ ~1) cot x + dx i.]
. [ (n - i) cot x + d~] sin nH x
= (_1)n-m vr;-(n-----;-+~i;T)-;-(n-+~m'")-;-;!(,......n---m")! dn-m (1 _ z2)n
2 n n !(1 - Z2)tm-i dzn - m
where z = cos z, Comparing this with the tables at the end of this
chapter shows that, for m and n integers and l = n - m, the Gegenbauer
polynomials and associated Legendre functions are related to the <I>'s
by the equations
T Im(Z) = (1)1
- I (l
'\jl!(l ++m2m)!
+ i) (1
- Z 2)-tm-t~'¥l+m (melOS-I z)
In the tables at the end of this chapter we shall enumerate the other
forms for V m(X) and the corresponding um(x) which result in am inde-
pendent of x and which consequently allow factorization in the
manner outlined above. It is clear that this method of calculating
eigenfunctions is, of course, closely related to the abstract vector repre-
sentation. The operators 9 can also be used to prove the orthogonality
of the eigenfunctions. The techniques outlined give us directly various
recurrence formulas relating the various eigenfunctions, which are useful
for further calculations.
Many equations can be factorized in several different ways. For
example, the equation for P,::(cos x) = sin m xT'::_m(cos z),
.t. (
Y'm m I)
t - {m(2m)
- '\j2 f h-m t,•
2m(m!)2 cos
f" [Ifm ( I
_ .. m t )]2 d t -- 1
(2m)! { m
Ifm(nlt) = 2mm! '\j (n _ m) !(n + m)! [ n tanh t - d
dt
J. . .
. [ (m + I)tanh t - :tJ cosh-m t
The recurrence relations for the If'S may be expressed in terms of the
variable x = 2 tan- 1 e',
1 = f" _..
[t/tm(nlt))2 dt = C2 ("
Jo
[P~(cos x))2 .dx
sin x
= C2 (n +m)! ,
men - m).
we see that
{men - m)!
t/tm(nlt) = V (n+ m)! P~(tanh t)
= (_I)n-m {(
'\j n
+ ~~ sin. x <l>n(mlcos- 1
tanh t)
cos z <I>..(mlx) =
~(n +(2nm +
+ I)(n - m + 1)
I)(2n + 3) - <I>"+l(mlx)
I (n + m)(n - m)
+ '\J (2n - I)(2n + 1) <I>.._l(mlx)
and by inserting this into one of the equations derived earlier for the <I>'s,
[(m + i) cos x - sin x(d /dx)]<I>..(mlx)
= v~(n----:-+-m-+""""-::I-'--)("-n---m--c) sin z <I>..(m + Ilx)
or
v(n + m + I)(n - m) sin x <I>..(mlx) = (n m + +
1) cos z <I>..(m + Ilx)
- [(n +
-!) cos z - sin x(d /dx)]<I>..(m + Ilx)
we obtain
.
sin x <I>..(mlx) =
I(n
'\J
+(2nm +
+ I)(n + m + 2) <I>..+l(m + Ilx)
I)(2n + 3)
I(n - m - I)(n - m)
- '\J (2n - I)(2n +
1) <I>.._l(m + Ilx)
These and many other relations of use can be similarly derived.
Some of these relations will be derived by other methods later in this
section (see page 749). But we must now return to our main investiga-
tion, that of the completeness of a set of eigenfunctions.
Eigenfunctions and the Variational Principle. A complete set of
eigenfunctions is one which can provide a "least-squares" representation
(see page 709) of any piecewise continuous function. To show that the
sets of eigenfunctions we have been considering are complete, we turn
to the variational techniques developed in Chap. 3. Reference to Eqs.
(3.1.7) et seq. shows that the solution of the Sturm-Liouville equation
(6.3.12) is the same as the minimizing of the following integral :
L ,pr(z) dz = constant
b
In other words, the Euler equation for this variational problem is just
the Liouville equation (6.3.12).
Let us examine this statement in somewhat greater detail. Suppose
that we choose for a trial function, y,(z), one which satisfies the boundary
§6.3] Eigenfunctions and Their Uses 737
conditions at a and b and which is normalized with respect to the density
function r,
Jb ,pr dz =1
(this is one of the few places where it is definitely advantageous to nor-
malize the functions) . We then compute the integral
(6.3.20)
and vary the trial function in every possible way (subject to the restriction
that 1/; is normalized and satisfies the boundary conditions) until we find
the 1/; which results in the lowest possible value of Q. The fact that the
Liouville equation corresponds to the variational equation ensures that
the 1/; for which Q is lowest possible is 1/;0, the lowest eigenfunction, and the
corresponding value of Q is
the lowest eigenvalue. We obtain this result (as shown in the equations)
by integrating the term p(dif;/dz)2 by parts, by using Eq. (6.3.12) to
obtain the last integrand and by utilizing the boundary conditions at
a and b to show that the quantity in brackets is zero. For the dis-
cussion to follow, we assume that we have rearranged q and A so that
;\0 = O.
To find the next eigenfunction and eigenvalue, we minimize Q for a
normalized trial function 1/; subject to the boundary conditions at a
and b, which, in addition, is orthogonal to 1/;0, found above. This mini-
mum value of Q is A1, and the corresponding trial function is 1/;1. So we
can proceed; to find 1/;,. and A,. we compute Q for a trial function satisfying
the boundary conditions at a and b, which is normalized and which is
orthogonal to 1/;0, 1/;1, .. . , 1/;,.-1, which have all been previously com-
puted. The function which then makes Q a minimum is 1/;,. and Q for
1/;,. is equal to A,..
For degenerate cases we shall find a whole sequence of functions
'which will give the same minimum value of Q. However, we can always
pick out, by symmetry or other additional requirements, a set of mutually
orthogonal solutions, which can be considered to be the standard solutions
for the one degenerate value of An.
738 Boundary Conditions and Eigenfunctions [cH.6
The Completeness of a Set of Eigenfunctions. We can reword our
conclusions of the previous paragraphs as follows: suppose that F is any
function satisfying the boundary conditions and normalized in the range
a - b; then the integral n(F), defined in Eq. (6.3.20), is never smaller
than Ao. Since we have adjusted q and A so that AO = 0, we have that
n(F) is never negative. Likewise if Fn is a function such that
LbF~rdz=l; ibFnV;mrdz=O; m=0,1,2, . . . ,n-1,n
then the integral n(Fn) is never smaller than An+l.
The series
.
2:
CmYtm(X) ; c; =
m=O
b
;;,.l
f(z)v;m(z)r(z) dz (6.3.21)
is supposed to equal (on the average) the function fez) over the range
a, b. If it is to do so, the difference between the function f and the first n
terms of the series
n
fn(z) = fez) - I
m -O
CmV;m(Z)
a~ = f f~(z)r(z) dz = f rr dz - I m=O
E;"C;"
l l 2:
n
b b
n(Fn) = 2an
1
a
[(d
P - f ) 2- qr ] dz - 22
dz an a
[ddz
C« p -f dv;
~ - qNm ] dz
dz
m-O
§6.3] Eigenfunctions and Their Uses 739
The first term in this integral is O(f)/a;', which, as we have seen above,
is never negative. The first terms in the second integral can be inte-
grated by parts, and by using the facts that if;m satisfies the Liouville
equation and that both f and the if;'s satisfy the boundary conditions,
we obtain for the second integral
2:
n
y == Cpr)lif;; ~ = J-11'~r
a
-p de; J = 7r-11b~r
a
-p dz
to obtain the transformed equation
(d2y/d~2) + [k2 - wW]y = 0 (6.3.22)
where ~o is some suitable lower limit for integration. This is, of course,
an integral equation for y and not a solution. In Chap. 8 we shall study
its solution in greater detail. Here, however, we are concerned only with
the solutions when A is very large, large enough so that we can neglect
the integral compared with the first two terms (if A is large , k is large ,
and the integrand, times 11k, vanishes) . The values of A and B and of
k must be adjusted so that the boundary conditions are satisfied.
If neither a nor b is a singular point, the problem of fitting our
asymptotic form to the boundary conditions is fairly simple . If the
requirements are that Yt be zero at a and b, the first approximation,
obtained by neglecting the integral in Eq. (6.3.23), is simply
k = n; Ytn ~ [1/(rp)l] sin(n~); An = (nIJ)2 (6.3.24)
which is valid as long as n 2 is larger than w everywhere in the range
o < ~ < n: A better approximation can then be obtained by setting
this back into the integral in Eq. (6.3.23) and computing a correction
term, but we shall avoid such details for a moment.
If the boundary conditions are that 00/; + f3(dYtldz) = 0 at z = a and
a similar relation, with a and f3 possibly different constants, at z = b,
the procedure is somewhat more complicated. We set, for our first
approximation,
Yt ~ [l/(pr)l] cos(k~ + 0)
where ~ is a phase angle to be determined from the boundary conditions.
Since k2 is to be larger than wW everywhere in the range (0 < ~ < 7r) ,
we have
dYt 1 d~ d
dz '" (pr)l dz d~ [cos(k~ + 0)] = -
1
(pr)l
k rr sm(k~
J '\jp
. + 0)
since the derivative of the (pr)-l factor is small compared with the
derivative of the cosine factor for large k , The solution for 0 is obtained
§6.3] Eigenfunctions and Their Uses 741
from the equation
cot 8 ~ ~ [~a '\jI"£J
J p z =-a
J [a fPJba; 1
i; ~ n + rn i3 V;: 1/;n = (pr)t cos [kn~ + 8(n)] (6.3 .25)
where n is an integer.
Thus when a and b are ordinary points, the higher eigenvalues of the
Liouville equation are approximately equal to the square of 7r times a large
integer n divided by the square of the integral of vr/p between a and b.
The corresponding eigenfunction is approximately equal to the cosine of
(rn) times the ratio between the integral of VT7P from a to z and the
integral of VT7P from a to b [with an additional "amplitude factor"
(pr)-t modifying the amplitude].
When a or b, or both, are singular points, where p goes to zero, the
integrals defining J and s [given just above Eq . (6.3.22)] may diverge,
and we may have to modify our definitions somewhat. In addition the
function q may go to infinity at such points ; in any case the function w
will become infinite there. We can, of course, solve the Liouville equa-
tion near the singular point in terms of a power series and find the nature
of the singularities of the two solutions there. If our equation is sensible
physically, one of the solutions will be finite there.
To see the way things go, let us take a specific example : that of the
Bessel equation, resulting from the separation of the wave equation in
polar coordinates (see pages 550 and 619),
2
-d (d1/;)
z-
dz dz
+ ( AZ--
m
z
) 1/;=0 (6.3.26)
where the limits of the integral were chosen to ensure convergence. For
large values of k and z, the first term is sufficiently accurate and we need
not worry about the integral except when s is near zero. As long as we
can find the value of the phase angle 0 which corresponds to the require-
ment that if; is finite when z = 0, we need never use the asymptotic form
for S small (where it is inaccurate) .
We find the value of 0 by means of the Stokes' phenomenon (see
page 609), by requiring that the change in the asymptotic formula for if;,
as S is taken in a circle about s = 0, correspond to the change in the
series solution about S = O. Examination of the indicial equation (see
page 532) for Eq. (6.3.26) shows that the finite solution at z = 0 has the
form zm times a Taylor's series in z. Consequently, if if; is real for z large
along the positive real axis (phase angle q, = 0), it is eim'll" times a real
function when q, = 11" (z negative and large) , and its leading term should
be eim4> times a real function when q, is not an integral multiple of 11"
(z complex and large) .
Setting if; ~ (1/2 Vz)[eikf+i6 + e-ikf-i6], which is real for q, = 0, we
first examine the behavior for q, = ~ (s = ilsl). Here the first term in
the brackets is negligible for S large, and the asymptotic formula gives
if; = eim'll"/2 . real function
$\ ,....., (1/2 ViZi) eklfl-i6-lir; z = Izleii'll"
This same technique can be carried through for other cases where
one or both limits are singular points. A more complete discussion of
§6.3] Eigenfunctions and Their Uses 743
asymptotic formulas will be given in Chap. 9. From our discussion here
we can say that any of the usual sorts of boundary conditions (whether
at singular or ordinary points) can be fitted to the order of approximation
suitable for asymptotic formulas by adjusting the phase angle 8 in the
expression
Likewise the asymptotic formula for the higher eigenvalues will turn out
to be
(6.3.28)
somehow represents the delta function 5(t - r). Such a series is far
from being absolutely convergent, but we can show that, if the boundary
conditions are those resulting in Eq. (6.3.25), then the function
n
<fln(t,r) = l: [~;.
m=O
Ym(t)Ym(r) - ~ cos(mt) cos(mr) J
is bounded as n goes to infinity. We prove this interesting correspond-
ence by referring once again to the asymptotic form for Ym , obtained from
Eq. (6.3.25):
the series r
The 11m 2 terms converge absolutely, and therefore their sum is bounded ;
sin~ms) converges, and therefore the sum of the terms multi-
plied by 11m is also bounded, which proves that the function <I>n is
bounded as n --t 00. We can say that it is always less than some finite
quantity D, no matter what value n or S or r has (as long as 0 < S < 11",
o < r < 11") .
By the same argument we can show that the difference between the
first n terms of the expansion of a continuous function !(s) in terms of
the eigenfunctions Yn and the first n terms of the expansion of !(s) in
terms of cosines,
2:
n
271'
[1 -
1 -
m=-n
e i (2n+l ) (x-I) ] sin [(n + i)(x - t)]
(6.3.30)
e i( x I) 271' sin [i(x - t)]
so that the sum, up to sin(nx), is
=
i {/+cn+l>x du -
-
! Cn+iH,,+ X)}
du
sin u
71' - CnH)x CnHH,,-x) (2n + 1) sin [u/(2n + 1)]
(6.3.31)
When 0 < x < 71' and n is large, the first of the two integrals of the
last two forms is much larger than the second. The last form shows
that, when n - t co , as long as x does not simultaneously go to zero
(that is, x is some finite quantity larger than zero and less than 71'), the
second integral tends to zero and the first integral tends to
!
71'
I 00
-00
sin u du = 1
U
Therefore in the range E < X < (71' - E) , where E is small but finite , the
sum S; converges to 1 as n - t co; likewise for 71' + E < X < 271' - E (and
also for -71' + E < X < -E) Sn-t -1 as n-t co.
But suppose we compute the value of S; for x = 71'/(2n + 1) as n goes
to infinity. Neglecting again the second integral, which still goes to zero,
we have
Sn ( 2
71'
+ 1) 1
-t -
1,,/ 2
sin u
- - du = 1.179; as n - t 00
n 71' - ,,/2 u
Consequently the series, in trying to follow the discontinuity at x = 0,
overshoots the mark by about 18 per cent over a region of vanishingly
small width, before settling down to the correct value of unity.
748 Boundary Conditions and Eigenfunctions [cH.6
.We have already shown that other eigenfunction series behave like
Fourier series with respect to convergence. We should expect a similar
sort of overshooting at discontinuities for other series. Since the region
of overshooting is of vanishingly small width, an integral of the series
would give correct values, even when the integration was carried through
a discontinuity. But we shall need to exercise care in differentiating
such series. If a given series converges, its integral will certainly con-
verge, but its derivative may not.
Generating Functions, Legendre Polynomials. Most sets of eigen-
functions have simple equations relating one function with adjacent
functions (recurrence formulas), and many have fairly simple expressions
for normalization constants. Many of these useful equations can be
found most easily by detailed study of the expansion of a fairly simple
function in terms of the eigenfunctions. We search for a function of two
variables <I>(t,z), such that the expansion comes out of the form
<I>(t,z) = L'"
n=O
a nt n1/ln(z) (6.3.32)
where 1/In is one of the set of eigenfunctions under study and the coef-
ficient an is independent of z and t. In other words, the function should
be so related to the set 1/In that the terms in the expansion are a power of t,
times the corresponding eigenfunction of z, times a coefficient independ-
ent of z and t. Such a function <I> is called a generating function for the
set of eigenfunctions 1/In. A comparison between Eq. (6.3.32) and Eqs.
(4.3.3) and (4.3.1) will indicate that the generating function is related to
one or more integral representations of the eigenfunction.
Generating functions are often closely related to the Green's function
solutions mentioned on pages 701 and 710 and to be discussed in the next
chapter. As an example of the sort of help generating functions can be,
we shall derive the properties of the Legendre polynomials (see page 597).
These turn up in the solution of the Laplace equation in spherical coordi-
nates and are related to the Green's function 1/R, where R2 = r~ + r~ -
2rlr2 cos tJ, by the equation [see Eq. (5.3.28)]
ee
~= l:
n=O
C;!l) r. (cos tJ); rl > r2
'"
<I>(tz) = 1 =~tnPn(Z)· Itl<1
, VI + t 2 - 2tz Lt
n=O
'
§6.3] Eigenfunctions and Their Uses 749
From this, by differentiation by, t, we obtain
z- t
a1>/at = (1 + t2 _ 2tz)t or (1 + t2 - 2tz)(d~/dt) + (t - z)~ = 0
L L L
~
I
c ee
+ L
,~O
t'+lp,(z) -
n=O
ztnpn(z) = 0
a~ _ or (1 + t2 - ~z t~
az - (l + t 2t - 2tz) t
2tz)
u
=
2: or; + 2: i-r»; 2:
c c ee
(2n)! { n(n - 1) 2
Pn(Z) = 2n(n!)2 Zn - 2(2n _ 1) zn-
- 3) zn-4 _ .. .} (6337)
+ n(n2.4(2n
- l)(n - 2)(n
- 1)(2n - 3) . .
from which we can find that
O· n odd (6.3.38)
Pn(O) = ' 1·3 ·5 " (n-1) .
{ (-l)t n 2 .4 . 6 . .. (n) n even
Therefore any function , analytic in the region Izi < 1, which can
thus be expanded in a convergent power series in z can be expanded
in a convergent series of the function P n(z). The generating function <I>
for the P n'S is closely related to the kernel of the integral representation
for P a, given in Eq. (5.3.26) as, of course, it must be.
It might be remarked, in passing, that the Legendre functions can
be obtained in the following manner : We wish to represent any analytic
function of z in the range Izi < 1; we can do this by means of a power
series, but the powers of z are not orthogonal to integration from -1
§6.3] Eigenfunctions and Their Uses 751
to + 1 (though they are to integration in a circle around the origin);
consequently we start with 1 and Z (which are orthogonal), pick a com-
bination of Z2 and 1 which is orthogonal to 1 (and to z), and so on, each
function V;n(z) being a linear combination of z", zn-2, . . . , which is
orthogonal to V;m (m < n) for integration from -1 to + 1. The resulting
V;n will be proportional to the spherical harmonic P n(Z) (see discussion
in the table at end of this chapter) .
The formula given on page 549, expressing Pn(z) in terms of the nth
derivative of (Z2 - 1), can also be obtained from the generating function .
The solution of the quadratic equation y = z + it(y2 - 1) which
approaches z as t ~ 0 is
.
y = ~ [1 - VI - 2zt + t 2] and ~~ = <I>(t,zL= Po + L
n=1
tnpn(z)
..
so that -iJy
iJz
= 1 L
+ - tn d» (Z 2 - l)n = <I>(t z)
n -
2 n ! dz» ,
n=1
I mn =
f-1
l (_1)m+n
P m(z)Pn(Z) dz = 2m+n "
m .n .
f-1
1 dm d"
d--;' (1 - Z2)'" d~ (1 - z2)ndz
Z Z
-1
d m+ 1 d,,-I
dzm+I (1 - z2)mdz,,-tCl - z2)n dz =
= (-I)n fl
2m
d (1 _ z2)m d ,,-m 1 _ Z2)" dz
-1 dz 2m
2m+nm!n! dz n-m (
= (-l)n-m(2m)!
2m+nm!n!
d
n-m
-1 dzr:»
fl
(1 _ z2)ndz = O' n
,
> m
(-I)n 2n
- +-1 fl -1- -a-n (1 - w2)ndw
2n+I n ! -1 Z -W dw
= (2n + 1) fl
2 +n 1 -I
(1(z _-w)n+I2)n dw
w
= (2n + I)Qn(z)
Where Qn(Z) [see Eq . (5.3.29)] is the Legendrefunction of the second
kind . Consequently we obtain the useful series
.
z ~f = L
n=O
(2n + I)Qn(z)Pn(f) (6.3.44)
This converges only when Izl > 1 and IfI < 1, but integrals of the series
multiplied by analytic functions can be carried out over still wider
ranges of the variables, as with the series fot the delta function. It is
§6.3] Eiqenfunciions and Their Uses 753
important, however, to remember that the function Qn(Z) has a branch
cut along the real axis of z, .bet ween -1 and + L
This last equation has several interesting and useful consequences .
In the first place the expansion for a functionf(z) which is analytic within
and on an ellipse C with foci at ± 1 is
.,
fez) = L
n =0
a,.Pn(z)
where the alternate forms of the equation determining the coefficients are
an = 2n2~ 1 rf..
~t ~ c
f(t)Qn(t) dt = (n + i) fl- I f(x)P n(X) dx
= n2~!i f~I(1 -x 2)n
::nf(x) dx (6.3.45)
The first form of the integral is useful with functions analytic for large
values of Izl, for the asymptotic form (5.3.30) of Qn may be used along a
large ellipse for the contour C.
In the second place, by' using the generating function for P n, we find
that
.,
(1 +t 2
- 2tz)-1 cosh- 1 [ ~] = L.
n=O
tnQn(Z) (6.3.46)
iJ2if;
iJx2
+ iJy2
iJ 2if; + k2if; = O' k = ~
'c
(6.3.47)
where m and n are positive integers. To show how this fits the boundary
conditions along the diagonal, we rotate our axes by 11' /4, setting
x = (1 /V2)(~ - 7/); y = (l /V2)(~ + 7/); a = V2 a
where the coordinates ~ and 7/ are shown in Fig. 6.10. Performing a few
trigonometric manipulations we obtain
fmn = sin [~(m + 2nH] sin [~m7/] - sin [~(m + 2n)7/] sin [~m~
m = 2,4, . . .
1
= cos [~(m + 2n)7/] cos [~m~] - cos [~(m + 2n)~] cos [~m7/1
m = 1,3, . . .
which shows that f vanishes for ~ = a/2, which corresponds to the
diagonal boundary.
The eigenvalues for this case are
m.n
L [AmnSemJem cos(w~nt + amn) + BmnSomJom cos(w?.nt + (jmn)]
with the A's, B's, a's, and {j's determined by the initial displacement and
velocity of the membrane.
It is apparent, of course, that the factors Se, So are mutually orthog-
onal if they all correspond to the same value of h. But the terms in the
above series are each for a different value of h, so the factors Se; are not
all mutually orthogonal, nor are the factors SOm (though all the Se's
are still orthogonal to all the So's) . However, the general arguments
which were outlined on page 727 show us that our present two-dimen-
sional eigenfunctions are mutually orthogonal, so it must be that the
functions Jem(hemn, cosh J-L) must be mutually orthogonal over the range
o < J-L < J-Lo and likewise the functions Jom(homn, cosh J-L), for different
values of n, whereas the functions Sem(hemn, cos fjJ) must be mutually
orthogonal for different values of m. Therefore all terms in the series
are orthogonal to all others, after integrating over the area of the mem-
brane, and the coefficients A , B and phase angles a, {j can be determined
in the usual manner.
By this example we have shown that the eigenfunction technique
of fitting boundary conditions can always be used when the equation
separates in the coordinat es suitable for the boundary, even though
the separation constants may not be separated in the resulting ordinary
equations. Such cases require a great deal more computation to obtain
a solution than do the cases where one of the separated equations contains
only one separation constant, but the calculations are straightforward,
and no new principles need to be invoked.
Density of Eigenvalues. The rather haphazard distribution of eigen-
values exhibited by even the simple two-dimensional cases brings up a
760 Boundary Conditions and Eigenfunctions [cH.6
question we have hitherto neglected: Is there anything we can say about
the number of eigenvalues between A and A + E? This number is a
discontinuous function of A and E (since the eigenvalues are a discrete
set), but we might try to compute the average number of eigenvalues
between Aand A + E. Presumably this quantity would be a "smoothed-
out" approximation to the actual number and would be a continuous
function of A and E.
Such an approximate density function for eigenvalues can be obtained
for the one-dimensional case by using the asymptotic formula following
Eq. (6.3.27). We shall actually calculate the density of kn's , where
k; = An. This is generally more useful, for if the equation is the wave
equation, k is proportional to the allowed frequency of free vibration of
the system. The asymptotic formula for the eigenvalues of k is
This formula means that the higher values of k are distributed uni-
formly along the real k axis. The asymptotic spacing between suc-
cessive values is 7r j (f vrlP dz) , the number of eigenvalues less than k is
n(k) k
~- lb~r-dz
7r a p
and the average number of eigenvalues between k and k + dk is therefore
(6.3.52)
where the quantity in brackets can be called the average density of eigen-
values of k, for large values of k.
We notice that this density is proportional to an integral of a function
vrlP, integrated over the interval a, b. If rand p have the same dimen-
sions (in which case Ijk has dimensions of length), then the integral of
vrjp has the dimensions of a length. For the wave equation in one
dimension, rand p are unity and the average density of eigenvalues is
just Ij7r times the distance from a to b. The integrand vrjp is related
to the scale factors of the curvilinear coordinates, so that a deviation of
vrjp from unity is somehow related to the curvature of the coordinate
under consideration. The integral I vrlP dz can be called the effective
interval length for the coordinate and the boundaries in"question.
Turning now to the two-dimensional case we find here that the
density of eigenvalues of k is not approximately independent of k. For
example, plotting the values given in Eq. (6.3.48), for a rectangular
membrane, we see that the density seems to increase with increasing k .
§6.3] Eigenfunctions and Their Uses 761
That this is correct can be shown by utilizing the particularly simple
relationship between k and the integers m and n . Equation (6.3.48)
is analogous to the equation relating the distance from the origin to a
point specified by the cartesian coordinates 7rm/a and 7rn/b. These
points, for integral values of m and n, are plotted in Fig . 6.11 as the inter-
sections of a rectangular grid . An allowed val~e of k corresponds to the
distance of anyone of these grid points to the origin.
We can then speak of "the density of
allowed points in k space." Since the t
spacing of the grid in the two directions n
is 7r/a and 7r/b, the average density of
points is ab/7r 2 , where ab = A, the area
If
/'+-
/
enclosed in the boundaries. Consequently ./
for this simple case the average number of l / -f~
eigenvalues of k less than a value k is m-
t 1--t---+---:>lL-~
n
where the quantity in parenthesis is the
area between the lines r = k, y = 0, and
x = O. The differential of this
dn ~ [Ak/27r] dk (6.3.53) I-f....j m-
Fig. 6.11 Distribution of
gives the density of eigenvalues of k for eigenvalues for a rectangular and
this simple case (the quantity in brackets). triangular membrane. Length
We see that it is proportional to k (which of vector k is value 0 .
is what we wanted to prove) and also is proportional to the area A inside
the rectangular boundary.
We can go further than this, however, for we note that the area
covered by the dots, in Fig . 6.11, is not quite all of the first quadrant.
Since the points for m = 0 or for n = 0 are missing (for the boundary
condition ,p = 0), we should remove half a grid strip adjacent to the
two axes, and a more accurate formula would be
n(k) ~ (ab/7r 2)[pk 2 - (k7r/2a) - (k7r/2b)] = (A /47r)k2 - (L/47r)k
or dn ~ [(Ak /27r) - (L/47r)] dk (6.3.54)
where L = 2a + 2b is the perimeter of the boundary.
This second term in the expression for the density of eigenvalues
depends on the boundary conditions. For instance, if the boundary
conditions at the inner surface of the rectangle were that the normal
gradient of ,p be zero instead of ,p, then the expression for the eigen-
values of k would be the same but the points for m = 0 and n = 0
would now be allowed. Consequently the density function would be
[(Ak /27r) + (L/47r)] .
762 Boundary Conditions and Eigenfunctions [cH.6
It appears that the first term in the average density is independent
of the precise kind of boundary conditions applied as long as some sort
of condition is applied; it depends only on the area inside the boundary.
The second term depends on the particular boundary condition imposed.
Other cases where exact solutions of the Helmholtz equation in two
dimensions are known (for instance, the case of a circular membrane)
can be worked out. It turns out that, if the shape of the boundary is
changed but the area A is not changed, the points representing allowed
values of k are moved around on the "k plane " but the average density of
points is not changed. In addition one can show that, if the boundary
conditions are not changed as the boundary shape is varied, the corre ction
term (in terms of L, the perimeter of the boundary) is not changed in
form . One can verify both of these statements by taking the case of the
triangular membrane. Here the reduction to half the area seems to
eliminate half of the points in the first quadrant. Detailed counting
shows that, for the boundary condition Vt = 0, Eq. (6.3.54) holds, with
A = ja 2 and L = 2a + .y2(i2.
Equation (6.3.54) presumably holds for boundaries of any shape, for
conditions if; = 0 at the boundaries. It has been proved that the first
term (which is the preponderating term for large k) is valid in general.
The proof has not been extended to the second term, though there have
not been found any contradictory cases among those which can be worked
out in detail. In any case, if we are dealing with large values of k, we
can neglect the second term in the density, using just the first term,
which is known to be valid for all boundaries and all reasonable boundary
conditions.
Thus we have shown that for the higher eigenfunctions the density
of eigenvalues is independent of k for one-dimensional cases, is propor-
tional to k for two-dimensional cases, and, by extension, is proportional
to k 2 for three-dimensional cases. In each case the density is also pro-
portional to the" size " of the space within the boundary; length for one
dimension, area for two , and so on. If the equation is the Helmholtz
equation, and if the interval is not curved, these " sizes " are the actual
lengths, areas, etc., but if the coordinates are curved and the line or
surface bounded by the boundary is curved, the " sizes" are effective
lengths, areas, etc., being the integral of certain combinations of scale
factors, similar to the integral f Vr/p dz for the one-dimensional case.
Continuous Distribution of Eigenvalues. We see, from the discus-
sion above, that the spacing between eigenvalues diminishes as the size
of the boundaries increases. For instance, for the one-dimensional case,
the average difference between successive eigenvalues, according to
Eq. (6.3.52), is 1r divided by the effective interval length f vr;p dz.
Ai3 this length goes to infinity, the separation between eigenvalues goes
to zero until all values of A (or k) larger than the lowest value are eigenvalues.
§6.3] Eigenfunctions and Their Uses 763
In this limiting case we have a continuous distribution of eigenvalues,
and our series representations turn into integral representations.
Our first example, on page 709, can be extended to show the transition.
Suppose that the value of a, the distance between the two ends of the
range of x, is increased indefinitely. The eigenfunction sin (lrnx /a)
for a given n will have a longer and longer wavelength, and its normaliza-
tion constant En = va72 will become larger and larger. The Fourier
series
will conserve its general form, but each individual term will reduce in
size and (for a given finite value of x) will change less and less rapidly
from n to successive n until, near the limit, each term is vanishingly small
and the rate of change with n of the coefficients in the brackets is vanish-
ingly slow. In fact, in the limit, it is not advisable to use n as the variable
of summation, but k = n1r/a, the square root of the separation constant X.
The spacing between allowed values of this variable becomes smaller
and smaller, until eventually k is a continuous variable and the summa-
tion over n becomes an integral over k from zero to infinity.
As a is made ever larger, the average number of eigenvalues of k
between k and k + dk, (a/7r) dk , given by Eq. (6.3.52), becomes more and
more nearly equal to the actual number, as more and more allowed
values of k are found in any finite segment dk. At the same time the
successive terms in the sum, for the eigenfunctions for those eigenvalues
within dk, differ less and less from each other (at least for finite values
of x), so that we can finally represent the sum of all the terms between
n = akj1r and n + (a dk/1r) by the expression
f(x) = -21'"
1r 0
sin(kx) 1'"
0
f(r) sin(kr) dr dk (6.3.55)
can be obtained by using the more general boundary conditions that the
functions be periodic in x with period a.
764 Boundary Conditions and Eigenfunctions [cH.6
But after all, it should not be necessary to obtain the properties of
eigenfunctions for continuous eigenvalues by a clumsy limiting process .
From the point of view of function space, we can express a vector F
representing any function F in terms of its components F(x) along the
unit vectors e(x) (corresponding to each value of x in the allowed range)
or in terms of its componentsf(k) along the alternative set of unit vectors
e(k) (corresponding to each allowed value of k) . Instead of having one
continuous set and one discrete set, we now have two continuous sets,
a more symmetric arrangement.
The eigenfunctions are still the projections of the vectors e(k) on
the vectors e(x) , but since both sets of vectors are preferably unit
vectors, these eigenfunctions are now direction cosines and the whole
formalism gains considerably in symmetry. The eigenfunctions if!(k,x)
are at the same time components of the vectors e(k) on the vectors e(x)
but also components of the vector e(x) on the vectors e(k) . Extending
Eq. (6.3.17), the component F(x) of an arbitrary vector F in the direction
given by e(x) is related to the componentf(k) of F in the direction specified
by e(k) by the equations
F(z) = ff(k)if!(k,z)r(k) dk; f(k) = fF(z)Vt(k,z)r(z) dz (6.3.57)
(k.+A
lk.-A r(K) d«
f if;(k,z)?t(K,z)r(z) dz = { 0;i,: Ik - kol > Ll (6.3.59)
Ik - kol < Ll
with a similar equation, reversing z and k, corresponding to Il(z - r).
Usually the limits of the second integral are first set finite but large (0 to
R, or - R to R, R large) and then later extended to infinity, for ease in
calculation.
As an example of this we consider the Bessel equation resulting from
the separation of the Helmholtz equation in polar coordinates
d(dR)
-
dr dr
+ (k
r- 2
r - -m
r
2
) R = 0 (6.3.60)
l = n
(6.3.62)
d?,J; 2m
dx 2 + 7i2 [E - V(x)]f = 0 (6:3.63)
F(K + i + P, K + i-PI K + 11 z)
where P = vQ
+ l There is a second solution, but it becomes infinite
at z = O. Therefore the solution which remains finite at z = - 00 IS
e- v-r (p + i ,
- P + ~I" 1 - ikl_-.!!....
We
w_
+ e- W
)
which might be called 1/;( -k). Thus we have two eigenfunctions for each
value of A. For w very large negative, these two solutions reduce to
e i kw = e ih / d and e- ikw = e-ik :r/d, both of which are finite at w = - 00 •
One represents a wave in the positive direction (which has a correspond-
ingly positive current density), and the other a wave in the negative
direction (with negative current density) . Similarly both solutions near
w = + 00 are finite for all values of k, so every positive value of the
energy parameter Ais allowed.
In this case we have both discrete and continuous eigenvalues. Our
expansion in terms of the eigenfunctions must include a series over the
few discrete values (sum over n for n less than y'Q + t - i) and an
integral over k from - 00 to + 00 (thus including both eigenfunctions
for each positive eigenvalue of A) . To obtain the exact form of the sum
and integral, with the proper values of the normalizing factors, would
require more detailed analysis of the problem than is worth while here .
It will be taken up again in Sec. 12.3.
Differentiation and Integration as Operators. This discussion of the
Schroedinger equation (together with the treatment of factorization on
page 729) may serve to remind us that it is occasionally useful to consider
differentiation and multiplication by a constant (and also integration)
as operators. We consider the vector f to have components f(x), the
vector af to ·have components af(x) , the vector <Pi to have components
[df(x) /dx], and the vector ~f to have components
10'" few) dw
These operators can be added (i .e., they satisfy the distributive and
770 Boundary Conditions and Eigenfunctions [cH.6
commutative laws for addition); the vector [a> + Q]f = [Q + a>]f has
components
d {", (", d
dxf(x) + )0 f(w) dw = )0 f(w) dw + dxf(x)
for instance.
Both <P and Q commute with the scalar operator a, but <P does not
commute with Q, for
d t:
dx)o f(w) dw = f(x) but
t: dwf(w)
)0
d
dw = f(x) - f(O)
so that <PQ = 1 but Q<P ~ 1 (6.3.67)
where 1 is the unity operator. However if order of multiplication is
watched, we can consider the integration operator Q to be the inverse of
the differentiation operator <P and it can be written (P-l.
Both <P and (<P)-l may be iterated. The components of <P"f are
(dnfdxn)f(x), and the components of (p-nf are
{~
Lt an(P-n } fare {"'[~
)0 Lt an (x(n- _w)n-I]
I)! f(w) dw
n n
and discussed on page 584. If both F(x) and G(x) satisfy suitable bound-
ary conditions at a and b, the bilinear concomitant P(G,F) is zero at a
and b and we have
f Go."F dx = f [&"G]F dx
S; = 1: Cmem;
m=O
Cm = (e: . G) (6.3.76)
The vector
In = G - S,
is orthogonal to the first n eigenvectors of ~, since (F:. J n) = 0 for
m ~ n. Therefore by Eq. (6.3.75) we have that
But the series which is the second term in the brackets is positive, being
the sum of products of squares of quantities times eigenvalues (which are
all positive). Therefore
(J:'.. In) < _1_ (G* . ~ . G)
an+l
Since neither of the quantities in parentheses can be negative (nor can
an+l), since (G*· ~ . G) is independent of n , and since an+l ---t OC) as
n ---t therefore
oc) , 0: .
J n) ---t 0 as n ---t OC) and therefore J n, which is the
difference between the arbitrary vector G and the first n terms of its
series expansion in terms of the eigenvectors em, goes to zero as n goes
to infinity. Therefore the complete series (n ---t OC) equals the vector G,
and we have proved again that the en'S are a complete set of eigenvectors.
Similarly any operator (in the same abstract space) can be expressed
in terms of its components along the principal axes for~. In particular,
the operator ~ itself has the particularly simple form
~ = 1: enane~;
n
that is, A mn = an~mn
where G(m,nlv) is the solution of Eq. (6.2.6) which is zero at all boundary
points except the vth and has unit value at the vth boundary point.
Show that all the G's can be obtained from the ones connected with the
boundary points (0,1) and (0,2). Compute these two G's, correct to
three places of decimals , for each interior net point.
6.2 Show that a solution of the Poisson difference equation
[1f(m + 1, n) + 1f(m - 1, n) + 1f(m, n + 1) + 1f(m, n - 1) - 41f(m,n)]
= F(m,n)
with F(m,n) specified, and with 1f zero at all boundary points, is
1f(m,n) = LG(m,nlJ.l,v)F(J.l,v)
/lV
IS
if;(O,n) = if;(N,n) = 0; n ~ °
2:
N-I
if;(m,n) =
.=1
B. sin(vmh) exp {n In [1 - ~~ Sin2 (t h l')]}
What happens to this solution if k has been chosen larger than h2 ?
What limitation must be imposed on the size of k in order that the solu-
tion be stable? Suppose the initial conditions are such that the coeffi-
cients A. in the exact solution are negligible for I' > I'max. What can
you say concerning the choice of hand k which will result in a net-point
solution which is reasonably accurate (to 1 per cent, say) in the range
° ~ t ~ 71' and which is not, on the other hand, so "fine-grained" (N and
MJoo large) as to make the numerical computations too laborious?
6.4 The initial values of if;(x,t) of Prob. 6.3 is
00
{-v (0 ~ x ~ ~)}
x; \' 1 .
if;(x,O) = tn-(71' - x); (~ ~ x ~ 71') = '-' (20" + 1)2 sm [(20" + l)x]
,,=0
Compute values of if;(x,t) for x = -br,~ ; t = tn-, ~ for the exact solution.
Then compute values of if;, by use of the difference equation
if;(m, n +1) = [1 - (2k/h 2)]if;(m,n) + (k/h 2)[if;(m + 1, n) + if;(m - 1, n)]
starting at n = °
and working upward (for increasing n) for the same
initial conditions. Take h = -V (N = 4) and make the computations
for two choices of k:k = 71'/4 and k = 71'/16. Compare with the four
exact values already computed.
6.5 Is the partial differential equation
(o2if;/ox 2) - y 2(02if; /oy 2) = °
elliptic or hyperbolic? What are the equations for the characteristics?
Sketch a few of them. Show that, if Cauchy conditions are applied
at the boundary y = Yo > 0, the solution for y > Yo is
f l
-1
Yn(x)Ym(X) dx = 0; m = 0, 1, .. . ,n - 1
Obtain the first four such polynomials. Show that, in general, those
polynomials for even n 's have no odd powers of x, those for odd n have
no even powers. Show that the polynomials obtained are proportional
to the Legendre polynomials P n(X). Is this process of building up a set
of orthogonal polynomials a unique one? If not, what restrictions must
be added to make the process unique? Is the resulting set of functions a
complete set? How can you be sure?
6.7 Repeat the process of Prob. 6.6 for the range 0 ~ x ~ 1 and the
orthogonality requirement
1
10 Yn(X)Ym(X)X dx = 0 ; m = 0, 1, .. . ,n - 1
Start again with yo = 1 and obtain the first four polynomials. Compare
this with the set 'Pn(X) = J o(1l'a"nX) , where aO n is the nth root of the
equation [dJ o(1l'a )/ da] = O. Show that this is also a mutually orthog-
onal set of functions for the same range of x and for the same density
function x. For what problems would each be useful?
6.8 The Tschebyscheff polynomials Tn(x) are defined by the gen-
erating function
.
1 - t2 \'
1 - 2tx + t2 = ~ Tn(x)t
n
n=O
-1 .
Tm(x) Tn(x) V1 - X2
= n1l' Omn
E
and that
Jot x
c-I
(1
_
x)
a -c _ n![r(c)]2r(n
In(a,c!x)Jm(a,clx) dx - (a + 2n)r(a
++an)r(c
- c + 1)
+ n) omn
Express P n(X) and Te(x) in terms of the J's.
6.10 The radial function for the Helmholtz equation in spherical
coordinates is jn(kr) = V7r/2kr J n+i(kr). Show that the eigenfunctions
for a standing acoustical wave inside a rigid spherical shell are jn(7r{3nmr/a) ,
where (3nm is the mth root of the equation [djn(7r{3) /d{3] = O. Show that
these form a complete, orthogonal set for the range 0 :::; r :::; a. By
letting a ~ 00, show that
f(z) = -
7r
2~""
0
jn(ZU)U 2 du t0
j(V)jn(UV)V 2 dv
6.11 Show that
Special cases: T~(z) = Pn( z), Legendre polynomials (see Eq. 5.3.24)
(1 - z2)m/2T:;'_m(z) = P,::(z) , associated Legendre functions
[see Eq. (5.3.38)]
nT;!(z) = ~ cosh [n cosh:" z], Tschebyscheff polynomials
[see Eq. (5.3.43)]
~ TL1(Z) = ~~ sinh [n cosh" z], Ts chebyscheff polynomials
[see Eq. (5.3.43)]
213
Tg(z) = V; r(13 + -!) = 1 . 1 ·3 ·5 . . . (213 - 1); when 13 = 0, 1, 2,
213+ 1
T~(z) = V; r(13 + j)z = 1 · 3 · 5 . . . (213 + l)z ; when 13 = 0, 1, 2,
Recurrence formulas, relating these polynomials, obtained from the
generating function
d
- TI3(z)
dz n
= TI3+1(Z)'
n-l'
d
dz [(Z2 - l)I3T~(z)] = (n + l)(n + 213)(z2 - l)I3-IT~+Hz)
(213 + 2n + l)zT~(z) = (n + l)T~+I(Z) + (213 + n)T~_I(Z)
d
(213 + 2n + l)T~(z) = dz [T~+I(Z) - T~_I(Z)] = T~+l(z) - T~~~(z)
/l _ r(n + 2{3 + 1) F (_
T,,(z) - 2/ln!r({3 + 1)
I
n , n + 2{3 + 1 1 + {3
,I -
2
z)
= (_I)"r(n + 2{3 + 1)
2/ln!r({3 + 1)
F(- n, n + 2{3 + III +{31 1 +z) 2
784 Boundary Conditions and Eigenfunctions [cH.6
Addition formula :
T~(cos t'J cos t'J o + sin t'J sin t'J o cos cp)
n
L~(z)
Generating function:
00
e-zl/(l-l ) ~ tn
(1 - t)o+1 ~ i'(n +a+ 1) L~(z)
n=O
dn
Special cases: LO(z)
n
= e' dz
- n (zne-z)
n I'(n+ 1) za dz
z ::2L:(z) + (a + 1 - Z) :z L~(z) + nL:(z) = 0
r'" zae-'Lam(z)La(z)
Jo n
dz = 0 [rea + n + 1»)3
mn I'(n + 1)
'"
xm _ \' mICa +
m + 1) La (x)
- Lt (m
n -O
- n) ![r(a + n - 1»)2 n
L
'"
el(xt)-jaJ
a(2 VXt) = [rea + t: + 1»)2 L~(x)
l'"
n=O
e- j uu v+1J v(iitz)L~v(u) du
Recurrence formulas:
d
dz H ,,(z) = 2nHn-l(Z)
zHn(z) = nHn_1(z) + iH,,+l(Z)
d
dz [e-z'Hn(z)] = -2e- z'H n+1(z)
H n(Z) = n
n
d e- z'
(-I)ne z' dz =
10
_2~
V1r
f-GO
00
(z + it)ne-t' dt
d2 d
dz 2 Hn(z) - 2z dz H n(z) + 2nHn(z) =0
2: (2=:1)
00
= sec(icp)
2:
mDO
im tanmCcp)
m.
,"2" eHV"-U'lHm(u)Hm(iv)
CH.6] Eigenfunctions and Their Properties 787
A variation in these polynomials, similar to the superscripts (3 and a
in cases I and II, may be introduced by choosing the density function
to be e- z'+2az instead of «r. All this does, however, is to shift the center
of the polynomials from Z = 0 to z = a. The new generating function is
.,
e- t'+2t(z- a) = 2: ~~
n=O
H:(z) = e- 2ta 2: {;;!
m=O
Hm(z)
where
n
(-2a)n- mn!
H~(z) = Hn(z - a)
2:
m=O
m.I( n _ m )'. Hm(z)
n
The recurrence formulas are all the same, about the new origin. The
normalization integral is
Bibliography
Green's Functions
In the last chapter webegan the study of the central problem of field
theory, that of fitting the solution of a given partial differential equation
to suitable boundary conditions. There we explored the technique of
expansion in eigenfunctions, a method which can be used in a perfectly
straightforward way whenever we can find a coordinate system, suitable
to the boundaries, in which the given partial differential equation will
separate. But the result usually comes out in terms of an infinite series,
which often converges rather slowly, thus making it difficult to obtain a
general insight into the over-all behavior of the solution, its peculiarities
near edges, etc . For some aspects of problems it would be more desirable
to have a closed function represent the solution, even if it were an inte-
gral representation involving closed functions. The Green 's function
technique is just such an approach.
The method is obvious enough physically. To obtain the field caused
by a distributed source (or charge or heat generator or whatever it is
that causes the field) we calculate the effects of each elementary portion
of source and add them all. If G(rlro) is the field at the observer's point r
caused by a unit point source at the source point ro, then the field at r
caused by a source distribution p(ro) is the integral of Gp over the whole
range of ro occupied by the source. The function G is called the Green's
function.
Boundary conditions can also be satisfied in the same way . We
compute the field at r for the boundary value (or normal gradient,
depending on whether Dirichlet or Neumann conditions are pertinent)
zero at every point on the surface except for r~ (which is on the surface).
At r othe boundary value has a delta function behavior, so that its inte-
gral over a small surface area near r~ is unity. This field at r (not on
the boundary) we can call G(rlro); then the general solution, for an arbi-
trary choice of boundary values ¥to(r o) (or else gradients No) is equal to
the integral of G¥to (or else GN 0) over the boundary surface. These
functions G are also called Green's functions.
It is not particularly surprising that one can solve the inhomogeneous
791
792 Green's Functions [cB.7
equation for a field caused by a source distribution, by means of a product
of the source density with a Green's function integrated over space, and
that the solution of the homogeneous equation having specified values
on a surface can be obtained in terms of a product of these values with
another Green's function, integrated over the boundary surface. What
is so useful and (perhaps) surprising is that these two functions are not
different ; they are essentially the same function. For each of the linear ,
partial differential equations of Chaps. 1 to 3, one can obtain a function
which, when integrated over volume, represents a distributed source.
When it (or its gradient) is integrated over a surface, it represents the
field caused by specified boundary conditions on the surface.
Physically this means that boundary condit ions on a surface can be
thought of as being equivalent to source distributions on this surface.
For the electrostatic case this is, perhaps, not a new concept . The
boundary condition on a grounded conductor is that the potential be
zero at its surface. Placing a surface dipole distribution just outside the
conductor (a surface charge +0- just outside the conductor and another
surface charge -0- just outside that) will result in values of the potential
just outside the dipole layer which differ from zero by an amount pro-
portional to the dipole density (to 0- times the spacing between +0- and
-0-) . Nor is it so new in the case of the flow of an incompressible fluid.
The boundary condition at a rigid surface is that the normal gradient of
the velocity potential be zero at the surface. Placing a single layer of
sources next to this rigid surface will result in values of normal gradient
of the velocity potential which are proportional to the surface density of
the source layer. As we shall see, the fact that boundary conditions can
be satisfied by surface integrals of source functions makes the use of
source (Green's) functions particularly useful.
It is desirable that we underscore this dualism between sources and
boundary conditions by our choice of vocabulary. The equation for a
field in the presence of sources is an inhomogeneous partial differential
equation (e.g., the Poisson equation V 2!{t = -471"p) , The inhomogeneous
term, which does not contain !{t, contains the source density p. Con-
versely the equation for a field with no sources present is a homogeneous
equation (e.g., the Laplace equation V 2!{t = 0).
Analogously we can say (in fact we have said) that boundary con-
ditions requiring that the field be zero at the surface are homogeneous
boundary conditions (zero values are homogeneous Dirichlet condition ;
zero normal gradients are homogeneous Neumann conditions ; the require-
ments that a!{t + b(dif;/ an) be zero at the surface are homogeneous mixed
conditions) .
Conversely the requirements that !{t have specified values !{to (not
everywhere zero) at the surface are called inhomogeneous Dirichlet con-
ditions; in this case the boundary values may be said to be "caused"
§7.1] Source Points and Boundary Points 793
by a surface dipole layer of sources, corresponding to an inhomogeneous
equation. Likewise the requirements that i:Jif;ji:Jn = No (not everywhere
zero) on the surface are called inhomogeneous Neumann conditions, and
the requirements that aif; + b(i:Jif;ji:Jn) = F o on the surface can be called
inhomogeneous mixed conditions. When either equation or boundary
conditions are inhomogeneous, sources may be said to be present; when
both are homogeneous, no sources are present.
Of course there is another, more obvious , reason why both are given
the same descriptive adjective. Solutions of homogeneous equations or
for homogeneous boundary condit ions may be multiplied by an arbitrary
constant factor and still be solutions; solutions of inhomogeneous equa-
tions or for inhomogeneous boundary conditions may not be so modified .
The Green's fun ction is therefore a solution for a case which is
homogeneous everywhere except at one point. When the point is on the
boundary, the Green's function may be used to satisfy inhomogeneous
boundary conditions; when it is out in spa ce, it may be used to satisfy
the inhomogeneous equation. Thus, by our choice of vocabulary, we
are able to make statements which hold both for boundary conditions
and source distributions; we have made our words conform to our
equations.
P = L p(xo,Yo,zo)e(xo,yo,zo)
xoyozo
a sum of all the individual solutions for unit vectors on the right-hand
side, multiplied each by the appropriate amplitude p(ro). Consequently,
we should expect that a solution of the inhomogeneous differential equa-
tion (7.1.2) would be
F(x,y,z) = f JfG(x,y,zlxo,yo,zo)p(xo,yo,zo) dxo dyo dz« (7.1.6)
where G is the solution of Eq. (7.1.4) and is called a Green's function.
It is thus apparent that, in terms of abstract vectors, a solution by
Green's functions is a representation in terms of the unit vectors e(x,y,z)
whereas a solution by eigenfunctions is a representation in terms of the
unit vectors en' A much more complete discussion of this representation
will be given at the end of this chapter.
Of course, it will take the rest of this chapter to outline how the unit
solutions G are determined, when the representation converges , and all
the other precautionary details analogous to the ones we had to learn,
in the last chapter, before we could use the eigenfunction technique with
confidence.
Boundary Conditions and Surface Charges. We have not yet shown
how the solution of an inhomogeneous equation (with homogeneous
boundary conditions) will help us to solve a homogeneous equation
with inhomogeneous boundary conditions. Perhaps a simple example
will clarify the principle before we immerse ourselves in details. It will
be shown later that a solution of the Poisson equation
V2(] = -471"o(r - rs)
with homogeneous Dirichlet conditions (G = 0 on the surface S in Fig.
7.1) is a function which goes to infinity as 1/lr - rol for r near the source
point roo What we wish to point out here is that this same solution G
can be used to build up a solution for an arbitrary charge distribution
inside the surface S and also for an arbitrary set of Dirichlet boundary
conditions on S (that is, for I/; = 1/;. on the surface).
What is done is to replace the inhomogeneous boundary conditions
on S by homogeneous conditions, together with a surface distribution of
charge just inside the surface. Let us magnify up the situation near the
surface, as shown in Fig. 7.2. The charge distribution to replace the
inhomogeneous boundary conditions is a surface layer of density rT/E
spaced a very small distance E out from the surface S . We make E much
smaller than the radius of curvature of the surface and also smaller than
the distances over which a varies appreciably. We have replaced the
796 Green's Functions [CR. 7
inhomogeneous conditions by homogeneous conditions plus this charge
layer, so we now require that the potential be zero at the surface. For
distances of the order of E, the surface is plane (and may be taken as the
y, z plane) and the charge density 0' may be considered to be uniform.
Observation Point
Source
Point
Origin
t-- E ----i
------,rl I
1
S I
I
I
I
I
I
I
I
I x-
Charge Boundary
l.,ayer o: Surface S
Fig. 7.2 Potential of a source layer a a small distance
eoutside a grounded surface S .
ary must be very much larger than the gradient outside the sheet; in fact
we can neglect the latter with respect to the former.
Therefore, the gradient between x = - E and x = 0 must equal
-(47rO'/E), and the potential in this region must be
1/; = - (471"0'/E)X; -E < X <0
and thus the potential just outside the charge sheet at x = -E must be 1/;,
which is (471"(T). Therefore, if we made this surface density 0', which is
§7.1] Source Points and Boundary Points 797
infinitesimally close to the grounded surface, equal to if;,/47r, then the
potential just outside the charge sheet would be just if;" the boundary value
we wished to satisfy.
We have hence made plausible the idea that a solution of a homogene-
ous equation satisfying inhomogeneous boundary conditions is equiva-
lent to a solution of an inhomogeneous equation satisfying homogeneous
boundary conditions, with the inhomogeneous part being a surface layer
of charge, proportional to the inhomogeneous boundary values and infini-
tesimally close to the boundary surface. Of course, we have not proved
this equivalence ; we have only made it plausible. Nor have we seen
where the equivalence breaks down (it might be expected, for instance,
't hat the equivalence breaks down between the charge layer and the sur-
face) . But having pointed out the goal, we should be able more easily
to recognize progress toward it .
Incidentally, it should not be difficult to make plausible the satisfying
of inhomogeneous Neumann conditions by a similar replacement with
homogeneous conditions (aif;/an zero on S) plus a surface layer, on the
surface, of surface density proportional to the specified boundary gra-
dients. Thus we begin to see why solutions of inhomogeneous equations
are related to solutions for inhomogeneous conditions and how surface
layers can be substituted for boundary conditions.
A Simple Example. Before dealing with the problem in full general-
ity we shall go into some detail with a simple example . We take the
two-dimensional Poisson equation
a2if; + -a2if;) = -41rp(x y)
V2if; = ( -ax a2 (7.1.7)
2 y ,
where
= 2
[ -a
2:. sinh
. (7rny/a) SIn
smh (7l"nb/a)
. (7rnx)
-
a
sm - t)J
. (7l"n
a
(7.1.8)
n=O
m,n
p(x,y) = 2: r.:
n,m
sin (7I";x) sin (7I"~Y)
r.; = (:b) la d~ lb d17 sin (~~) sin (71"~17) P(~,17)
and insert both series in Eq. (7.1.7) . The coefficients A m n can then be
determined, and we finally obtain for our solution
= h d~ fob
a
d17 G(X,yl~I17)P(~,17) (7.1.10)
where
G(x I~ )=~~ [sin(m7l"x/a) sin(n71"Y/ b) sin(n7l"~/a) sin(n7l"17/b)]
,Y,17 71"ab ~
m,n
(m/a)2 +(n/b)2
§7.1] Source Points and Boundary Points 799
is the Green's function for the inhomogeneous equation. It is not diffi-
cult to see that G is the solution of Eq. (7.1.9) for homogeneous boundary
conditions. It is the potential at point x, y of a unit point charge at
~,7] . Its poor convergence arises from the fact that it must approach
infinity logarithmically as (x,y) approaches (~,7]) (as we mentioned a few
pages ago and as we shall prove in the next section). For more reason-
able distributions of p series (7.1.10) converges more rapidly.
One other property of G, which will be generally true of these Green's
functions : It is symmetric in interchange of (x,y) and (~,7]) . In other
words, the potential at (x ,y) caused by a charge at (~,7]) equals the
potential at (~,7]) caused by the same charge at (x ,y), boundary con-
ditions remaining equal. Exchange of source and observer does not
change G, a result sometimes called the principle of reciprocity.
Relation between Volume and Surface Green's Functions. But
series (7.1.10) is still far from the form of the quantity in brackets in
Eq. (7.1.8). In the first place, the earlier quantity is a single series,
whereas Eq. (7.1.10) is a double series . Let us try to solve Eq. (7.1.7)
in terms of a single series. We set
if;(x,y) = L
m
Fm(Y) sin (7T;X); p(x,y) L
m
Pm(Y) sin (~x) (7.1.11)
:;2 F (7T:Y F
m - m = -41rPm(Y)
is a constant (as it must be) . · Inserting all this in Eq. (5.2.19) and
800 Green's Functions [cH.7
setting the limits of integration so that F m is zero at y = 0 and y = b,
we have
(7.1.12)
where
8s
. m
(1I"mx) (1I"m~)
- s. m
l: -
oo
a a
m=O m sinh(1I"mbja) .
. { sinh(1I"myja) sinh[(1I"mja)(b - 71)] ; 71 > Y
sinh(n·m7Jja) sinh[(1I"mja)(b - y)]; 71 < Y
Since this integral for if; has the same form as the integral in Eq. (7.1.10),
the G given here must equal the G given there. A simple (but tedious)
process of expansion of gm into a Fourier series in y will show that the
two G's are indeed identical.
This latest expression for G, 'however, is best arranged to display the
relation between the solution of an inhomogeneous equation with homo-
geneous boundary conditions and the solution, given in (7.1.8), of the
homogeneous equation with inhomogeneous boundary conditions ; for if
the only charge inside the boundaries is a sheet of charge, of surface
density (l j411"E)if;bW a vanishingly small distance E away from the surface
y = b, then at 71 = b - E, which is the only place where P differs from zero,
. (1I"m~)
·sm - sinh(1I"myja) . y<b-E
a sinh(1I"mbja) '
Since the range b - E < Y < b is to become vanishingly small , it will not
enter our discussions, though we must remember that the slope of G suf-
fers a discontinuity in this infinitesimal range, going to zero at y = b.
Inserting this value of G in Eq. (7.1.12) we can see that the potential
§7.l] Source Points and Boundary Points 801
from a thin layer of charge , of surface density (l /47rE)lfb(X) an infini-
tesimal distance E from the grounded plate Y = b, is represented by
exactly the same integralas is the potential arising when the surface
Y = Iris given the inhomogeneous boundary condition Ifb(X) , given in
(7.1.8) .
The General Solution. We can arrive at the same equality of the
two solutions by a somewhat different, and more generally useful, route.
We notice that
+ :7] G(x,yl~,7]) -) - 8; L
n
sin (n:x) sin (n:~) -41l"c5(x - e)
802 Green's Functions [cH.7
Therefore, the Green 's function for the surface (evaluated on the surface)
is a delta function, corresponding to boundary conditions zero except at
the point x =~ . This, of course, corresponds to our intuitive feeling as
to the nature of the Green's function.
To recapitulate : An alternative to the eigenfunction technique for
solving boundary-value problems involves solving the inhomogeneous
equation for homogeneous boundary conditions for a "point source" at
some point ro inside the surface. The resulting function G(rlro), the
Green's function for the interior volume, is symmetric to interchange of
rand ro, has a discontinuity (in value or slope) at r = ro, and satisfies
homogeneous boundary conditions for r on the boundary surface Sand
for ro on the similar surface So. The solution of the general inhomogene-
ous equation then has the form given in Eq. (7.1.12), y;(r) being obtained
by integrating Gp over the ro space inside So.
If the homogeneous boundary conditions satisfied by G are that
G = 0 on S and So, then the solution for inhomogeneous boundary con-
ditions [y; = y;(S) on S] has the form given in Eq. (7.1.14), where the
gradient of G is in the ro coordinates, normal to So, for ro vanishingly
close to So. Therefore, the point ro is now" on" So, and the integration,
times y;(So) is taken over the boundary surface.
If the homogeneous boundary conditions on G are Neumann con-
ditions (normal gradient of G zero on S), then the solution for inhomo-
geneous conditions- [ay; j an = N (S) on S] has the form
y;(x,y) = 411" r N(So)G(x,YISo) dSo
Is. (7.1.15)
This will be proved later. In fact , the discussion of this section has not
finished our "proof " of Eq. (7.1.14) ; it has just begun the investigation.
Green's Functions and Generating Functions. Formulas (7.1.8) to
(7.1.12) show that Green 's functions and eigenfunctions are closely
related. Later in this chapter we shall obtain a general formula for
the expansion of a Green's function in eigenfunctions. It certainly is
not difficult to see that such expansion formulas can prove to be a prolific
source of generating functions for eigenfunctions [see Eq . (6.3.32)]. In
the case discussed in this section, we obtain a generating function by
integrating Gb(x,yl~) , defined in Eq. (7.1.8), over ~ from zero to a. Only
the terms for n an odd integer give nonzero integrals, so that, by expand-
ing the hyperbolic sine into its constituent exponentials, we have
..
(a Gb(x I~) d~ = ~ \' sinh[(2n + I) (1I"y ja)] sin[(2n+ 1)(1I"xja)]
)o,Y 11" '-' sinh[(2n + 1)(1I"bja)] (2n + 1)
. n=O
Integrating this over all source coordinat es, xo, Yo, zo inside 8 0, we obtain,
because of the properties of the delta function and Eq. (7.2.4),
1
471" fff [Gk(rlro)V3if;(ro) - if;(ro)V3Gk(rlro)] dvo
(
+ ~~r p ro)G (r Iro) dvo
k
= {I/I(r); r within and on S (7.2.7)
0; r ou tsid
SI e S
from which we can obtain our solutions for either inhomogeneous equa- •
tion or inhomogeneous boundary condition.
Solution of the Inhomogeneous Equation. For instance, for the
inhomogeneous equation (p ~ 0), if the boundary condition is homogene-
ous Dirichlet (1/1 = 0 at S) , we choose G also to be zero at both S and So.
Then the surface integral over So is zero and
(7.2.8)
for r inside or on S . This function automatically satisfies the homogene-
ous boundary conditions (1/1 = 0 at S) and is a solution of Eq . (7.2.6).
If the boundary conditions are homogeneous Neumann (normal gradient
of 1/1 zero on S) , then we adjust Gk so that it satisfies the same conditions
. for both sets of coordinates, observational and source . Then again the
surface integral is zero and Eq . (7.2.8) holds . Therefore (7.2.8) is the
solution of the inhomogeneous equation (7.2.6) for homogeneous bound-
ary conditions when Gk satisfies the same conditions as does 1/1.
As a matter of fact, this equation still holds if the boundary conditions
are that 1/1 on S equals a function f(ro) times the normal gradient on S
as long as Gk satisfies these same conditions. The most general homo-
geneous boundary conditions are
(7.2.12)
Either form of the surface integral may be used . The first is more useful
if f is small or zero (Neumann conditions) ; the second when 1/f is small or
zero (Dirichlet conditions) but F If is bounded.
The solutions given in Eqs. (7.2.9), (7.2.10), and (7.2.12) are for the
homogeneous equation (p = 0 inside the boundary) . If we wish to solve
the inhomogeneous equation (7.2.6) for inhomogeneous boundary con-
ditions, we add a volume integral of the type of Eq. (7.2.8) to the appro-
priate surface integral, with the G in the volume integral satisfying the
same homogeneous boundary conditions as the G in the surface integral.
808 Green's Functions [cH.7
General Properties of the Green's Function. . We have now proved
in a fairly rigorous manner most of the statements made in Sec. 7.1 and
on page 802. The boundary conditions are satisfied by putting on the
surface a distribution of dipoles (for Dirichlet conditions) or a simple
charge distribution (for Neumann conditions) of an amount proportional
to the required value or normal gradient of if; times the normal gradient
or value of the appropriate Green's function G. We also note the dis-
continuity in the solution, the integral giving if; on and inside 8, but
being zero outside 8 .
We have not as yet proved directly that G is a symmetric function
of rand ro, as stated in Eq. (7.2.4). We have that, as a function of r,
G satisfies Eq . (7.2.5) and that, for a source at rl, it satisfies
V 2Gk(r lr l) + k Gk(r lr l)
2
= -471"o(r - rl)
Multiplying (7.2.5) by G(rlrl) and this new equation by G(rlro), sub-
tracting, and using Green's theorem (7.2.2), we have
- .fIG(rlrl) grad [G(rlro)] - G(rlro) grad [G(rlrl)]l . dA
= 471"If J[G(rlrl) o(r - ro) - G(rlro)o(r - rl)] dv = 471"[G(rolrl) - G(rtlro)I
Since both G's satisfy the same homogeneous boundary conditions, the
surface integral vanishes and therefore we have the reciprocity condition
G(rOlrl) = G(rllro) as long as both ro and r, are inside or on the surface.
But still more important, it remains to investigate the behavior of
G(rlro) for the observation point near the source point, where the magni-
tude of R = r - ro is small compared with the distance of either from
the nearest point on the boundary surface. From the nature of Eq .
(7.2.5) we see that, when R = V(x - XO)2 + (y - YO)2 + (z - ZO)2 is
small compared with the distance to 8 or 8 0 , the function G is just a
function of R. In other words , the source is completely symmetrical,
so that G cannot depend on the direction of R, only on its magnitude.
We have also noted earlier that we should expect that G would have a
singularity at R = O.
To restate this in more mathematical language, we should expect that
G(rlro) could be separated into two parts : a part which is everywhere
regular and continuous inside 8 and which depends on the boundary
conditions imposed on G at 8 and a part which is regular and continuous
inside 8 except at r = ro, which is a function of R alone, having a singu-
larity at R = O. This last part we can call Yk(R) . Therefore we can
say that, if observation point and /or source point are not infinitesimally
close to 8, .
Gk(rlro) ------? Yk(R); R = r - ro (7.2.13)
R->O
~ d~ (R ;~) + kg = 2
0
which is the equation for the Bessel functions of order zero [see Eq.
(5.3.63)}. We need solutions which have a singularity at R = 0; in fact
we desire the singularity given in Eq. (7.2.15). The possible solutions
are the Hankel functions [see Eq. (5.3.69)}; in particular
Gk(rlro) = gk(R) = i'TrH61~(kR) ~ -2ln(kR); R~0
~ ~ e i(kR+! .. ). R ~ oo (7.2.18)
'\j"kR '
is the correct Green's function for two dimensions for boundaries at
infinity for outgoi ng waves. If incoming waves are desired, the second
Hankel function is used , or if a real function be required (as for special
use for the diffusion equation), one can use 1r times the Neumann func-
tion No(kR) [see Eq. (5.3.75)}.
Finally, for ·one dimension the Green's function for outgoing waves,
extending to infinity in both directions, has already been given in Eq
(7.2.16). It is
= 21riet·kl
- Z-Zo
I (7.2.19)
k
812 Green's Functions [cH.7
Method of Images. We now turn to the problem of obtaining Green's
functions for bounded domains. One method, the method of images ,
makes heavy use of the function gk(R) which has been obtained above;
we consider it first. What is the physical effect of introducing bounda-
ries? Without boundaries, gk(R) is the appropriate Green's function .
When a surface is introduced, in electrostatics, a potential is developed
which is due to the induced charge on the bounding surface, which in
turn is caused by the applied electric field gk(R). In acoustics, the effect
of the boundary is to cause reflections which then must be added to the
wave developed by the source to give the total pressure. We may there-
fore expect that
(7.2.20)
where Fk(rlro) represents the boundary effects. Fk(rlro) cannot have a
singularity within the region, so that, as T ---+ To, Gk(rlro) ---+ gk(R). The
Boundary
~o
~ Origin
Fig. 7.3 Image of a source point (xo,Yo) in the plane
x = o.
.jI(r)
f'" [
=;;:x _'" x2 + f(y'
(y _
) ]'
y')2 dy (7.2.23)
Gk = ri I""
n= - GO
{Ho[k vex - Xo - 2nh)2 + (y - YO) 2]
Gk = ri I""
na:=- 00
[Ho(klr - rnl) + Ho(klr - r:l)] (7.2.24)
Series (7.2.24) is useful when only the direct source and perhaps the first
few reflections are important. This will occur whenever the observation
x=-h ~=o x=h x=2h x=3h
~
3 I 0 2 4 6
• • • • • •
~ ~ ~ ~ ~ ~
Cl ,; ,; e ,; <3
)( )( x )(
)(
)(
+ .i, I + I
s: s: s: s:
(\J
..!..
(\J (\J
:!
Fig. 7.6 Sequence of images of source in Fig. 7.4.
point r is very close to the source point, that is r ---+ ro, because of the
singularity of Ho(klr - tol). The remaining reflections form a back-
ground correction to the direct effect of the source. Unfortunately
series (7.2.24) does not converge very rapidly, so computing the correc-
tion is a fairly tedious matter. To compute its order of magnitude let us
examine the behavior of the individual terms as Inl ---+ co , Then
[r - r n l - - - - - 2 l n l h - (x - xo); [r - r:I-----2Inlh - (x +xo) (7.2.25)
jnl-+ 00 Inl-+ 00
Note that these approximations are valid only if
. 2lnlh» Vex - X')2 + (y - y')2.
Clearly this asymptotic form is achieved more quickly, i.e., for smaller
values of n, the closer the observation point to the source . For large
values of 2nhk the Hankel functions may be replaced by their asymptotic
form, so that
816 Green's Functions lCH.7
~ = --
4
yv;JJi
e- ikx cos(kxo)
Lvn
00
e2 iknh
-- (7.2.26)
n=N
1
L vn
e 2i k nh 00 e2ikhY e 2ikhVN
--~ --dv ) - ---0= (7.2.27)
n=N
N 0 2khVN-> ec 2ikh -r»
The integral may also be evaluated exactly in terms of the Fresnel
integrals. If
C(u) = lU cos (~ t 2
) dt ; S(u) = lU sin (~ t 2
) dt (7.2.28)
(7.2.29)
We thus see that, when kh is much larger than unity, the whole of
series (7.2.24) can be expressed in terms of the simple expression (7.2.29)
with N = 1. For the wave equation, k = 211"/X where X is the wave-
length, so that the simple expression may be used for the whole sum when
X is much smaller than h, the spacing between the plates. The only
term not included in ~ is then the one for n = 0, the direct effect of the
source on the observer. To repeat, when h» X and when Ix - xol «.);
then the value of if; at the observation point (x,y) equals the direct term
1I"iHo(klr - rol) plus a small correction proportional to ~.
Other Expansions. In the event that either or both of these condi-
tions are not satisfied, more drastic treatment must be applied. If r
is at some distance from the source and kh is neither large nor small,
the image expansion may be rearranged to obtain a more convergent
§7.2] Green's Functions for Steady Waves 817
series. This may be performed with the aid of the Poisson sum formula
[Eq. (4.8.28)];
. .
2: j (27rn ) =
- .
1
27r
2:
p=- 110
F(v)
To apply the Poisson sum formula to this problem, the Fourier trans-
form of Ho(klr - roD is required. We shall show later on in this chapter
(see page 823) that
Ho(klr,- roD =
if" dK", f_. .. dK [k2 _ K2
7r 2 _ .. y
eiK·(r-ro) ]
(7.2.31)
+ H 0[ k ~ (x + xo - ; h) 2+ (y - Yo) 2]} dr
Introducing (7.2.31) into the integrand, I becomes
The K", integral is easily evaluated by employing the l> function property
!-.. . l>(z)j(z - a) dz = j(a). Then
818 Green's Functions [cH.7
The final integral can be performed only after the path of integration
on the K lI plane is specified. The particular path C, illustrated in Fig.
7.6, is chosen so that I satisfies the boundary condition that the point
x = Xo, Y = Yo be a source only , rather than a sink or both source and
sink.
Ky Plane
I = ( 411")
- '
e- ,.,r . x/ h cos (1I"Vxo)
- eiIY-lIoh!k' ("./h)·
h h y'k 2 - (1I"v/h)2
The final expansion for the Green's function becomes
= ( 211"i)
-
h
L.,
E. cos (1I"VX)
-
h
cos (1I"-
vxo) eilll-yoh!k'-(orv/h)'
h y'k 2 - (1I"V/h)2
(7.2.32)
.=0
which is what Eq. (7.2.32) reduces to when k = 0 (except for the omission
of the P = 0 term). By repeated use of the relation
we obtain
I'e = R(x + xoly - Yo) + R(x - xoly - Yo) (7.2.34)
where R(alb) = - In [1 - 2e- ..Ibil h cos (7ra /h) +
e-2rlbl/hj
It is not difficult to show (by computing V 2 f o if necessary) that f o is a
solution of the Poisson equation
V 2f o = -47r[o(r - ro) - (l /h)o(y - Yo)] (7.2.35)
which corresponds to a unit positive charge at (xo,Yo) and a unit negative
charge spread uniformly along the line y = Yo, perpendicular to the two
820 Green's Functions [CR. 7
boundary lines x = 0 and x = h. Since the entire charge distribution
averages to zero between the two boundary lines we may fit Neumann
conditions without having the static solution approach infinite values
at infinity. It may also be seen directly that ar/ax may equal zero for
x = 0 and x = h, by differentiating (7.2.35).
The final expression for Gk is therefore
- (~) «"...
/h) IY-lIol } (7.2.36)
This series converges quite rapidly. Other cases, where the static
Green's function turns out to be a closed expression, may be worked
out from the results of Chap. 10.
The method of images is restricted to boundaries which are composed
of straight lines in two dimensions or planes in three dimensions. There
is one exception to this rule. In the case of the Laplace equation (with
Dirichlet conditions) the method of images may be applied to the circle
in two dimensions and to the sphere in three dimensions. This limitation
on the image method may be expected from an elementary knowledge of
geometrical optics, for it is well known that the only mirror for which the
image of a point sour ce is itself a point is the plane mirror. Of course
this does not mean that the image method cannot be applied to other
shapes, rather that it can be applied only approximately. We there-
fore turn to a more general representation of Green's functions, by
eigenfunctions.
Expansion of Green's Function in Eigenfunctions. The method of
eigenfunctions discussed in Chap. 6 is limited only by the ease with
which the requisite eigenfunctions can be determined. Since precise
solutions are available for only the separable coordinate systems, the
expansion of Green 's functions in eigenfunctions is practical for only
these cases.
Let the eigenfunctions be Vtn and the corresponding eigenvalues
k~, that is,
(7.2.37)
Here n represents all the required indices defining the particular Vtn
under discussion . Moreover, as was shown in the preceding chapter,
the functions Vtn form an orthonormal set :
(7.2.38)
§7.2] Green's Functions for Steady Waves 821
where the region of integration R is bounded by the surface upon which
Y;n satisfies homogeneous boundary conditions. The Green 's function
Gk(rlro) satisfies the same conditions. In addition it is assumed that the
functions Y;n form a complete set so that it is possible to expand Gk(rlro)
in a series of Y;n:
Gk(rlro) = LAmY;m(r)
n
we find that
l:A m(k 2 - k;")Y;m(r) = -411'o(r - ro)
Employing Eq . (7.2.38), we multiply both sides of the above equation
by If;n(r) and integrate over the volume R . Then
A = 4~n(ro)
n k~ _ k2
so that Gk (rlr)
0
= 411' 2:
n
If;n(ro)Y;n(r)
k2 _ k 2
n
(7.2.39)
then
Ky Plane
Ky =+/k 2_K 2x
Since K", and K; are continuous variables (see page 762 for the discrete-
continuous transition), the sum in (7.2.39) must be replaced by an
integral :
g~(R)
.
= t7l'Ho(kR) f '" f'"
=:;;:1 _., d.K;
iK R
_., dK y K2e _• k 2 (7.2.42)
7l'Ho(kR) = t': e
»: ik R C08" d~
Em COS [ m ( '1'
.I. _ .I. )]
'1'0
f
_
00
00
J m(Kr)Jm(Kro) K dK
K2 _ k 2
m=O
(7.2.45)
It is possible to evaluate the K integral by methods of function
theory. However, the procedure is just a difficult way to do a simple
calculation. It is preferable to derive expansion (7.2.45) by another
procedure, which may be extended to other coordinate systems and
boundary surfaces.
A General Technique. The method is just that employed in Sec. 7.1
to establish a connection between the surface Green's function G(x,yl~)
[Eq. (7.1.8)] and the volume Green's function [Eq . (7.1.10)]. We
expand the volume Green's function in terms of a complete set of func-
tions involving all but one of the coordinates (in the present case there
are only two coordinates, rand 1jJ) with coefficients which are undeter-
mined functions of the uninvolved coordinate. Thus let
L(2~)
00
pm (r Iro)
= f_
00
00
J m(Kr)Jm(KrO) K dK
K2 _ k2
Introduce (7.2.46) into the equation for gk(rlro):
'V 2gk + k 2gk = -47ro(r - ro)
In polar coordinates this becomes
if;
= Y2
!Z VYl dz
A(Yl,Y2)
+
Yl
f z
VY2 dz
A(Yl,Y2)
where z is the independent variable, Yl and Y2 are the two independent
solutions of the homogeneous equation
2)
!!. z dy
dz dz
+ Z (k2 _ m Y
Z2
= 0
For r < ro, the first integral vanishes, while for r > ro, the second
integral vanishes. Hence
~ 0~~) + qy = 0
In the case under discussion f = r, so that tl(Yl,Y2) = constant/r. To
determine the constant, one may employ the first terms of either the
power series about the origin (r = 0) or the asymptotic series about
r = 00, since the relation tl(Yl,Y2) = constant/r must be satisfied for
each term of the power or asymptotic series for tl(Yl,Y2). To illustrate,
we utilize
Jm(kr) - - ----t V2/7rkr cos [kr - in"(m +
kr-> 00
-m
Hm(kr) -~ V2 /7rkr ei1kr-!T,m+! )]
kr-> 00
~ { J m(kr)Hm(kro) ; r::; To
Ho(kR) = mi..:. Em cos[m(q, - q,0)] Jm(kTO)Hm(kr); r ~ TO
(7.2.51)
o
We have given the derivation of (7.2.51) in detail because it will serve
as the prototype for the calculation of expansions of other Green's
functions. These expansions are of considerable use, as the following
calculat ion will show. We shall derive the expansion of ei b (a plane
wave traveling from left to right) in polar coordinates and then the
integral representation of the Bessel function J m [described in Eq.
(5.3.65)). We note that Ho(kR) represents a wave traveling from the
828 Green's Functions [cH.7
source at ro. To obtain a plane wave traveling from left to right it is
necessary to place the source at - 00, i.e., let ro -7 00 and cfio -711'. Then
L
00
or i kz rn (7.2.52)
e = Emi cos(mcfi) Jm(kr)
m=O
the desired expansion. This series has been given in Chap. 5 in another
form [see Eq. (5.3.65)].
Finally, by employing the orthogonality properties of the set cos(mcfi)
it is possible to derive an integral representation for J m(kr). Multiply
both sides of Eq. (7.2.52) by cos(vcfi) , and integrate from 0 to 11'. Then
Jv(kr) = i-v
11'
rr
)0
e ikrc•• .p cos(vcfi) dcfi (7.2.53)
This relation was derived in another fashion in Chap. 5 [see Eq. (5.3.65)].
A General Formula. Let us now turn to the problem of deriving the
expansion of the Green's function for any of the generalized coordinate
systems for which the scalar Helmholtz equation is separable. We need
to review some of the results of the discussion of separation (see pages 655
et seq.). If h , ~2, and ~a are three orthogonal, generalized coordinates,
with scale factors hl, h2, and h a, then the Laplacian is
3
v
2.1. _
'I' -
\'
~ Sin a~n
u; a (In a~na1/;) (7.2.54)
n=l
Gk(rlr') = LX1q(~1IWBq(~~,~~)Wq(~2,~3)
q
(7.2.57)
[f
3
2: z: a~n
3 3 3
n=2
[fn aa~q] = - 2: ~n {2: ~nm(~n)k~q}
n= 2 m=l
Wq
where the separation constants have been given the additional label q
to indicate their correspondence to function W q.
The sum over n may be simplified by utilizing the properties of the
determinant 8 [see Eq . (5.1.27)].
LM n~nm = 801m
n
Then
~ Mn~
L.t
n=2.3
8fn a~n
[f aw
n a~n
q
]
-kiW q + ~l [2: k;"q~lm]
m
Wq
§7.2] Green's Functions for Steady Waves 831
Hence, upon substitution of the series (7.2.57) into (7.2.58) one obtains
LBg(~,~~)Wq(b,~3) ~1 D1 d~1 L
3
d [I dX1 q]
Tr1 dh 1 dh + [l..i
\ ' k2
mq<l>1m
] X 1q -__ (411")
/l 0(~1 _ ~l') (7.2.60)
m=l
We obtain
X (~I~/) = _ 411" { Y1q(~1)Y2q(W; (7.2.61)
1q 1 1 !:J.(Y1q,Y2q)/1(~;) Y1g(~~)Y2q(~1) ;
Gk(rlr
/)
= -411" (h~~3) p(~~,W Lwq(~~,~)
q
W q(b,~3) .
!:J.( 1
Y1q,Y2q
) {Y1q((~;»Y2g((~D)
Y1q ~1 Y2q
;
<;1;
:1;::
<;1 _ <;1
(7.2.63)
where the scale factors h and the Wronskian !:J. are functions of the primed
coordinates and where p is the density function defined in Eq. (7.2.56).
From the expansion it is generally possible, by the procedure employed
in the polar coordinat e case discussed above, to obtain plane wave
832 Green's Functions [CR. 7
expansions and integral representations of the functions in the plane
wave expansion. Finally, since it is now possible to express plane waves
and Green's function in different coordinate systems, it becomes possible
to express the solutions of the Helmholtz equation in one coordinate
system in terms of those solutions appropriate to another solution.
Green's Functions and Eigenfunctions. The Green's fun ction for
the Sturm-Liouville problem (see page 719)
d [ P dx
dx dGJ + [q + Ar]G = -471"o(x - xo) (7.2.64)
(7.2.67)
Therefore
sin [0 (x - a)] sin [0 (Xo - b)];
G>.(xlxo) = -47r ' X S Xo
o sin [VA (b - a)] sin [0 (Xo - a)] sin [0 (x - b)] ;
1 x :2: Xo
The eigenvalues occur at the zeros of sin [0 (b - a)] , so that one obtains
the familiar result vx.; = [n7r/(b - a)J. The residue here is
-[87r/(b - a)]( -I)n sin [n7r(x - a) /(b - a)] sin [n7r(xo - b)/(b - a)] ,
or -[87r/(b - a)] sin [n7r(b - x) /(b - a)] sin [n7r(b - xo)/(b - a)] : Hence
if;n(x)if;n(xo) is [2/(b - a)] sin [n7r(b - x)/(b - a)] sin [7rn(b - xo)/(b - a))
so that the normalized eigenfun ction is
.1.
'l'n
= I 2 . [n7r(b
"Vb - a sin
- X)]
b- a
The function q(r,t) describes the source density, grving not only the
distribution of sources in space but also the time dependence of the
sources at each point in space . In addition to Eq. (7.3.1) it is neces-
sary to state boundary and initial conditions in order to obtain a unique
solution (7.3 .1). The condition on the boundary surface may be either
Dirichlet or Neumann or a linear combination of both. The conditions
in time dimension must be Cauchy (see page 685, Chap. 6) . Hence
it is necessary to specify the value of Vt and (aVtj at) at t = to for every point
of the region under consideration. Let these values be Vto(r) and vo(r),
respectively.
Inspection of (7.3.1) suggests that the equation determining the
Green's function G(r,tlro,to) is
1 a2G
V2G - - 2 - 2 = -41ro(r - ro)o(t - to) (7.3.2)
c at
We see that the source is an impulse at t = to, located at r = roo G then
gives the description of the effect of this impulse as it propagates away
from r = ro in the course of time. As in the scalar Helmholtz case, G
satisfies the homogeneous form of the boundary conditions satisfied by Vt
on the boundary. For initial conditions, it seems reasonable to assume
that G and aGjat should be zero for t < to; that is if an impulse occurs
at to, no effects of the impulse should be present at an earlier time .
It should not be thought that this cause-and-effect relation, employed
here, is obvious. The unidirectionality of the flow of time is apparent
for macroscopic events, but it is not clear that one can extrapolate this
experience to microscopic phenomena. Indeed the equations of motion
in mechanics and the Maxwell equations, both of which may lead to a
wave equation, do not have any asymmetry in time. It may thus be
possible, for microscopic events, for" effects" to propagate backward in
§7.3] Green's Funclionfor the Scalar Wave Equation 835
time; theories have been formulated in recent years which employ such
solutions of the wave equation. It would take us too far afield, however ,
to discuss how such solutions can still lead to a cause-effect time relation
for macroscopic events.
For the present we shall be primarily concerned with the initial
conditions G(r,tlro,to) and aGlat zero for t < to, though the existence of
other possibilities should not be forgotten.
The Reciprocity Relation. The directionality in time imposed by
the Cauchy conditions, as noted above, means that the generalization
of the reciprocity relation Gk(rlro) = Gk(rolr) to include time is not
G(r,tlro,to) = G(rotolr,t) . Indeed if t > to, the second of these is zero.
In order to obtain a reciprocity relation it is necessary to reverse the
direction of the flow of time, so that the recipro city relation becomes
G(r,tlro,to) = G(ro, - tolr,-t) (7.3.3)
To interpret (7.3.3) it is convenient to place to = 0. Then G(r,tlro,O) =
G(ro,Olr, -t) . We see that the effect, at r at a time t later than an impulse
started at ro, equals the effect, at ro at a time 0, of an impulse started
at r at a time -t, that is t earlier.
To prove (7.3.3) let us write the equations satisfied by both of the
Green's fun ctions :
Multiplying the first of these by G(r, -tlrl, -h) and the second by
G(r,tlro,to) , subtracting, and integrating over the region under investiga-
tion and over time t from - ao to t' where t' > to and t' > h , then
a G(r, -
2
+ C21 G(r,tlro,to) iJt2 1
tlrl ' - h) - C2 a2 G(r,tlro,to) }
G(r, - tlrl' - t l ) iJt2
= 47r{G(ro,-tolrl,-t l) - G(rl,tllro,t o)I (7.3.4)
The left-hand side of the above equation may be transformed by use
of Green's theorem and by the identity
836 Green's Functions [cH.7
We obtain for the left-hand side
+ !c2 f
- G(r, -tlrl, -t l) grad G(r,tlro,to)]
dV [G(r, tlro, t)
0
aG(r, -tlrl' l)
at -t - G(r, -tl rl, -t I ) aG(r,tlro,to)
at r ~_
The first of these integrals vanishes, for both Green's functions satisfy
the same homogeneous boundary conditions on S. The second also
vanishes, as we shall now see. At the lower limit both G(r,- 00 Iro,to)
and its time derivative vanish in virtue of the causality condition. At
the time t = t', G(r,-t'lrl,-tl) and its time derivative vanish, since
-t' is earlier than -tl • Thus the left-hand side of (7.3.4) is zero, yielding
reciprocity theorem (7.3.3).
We shall demonstrate that it is possible to express the solution (includ-
ing initial conditions) of the inhomogeneous problem for the scalar wave
equation in terms of known inhomogeneities in the Green's function.
We shall need Eq . (7.3.1):
2.1,( ) 1 a21J; _
VO'Y ro,to - C2 at3 -
also V 2rt(
fP
. tl t) _
r, ro, 0
!c2 a2G(r,tlro,to)
at3
=
This last equation may be obtained from (7.3.2) by the use of the reci-
procity relation. As is usual, multiply the first equation by G and the
second by y; and subtract. Integrate over the volume of interest and
over to from 0 to tr. By the symbol tt we shall mean t + E where E is
arbitrarily small. This limit is employed in order to avoid ending the
integration exactly at the peak of a delta function. When employing
the final formulas, it is important to keep in mind the fact that the limit
is t+ rather than just t. One obtains
(t+
Jo dto ¢ dS o ' (G grads '" - '" grads G)
f
+ C21 [aG ay; Jt+
dVo ato'" - G ato 0
+ 4?r It+ f
dt« dYoq(ro,to)G = 4?r1J;(r,t)
§7.3] Green's Funciionfor the Scalar Wave Equation 837
The integrand in the first integral is specified by boundary conditions.
In the second integral, the integrand vanishes when t = r: is introduced
by virtue of the initial condit ions on G. The remaining limit involves
only initial conditions. Hence,
where t/;o(r o) and vo(ro) are the initial values of t/; and at/;/at.
Equation (7.3.5) gives the complete solution of the inhomogeneous
problem including the satisfaction of initial conditions. The surface
integrals, as in the Helmholtz case, must be carefully defined. As in
that case we shall take a surface value to be the limit of the value of the
function as the surface is approached from the interior.
The first two integrals on the right side of the above Eq. (7.3.5)
are much the same sort as those appearing in the analogous equation
for the case of the Helmholtz equation. The first represents the effect
of sources; the second the effect of the boundary conditions on the space
boundaries. The last term involves the initial conditions. We may
interpret it by asking what sort of source q is needed in order to start
the function t/; at t = 0 in the manner desired. We may expect that this
will require an impulsive type force at a t ime t = 0+. From (7.3.5)
we can show that the source term required to duplicate t he initial con-
ditions is
(1/ c2)[t/;o(r o) 0' (to) + vo(ro)o(t o)]
where by o'(t o) we mean the deri vative of the 0 fun ction. It has the
property
(b j(x)o'(x ) dx = {-1'(O); ~f x = 0 ~s with.in i?terval (a,b )
}a 0; If x = 0 IS outside interval (a,b)
The physical significance of these terms may be understood. A
term of type voo(to) is required to represent an impulsive force, which
gives each point of the medium an initial velocity vo(ro). To obtain an
initial displacement, an impulse delivered at to = 0 must be allowedjto
develop for a short time until the required displacement is achieved.
At this time a .second impulse is applied to reduce the velocity to zero
but leave the displacement unchanged. It may be seen that the first
term .t/; (ro,to) 0' (to ) has this form if it is written
It may be argued that V2g is the more singular, since it involves the
second derivative of a three-dimensional 5function 5(r - r') = 5(x - x') .
· 5(y - y')5(z - z') . Such an argument is not very satisfying. How-
ever, for the moment, let us assume it to be true. We shall return to the
above equation later and derive the result we shall obtain in a more
rigorous manner.
Integrating both sides of the equation over a small spherical volume
surrounding the point r = ro, that is, R = 0, and neglecting the time
derivative term, one obtains as in the previous section
g ------7 5(t - to) / R (7.3.6)
R--->O
00 RIl(R) dR +
The first of these terms is an integral over an odd function, so that it
has a Cauchy principal value of zero; the second one gives 1'(0) ; the
third and all higher terms give zero. Hence
0000
1_ j(R~(R) dR = 1'(0) = 1_ 00
00 1'(R)Il(R) dR = - 1_
00
00 j(R)Il/(R) dR
This equation may also be derived more dire ctly from the definition of
derivative as follows:
",,(r,t) = L.l t
+ dtof dVo {O[(RIC) ~ (t - to)]} q(ro,t o); t+ = t +E
and finally , ",,(r,t) = 4~ f dVo [q(r o, t ; Ric) ] (7.3.13)
§7.3] Green's Function for the Scalar Wave Equation 841
We see that the effect at r at a time t is "caused" by the value of the
source function q at ro at a time t - (1/c)lr - rol. This is just the state-
ment that the velocity of propagation of the disturbance is c. When the
velocity of propagation becomes infinite, the solution reduces to the
familiar solution of the Poisson equation, a potential as it should, since
the inhomogeneous scalar wave equation becomes the Poisson equation
in this limit. As a consequence (7.3.13) is often referred to as the
retarded potential solution.
Field of a Moving Source. As a simple example consider a point
source traveling in an infinite medium with a velocity v. Then q =
qo oCr - vt), where qo is related to the strength of the source . From
(7.3.5)
( t)1 ~o, t)
g~, 0
= f _
00
00
1i[(R/c) - (t - to)] d
R Zo
Hence
g(P,r) = 2 roo 1i[(R/c) - rl dR = 2 roo 1i[(R/c) - r] dR
- )0 yR2 - p2 yc 2r 2 - p2 )0
or finally
g(P,r) =
2c
yc2r2 _ P?
i r «.» (7.3.15)
{
0; P>Cr
We see, from Eq . (7.3.15), a striking difference between the two-
and the three-dimensional cases. In three dimensions, the effect of an
impulse , after a time r has elapsed, will be found concentrated on a sphere
of radius R = C7' whose center is at the source point. This is a virtue of
the function 1i[(R/c) - rl which occurs in (7.3.8). In two dimensions,
the effect at a time r due to an impulsive source is spread over the entire
region P < Cr. To be sure, there is a singularity at P = cr, but this is
very weak indeed when compared with the Ii function singularity in the
three-dimensional case. The explanation of the difference may be
readily seen by examining the line source in three dimensions. The
effects, after a time r has elapsed, of each point sour ce constituting the
§7.3] Green's Function for the Scalar Wave Equation 843
line source will be found in a different region of the xy plane. Thus we
infer that an impulsive line source does not emit a cylindrical shell wave
with the disturbance present only at the wave surface P = cr. Rather
there is a "wake," which trails off behind this wave surface. This wake
is characteristic of two-dimensional problems and is not encountered in
either the three- or one-dimensional problems as we shall see. This has
been mentioned in pages 145 and 687.
One-dimensional Solutions. The three-dimensional source distribu-
tion corresponding to a Green's function which depends only upon
(x - xo) (not upon y - Yo and z - zo) is the plane source upon which
point sources (or equivalent line sources) are uniformly distributed.
Such Green's functions are useful for problems in which there is no space
dependence upon y or z. It may be obtained from (7.3.15) by inte-
grating g(P ,r) over Yo keeping x and Xo fixed. Let ~ = x - Xo, '1/ =
y - Yo; then
g( ~,r) -
- 2c I" _ / 2 2
-" vcr - <;
d'l/ 1:2
- 7J
.
2'
'Y = V- /c 2r 2 - e,' I~I < cr
= 0; I~I > cr
The integration over 7J may be easily performed to yield 2c1r, so that
rJ;(x,t) = t {! l",+cI
c x r-e t
vo(xo) dx« + rJ;o(x + ct) + rJ;o(x - ct)} (7.3.18)
This is the familiar d' Alembert solution of the initial problem in one
dimension [see Eq. (11.1.58)]. It may be also obtained directly from the
differential equation itself (see page 685).
From Eq. (7.3.18) we see that, if the medium, say a string, is given
an initial displacement with no velocity, the initial pulse breaks up into
__ ..J~"""_ _
"
........~-------
----~~ ------
<, ~-------
--~=-----
-----2:.____
- ----- ........~
........ . . _----
~ --
---------- .... .-
- - - - - _ .
'"
Fig. 7.10 Motions of plucked and struck strings. The
solid lines give the shapes of the strings at successive times
and the dotted lines give the shapes of the two " part ial
waves," traveling in opposite directions, whose sum is the
shape of the string.
two identical waves, one traveling in the positive x direction and the
other in the negative x direction. The sum of the two waves at t = 0
adds up to the initial displacement rJ;0. For some time thereafter, while
they partially overlap, the composite shape will be rather complicated,
until they finally separate. This behavior is illustrated in Fig . 7.10
above. Note that there is no wake trailing off behind each wave. For
two-dimensional problems we shall find that such a wake is developed.
The initial problem in two dimensions is solved by (7.3.17). Here it
is convenient to place the origin at the point of observation. Then
if;(O,t)
if p < ct
if p > ct
Combining and differentiating result in
1/;(O,t) = _1 ~ [ u(ct - p) ]
2?rc aty c2t2 _ p2
= ~
2?r
l ct u(ct - p)
(C2t 2 - p2)i
+ o(ct - p) }
yc2t2 _ p2
Thus the signal at the origin is zero until ct = p. At this time, a pulse
(the second term in the above expression) arrives at the origin . . This is,
however, followed by a wake trailing off behind the pulse as described
by the first term, which , for ct» p, decreases with time as l /c 2t2 • Con-
trast this to the results obtained for a similar pulse at xo in the one-'
dimensional case. There the signal will arrive at a point x at a time
Ix - xol /c. It will be an exact duplicate of the original signal except
for a reduction in amplitude by -!i there will be no wake. This difference
between one- and two-dimensional cases is illustrated in Fig. 7.11.
The presence of a wake is characteristic of propagation in uniform
media in two dimensions. In three as well as in one dimension, the
shape of pulse remains unchanged in propagating away from its initial
position. This is an immediate consequence of the form of the Green's
function for three dimensions as given by Eq. (7.3.8). The presence of
the 0 function prevents the formation of a wake. It does not necessarily
guarantee that' the pulse is unchanged in shape. In one-dimensional
problems the shape of a pulse is preserved in which a given displacement
(with zero velocity) is initially established. In three dimensions, the
reverse is true. The shape of a pulse is maintained in which the initial
displacement is zero and the velocity is given initially.
846 Green's Functions [CR. 7
We may see this by deriving the analogue of (7.3.19) and (7.3.18).
Introducing the three-dimensional Green's function into (7.3.17) and
taking the origin at the observation point, we have
y;(O,t) = 4:C2 f f
dfl o dr« [roo (~ - t) vo(ro) - roo' (~ - t) y;o(ro) ]
where dfl o is the element of solid angle of the sphere in the "subzero"
coordinates (that is, sin 00 dO o dcPo), It is immediately clear that the
~ n____
~ rLJl~
~----ll-JL
~~
~n fl
Fig. 7.11 Comparison between the behavior of string
and membrane. First sketches show initial shapes,
the lower ones the shapes at successive instants later.
One-quarter of the membrane has been cut away to
show the shape of the membrane, with the "wake" fol-
lowing the initial sharp wave front.
effects which occur at the observation point at a time t have their origin
in the conditions initially present on the surface of a sphere of radius ct
centered about the observation point. The integration over ro may now
be performed. We need to write in the dependence of Y;o and vo on the
coordinates 00, cPo on the spherical surface so that ' y;o(ro) = y;o(ro,Oo,cPo).
The first integral is evaluated by employing the properties of the 0 func-
tion. We obtain [c2tvo(ct,00,cPo)].
To evaluate the second term, one may integrate by parts or one may
employ the following property of 0' (see page 837):
§7.3] Green's Function for the Scalar Wave Equation 847
If now part of the surface 8 0 is along a wave front and the rest is at
infinity or where if; is zero, we can say that the field value if; at (r,t) is
"caused" by the field if; in the wave front at a time t - (Ric) earlier.
From another point of view, the effect of the wave front on the field in
front of it at a later time is equivalent to that of a distribution of sources
over the surface of the wave front : an ordinary surface charge propor-
tional to the gradient of if; normal to the wave front, a double layer pro-
portional to if; itself, and a curious single sheet, proportional to the time
rate of change of if; on the surface, which is strongest straight ahead of the
surface but drops off proportional to the cosine of the angle between the
normal to the surface and the direction of propagation (i.e., the direction
of R).'
In most cases (except for simple and trivial ones) the exact values of
if;, grad if;, and oif;lot along a whole wave front are not known exactly.
But in a great many cases of interest these quantities are approximately
known, so that Eq. (7.3.21) may be used to compute approximate values
of if; at a later time. This will be discussed in detail in Sec. 11.4.
Boundaries in the Finite Region. We turn next to the effects of
introducing boundaries upon which Green's functions must satisfy specific
boundary conditions. The techniques which may be employed here are
very similar to those which we discussed in the steady-state case in the
preceding Sec. 7.2. As in that case, there are two methods : the method
of images and the method of eigenfunctions. Let us discuss the image
method first, in which we shall utilize our knowledge of the Green's func-
tion for the infinite domain. The only singularity which occurs is natu-
rally at the source point at the time the impulse is initiated, so that
generally
t) = o[to - t R+ (Ric)]
G(r, t\ro,o + o[to - t R'+ (R' lc)]
It may be easily verified that (aGlax):r:=o is zero for all time t. The effect
of the second term is to give a reflection which occurs at x = 0 at the
correct time. This is the only
reflection which takes place, and p
thus only one term in addition to
the Green's function for the infinite
domain is required. We note that
in the case of the wave equation it
is necessary to specify not only the
I
position of the image but also the
time t' at which the image pulse is
started. Fortunately, inmost prob-
lems this has a simple solution, in Origin
that all the images are started at
the same time t' as the source pulse Fig.7.12 Image at I , of impulsive wave
source at Q.
itself. For sufficiently regular
geometries, it is possible to employ the image method much as in the case
of the Helmholtz equation.
Eigenfunction Expansions. We utilize the Green's function for the
Helmholtz equation. The expression Gk(rlro)e-iw1 is a solution of the
wave equation with a simple-harmonic point source located at roo We
have, for w = kc,
V 2[G ke-iw(l-Io)] - ~ :t22 [Gke- iw(l-Io)] = -411'"o(r - ro) e- iw(l-Io)
From linearity we expect that the Green's function for the pulse is
related to the Helmholtz equation solution by the equation ·
1"
B(r,tjro,to) = 211' f"_ .. G(rlrolk)e-iw(t-to) dw (7.3.22)
Thus integration (7.3.22) cannot proceed along the real axis of w (or k)
but must avoid these singularities in some fashion. The contour choice is
dictated by the postulate of causality discussed earlier. To see this let us
introduce the expansion for Gk into integral (7.3.22):
The contour must be chosen so that G(r,tlro,to) = 0 when t < to. The
appropriate contour is shown in
w Plane Fig. 7.13. It is parallel to the real
axis and just above it . When
t > to, the contour may be closed
Contour C
in the lower half plane by a semi-
circle of large (~ 00) radius with-
out changing the value of the in-
tegral. We may now employ the
Cauchy integral formula (4.2.9)
Fig. 7.13 Contour for integral of Eq , to obtain (211-/ wn) sin [wn(t - to)] .
(7.3.22) . Wh en t < to, t he contour may be
closed by a semicircle in the upper half plane. Since there are no poles in
the upper half plane, the value of the integral for t < to is zero. Hence
(7.3.23)
where u(t - to) is the unit function vanishing for t < to and equaling
unity for t > to.
Employing (7.3.23) we may now obtain an explicit evaluation of the
initial- and boundary-value problem as given in (7.3.5). Let us consider
each term in (7.3.5) separately. The first term 1/;1 gives the effect of
sources distributed throughout the volume.
§7.3] Green's Function for the Scalar Wave Equation 851
Let cPn(r,t) = y,.n(r)e- iw• t
where we have placed [sin (Wnt) jwn]O(t) = O. The third term y,.3 in (7.3.5)
becomes
y,.3 = 2: {Si:~nt
n
u(t)y,.n(r) f V;n(ro)vo(ro) dV o
We may verify at once that y,.3(t = 0) is just y,.o and (ay,.3 jat)t=0 = vo as it
should. This also shows that we could have obtained Eq. (7.3.27)
directly without going through the intermediary of the Green's function .
On the other hand it verifies the validity of fundamental formula (7.3.5)
for the case of finite regions .
Transient Motion of Circular Membrane. An example will be useful
at this point to illustrate the sort of results one obtains for a time-
dependent problem. A circular membrane of radius a under a tension
T and of mass a per unit area is given an initial displacement in a small
region about its center. The edges of the membrane are fixed, so that
the boundary conditions are y,.(r) = 0 at r = a. We shall represent the
initial conditions by means of a 0 function:
(7.3.29)
n
J m(ka) - - - - t
ka-« 00 ~-k
2 cos [ ka -
7r a
+ 1 tt ]
2m 4
Thus J m(ka) is zero whenever the argument of the cosine is an odd num-
ber of 7r/2:
kmpa ~ 1-(2m + 1)7r + i(2p + 1)7r; P integer
We may now return to expression (7.3.29), giving the response of the
membrane to an impulse at r = 0, t = o. The functions 1/;n are thus
1/;n = NmpJm(kmpr) e±im~
1/;(O,t) ~A Lp
cos [(2 P : 3) 7!-;] N~p (7.3.32)
1/;(0,0) is A ~N5p ') We should like to emphasize again that this phe-
nomenon occurs only in two dimensions; in one and three dimensions it
does not occur. The pulse from the center of a sphere of radius a re-forms
at the center at a time t = 2a/c.
There is one final point which also shows the striking difference in
wave propagation in two as compared with one or three dimensions. In
the latter the" initial pulse re-forms exactly at the proper time. In
two dimensions this is not so because of the wake developed as the
wave progresses. This may be seen in the present instance as follows.
Expression (7.3.32) is approximate, for the approximate values of the
roots of the Bessel function J 0 were utilized. If the precise values of the
854 Green's Functions [cH.7
roots had been employed, there would have been no value of ct at which
the phase (kopct) would be exactly the same for all p. In other words,
there would be no value of ct for which the free vibration initiated by the
pulse would have all returned to their initial phase. Thus the free
vibrations would never interfere in the proper fashion to re-form the
initial situation exactly.
As another example of the construction of Green's function for the
scalar wave equation let us derive expression (7.3.8), the infinite space
Green's function, by direct utilization of the superposition method. In
that case
so that
g(R ,r) = - I
~R
f-_. f-
ei(kR-wT) dw = -1- __ eiCol[(RIC)-T) dw
~R
It should be noted that we have carefully chosen the relative sign between
the factor kR and wt to be such that ei(kR- CoIT)/ R represents a wave diverging
from the source as time progresses, i.e., as r increases. This is the manner
in which we satisfy the causality principle. We now make use of the
integral representation for the 0 function, Eq. (7.3.22), to obtain
(7.3.33)
It is easy to verify that the Green's function for the Klein-Gordon equa-
tion may be employed in much the same way as the Green's function for
the scalar wave equation. For example, the reciprocity condition
(7.3.3) and the general solution (7.3.5) apply as well here . There are,
however, important physical differences between the two. These may
be best illustrated by considering the Klein-Gordon Green's function for
the infinite domain, thus obtaining the analogue of Eq . (7.3.8) . The
function g(r,tlro,to) may be obtained by superposition of the solutions
obtained for a simple harmonic time dependence e-iCol(t-to) rather than the
impulsive one given by oCt - to). The necessary superposition is
given by Eq. (7.3.22). The individual solutions may be then given by
g(RIVw 2 - C2Jc2) , where
§7.3] Green's Funciion for the Scalar Wave Equation 855
The solution of this equation is
exp [i y(w/c)2 - K2 R]
g = R ; R = [r - rol (7.3.34)
In the limit w/c» K Eq. (7.3.34) becomes g = ei(.,/c) R/R as it should. For
the opposite case w/c « K
g ) e-KR/R
(W / C)«K
w Plane
Contour
W=+CK
Branch Line
Fig. 7.14 Contour for integral of Eq. (7.3.37) for R > ct.
1
g(r,tlro,to) = 27r-R f'"_ '" exp i[Y(W/C)2 - K2 R - wr] dw (7.3.35)
_ 1
h(R,r) - -2.
f" exp i[Y(W/C)2 - K2 R - wr]
Y (W/C)2 - K 2 dw (7.3.37)
m _ '"
856 . Green's Functions . [CR. 7
The integrand has branch points at w = ± CK. The relation of the path
of integration relative to these branch points is determined by the cau-
sality condition. We choose the
path and branch line shown in Fig.
w Plane
7.14 . First note that h = 0 if
R > cr, as the causality postulate
would demand for this case. In
the limit of large w the exponent in
Branch Line (7.3.37) approachesiw[(Rlc) - r] =
iwl(R lc) - r]. The path of inte-
gration may then be closed in the
upper half of the w plane without
changing the value of the integral.
Fig. 7.16 Contour for integral of Eq . Since the integrand has no singulari-
(7.3.37) for R < ct. ties in the upper half plane , the
integral is zero.
N ow consider h for R < Cr . The contour is then deformed to the
one shown in Fig. 7.15. It may now be reduced to a more familiar form .
We introduce a new variable 1J, such that
r = Ivr2 - (Rlc)21 cosh 1J and let w= CK cosh x
Then h(R,r) = 2 .
c
1r'/,
f" -i..i
ee +~.-i
exp [-iKClvr2 - (Rlc)21 cosh (x - 1J)] dx
Finally let (x - 1J) = i~; then
h(R,r) = 2c
1r
f -i.. - i "
+l ..- i.,
exp [-iKClvr2 - (Ric) 21 cos ~] d~
This is just the integral representation of the Bessel function of zero
order [see Eq. (5.3.65)] so that
h(R,r) = -CJo[KC vr 2 - (Rlc)2] ; R < cr
Combining this with the expression for cr <R we finally obtain
h(R,r) = -cJO[KC vr 2 - (Rlc)2] u[r - (Ric)]
The Green's function g is then
g(R ,r )
= 2 fJh = o[r - (Ric)] J [ - / 2 - (RI )2]
R fJR R 0 KC V r C
'" v '"
v = V ('"I c)2 - K2 or ~ = -V
--;",=2===_=;::(K=;C);::;:2
V2G(r,-tlrl,-tl) + a ~G(r,-tlrl,-tl)
2
-47To(r - rl)o(t - tl)
§7.4) Green's Function for Diffusion 859
Multiply the first of these by G(r, -tlrl' -t l) and the second by G(r,tlro,to),
subtract, and integrate over the region of interest and over t from - ao
to tt. Then using Green's theorem one obtains
-a 2
f r: { '
dV Jo G(r, -tlrl, -tl) ata [G(r,tlro,t o»)
+G(r,tlro,to) ~ [G(r,-t1rl,-t l))} dt
= 41T[G(rl,t 1Iro,t o) - G(ro,-tolrl,-tl»)
The first of the integrals vanishes by virtue of the homogeneous boundary
conditions satisfied by G. In the second, the time integration may be
performed to obtain
[G(r, - tlrl' - tl)G(r,tlro,t o) )::~:
At the lower limit the second of the two factors vanishes because of
(7.4.2). At the upper limit the first factor vanishes again because of
(7.4.2), and it is recognized that we have tacitly assumed in all of this
that t, is within the region of integration.
The reciprocity condition now follows immediately. We may also
obtain the equations satisfied by G and G as functions of to. For example,
from (7.4.6)
vgG + a2(aG/ato) = -41To(r - ro)o(t - to) (7.4.7)
vlf] - a 2(aG /ato) = -41To(r - ro)o(t - to)
Inhomogeneous Boundary Conditions. We shall now obtain the
solution of the inhomogeneous diffusion equation, with inhomogeneous
boundary conditions and given initial conditions, in terms of G. The
equation to be solved is
(7.4.8)
where P, the source function, is a known function of the space and time
coordinates. Multiply this equation by G and the first .of Eqs. (7.4.7)
by if;; subtract the two equations; integrate over space and over time
from 0 to tr :
1 r
+ 47r)0 dto f dSo• [G grads 1f; - 1f; grad, G) + :11"2/ dVo[!f;G]to=o (7.4.9)
an equation of the same form as (7.4.8) and to which the same analysis
may be applied. As a consequence, either type of initial condition may
be discussed by means of (7.4.9). As we saw in Chap. 6, we should not
specify both initial value and slope for the diffusion equation.
Green's Function for Infinite Domain. We now go on to construct
specific examples of Green's functions for this case. As usual the Green's
function g(R,r) , R = [r - rol, r = t - to for the infinite medium- is the
first to be discussed . It is possible to derive the expression for one, two,
or three dimensions simultaneously. Let g be a one-, two-, or three-
dimensional Fourier integral:
and
g(R r)
' = [~J
(21T)na u(r)
2
I eip'Re-(p 2/a' )T dV
p
(7.4.10)
The fun ction g satisfies an important integral property which is valid for
all values of n:
or if!(x,t) = xaT o
2 y:;;:
II_ «>
cos(wto) e- a ' z ' / 4 ( t - t o) [ dt o
(t - to)'
]
= ~ Re {l«> d~ ei<.>HH",(a'z·/4E' )}
= ~; Re{ei",e--yr;:,ax l«> d~ e-H-(-yr;;:;ax /2~)1'}
We can show that this integral is a constant, independent of x. We set
Introducing this expansion into Eq. (7.4.3) satisfied by G and noting that
~un(r)un(ro) = 5(r - rs) , one obtains a simple first-order differential
equation for Cn:
tt'(r,t) = I
n
e-(kn2/G·)tun(r) Jun(ro)tt'o(ro) dVo; for t 2:: ° (7.4.17)
g(R,T) = ~R1I'
t
f"'
_",
eiPR'Y (p,T)p dp; n = 3
(7.4 ,24)
where we have taken into account the difference in the 'Y's as given by
the right-hand side of Eq. (7.4.22).
To determine 'Y, we must first consider the solutions of the homogene-
ous form of Eq. (7.4.22). These are •
§7.4] Green's Funclion for Diffusion 867
where w+ and «: are solutions of w2 + iwa 2c2 - p2C2 = 0:
w+ = i[ ·- ia 2c2 + y 4p2C2 - a 4c 4 ] ; w- = it -ia 2c2 - V4p2C2 - a 4c 4 ]
The proper linear combination of these satisfying the condition that
< 0 is
'Y(T) = 0 for T
- -Ha 2) 4c
When R > CT, the contour may be closed by a semicircle in the upper
half plane. The integral is then zero, since there are no singularities
within the contour. When R < cr, the contour is deformed so as to
extend along the negative imaginary axis. We must then evaluate an
integral which is very similar to the integral involved in the calculation
of the Green's function for the Klein-Gordon equation. We obtain (see
table of Laplace transforms at the end of Chap. 11)
Consider now the contribution coming from the integral involving e-W - T :
~ e-!a'c'T ( exp[ipR +i yp2 - (a 4c 2/4) cr] dp
2c Jc Y p2 - -Ha4c 2)
This integral is zero when (R + cr) > 0 (recall that in one dimension
R can be negative) but is not zero when (R + cr) < O. Then we obtain
The reader should be able to verify that this result tends to the correct
limiting forms given by Eqs. (7.4.10) and (7.3.16) as c - 00 or as a - 0,
respectively.
868 Green's Functions [cu. 7
We may now obtain the three-dimensional g from the differential
equation (7.4.24) :
t: I
}o 1(2z
sin e) de = 2 sinh z
z
2
a
2
(7.4.28)
§7.5] Green's Function in Abstract Operator Form 869
where 1/!o(xo) and vo(xo) are the initial values of 1/; and a1/;/at, respectively.
Note that this becomes d'Alembert's solution, Eq. (7.3.18), if a - O.
The first term is the same as that given by d' Alembert except for the
decay in time as given by e- i a ' c' l • The second term is new and repre-
sents the effect of diffusion . The third term reduces to the d' Alembert
term when a - O.
a1/; =0 (7.5.1)
where a operates on the coordinates giving the dependence of 1/;. For
example, in the diffusion equation a = V 2 - (a 2 )( il j ilt) and is a function
of rand t. Another linear type, the integral equation, is mentioned in
Chap. 2 (see page 180) and will be discussed more fully in Chap. 8.
Such an operator a is
a = 1 --&. Jb K(x,xo) .. . dxo
The variables may include more than just space and time dependence.
In transport problems (Sec. 2.4) the distribution function f depends not
only on rand t but also on the momentum p and energy E.
In the same notation, the equation for the Green's function G is
aG(xlxo) = -41l'o(x - xo) (7.5.2)
where x is a generalized vector representing all the independent variables
which are relevant; a operates on x. For the wave equation x = axX +
+
ally a.z + alt, where a, etc ., are unit, mutually orthogonal vectors.
870 Green's Functions [CR. 7
Then lJ(x - xo) becomes the product of the IJ functions for each coordi-
nate; e.g., for the wave equation
lJ(x - xo) = lJ(x - xo)lJ(y - yo)lJ(z - zo)lJ(t - to)
Generalization of Green's Theorem, Adjoint Operators. The most
important mathematical tool employed in the analysis of the pre ceding
sections was Green's theorem ; our first task will be to generalize it . In
differential form Green's theorem states that
UV2V - VV2U = V· (uVv - vVu)
A generalization of this equation in terms of a which immediately sug-
gests itself is
uG.v - vG.u = V . P(u,v) (7.5.3)
where P is a generalized vector in terms of the same unit vectors as that
describing x while V is the corresponding gradient operator. Hence
V · P = (OP;e/ax) + (apy/oy) + (ap. /az) + (apt/at) + . . ' . For ex-
ample, in the case of the wave equation, G. = V2 -
(1/c 2)(o2j ot 2), we
find from Eq. (7.5.3) that
U[V2
.
- !c2~]
at2
v - V [V2 - !~]
c2 at2
u = ~ [u av
ox ox
- v ou]
ax
. + ~ [u av _ v au] + i- [u ov _ v ou] _ ! 2 ;~ [u av _ v ou]
, ay ay ay az oz oz c at at at
Here P = uVv - vVu, where V is the general gradient operator.
Relation (7.5.3) is not satisfied by all operators a. For example, in
the case of the diffusion equation for one dimension, G. = (a2jax 2)
- a 2 ( a/ ot), we find
uav - vG.u = :x [ u ~: - 2
v ::] - a [ u :~ - v ~~]
The first pair of terms on the left side is in the proper form . However,
the second pair cannot be written as the time derivative of a function of
u and v. We must therefore generalize Green's theorem beyond (7.5.3) :
uG.v - vau = V · P(u,v) (7.5.4)
where a is an operator which is called the adjoint of a. When a= a,
that is, when (7.5.3) applies, the operator G. is said to be self-adjoint. In
a
the case of the diffusion equation, = (a 2/ax 2) + a 2(a/ at). Definition
(7.5.4) is just a generalization of a definition of the adjoint operator
a
employed in Chap. 5 (see page 526). In Eq. (5.2.10) was defined by
v(z)G.[y(z)] - y(z)a[v(z)) = (d/dz)P(v,y)
where P(v ,y) is the bilinear concomitant. This is the statement for one-
dimensional problems of Eq. (7.5.4) .
§7.5] Green's Function in Abstract Operator Form 871
Looking back at the manner in which Green's theorem is utilized, we
see that we shall be interested in the solutions of the equation
&{t = 0 (7.5.5)
and the corresponding Green's function for the adjoint operator
&G(xlxo) = -41ro(x - xo) (7.5.6)
Equation (7.5.5) is known as the adjoint of (7.5.1), the equation involving
el, while {t is referred to as the adjoint of if;. In the case of the one-
dimensional diffusion equation, &{t = 0 reads
iJ2{t + 2 iJ{t =0
iJx2 a iJt
We see that {t satisfies the diffusion equation with the time variable
reversed. Hence if if;(t) is a solution of (7.5.1), then {t(t) = if;( -t) is a
solution of (7.5.5).
Once the generalization of Green's theorem is available, it becomes
possible to solve the inhomogeneous problem
elif; = -41rp(x) (7.5.7)
with inhomogeneous boundary condit ions. Since the adjoint operator
& is involved in Green's theorem (7.5.4), it is clear that we must compare
(7.5.7) and (7.5.6). Multiply the latter by if;(x) and the former by
G(xlxo), and subtract:
G(xlxo)elif;(~) - if;(x)&G(xlxo) = 41rif;(x)o(x - xo) - 41rp(x)G(xlxo)
-1
41r
~to+ dt
0
f n· [GVif; - if;VG] dS - - 1 2
411'c
f dv [iJif;
G- - if;-
iJt
O
ilG]t=t +
iJt 1=0
Effect of Boundary Conditions. To proceed any further it becomes
necessary to consider the boundary conditions satisfied by if;. Consider
the case in which if; satisfies homogeneous boundary conditions on S;
872 Green's Functions [CR. 7
that is, there are no sources of the field if; on the surface S. By the prin-
ciple of superposition it must then be possible to obtain the solution as an
integral over the volume source distribution p(x) multiplied by the effect
due to a source at x. This involves us in two considerations. In the
first place, we must relate G and G. As we shall see, this will lead to a
generalized reciprocity condition. We shall postpone the proof of this
theorem for a short time. In the second place, in order to obtain a solu-
tion of the proper form it is necessary for the surface term in (7.5.8) to
vanish. The Green's function G and if; must satisfy homogeneous bound-
ary conditions which must be so correlated that
Multiply the first of these by G and the second by G, subtract, and inte-
grate over the relevant volume in X spa ce. Employing the generalized
Green's theorem (7.5.4), we obtain
§7.5] Green's Function in Abstract Operator Form 873
In order that the solution of the inhomogeneous source problem with
homogeneous boundary conditions be expressible in terms of G and not G,
it is necessary for a simple algebraic relation between them to exist,
which in turn requires the surface term in the above equation to vanish.
Comparing this surface term with (7.5.9), we see that G(xlxo) satisfies the
same conditions on S as 1/;, a result which may be expected from our
intuitive idea of G and its relation to 1/;.
We finally obtain
G(xlxo) = G(xolx) (7.5.10)
In words, the left-hand side of the equation describes the effect at x
of a point source at Xo, the propagation being governed by the operator a
and the boundary conditions. On the right-hand side, the source is
placed at x; the effect is measured at Xo, the propagation from x to Xo now
being governed by a and the corresponding boundary condition for G.
If G is not the same function as G, a directionality in x space must exist,
for reversing the direction of propagation changes the consequent obser-
vations. This irreversibility must be apparent in the operator a or in
the boundary conditions. For example, the operator a for the diffusion
equation V 2 - a 2 (a/ at ) is not invariant against a change in the sense of
time, i.e., against the substitution of - t for +t. The operator for the
wave equation a = V 2 - (1/c 2 ) (a 2/ ot 2 ) is self-adjoint (a = (1), so that a
directionality, for example in the time coordinate, cannot arise from it.
However, a directionality can perfectly well arise from the boundary
conditions imposed. For example, the application of the causality
condition imposes a definite asymmetry with respect to past and future.
As a consequence, the reciprocity principle for the Green's function for
the wave equation for this initial condition reads
G(r,tlro,t o) = G(ro, -tolr, -t)
so that G(r,tlrot o) = G(r, - tiro, - to) (7.5.11)
W-e see that G describes the propagation from a source point ro to one
at r with, however, the sense of time reversed, so that the event at t
occurs at some time earlier than the impulse causing it at a time to
(note that t < to). For example, in the case of the Green's function for
the infinite domain
G(r,tlro,t o) = (1/ R) o[ (R/c) + (t - to) 1; R = [r - rol
(7.5.15)
d ( p- +rv
dv=-
dz dz
dV)
The equation dv = 0 is just the Sturm-Liouville one discussed in Sec. 6.3.
We see that it corresponds to the only linear self-adjoint operator con-
taining at most second-order differential operators.
§7.5] Green's Function in Abstract Operator Form ~ 875
When dp/dz = q, the bilinear concomitant Pis
(7.5.20)
876 Green's Functions [CR. 7
The bilinear concomitant P(u,v) is
a(n-I)v ) a(pu) ( a(n-2)v )
P(uv) =
,
al [ T.U (
r: axi laxt . . . ax: ---
aXI axi 2ax 2 . . . ax~
+ . . . (_)a
-
I
ala-I)(pu) (
axa-l
a(n-a)v
axb. .. ax k
)J
I 2 8
+
. ... ()
_ b-I (aa+b-I(pu))
aXaaXb-1
(aln-a-b)~)J
.. . aXk I 2 •
k 2v)
_ [ ( an- .(pU) ) (ak-Iv) (an-.+I(PU) ) (a - •
+ ... +( -l)n k
a• aX~a~ . .. aX~-1 - ax~ax~'" ax. ax:-~
P(u,v) = av
a", [ pu ax - ---ax
a(pu) av
v + 2 ru ay + tuv
J
+ a, [ qu ay -
av a(qu)
ay v -
a(ru)
2 fiX v + muv J
Because of the symmetrical dependence upon x and y of the r term, it is
possible to obtain another expression for P(u,v) [which may be obtained
from general formula (7.5.21) by writing an alternate expression for P
in which Xl = Y and X2 = x and averaging with the above in which
Xl = x and X2 = y] :
+a 1/
av a(qu)
[ qu -ay - -ay- v
av
+ r u -ax -
a(ru)
-- v
ax
+ muv J
The conditions for the operator <t being self-adjoint are found to be
ap + ar _ t = O: aq + ar _ m .= 0
ax ay 'ay ax
For consistency of these two equations we must also require that
~
ax
(t _ap) ax
= ~
ay
(m _aq) ay
§7.5] Green's Function in Abstract Operator Form 877
Then P(u,v) simplifies considerably to
P(u v) = a,,;
,
[p (u ax
av - v au)
ax
+ r (u ay
av _ v au)]
ay
+a Y
[q (u ayav _ v au)
ay
+ r (u ax
av _ v au)]
ax
Adjoint Integral Operators. The definition of the adjoint operator
given in (7.5.4) is not particularly appropriate for an integral operator
(7.5.1), and an attempt to employ it without modification is not fruitful.
We shall employ an integral definition which is in many ways weaker than
(7.5.4) but nevertheless will leave most of our results un changed. The
particular choice we are about to make will remove all surface terms
involving P from the result summarized in (7.5.8); Eq. (7.5.10) , the
reciprocity condition, will still hold. For integral operators we define
a
the adjoint operator by the equation
(b (b _
ja uav dx - ja vau dx = 0 (7.5.22)
where a and b are the limits of the region of interest.
This definition follows from the one-dimensional form of (7.5.4) by
first integrating (7.5.4) from a to b:
lab [uav - va u ]dx = [P(u,v)]=~
We see that (7.5.22) follows if [P(u,v)]:::~ is zero. We recall that this
occurs for differential operators when the boundary conditions satisfied
by u and v are homogeneous and are adjoint to each other as defined by
Eq. (7.5.12) . We now consider the consequence of definition (7.5.22).
For example let us examine the operator
Then if a is defined by
au = f K(x,xo)u(xo) dxo
the defining equation (7.5.22) becomes
G.v = f K(xo,x)v(xo) dx
The condition for G. = <t, that is, for the operators to be self-adjoint, is
K(xo,x) = K(x,xo) (7.5.24)
that is, the fun ction K is to be symmetric in the two variables Xo and x.
Another type of integral operator involves an indefinite integral
U* . ~ .V - (~* . U)* . V = 0
which becomes
Jlu(x)G.zv(x) - v(x)[G.~u(x)Jl dx = 0
or JJ dx{ u(x)A(xlxo)v(xo) - v(x)A *(xlxo)u(xo) I dxo = 0
in terms of components along the eigenvectors e(x) if u(x) and vex) are
the corresponding components of the vectors U, V. Since the components
of a Hermitian adjoint A *(x/xo) are the complex conjugates of the com-
ponents of ~ itself with row and column reversed, A(xolx), this last
integral automatically is zero.
But Eq. (7.5.27) is not exactly this, and we have signified the differ-
a
ence by using the tilde sign instead of the star G. *. We must go back
to the definition of the adjoint differential operator to find the nature of
this difference. What becomes apparent then is that, if A (xlxo) are the
components of the operator ~ along the e(x) axes, then the components
of ~ are A(xolx) whereas the components of ~* are A(xolx). In one case
we reverse the rows and columns (x and xo), and in the other case we both
reverse rows and columns and also take the complex conjugate.
To show that the ordinary adjoint of an operator corresponds to
reversal of x and Xo in the e(x) components, we can take the case given in
Eq. (7.5.27) for the differential operator g(d/dx) + r, Here the com-
ponents turned out to be
A(xlxo) = -g(x)o'(xo - x) + r(x)o(xo - x)
F = Lr», = J
n
F(x)e(x) dx ; F* = Le~Fn = J
n
e*(x)F(x) dx (7.5.28)
(we can also call F* adjoint to F). The components of §t, the operator
adjoint to ~, involve the inversion of row and column; the components
of ~, the conjugate to ~, are just the complex conjugates of those of ~,
whereas the Hermitian adjoint ~* has elements which are reversed, rows
and columns, and also are complex conjugates :
~ = LenAnme~ ;
nm
§t = LenAmne~
nm
~ = LenAnme~ ;
nm
~* = W= L
nm
enAmne: (7.5.29)
§t = ~* ; ~ = §t*
If ~ is Hermitian, ~* = ~, but §t ~ ~ unless all the elements of ~ are
real. If ~ is real, ~ = ~ but §t ~ ~ unless ~ is Hermitian, and so on.
We note that the property of being Hermitian is invariant under a
rotation of axes in vector space whereas the property of being real (or
of being self-adjoint) is not an invariant. For instance, the matrix
given by the components of ~ along a, and a 2
(1 -
~
~=
i
is Hermitian but is not real or self-adjoint. This matrix has eigenvector
el = v i [aJ - a d(l - i)] with eigenvalue 0 and also eigenvector e2 =
vi[a2 + aI/(l - i)] with eigenvalue 2. With respect to these new axes
~, of course, is diagonal :
~ = (~ ~)
which is still Hermitian but is also self-adjoint and real.
Green's Function and Green's Operator. The analogue of the
inhomogeneous equation ay;(r) = -41rp(r) is thus the operator equation
~ • F = -41rP, where F and P are abstract vectors and ~ is one of the
operators we have been describing. What is the analogue of the equa-
882 Green's Functions [cH.7
tion <l,.G(rlro) = -471"o(r - ro) for the Green's function? We have
seen earlier that the components of the idemfactor
J[u<lzV - va",u] dV = 0
where u and v satisfy" self-adjoint" boundary conditions on the boundary
surface. The operator ~ is the operator adjoint to m: (if m: is Hermitian,
it is also the complex conjugate of m:) . Its Green's fun ction is 4', where
m: . 4' = -471"3. But, by taking the transpose of Eq. (7.5.31), we obtain
§7.5] Green's Function in Abstract Operator Form 883
are the complex conjugates of the If'S for the adjoint operator j; If ~ is
self-adjoint, either the If'S are real functions of r(x,Y,z,t), or if they are
complex , their complex conjugat es are also part of the set of eigenfune-
884 Green's Functions [CR. 7
tions, so that, if we wished (and if the boundary conditions allowed),
we could make all the 1/I's real (for instance, for the angle ep we can use
eim~ with m positive or negative or else we can use cos mep and sin mep) .
To solve the inhomogeneous equation [\! - X] • F = -411"P, we have
first to solve the operator equation
[\! - X) . ® = -411"3 (7.5.37)
Then operating by both sides of the equation on the vector P, corre-
sponding to the density function, we see that the solution of (\! - X) • F =
-411"P is F = ® . P .
We know that ® is equal to -411"[\! - X)-I, but this formal solution is
not of mu ch use. It would be more fruitful to obtain an expansion of
® in terms of the eigenve ctors en. Setting (7.5.35) into Eq. (7.5.37) we
have that the matrix components for ® are
(7.5.38)
(7.5.41)
m,n m ,n
from Eq. (1.6.34) . As shown in Sec. 1.6 Eqs. (7.5.40) correspond to the
set of simultaneous equations
which are solved to obtain the eigenvalues Av and 1-1., by finding the roots
of the equations obtained by setting the determinant of the coefficients of
(a~ . e.) and (a~ . f v ) equal to zero.
(7.5.42)
The set of roots Av is closely related to the set of roots p. ., as will be
apparent by taking the conjugate of the first of Eqs. (7.5.40) ,
(~ . e.) * = e: . ~* = X.e:
which becomes
L(e: . am)Lmn = Xv(e: • an)
m
@ = L
n ,m
enGnr,J.':,. = 411" L
n
Ae!:An
This function is symmetrical only when epn = /In (as it is for some cases).
In Sec. 11.1 [Eqs . (11.1.21) et seq.] we consider the case of a flexible
string with homogeneous boundary conditions which depend on the fre-
quency (the slope of 1/; at the boundary depends on the velocity of 1/; as
well as its value). These boundary conditions are not self-adjoint, and
the corresponding operator is non-Hermitian, so that biorthogonal eigen-
functions must be used . We solve the problem for the given conditions
and also solve the problem for adjoint boundary conditions, the complex
conjugate of Eq. (11.1.22) . It turns out, in this case, that epn = /In, so
that the series given in Eq. (11.2.25) corresponds to Eq. (7.5.44).
.I'(r o ) = !!:....
't' "l{J 411"
[1 _(:.)2] Jo(Z" 0("
a
d
Jo l{J
if;a(tJo,l{JO) sin tJo dtJo
[a2 + r 2 - 2ar cos OF
Find a series expansion of if;.in terms of powers of ria useful for points
near the origin.
7.6 Show that the Green's fun ction in spherical coordinates for the
Laplace equation is
l. ~ (n-m)! m m {(rnlr(j+l); r:::;To
R= ~Em(n+m)!cos[m(l{J·-l{JO)]Pn(COStJ)Pn(COStJO) (To/rn+l); r;:::ro
n,m
and that for the Helmholtz equation is
eikR ~
If: = ik ~ Em(2n + 1) (n - m)'
(n + m) i cos[m(l{J - l{Jo)]P;:O(cos tJ) .
n,m
_0 ) {jn(kr)hn(kro) ; T :::; To
. P ::' (cos vo .
I n(kro)hn(kr) ; r;::: To
888 Green's Functions [cH.7
where in and hn are the spherical Bessel functions (see Prob. 5.20 and
the tables at the end of Chap. 11).
7.6 A solution of the Helmholtz equation, originally of the form
if;o(r) = ~Amn cos(m<p + am)p;:'(cos TJ)jn(kr)
extending throughout all space, is perturbed by the presence of a sphere
of radius a with center at the origin , at the surface of which if; must now
satisfy the boundary condition
- (iJif;jiJr) = 1/if;; r = a
Show that the new if; solution of the equation V 2if; + k 2if; = 0 outside the
sphere, satisfying the above boundary condition at r = a and the con-
dition at r -> 00 that if; must equal if;o plus an outgoing wave, is a solution
of the following integral equation:
where G is the second series of Prob. 7.5 and the integration is over the
surface of the sphere.
7.7 A wire of radius b is immersed in an oil bath of infinite volume.
The heat-diffusion coefficient of both oil and wire is a. Both are origi-
nally at zero temperature. A pulse of current is sent through the wire,
heating it momentarily up to temperature To. Show that the tempera-
ture a distance r from the wire axis a time t later is
!!:... (r dGk)
dr dr
+ v-a, = -li(r - ro)' r < a
' -
where Gk ( alro) = O. Show that Gk is singular whenever k = kr , where
Jo(kna) = O. From the behavior of Gk at this singularity determine the
normalization integral
foG rJ~(knr) dr
~o
ei '\l' k
L - X2 !z- zol
00 2
Discuss the normalization for if;n, and verify by examining the Green's
function for the problem, which may be obtained in closed form .
7.12 A self-adjoint operator \! may be broken up into two self-
adjoint parts \!r and \!p, where \!r operates on variable r only and \!p oper-
ates on p only :
Show that the Green's function GA(r,plro,po) which satisfies the equation
[,c(r,p) - A]GA = - o(r - To)O(p - po)
890 Green's Functions [cH.7
is given by
(h. = Lg~-~.(rlro)<pn(p)<Pn(po)
n
where [\!r - (X - Xn)]g~-~n = - o(r - ro)
7.13 If
(\! - X)G~ = -471"o(r - rs)
Show that
G~(rlro) = Go(rlro) f
- (4~) G~(rlrl)GO(rllro) dV 1
If £ is Hermitian (if its adjoint equals its conjugate), then (h. is also
Hermitian. In this case the eigenvalues Xn for £,
CH.7] Table of Green's Functions 891
are real, the set of eigenfunctions 1/;n is mutually orthogonal, and
G (r lr ) = 4 \ ' y;,,(ro)1/;n(r)
A 0 7r L.t Nn(A - An)
n
and the adjoint G is not necessarily equal to the conjugate (j: [see Eq.
(7.5.44); s, = f<l>n1/;n dv] .
Green's Function for the Helmholtz Equation. G is a solution of
V2Gk(rlro) + k2G k(rlro) = -4d(r - ro)
satisfying homogeneous boundary conditions on some surface S . Then
the reciprocity relation is Gk(rlro) = Gk(rolr), since the equation is self-
adjoint. If 1/; is a solution of (V2 + k 2 )1/; = -47rp, having value 1/;o(r on B
)
where the first integral is over the volume enclosed by S and the second
is a normal outflow integral over all of S. The normal gradients are
taken in the outward direction, away from the interior where 1/; is
measured.
If the surface S is at infinity and if outgoing waves are specified
[causality condition, Eq. (7.2.17)], then G takes on the simple form
gk(r lr o) for the infinite domain:
gk(rlro) = eikR/R; 3 dimensions;
R2 = (x - XO)2 + (y - YoF + (z - ZO)2
= i7rH~l)(kP); 2 dimensions; P ? = (x - XO)2 + (y - YoF"
The Green's function for the Poisson equation V21/; = -47rp is Go(rlro) ,
for A = O. The corresponding forms for the infinite domain are
go(rlro) = (l /R); 3 dimensions
= - 2 In R; 2 dimensions
892 Green's Functions [cH.7
When surface S coincides, all or in part, with one of the set of sepa-
rable coordinate surfaces discussed in Sec. 5.1, we ca n expand G in series
of separated solutions. Suppose the boundary conditions (finiteness,
periodicity, or homogeneous conditions on the boundary) are such that
two of the factors can be eigenfunctions, say the ~2 and ~a factors. The
b factor must also satisfy homogeneous conditions at the surface, which
we assume corresponds to the surfaces ~l = a, b = b, b > a. The
coordinates have scale factors hl, h 2, h a; a Stackel determinant S with
elements il>mn(~m); and minors M m = as/ail>ml [see Eqs. (5.1.25) et seq.].
The Helmholtz equation
and the W's const it ut e a complete set for the coordinates ~2, ~a within the
surface S.
Two independent solutions, Ylq(b) and Y2q(b) , are chosen for the b
factor, each corresponding to the separation constants of W q and arranged
so that Yl satisfies the required boundary condition at b = a and Y2 the
required condition at b = b(b > a) . Then
where the scale factors have functions of the primed coordinates and
where ~ is the Wronskian for the two ~~ solutions:
If if;(r,t) is a solution of V2if; - (1/c 2)(a2if; /W) = -41l"p(r ,t) having value
if;.(r·) and outward normal gradient N.(f') on the surface S and having
initial value if;o(r) and initial time derivative vo(r) = aif;latt=o within S at
t = 0, then for t > 0 and within and on S
411" (
ga(r,tlro,t o) = 2"
a
_a~ )ne-
2 v 1I"r
a ' R' / 4T u(r)
The literature on Green 's functions and their applications is rather spotty.
Satisfactory accounts of various aspects of the theory : .
Bateman, H. : "Partial Differential Equations of Mathematical Physics,"
Chap. 2, Cambridge, New York, 1932.
Carslaw, H . S. : "Mathematical Theory of the Conduction of Heat in Solids,"
Macmillan & Co., Ltd., London, 1921, reprint Dover, New York, 1945.
Courant, R., and D. Hilbert: "Methoden der Mathematischen Physik," Vol. 1,
Springer, Berlin, 1937.
Kellogg, O. D. : "Foundations of Potential Theory," Springer, Berlin, 1939, _
reprint, Ungar, New York, 1944.
Murnaghan; F. D., "Introduction to Applied Mathematics," Wiley, New York,
1948.
Riemann-Weber : "Differential- und Integralgleichungen der Mechanik und
Physik," Vieweg, Brunswick, 1935.
Sommerfeld, A. : "Partial Differential Equations in Physics," Academic Press,
New York, 1949.
Webster, A. G.: "Partial Differential Equations of Mathematical Physics,"
Chap. 5, Stechert, New York, 1933.
CHAPTER 8
I ntegral Equations
.
8.1 Integral Equations of Physics, Their Classification
We consider first an example from transport theory. Here , as the
consequence of a collision, a particle which was originally traveling in a
896
§8.1] Integral Equations of Physics 897
given direction with a certain energy, as specified by its momentum po,
may acquire a new momentum P which is very different both in direction
and in size from the original Po. More explicitly, let P(plpo) dp dt be
the probability that a particle having a momentum Po be scattered into
momentum between p and p + dp in a time dt. If the original dis-
tribution function !(r,po,t) dpo gives the relative number of particles
having a momentum between Po and Po + dpo at a point r, then the
collisions which occur in a time dt contribute the following to !(r,p,t) :
[fP(plpo) fer ,Po,t) dpol dt
We see immediately that the value of !(r,p,t) at p is related to all the
values of !(r,po,t) for all values of Pe consistent with conservation of
momentum and energy. To complete the picture let us obtain the
complete equation for! by considering the other changes in !(r,p,t) in a
time dt. The above term gives the number of particles scattered into
the volume of configuration space at rand p. A number of particles
leave this region because of scattering or because of their complete
disappearance by absorption. Let the probability per unit time for
scattering or absorption out of p be PT(p). If there is no absorption,
PT(p) = fP(polp) dp. The number of particles leaving in a time dt is
P~(p) !(r,p,t) dt
Finally, even if there are no collisions, a change in! occurs simply because
the particles are moving. The particles at r were, at a time dt earlier,
at r - (p/m) dt. Thus
fer , p, t + dt) = ![r - (p/m) dt, p, tl - PT(p)!(r,p,t) dt
+ [fP(plpo)!(r,po,t) dpol dt
The equation states that the particles at r at a time t + dt consist (1)
of those which arrived there as a consequence of their motion (2) less
those which scattered or absorbed out of the momentum range dp (3)
plus those which were scattered into the range dp by collision.
By expansion we finally obtain a differential-integral equation (see
Sees. 2.4 and 12.2):
In this equation we again see that the behavior of if; depends not only
upon the value of if; at a point on the membrane and neighboring points
but also on its values at every point on the membrane in the manner
dictated by the integral on the right. The above equation is a differen-
tial-integral equation, but by employing the Green's function for the
membrane it may be reduced to an integral equation.
It should be clear from the above example that an integral equation
will result when an impulse at one point in a medium may be trans-
mitted to a point some distance away through another medium ' coupled
to the first . The equation for describing the vibrations of the first
medium will contain a term arising from the propagation in the second
medium. This term will involve the values of if; at all points at which the
two media are in contact; the integral in the case discussed above is
just such a term. Radiation problems, in which the reactive effects
of the emitted radiation back on the source cannot be neglected, will
naturally lead to integral equations. Solution of the integral equation
will give rise to precise evaluation of radiation resistance or, more general,
radiation impedance. We shall consider such problems in more detail
in Chaps. 11 and 13.
An Example from Wave Mechanics. As a final example let us turn
to quantum mechanics. The Schroedinger equation must be written
as an integral equation whenever the potential energy is velocity depend-
ent. Let the potential energy V be
V(r,hVI i )
where we have already replaced the momentum operator by (hl i)V.
The Schroedinger equation in differential form is
if;(r) = -1-
(27rh)i
foo_
00
r,o(p)e{i/,,)p·r dp
900 Integral Equations [CH. 8
Substituting in the Schroedinger equation, multiplying through by
[1/ (21rh)lje-(i/fl)q.r, and integrating on r yields
V(p - q p) = -1-
, (21rh)f J"
_..
e i(p-q).r/A VCr p) dV
'
This integral equation determining \p(q) was given earlier in Sec. 2.6.
The meaning of the integral can be most easily seen if we consider a
scattering problem in which the scattering is caused by the potential V.
If a plane wave of amplitude \p(p) is incident upon the region where the
potential exists, then it is scattered. In other words , some of the incident
wave is diverted into other directions, possibly with loss of momenta.
We now ask for the contribution from a variety of plane waves with
different momenta, to a given momentum q upon scattering by V .
This is given by the integral term. Here is a correspondence with
transport phenomena, discussed earlier in this chapter, which may be
employed to obtain a graphic understanding of quantum mechanics.
We have devoted some space to discussing problems which require
integral operators. We have also pointed out that even those problems
which are expressible in terms of a differential equation may be refor-
mulated in terms of an integral equation. Several examples of this sort
will now be given.
Boundary Conditions and Integral Equations. The integral equation
formulation is of particular advantage in the case of boundary-value
problems associated with partial differential equations. In the example
which follows, a second-order partial differential equation in two dimen-
sions will be restated as an integral equation in only one dimension. A
reduction in the dimensionality is, of course, extremely worth while
from the point of view of obtaining both exact and approximate solutions.
Consider the Helmholtz equation
V 2if;
0 + k if; =
2
Place a barrier along the negative x axis as shown in Fig. 8.2. A plane
wave eik ' r traveling in. the k direction is in cident upon the barrier. We
shall be interested in the effect of the barrier on this wave in the case
that the solution if; satisfies the boundary condition aif;/ ay = 0 on the
barrier. This solution must satisfy the following conditions at large
distance from the origin. In the lower half plane, y < 0,
if; - - - - ? 2 cos(kyY) ei le. ::; + a diverging cylindrical wave (8.1.5)
r....... 00
In the upper half plane, y > 0, there will be no reflected wave , so that
if; - - - - ? eik ' r + a diverging cylindrical wave (8.1.6)
r-+ 00
§8.1] Integral Equations of Physics 901
Because of the asymmetry of these boundary conditions we shall have to
treat y; for y > 0 and y < 0 somewhat differently, so that it will be
necessary to verify that 1/; and (iN/ay) are continuous at the interface
of these two regions, i.e., for y = 0, x > O. From the theory of Green's
functions given in Chap. 7 we have the general equation for y ~ 0 :
Barrier\. I x
?? ti" , ''',I< "'" 1-. - - - - - --'"-
Contour C
The boundary. condition (8.1.6) for the region y > °is clearly satisfied.
It is now necessary to introduce continuity conditions. At y = 0,
the function y;(xo,O) computed from (8.1.7) and from (8.1.8) should agree .
Hence , for x > 0,
2eik• x = -...!.- )0(., Gk(x,Olxo,O) [(a1/;)
47r ayo Yo=O+
+ (ay;)
ayo Yo=O-
Jdxo
902 Integral Equations [cB.8
Moreover the slopes must be continuous; i .e.,
Hence 2eik.", = - o~
1
UTr
1"'0
~
Gk(x,Olxo,O) (Of)
uYo Yo- O
dx«; x >0
or 2eik.", = - i
)0
t : H~l)[klx - xol] (of)
oyo yo= o
dxo (8.1.9)
[ V2 + 2h7 (E - V)] f = 0
or [V k2 - 2
+ U]f = 0 (8.1.10)
k = (2m/h
2 2)E;
U = (2m/h 2 ) V
Rewriting (8.1.10) as (V2 +k 2)f
= Uf, we see that a solution of (8.1.10)
is given by .
(8.1.11)
To perform the reduction from Eq. (8.1.10) to Eq. (8.1.11) here, the
Green's function is introduced, which satisfies
d [ P dG(zIZo)]
dz dz + qG(zlzo) = - 8(z - zo) (8.1.13)
This is an integral equation for if;. The boundary conditions on if; enter
explicitly, indicating again how the integral equation includes all the
pertinent data on the problem. There are no additional conditions
on if; to be satisfied. If the boundary condit ions satisfied by if; are
homogeneous Dirichlet, if;(0) = 0, if;(l) = 0, then the integral equation
for if; becomes
(8.1.15)
-ddzf2 + [A -
2
or a - a 2z 2]f = O', A = 13 2 +a
J-.. . G(z!zo)f(zo) dz«
f(z) = A
eiaz. f e-a~' d~ eiaz.' J." e-a~' d~;
~ { eiaz.' J~' . e-a~' d~ eiaz' J."z. e-a~' d~;
z z < Zo
G(zlzo) =!: - ..
7r z > Zo
Solution: Hermite function s e- iaz'H n (0 z); A = 2(n + 1)a; n integer
f
l
- 2 d~ ; z < Zo
G(zlzo) = e-a(z+z.) zo ~
( .. e2a~
J. p d~; z > Zo
Equation (8.1.15) and the cases (a) to (e) tabulated immediately below
it are examples of homogeneous Fredholm equations of the second kind .
In cases (a), (b), (d), the kernel is symmetric. Cases (e) and (f) and the
kernel in (8.1.14) are examples of a polar kernel:
K(zlzo) = G(zlzo)r(zo); where G(zlzo) = G(zolz) (8.1.18)
The kernels in everyone of the cases are definite in the region of-interest,
i.e., in the range 0 :::; z :::; l for case (a), 0 :::; z < 00 for case (c), etc .
A positive definit e kernel satisfies the inequality
-
fo'+ dto {G(t1to) ~:t d2~~~lto) if;} + k 2fo'+ G(tlto)if;(to) dto = if;(t)
or
where if;o and Vo are the initial values of the displacement if; and the
velocity dif;/dt. Equation (8.1.23) is an inhomogeneous Volterra equa-
tion of the second kind. The initial conditions on if; are explicitly con-
tained in it .
From the example it is clear that Volterra equations will result
whenever there is a preferred direction for the independent variable; in
the above example this is one of increasing time. Another case of a
similar kind occurs in transport theory whenever collisions are made
with massive scattering centers. Then the energy of the scattered
particles cannot be greater than their energy prior to the scattering.
As a consequence there is a degradation in energy giving a preferred
direction to the energy variable.
As an example of this sort of equation consider a beam of X rays
traversing a material in the direction of increasing x. We shall neglect
the change in direction in scattering, presuming that the X rays all
propagate directly forward after scattering. In ' passing through a
thickness dx , the number of X rays of a given wavelength are depleted
by absorption and scattering out of that wavelength range and are
increased by scattering from those X rays whose energy (energy 0: 1/;\)
is greater (in other words, whose wavelength is shorter) . Hence if
§8.2] General Properties of Integral Equations 907
!(X ,x) ax is the relative number of X rays with wavelength between X
and A + dX, then
!(X,x) = fo 00 e- p"if;(X,p) dp
where either ~ or m (but not both) is not definite (though ~ a~d mare
either Hermitian or skew-Hermitian), then an eigenvalue equation for e
can be found in which all the operators are definite. Let us prove this
theorem for the case ~ and m Hermitian, m positive definite, ~ indefinite.
If m is positive definite, an inverse of m exists. Then
(m- 1 • ~) • e = ~e
(m-l~m- l~) .e = ~2e
or (~m-l~) .e = ~2me
(~ - ~) •e = 0
= ~-(n+l)
[1. on®x]
n! OAn x=o
It is also true that ®x may be expanded in terms of the eigenvector em,
corresponding to the" inverse" equation, (~ - A) . e = 0:
<lY-l -
u - fU
\:Vo - -2: m
eme:
- -
Am
(8.2.19)
u P -
<lY- -2: m
eme:
--
APm (8.2.20)
Turning back to the expansion for @>. (8.2.18) we note that, as a function
of A, @>. is singular at A = Am, that is, at each of the eigenvalues of ~ .
This is a perfectly general property, independent of the Hermitian or of
the definite nature of ~; for if ~ . em = Ame m, then
@>. • em = (~ - A)-I. em = (Am - A)-le m
We see that, as A ---+ Am, @>. • em ---+ 00 .
The specific nature of the singularities with respect to A may be most
easily expressed by considering the Spur [we have also referred to this
sum as expansion factor in Chaps. 1 and 3, see Eq. (1.6.3)] of @>.. From
Eq . (8.2.18), it equals
I@>.I = ~_1_ (8.2.21)
4Am -A
m
A = min I! !{;(z)1/;(z) dz
1fi(z)K(zlzo)1/;(zo) dz dzo
I (8.2.24)
Combining Eqs. (8.2.28) and the integral equation for 1/;, (8.2.25), it is
possible, by employing the symmetry of G>. and K, to derive solution
§8.21 General Properties of Integral Equations 915
(8.2.27). However, it should be emphasized that this symmetry involves
the possibility of interchanging limits of integration. This is, of course,
contained in the definition of symmetry.
It will be useful, for later discussion, to obtain an integral equation
for K in terms of GA' Again turning to vector space, note t~at
(~ - A)~-l = 3 - ~A-I or ~-l = @ - A@~--'l
(8.2.31)
and (8.2.32)
m
To give the analogues for Eqs. (8.2.17), (8.2.20), and (8.2.22), it is first
necessary to obtain the transcription of ~-p to ordinary space . Corre-
sponding to the expression ~-p • e we have
f K p(zlzo)1f(zo) dz o
where it now becomes necessary to find Kp(zlzo) . Consider first ~-l • e.
In ordinary space this is written as
f K (zlzo)1f(zo) dz o
The effect of ~-2 on e may be obtained as ~- l • (~-l • e) or
ffK(zlzl)K(Zllzo)1f(zo) dz o dZ I
Hence K 2(zlzo) = fK(zlzl)K(Zllzo) dZ I
The effect of ~-3 on e may be obtained by operating with ~-l on ~-2 • e;
hence
K 3(z!zo) = fK(zlzl)K2(Zllzo) dZ l
It is clear from the general relation ~-(p+q) = ~-p~-q that
Kp+q(zlzo) = fKp(zlzl)Kq(Zllzo) dZ l = fKq(zlzl)Kp(Zllzo) dZ l (8.2.33)
916 Integral Equations [CH. 8
We may now write the equivalents of Eqs, (8.2.17), (8.2.20), and
(8.2.22). The analogue of (8.2.17) is
ee
Gx(zlzo) = L Kn+1(zlzo)A n
n=O
(8.2.34)
The expansion for K; is the analogue of that for ~-p as given in (8.2.20):
Kp(zlzo) = 1¥-m(Z~~m(Zo)
m
(8.2.35)
f Gx(zlz) dz = 1m
Am ~X (8.2.36)
while f Kp(zlz) dz = 1m
1
Xf:. = c, (8.2.37)
and f Gx(zlz) dz = 1n
Cn+1xn (8.2.38)
¥-(z) = X fo 1
(z - 2zo)¥-(Zo) dz«
¥-(z) = O:Z + {3
§8.2] General Properties of Integral Equations 917
The constants may be determined by introduction of the lin~ar function
into the integral equation
g = Lgnen;
n
gn = (f:. g) (8.2.42)
The expansion factors (Spurs) 1~-II, I~-pl, I@xl and the expansion of
I@xl in terms of I~-pi are given in Eqs. (8.2.19) to (8.2.22), respectively.
If there are only a finite number of eigenvalues, relations must exist
between the Spurs of various powers of 1~-II . If there are, say, q eigen-
values, it is possible to express these eigenvalues in terms of the Spurs of
the first q powers of 1~-II. Hence 1~-(q+l)1 may be expressed in terms of
the scalars 1~-II, 1~-21, . . . , I~-ql.
The variational problem satisfied by the eigenvector solutions of Eqs.
(8.2.39) and (8.2.40) is
'A = stationary value of (f* • ~ • e) j(f* • e) (8.2.45)
By varying f* in the above equation, we find [see Eq. (6.3.74)] that
0'A = 0 yields Eq. (8.2.39) , while by varying e, we find that 0'A = 0
yields Eq. (8.2.40) for f. Equation (8.2.45) is similar to (8.2.14). A
variational problem similar to (8.2.15):
'A = stationary value of (f* • e)j(f* • ~-l • e) (8.2.46)
The case of the skew-Hermitian operator (corresponding to an anti-
symmetric real kernel) deserves special attention. In that case ~* =
-~ . Moreover, if
~ .e = xe
then (~*~) . e = -'A 2e
From the fact that ~*~ is definite, that is, (e* • ~*~ • e) ~ 0, it follows
that -'A 2 ~ 0 or that 'A is a pure imaginary. A second point of interest
concerns the solutions of the adjoint eigenvalue problem. Whenever
~ is skew-Hermitian, it follows that en = fn; for if
~ • en = 'Ane n
then ~* • en = - ~ . en = - 'Ane n
Turning to orthogonality relation (8.2.41), we see that the en vectors for
skew-Hermitian operators are mutually orthogonal, as in the case of solu-
§8.21 General Properties of Integral Equations 919
.
tions of eigenvalue problems involving Hermitian operators. ' The expan-
sion of the Green's operator can be carried through for the latter case,
and hence the formulas for positive definite operators may be taken over
bodily.
Kernel not]Real or Definite. Let us now consider the application of
Eqs. (8.2.39) to (8.2.46) to integral equations. Because of the greater
complication of the present case we shall illustrate some of the results
with the specific integral equation with the kernel (z - 2z o) discussed
above.
The eigenvalue equation with a kernel which is not real, positive
definite,
1/;(z) = AIK(zlzo)1/;(zo) dz« (8.2.'17)
has nonzero solutions for only special values of A; call them Am. Corre-
sponding to these values Am there are corresponding 1/;'s, 1/;m, the eigen-
functions. The Am's are not necessarily infinite in number ; they are not
generally real. The eigenfunction set, besides being not necessarily com-
plete, is not mutually orthogonal. For this reason, we must introduce
the Hermitian adjoint problem [corresponding to (8.2.40)]
cp(z) = XIK*(zolz)cp(zo) dz o (8.2.48)
As noted earlier, the eigenvalues of the adjoint problem are complex
conjugates of those of (8.2.47) . Moreover,
I i{Jp1/;q dz = Opq (8.2.49)
where CPP and 1/;q are individual eigenfunctions.
The eigenfunctions and eigenvalues for the kernel z - 2z o are given
above (page 916). The solutions CPP satisfy the adjoint problem :
e l l
Jo <PIY;I dz = 12 - 2Xi
= ~ Y;m(Z)<Pm(ZO)
z Zo)
Gx(I ~ Xm _ X (8.2.50)
m
where, of course, Y;m and (()m are normalized according to Eq. (8.2.49).
In the examples we have been examining,
G
x
(I ) = (~ _ ~1
z Zo 12 2Xi
)-1 Y;1(Z)<PI(ZO)
XI - X
+ (~
12
_ ~)-I Y;2(Z)<P2(ZO)
2X~ X2 - X
where the normalization has been written in explicitly. Since Y;l = ;;2,
= <P2, and Xl = ~2, Gx is real when X is real. However, we note that
(()l
M 2(zlzo) = i;
(z K(zlzl)K(Zllzo) dz«; z > Zo
For z < Zo a similar argument shows that
M 2(zlzo) = 0; z < Zo
Similarly
M a(zlzo) = 10' M 2(zlzl)M(Zllzo) dZ I
K 2(zlzo) = f K(zlzl)K(Zllzo) dZ I
IK2(zlzo) I :::; M2
J{ba IZ - Idt I
ZI "ZI - Zo a
M2
:::; Iz - ZOI2" 1
l 11 - drrlalr"l :::; Iz - ZOI2"-1 j_ 11 - drrl"lr"l
'Y
fJ
M2 ee
ee
where 13 = (b - zo) /(z - zo) and 'Y = (a - zo)/(z - zo). The value of
the final integral may be easily expressed in terms of beta functions.
These are finite as long as a is not a positive integer or zero. We assume
this to be true. Then
so that
Hence for a given a < 1 an n can be found such that K; 'is bounded.
The Green's function for the Laplace equation gives rise to kernels
whose singularities are very much like the ones just being considered,
that is, similar to (8.2.51) . The three-dimensional Green's function is
proportional to
(8.2.54)
The two-dimensional Green's function is proportional to the logarithm
924 Integral Equations [CR. 8
of the similar two-dimensional quantity. By considering the more
singular kernel
[(x - XO)2 + (y - YO)2j-!
the two- and three-dimensional cases may be considered together. Con-
sider the three-dimensional case.
Let IK (r lr o) I ~ M/ lr - rol
Then
K 2(rlro) ~ M2 .
~I~I~I
f v[(x - :l'd 2 + (y - YIP + (z - Z,)2J(XI - XO)2 + (y -
We may reduce this case to that of (8.2.51) by employing the inequality
YO)2 + (z - zoP]
The singularity of the kernel occurs at the infinite limits. This may be
reduced to a differential equation by differentiating twice. Then
(d 21/;/dz 2 ) + (2X - I)1/; = 0 or 1/;>. = Aeyl-2>'z + Be- V l - 2>.z
However, the integral in (8.2.55) exists only if Reh/I - 2X] < 1. All
values of X which satisfy this restriction are eigenvalues of (8.2.55).
All corresponding 1/;>. are eigenfunction solutions. The eigenvalue
spectrum is clearly continuous. Another example is given by case (c)
following (8.1.15).
f(z) = LanYn(z)w(z)
n
(8.3.2)
where the Yn'S form a complete set in the interval (a,b) ; w(z) is a density
function which may be chosen so as to approximate f(z) and therefore
to improve the convergence of the series (8.3.2). Then
<p(z) = Lanhn(z) ;
n
n
hn(z) = r K(zlzo)Yn(ZO)W(zo) dz o
(8.3.4)
§8.3] Solution of Fredholm Equations of the First Kind 927
Then it becomes necessary to express Xq in terms of h n :
(8.3.5)
<P = I
q,n
fqaqnh n = I (I
n q
f qa qn) i;
Hence I
n
a qnhnp = Oqp (8.3.7)
The set of Eqs. (8.3.7) must now be solved for a qn. Let the deter-
minant consisting of elements h np be called.H :
H= (8.3.8)
we have
(8.3.9)
928 Integral Equations [CH. 8
It is clear from the result that this method will be practical only when
each hn is a combination of just a few of the functions XP, for then it would
be an easy matter to evaluate the determinant and its minors.
Orthogonalization. The Schm idt method was mentioned in the table
after Chapter 6, and will now be discussed at greater length. The
problem of interest is as follows: Given a complete set of nonorthogonal
functions hn , to form by linear combination of these functions a new
set Xq which is complete and orthogonal. The Schmidt procedure
involves building the x/s up in a stepwise fashion. The function xe is
taken to be equal to h o• The function xi is taken to be a linear com-
bination of h« and hI adjusted to be orthogonal to xo; X2 a linear com-
bination of b« hI, h 2 orthogonal to xi and xe-
It is possible to develop a recurrence relation expressing Xq in terms
of hq and XP, p < q. From the method of formation, we see that hq
must be a linear combination of XP1 p ~ q. Employing the orthogonality
condition
lab XpXqP dz = lipqNq; Nq= lab Ixpl2p dz
the function h q is given by the sum
(8.3.11)
and
(8.3.12)
§8.3] Solution of Fredholm Equations of the First Kind 929
etc .
b 2
lfa x h P dz/
O 2 •
etc .
No '
As an example let us orthogonalize the power series zn in the interval
( - 1,1); P = 1. This should lead to the Legendre functions. We shall
show that it does so by computing XI and X2, which should be proportional
to z and 3z 2 - 1, respectively. The integrals required for XI are
No = 2;
J.
a
b xohlP dz = /1 z dz ' 0
-I
=
(b
)a
Xl h 2P dz = /1 -1
Z3 = OJ l«(b XOh 2P dz =
dz /1
-1
Z2 dz =i
Hence X2 = Z2 - i . i = Z2 - -l
N2 = ! - ~ = -15
By continuing this procedure the various Legendre polynomials are
developed, together with their normalization integrals. In the table at
the end of Chap. 6, other orthogonal polynomials are shown to result
when other intervals of integration and other weight factors are employed.
For example, the Hermite polynomials correspond to an integration
region (- 00,00) for a weight factor e:r, while the Laguerre polynomials
L<;. correspond to an integration region (0,00) for a weight factor x ae- Z •
The Schmidt method, however, is not sufficient for the discussion
at hand, for it does not give the coefficients lX q n in Eq. (8.3.5,) directly.
We shall now obtain explicit formulas for lX q n • From Eq. (8.3.5) and
from the procedure for obtaining the x's,
930 I nlegral Equalions [CH. a..
Since the x's are orthogonal, we have
The orthogonality condit ion is met for all p and q if, for p < q, one
requires
I Jafb-hpxqp dz = 0 ; p < q (8.3.13)
n=O
I a qndn p = 0 ; if p < q
where
I
n=O
M n qf1n p = OpqD q; P~ q
(8.3.15)
2 0 i
D2 = 0 } 0
i 0 !
Now from (8.3.15), P2""' (M 02/M 22) + z(M 12/M 22) + Z2 = - t + Z2,
which is indeed just proportional to P 2•
It is also possible to express the normalization integrals in terms of the
determinants D s- The integral
Nq= i b
XqXqP dz = L(~::) i
q
n=O
b
hnxqpdz
hqxqpdz = (;q) Lu ; i
Ip=O
b
hqhppdz
L
q
or n, = (i q) p=o
Mpqdpq
This last sum is just the value of the determinant D q, while M qq equals
D q - 1• Hence
N', = Dq/D q_ 1 (8.3.'16)
In the example discussed just above
In the above we have not spe cified the limits of integration or, more
generally, the path of integration in the complex plane of z. All that is
necessary is that the region of validity of (8.3.18) should include as a
subdomain the region in which the integral equation is to hold:
A direct and frontal attack on the problem of determining the wn(z)
is not usually fruitful. Instead we shall discuss a method which is
932 Integral Equations [cH.8
practical whenever the successive hn's start off with increasingly greater
powers of Z (such as the Bessel functions):
hn(z) = l
p=n
ApnzP; Ann = 1 (8.3.19)
Ann may always be placed equal to 1, though historically this has not
always been done . Hence li; is regular at the origin. We shall now
show that in this case the functions W n are obtained from the expansion
t ~ Z = I
n
wn(t)hn(z) (8.3.20)
around any closed contour surrounding the point' z and the origin in a
region in which hn(z) is analytic. Then according to Cauchy's integral
formula the left-hand side of the above equation is just 27rih n (z) . Com-
paring with the right side we see that is possible only if
(8.3.21)
q~n
q<n
Hence (8.3.22)
§8.3] Solution of Fredholm Equations of the First Kind 933
These equations consist of a set of recurrence relations which may be
solved in turn to obtain wn(t) . This is most conveniently done by rewrit-
ing Eq. (8.3.22) as follows:
q-l
Wq = tq~1 - l:
n=O
wn(t)A qn
W2
= 1.t3 _. At22l + A 21A Iot - A 20 (8323)
. .
_ 1. _ A 32 + A 32A 2l - A 3l + -A 30 + A 3lA IO+ A 32A20 - A32A2lAIO
W3 - t4 t3 t2 t
(8.3.24)
(8.3.25)
934 Integral Equations [cH.8
This is the expression determining an. It is clear that, in the event that
li; satisfies condition (8.3.19) (series commencing with the nth power of z),
it is possible to carry through the determination of an without at any
time becoming involved in infinite processes. However, if condition
(8.3.19) is not satisfied, the determination of wn(t) is no longer so simple.
The method of orthogonalization discussed earlier is then more efficient.
Actually it is possible to set up an analogue of the Schmidt procedure.
We conclude the discussion of this method with an example. Suppose
that the functions h-: are In(z), the Bessel functions. Then we require
the value of the coefficients in the series
The functions On are not exactly equal to W n , since J n does not begin
as zn but rather as znj2 nn !, and definition (8.3.20) does not involve En.
However, these are not differences in principle but rather in detail; one
must simply solve Eq . (8.3.22) without assuming A q q = 1. The Neu-
mann polynomials are given by
(8.3.26)
(8.3.27)
n~O
(8.3.28)
n=O
§8.3] Solution of Fredholm Equations of the First Kind 935
Here the prime on the summation signifies that only odd or even 8 is to
be taken in the sum if n is odd or even , respectively. The coefficients
(:) are the binomial expansion coefficients (see glossary in the Appendix) .
Integral Equations of the First Kind and Generating Functions. We
shall now illustrate the general discussion given above by several
examples. Consider first the class for which h n = z", This occurs
whenever the kernel of the integral equation is also the generating func-
tion for a set of orthogonal polynomials.
According to page 786, the generating function for the Hermite
polynomials H n(ZO) may be written as
e-(z- zo)' =
Ln
e-zo'H n (z 0 )zn
n!
Once an integral equation of the first kind has been solved for a given
kernel, one may find further solvable examples by applying operators
on z to both sides of, say, (8.3.29); the solution remains as (8.3.30) . In
the example urider discussion it is clear that by differentiating the gener-
ating function further kernels expandable in terms of Hermite functions
and power series may be obtained. Employing the relation
dn
H n(z) = (_)nez'_n e- z'
dz
936 Integral Equations [CR. 8
we have
L (-l)papCp+.;
~
L ~(P+')(O)T8
oo
c, = (8.3.35)
8=0
The coefficients T. are
T - ~ (_I)',+r.+- (rl r2 r3
oo
+ + + ...)! (al)r'(a2)r'(aa)r.
• - '-' (rl) !(r2) !(ra)! .
where all combinations are taken so that
rl + 2r2 + 3r3 + 4r4 + .. . =s (8.3.36)
We write out the first few T. :
To = 1; T 1 = al ; T 2 = a~ - a2; T 3 = ai - 2ala2 a3 +
T4 = a~ - 3a~a2 + a~ + 2a3al - a4 (8.3.37)
T5 = ai +
- 4aia2 + 3a~a3 3a~a3 + 3a~al - 2a3a2 - 2a4al a5 +
In a similar manner one may solve integral equations involving the
generating functions for other orthogonal polynomials. The pertinent
details are listed below for Laguerre polynomials:
Generating function :
Normalization :
)0
roo e-z'za[Dal(z )]2 dz = [r(n
0 n 0 0
+n!a + 1)]3
Then the solution of
roo Ja(2~)
~(z) =)0 (zzo)la if;(zo) de« ; 0 S z S 00 (8.3 038)
is
oo
_ -z ~ X(n)(O)L~al(z)
+ a + 1)' x(z) = ez~(z)
0
We shall also mention one other expansion from which a solvable inte-
gral equation may be obtained. There is, based upon the more common
generating function for D:) (see page 784),
938 Integral Equations [cH.8
Employing this function as the kernel, the solution to the corresponding
integral equation of the first kind is
.
•t. _ 1 ~ (-I)n (n)(I)Val( ) (8.3.40)
'I' - Z~ [I'(n + + 1)]2 q>
IX n Z
n=O
q>(z) = /1 VI -
-1
if;(zo)
2zz o + Z2
dz«; -1:::; z :::; 1 (8.3.41)
Introducing the expansion for K and writing if; = ~anP n one obtains
.
q>(z) = 12 2n2~ 1 zn; employing f~1 [Pn(z))2 dz = 2n ~ 1
n=O
Hence
.
an =
2n
2+ [ .,.. n . ,
1 i,,(n) ~o) ]
and if;(z) =
~
~ Pn(z) - 2 - ~
2n +1[ (n) (o ) ]
n=O
Similar results may be obtained for any Gegenbauer function T~(z), for
the corresponding generating fun ction is (see table at end of Chap. 6) .
ec
n=O
f~ 1 [l'tJ2(1 - z2)1 dz = 1
is given by
<p(z) =
f -1
l
(1 -
if;(zo)
2zZo + Z2) dzo
.
if; = ~ (1 - z2)1 l.: <p(:~0)
n=O
Tl(z) (8.3.45)
In all the cases discussed above other solvable integral equations may
be obtained by integrating or differentiating both sides with respect to z.
We have so far considered generating functions in which the associated
functions form an orthogonal set . This favorable situation does not
always prevail. It would thus be of interest to see how the attack on
the problem then pro ceeds. Consider, for example, the integral equation
formed when the kernel is the generating function for the Bessel functions:
(8.3.46)
~(x) = L a"x,,(x)
"
Then ",,(x) = 41r L k; ~ k2 x,,(x)
The coefficients a" may now be obtained by quadratures :
If then two of the variables are given specific values, say X2 and Xa for
both the rand ro coordinates, expansion (8.3.50) for Gk is of the form
K(xlxo) = L
k
£XkXk1(XO)Xk1(X) (8.3.51)
or
.
Inl2 sin( cP ~ cPo) I = - L: (~)
n=l
[cos(ncP) cos(ncPo) + sin(ncP) sin(ncPo)]
(8.3.54)
An integral equation of the first kind with K(cPlcPo) = Inl2 sin !(cP - cPo) I
where 0 ~ cP ~ 271" may then be readily solved .
We can construct another kernel with a simple bilinear expansion of
type (8.3.51) by addition:
Then
.
In[2 [cos cP - cos cPolJ = - L: (~)
n=l
cos(n cP) cos(ncPo) (8.3.55)
where ao is arbitrary.
942 Integral Equations [CH. 8
Further useful kernels may be obtained by differentiating the kernels
we have just discussed . Differentiating In 12 sin(q, - q,0) j21 yields
i cot(q, ~ q,o) = L n
[sin(nq,) cos(nq,o) - cos(nq,) sin(nq,o)]
1 \ ' 2 [sin(nq,)]
cos q,o - cos q, = - '-' sin( q,) cos(nq,o)
n
x (x ) = fl
-1 X -
'l'(xo) dx«
xo
(8.3.58)
1/;(z)
1
= -2'
"Jil,
lc-,
c i
+.
00
..
ePB'!f(p) dp (8.3.67)
1/;(z)
1
= -2'
1r't
l c i
+.
C-\OO
..
z-''!f(s) ds (8.3.69)
Both Eqs. (8.3.67) and (8.3.69) may be regarded as solutions of the inte-
gral equations of the first kind given by (8.3.66) and (8.3.68) , respectively.
Finally we mention a pair of transforms obtained from function
theory which are essentially derived from the Cauchy integral formula.
These are called H ilbert transforms . From Eq. (4.2.18) we have that, if
[
'!f(~) = (2~) P l2~ 1 + cot(~o ; ~) ] 1/;(~o) d~o
1/;(~) = (;7r) p l2~ [1 - cot(~o ; ~) ] '!f(~o) d~o (8.3.72)
§8.3] Solution of Fredholm Equations of the First Kind 945
We have already discussed this particular kernel in the section on Green's
functions, following Eq. (8.3.57) where a solution was found in terms of a
Fourier series. This connection is not too surprising, since (4.2.28) is
based on a Green's function type relation (4.2.25).
In this subsection we have emphasized the relation of the transform
to integral equations of the first kind . Later in this chapter we shall
employ the transform to change integral equations into forms which are
more amenable for solution.
Differential Equations and Integral Equations of the First Kind. We
have now seen how to solve a good many sorts of equations of the first
kind. Many more can be devised by operating on both sides by some
operator, either differential or integral (or both). For example , suppose
we know the solution if; of the equation
'I'(z) = f K (zlzo)if;(zo) dz o
where K and 'I' are known . We can then find the solution of
x(z) = f.c.[K(zlzo)]if;(zo) dz o (8.3.73)
provided we can solve the equation
.c.['I'(z)] = x(z) (8.3.74)
to determine 'I' from x- Vice versa, if we know the solution of the equa-
tion with x, we can obtain the solution for '1'. Thus, from a solution of
a simple integral equation we can go on to solve more complex ones if
we can solve the equation obtaining 'I' from x. If the operator changing
K into .c(K) is a differential operator, then the equation which must be
solved to obtain 'I' is a differential equation. Thus we can solve an inte-
gral equation if we can solve a differential equation, or vice versa, we can
solve a differential equation if we can solve an integral equation.
For example, let K(zlzo) = e:» so that
This is just the Laplace transform; the solution if; is given by the inversion
equation (8.3.67). A rather general class of kernels may be obtained
from this :
X(zjzo) = Lzogn(z)e-'"
n
or
where (8.3.75)
946 Integral Equations [cH.8
Equation (8.3.74) is in this case a differential equation for '1', an equation
discussed at some length in Chap. 5:
= e- v- zo)'. rr e = 2:
n
(-l)nan :z:' then
which allows a very wide range of choice of kernel for the new integral
equation. If the an's are constants, the kernel "c(K) is a general func-
tion of (z - zo) in the range - 00 to + 00 . If the a's are functions of z,
the kernel is even more general. The corresponding differential equation
"czK(zlzo) = mLzoK(zlzo)
where the subs cript indicates the variable on which the operators act.
For example, for the .e in Eq. (8.3.75)
(For further examples see Sec. 5.3.) We then introduce the adjoint
operator ffit defined by
Hence (8.3.78)
where the last term in the expansion is a constant or the first power of x
according as n is even or odd . Then
1 \' ( _l)k (Mn-2k) (8.3.79)
an =:;;: Lt (k!)(n - 2k!) 22k
k
{L[(~r ]
...
e:"
n=O
M n} = f-.. . e-(z-zo)'1/;(zo) dz« (8.3.80)
Assuming that the series on the left converges, the moment problem has
now been reduced to an integral equation of the first kind. Of course,
it may be solved by an expansion of 1/; in the Hermite polynomials.
However, there are many approximate ways (see Chap. 9) of solving
integral equations which may be more practical than (8.3.79) in many
cases.
§8.4] Solution of Integral Equations of the Second Kind .949
Similar analyses may be set up for the other intervals of integration.
For the interval (0, 00), the weight factor e-··
and the Laguerre poly-
nomials are appropriate. In the region (-1, 1), for P = 1, the proper
polynomials are the Legendre polynomials. If P = ~, the proper
polynomials are the Tschebyscheff polynomials. It is quite important
to note that the expansion of if; in terms of the orthogonal polynomials
depends on the weight factor Pi indeed convergence may be quite differ-
ent for different weight factors. However, as indicated above, by remov-
ing a factor from if;(zo) and designating the remainder as the unknown
function, it is possible arbitrarily to change the weight factor. Let us
call this factor w(z) , so that
Mn = lab zgp(Zo)w(Zo)<P(zo) dz o
where if; = W<p. The most appropriate choice for w, that is, the one
which will yield the most rapid convergence, is a function which is as
close to the unknown if; as is possible . Of course if it is exactly if;, there
is only one term in the polynomial expansion for <p, namely <p = 1. It
is clearly advantageous to employ whatever information is available to
make as close a guess to if; as is possible and then to use this guess for w.
Recapitulation. We have investigated those solutions of Fredholm
integral equations of the first kind which are obtained by expanding the
unknown function in a complete set. The most general kernels for
which solutions could be exactly obtained are characterized by an expan-
sion of the form
K(zlzo) = Lanif;n(z)<Pn(ZO)
n
where both if;n and <pn form complete and orthogonal sets. Orthogonality
is not in principle essential but in practice of great convenience. How-
ever, procedures which may be adopted when one of the sets is not
orthogonal have been discussed.
It might be pointed out that Volterra equations of the first kind may
be solved by some of the methods outlined in this section, though in
general the procedure is more difficult and the full machinery of the
Schmidt method or the biorthogonal series must be used . Luckily
many kernels of Volterra equations are of the form v(z - zo), a case
which is discussed in some detail in Sec. 8.5.
(8.4.1)
Solutions to this problem exist for only special values of X, labeled Xn,
with corresponding solutions >/tn. If the kernel K is symmetric and non-
singular, the eigenvalues are real , the eigenvalue spectrum is discrete.
If it is symmetric but singular, part of the spectrum may be continuous;
if it is not symmetric, the eigenvalues are not necessarily real.
We may expand K(zlzo) in a complete set hn(z) ; the coefficients will
be functions of Zo, gn(ZO);
K(zlzo) = Lhn(z)gn(ZO)
n
(8.4 .2)
or LAp(Xapn -
p
Opn) = 0 (8.4.5)
§8.4] Solution of Integral Equations of the Second Kind 951
This is a set of linear homogeneous simultaneous equations for A p •
Nonzero solutions for A p exist only if the determinant of the coefficients
vanishes :
(AaOO - 1) Aalo Aa 20 Aa30
AaOl (Aall - 1) Aa21 Aa31
Aa02 Aa12 (Aa2 2 - 1) Aa32
Aa03 Aa13 Aa23 (Aa3 3 - 1)
=0
or more succinctly:
(8.4.6)
In the region 0 ~ <p ~ 11", the corresponding integral equation has eigen-
functions cos(n<p) and eigenvalues An = - (n/II)
By considering the kernel obtained by differentiating this last K(<pI<Po)
[Eq. (8.3.55)], we shall examine a case which illustrates an essential
difference between an equation of the first kind and one of the second
kind. After differentiation the kernel becomes
- - -1- - -
cos <p - cos <Po
= - 2 I...
sin(n<p)
.
sm <p
cos (n<po)
n=l
We note that, although sin(n<p) and cos(n<p) form complete sets, they are
not mutually orthogonal in the region 0 ~ <p ~ 11". In the solution of the
equation of the first kind, this does not create a difficulty, since the
inhomogeneous term in the equation does not bear any explicit relation
to if; whereas this is not at all true for equations of the second kind .
Expansions of the Second Class. As the second class of expansions
we consider those for which
This relation includes as a special case (when only two lX pn exist for a given
n) the two-term recursion relations which are of such fundamental
importance in differential equations.
The determinantal equations determining A now take on a particu-
larly simple form. For case a :
AlXOO - 1 AlXlO AlX20 AlX30
0 AlXll - 1 AlX2I AlX31
0 0 AlX22 - 1 AlX32
0 0 0 AlX33 - 1 =0
An = A l
1'=0
A1'a1'n
Aaoo - 1 0 0 0
AaOl Aall - 1 0 0
Aa02 Aa12 Aa22 - 1 0
Aa03 Aa13 Aa23 Aa 33 - 1 =0
A n(1 - Aoann) = AO l
p=o
A pa pn
Hence
or
and so on. The words of caution concerning the values of A, added after
the discussion of type a, apply here as well.
Examples of kernels of the semidiagonal type are furnished by
generating functions. Consider
K(zlzo) =
1
----r.;=======;===;;
VI - 2zzo + Z5
L.n
Pn(z)zo
§8.4] Solution of Integral Equations of the Second Kind 955
The independent variable ranges from -1 to 1. Upon substituting
if; = ~A pPp(z), the integral equation becomes
(2n)!
P; = 2 n(n!)2 [zn - .J
2 n(n!)2
Accordingly zn = (2n)! (Pn + .J
}. = (2n + I)! = 2 nr(n + i)
Finally n 2n+l(n!)2 n!r(-j)
}.o = j-; }.l = i; }.2 = -¥-; .. .
The coefficients An for each particular}. may be obtained directly from
recursion relations (8.4.10) . By interchanging the roles of z and P n in
the above discussion, we may obtain a semi-infinite kernel of type a.
The kernel is now
Let
n
Since f 1
-1
P nzP dz = 0 if p < n, we may write
1
ee
+ 1/2)
An =
p-n
AplXpn; lX pn =
f l
-1
p! r(p - n
PnZP dz = 2 n(p _ n)! r(p n + + 3/2)
956 I nlegral Equations [cH.8
The eigenvalues are given by An = l /a n n and are identical with those of
the problem discussed immediately above. The eigenfunctions are,
however, more easily obtained in this case.
1/10 = 1
1/11 = Z
1/12 = Z2 + 1 _(a20/ a22) •
(aoo/ad'
t
e c.
where the a's are given above.
Expansions of the Third Class. We now turn to a third class of
expansions which we shall call finite. These are defined by the condition
apn = 0; if either p or n is bigger than r (8.4.11)
For this class, the determinantal equation (8.4.6) evolves a finite determi-
nant of r rows and columns. Upon expansion, the determinant becomes
a polynomial of rth degree. The equation thus has r roots which may
be determined by standard methods. Of course both diagonal and semi-
diagonal kernels may be finite.
In the simplest example of this class, K(zlzo) is a factorable function :
K(zlzo) = h(z)g(zo)
The integral equation is
1/I(z) = M(z)Jg(zo)1/I(zo) de«
Since the integral is just a constant, we see immediately that 1/I(z) = h(z).
Hence
A = 1/ Jg(zo)h(zo) dz o
Then
·Xan- l. n + (Xa n.n - I)G n + Xan+l. nGn+IGn =0
To simplify the notation, let
an.n/an-l. n = -Pn; an+l,n/an-l.n = -qn
I /X = "' ; l /a n - l . n = - Tn
958 Integral Equations. [cH.8
Then (8.4.15) may be written
-1 + (Pn - p.rn)Gn + qnGnGn+ 1 = 0 (8.4.16)
Solving this equation for G; in terms of Gn + 1, we obtain
Gn = I /(Pn - p.rn + qnGn+ 1)
(8.4.17)
Po - p.ro 1
qo
(8.4.19)
§8.4] Solution of Integral Equations of the Second Kind 959
The numerical methods which must be employed to solve this equation
are described in Chap. 5, page 566, and need not be reviewed here. In
any event an expansion of a kernel of type (8.4.14) may be reduced to
solving Eq. (8.4.19). Once J1. is determined, the corresponding Gn+l may
be evaluated from (8.4.18), and consequently the An's may be computed
from Gn = An/An-I.
Inhomogeneous Fredholm Integral Equation of the Second Kind.
The solution of the inhomogeneous equation of the second kind has been
considered in Sec. 8.2. It is instructive to rederive the result obtained
there by direct considerations. The equation is
where
K(zlzo) = l
n
(I/A n)1/In(Z)<tO n(ZO)
l:n
A n1/ln = l:
A (1/I~~p) lab <tOn1/lp dz; + X =
n,p
l: (A~n)
n
1/In +X
or l:n
An (1 - ~) 1/In = X
Hence
and (8.4.21)
(8.4.22)
where o(z - zo) is the Dirac 0 function. This is an equation of the first
960 Integral Equations [CR. 8
kind with the kernel [5(z - zo) - AK(zlzo)]. From solution (8.4.21) it is
apparent that those values of A for which "', considered as a function of
A, has a pole are the eigenvalues An• .
We now take the transform of both sides . Assuming that the trans-
forms exist (we shall be more careful later; the present discussion will be
§8.5] Fourier Transforms and Integral Equations 961
simplified in order to avoid beclouding the central idea with details) , we
find
'!'(k) = <I>(k) + MY [J_.. . w(xlxo)y,(xo) dXo]
To evaluate the Fourier transform of the integral
y,(xo) = -1-
.y2; - ..
f" e-iko:r;o'!'(k o) dk«
This transformation is of value if the new kernel is simpler than the old.
This is often the case, for a rather complex function can often be repre-
sented as the Fourier integral of a comparatively simple functional form .
It is apparent from Eq. (8.5.3) that a form of W(klk o) for which this
integral equation is immediately solvable is
W(klk o) = -yI2; V(k)o(k - k o) (8.5.4)
where 0 is the Dirac 0 function . Then Eq. (8.5.3) becomes
w(xlxo) = -211"
1 f" f"
_ .. _ .. e-ibW(klko)eik.". dk dk«
Introducing the special form (8.5.4) into this, we obtain
w(xlxo) = _1_
.y2;
f" V(k)e- ib dk f" eik,"·o(k - k o) dk o
f
-00 -00
then
'l'(k) = ip(k) + AX [fo w(xlxo)1/I(xo)xo dxoJ 00
where
W(klk o) = fo 00 x dx fo 00 Xodxo[Jo(kx)w(xlxo)Jo(koxo)] (8.5.9)
w(xlxo) =}
( ok }
dk o
( k o dko[Jo(kx)W(klko)Jo(koxo)]
00
.
00
v(xo) = t: kV(k)Jo(kxo) dk
We may evaluate the more general integral in terms of vex) by noting that
[~ + ~ ~J v
dxfi Xo dx«
= -
JoI " k3V(k)Jo(kxo) dk
Hence
[ -dX6
d2 -d Jmv =
+ -Xo1 dx« 1"' 0
k2m+lV(k)Jo(kxo) dk
and
00
(8.5.13)
where <1>+ is analytic throughout the region Im k > T~ and <1>_ is analytic
throughout the band Im k < Ti. In such a case it is desirable to have
the band in which transform V is analytic overlap the region where both
<1>+ and <1>_ are analytic, so it is possible to extend Eq. (8.5.12) by analytic
continuation.
Likewise the Fourier transform of the unknown >J; may have to be
split into two functions : one, 'lr +, analytic throughout the band Irn k > T~
and the other, 'lr_, analytic for Im k < Ti'. What we have said in the
preceding paragraph is that, if the transform V(k) is analytic through-
out the band
T'~' < Im k < r't' (8.5.14)
then it is necessary that
T~' < Ti and Ti' ; T'c:' > T~ and T'c:
§8.5] Fourier Transforms and Integral EqUations 965
Under these conditions we may now apply inversion formula (8.5.13)
to the entire integral equation, obtaining
+ 1": -OO+ITI
ip_(k)e-ikx dk + 1 +iT.' w+(k)[VZ; >"V(k)le-ikx dk
00
-oo+ITO
or
+ foo+i~1- QO+101'1
[(1 - y'2;>..V)w_ - ip_le-ikxdk = 0 (8.5.15)
Here TO is greater than the maximum of (~,T~) but is less than T~' while
TIis less than the minimum of (~,Tn but greater than T~". Then the
conditions of the theorem following Eq. (4.8.20) are met, and we may
conclude that
[(1 - VZ; >..V)w+ - ip+l + [(1 - .y27r >..V)w_ - ip-l = 0
Returning to this theorem, we note that not only is the sum of the
two integrands equal to zero but each integrand separately must be
analytic over the whole strip of analyticity. Thus integrand [(1 -
VZ; >..V)w+ - ip+l must be equal to some function S+(k) which is ana-
lytic in the strip TO ~ 1m k ~ TI and goes to zero for IRe kl-+ 00 suf-
ficiently rapidly for the integrals to converge. In order that the sum of
the integrands be zero, we must then have [(1 - VZ; >"V)w_ - ip-l =
S_(k) = -S+(k) .
Consequently the equivalent of Eq. (8.5.15) is the pair of equations
w (k)
+
= ip+(k)
1-.y27r>..V(k) '
+
S+(k) . w_(k) = ip_(k) S_(k)
I-VZ;>"V(k)
+ (85 6)
. .1
y;(x) = -
1 +i., {fip e- ikx
+
00
dk +
+i.. ip e- ikz
- dk
f 00
The first two integrals are equivalent to the steady-state solution (par-
ticular solution) of an inhomogeneous differential equation, and the last
966 Integral Equations [cB.8
integral, which is along a closed contour within the strip of analyticity,
is equivalent to the transient solution (complementary function) which
remains when <p = O.
The Homogeneous Equation. Let us first examine the comple-
mentary function, the solution of the homogeneous equation
L ATe-ikrz
n
if;c(x) = (8.5.20)
T=O
(There may be, for some special values of },., zeros of 1 - -yI2;},.V of a
higher order than the first, in which case terms of the sort B.xl-le-ik.z
will occur in the expression for y,..) Actually the constants AT are not
yet determined, for 8+ is so far just any analytic function of k. Their
values are determined by initial or boundary conditions, just as with the
usual complementary function for a differential equation. In some cases,
ratios between some of the coefficients must be chosen so that the com-
bination is a solution of the original integral equation; this can be done
easily by substituting (8.5.20) into (8.5.18) .
It might be instructive to verify that ATe-ik,z is a solution of the
homogeneous equation (8.5.18), by direct substitution
§8.5] Fourier Transforms and Integral Equations 967
Are-ik , ,,, = >'A r 1- vex - xo)eik , ,,,. dxo
= >.A r f-
v(y)e- ik , ("' - II ) dy
= A r vz;;: >,V(kT)rik,'"
or 1- vz;;: >.V(k r) = 0 (8.5.21)
if we remember that V(k) is the Fourier transform of v(z) . The last
equation is, of course, satisfied ; k; was originally defined as being a root
of this equation.
An Example. Consider the integral equation
(8.5.22)
[as given by Eq. (8.5.20)]. For this purpose we need to find the zeros of
1 - >. y'2; V, where V is the transform of e-I",I. This may be easily
obtained :
V(k) = -1- f"
y'2; - ..
e- I",lei k2: dk or V(k) = 1
V2J;
+ k2
where V(k) is analytic for the region 11m kl < 1. We then obtain
1- vz;;: >.V = (k2 - (2)' - 1)l!(l + k2)
The zeros occur at k = ± k« where k o = .y2>. - 1. These zeros are
simple. Hence the solutions of the homogeneous equation are
x= e±ik,,,, (8.5.24)
These are solutions only if ± k o is within the domain of regularity of V,
11m kol < 1, which corresponds to the requirement that Im >. < 2 Re >..
These solutions may be verified directly by substitution in the original
integral equation for x or by reducing the latter to a differential equation
by differentiating the entire equation twice. We then obtain
e., = ~ 1°
y'2; -..
e-a"'ei kz dx = A
-yI2; (ik - Oi)
; 1m k < -Oi
968 Integral Equations [CR. 8
The solution (8.5.17) is valid for only a < 1. Then
A { f ee + i.o" (1 + k2 )e- ikz
t/;(x) = 21ri -
+ in" .f
_ .. +i.o" (k 2 - k3)(k _ ia) dk
(1 + k 2 )e- ikz
+ _.. + in" (k - k5) (k + ia) dk
2
}
(8.5 .25)
where we may add any solution of the homogeneous equation, i.e., any
linear combination of the two solutions given in Eq . (8.5.24). The
integration limits satisfy the conditions 'T~ < 1, -Ii > -1 as shown in
Fig. 8.3. Consider two cases, x > 0, and x < O. In the first case we
can add on a semicircle in the lower half plane to the contour of each
integral and so obtain a closed contour. The integrals may then be
t
Im(k) k Plane
---------------.---
t '- Contour for
I" First Integral
To
Re(k)-
Contour for
" Sec.and Integral 1
- }, \ ·-ko 1
_ _ _ _ _ _. . ---1. _
For x < 0, the semicircle now runs in the upper half plane , so that
only the second integral contributes:
t/;- = A {~2;
a
~2 e- a z + k0 o
.J-a+ +1 k3 COS[k
2
oX + t~n-l(ka)]} ; 0
x <0
We may combine these two forms into
a2 - 1 e +
2
k + 1 [ kolxl - tan- 1 - (a)]}
= A {a + ko »; va + k5
t/; 2 2
a 1z ' 0 . COS (8.5 .26)
2 ko
§8.5] Fourier Transforms and Integral Equations 969
Function 1/1 is clearly continuous at x = 0, having the value A there ; but
it has a discontinuity in the first derivative. The discontinuity at z = 0
cannot be modified by adding solutions of the homogeneous equation.
These can only modify the value of 1/1 at x = o. We note that the par-
ticular solution integrals of (8.5.25) bring in a certain amount of the
complementary function x, enough to make 1/1(0) equal A.
The above analysis may be carried through as long as V(k) is analytic
in a strip including the real axis of k. The only possible obstacles are
the evaluation of the transforms <P+, <P_, and V.
Branch Points. There is no great difficulty in extending these results
to cases in which V(k) has branch points present in the strip between
the real axis of k. However, it is essential that a strip exists in which
V(k) and <P+ are analytic, similarly for V(k) and <P_. If these conditions
are satisfied it is only necessary to introduce branch lines and to make
certain that in carrying out the details we do not integrate along con-
tours which cross branch lines. This may cause some hardship in the
evaluation of 1/I(x) from '1'+ and '1'_, since it is no longer possible to per-
form the entire inversion by means of the Cau chy integral formula. One
always remains with integrals along the branch lines which mayor may
not be readily expressible in terms of elementary functions.
In this connection, it is important to remember that the Fourier
transform contains information on the asymptotic behavior of 1/I(x).
From the results on page 462 we know that
Hence 1/1(0) = A, in agreement with the result obtained from the com-
plete solution (8.5.26).
The Kernel vex + xo) in the Infinite Domain. The faltung theorem
may be applied here also. We may again represent 1/I(x) and !p(x)
through inversion formula (8.5.13). The representation of
J-.. . vex + xo)1/I(xo) dxo
is obtained by changing the variable of integration from Xo to - ~o and
then applying .the faltung theorem. We find that
. 1 f..
f
+iTO
_ .. vex + xo)1/I(xo) dx« =.y2; _ ..+ iTO '1'( -k)[y'2; V(k)]e-ik:l: dk
1
+ _/<C f" + iTl
'1'+( -k)[y'2; V(k)]e- ikz dk
v 27r - ..,+iTl
970 Integral Equations [CR. 8
Here the integrand of the first term, as well as q,+(k) and 'It+(k), is pre-
sumed analytic for Im k > TO while the second integrand, q,_ and '1'_, are
analytic for Im k < TI. Note that, if q,+(k) is analytic for Im k > '10,
then q,+(-k) is analytic for Im k < 10. The equation corresponding to
(8.5.15) is therefore
Formula (8.5.17) obtained for the kernel vex - xo) is now replaced by
The integrand of the first integral is analytic for Irn k > TO ; the second
for Im k < TI.
The solution of the homogeneous equation may be obtained from
(8.5.29) by replacing q,+ by 8+, q,_ by S_ and finally by placing S_ = -8+
so that
if; = _1_ J. [S+(k) - y'2; AV(k)S+(-k)] e- ikx dk
y'2; 'f 1 - 21l"A 2V(lC) V( -k)
where the contour is within the region in which V(k) and V( -k) are
§8.5] Fourier Transforms and Integral Equations 971
analytic. By reversing the direction of integration on the second term
if; may be written as
1
J,.
if; = y!211' r S+(k)
[1
+ .y2; AV( -k)e 2ikz] .
1 _ 211'A2V(k) V( -k) e->kz dk (8.5.30)
where V(p) and F(p) are the Laplace transforms of v(x) and f(x) , respec-
tively. This suggests that we should consider Volterra integral equations
G(tlto) = 0; if t < to / ik
The equations may be readily
solved : /'
G(tlto) = (to - t)u(t - to)
Re(p)-
where u(t) is the unit function (see
page 840). Substituting this result
for G, the integral equation becomes
1/t(t) = 1/to + vot + k 2 fot+ (to - t) . Contour
1/t(t) 1
= 2~
11"/,
ji . +
OO
- , 00 +TO
T
' [
Vo 2++Pk1/t20]
P
ep:r; dp; TO >0
We may evaluate this integral by adding on an infinite semicircle, as
indicated in Fig. 8.4, and then applying Cauchy's integral formula. We,
of course, obtain the familiar result
1/t = 1/to cos(kt) + (vo/k) sin(kt)
Volterra Integral Equation, Limits (x , 00). The Laplace transform
may also be applied to integral equations of the following form: .
Now let g(x) = v_ex), that is, equal vex) for x < 0 and equal zero for
x > 0 ; similarly let ep(x) = if;+(x), that is, if;(x) for x > 0 and zero for
x < O. Then the above equation becomes
if;(x) = -1 .
21l't
fi {C(
00 +TO p - a
)}
-iOO+TO p[p - (a - A)]
eP"'dp
if;(x) = -c« CA
-- - - - e(a-A)",
a-A a-A
The first term is Ii particular solution which represents the "steady state"
induced by the "source" term C if a < A . The second term indicates
that the solution of the homogeneous equation, obtained by placing
C = 0, is proportional to e(a-A)",. We note the homogeneous term again
filling the familiar role of the transient.
976 Integral Equations [cH.8
. Mellin Transform. We commence this subsection by recalling the
definition and inversion formula as given in Chap. 4 and Prob. (4.48) .
The Mellin transform of f(x) is given by
F_ exists for Re s > 0' 0 whereas F+ exists for Re s < 0'1. In the event
that F(s) does not exist, 0'0 > 0'1, while the opposite inequality holds if
f does exist.
The inversion formula may accordingly be written
ji - 1ds}
OO+ C1O
f(x) = - 1 . {ji [F
' -_(S)]
- ds + 00 +C11' [F-+(s) (8.5.40)
21l'2 - i 00 +C10' X· - i 00 +C11' X·
where O'~ > 0'0 and O'~ < 0'1. The faltung theorem is
if;(x) = - .
2m
-- -
o'
1 {jiOO+cr [ <1>_ ] ds
-iOO+C10' 1 - V X·
+ ji OO
+ C1,'
-ioo+cr,' 1 - V ,x'
[
-<1>+- ] -ds
+ ¢ [1 ~ V] ~:} (8.5.43)
where the contour integral on S is within the region O'~ < Re p < O'~ ,
within which S must be analytic. The solution X of the homogeneous
counterpart of (8.5.42) is given just by the contour integral. If the
zeros of 1 - V occur at Sr, and if these zeros are of order t, then
(8.5.44)
(8.5.45)
"'( ) =
x
~
21Ti
ji"'- i"'+...'
+"" [ res)
1 - Cr(s)
]~.
(ax)" 110
,> 0
In other words, it is possible to express both r/I- and r/I+ in terms of r/I+:
We look for solutions of Eq. (8.5.48) which behave like eP" for x ~ 00
(where p. < -Tl) . This condition in parentheses is necessary for the
Fig. 8.5 Regions of regularity for '1'+ and '1'_ in the k plane.
>/J- -
x----. _ co
A t : eTO("-"o>>/J+(xo) dx« =
10
AeTO" [ t : e-TOZOY;+(xo) dXo]
10
Consequently it is necessary that J.l < TO and that >/J- behave like eTO" for
x ~ - 00. The band of regularity of 'It+ is therefore for 1m k > p., while
for 'It_the band is for 1m k < TO . These are illustrated in Fig. 8.5, where
it is seen that there is a strip p. < 1m k < TO wherein all the relevant
transforms, V, 'It +, and 'It _, are regular. This result is, as we shall see,
fundamental in the Wiener-Hopf technique.
The transform of expression (8.5.49) may now be taken, employing
the faltung theorem :
'It + + 'It _ = .yz;;: AV'It+
or 'It +(1 - .yz;;: AV) + ''It_ = 0 (8.5.51)
It is clear that some added information must be brought to bear on this
equation before 'It+ and 'It_ can be independently determined. This
is provided by the method of factorization as applied to the function
(1 - .yz;;: AV). This quantity is regular in the strip - T l < 1m k < TO .
We now seek to break it up into factors T+ and T_ such that
(8.5.52)
980 I ntegral Equations [CR. 8
These factors are to be regular and free of zeros in the half planes Im k
> J1. and 1m k < TO, respectively. It is usual in addition to require
that T+ and T_ have algebraic growth, as compared with exponential
growth. That this is possible is shown by Wiener and Hopf in their
original memoir.
In any given problem this factorization must be carried out explicitly.
Assuming Eq. (8.5.52) , we may rewrite the equation for 'It+ and 'It_,
(8.5.51) , as follows :
(8.5.53)
The left-hand side of this equation is regular in the region Irn k > J1.,
while the left-hand side is regular for Im k < TO . Sin ce they have a
common region of regularity TO > 1m k > J1., in which they are equal, we
may assert that - 'It_ T_ is the analytic continuation of 'It+ T+ in the
lower half plane. Hence 'It+ T+ is regular throughout the entire complex
plane and is therefore an entire function which we shall call P(k) .
This whole discussion, together with Eq. (8.5.52) , is, of course, not
definite enough to determine the form of 'It+ T+; this reveals itself through
its behavior for large k. Note that T+ has already been chosen to have
algebraic growth ; i.e. it behaves like a polynomial for large k. The
behavior of 'It+ for large k is determined by the behavior of f+(x) as
x ---+ 0+. The condition that f+(x) be integrable at the origin, necessary
for the existence of 'It+, leads to the asymptotic dependence
'It+( k) ------+ 0
Ikl-> co
We therefore observe that P(k) is a polynomial of degree less than T+
(since P / T+ approaches zero for large Ikl). This fixes the form of P(k);
the undetermined constants may be obtained by substitution into the
original equation (8.5.48) .
Equation (8.5.53) may now be solved for 'It+ and 'It_:
(8.5.54)
The inversion formula is
f+( x) = _ ~
V 211'
f. +iT [P(k) ] e- ik % dk ; J1.
- .. +iT T+(k)
< T < TO (8.5.55)
f-(x) = - 1.
V~1I'
f"- ..
+iT [P(k) ] e- ik % dk ;
+iT T_(k)
~< < T TO (8.5.56)
1 - V21rAV - = [k
k+t
2
(2A .- --
-1) 1
----.
k-t
J[ J
so that T+ = [k 2 - (2A - l)JI(k + i); T_ = (k - i)
The first of these, T+, is clearly regular and free of zeros for Im k > JJ.,
where JJ. is less than TO = 1, while T_ is regular and free of zeros for
Im k < TO, as long as Re A > O. Hence
P(k) = '¥+(k)(k2 - (2A - l)JI(k + i) = -(k - i)'¥_(k)
From this it follows that P(k) for this example must be a constant C.
It cannot increase as rapidly as k, for this would imply '1'+(k) ~ 1. It
cannot decrease more rapidly than a constant, for this would imply a
singularity (pole or branch point) in the finite complex plane. We may
now solve for,!,+ and '1'_:
'1'+ = C(k + i)/(k2 - (2A - 1)]; '1'_ = -C/(k - i)
and 1/;+ = C f-
00 +': {(k
OO+ tT
+ i) /(k2 - (2A - l)]}e- ib dx
Since , in this expression, x > 0, we may close the contour with a semi-
circle in the lower half plane. Employing Cauchy's formula one obtains
1/; = -'-
+
s. {[vu-=I
41rt
+ iJ
V2A - 1
e- iv'2>..-lx
,I2A - 1
+ [vu-=I - .iJ ei v'2>.. - l X}
1/;- = X fo" e-I"- ,,orl/;+(xo) dxo or 1/;- = Xe" fo" e-"OJ/;+(xo) dx«
This is obviously in the form given by (8.5.58) . The solution given in
Eqs. (8.5.57.) and (8.5.58) is that one which is continuous and has a con-
tinuous slope at x = 0.
This factorization is not so mysterious as it might seem. In the first
place it is not necessarily unique, since the requirements on P = '1'+ T+ =
-'1'_ T_ and on the asymptotic form of '1' are not completely rigid . It
turns out, however, that the interrelations between P and the T's and
the '1"s are such that the final solutions come out the same, no matter
which choice is made . In. many cases the factorization is unique. It is
in the example just given. For instance, we might have tried
T+ = l[k 2 - (2X - I)l!(k + i)}(k - (3); T_ = (k - i ) (k - (3)
If T+ is to have no zeros in the range Im k > p. < I, we must have
Im {3 < p. < I ; but in this case T_ would be zero at k = {3, which would
be in the region where T_ is not supposed to have zeros. Or we might try
T+ = [(k 2 - 2X + I)j(k + i)(k - (3)]; T_ = (k - i) j(k - (3)
but this would put a pole in an undesirable region of the k plane. Con-
sequently the only choice which keeps the zeros and poles of T+ below i
and those for T_ above i is the one given , if we are to restrict our choice
to functions which go to infinity with a finite power of k as Ikl---+ 00 .
As a second example, we turn to a problem considered by A. E . Heins :
1/;+(x) =
C f. + iT .
vz;;: _.. + iT e-'kx [cosh(1I"k)
cosh (1I"k) dk .
- cos(1I"a )] 'r_
For x > 0, we may close the cont our in the lower half plane where 'r_ is
regular. The poles of the integrand occur then only at the zeros of
[cosh(1I"k) - cos(1I"a)] which are at -ik = -2n ± a, n = 0, 1, 2, . .
Therefore
.
, [cot(1I"a)] ~ { e - (2n+al'" e-( 2n-al",}
1/;+(x) = C 11" L
'r_[ - (2n + a) i] - 'r_[ - (2n - a)tl
n=O
Finally from the relation between Legendre functions of the first and
second kind,
r, = [tan;1r,B)] [Qfj _ Q-fj-d
r= (z/vP r ) ; p. = cos iJ
Note that P r = No where N equals the (number of atoms/volume)
while a is the total scattering cross section. The equation is then [see
Eq. (2.4.16)]
The constant of integration in the second term and the constant coeffi-
cient A are set by the boundary conditions. Consider the two angular
regions 0 < Jl. < 1 and -1 < Jl. < 0 (the first for particles going to the
right, the second for z components of velocity negative) : Let us call the
corresponding 1's, fa and fb; that is,
fb = 0; fa = f;
fb=f; fa=O;
Then the boundary conditions are that
At r = 0; fa = Io(Jl.)} f Ji 0f 11 fi .
At t = co ; fb = 0 ; a, b > or a mte r (8.5.62)
Here lois the distribution function for the incident beam of particles.
These boundary conditions are met by the following expressions [see
Eq. (2.4.19)] :
fa = Ioe-(,/I') + (1/2Jl.) fo' e-(,-,o)/1' dto J~1 f(to,Jl.o) dJl.o
fb = (l /21Jl.1) !r 00 e(,-,o)/11'1 dto f1 f(to ,Jl.o) dJl.o (8.5 .63)
pm =
11 o
IO(Jl.)e-(,/I' ) dJl. + 11 0
V(k) =
y27r k
1
1 (tan- k) = 1
y27r (2ik)
In (1 ik)
1 - ik
+-
so that the function T which is to be factored into T+/ T_ is :
where
(8.5.68)
The component q.: is analytic for 1m k < {3, while q+ is analytic for 1m k
> - {3, where (3 < a , a being the limit of convergence of the transform V
of the kernel.
We are now ready to employ Eqs. (8.5.68) for the purpose of writing
'I' = '1'+/'1'_ as required in Eq. (8.5.52). This desideratum is equivalent
to the breaking up of In 'I' into In '1'+ - In '1'_, which may be done with
the aid of Eq. (8.5.68) if InTis free of singularities in the strip. Since
'I' is analytic there, difficulties can occur only where 'I' has zeros, say at
k; Moreover, to ensure convergence of the integrals in (8.5.68) we
should require that q(q) --? 0 as 1111--? 00 within the strip. If q(k) is to be
the logarithm ofT, then 'I' must go to unity at Ikl--? 00.
Function q cannot be the logarithm of just '1' ; we must introduce
enough factors to cancel out the zeros of 'I' inside the region of analyticity
11m kl < a of V and then to bring the whole argument of the logarithm
to unity for Ikl--? 00 . We have said that the zeros of 'I' inside the region
of analyticity are at k; (r = 1, 2, . .. ,N). The ratio T/II(k - k T)
therefore has no zeros in the strip [sometimes the zeros are of higher
order, in which case (k - k T ) must enter with a higher power]. This
ratio, however, will not go to unity at Ikl--? 00 ; we need to multiply it
by some polynomial in k (which has no zeros in the strip) . If, for
example, [T/II(k - k --? (k-M/C) as [kl--? 00, we could multiply by
T) ]
C(k 2 + a 2 )i M , taking
q = In
2
+ 1) (1 -
[(k~ tan-
--k-
1
k)J ; a = 1
so that
q.; = ~
2'l1"t
t.:
- ee -fJi
In[(1]2 ~ 1) (1 _ tan-
1] 1]
1
71)J~;
71 - k t3 < 1 (8.5.71)
while q.. involves the same integrand with limits 00 + t3i, - 00 + t3i. As
a final step we must determine P(k) = '1'+ T+ = -'1'_ T_ where , accord-
ing to (8.5.70),
(8.5.72)
From the convergence of the integrals for q+ and q_ it follows that both
are bounded for large k in their respective regions of regularity. Hence
e:«: approaches a constant, so that T+ --t k. Again since '1'+(k) --t 0,-
and since P is an entire fun ction, P must equal a constant, say A . There-
fore the Fourier transform of p+ is
which is i In t so that
q+(O) = - In V3
To obtain the next term we employ Eq. (8.5.74) where we make the
integrand regular at ~ = 0:
(8.5.75)
R ~ ~ (k
+ k-70 V3
+ i)
k2
[1 + k I (0)]
q+
Ai[! + 1 + iq~(O)J
----. V3 k 2 ik
Hence
p+(t) ~ constant [1 + iq'+(O) + t]
\-70
the solution may be expressed in the form (8.5.79) and (8.5.80) if T+ and
T_ are now defined by
-A~ V = T+/T_
This completes our general discussion of integral equations. We shall
apply many of the te chniques touched on here, in later chapters. It
must have been noticeable throughout this chapter that the subject of
integral equations is not at all so well organized as the subject of ordinary
differential equations. There are no rules, so simple as the rules for
finding singular points, which enable us to classify kernels of an integral
equation and to recognize easily what representation, integral or series,
for the unknown function will lead most easily to the solution. This
situation is in part due to the fact that integral equations generally
represent a much more complex physical and mathematical situation.
Only rarely is an integral equation equivalent to a second-order differ-
ential equation. More often it corresponds to a differential equation of
infinite order.
However, there are some cases for which we may obtain a straight-
forward solution. For example, kernels of the form v(x - xo) may be
discussed with the air of the Fourier transform. ' For many cases, how-
ever, suitable algorithms for general solution have not been discovered.
In spite of this, the integral equation formulation of a problem will prove
992 Integral Equations [cH.8
to be useful, for as we shall see in the next chapter, it forms the basis
for the development of many of the approximate solutions to the equations
of physics.
o{ fy, (z)!/I(z) dz } = 0
ffl]i (z)K(zlzo)!/I(zo) dz« dz
[see Eq. (6.3.19) for the analogous equation for a differential equation].
The stationary values of the quantity in braces are the eigenvalues An
[see Eq. (8.2.24 )].
A singular kernel has dis continuities or singularities within the range
of integration, or else the limits of integration extend to infinity.
Some of these kernels may be reduced to nonsingular kernels by iteration;
those which cannot are called intrinsically singular (see page 924).
Homogeneous Fredholm equations with intrinsically singular kernels
may have a nondenumerable infinity of eigenvalues ; all values of A within
certain ranges may be allowed.
Green's Function for the Inhomogeneous Equation. The inhomo-
geneous Fredholm equation of the second kind may be solved in terms of
the Green's function Gx(z lzo), a solution of
The solution is
!/I(z) = cp(z) + AJGx (zlzo)cp (zo) dz«
The Green's fun ction G» may be expa nded in various series involving the
eigenfunction solutions !/In of the homogeneous equation, t he eigenvalues
An, or the iterated kernel K n:
l:
00
= Kn+I(zlzo)An
n=O
K(zlzo) = K I(z\zo) = Go(zlzo)
assuming I/; = ~anxn we have <p(z) = ~anbnzn and the unknown coeffi-
cients an may be determined by comparison with the series expansion
of <p.
b. K is a Green's function expressible in appropriate eigenfunctions Xn,
K(zlzo) = ~bnxn(zo)xn(z)
Solution: I/;(z) = -
1 foo <p(k)e-
- i zk dk [Eq. (8.3.59)]
211" _ 00
Solution : 1
I/;(z) = 2-'
1I"t
f i OO
-ioo+_
+- <p(p)ePZ dp [Eq . (8.3.66)]
Solution:
1
if;(z) = 2-----0
fi OO
+' z-acp(s) ds [Eq. (8.3.68)]
1rt -ioo+.
Solution : if;(z) = - .
1
21rt
fi 00
-ioo+.
-r-e [<I>( )]
-p- epa dp ;
V(p)
Re z >0
[Eq . (8.5.34)]
where V(p) = fa 00 v(x)e- P % dx; <I>(p) = fa 00 cp(x)e-p % dx
Solution : if;(z) = - 1 .
21rt
fi-ioo+.
+' [
OO
<1>( ) ] ePZ dp
--p-
V(-p)
where V( -p) = fa 00 v( -x)e P dx%
Lan[amn -
n
(I /A)omn] = 0; a mn = JXm(ZO)gn(ZO) dz«
- .. + iT 1 -
If>(k) e- ik z dk
vz;;: ~V(k)
If separate transforms must be established for z < 0 and for z > 0, then
Eq. (8.5.17) holds.
e. K = v(z - zo), integration 0 to 00, Wiener-Hopf type. For solu-
tion see Eqs. (8.5.55) , (8.5.56), and (8.5.76).
+
f. K = v(z zo), integration - 00 to 00 , Fourier transform. For
solution see Eq. (8.5.29) .
g. K = (1/z o)v(z/zo), integration 0 to 00, Mellin transform. For solu-
tion see Eq. (8.5.43) .
Solutions of Volterra Equation of the Second Kind. There are no
nonzero solutions of the homogeneous equation. In the cases K =
v(z - zo) integration 0 to Z or z to 00 , the Laplace transform can be
invoked, as with the Volterra equation of the first kind. Solutions of the
inhomogeneous equation of the second kind are given in Eqs. (8.5.34)
and (8.5.38).
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and, 78, 231 et seq. 376
observables in, 79 and analytic continuation, 377
rotation operator in, 91 (See also Circle of convergence)
transformation function in (see Trans- Ramsauer effect, 1684
formation function) Random flight and Green's function, 702
uncertainty principle in (see Uncer- Rayleigh-Ritz method, 1117
tainty principle) and secular determinant, 1118
xxx Index
Rayleigh scattering, 1884 Recurrence formulas, for Weber func-
Reactance, 300 tions, 1566
radiation, 899, 1424, 1427 Recursion formulas and differential equa-
and resistance, 373 tions, 539, 568
(See also Impedance) and difference equation, 540
Real and imaginary parts of analytic three-term, 555, 557
functions, 371 two-term, 542, 570
and Hilbert transforms, 372 Reflection, diffuse , 1619
and images, 370 of elastic wave, 1814, 1818
and impedances, 372 of electromagnetic wave, from end of
Reciprocal functions, 915 duct, 1832
Reciprocity principle in abstract vector from plane, 1813
space, 883 from strip, 1427
and causal ity , 858 from wire across duct, 1838
for difference equation, 701 for Schroedinger equation, 1071, 1075,
for diffusion equation, 858 1094, 1655, 1660
generalized, 872, 890 Schwarz, 393
for Helmholtz equation, 804, 808 for sound waves in ducts, 1443
for Klein-Gordon equation, 854 with const rict ion, 1443
for Laplace equation, 799 with elbow bend, 1447
for scalar wave equation, 834 with iris diaphragm, 1514
for scattering, 1131 lined, 1522
for vector wave equation, 1769 with termination, 1529
Rectangular coordinat es, 501, 513, 656 variational principle for, 1128, 1517
and wave equation, 1364, 1434 Reflection coefficient, 130, 1066, 1071,
and Green's function for interior 1489
problems, 1365, 1434 Born approximation for , 1081
and separation of variables, 501, 513 Fredholm series for, 1081
and strip inside rectangular in- WKBJ approximation for , 1100
closure , 1435
Refraction, index of, 1815
and vector waves, 1773, 1823
and Snell 's law , 1817
and electromagnetic resonators,
1849 Region, multiply connected, 363
(See also Cartesian coordinates) Regular singular points, 532
Rectangular ducts, 1440, 1819 differential equation, with one , 536, 667
acoustic transients in, 1441 and one irregular, 550-555
constriction in, 1443 and Bessel equation, 553
and confluent hypergeometric
effective impedance for , 1447
with elbow bend, 1448 function, 552
electromagnetic waves in, 1819 and coulomb wave function,
Green 's fun ction for , 1823 550,553
Recurrence formulas, for Bessel fun c- table of formulas, 671-673
tiona, 619, 1322 with three, 537-549
spherical, 622, 1574 and hypergeometric functions, 541
for confluent hypergeometric fun ctions, and Papperitz equation, 539
671 standard form, 539
for gamma functions, 419 table of formulas, 667-671
for Gegenbauer polynomials, 782 with two, 536, 671
for Hermite polynomials, 786 and one irregular, 555
for hypergeometric functions, 668 and Mathieu's equation, 556
for Jacobi polynomials, 1755 and indicial equation, 534
for Laguerre polynomials, 784 Relativistic energy, 97
for Legendre functions, 735, 782, 1325 Relativistic particle, Lagrange function
for Legendre polynomials, 600, 749, for , 297
782, 1326 Relativity (see Lorentz transformation)
for polygamma functions; 423 Relaxation oscillations and conductivity,
for semi cylindrical functions, 1756 208
for spherical harmonics, complex, 1662 Reproduction rate, 1596
Index xxxi
Residues, 408, 481 Scalar potential, 53, 144, 1763
calculus of, 408-419 wave equation for, 206
Resistance, 300 Scalar product of vectors, 10
flow, 1198 Scalar waves (see "\yave equation, scalar)
radiation, 899, 1395, 1424, 1427 Scale factors, 24, 504
and reactance, 373 and concentration points, 504
(See also Impedance) Scattering, Born approximation for ,
Resonance effects in scattering, 1392, 1073, 1076, 1688, 1692, 1738
1490, 1684 boundary conditions for, 1065
Resonant frequen cies, 287 from central fields, 1681
variational principle for, 1112 Born approximation for , 1073, 1688
(See also Eigenvalues ; Resonators) exponential potential for, 1687, 1695,
Resonators, acoustic, cylindrical with 1702
slot, 1392 long-wavelength approximation ,
Helmholtz, 1490 1088, 1686
rectangular room with strip, 1435 phase shifts and, 1068, 1072, 1681
sphere, 1468 Ramsauer effects for, 1684
with hole, 1490 resonance effects for, 1684
vibrating string in, 1472 of shielded atom, 1682
electromagnetic, 1849 variation-iteration method for 1704
energy loss in, 1851, 1871 variational method for , 1123, ' 1130,
excitation, by cur ren t, 1853 1160, 1701, 1704
by wave guide , 1855 WKBJ method for , 1101
Green's function for, 1850 cross-section, 178, 1066, 1545, 1883
klystron, 1859 differential, 1066
an~ forward scattering, 1069, 1547
Q of, 1851, 1871
rectangular parallelepiped, 1849 dyadic, 1897
spherical cavity, 1870 of electromagnetic waves, by cylinder,
containing small obje ct, 1887 1862
variational method for, 1895 by small object, 1887
by sphere, 1882
Retarded potential, 206, 840, 873
variational principle for , 1898
Reynolds number, 1795
forward, distribution function for ,
Riemann surfaces, 401
1610, 1748, 1750
Right-handed coordinate system, 9, 23
Fredholm series for, 1078
Robertson condition and separability
higher Born approximations for, 1076,
510 '
1693
Rotation operator, 33 integral equation for (see Integral
in quantum theory, In equations)
quaternion, 75 Kirchhoff approximation for , 1073
rigid ,61 length, 1087, 1089
spinor, 105 long-wavelength approximation for,
of spinors, 102 1085-1092, 1686
Rotational coordinates and separability nonuniform, 188
646 ' perturbation methods, 1064-1106
Rutherford scattering, 1669, 1691 Rayleigh, 1884
for Schroedinger equation, 1681
s elastic and inelastic scattering, 1740
form factor and, 1~91 , 1742
Saddle point, 440 particle exchange in, 1742
(See also Steepest descents, method of) two-body problem in, 1738
Saloon and random flight, 702 Rutherford, 1669, 1691
Scalar, 46, 55 variation-iteration method, 1704
(See also Invariants) variational method for, 1123, 1130,
Scalar fields, 4 1135, 1160, 1168, 1701,1704
general properties, 302-318 from shielded atom (see Atom)
table, 343-345 short-wavelength approximation for,
variational principle, 302-318 1102, 1105. 1380, 1484, 1551
xxxii Index
Scattering, of slow particles, 1686 Schroedinger equation, in parabolic coor-
of sound, by air bubbles in water, 1498 dinates, 654, 1667
coherent, 1496 penetration of barriers and, 1099, 1659
by cylinder, 137& radial (see Radial Schroedinger equa-
and effective width, 1379 tion)
long-wavelength limit, 1380 reflection and transmission, 1075, 1081,
shadow, 1380 1094, 1655
short-wavelength limit, 1380 scattering for (see Scattering)
with slit, 1387 separability of, 494, 513, 656-664
by disk, 1522 for short-range forces, 1644
by ensemble, 1494 stationary states in, 1639
by Helmholtz resonator, 1490 stress-energy tensor for, 314
incoherent, 1496 table of properties, 344
by parabolic boundaries, 1402 time-dependent, 251
by sphere, 1483 time-dependent perturbations and, 251,
with complex index of refraction, 1645
1486 two-particle problems, 1709
with impedance boundary con- variation-iteration method for , 1026-
dition, 1489 1032, 1137-1146, 1165, 1698
short-wavelength limit, 1485, 1551 variational method for, 1114, 1123-
by strips, 1428, 1549 1131, 1135, 1160, 1168, 1170, 1695,
variational principle for, 1544 1734
variational method for (see Variational variational principle for, 314, 344
methods) WKBJ method, 1092-1106
variational principle for, 1130, 1135, Schwarz inequality, 82
1160, 1168, 1544, 1701, 1704 Schwarz reflection, 393
WKBJ method, 1102 Schwarz-Christoffel transformation, 445,
Scattering amplitude, 1065, 1069, 1070, 446, 1243
1167 examples, 447-451, 1244-1251
integral equation for, 1077 Secular determinant, 59, 1011, 1034
variational principle for, 1131, 1135, for boundary-condition perturbations,
1168, 1701, 1704 1040, 1045
Schmidt method, 781-782, 928-929 for boundary-shape perturbations, 1054
tabulation, 781 and variational method, 1118
Schroedinger equation, 1638-1745 for volume perturbations, 1011, 1034
angular momentum, 1661, 1721 Self-adjoint operators, 871, 1112
Born approximation for , 1073, 1076, and symmetric kernel, 908
1688, 1692, 1738 Semicylindrical functions, 1756
cent ral fields and, 1661-1681 Semidefinite kernels, 909, 916
charge density for, 1639 Semidiagonal kernels, 954
current density for, 1639 and generating fun ctions, 954
degenerate systems in, 1673 Separability, of Helmholtz and Schroed-
eigenvalue distribution of, 766-768 inger equations, 495-522
electron in diatomic molecule, 646 and boundary condit ions, 495
Feenberg series for, 1010 and confocal quadrics, 511
Fredholm series for, 1018 for coordinate systems, 497
general perturbations of, 1001-1038, Robertson condition for, 510
1647 and separation constants, 498, 757
and geometrical optics, 1106 Stackel determinant and, 510
and Hamilton-Jacobi equation, 1106 table of results and coordinate sys-
integral equation for , 244, 1071, 1077 tems, 655-664
and WKBJ method, 1094 of Laplace equation in three dimen-
inversion and parity, 1723 sions, 518
Lagrange density for , 314 and confocal cyclides, 519
long-wavelength approximation, 1088 and rotational coordinates, 646
many-particle problems in; 1709 tabulation, 655
in momentum space, 239, 1077, 1638, of separation constant, 516, 757
1678 of vector Helmholtz equation, 1764
Index xxxiii
Separation constant, 498 Sink for fluid motion, 153
and boundary condit ions, 506 Skew-Hermitian operator, 910, 918
and separability of, 516, 757 Skin depth, 1851
Series, confluent hypergeometric, 552, effective in scattering, 1864
554, 617 Slit, diffraction by, 1430
eigenfunction, "726, 743, 745, 748 fluid flow through, 1196, 1197, 1795
Fourier (see Fourier series) Slow particles, scattering of, 1686
hypergeometric (see Hypergeometric Slowing down , effect of, 196, 1599-1603,
functions) 1631-1638
and integral representations, 578 Small obje ct inside hollow conducting
inversion of, 411 sphere, scattering by, 1887
Laurent (see Laurent series) Snell's law, 1817
power, 385 Solving kernel, 914
(See also Taylor series) Sound waves and heat flow, 268
a~d solution of differential equations, (See also Compressional waves in fluid ;
530-576 Ducts, sound waves in ; Radiation
summation, 413 of sound ; Scattering of sound)
Taylor series (see Taylor series) Source, for fluid motion, 153
Shadow, 1380, 1552 for incompressible fluids, 157
Shape change in waves, 145,687,843-847 moving, 212, 841
Shear modulus, 71 strength of, 17
pure , 69 Source point, 16
simple, 68 Sphere, charged rotating, 1803
wave (see Transverse waves) elastic waves on, 1872
Shearing stress, 71 compressional, 1873
Shielded atom (see Atom) torsional, 1872
Shock front, 170 electromagnetic waves inside, 1870
Shock waves, 168 Green's function for, 1872
Short-range forces, 1644 heating of, 1604
Short-wavelength limit, for radiation, hollow flexible, vibrations of, 1469
1375, 1469, 1537 radiation from, 1477
for scattering, 1102, 1105, 1380, 1484, radiation from piston in, 1481
1551 scattering by (see Scattering)
and Maggi transformation, 1552 vibrating inside string, 1472
for Schroedinger equation, 1092-1106 Spherical Bessel functions (see Bessel
and geometrical optic, 1106 functions)
(See also WKBJ method) Spherical coordinates, 514, 658
Sine Fourier transforms, 455 and elastic waves on sphere, 1872
Sine z, infinite product for , 385 and Laplaceequation, 1264-1284
table of values, 1413-1914 and charged spherical cap, 1269
Single-valued functions, 391 and charged wire in sphere, 1275
Singular kernel, 921, 993 and dielectric sphere in uniform
intrinsically, 924, 993 field, 1256
Singular points for differential equations, and flow past sphere, 1266
516 Green's function for, 1273
confluence of, 515 and hole , spherical shell with, -1283
irregular, 532 integral representation of solutions
regular, 532 of, 1270
Singularities for functions of complex magnetic field from current loop, 1267
variable, 358, 480 and multipoles, 1276-1283
and branch points, 400 and off-center spheres, field of, 1272
and classification of functions, 381 and potential of sphere, 1265
and conformal mapping, 361 vector, 1799
essential, 380, 481 and elastic distortion of sphere,
and inverse function, 361 1807-1810
isolated, 380 and field, of charged rotating
poles, 380 sphere, 1803
Singularity of fields, 20 of wire loop, 1803
xxxiv Index
Spherical coordinates, and Laplace equa- Spheroidal wave functions, table of for-
tion, vector, Green's function mulas, 1576
for, 1801 Spin operator, 89, 104, 259
vector eigenfunctions for, 1799 under Lorentz transformation, 262
and viscous flow about sphere, Pauli, 104
1804 Spinors, 100-107
and scalar wave equation, 1462-1502 and four-vectors, 101
Green's function in, 1466, 1469 Lorentz transformation of, 102
and Helmholtz resonator, 1490 space rotation of, 102
and plane-wave expansion, 1466 Spur, 55, 60, 913, 916, 994, 1023
and radiation, from piston in sphere, Stackel determinant and separability, 509
1481 tables, 656
from sphere, 1477 Stark effect, 1676
and scattering, 1483-1494 Standard form of differential equation of
by Helmholtz resonator, 1490 second order, table, 667
by sphere, 1483 Standing-wave ratio, 130
with complex refraction index, States of system, 76, 78
1486 bound, 1650 _
with impedance boundary condi- in quantum mechanics, 231
tions, 1489 stationary, 1639
short-wavelength approximation, Static elasticity (see Elasticity)
1551 Steepest descents, method of, 437, 478
vibration, of hollow flexible sphere, for Bessel functions, 627
1469 expressions for , 441, 442
inside sphere, 1468 for gamma functions, 442
of string inside sphere, 1472 and short-wavelength limit, 1540
and vector wave equation, 1865 Step function, unit, 123, 415, 840
and dipoles and multipoles, 1867 Stokes' law, 1807
Green's function in, 1874 Stokes' phenomena, 437, 742
and longitudinal waves, 1865 and confluent hypergeometric function ,
and plane-wave expansion, 1866 609, 611, 614
radiation in, 1867, 1875 Stokes' theorem, 43
and resonator, 1870 for dyadics, 66
and scattering, 1882 Straight edge, diffraction by, 1383-1387
Spherical harmonics, 1264, 1463 Strain, 67
addition theorem for, 1274 for elastic waves, 149
complex, 1463 homogeneous, 68
Ferrer's, 1286 stress relation, 71
Hobson's, 1286 Stream function, 156, 1219
table of formulas, 1325-1327 (See also Flow function)
vector, table of formulas, 1898 Strength of source, 17
Spherical waves, converging, 146 Stress, 70
diverging, 146,1065 and biharmonic equation, 1786
electromagnetic, 1865 in cylindrical coordinates, 1841
Spheroidal coordinates, 514, 661 circular, 1796
(See also Oblate spheroidal coordinates; for elastic waves, 149, 1813
Prolate spheroidal coordinates) in fluids, 158
Spheroidal wave functions, 642, 1503- in spherical coordinates, 1805
1511 principal, 71
approximate formulas for, 1504 shearing, 71
asymptotic behavior of, 1505 on sphere, 1808, 1810
and Gegenbauer polynomials, 643, 1503 strain relation, 71
integral representations for, 1508 wave, 306
normalization of, 1503 Stress-energy tensor, 98, 305, 319, 342
product expansion of, 1509 and conservation theorems, 305
radial, 643, 1505-1511 . for Dirac equation, 336
and spherical Bessel functions, 643, for elastic media, 322, 325
1505 for electromagnetic field, 216, 328
Index xxxv
Stress-energy tensor, and field intensity, Sturm-Liouville equation , eigenvalues of,
320 721-724
and field momentum density, 321 factorization of, 729, 788-790
for Klein-Gordon equation, 317 Green 's fun ction for, 832
for Schroedinger equation, 315 normalization of, 728
for sound waves, 312, 343 orthogonality of, 727
for string, 305 oscillation theorems for, 721, 724
symmetrization of, 338 self-adjoint, 720
for vector fields, 319 variational principle for , 736
and wave momentum, 306 Subsonic flow, 165
Stress function, 1786 Sum rule, matrix, 1742
compatibility equation, 1787 Summation of series , 413
String, elastically braced, 138 Supersonic flow, 161, 165-171
(See also Klein-Gordon equation) Supporting curve, 677
flexible, 120-141, 302-306, 1335-1349 Supports of string, movable, 1359
static, 120-123 nonrigid, 1344
equation for, 121 Surface charge and boundary conditions,
Green's function for , 123 795,807
vibrating, 124-142, 302-306, 1335- Surface-charge density, 218
1349 Surface heating, transient, of slab, 1585
with elastic support, 1343 Surface integral, 16
energy of, 126, 305 Surface perturbations, 999, 1038-1064
energy flow in, 127,305 (See also Perturbation of boundary
equation of, 124, 125, 304 conditions)
forced motion of, 129 Surface waves for two-particle Schroe-
and Fourier series, 135 dinger equation, 1712, 1728
with friction, 137, 1335, 1341
Surfaces, equipotential, 14
Green 's function for, 125, 1336
isotimic,5
impedance, effective, 128
Riemann, 401
Lagrange density for, 302
momentum density, canonical, 304 Susceptance, 300
with movable supports, 1359 matrix, 1370
with nonrigid supports, 1344, 1359 Symmetric dyadic, 58
reflection coefficient for , 130 eigenvalue problem for, 59
in sphere, 1472 Symmetric kernel, 908, 912, 992
standing-wave ratio, 130 and self-adjoint operators, 908
stress-energy tensor, 305 Symmetrization of stress-energy tensor,
transient response, 131, 1333-1343 338
variational principle for, 302, 343
wave momentum, 306
stress, 306
velocity, 124 Tan z, expansion in partial fra ctions, 384
weighted, 131 tables of values, 1913-1917
and limit to cont inuous string, 134 T angential solution of vector Helmholtz
normal modes, 134 equation, 1766
operator equation for , 131 (Tanh z)/z, properties of, 405
Strips inside rectangular enclosure, 1435 Taylor series, 375
radiation from, 1423 analytic continuation of, 377
carrying current, 1425 radius of convergence, 376-377
scattering by, 1428 (See also Power series)
by variational method, 1549 Telegraphist's equation, 865
Structure factor, 1.691, 1742 Green's function for , 866
Struve function, 1324 initial value problem, 868
Sturm-Liouville equation, 719-748 Tension, 70
asymptotic formulas for, 739 Tensors, 44-54
density function for , 728 and dyadics, 54
eigenfunction series for , 726 electromagnetic field, 209
and Fourier series, 743 types, 46, 55
xxxvi Index
Tensors, vector operators as, 50-51 Transients, for vibrating string, 131
(See also Strain ; Stress ; Stress-energy (See also Initial-value problems)
tensor) Transmission (see Reflection)
Tetradics, 72 Transmission line, 218
Theta fun ctions, 430-433 characteristic impedance for , 220
and Mathieu functions, 1417 Transport cross section, 188
t able of properties, 489 Transport equation, 187, 897, 1607, 1632,
Three-particle problem in quantum me- 1635
chanics (see Two-particle problems in (See also Distribution function; Par-
quantum mechanics) ticle diffusion)
Time, as parameter, 247, 248 Transverse components of vector field,
proper, 93 1761-1763
in quantum mechanics, 247-254 curvilinear coordinated, 1764
un certainty principle for, 247 Transverse eigenfunctions, vector, for
Time dependence of operators, 85, 249 circular cylindrical coordinates,
Time-dependent Hamiltonian, 251 1797
Time-dependent Schroedinger equation, for rectangular coordinates, 1774
251 for spherical coordinates, 1801, 1866
Toroidal coordinates, 522, 666 Transverse elastic waves , 143, 147, 1813
and Laplace equation, 1301 in curvilinear coordinates, 1840
Green 's fun ction for, 1304 impedance of medium, 151
and separability, 522 reflection of, 1814
Toroidal harmonics, 1302, 1329 stresses caused by, 149, 1813
table, of properties, 1329 Transverse electric waves in duct, 1819
of values, 1923 attenuation of, 1831
Torsional admittance, 1846 dispersion of, 1820
Torsional wav es, along bar, 1841 effective impedance for, 1822, 1833
forced motion of, 1844 Q of, 1852
on sphere, 1872 Transverse electromagnetic waves, 206,
Total cross section, 181 211, 1812, 1819
and forward scattering, 1069, 1546 Transverse Green's dyadic, 1779, 1875
Tractions on surface, of cylinder, 1841 expansion for, 1782
of sphere, 1808, 1810, 1872 Transverse magnetic waves in duct, 1822
Transfer impedance, 285 attenuation of, 1831
Transformation, canonical, 287 effective impedance for, 1823, 1833
conformal (see Conformal mapping) Q of, 1852
and conjugate variables, 287 Trial functions, 1107, 1117
Lorentz (see Lorentz transformation) Trigonometric functions, 1320
Maggi,1552 table of values, 1913
of operators, 85 Triode, 1234
Schwarz-Christoffel, 446-451 , 1244- Triple product, scalar, 11
1251 Tschebyscheff fun ctions, 544, 549
unitary, 86 and Gegenbauer functions, 604, 782 '
Transformation function in quantum and Legendre functions, associated, 604
theory, 236-239 table of properties, 780-783
equation for, 238, 239 Tubes (see Ducts)
for vibrating string, 135 Two-particle problems in quantum me-
Transforms, generalization of, 943 chanics, 1709-1745
and integral equation, 942, 960 one-dimensional case, 1709-1719
(See also Euler transforms; Fourier and coupled harmonic oscillator,
transforms ; Hankel transforms ; 1718
Hilbert transforms; Laplace trans- Green 's functions for , 1711
rorm ; Mellin transform) and partly bound states, 1713
Transient heating of slab , 1585, 1590 three-dimensional case, 1720-1745
Transient membrane motion, 851 and angular momentum, 1720-1723
Transients, 1333-1343 bound, free , and surface states for,
in du cts, 1441 1728, 1734
and Fourier integrals, 131, 1333 Green 's function for , 1730
Index xxxvii
Two-particle problems in quantum me- Variational integral, 276, 342
chanics, three-dimensional case, and Euler equations, 277
Hylleraas coordinates for, 1737 and Lagrange density, 276
parity and , 1723 Variational methods, for distribution
particle exchange and, 1742 functions, 1628
scattering in, 1738 for ducts, 1517
inelastic, 1740 for transmission coefficient, 1128
symmetrization of wave fun ction, for eigenvalues, 1106-1158
1724 for bound states, 1114, 1117
for exponential potential, 1696
U for helium atom, 1734
for boundary perturbations, 1131-
Uncertainty principle in quantum theory, 1134, 1166
80,88,226 for electromagnet resonators, 1895
for conjugate variables, 230 for Helmholtz equation, 1112
for energy and time , 247 for Hermitian operators, 1109
for harmonic oscillator, 246 for higher eigenvalues, 1153
Uniform field, circular cylinder in, 1184 for integral equations, 912, 914, 993,
dielectric sphere in, 1266 1120
elliptic cylinder in, 1199 with linear parameters, 1116
oblate spheroid in, 1293 and secular determinant, 1118
prolate spheroid in, 1286 for lowest eigenvalue, 737
sphere in, 1266 with nonlinear parameters, 1117
two cylinders in, 1211 and perturbation theory, 1119
two spheres in, 1300 Rayleigh-Ritz method, 1117
Unit cell for doubly periodic functions, for electrostatics, 1108
427 for Helmholtz equation (see Helmholtz
Unit shift operator, 132 equation)
Unit step function, 123, 840 for inhomogeneous equations, 1111
integral representation, 415 for Laplace equation, 1108
Unitary dyadic, 61 for radiation problems, 1136
Unitary operator, 84 for scattering, 1123, 1130
amplitude, 1131, 1135, 1168, 1701,
v 1704
of electromagnetic waves, 1898
Variables, complex (see Complex variable) for exponential potential, 1702
conjugate, 287 for phase shifts, 1123-1128, 1160,1701
quantum, average value, 232, 238 in quantum mechanics, 1123-1131 ,
commutation rules, 238 1135, 1168, H70, 1695, 1701, 1704
conjugate, 229 for transmission coefficient, 1128,
independent, 233 1157
Variation-iteration (V-I) method, 1026- for Schroedinger equation (see Schroe-
1032, 1137-1146, 1149-1152, 1165 dinger equation)
for circular membrane, 1149 for sound, 1544
convergence of, 1028, 1140 for hole in infinite plate, 1521
extrapolation method for, 1143 for strip, 1549
inequalities for eigenvalues for, 1139, for two-particle problems, 1734
1150 Variational parameters, 1107, 1116-1118
for lower bounds for eigenvalues, 1144, linear, 1116
1152 and secular determinant, 1118
Mathieu equation, application, 1031 nonlinear, 1117
minimized iterations and, 1155 Variational principles, 275-346
with nonorthogonal functions, 1037 and auxiliary condition, 278 .
in quantum mechanics, 1698 for diffusion equation, 313
for exponential potential, 1700 for Dirac equation, 335
for scattering, 1704 for distribution functions, 1628
for Schroedinger equation (see Schroe- for elastic media, 322, 325
dinger equation) for electromagnetic field, 327
xxxviii Index
Variational principles, for Helmholtz Vector Poisson equation, 1791
equations, 306, 1112 for incompressible viscous flow, 1792
for integral equations, 912, 914, 993, Vector potential, 53
1120 for elasticity, 144, 147
for Klein-Gordon equation, 316 for electromagnetic fields, 205, 1763
for Laplace equation, 307 for fluid motion, 162
for Schroedinger equations, 314, 344 for magnetic fields, 203, 1763, 1791,
for Sturm-Louiville equation, 736 1798, 1803
tabulation, 341-346 Vector space, complex, 81
for vector field, 318 (See also Abstract vector space)
for vibrating string, 302, 343 Vector wave equation, 206, 1762-1784,
Vector diffusion equation, 163, 1812 1789-1791, 1812-1891
and nonstationary viscous flow, 1848 boundary conditions for, 1760, 1768,
Vector eigenfunctions (see Eigenfunc- 1814
tions, vector) dyadic impedance for , 1815
Vector field, variational principles for, 318 Green's functions for , 1789
angular-momentum density, 321 integral representation for, 148
Euler equation, 318 (See also Elastic waves; Electromag-
field intensity, 320 netic waves ; Vector Helmholtz
field momentum density, 321 equation)
stress-energy tensor, 319 Vectors, 8
symmetrization, 339 axial, 10, 29, 42, 46
tabulation, 341-343 and complex numbers, 351
Vector Green's theorem, 1767 contravarient, 30, 44
Vector harmonics, spherical, table, 1898 covarient, 30, 44
zonal, table, 1900 cross product of, 10
Vector Helmholtz equation, 1762-1784, four-, 96
1812-1891 for currents, 208
in cylindrical coordinate, 1823 for momentum, 97
ducts, waves in, 1819-1839 potential, 208, 326
eigenfunctions for, 1772 pseudo, 209
Green's dyadic for, 1769, 1777, 1874 rotation of, dyadic, 55
longitudinal and transverse, 1779 scalar product, 10
inhomogeneous, solution of, 1770 triple, 11
plane wave, reflection of, 1812 and spinors, 101
radiation, 1427, 1867, 1875-1882 sum of gradient and curl, 52
in rectangular coordinates, 1773, 1849 transformation, 29
and resonators, electromagnetic, 1849-
Velocity wave, dispersion of, 140, 1820
1862, 1870-1872, 1887
for elastic waves, 142, 143
and scattering, 1862-1864, 1882-1887,
for electromagnetic waves, 206
1898
for Klein-Gordon equation, 140
separability of, 1764
for sound waves, 163
in spherical coordinates, 1864-1891
for waves on string, 124
in spheroidal coordinates, 1892
tangential solution, 1766 Velocity amplitude, 128
variational principle, 1895, 1898 Velocity density for Dirac equation, 261
(Se e also Electromagnetic waves ) Velocity potential, 153, 307
Vector Laplace equation, 1784 and compressible flow, 167
and biharmonic equation, 1786 and Laplace equation, 155
currents, fields due to, 1791 and wave equation, 162
Green's dyadic for, 1798 (See also Fluid flow)
Green's fun ction for (see Green's func- Vibration (see Helmholtz equation; Mem-
tion) brane ; String ; Vector Helmholtz
for incompressible viscous flow, 1792 equation; Vector wave equation ;
in polar coordinates, 1795 Wave equation)
in spherical coordinates, 1799 Virtual levels, 1657, 1685
two-dimensional, 1793 and convergence of perturbation
Vector operator, dyadic as, 55 method for scattering, 1074
Index xxxix
Viscosity, 159-163 Wave equation, for transmission line,
coefficient of, 159, 160 219
and expansion friction, 159 vector (see Vector wave equation)
and Reynolds number, 1795 Wave front, 145
and vector diffusion equation, 163 Wave function, adjoint, 1129, 1131, 1135
and wave equation, 160 Wave generation of electromagnetic
Viscous flow, three-dimensional, 1792 waves in duct, 1826
through duct, circular, 1795 Wave guide (see Ducts)
nonstationary, 1848 Wave impedance, 128, 141, 220, 310
rectangular, 1794 Wave momentum, 306
past sphere, 1806 (See also Field momentum density )
and Stokes' law, 1807 Wave stress, 306
between spheres, concentric, 1805 Wave velocity (see Velocity, wave)
two-dimensional, 1185 Wavelength for particle wave, 225
and Cauchy-Riemann conditions, Wavelength limit, long-, for radiation,
1186 1375, 1478
between cylinders, two, 1225, 1233 for scattering, 1085, 1380, 1484
between planes, parallel, 1186 short-, for radiation, 1375, 1478, 1537
tilted, 1187 for scattering, 1092, 1380, 1484, 1551
through slit, 1197, 1795 (See also WKBJ method)
Volterra integral equation, 905, 907, 920, Waves, in several dimensions, 686
972, 992, 995 shape change of, 145, 687, 844-847
and Laplace transform, 972 shock, 168
Volume element, 27 in three dimensions, 144
Volume perturbation, 1000 (See also Elastic waves ; Electro-
(See also Perturbation methods; Varia- magnetic waves ; Longitudinal
tional methods) waves; Plane waves ; Sound waves;
Vortex line, 19, 1231 specific transverse waves)
Vorticity vector, 41, 153, 1185-1188 Weber functions, 1403
(See also Viscous flow) and Fresnel integrals, 1405
and harmonic oscillator, 1641
W and Hermite polynomials, 1405
table of properties, 1565
Wave equation, 98 Weierstrass elliptic functions, 429
for elastic wave, 142 Weighted string, 131-134
for electromagnetic waves, 206 Whittaker functions, 612, 672
scalar, 1331-1583 (See also Confluent hypergeometric
and Cauchy conditions, 683, 704 function of third kind)
differen ce equation for, 695, 703 Width, absorption, 1864
and Dirichlet conditions, 686, 704 effective, 1379
and elliptic coordinat es, 1407 scattering, 1864
Green's function for, 834-857 total, 1864
and hyperbolic equations, 685 Wiener-Hopf method, 978
impedance for, 310 factorization and, 979, 987
initial-value problems, solution of, illustrations, 981-990
843-847 inhomogeneous form of, 990
and parabolic coordinates, 1398 Milne equation and, 182, 985, 1625
and polar coordinates, 1371 reflection in lined du ct, 1522
and rectangular coordinates, 1364, and termination of duct, 1529
1434 WKBJ method, 1092-1106
retarded solution of, 206, 840, 873 for bound systems, 1098
and spherical coordinates, 1462 connection formulas, 1096-1098
and spheroidal waves, 1502, 1512 extension by Imai, 1162
variational principle, 306, 309 and integral equations, 1094
(See also Helmholtz equation ; Mem- for Mathieu functions, 1414
brane; String ) for penetration through potential har-
for sound waves, 162 riers, 1099
for string, 124, 140 for radial equations, 1101
xl Index
WKBJ method, and turning points clas- y
sical, 1093 '
closely spaced, 1103 Young's modulus, 72, 1843
widely spaced, 1095
Yukawa potential, Born approximation
World line, 93
Wronskian, 524 for scattering, 1082, 1707
for Bessel functions, 1564
spherical, 1484 Z
for confluent hypergeometric function
6~ ,
Zeros, of Bessel functions, 1565, 1576
evaluation of, 827
of elliptic functions, 428
for Legendre functions, 599, 1328
for Mathieu functions, radial, 640, Zonal harmonics, 1264
1571, 1572 table, of properties, 1326
for spheroidal functions, 1578 of values, 1920
for toroidal harmonics, 1330 Zonal vector harmonics, table of proper-
for Weber functions, 1567 ties , 1900