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Physical Mathematics Kevin Cahill

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PHYSICAL MATHEMATICS
Second edition

Unique in its clarity, examples, and range, Physical Mathematics explains simply
and succinctly the mathematics that graduate students and professional physicists
need to succeed in their courses and research. The book illustrates the mathematics
with numerous physical examples drawn from contemporary research. This second
edition has new chapters on vector calculus, special relativity and artificial intelli-
gence, and many new sections and examples. In addition to basic subjects such as
linear algebra, Fourier analysis, complex variables, differential equations, Bessel
functions, and spherical harmonics, the book explains topics such as the singular
value decomposition, Lie algebras and group theory, tensors and general relativity,
the central limit theorem and Kolmogorov’s theorems, Monte Carlo methods of
experimental and theoretical physics, Feynman’s path integrals, and the standard
model of cosmology.

K E V I N C A H I L L is Professor of Physics and Astronomy at the University of New


Mexico. He has carried out research at NIST, Saclay, Ecole Polytechnique, Orsay,
Harvard University, NIH, LBL, and SLAC, and has worked in quantum optics,
quantum field theory, lattice gauge theory, and biophysics. Physical Mathematics
is based on courses taught by the author at the University of New Mexico and at
Fudan University in Shanghai.
PHYSICAL MATHEMATICS
Second edition

KEVIN CAHILL
University of New Mexico
University Printing House, Cambridge CB2 8BS, United Kingdom
One Liberty Plaza, 20th Floor, New York, NY 10006, USA
477 Williamstown Road, Port Melbourne, VIC 3207, Australia
314–321, 3rd Floor, Plot 3, Splendor Forum, Jasola District Centre, New Delhi – 110025, India
79 Anson Road, #06–04/06, Singapore 079906

Cambridge University Press is part of the University of Cambridge.


It furthers the University’s mission by disseminating knowledge in the pursuit of
education, learning, and research at the highest international levels of excellence.

www.cambridge.org
Information on this title: www.cambridge.org/9781108470032
DOI: 10.1017/9781108555814
First edition ±
c K. Cahill 2013
Second edition ±c Cambridge University Press 2019
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 2013
Reprinted with corrections 2014
Second edition 2019
Printed in the United Kingdom by TJ International Ltd, Padstow Cornwall, 2019
A catalog record for this publication is available from the British Library.
Library of Congress Cataloging-in-Publication Data
Names: Cahill, Kevin, 1941– author.
Title: Physical mathematics / Kevin Cahill (University of New Mexico).
Description: Second edition. | Cambridge ; New York, NY : Cambridge
University Press, 2019. | Includes bibliographical references and index.
Identifiers: LCCN 2019008214 | ISBN 9781108470032 (alk. paper)
Subjects: LCSH: Mathematical physics. | Mathematical physics – Textbooks. |
Mathematics – Study and teaching (Higher)
Classification: LCC QC20 .C24 2019 | DDC 530.15–dc23
LC record available at https://lccn.loc.gov/2019008214
ISBN 978-1-108-47003-2 Hardback
Additional resources for this publication at www.cambridge.org/Cahill2ed
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third-party internet websites referred to in this publication
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
To Ginette, Michael, Sean, Peter, Micheon,
Danielle, Rachel, Mia, James, Dylan,
Christopher, and Liam
Brief Contents

Preface page xxi

1 Linear Algebra 1

2 Vector Calculus 84

3 Fourier Series 93

4 Fourier and Laplace Transforms 128

5 Infinite Series 158

6 Complex-Variable Theory 185

7 Differential Equations 248

8 Integral Equations 334

9 Legendre Polynomials and Spherical Harmonics 343

10 Bessel Functions 365

11 Group Theory 390

12 Special Relativity 451

13 General Relativity 466

14 Forms 536

15 Probability and Statistics 564

16 Monte Carlo Methods 632

vii
viii Brief Contents

17 Artificial Intelligence 643

18 Order, Chaos, and Fractals 647

19 Functional Derivatives 661

20 Path Integrals 669

21 Renormalization Group 718

22 Strings 727

References 737
Index 744
Contents

Preface page xxi

1 Linear Algebra 1
1.1 Numbers 1
1.2 Arrays 2
1.3 Matrices 4
1.4 Vectors 7
1.5 Linear Operators 10
1.6 Inner Products 12
1.7 Cauchy–Schwarz Inequalities 15
1.8 Linear Independence and Completeness 16
1.9 Dimension of a Vector Space 17
1.10 Orthonormal Vectors 18
1.11 Outer Products 19
1.12 Dirac Notation 20
1.13 Adjoints of Operators 25
1.14 Self-Adjoint or Hermitian Linear Operators 26
1.15 Real, Symmetric Linear Operators 27
1.16 Unitary Operators 27
1.17 Hilbert Spaces 29
1.18 Antiunitary, Antilinear Operators 30
1.19 Symmetry in Quantum Mechanics 30
1.20 Determinants 30
1.21 Jacobians 38
1.22 Systems of Linear Equations 40
1.23 Linear Least Squares 41
1.24 Lagrange Multipliers 41
1.25 Eigenvectors and Eigenvalues 43

ix
x Contents

1.26 Eigenvectors of a Square Matrix 44


1.27 A Matrix Obeys Its Characteristic Equation 48
1.28 Functions of Matrices 49
1.29 Hermitian Matrices 54
1.30 Normal Matrices 59
1.31 Compatible Normal Matrices 61
1.32 Singular-Value Decompositions 65
1.33 Moore–Penrose Pseudoinverses 70
1.34 Tensor Products and Entanglement 72
1.35 Density Operators 76
1.36 Schmidt Decomposition 77
1.37 Correlation Functions 78
1.38 Rank of a Matrix 80
1.39 Software 80
Exercises 81

2 Vector Calculus 84
2.1 Derivatives and Partial Derivatives 84
2.2 Gradient 85
2.3 Divergence 86
2.4 Laplacian 88
2.5 Curl 89
Exercises 92

3 Fourier Series 93
3.1 Fourier Series 93
3.2 The Interval 96
3.3 Where to Put the 2pi’s 97
3.4 Real Fourier Series for Real Functions 98
3.5 Stretched Intervals 102
3.6 Fourier Series of Functions of Several Variables 103
3.7 Integration and Differentiation of Fourier Series 104
3.8 How Fourier Series Converge 104
3.9 Measure and Lebesgue Integration 108
3.10 Quantum-Mechanical Examples 110
3.11 Dirac’s Delta Function 117
3.12 Harmonic Oscillators 120
3.13 Nonrelativistic Strings 122
3.14 Periodic Boundary Conditions 123
Exercises 125
Contents xi

4 Fourier and Laplace Transforms 128


4.1 Fourier Transforms 128
4.2 Fourier Transforms of Real Functions 131
4.3 Dirac, Parseval, and Poisson 132
4.4 Derivatives and Integrals of Fourier Transforms 136
4.5 Fourier Transforms of Functions of Several Variables 141
4.6 Convolutions 142
4.7 Fourier Transform of a Convolution 144
4.8 Fourier Transforms and Green’s Functions 145
4.9 Laplace Transforms 146
4.10 Derivatives and Integrals of Laplace Transforms 148
4.11 Laplace Transforms and Differential Equations 149
4.12 Inversion of Laplace Transforms 150
4.13 Application to Differential Equations 150
Exercises 156

5 Infinite Series 158


5.1 Convergence 158
5.2 Tests of Convergence 159
5.3 Convergent Series of Functions 161
5.4 Power Series 162
5.5 Factorials and the Gamma Function 163
5.6 Euler’s Beta Function 168
5.7 Taylor Series 168
5.8 Fourier Series as Power Series 169
5.9 Binomial Series 170
5.10 Logarithmic Series 172
5.11 Dirichlet Series and the Zeta Function 172
5.12 Bernoulli Numbers and Polynomials 174
5.13 Asymptotic Series 175
5.14 Fractional and Complex Derivatives 177
5.15 Some Electrostatic Problems 178
5.16 Infinite Products 181
Exercises 182

6 Complex-Variable Theory 185


6.1 Analytic Functions 185
6.2 Cauchy–Riemann Conditions 186
6.3 Cauchy’s Integral Theorem 187
6.4 Cauchy’s Integral Formula 193
xii Contents

6.5 Harmonic Functions 196


6.6 Taylor Series for Analytic Functions 198
6.7 Cauchy’s Inequality 199
6.8 Liouville’s Theorem 199
6.9 Fundamental Theorem of Algebra 200
6.10 Laurent Series 201
6.11 Singularities 203
6.12 Analytic Continuation 205
6.13 Calculus of Residues 207
6.14 Ghost Contours 209
6.15 Logarithms and Cuts 220
6.16 Powers and Roots 221
6.17 Conformal Mapping 225
6.18 Cauchy’s Principal Value 227
6.19 Dispersion Relations 233
6.20 Kramers–Kronig Relations 235
6.21 Phase and Group Velocities 236
6.22 Method of Steepest Descent 239
6.23 Applications to String Theory 241
Further Reading 243
Exercises 243

7 Differential Equations 248


7.1 Ordinary Linear Differential Equations 248
7.2 Linear Partial Differential Equations 250
7.3 Separable Partial Differential Equations 251
7.4 First-Order Differential Equations 257
7.5 Separable First-Order Differential Equations 257
7.6 Hidden Separability 260
7.7 Exact First-Order Differential Equations 260
7.8 Meaning of Exactness 261
7.9 Integrating Factors 263
7.10 Homogeneous Functions 264
7.11 Virial Theorem 265
7.12 Legendre’s Transform 267
7.13 Principle of Stationary Action in Mechanics 270
7.14 Symmetries and Conserved Quantities in Mechanics 272
7.15 Homogeneous First-Order Ordinary Differential Equations 273
7.16 Linear First-Order Ordinary Differential Equations 274
7.17 Small Oscillations 277
Contents xiii

7.18 Systems of Ordinary Differential Equations 278


7.19 Exact Higher-Order Differential Equations 280
7.20 Constant-Coefficient Equations 280
7.21 Singular Points of Second-Order Ordinary Differential
Equations 281
7.22 Frobenius’s Series Solutions 282
7.23 Fuch’s Theorem 285
7.24 Even and Odd Differential Operators 285
7.25 Wronski’s Determinant 286
7.26 Second Solutions 287
7.27 Why Not Three Solutions? 288
7.28 Boundary Conditions 289
7.29 A Variational Problem 290
7.30 Self-Adjoint Differential Operators 291
7.31 Self-Adjoint Differential Systems 293
7.32 Making Operators Formally Self-Adjoint 295
7.33 Wronskians of Self-Adjoint Operators 296
7.34 First-Order Self-Adjoint Differential Operators 298
7.35 A Constrained Variational Problem 299
7.36 Eigenfunctions and Eigenvalues of Self-Adjoint Systems 304
7.37 Unboundedness of Eigenvalues 307
7.38 Completeness of Eigenfunctions 309
7.39 Inequalities of Bessel and Schwarz 314
7.40 Green’s Functions 315
7.41 Eigenfunctions and Green’s Functions 318
7.42 Green’s Functions in One Dimension 319
7.43 Principle of Stationary Action in Field Theory 321
7.44 Symmetries and Conserved Quantities in Field Theory 322
7.45 Nonlinear Differential Equations 324
7.46 Nonlinear Differential Equations in Cosmology 325
7.47 Nonlinear Differential Equations in Particle Physics 328
Further Reading 331
Exercises 331

8 Integral Equations 334


8.1 Differential Equations as Integral Equations 334
8.2 Fredholm Integral Equations 335
8.3 Volterra Integral Equations 335
8.4 Implications of Linearity 336
8.5 Numerical Solutions 337
xiv Contents

8.6 Integral Transformations 339


Exercises 341

9 Legendre Polynomials and Spherical Harmonics 343


9.1 Legendre’s Polynomials 343
9.2 The Rodrigues Formula 344
9.3 Generating Function for Legendre Polynomials 346
9.4 Legendre’s Differential Equation 347
9.5 Recurrence Relations 349
9.6 Special Values of Legendre Polynomials 351
9.7 Schlaefli’s Integral 351
9.8 Orthogonal Polynomials 352
9.9 Azimuthally Symmetric Laplacians 354
9.10 Laplace’s Equation in Two Dimensions 355
9.11 Helmholtz’s Equation in Spherical Coordinates 356
9.12 Associated Legendre Polynomials 356
9.13 Spherical Harmonics 358
9.14 Cosmic Microwave Background Radiation 360
Further Reading 362
Exercises 363

10 Bessel Functions 365


10.1 Cylindrical Bessel Functions of the First Kind 365
10.2 Spherical Bessel Functions of the First Kind 376
10.3 Bessel Functions of the Second Kind 382
10.4 Spherical Bessel Functions of the Second Kind 384
Further Reading 386
Exercises 386

11 Group Theory 390


11.1 What Is a Group? 390
11.2 Representations of Groups 393
11.3 Representations Acting in Hilbert Space 394
11.4 Subgroups 395
11.5 Cosets 397
11.6 Morphisms 397
11.7 Schur’s Lemma 398
11.8 Characters 399
11.9 Direct Products 400
11.10 Finite Groups 401
11.11 Regular Representations 402
Contents xv

11.12 Properties of Finite Groups 403


11.13 Permutations 404
11.14 Compact and Noncompact Lie Groups 404
11.15 Generators 404
11.16 Lie Algebra 405
11.17 Yang and Mills Invent Local Nonabelian Symmetry 409
11.18 Rotation Group 409
11.19 Rotations and Reflections in 2n Dimensions 413
11.20 Defining Representation of SU (2) 413
11.21 The Lie Algebra and Representations of SU (2) 414
11.22 How a Field Transforms Under a Rotation 417
11.23 Addition of Two Spin-One-Half Systems 418
11.24 Jacobi Identity 421
11.25 Adjoint Representations 421
11.26 Casimir Operators 422
11.27 Tensor Operators for the Rotation Group 423
11.28 Simple and Semisimple Lie Algebras 424
11.29 SU(3) 425
11.30 SU(3) and Quarks 425
11.31 Fierz Identity for SU (n ) 426
11.32 Cartan Subalgebra 427
11.33 Symplectic Group Sp(2n) 427
11.34 Quaternions 429
11.35 Quaternions and Symplectic Groups 431
11.36 Compact Simple Lie Groups 433
11.37 Group Integration 433
11.38 Lorentz Group 435
11.39 Left-Handed Representation of the Lorentz Group 439
11.40 Right-Handed Representation of the Lorentz
Group 442
11.41 Dirac’s Representation of the Lorentz Group 444
11.42 Poincaré Group 446
11.43 Homotopy Groups 447
Further Reading 447
Exercises 447

12 Special Relativity 451


12.1 Inertial Frames and Lorentz Transformations 451
12.2 Special Relativity 453
12.3 Kinematics 455
xvi Contents

12.4 Electrodynamics 456


12.5 Principle of Stationary Action in Special Relativity 459
12.6 Differential Forms 460
Exercises 464

13 General Relativity 466


13.1 Points and Their Coordinates 466
13.2 Scalars 467
13.3 Contravariant Vectors 467
13.4 Covariant Vectors 467
13.5 Tensors 468
13.6 Summation Convention and Contractions 469
13.7 Symmetric and Antisymmetric Tensors 470
13.8 Quotient Theorem 470
13.9 Tensor Equations 471
13.10 Comma Notation for Derivatives 471
13.11 Basis Vectors and Tangent Vectors 472
13.12 Metric Tensor 472
13.13 Inverse of Metric Tensor 476
13.14 Dual Vectors, Cotangent Vectors 477
13.15 Covariant Derivatives of Contravariant Vectors 477
13.16 Covariant Derivatives of Covariant Vectors 479
13.17 Covariant Derivatives of Tensors 479
13.18 The Covariant Derivative of the Metric Tensor Vanishes 481
13.19 Covariant Curls 482
13.20 Covariant Derivatives and Antisymmetry 482
13.21 What is the Affine Connection? 482
13.22 Parallel Transport 483
13.23 Curvature 484
13.24 Maximally Symmetric Spaces 490
13.25 Principle of Equivalence 492
13.26 Tetrads 493
13.27 Scalar Densities and g = | det( gik )| 494
13.28 Levi-Civita’s Symbol and Tensor 495
13.29 Divergence of a Contravariant Vector 496
13.30 Covariant Laplacian 498
13.31 Principle of Stationary Action in General Relativity 498
13.32 Equivalence Principle and Geodesic Equation 501
13.33 Weak Static Gravitational Fields 502
13.34 Gravitational Time Dilation 503
Contents xvii

13.35 Einstein’s Equations 504


13.36 Energy–Momentum Tensor 506
13.37 Perfect Fluids 507
13.38 Gravitational Waves 508
13.39 Schwarzschild’s Solution 508
13.40 Black Holes 509
13.41 Rotating Black Holes 510
13.42 Spatially Symmetric Spacetimes 511
13.43 Friedmann–Lemaître–Robinson–Walker Cosmologies 513
13.44 Density and Pressure 515
13.45 How the Scale Factor Evolves with Time 516
13.46 The First Hundred Thousand Years 518
13.47 The Next Ten Billion Years 520
13.48 Era of Dark Energy 522
13.49 Before the Big Bang 522
13.50 Yang–Mills Theory 523
13.51 Cartan’s Spin Connection and Structure Equations 525
13.52 Spin-One-Half Fields in General Relativity 529
13.53 Gauge Theory and Vectors 529
Further Reading 531
Exercises 531

14 Forms 536
14.1 Exterior Forms 536
14.2 Differential Forms 538
14.3 Exterior Differentiation 543
14.4 Integration of Forms 548
14.5 Are Closed Forms Exact? 553
14.6 Complex Differential Forms 555
14.7 Hodge’s Star 556
14.8 Theorem of Frobenius 560
Further Reading 562
Exercises 562

15 Probability and Statistics 564


15.1 Probability and Thomas Bayes 564
15.2 Mean and Variance 568
15.3 Binomial Distribution 572
15.4 Coping with Big Factorials 574
15.5 Poisson’s Distribution 575
xviii Contents

15.6 Gauss’s Distribution 577


15.7 The Error Function erf 581
15.8 Error Analysis 583
15.9 Maxwell–Boltzmann Distribution 585
15.10 Fermi–Dirac and Bose–Einstein Distributions 586
15.11 Diffusion 587
15.12 Langevin’s Theory of Brownian Motion 588
15.13 Einstein–Nernst Relation 591
15.14 Fluctuation and Dissipation 592
15.15 Fokker–Planck Equation 595
15.16 Characteristic and Moment-Generating Functions 597
15.17 Fat Tails 600
15.18 Central Limit Theorem and Jarl Lindeberg 602
15.19 Random-Number Generators 607
15.20 Illustration of the Central Limit Theorem 609
15.21 Measurements, Estimators, and Friedrich Bessel 611
15.22 Information and Ronald Fisher 614
15.23 Maximum Likelihood 618
15.24 Karl Pearson’s Chi-Squared Statistic 619
15.25 Kolmogorov’s Test 622
Further Reading 628
Exercises 628

16 Monte Carlo Methods 632


16.1 The Monte Carlo Method 632
16.2 Numerical Integration 632
16.3 Quasirandom Numbers 633
16.4 Applications to Experiments 633
16.5 Statistical Mechanics 634
16.6 Simulated Annealing 640
16.7 Solving Arbitrary Problems 640
16.8 Evolution 640
Further Reading 641
Exercises 641

17 Artificial Intelligence 643


17.1 Steps Toward Artificial Intelligence 643
17.2 Slagle’s Symbolic Automatic Integrator 643
17.3 Neural Networks 644
17.4 A Linear Unbiased Neural Network 645
Further Reading 646
Contents xix

18 Order, Chaos, and Fractals 647


18.1 Hamilton Systems 647
18.2 Autonomous Systems of Ordinary Differential Equations 649
18.3 Attractors 650
18.4 Chaos 651
18.5 Maps 653
18.6 Fractals 656
Further Reading 659
Exercises 660

19 Functional Derivatives 661


19.1 Functionals 661
19.2 Functional Derivatives 661
19.3 Higher-Order Functional Derivatives 663
19.4 Functional Taylor Series 665
19.5 Functional Differential Equations 665
Exercises 668

20 Path Integrals 669


20.1 Path Integrals and Richard Feynman 669
20.2 Gaussian Integrals and Trotter’s Formula 669
20.3 Path Integrals in Quantum Mechanics 670
20.4 Path Integrals for Quadratic Actions 674
20.5 Path Integrals in Statistical Mechanics 679
20.6 Boltzmann Path Integrals for Quadratic Actions 683
20.7 Mean Values of Time-Ordered Products 685
20.8 Quantum Field Theory on a Lattice 688
20.9 Finite-Temperature Field Theory 692
20.10 Perturbation Theory 694
20.11 Application to Quantum Electrodynamics 698
20.12 Fermionic Path Integrals 702
20.13 Application to Nonabelian Gauge Theories 709
20.14 Faddeev–Popov Trick 709
20.15 Ghosts 712
20.16 Effective Field Theories 713
20.17 Complex Path Integrals 714
Further Reading 714
Exercises 714

21 Renormalization Group 718


21.1 Renormalization and Interpolation 718
xx Contents

21.2 Renormalization Group in Quantum Field Theory 719


21.3 Renormalization Group in Lattice Field Theory 723
21.4 Renormalization Group in Condensed-Matter Physics 724
Further Reading 726
Exercises 726

22 Strings 727
22.1 The Nambu–Goto String Action 727
22.2 Static Gauge and Regge Trajectories 729
22.3 Light-Cone Coordinates 731
22.4 Light-Cone Gauge 732
22.5 Quantized Open Strings 732
22.6 Superstrings 734
22.7 Covariant and Polyakov Actions 734
22.8 D-branes or P-branes 734
22.9 String–String Scattering 735
22.10 Riemann Surfaces and Moduli 735
Further Reading 736
Exercises 736

References 737
Index 744
Preface

To the student
You will find some physics crammed in amongst the mathematics. Don’t let the
physics bother you. As you study the math, you’ll learn some physics without
extra effort. The physics is a freebie. I have tried to explain the math you need for
physics and have left out the rest.
You can find codes and scripts for the simulations and figures of the book in the
repositories of its chapters at github.com/kevinecahill.

To the professor
The book is for students who also are taking mechanics, electrodynamics, quantum
mechanics, and statistical mechanics nearly simultaneously and who soon may use
probability or path integrals in their research. Linear algebra and Fourier analysis
are the keys to physics, so the book starts with them, but you may prefer to skip the
algebra or postpone the Fourier analysis. The book is intended to support a one- or
two-semester course for graduate students or advanced undergraduates.
My purpose in this book is to cover the mathematics that graduate students and
working physicists need to know. I began the book with linear algebra, vector cal-
culus, and Fourier analysis because these ideas are assumed without proof and
often without mention in many courses on quantum mechanics. The chapter on
infinite series lays the basis for the one that follows on the theory of functions
of a complex variable, which is another set of ideas that students are assumed to
know. The chapters on differential equations and on special functions cover con-
cepts used in courses on quantum mechanics and on electrodynamics. These nine
chapters make up material for a one-semester course on the basic mathematics of
physics for undergraduates and beginning graduate students.
The second half of the book is about more advanced and more interesting topics.
Most theoretical physicists use group theory, tensors and general relativity, and

xxi
xxii Preface

probability and statistics. Some use forms, Monte Carlo methods, path integrals,
and the renormalization group. Most experimental physicists use probability and
statistics and Monte Carlo methods. Chapters 10–21 provide material for a second-
semester course on physical mathematics.
I have been guided by two principles. The first is to write simply so as to add no
extra mental work to what the students need to do to understand the mathematics.
My guide here is George Orwell’s six rules for writing English.
The second principle is to describe the simple ideas that are the essence of the
mathematics of physics. These ideas are so simple that their descriptions may serve
as their proofs.
A list of errata is maintained at panda.unm.edu/cahill, and solutions to all the
exercises are available for instructors at www.cambridge.org/Cahill2ed.

Acknowledgments
Several friends and colleagues – Rouzbeh Allahverdi, Susan Atlas, Bernard Becker,
Steven Boyd, Charles Boyer, Robert Burckel, Marie Cahill, Sean Cahill, Col-
ston Chandler, Vageli Coutsias, David Dunlap, Daniel Finley, Franco Giuliani,
Roy Glauber, Pablo Gondolo, André de Gouvêa, Igor Gorelov, Kurt Hinterbichler,
Jiaxing Hong, Fang Huang, Dinesh Loomba, Don Lichtenberg, Yin Luo, Lei Ma,
Michael Malik, Richard Matzner, Kent Morrison, Sudhakar Prasad, Randy Reeder,
Zhixiang Ren, Dmitri Sergatskov, Shashank Shalgar, David Spergel, Dimiter
Vassilev, David Waxman, Edward Witten, and James Yorke – have helped me.
Students have supplied questions, ideas, and corrections, notably David Amdahl,
Thomas Beechem, Chris Cesare, Yihong Cheng, Charles Cherqui, Robert Cord-
well, Austin Daniel, Amo-Kwao Godwin, Aram Gragossian, Aaron Hankin,
Kangbo Hao, Tiffany Hayes, Yiran Hu, Shanshan Huang, Tyler Keating, Joshua
Koch, Zilong Li, Miao Lin, ZuMou Lin, Sheng Liu, Yue Liu, Manuel Munoz
Arias, Ben Oliker, Boleszek Osinski, Ravi Raghunathan, Akash Rakholia, Chris-
tian Roberts, Xingyue Tian, Toby Tolley, Jiqun Tu, Christopher Vergien, Weizhen
Wang, James Wendelberger, Xukun Xu, Huimin Yang, Zhou Yang, Changhao Yi,
Daniel Young, Mengzhen Zhang, Lu Zheng, Lingjun Zhou, and Daniel Zirzow.
I should also like to thank the copy editor, Jon Billam, for his excellent work.
1
Linear Algebra

1.1 Numbers
The natural numbers are the positive integers and zero. Rational numbers are
ratios of integers. Irrational numbers have decimal digits dn
±

dn
x = 10n
(1.1)
n=m x

that do not repeat. Thus the repeating decimals 1 /2 = 0 .50000 . . . and 1/3 =
0.3̄ ≡ 0.33333 . . . are rational, while π = 3.141592654 . . . is irrational. Decimal
arithmetic was invented in India over 1500 years ago but was not widely adopted
in Europe until the seventeenth century.
The real numbers R include the rational numbers and the irrational numbers;
they correspond to all the points on an infinite line called the real line.
The complex numbers C are the real numbers with one new number i whose
square is −1. A complex number z is a linear combination of a real number x and
a real multiple i y of i
= x + i y.
z (1.2)

Here x = Rez is the real partof z, and y = Imz is its imaginary part. One adds
complex numbers by adding their real and imaginary parts

z1 + z2 = x1 + i y1 + x2 + i y2 = x1 + x2 + i ( y1 + y2). (1.3)

= −1, the product of two complex numbers is


Since i 2

z 1 z 2 = (x 1 + i y1)( x 2 + i y2 ) = x 1 x 2 − y1 y2 + i ( x1 y2 + y 1 x2 ). (1.4)

The polar representation of z = x + i y is

z = r ei = r (cos θ + i sin θ )
θ
(1.5)

1
2 1 Linear Algebra

in which r is the modulus or absolute valueof z


²
r = |z| = x 2 + y2 (1.6)
and θ is its phase or argument
θ = arctan ( y/x ). (1.7)
Since exp(2π i ) = 1, there is an inevitable ambiguity in the definition of the phase
of any complex number z = r ei θ : for any integer n, the phase θ + 2π n gives the
same z as θ . In various computer languages, the function atan2( y , x ) returns the
angle θ in the interval −π < θ ≤ π for which (x , y ) = r (cos θ , sin θ ).
There are two common notations z ∗ and z̄ for the complex conjugate of a
complex number z = x + i y
z ∗ = z̄ = x − i y. (1.8)
The square of the modulus of a complex number z = x + i y is
|z|2 = x 2 + y2 = ( x + i y )(x − i y) = z̄z = z ∗ z. (1.9)
The inverse of a complex number z = x + i y is
x − iy x − iy z∗ z∗
z = (x + i y ) =
−1 −1
= x 2 + y 2 = z ∗ z = |z |2 . (1.10)
( x − i y)( x + i y )

Grassmann numbers θi are anticommuting numbers, that is, the anticommuta-


tor of any two Grassmann numbers vanishes
{ θi , θ j } ≡ [θi , θ j ]+ ≡ θi θ j + θ j θi = 0. (1.11)
So the square of any Grassmann number is zero, θi2 = 0. These numbers have
amusing properties (used in Chapter 20). For example, because θ1 θ2 = − θ2 θ1 and
θ12 = θ22 = 0, the most general function of two Grassmann numbers is

f (θ1, θ2) = a + b θ1 + c θ2 + d θ 1θ 2 (1.12)


and 1/(1 + a θi ) = 1 − a θi in which a , b , c , d are complex numbers (Hermann
Grassmann, 1809–1877).

1.2 Arrays
An array is an ordered setof numbers. Arrays play big roles in computer science,
physics, and mathematics. They can be of any (integral) dimension.
A 1-dimensional array (a 1, a 2, . . . , an ) is variously called an n-tuple, a row
vector when written horizontally, a column vectorwhen written vertically, or an
n-vector. The numbers a k are its entries or components.
1.2 Arrays 3

A 2-dimensional array aik with i running from 1 to n and k from 1 to m is an


n × m matrix. The numbers aik are its entries, elements, or matrix elements. One
can think of a matrix as a stack of row vectors or as a queue of column vectors. The
entry a ik is in the ith row and the kth column.
One can add together arrays of the same dimension and shape by adding their
entries. Two n-tuples add as
(a 1, . . . , an ) + (b1 , . . . , bn ) = (a1 + b1 , . . . , an + bn ) (1.13)
and two n × m matrices a and b add as
(a + b)ik = aik + bik . (1.14)
One can multiply arrays by numbers: Thus z times the 3-dimensional array ai jk
is the array with entries z ai jk . One can multiply two arrays together no matter
what their shapes and dimensions. The outer product of an n -tuple a and an
m-tuple b is an n × m matrix with elements
= ai bk
(a b)ik (1.15)
or an m × n matrix with entries ( ba) ki = bk ai . If a and b are complex, then
one also can form the outer products (a b) ik = a i bk , (b a )ki = bk a i , and
(b a )ki = b k ai . The outer product of a matrix aik and a 3-dimensional array b j m ±

is a five-dimensional array
(a b )ik j ± m = aik b j m.
± (1.16)
An inner productis possible when two arrays are of the same size in one of
their dimensions. Thus the inner product (a , b ) ≡ ±a |b ² or dot producta · b of
two real n-tuples a and b is
(a, b) = ±a|b² = a · b = (a1 , . . . , an ) · (b1, . . . , bn ) = a1 b1 + · · · + an bn . (1.17)
The inner product of two complex n-tuples often is defined as
(a, b) = ±a|b² = a · b = (a1 , . . . , an ) · (b1 , . . . , bn ) = a1 b1 + · · · + an bn (1.18)
or as its complex conjugate
= ±a|b²∗ = (a · b)∗ = ( b, a ) = ±b|a² = b · a.
(a , b )
∗ (1.19)
The inner product of a vector with itself is nonnegative (a , a ) ≥ 0.
The product of an m × n matrix aik times an n-tuple bk is the m-tuple b³ whose
ith component is
±
n

i = ai1 b1 + ai2 b2 + · · · + ain bn = aik bk . (1.20)
k =1
4 1 Linear Algebra

This product is b ³ = a b in matrix notation.


If the size n of the second dimension of a matrix a matches that of the first
dimension of a matrix b, then their product a b is a matrix with entries
±
n
(a b )i ± = ai 1 b1 + · · · + ain bn =
± ± a ik b k± . (1.21)
k =1

1.3 Matrices
Matrices are 2-dimensional arrays.
The trace of a square n × n matrix a is the sum of its diagonal elements
±
n
Tr a = tr a = a11 + a22 + · · · + ann = aii . (1.22)
i =1

The trace of the product of two matrices is independent of their order


n ±
± n n ±
± n
Tr (a b ) = a ik b ki = bki aik = Tr (b a ) (1.23)
i =1 k =1 k =1 i =1

as long as the matrix elements are numbers that commute with each other. It follows
that the trace is cyclic
Tr (a b c . . . z ) = Tr (b c . . . z a ) = Tr (c . . . z a b ) = . . . (1.24)

The transpose of an n × ± matrix a is an ± × n matrix a with entries T

( )
a T

ij
= a ji . (1.25)

Mathematicians often use a prime to mean transpose, as in a ³ = a , but physicists T

tend to use primes to label different objects or to indicate differentiation. One may
show that transposition inverts the order of multiplication
(a b )
T
=b T
a T
. (1.26)
A matrix that is equal to its transpose
a=a T
(1.27)
is symmetric, a i j = a ji .
The (hermitian) adjoint of a matrix is the complex conjugate of its transpose.
That is, the (hermitian) adjoint a † of an N × L complex matrix a is the L × N
matrix with entries

( a )i j = a∗ji . (1.28)
1.3 Matrices 5

One may show that


(a b)

= b† a† . (1.29)

A matrix that is equal to its adjoint

ai j = ( a†)i j = a∗ji (1.30)

(and which must be a square matrix) is hermitian or self adjoint


a = a† (1.31)

(Charles Hermite 1822–1901).

Example 1.1(The Pauli matrices) All three of Pauli’s matrices


³ 0 1´ ³0 −i ´ ³1 0
´
σ1 = 1 0
, σ2 = i
,
0
and σ3 = 0 −1 (1.32)

are hermitian (Wolfgang Pauli 1900–1958).

A real hermitian matrix is symmetric. If a matrix a is hermitian, then the


quadratic form
±
N ±
N
±v |a|v ² = ∗ ai j v j
vi ∈R (1.33)
i =1 j =1

is real for all complex n-tuples v .


The Kronecker deltaδ i k is defined to be unity if i = k and zero if i ´= k
µ 1 if i =k
δik = 0 if i ´= k (1.34)

(Leopold Kronecker 1823–1891). The identity matrixI has entries Iik = δik .
The inverse a −1 of an n × n matrix a is a square matrix that satisfies

a −1 a = a a−1 = I (1.35)

in which I is the n × n identity matrix.


So far we have been writing n-tuples and matrices and their elements with lower-
case letters. It is equally common to use capital letters, and we will do so for the
rest of this section.
A matrix U whose adjoint U † is its inverse

U †U = UU † = I (1.36)
6 1 Linear Algebra

is unitary. Unitary matrices are square.


A real unitary matrix O is orthogonal and obeys the rule

O O T
= O O = I. T
(1.37)

Orthogonal matrices are square.


An N × N hermitian matrix A is nonnegative

A≥0 (1.38)

if for all complex vectors V the quadratic form

±
N
±
N
± V | A |V ² = Vi∗ A i j V j ≥0 (1.39)
i =1 j =1

is nonnegative. It is positive or positive definiteif

± V | A |V ² > 0 (1.40)

for all nonzero vectors |V ².

Example 1.2(Kinds of positivity) The nonsymmetric, nonhermitian 2 × 2 matrix


³1 1
´
(1.41)
−1 1
is positive on the space of all real 2-vectors but not on the space of all complex
2-vectors.

Example 1.3 (Representations of imaginary and grassmann numbers) The 2 ×2


matrix
³0 −1´
(1.42)
1 0
can represent the number i since
³ 0 −1´ ³0 −1´ ³−1 0 ´
1 0 1 0
= 0 −1 = − I . (1.43)

The 2 × 2 matrix
³0 0
´
(1.44)
1 0
can represent a Grassmann number since
³0 0
´ ³0 0
´ ³0 0
´
1 0 1 0
= 0 0
= 0. (1.45)
1.4 Vectors 7

To represent two Grassmann numbers, one needs 4 × 4 matrices, such as


⎛0 0 1 0
⎞ ⎛0 1 0 0

⎜0 −1⎟ ⎜0 0⎟
θ1 = ⎜ ⎟ θ2 = ⎜ ⎟.
0 0 0 0
⎝ 0 0 0 0 ⎠
and ⎝ 0 0 0 1⎠
(1.46)
0 0 0 0 0 0 0 0
The matrices that represent n Grassmann numbers are 2n × 2n and have 2n rows and
2n columns.

Example 1.4 (Fermions) The matrices (1.46) also can represent lowering or anni-
hilation operators for a system of two fermionic states. For a1 = θ1 and a2 = θ2
† †
and their adjoints a1 and a2 , the creation operaors, satisfy the anticommutation
relations
{ai , ak†} = δik and {ai , ak } = {ai† , a†k } = 0 (1.47)

where i and k take the values 1 or 2. In particular, the relation (ai† )2 = 0 imple-
ments Pauli’s exclusion principle, the rule that no state of a fermion can be doubly
occupied.

1.4 Vectors
Vectors are things that can be multiplied by numbers and added together to form
other vectors in the same vector space. So if U and V are vectors in a vector space
S over a set F of numbers x and y and so forth, then

W =xU +yV (1.48)

also is a vector in the vector space S.


A basis for a vector space S is a set B of vectors Bk for k = 1 , . . . , n in terms
of which every vector U in S can be expressed as a linear combination

U = u1 B1 + u2 B2 + · · · + un Bn (1.49)

with numbers u k in F . The numbers u k are the components of the vector U in the
basis B . If the basis vectorsBk are orthonormal, that is, if their inner products are
( Bk , B± ) = ± Bk | B± ² = B̄k · B± = δk ± , then we might represent the vector U as the
n-tuple (u 1, u 2, . . . , u n ) with u k = ± Bk |U ² or as the corresponding column vector.

Example 1.5(Hardware store) Suppose the vector W represents a certain kind of


washer and the vector N represents a certain kind of nail. Then if n and m are natural
numbers, the vector
H = nW + m N (1.50)
8 1 Linear Algebra

would represent a possible inventory of a very simple hardware store. The vector space
of all such vectors H would include all possible inventories of the store. That space is
a 2-dimensional vector space over the natural numbers, and the two vectors W and N
form a basis for it.

Example 1.6(Complex numbers) The complex numbers are a vector space. Two of
its vectors are the number 1 and the number i; the vector space of complex numbers is
then the set of all linear combinations
z = x1 + yi = x + iy. (1.51)
The complex numbers are a 2-dimensional vector space over the real numbers, and the
vectors 1 and i are a basis for it.
The complex numbers also form a 1-dimensional vector space over the complex
numbers. Here any nonzero real or complex number, for instance the number 1 can be
a basis consisting of the single vector 1. This 1-dimensional vector space is the set of
all z = z1 for arbitrary complex z.

Example 1.7 (2-space) Ordinary flat 2-dimensional space is the set of all linear
combinations
r = x x̂ + y ŷ (1.52)

in which x and y are real numbers and x̂ and ŷ are perpendicular vectors of unit length
(unit vectors with x̂ · x̂ = 1 = ŷ · ŷ and x̂ · ŷ = 0). This vector space, called R2 , is a
2-d space over the reals.
The vector r can be described by the basis vectors x̂ and ŷ and also by any other set
of basis vectors, such as −ŷ and x̂
r = x x̂ + yŷ = − y (−ŷ) + x x̂. (1.53)

The¶ components
¶ ·
of the vector r are (x , y ) in the x̂, ŷ basis and (− y, x ) in
·
the −ŷ, x̂ basis. Each vector is unique, but its components depend upon the
basis.

Example 1.8 (3-space) Ordinary flat 3-dimensional space is the set of all linear
combinations
r = x x̂ + y ŷ + zẑ (1.54)

in which x , y, and z are real numbers. It is a 3-d space over the reals.

Example 1.9 (Matrices) Arrays of a given dimension and size can be added and
multiplied by numbers, and so they form a vector space. For instance, all complex
3-dimensional arrays ai jk in which 1 ≤ i ≤ 3, 1 ≤ j ≤ 4, and 1 ≤ k ≤ 5 form a
vector space over the complex numbers.

Example 1.10(Partial derivatives) Derivatives are vectors; so are partial derivatives.


For instance, the linear combinations of x and y partial derivatives taken at x = y = 0
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At the age of a year the bird propagates, so that individuals in the
white, mottled, or blue plumage, may be seen breeding together.
When only a few weeks old, the serrature of the claw of the middle
toe is scarcely perceptible, exhibiting merely faint indications of
points upon a very slight margin. This margin enlarges, and when
the bird is completely fledged the serratures are perfectly formed.
In this bird, as in most other Herons, the crura of the lower mandible
are thin, flexible, and elastic, the angle filled by an elastic membrane
covered by the skin. The tongue is 1 inch long, sagittate at the base,
tapering to a point. The roof of the mouth has a median prominent
ridge, and two lateral lines; the palate is convex; the posterior
aperture of the nares 10 lines in length. The pharynx may be dilated
to 1 1/2 inch; the œsophagus, which is 12 inches long, is when
dilated 10 lines in diameter at its upper part, and gradually contracts
to 7 lines; at the curvature of the neck it lies directly behind, having
passed down on the left side, along with the trachea. Its walls are
extremely thin, contrasting in this respect with the œsophagus of the
Great Northern Diver and other swimming piscivorous birds. The
proventriculus is 1 inch long, its glandules cylindrical, and extremely
slender. The stomach seems as if it merely formed a basal sac to the
œsophagus, its muscles being extremely thin, its tendons circular
and half an inch in diameter; cuticular lining soft. The intestine is long
and very narrow, 5 feet 10 inches in length, 2 lines in diameter at the
upper part, 1 1/2 near the rectum, which is 2 3/4 inches long, with a
diameter of 4 1/2 lines, and terminates in a nipple-like cœcum,
projecting 3 lines beyond the entrance of the small intestine, but
having no appearance of the two lateral appendages usually called
cœca. In this respect, the Blue Heron agrees with others of the same
family. The cloaca is about an inch in length and breadth.
The trachea, when extended, is 8 3/4 inches long. The rings 170 in
number, are osseous and circular, so that the organ preserves its
cylindrical form under all circumstances. They are, like those of all
Herons, of equal breadth on both sides, not broad on one side and
narrow on the other, as has been represented. The contractor
muscles are very slender, as are the sterno-tracheal; the former
send down a slip on each side to the first bronchial ring. The
diameter of the trachea is 2 lines at the upper part, 1 1/2 at the lower.
The bronchi are short, wide, conical, of about 13 half rings.
The right lobe of the liver is 2 1/4 inches long, the left lobe 1 1/2; the
heart 1 1/4 in length, 8 lines broad, of an oblong conical form. The
stomach contained remains of insects and crustaceous animals,
together with a few seeds.
TELL-TALE GODWIT.

Totanus melanoleucus, Vieill.


PLATE CCCVIII. Male and Female.

It is my opinion that they who have given so much importance to the


cry of this bird, as to believe it to be mainly instrumental in ensuring
the safety of other species, and in particular of Ducks, have called in
the aid of their imagination to increase the interest of what requires
no such illustration. A person unacquainted with this Godwit would
believe, on reading its history as recorded in books, that the safety of
these birds depends on the friendly warning of their long-billed and
long-tongued neighbour. And yet it is at no season more noisy or
more vigilant than the Kildeer Plover, nor ever half so much so as the
Semipalmated species, the reiterated vociferations of which are so
annoying. It is true that the Tell-tale is quite loquacious enough; nay,
you, Reader, and I, may admit that it is a cunning and watchful bird,
ever willing to admonish you or me, or any other person whom it may
observe advancing towards it with no good intent, that it has all along
watched us. But then, when one has observed the habits of this bird
for a considerable time, in different situations, and when no other
feathered creatures are in sight, he will be convinced that the Tell-
tale merely intends by its cries to preserve itself, and not generously
to warn others of their danger. So you may safely banish from your
mind the apprehension, which the reading of books may have
caused, that duck-shooting in the marshes of our Middle Districts, is
as hopeless a pursuit as “a wild goose chase.”
The Tell-tale Godwit has a great range in the United States, where,
indeed, I have found it in almost every district, and at all seasons. It
spends the winter along the shores of our estuaries, rivers, and
ponds, and in the rice-fields, from Maryland to Mexico. It is abundant
then in South Carolina, the Floridas, and along the shores of the Gulf
of Mexico, as far as Texas, where I found it in considerable numbers
and paired, in the months of April and May, along with the Yellow-
shank Snipe, Totanus flavipes. It is also met with in spring and
autumn over the whole interior of the country, and I have found it
quite abundant at those seasons along the entire length of the
Mississippi, Ohio, and Missouri rivers, as well as on the Arkansas.
They congregate in great numbers in the inland marshes of Florida,
and along its rivers, during the winter. I found them near Eastport, in
the State of Maine, on the 11th of May 1833; and on the coast of
Labrador, on the 18th of June of the same year. In Newfoundland, on
the 11th of August, the young were equal in size to their parents, and
being extremely fat, tender, and juicy, afforded excellent eating. In
general, however, these birds are thin and have a fishy taste.
In the State of Maine and the province of New Brunswick, the Tell-
tale is known by the name of “Humility,” which, however, is an
appellation that ill accords with its vociferous habits. The Creoles of
New Orleans call it “Clou-clou;” and were these syllables rapidly
enunciated from two to five times in succession, the sounds would
have some resemblance to the usual notes of the species.
When these Godwits arrive in the vicinity of New Orleans about the
middle of March, they appear in considerable flocks. They retire,
however, in the beginning of May, and return about the first of July,
from which time they continue there until the end of autumn, some
indeed remaining all winter. It seems, that at the period of their
disappearance at New Orleans, they retire to the vast marshes near
the sea-shore, and there breed, for I have found them abundant near
the passes or mouths of the Mississippi in pairs, on the first of April,
when the air is warmer than in the interior. They are said to breed in
the marshes along the coast of New Jersey, where, according to
Wilson, they arrive early in April, and continue until November. It is a
curious fact that the Tell-tale Godwit, as well as some other birds of
similar habits, is of very rare occurrence along the shores of
Massachusetts and Maine. This, however, seems to be accounted
for by the absence there of the large spongy marshes, to which
these birds are fond of resorting.
Although found in the vicinity of both salt and fresh water, at all
seasons, it usually prefers the latter, and the spots which appear to
be best adapted to its nature are ponds of which the water is shallow
and the shores muddy, so that they can walk and wade at ease upon
them. Wherever such ponds occur, whether in plantations or in the
interior of forests, or on extensive savannahs or prairies, there you
will find them actively employed, wading so far into the water as to
seem as if they were swimming. If just alighted after ever so short a
flight, they hold their wings upright for a considerable time, as if
doubtful of not having obtained good footing. Closing their wings,
they then move nimbly about the pool, and are seen catching small
fishes, insects, worms, or snails, which they do with rapidity and a
considerable degree of grace, for their steps are light, and the
balancing or vibratory motion of their body, while their head is gently
moved backwards and forwards, is very pleasing to the eye.
I have often observed these birds on large logs floating on the
Mississippi, and moving gently with the current, and this sometimes
in company with the Snowy Heron, Ardea candidissima, or the
American Crow, Corvus Americanus. In such situations, they procure
shrimps and the fry of fishes. In autumn, they are extremely prone to
betake themselves to the margins of our most sequestered lakes in
the interior of Louisiana and Kentucky, where the summer heat has
left exposed great flats of soft sandy mud abounding with food suited
to their appetite, and where they are much less likely to be disturbed
than when on the marshes on the sea-shore, or on the margins of
rivers. When they have been some time in the salt-marshes, and
have eaten indiscriminately small shell-fish, worms, and fry, they
acquire a disagreeable fishy taste, and being at the same time less
fat, are scarcely fit for the table. They are social birds, and frequently
mingle with other waders, as well as with the smaller ducks, such as
the Blue-winged and Green-winged Teals. In the salt-marshes they
associate with Curlews, Willets, and other species, with which they
live in peace, and on the watchfulness of which they depend quite as
much as on their own.
The flight of the Tell-tale Godwit, or “Great Yellow-Shank,” as it is
generally named in the Western Country, is swift, at times elevated,
and, when necessary, sustained. They pass through the air with their
necks and legs stretched to their full length, and roam over the
places which they select several times before they alight, emitting
their well-known and easily imitated whistling notes, should any
suspicious object be in sight, or if they are anxious to receive the
answer of some of their own tribe that have already alighted. At such
times, any person who can imitate their cries can easily check their
flight, and in a few moments induce them to pass or to alight within
shooting distance. This I have not unfrequently succeeded in doing,
when they were, at the commencement of my calls, almost half a
mile distant. Nay, I have sometimes seen them so gentle, that on my
killing several in a flock, the rest would only remove a few yards.
I have always found that the cries of this bird were louder and more
frequent during the period of its breeding, when scarcely any birds
were in the vicinity. I therefore conclude that its cries are then more
intended to draw you from the spot where its nest is concealed, than
for any other purpose, as on such occasions the bird either moves
off on foot, or flies away and alights at a short distance from the
place where its treasure lies.
When in Labrador, I found these birds breeding, two or three pairs
together, in the delightful quiet valleys bounded by rugged hills of
considerable height, and watered by limpid brooks. These valleys
exhibit, in June and July, the richest verdure, luxuriant grasses of
various species growing here and there in separate beds many
yards in extent, while the intervening spaces, which are
comparatively bare, are of that boggy nature so congenial to the
habits of these species. In one of those pleasing retreats my son
found a pair of Tell-tales, in the month of June, both of which were
procured. The female was found to contain a full-formed egg, and
some more of the size of peas. The eggs are four, pyriform, 2 1/4
1
inches long, 1 4 /2/8 in their greatest breadth, pale greenish-yellow,
marked with blotches of umber and pale purplish-grey.
The plumage of this bird has a very different appearance in autumn
and winter from that which it presents at the approach of the
breeding season. This has led some students of Nature in the United
States to suppose, that there exist two nearly allied species; but this,
I am confident, is not the case. The female is larger than the male,
but only in a slight degree.
Dr Richardson has found this species on the Saskatchewan and Dr
Townsend on the Columbia River.

Totanus melanoleucus, Ch. Bonaparte, Synopsis of Birds of United States,


p. 324.
Tell-tale Godwit or Snipe, Scolopax vociferus, Wils. Amer. Ornith. vol. vii.
p. 57, pl. 58, fig. 5.
Tell-tale, or Greater Yellow-Shanks, Nuttall, Manual, vol. ii. p. 148.
Totanus vociferus, Tell-tale, Richards. and Swains. Faun. Bor. Amer. vol. ii.
p. 389.
Adult male. Plate CCCVIII. Fig 1.
Bill much longer than the head, very slender, subcylindrical, straight,
flexible, compressed at the base, the point rather depressed and
obtuse. Upper mandible with the dorsal line straight, the ridge
convex, broader at the base beyond the nostrils blended with the
sides, which are convex, the edges thick, with a groove running their
whole length, the tip slightly deflected. Lower mandible with the
angle very long and narrow, the dorsal line straight, the sides
convex, with a slight groove in their basal half, the sides convex, the
edges grooved longitudinally, the tip narrow. Nasal groove long and
narrow, extending to nearly half the length of the bill; nostrils basal,
linear, direct, pervious.
Head of moderate size, oblong, compressed, eyes large. Neck rather
long and slender. Body slender. Feet very long and slender; tibia
bare for half its length, scutellate before and behind, tarsus
compressed, also scutellate before and behind; hind toe very small
and elevated; fore toes of moderate length, very slender, connected
at the base by webs, of which the outer is larger; second or inner toe
considerably shorter than fourth, which is in a similar degree
exceeded by the third; all covered with numerous scutella above,
flattened beneath, and marginate. Claws small, slightly arched, much
compressed, rather obtuse, that of the middle toe much larger, with
the inner edge dilated.
Plumage soft and blended, on the fore part of the head very short.
Wings long, narrow, pointed; primaries narrow and tapering, first
longest, second a little shorter, the rest rapidly graduated;
secondaries short, broad, incurved, obliquely rounded, the inner
elongated and tapering. Tail short, doubly emarginate in a slight
degree, of twelve rounded feathers.
Bill black, tinged with bluish-grey at the base. Iris dark brown. Feet
bright yellow, claws brownish-black. Upper part of the head, lores,
cheeks, and the neck all round, excepting the throat, streaked with
brownish-black, on a white ground, tinged with grey on the head and
hind neck; the throat, breast, and abdomen, are pure white, the sides
and lower tail-coverts barred with brownish-black, as are the axillar
feathers and lower wing-coverts, the lower surface of the primaries
light grey, their shafts white. The upper parts generally are black,
glossed with green, each feather margined with white triangular
spots. The hind part of the rump and the upper tail-coverts white,
barred with dusky. The anterior smaller wing-coverts, alula, primary
coverts, and primary quills, brownish-black, without spots; shaft of
first primary white, of the rest brown. Tail-feathers white, with
numerous bands of dark greyish-brown, the middle six feathers more
or less of a light brownish-grey toward the end, the bars not
extending over their central part, their tips white. Length to end of tail
14 inches, to end of wings 14, to end of claws 16; extent of wings
24 3/4; bill along the ridge 2 3/12, along the edge of the lower
mandible 2 5/12, wing from flexure 8 2/12; tail 3 8/12; bare part of tibia
1 1/2; tarsus 2 5/12; hind toe and claw 4 1/2/12; middle toe and claw
1 8 1/2/12. Weight 6 oz.

Adult Female. Plate CCCVIII. Fig. 2.


The female resembles the male.

Length to end of tail 13 3/4, to end of wings 14 1/2, to end of claws


17 3/4; extent of wings 25 1/2. Weight 6 1/2 oz.

Both sexes become darker on the upper parts, at the approach of


spring. This dark colour disappears after their autumnal moult.
The tongue is 1 2/12 inch in length, slender, sagittate and papillate at
the base, triangular, tapering to a fine point. On the roof of the mouth
are two rows of large blunt papillæ directed backwards; the edges of
the mandibles are thick and grooved; the posterior aperture of the
nares linear, 9/12 long. The œsophagus, 6 3/4 inches in length,
passes along the right side of the neck, and has a diameter of 3/12 of
an inch in its upper part, but is dilated to 5/12 before it enters the
thorax. The proventriculus is oblong, 8/12 in length, its glandules
oblong. The stomach is oblong, 1 2/12 inch in length, 8/12 in breadth,
its lateral muscles of moderate size, the tendons 5/12 in diameter, the
cuticular lining hard, with large longitudinal rugæ, and of a deep red
colour. The intestine 2 feet 8 inches long, varying in diameter from
2 1/2/ to 2/12. The rectum 1 9/12 inch long; the cæca 4 inches 5/12
12
long, of an oblong form, with the extremity rounded, their diameter
1 1/2/ .
12

In another individual, the œsophagus is 6 1/2 inches long; the


stomach 1 9/12; the intestine 2 feet 3 inches; the rectum 1 9/12, the
cæca 4 1/12, their diameter 1 1/2/12.
1
The trachea, 4 8/12 inches long, 2 /2/12 in diameter above, 2/12 below;
of 120 unossified rings; its contractor muscles feeble, the sterno-
tracheal moderate; a single pair of inferior laryngeal; the bronchial
rings about 15.
COMMON TERN.

Sterna Hirundo, Linn.


PLATE CCCIX. Adult.

Although the Prince of Musignano has thought that the bird named
the Common Tern in America, differs from that bearing the same
name in Europe, and has in consequence changed its appellation to
that of Wilson’s Tern, I am of opinion that no difference exists
between the Common Terns of the two Continents. The cry of both is
besides precisely similar, so that with me there is no doubt whatever
as to their identity. Experience has shewn me that the markings or
white spots on the primary quills of Gulls, at one time assumed as a
criterion by which species might be distinguished, cannot in the least
be depended on, varying, as they always do, in individuals of the
same species, at almost each successive moult. Then why, Reader,
should not Terns exhibit analogous changes? The fact is, they do so;
and it is almost impossible, on closely inspecting a dozen or more
specimens procured at the same period, in either country, to find two
individuals exactly corresponding in every particular. Some have the
bill almost entirely black, while others have it more or less red and
black, and tipped with yellow. The length of the tail-feathers, that of
the tarsus, and the size of the inter-digital membranes, are all found
to differ in some degree, if minutely compared. If species are to be
founded on such slight differences, an ample field is open to those
who are ambitious of being discoverers. At all events, I cannot help
remarking here, that it seems to me improper to impose new names
on objects, until it is proved by undeniable facts that they present
permanent differences.
I have observed this species along the Atlantic coast of North
America, from Galveston Island in Texas to the Straits of Belle Isle
on the coast of Labrador, both in spring and in early autumn. But
when on the islands in Galveston Bay, in the month of April, I saw
only a few arriving there from the west; whereas, in the beginning of
May great numbers arrived there from the east, settled at once, and
commenced breeding. I felt convinced that the numbers which came
from the direction of the Floridas were much greater than those
which arrived from the westward, and judged it probable that vast
numbers had at the same time left the Peninsula on their way
northward. Should other travellers observe the same or similar
phenomena at the season mentioned, it will be proved that this
species does not extend its autumnal migration so far as several
others, which I observed arriving at Galveston Island from the south-
west, for example, the Least Tern, Sterna minuta, the Cayenne Tern,
St. cayana, and the Black Tern, St. nigra.
The Common Tern commences breeding on the coast of our Middle
Districts about the 5th of May. On my voyage to Labrador, I found its
eggs on the islands in the Gulf of St Lawrence, and especially on the
Magdalene Islands, which I visited on the 11th of that month. On the
18th I saw them in great abundance in the neighbourhood of
American Harbour, on the coast of Labrador, where thousands of
Terns were plunging headlong after shrimps all round us. In that
country, their eggs were deposited among the short grass, and the
places which they occupied were but slightly scratched; whereas on
the Magdalene Islands, where they breed on sandy ridges, slight
hollows were scooped out, as is generally the case along the eastern
coast of the United States. Their sojourn in Labrador is of short
duration; and when we were at Newfoundland, on the 14th of
August, multitudes were already passing southward. At the same
period considerable numbers pass by an inland route from the
Canadas, and all our great lakes, travelling along the Ohio and
Mississippi. While residing at Henderson, and afterwards at
Cincinnati, I had ample opportunities of watching their movements in
the month of September. And yet, you will think it strange, that,
during their vernal migration, I never saw one ascend any of these
rivers or the streams connected with them. Perhaps the inferior
temperature of the waters, compared with those of the ocean, in the
early spring months, may induce them to abandon their route at that
season. In autumn, on the contrary, when these rivers are heated
and reduced in size, the Terns may find in them an abundant supply
of the fry of various fishes. It would thus appear, being corroborated
by other observations which I have made relative to migration, that
species whose range is extensive, are determined in their
movements by a genial temperature and an abundant supply of food.
With an easy and buoyant flight, the Tern visits the whole of our
indented coasts, with the intention of procuring food, or of rearing its
young, amidst all the comforts and enjoyments which kind Nature
has provided for it. Full of agreeable sensations, the mated pair glide
along side by side, as gaily as ever glided bridegroom and bride. The
air is warm, the sky of the purest azure, and in every nook the
glittering fry tempts them to satiate their appetite. Here, dancing in
the sunshine, with noisy mirth, the vast congregation spreads over
the sandy shores, where, from immemorial time, the species has
taken up its temporary abode. They all alight, and with minced steps,
and tails carefully raised so as not to be injured by the sand, the
different pairs move about, renew their caresses, and scoop out a
little cavity in the soil. If you come again in a few days, you will find
the place covered with eggs. There they lie, three in each hollow,
beautifully spotted and pointed; and as they receive heat enough
from the sun, the birds have left them until evening. But not absent
are they from the cherished spot, for they have seen you, and now
they all fly up screaming. Although unable to drive you away, they
seem most anxiously to urge your departure by every entreaty they
can devise; just as you would do, were your family endangered by
some creature as much stronger than yourself as you are superior to
them. Humanity fills your heart, you feel for them as a parent feels,
and you willingly abandon the place. The eggs are soon hatched; the
young in due time follow their parents, who, not considering their
pleasant labour ended when they are able to fly, feed them on wing
in the manner of swallows, until they are quite capable of procuring
their subsistence themselves. So soon as this is the case, the young
birds fly off in bands, to seek on distant shores, and in sunny climes,
the plentiful food which the ocean yields.
The nest of the Common Tern is, as I have said, a mere hollow made
in the loose sand of some island or mainland beach, scantily tufted
with wiry grass, or strewed with sea-weeds. Their eggs never exceed
three in number; their average length is 1 inch 5 1/2 eighths, their
breadth 1 1/4 inch. They vary greatly in their markings, as is the case
with those of all the smaller species of this family; but their ground
colour is generally pale yellowish-green, blotched and spotted with
brownish-black and purplish-grey or neutral tint.
The young, which are fed with small fishes, shrimps, and insects,
separate from the old birds when fully fledged, and do not again
associate with them until the following spring, when both are found
breeding in the same places. It seems quite curious to see these
young birds in winter, during boisterous weather, throwing
themselves into the remotest parts of estuaries, and even visiting
salt-water ponds at some distance from the sea, as I have often
seen them do at Charleston, in South Carolina, when accompanied
by my friend the Rev. Dr Bachman. Their plumage is then so very
different from that of the old birds, that one might readily believe
them to be of another species, did he not observe that their mode of
flying and their notes are the same. Not less strange is it, that on
such occasions none of the old birds are to be seen in the place,
they having remained, braving the fury of the tempest, on the outer
harbours. In the beginning of winter, young birds also sometimes
ascend the Mississippi as far as Natchez; and in the same manner
betake themselves to all the large lakes bordering the Gulf of
Mexico. There, as well as elsewhere, you see them plunge into the
water, and instantaneously secure their prey, rise as quickly, and
dash into another spot hard by, whenever food happens to be
abundant.
I have many times seen the Common Tern suddenly fly up and come
close over a man or a dog, without the least apparent provocation,
indeed when far distant from its nest, and then pass and repass
repeatedly within a few yards, emitting a plaintive cry, as if its eggs
or young were in the immediate vicinity. At other times, when the
birds were yet distant from their young, and carrying fish in their bills,
they would, on seeing a man, round to, drop their food, and perform
the same evolutions. I, however, know nothing more remarkable of
this species of Tern, than that it should breed, as I know from
personal observation to be the case, along the whole of our Atlantic
coast, in suitable places, from Texas to Labrador.
When travelling in stormy weather, they skim over the surface of the
water, moving rapidly and close together; whereas in fine weather,
they rise high, and proceed in a straggling manner. Now and then I
have seen them alight among Tringas of different species, as well as
among Razor-billed Shearwaters, on outward sand beaches.

Sterna Hirundo, Linn. Syst. Nat., vol. i. p. 227.—Lath. Ind. Ornith., vol. ii. p.
807.—Ch. Bonaparte, Synopsis of Birds of the United States, 354.—
Richards. and Swains. Fauna Bor. Amer. vol. ii. p. 412.
Great Tern, Sterna Hirundo, Wils. Amer. Ornith., vol. viii. p. 76, pl. 60, fig.
1.
Great or Common Tern, Nuttall, Manual, vol. ii. p. 271.

Adult Male. Plate CCCIX.


Bill about the same length as the head, rather slender, compressed,
nearly straight, tapering to a narrow point. Upper mandible with the
dorsal line slightly arched, the ridge rather broad and convex at the
base, narrow towards the end, the sides sloping, convex towards the
end, the edges sharp and inflected, the tip very slender. Nasal
groove rather long, and with a faint groove and ridge extending
obliquely to the edge of the mandible; nostrils sub-basal, linear,
direct, pervious. Lower mandible with the angle very narrow,
extending beyond the middle, the dorsal line straight, the sides
ascending and convex, the edges sharp and inflected, the tip very
acute.
Head of moderate size, oblong; neck of moderate length; body very
slender. Feet very small; tibia bare for a considerable space; tarsus
very short, slender, compressed, covered anteriorly with twenty-two
small scutella, laterally and behind with reticular scales; toes very
small, slender, the first extremely small, the third longest, the fourth
considerably shorter, the second shorter than the fourth in the same
proportion; the anterior toes connected by reticulated webs, which
are deeply concave at their margin. Claws arched, compressed, that
of the hind toe smallest, of the middle by much the largest, and
having the inner edge thin and dilated.
Plumage soft, close, blended, very short on the fore part of the head;
the feathers, in general, broad and rounded; wings very long, narrow,
and pointed; primary quills tapering to a rounded point, slightly
curved inwards, the first longest, the rest rapidly graduated;
secondary quills short, broad incurved, obliquely rounded, the inner
more tapering. Tail long, very deeply forked, of twelve feathers, of
which the outer are tapering, the middle short and rounded.
Bill bright coral-red, black towards the end, the tip light yellow; inside
of mouth reddish-orange; eye hazel. Feet coral-red, lighter than the
bill; claws brownish-black. Upper part of the head, and the hind neck
half-way down, deep black, the anterior part tinged with brown, the
posterior with blue. The sides of the head, the fore neck, and all the
lower parts, white, with a slight tinge of greyish-blue on the breast.
Back, scapulars, and wings, light greyish-blue, the edges of the
wings, the rump, and upper tail-coverts, white, slightly tinged with
grey. First primary, with the outer web deep black, the shaft white, on
the inner web a greyish-black band running along the shaft, narrow
at the base, and widening so as to occupy the whole breadth of the
web for an inch at the end, where it is hoary. The next five have the
outer web, and a varying portion of the inner, in nearly their whole
length hoary, but at the same time with a dusky shade, which
becomes more apparent at the ends; the rest of the quills are like the
back, but margined and tipped with white. Tail-feathers with the inner
webs white, the outer webs of the colour of the back, paler on the
middle feathers, gradually deepening outwards, and on the outer
feathers dark or blackish-grey.
Length to end of tail 16 inches, to the fork of the tail 11, to end of
wings 15 3/8, to end of claws 11 1/4; extent of wings 31 1/2; wing from
flexure 11 5/12; tail to end of lateral feathers 7 1/12, to fork 3 1/12; bare
part of tibia 6 1/2/12; tarsus 10 1/2/12; hind toe and claw 3 1/2/12, middle
toe and claw 1 1/12. Weight 5 oz.

The female is similar to the male, but rather smaller. In some


instances I have seen a small portion of the forehead white.
Length to end of tail 15 inches, to the fork 11 1/2, to end of wings
15 1/4, to end of claws 11; extent of wings 30 1/4; wing from flexure
10 1/2. Weight 5 oz.

The young in their first plumage, have the bill dull greenish-black,
with the tip yellowish; the feet greenish-yellow.
In winter, the bill is black, with the base pale orange, and the tip
yellowish; the feet orange-yellow. The colours are as in the adult, the
forehead white, the rest of the head dusky, the upper parts having
the feathers slightly margined with lighter.

Length to end of tail 12 3/4, to the fork 11; to end of wings 14, to end
of claws 10 1/2; extent of wings 29 1/4; wing from flexure 8 1/4.

American and British specimens present no essential differences


when compared in considerable numbers. The outer web of the
lateral tail-feather is blackish-grey, and the inner webs of the tail-
feathers are white in all the specimens collected for comparison. The
tarsus in American specimens varies in length from 9 to 10 1/2
twelfths, and the claw of the middle toe from 2 1/2 to 4 1/2 twelfths;
but similar differences are observed in the British birds.

The tongue is 1 4/12 inch long, sagittate and papillate at the base,
very slender, tapering, the point slit, the upper surface a little
concave, the lower horny towards the end. Aperture of posterior
nares linear, 9 twelfths long. Palate with a middle and two lateral
ridges. Œsophagus 6 inches long, extremely wide, its average
diameter on the neck 7 twelfths, within the thorax 11 twelfths. The
stomach is muscular, 1 inch long, the lateral muscles not
distinguishable, the fasciculi of fibres being disposed as in the
rapacious birds; the central tendinous spaces 3 twelfths in diameter;
the cuticular lining strong, with broad longitudinal rugæ. The contents
of the stomach, fishes. The proventriculus 1 inch long. Intestine 1
foot 7 inches long, of moderate diameter, convoluted, varying from
2 3/4 twelfths to 2 1/2 twelfths. Rectum 1 inch long. Cœca 5 twelfths
long, with a diameter of 3/4 of a twelfth.

The trachea is 3 1/4 inches long, 2 1/2 twelfths in breadth above, 1 1/2
twelfth below; its rings 103, feeble and unossified; the lateral
muscles extremely slender; there are sterno-tracheal muscles, but
none besides. Bronchial half-rings about 18.
SPOTTED SANDPIPER.

Totanus macularius, Temm.


PLATE CCCX. Male and Female.

In the course of my last journey in search of information respecting


the birds which at one season or other are found within the limits of
the United States, I observed so vast a number of them in Texas,
that I almost concluded that more than two-thirds of our species
occur there. Among them I observed the beautiful bird now before
you.
The Spotted Sandpiper has a wonderfully extensive range, for I have
met with it not only in most parts of the United States, but also on the
shores of Labrador, where, on the 17th June 1833, I found it
breeding. On the 29th of July, the young were fully fledged, and
scampering over the rocks about us, amid the putrid and drying cod-
fish. In that country it breeds later by three months than in Texas; for
on the head waters of Buffalo Bayou, about sixty miles from the
margin of the Mexican Gulf, I saw broods already well grown on the
5th of May 1837. On the same day of the same month in 1832, a
similar occurrence happened on an island near Indian Key, on the
south-east coast of Florida. In Newfoundland, on the other hand, the
young were just fully fledged on the 11th of August 1833. It appears
strange that none were observed by Dr Richardson on the shores
of Hudson’s Bay, or in the interior of that country. They are quite
abundant along the margins of the Mississippi, the Ohio, and their

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