Imperial College

Maths Methods

Blackett Lab

Alonso Bizzi, Ari

22/05/2022
Chapter 1
0. Prelims
Things to keep in mind
- Inverting the limits of an integral:
o Still the same area under the curve, just going backwards (so flip the sign)
- When there’s a nasty integrand  substitution
- When using contour integrals to calculate FTs  split into cases (k>0, k=0, k<0)
o I R decays as R → ∞ depending on the half of the complex plane you are in

o decays in the UHP for k>0, and in the LHP for k<0
o So will draw diff contours for each case

My common mistakes
- Expansion of e i α z  remember to include iα in the expansion as well as z.
- Mixing derivatives and integrals!

Revise
Memorise
- Standard FTs:

1. Complex analysis
Real and Imaginary part:

Triangle inequality:

Functions of complex variables

Euler’s formula :
Periodicity :

Trig functions :

Log : As the exp is periodic, its inverse is multi-valued:

Complex Derivative

iθ
 h=h1 +ih 2=r e so the limit h → 0 can be taken from any direction in the complex plane
 For the derivative to exist, the limit must be the same regardless of the direction of the limit (i.e. regardless of θ )
 E.g. try substituting in h with h1 = 0 and then h2=0 and see if you get the same ting

Analytic/holomorphic function at z0: has a derivative at all points near z0

Analytic in region D: f‘(z) exists at all points z ϵ D

- If its real and imag parts are differentiable and satisfy CR in this region

Entire: analytic everywhere in C (complex plane).

Cauchy-Riemann Conditions
f’(z) exists at z=x+iy iff u and v are differentiable and satisfy the CR eqs:

Proof A

Given the derivative exists, prove the CR eqs.

If f’(z) exists, the limit is independent of the direction.

1. Take h=h1
 2. Take h=ih2

These must be equal if f’(z) exists.

3. Equate real and imag to give CR conds

Proof B

Given that u and v satisfy the CR eqs, prove f’(z) exists.

1. Taylor expand f(x+h)

2. Subtract f(z) to find the numerator of the derivative equation

3. Use CR to cancel leaving the |h| term  lim independent of direction f’(z) exists

Complex derivative properties

Analytic functions f and g:

Inverses:

Proof (not in notes, just for me): (gf(z))’=g’(f(z)) x f’(z)

LHS = z’ = 1  rearrange to get remark.

Partial complex derivative

So:

and similarly

Another description of analyticity:

f(z) analytic iff

(a) Non-essential
(b) Proof: plug in the operator above and the CR eqs

i.e. an analytic function is independent of z*

2. Week 2
Harmonic Functions
Real function ϕ=ϕ ( x , y ) harmonic if

Complex functions:

If f(z) is analytic, u and v are harmonic. (because the CR hold)

Proof

If f(z) is analytic, u and v follow CR so

2 2
∂ u ∂ y
2
So ∇ u= 2 + 2
=0 and similarly for v.
∂x ∂ x
Harmonic conjugate

If u is harmonic, and f(z) =u+iv is analytic, then v is the harmonic conjugate of u.

- Given a u, find v by integrating the CR and comparing the two integrals to identify the constant.
- Or integrating once, and then differentiating result with respect to the other variable.
Path integrals
For a complex function defined in region D,

 Cauchy Integral formula:

γ
where is the boundary of D.
 i.e. the values of f (analytic) in the region, depend only on f on the boundary.

Defining complex path integrals

Again, defined (bit like the limit of a Riemann sum):

 the difference in z is itself a complex number

f needs to be continuous but not necessarily analytic.

ML inequality

Proof

As f(z) and z’ could be negative and this would reduce the size of the integral (area under).
Change variables:

dz
∫ dt dt=∫ dz=length(γ )
γ γ

Green’s Theorem

Cauchy’s Theorem

If f is analytic in D,

Proof

1. Start with the integral and expand into real and imaginary components

2. Apply green’s theorem

3. Apply CR eqs:
=0

Implications

1. The contour integral of f(z) is path independent.

 Proof: Pick a start and end point to split a loop in D into 2 paths:

Apply Cauchy to get result.

2. An analytic function in D (simply connected domain) has a well defined integral

Proof:
As the integral of f is path independent, it gives a scalar value

Replacing the initial point

Φ ( a , z ) +C
=
Generalise and obtain expression above.
Leads to:

Note: only analytic functions are path independent. For non-analytic functions: express z=x+iy in terms of just one variable
(usually x). Calculate dz in terms of dx. Complete the integral around that route, with the appropriate limits in x.

3. Not simply-connected domains

- E.g. containing singularities
 Mean ∫ f ( z ) dz can be multi-valued
 As f(z) not analytic everywhere in D, Cauchy NA (i.e. integral could be non-zero)
 Can compute integral by reparametrizing (or below theorems):
Deformation Theorem

For the above set-up, where f is analytic in the region D between the 2 curves:

integral over outer boundary = integral over inner boundary

Proof

Connect γ1 and γ2 so that they become a loop in D.

- As the loop encompasses a region of analyticity (D), it obeys Cauchy’s theorem

- The blue parts are going in opposite directions  cancel each other out  result

Uses

- Can ‘deform’ odd contour integrals into easier-to-integrate shapes

o (as long as the region between them is analytic)
o E.g.s in notes

Cauchy integral Formula

For f analytic in D:

To evaluate a function at point z inside the contour.

Remarks:

- If z is outside the contour it doesn’t work as the closed loop integral will be 0 by Cauchy

o F is analytic everywhere but here the integrand is f/something

 - Having z within this imposes a singularity in the integrand within the contour.
o This allows you to single out that point

Proof

γϵ

- Use deformation theorem to deform γ to (a circle, radius ϵ)

- ξ represents the points along γ ϵ  ξ=z +ϵ e iθ
- Plug this into the contour integral and change variables to θ (easier)

- Shrink the circle: lim ϵ0

as required.

Derivatives at a point

for z within D where f(z) is analytic.

Proof: (by induction)

N=0  Cauchy Integral formula (already proved true)

N=k 

where z+h lies inside γ.

1. Assume the formula is true for n=k-1 and apply:

2. Use the following rule:

[A first term in brackets, B second]

 3. Sub into the integral:

4. Take the limit of h0

A B
[Ak-1 +…+Bk-1]  kBk-1

Which is the formula for n=k

Therefore if the formula is true for n=k-1, it is also true for n=k. As it is true for n=0, then it holds for all integers n>0.

Estimating derivatives
M
¿ f (n ) ( z )∨≤ n ! n
r
Where M = max(|f|) on γ (boundary).

Proof

from above

Changing from ξ →θ , where ξ=z +r e iθ , dξ=ir e iθ ∧r =|r e iθ|=¿ ξ−z∨¿

bigger as the integral may be negative at times (cancelling out some positive areas
before the mod is taken) so by making interior positive, you ensure you maximise the integral.

using the ML inequality

where M = = max |f(z)| on γ

Maximum modulus principle

Max (absolute value of an analytic function) is on the boundary of the analytic domain.

Proof

- Set n=0 above

- where M is the Max of f on the boundary
 - Therefore |f| is maximised on the boundary

Liouville’s Theorem
If f(z) is entire and bounded, it is a constant.

Proof

- Set n=1

-
- If f is entire, this works everywhere on the complex plane (can deform contour anywhere in the region on
analyticity by deformation theorem) so take lim rinf:

- Can extend this to polynomial bounded growth

Fundamental Theorem of Algebra

Every non-constant polynomial has a root in the complex plane.

Proof (by contradiction)

- Suppose p(z) had no zeros  1/p(z) would have no singularities  analytic everywhere entire
- Express this in terms of polynomial p(z)

- As |z|  inf, |1/p(z)| 0 so bounded

- So |1/p(z)| bounded and entire  by Liouville’s theorem it is a constant p(z) = const
- Contradicts initial assumption that p(z) was a non-constant polymonial
- SO p(z) must have 0s to be a non-constant polynomial

Taylor series
Complex power series

where an, z, z0 are complex

Radius of convergence (R)

Real number such that power series converges for |z-z0|<R and diverges for |z-z0|>R

Taylor series
Of analytic f(z) about z0

 Maclaurin if z0=0

Theorem: convergence of a complex Taylor series

Given a z0, the Taylor series of f(z) converges with an R = distance from z0 to the nearest singularity.

Proof
 - Let γ be a circle just before the radius of convergence ρ (can’t be exactly on as we don’t know if it converges
there).`
- Goal: find an expression for f(z)
- f(z) analytic everywhere inside ρ so can use Cauchy’s Integral Formula, creating a singularity at point z in the
integrand:

Rewriting denominator (Adding -z0+z0)

Factorising and using the standard summation

rule.

Bringing everything into summation.

( )
(n )
f ( z0 ) n
Compare to from before.  We have
f (z)=Σ ( z−z 0 )
n!

- Which is the Taylor series, as required. (which takes the distance from z 0 to the nearest singularity z).
- We require ρ ≥ z−z 0 to remain within the domain of analyticity
- Also, ρ ≤ z −z 0 as can’t have a singularity within the radius
-  ρ=z−z 0

Strategy to find Taylor expansion of f(z)

E.g.

1. Add and subtract the point:

2. Write in the form of infinite geometric series 

Constants out in front.

3. Thus, write in summation form:

4. Calculate convergence (based on step 1 form)

−1< (−z1+i−i )< 1

−1−i← ( z−i ) <1+i
−1−i< ( z−i ) <1+i
  

Zeros of analytic functions

- f(z) has a zero of order m at z0 if f(k)=0 until m-1 but not m.
m
Theorem: Happens iff can write f ( z )= ( z−z 0 ) g (z) for analytic and non-zero g(z) at z0

Proof: For an f(z) with a zero of order m, Taylor expand: the first m terms are 0

So can take out a factor of (z-z0)m

As the term in square brackets is differentiable

(analytic) and non-zero.

Therefore:

- Zeros of non-constant analytic functions are isolated

Laurent series

Laurent expansion Theorem

For an analytic f(z) in the annular region shown, can use Laurent series:

But simpler methods to find an!

Proof:

E.g. set z0 =0

1. Apply Cauchy’s integral formula to region of analyticity:

 2. The two short bits cancel out  leave two circles (with the one at r’ going clockwise’-‘)

3. Calculate each integral, putting into summation form

Factorise out z for I2 and sub in n+1=-k

4. Add I1 +I2

 Laurent series with an as above!

Strategy to find Laurent series

Same as for Taylor: write in a form to use the standard summation

e.g.

ANS:

OR sub into known expansions!

e.g.

ANS: 

Singularities
Definitions

- z0 is a singularity of f(z) if f(z0) is not analytic at z0 but is analytic at some point in z0’s neighbourhood.
- Isolated singularity: if z0 is the only singularity in its neighbourhood.

- For an isolated singularity z0 of

o Removable singularity: if an=0 for all n<0
o Pole of order m: an=0 for n<-m but a-m ≠ 0
o Essential singularity: an ≠ 0 for all n<0
Theorem for poles: f(z) has a pole of order m at z0 iff it can be written

where g(z0) is analytic and ≠ 0.

Proof:

Direction 1  If g(z0) is analytic and ≠ 0, then f(z) has a pole of order m.

If g(z0) is analytic and ≠ 0  …

Plug into expression for f(z):

 pole of order m

Direction 2 If f(z) has a pole of order m, g(z0) is analytic and ≠ 0.

Write Laurent expansion for pole of order m:

Factorise:

sq brackets non-zero and analytic

Branch cuts
 Artificial singularities to help solve probs with multi-valued funcs

Definitions

Branch point: If f(z) is multi-valued in the neighbourhood of z0

- Traversing a circle γ back to the start gives a diff value of f(z)

Branch cut: line going through branch points that makes f(z) single-valued

4. Residue Theory and Contour Integration

Analytic continuation
Ways to define an analytic function f on D (connected domain):

1. Values f takes in a small neighbourhood of any point in D

2. Coefficients of f’s Taylor expansion around z0 (equivalent to above)
3. Values of f at points of any given sequence (zk) that converges to z0

Theorem 3:

For a series zk that converges to z0, f(z), analytic at z0, is fully defined by f(zk) for all the items in the series.

Theorem Analytic Continuation:

 - If two functions are analytic in D, and they are equal in the neighbourhood of a point z 0 (within D), they are equal
everywhere in D

Proof:

- Suppose f(z) ≡ g(z) on γ between z0 to z~ (where z~ is the limit of the validity of this identity)
- Take the points zk from z0 to z~ that converge to z~
- So by theorem above, f≡g also in the neighbourhood of z~
- Contradiction: so z~ is not the limit of the identity
- So f≡g everywhere in D  the analytic continuation of f from a neighbourhood to D is unique

Residue Theory
Residue = the coefficient a-1 in the Laurent series expansion of f(z) at z0 

e.g.

Calculating residues

Pole of order m:

ϕ (z)
More simplification: For simple poles (m=1), f ( z )= where ψ∧ϕ and analytic andψ ( z 0 )=0 whilst ϕ ( z ) ≠ 0
ψ ( z)

Theorem

- For a closed curve γ containing z0, that lies within the radius of convergence:

Proof:
 - Use deformation theorem to bring the contour into something easier to deal with

- writing as Laurent series

iθ
- Set z−z 0=e

- The integral only gives a non-zero value when n=-1 (i.e. 2pi)

Residue Theorem
- Takes the above and generalises it to more than one singularity
- For k poles/essential singularities,

f(z) is single-valued and analytic in D.

Proof

o Uses theorem above:

Integrals over the reals

Tips:

- Cos(z) and sin(z) blow up as z+/- inf so replace with eiz and the appropriate contour to ensure it decays.
 - Singularities along the countour  avoid them!
o E.g. if at the origin:

Logarithms
o Need a branch cut  avoid multi-valuedness
 Outside the contour
o Log(R) is the slowest growing function, e.g.:

o Careful when complexifying log(x):ln 2 x=( ln r +iθ )2=¿¿

 Last factor is problematic  deal with by adding an extra angle:
ln x → ln z−iα
Choose α depending on the problem (pi/2 above)
 Want the two integrals on the real axis to tidy themselves up:

- For the inner contour, need to show Ir 0 as r0 (not inf!) so take the opp when using the triangle inequality (1-
r2) instead of r2 -1 as the r<<1 and we want the magnitude. E.g.
Keyhole

- When taking log z=log r +iθ , ensure you’re using the appropriate angle within the range
- On γ 1 ,θ=0 → log z =log x+ 0
- On γ 2 ,θ=2 π → log z=log x +2 πi

Regularly spaced residues

- Infinite number of poles
- Can sometimes put them in a series find the sum
- OR: Rectangle trick

- Calculating the residue

o Method 1: l’hopital  bottom of below =0 as we go to one of its roots so use l’hopital
o Take derivative of top and bottom

o Method 2: rule for simple poles

1. Prove it’s a simple pole:
a. Write denom in terms of the root:
 b. Pull out the root

c. Use binomial expansion: ( 1+ x )−1 ≈1+ (−1 ) x +O(x 2)

πi
d. As it only has one negative n term, it’s a simple pole and a ❑ =−e 4
−1

Principle Value and Half Residues

Definition: over a singularity x*, the principle value of an integral is

Segment asymmetry  large positive and negative areas on either cancel eachother out

E.g.
Half residue Theorem
For simple pole x*

−πiRes ¿
 go straight through the singularity & *)

Proof:

- Laurent series of a simple pole:

- As zx*, all the terms apart from the first are bounded
- Calculating

- γ 1 +γ 2 → v . p .
- γR→0
- Putting everything together yields the equation above.

Half residue formula

- Updated Cauchy’s Integral formula for when singularities lie along the contour
- When the residues lie on a smooth contour (angle between the two adjacent pieces is pi)

- More general:
o When the singularities lie on an angled contour, angle 2 π ν j
Chapter 2: FT
FT definitions

no pre-factor

Represent wave as sum of linear waves, amplitudes F(k):

Contour integrals to find FT

- Can use contour integration to help compute this
- Split into cases (k>0, k=0, k<0)
o I R decays as R → ∞ depending on the half of the complex plane you are in

o decays in the UHP for k>0, and in the LHP for k<0
o So will draw diff contours for γ R in each case

Properties of FT
To prove these, mainly plug the new f(x) into the FT

- Use substitution if needed

1. Multiplying by a constant (linearity) Outside the bracket!

2. Adding (linearity)

3. Scaling (inside the bracket, a ≠ 0 ¿

Proof:

the limits get switched if a<0

4. Parity

consequence of scaling property, α = −1

5. For real f(x)

Proof:

using f(x)=f*(x) for real f

 So f real and even iff F real and even
 F real and odd iff F imag and odd

6. Translation:

Proof:

7. Multiplication by eiax

Proof: (plug)

8. Derivative (wrt x) ik comes out in front for the FT

 Proof: (plug)

9. Higher derivs (repeat n times)

FT for absolutely Integrable functions

= when the integral of its absolute value converges:

Absolutely integral space  L1

Theorem: If a function is absolutely integrable, you can take the FT and inverse FT

FT of a Gaussian

Q) Calculate the Fourier coefficients

1. Put in the FT equation

2. Bring the constants out

2 4
−k a
4 is a constant  bring out front
e
3. Write in terms of z

( za )
2
∞
−
k a2
∫e dz along z=x +i
2
= −∞

4. Use deformation theorem:

2
( za ) has no singularities between the lines k a and z=x  can deform the former to the
2
−
e z=x +i
2
latter:
 5. Put it all together:

Using the standard integral

Dirac-Delta Function

Defining
1. Definition 1:

and
2. Definition 2: top-hat

3. Definition 3: gaussian

4. At a point x=a

OR top bit if |x-a|<E, bottom otherwise

Integral of a function with a delta func

= f(a)

Proof
Properties of delta func
1. Scaling multiply by inverse mod

Proof:

2. For a monotone smooth function (always increasing or decreasing  so only one root)

where x* is the root

Proof:
−1 1 1
Let y=ϕ ( x ) →dy =ϕ ' ( x ) dx . Expressing in terms of x: x=ϕ ( y ) → dx= dy= ' −1 dy
ϕ ( ϕ ( y ))
'
ϕ (x)
Supposing ϕ ' ( x ) >0

Where we used

3. Roots of an arbitrary smooth function

(general version of above)

assume roots are simple/single 

4. Derivative of delta func defined as:
 Logic:

δ (x) x≠0
as is non-zero at

Using the chain rule, can re-express above integral:

' ' '
∫ ( fδ ) dx =∫ f δ dx + ∫ f δ dx
Rearrange:

5. Nth derivative

(IBP)
6. Semi-finite integral

Why:
∞

∫ δ ( x−a ) dx=1 if you have past the point x=a, you have the area under your belt. If not you haven’t picked
−∞
up the spike of area=1 yet.

FT of delta function
- FT of a delta func: f ( x )=δ ( x ) → F ( k )=1

 only non-zero area when x=0, exp =1

- FT if a shifted delta function f ( x )=δ ( x−a )

- Inverse FT of a delta func: F ( k )=δ ( k )

 1
f ( x )= is F ( k )=δ ( k )
2π
 the FT of

 FT of a constant: If f ( x )=1 , F ( k )=2 πδ ( k )

- If F ( k )=δ ( k−a )

 FT of a complex exponential: If f ( x )=eiax , F ( k )=2 πδ ( k−a )

1 −iax
 FT of a (co)sine: If f ( x )=cos ax= (e ¿ ¿iax+ e ), F ( k )=πδ ( k −a ) + πδ( k +a) ¿
2
- FT of a derivative: f ( x )=δ ' ( x )

(from the properties of the derivative of an FT)

- Opposite: If F ( k )=δ ' ( k )

Step-like FTs
- So far: just functions that decay to 0
- Now: step

Top-hat

Only allows certain wavenumbers : |k|<L finite bandwidth in the Fourier spectrum

Sign function
 - If f is odd cos integral odd0, f(x) = sin integral
- If f even sin integral odd0, f(x)=cos integral
- E.g. odd  use sin integral:

as
o Basically use substitution to simplify life
o Warning: singularity at k=0  but converges for pricinple val

Heaviside step

Plug into above :

F ( θ ( x ) ) =F () (
1
2
+F
sgn ( x )
2 )
=πδ ( x ) + ( v . p . )
1
ik

FT of Convolution Integrals
Definition

Properties

1. FT(convolution)= product of each FT

Proof: Let H(k)=F(k)G(k)

o Plug this into the inverse FT formula to find h(x)
 2. Commutative

Proof:
o Above, you can express h(x) by expanding g first, getting h(x)=(g*f)(x)

Solving Linear DEs with FTs

- Useful due to the simplicity of the derivative of an FT and linearity

1. Take FT

2. Rearrange for Y(k)

characteristic polynomial:
3. Take inverse FT  solution

Convolution and Green’s Functions

Can express solution as a convolution  Let then

p ( ik ) G ( k )=1=FT ( δ ( x )), (first property) or

g(x) is a Green’s function and solves

g(x) = response to an impulse

Bounded F(k)

integrand decays as |k|inf because |p(ik)|inf

o Can use complex analysis technique (for analytic F)
o Careful if poles on imag axis  v.p.
 y0 particular solution

General:

FT to solve Integral Des

Form: includes convolution integral

1. FT both sides

2. Rearrange

3. Inverse FT

Chapter 3
Calculus of Variations
Vanishing Lemma
For a continuous function g where

If this holds for all smooth

Proof: By contradiction
Euler-Lagrange Equation

for known L (operator)

The function this satisfies:

(derivation  notes)

Special cases
- Can derive these all easily

L(x,y’)

L(x,y)

L(y,y’)
Beltrami Identity:

doesn’t necessarily make life easier.

Derivation:

- Chain rule on dL/dx (not 0 as d includes other derivs too)

- As indep of x:
 - Use Euler-Lagrange for first term:

- Plug back into dL/dx

- Rearrange

- Which integrates to give Beltrami identity.

Hamiltonian:
- Constant in Beltrami identity name H (hamiltonian function  energy)

Constraints

On top of having to maximise , we are constraining it with ,

- Known L, g, J.

Get original EL eq but replace L with

1. Solve for Y=
2. Apply BCs to get rid of constants of integration c1 and c2
3. Sub into constraint integral to get λ

In polar cords

Length: ∫ ds
 ds=root

Area:

Lagrangian Mechanics
Formulate mech as:

Write first term explicitly with chain rule:

assuming L indep of time.

(OK I MISSED OUT A LOT HERE)

Tensor Notations
Einstein summation convention:

as usually in 3D

Kronecker Delta

Levi-Civita symbol

Connection to Kronecker delta:

Or: (duplicate unfeatured, first corresponding subscripts together, then from outside in)
Products
Vector prod:

Scalar prod:

Triple scalar prod:

Triple vector prod:

 gives identity

Gradient operator

Chapter 6
Numerical methods
Trapezium rule
- Evaluate integrals by splitting into N strips of equal width and take each as a trapezium
Alternatives:

- Midpoint rule: N strips but takes value at midpoint of strip and uses rectangle
- Simpson’s rule  N strips, then Taylor expand to approximate curve as a parabola
o Weighted average of Midpoint and trapezium

Iterative solutions, Newton-Raphson

- Write in form f(x)=0
- Want to find roots

Keep constructing tangents until xn+1 converges

- Second order process

Solve 1st order Des Runge-Kutta method

1. Divide range into N intervals

2. Use trapezium rule to integrate from x0 to x1

3. We don’t know y1 so Taylor expand


4. Plug back in

where k1 and k2 are the 2 inegrals

 5. Repeat

Gaussian Elimination
- Solve linear system:
- Put into Augmented matrix

- Rearrange to diagonalise

-
- Solve by back substitution

Failures:

- Singular A no inverse  impossible equation  no solution

- Two linearly dependent equations line of solutions  free parameter (final answer will be in terms of this)