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Mathematics I
(Part of 4CCP 1350)
Department of Physics, King’s College London
Dr J. Alexandre, 2008/2009
Contents
1 Introduction 3
1.1 Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Combinatorics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 Functions of a real variable 5
2.1 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Diﬀerentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.3 Polynomial functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4 Rational functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.5 Trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3 Integration 13
3.1 Interpretation of the integral . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.2 Integration by part . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.3 Change of variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.4 Improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
4 Logarithm and exponential functions 18
4.1 Logarithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.2 Exponential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.3 Hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5 Taylor expansions and series 22
5.1 Approximation of a function around a value of the argument . . . . . . . . 22
5.2 Radius of convergence and series . . . . . . . . . . . . . . . . . . . . . . . . 22
5.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
5.4 Expansion for a composition of functions . . . . . . . . . . . . . . . . . . . 24
1
6 Vector calculus 25
6.1 Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
6.2 Rotations in two dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . 25
6.3 Scalar product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
6.4 Cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
6.5 Scalar triple product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
6.6 Polar coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
7 Complex numbers 31
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
7.2 Complex exponential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
7.3 Trigonometric formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
7.4 Roots of complex numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
7.5 Relation to hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . 33
8 Linear diﬀerential equations 34
8.1 First order, homogeneous . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
8.2 Variation of parameters method . . . . . . . . . . . . . . . . . . . . . . . . 35
8.3 Second order, homogeneous . . . . . . . . . . . . . . . . . . . . . . . . . . 35
8.4 General properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
8.5 Separation of variables method . . . . . . . . . . . . . . . . . . . . . . . . 38
9 Linear algebra 39
9.1 Linear function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
9.2 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
9.3 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
9.4 Composition of linear functions . . . . . . . . . . . . . . . . . . . . . . . . 41
9.5 Eigenvectors and eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . 42
10 Functions of several variables 44
10.1 Partial diﬀerentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
10.2 Diﬀerential of a function of several variables . . . . . . . . . . . . . . . . . 45
10.3 Implicit functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
10.4 Double integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
10.5 Triple integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2
1 Introduction
1.1 Numbers
• Natural numbers N These are all positive integers, including 0.
• Integers Z These are the elements of N, plus the negative integers.
• Rational numbers Q These are all the numbers which can be written p/q, where p
and q = 0 are elements of Z. These numbers have either a ﬁnite number of decimals
or a periodic inﬁnite number of decimals, for example
1 . 3795 3795 3795 3795 · · · · · ·
Q contains Z.
• Real numbers R These are the elements of Q plus all the numbers with inﬁnite and
random decimals. Examples of real numbers, which are not in Q are:
√
2, π, e, ....The
product of a symmetric matrix with an antisymmetric matrix is zero.
Density property: Between any two real numbers can be found a rational number, and vice
verse.
1.2 Group
A group G is a set of elements {a}, together with an operation ⋆, such that:
• if a, b are two elements of G, then a ⋆ b is element of G;
• G contains a unit element u such that, for any element a of G, a ⋆ u = a;
• for any element a of G, there is an element ˜ a such that a ⋆ ˜ a = u.
Examples of groups: {Z, +}; {Q, ×}; ...
1.3 Combinatorics
• Permutations The number of ways to choose an order for n elements is the factorial
n! = n ×(n −1) ×(n −2) · · · ×3 ×2 ×1.
Indeed, there are n possibilities for the ﬁrst element, and for each of these possibilities,
there are n −1 for the second element, etc...
3
• Combinations The number of ways to choose k elements out of n, independently
of the order, is given by the binomial coeﬃcients
_
n
k
_
=
n!
k!(n −k)!
.
Indeed, the number of possible ways to order n points is n!, and has to be divided
by the number of ways to order the k chosen elements, which is k!, and also by the
number of ways to order the remaining n−k elements, which is (n−k)!. Some simple
properties are:
_
n
n −k
_
=
_
n
k
_
,
_
n
1
_
= n,
_
n
0
_
= 1.
• Binomial formula. We show here that
(a + b)
n
=
k=n
k=0
_
n
k
_
a
n−k
b
k
, (1)
where n is an integer and a, b are real numbers, using a proof by induction:
First step: check that eq.(1) is valid for a given value of n, for example n = 2:
(a + b)
2
= a
2
+ 2ab + b
2
=
_
2
0
_
a
2
b
0
+
_
2
1
_
a
1
b
1
+
_
2
2
_
a
0
b
2
=
k=2
k=0
_
2
k
_
a
2−k
b
k
.
Second step: suppose that eq.(1) is valid for n, and show that it is then valid for
n + 1:
(a + b)
n+1
= (a + b)
k=n
k=0
_
n
k
_
a
n−k
b
k
=
k=n
k=0
_
n
k
_
a
n−k+1
b
k
+
k=n
k=0
_
n
k
_
a
n−k
b
k+1
=
k=n
k=0
_
n
k
_
a
n+1−k
b
k
+
k=n+1
k=1
_
n
k −1
_
a
n+1−k
b
k
= a
n+1
+ b
n+1
+
k=n
k=1
__
n
k
_
+
_
n
k −1
__
a
n+1−k
b
k
= a
n+1
+ b
n+1
+
k=n
k=1
_
n + 1
k
_
a
n+1−k
b
k
=
k=n+1
k=0
_
n + 1
k
_
a
n+1−k
b
k
.
4
2 Functions of a real variable
A function of a real variable f is an operation, which to a real variable x associates the
quantity f(x).
2.1 Continuity
Intuitively, a function f of the variable x is continuous is a small change in x leads to a
small change in f(x). More rigorously, f is continuous in x
0
if for any ε > 0, one can
always ﬁnd a δ > 0 such that
x −x
0
 < δ ⇒ f(x) −f(x
0
) < ε.
2.2 Diﬀerentiation
The derivative of a function f at the point x is the slope of the tangent of the curve y = f(x)
at x. In order to calculate it, let’s consider the points M and M
′
with coordinates (x, f(x))
and (x+∆x, f(x+∆x)) respectively, where dx > 0 is an increment (see ﬁg(1)). The slope
of the straight line (MM
′
) is
slope =
f(x + ∆x) −f(x)
(x + ∆x) −x
=
f(x + ∆x) −f(x)
∆x
.
The slope of the tangent of the curve at M is obtained when ∆x → 0. The derivative of
f at the point x is then
f
′
(x) = lim
∆x→0
f(x + ∆x) −f(x)
∆x
=
df
dx
, (2)
where dx denotes the inﬁnitesimal increment in x and df the corresponding inﬁnitesimal
increment in f(x).
Example Let us calculate the derivative of f(x) = ax
n
, where a is a constant and n is an
integer. By deﬁnition
f
′
(x) = lim
∆x→0
a(x + ∆x)
n
−ax
n
∆x
= lim
∆x→0
a[x
n
+ nx
n−1
∆x + n(n −1)x
n−2
(∆x)
2
/2 +· · ·] −ax
n
∆x
= a lim
∆x→0
_
nx
n−1
+ n(n −1)x
n−2
∆x +· · ·
_
= anx
n−1
,
where the dots represent higher orders in ∆x.
5
x
f(x)
x+ x
f(x+ x)
∆
∆
Figure 1: The derivative is the slope of the tangent.
Eq, (2) deﬁnes the “derivative from the right”, for ∆x > 0. One can also deﬁne the
“derivative from the left” by
lim
∆x→0
f(x) −f(x −∆x)
∆x
,
where ∆x > 0. A function f is said to be diﬀerentiable at x if these two deﬁnitions lead
to the same result. If these two derivatives are diﬀerent, the function is singular at the
point x and its derivative is not deﬁned. An example of such a singularity is the function
f(x) = x at x = 0. Indeed, for x = 0, the derivative from the left is 1 and the derivative
from the right is 1.
Note that a function can be continuous but not diﬀerentiable for a given value of x, as
shows the previous example.
Extrema of a function Since the derivative f
′
(a) of a function at the point a corresponds
to the slope of the tangent of the curve of equation y = f(x), we have the following
classiﬁcation:
• if f(a) > 0, then f is increasing in the vicinity of a;
• if f(a) < 0, then f is decreasing in the vicinity of a;
• if f(a) = 0 and f(x) changes sign at x = a, then f(a) is an extremum of f;
6
• if f(a) = 0 and f(x) does not change sign at x = a, then the point of coordinates
(a, f(a)) is called an inﬂexion point. At such a point, the second derivative changes
sign.
Derivative of a product If f, g are two functions of x, the derivative (fg)
′
is given by
(fg)
′
(x) = lim
∆x→0
f(x + ∆x)g(x + ∆x) −f(x)g(x)
∆x
= lim
∆x→0
f(x + ∆x)g(x) −f(x)g(x) + f(x + ∆x)g(x + ∆x) −f(x + ∆x)g(x)
∆x
= lim
∆x→0
_
g(x)
f(x + ∆x) −f(x)
∆x
+ f(x + ∆x)
g(x + ∆x) −g(x)
∆x
_
= f
′
(x)g(x) + f(x)g
′
(x). (3)
Chain rule Consider two functions f and g, and the function F deﬁned as F(x) = f(g(x)).
The derivative of F is
F
′
(x) = lim
∆x→0
F(x + ∆x) −F(x)
∆x
= lim
∆x→0
f(g(x + ∆x)) −f(g(x))
dx
= lim
∆x→0
f(g(x + ∆x)) −f(g(x))
g(x + ∆x) −g(x)
×
g(x + ∆x) −g(x)
∆x
= lim
∆x→0
f(g + ∆g) −f(g)
∆g
×
g(x + ∆x) −g(x)
∆x
= f
′
(g(x)) ×g
′
(x),
where ∆g = g(x + ∆x) −g(x) is the increment in g(x) corresponding to x →x + ∆x.
Derivative of a ratio The derivative of 1/x is −1/x
2
, such that the derivative of the
function 1/f is
_
1
f(x)
_
′
= −
1
f
2
(x)
×f
′
(x) = −
f
′
(x)
f
2
(x)
.
As a consequence, the derivative of the ratio of the functions f and g is
_
f(x)
g(x)
_
′
= f
′
(x) ×
1
g(x)
+ f(x) ×
_
−
g
′
(x)
g
2
(x)
_
=
f
′
(x)g(x) −f(x)g
′
(x)
g
2
(x)
.
Derivative of an inverse function If y = f(x), the inverse function f
−1
, when it exists,
is deﬁned by x = f
−1
(y). Do not confuse the inverse function f
−1
with 1/f!. In order to
deﬁne the inverse of a function, one needs a onetoone mapping between x and y. This is
7
usually the case on a given interval for x at least.
The derivative of the inverse is then
_
f
−1
(y)
_
′
= lim
∆y→0
f
−1
(y + ∆y) −f
−1
(y)
∆y
= lim
∆x→0
x + ∆x −x
f(x + ∆x) −f(x)
=
1
f
′
(x)
,
where ∆x is deﬁned such that y + ∆y = f(x + ∆x).
2.3 Polynomial functions
A polynomial function of x is of the form
P(x) =
n=N
n=0
a
n
x
n
,
where a
n
are the coeﬃcients and N is the degree of the polynomial.
If N is odd, the polynomial has at least one zero. Indeed, we have then
lim
x→−∞
P(x) = −∞ and lim
x→+∞
P(x) = +∞,
such that the line representing y = P(x) cuts at least once the axis y = 0, since the
polynomial is a continuous function.
A polynomial of degree 2 can have two poles, but might not have any (real) pole:
• P(x) = a(x −z
1
)(x −z
2
) has two poles z
1
, z
2
. The pole is double if z
1
= z
2
;
• Q(x) = ax
2
+ bx + c has no pole if b
2
−4ac < 0.
A polynomial of degree 3 has either one pole or three poles, and can be written, for all x,
• P(x) = a(x −z
1
)(x −z
2
)(x −z
3
) if P has three poles;
• Q(x) = (x −z)(ax
2
+ bx + c), with b
2
−4ac < 0, if Q has one pole z.
By induction, one can see that any polynomial function can be written
P(x) = (x −z
1
) · · · (x −z
n
) ×(a
1
x
2
+ b
1
x + c) · · · (a
m
x
2
+ b
m
x + c
m
),
where z
i
, i = 1, ..., n are the poles of the polynomial, b
2
j
− 4a
j
c
j
< 0 for all j = 1, ..., m,
and n + 2m is the degree of the polynomial.
8
x
y
z z z
1
2 3
Figure 2: A polynomial function of degree 5, with three poles z
1
, z
2
, z
3
.
x
y
z z
z z
1 2
4 3
Figure 3: A polynomial function of degree 6, with four poles z
1
, z
2
, z
3
, z
4
.
9
2.4 Rational functions
A rational function is the ratio of two polynomial functions P and Q, and has the form,
for each x,
R(x) =
P(x)
Q(x)
.
If the degree of P is less than the degree of Q, It is always possible to reduce R as a sum
of irreducible rational functions of the form a/(x −z) or (ax + b)/(x
2
+ cx + d).
Example The fraction (x + 2)/(x
2
+ 5x + 4) can be written
x + 2
x
2
+ 5x + 4
=
x + 2
(x + 1)(x + 4)
=
a
x + 1
+
b
x + 4
,
where a(x +4) +b(x +1) = x +2, such that a +b = 1 and 4a +b = 2, which gives a = 1/3
and b = 2/3. Finally,
x + 2
x
2
+ 5x + 4
=
1/3
x + 1
+
2/3
x + 4
.
2.5 Trigonometric functions
For a given angle 0 ≤ x ≤ 2π, sin x and cos x are deﬁned as the coordinates of the point
M at the intersection of the straight line (OM) with the trigonometric circle (see ﬁg(4)).
Property Using Pythagoras’ theorem, we have sin
2
x + cos
2
x = 1.
Trigonometric formula It will be shown in the chapter on vector calculus (subsection
6.2) that the sine and cosine of the sum of two angles are given by
sin(a + b) = sin a cos b + sin b cos a
cos(a + b) = cos a cos b −sin a sin b. (4)
Important limit We will now show, geometrically, that
lim
x→0
sin x
x
= 1,
and this limit will be very useful in deriving fundamental properties of the trigonometric
functions.
Proof: From the deﬁnition of sine and cos, one can see on ﬁg.(5) that
sin x ≤ x ≤ sin x + 1 −cos x. (5)
But one can also see that
0 ≤ sin
2
x + (1 −cos x)
2
≤ x
2
,
10
1
1
x
cos x
sin x
M
Figure 4: The coordinates of M on the trigonometric circle are (cos x, sin x).
such that
0 ≤ 1 −cos x ≤
x
2
2
.
Using this in the inequalities (5), we obtain
sin x
x
≤ 1 ≤
sin x
x
+
x
2
,
and the only possibility for this to be valid in the limit x →0 is to have
sinx
x
→1.
Derivative of trigonometric functions The ﬁrst important consequence of the previous
limit is the calculation of the derivative of the sine. From eq.(4) we have
sin
′
x = lim
∆x→0
sin(x + ∆x) −sin x
∆x
= lim
∆x→0
sin xcos(∆x) + sin(∆x) cos x −sin x
∆x
= lim
∆x→0
_
cos x
sin(∆x)
∆x
+ sin x
cos(∆x) −1
∆x
_
.
We have seen that 1 −cos(∆x) is of order ∆x
2
, and therefore the second term vanishes in
the limit ∆x →0, whereas the ﬁrst term leads to
sin
′
x = cos x.
11
a
b
c
x
Figure 5: On the ﬁgure: a = sin x, b = 1 −cos x and c
2
= a
2
+ b
2
In the same way, one can easily show that cos
′
x = −sin x. As a consequence, we also have
tan
′
x = 1 + tan
2
x.
12
3 Integration
The integration corresponds to the inverse operation of the diﬀerentiation: F is a primitive
of f if
F(x) =
_
f(x)dx ⇒ F
′
(x) = f(x).
We have
_
b
a
f(x)dx = F(b) −F(a),
and therefore
_
x
0
f(u)du = F(x) −F(0).
Make sure never to use the same name for the variable of integration and the limit of the
integral.
From the linearity of the diﬀerentiation, integrals have the following properties:
•
_
a
b
f(x)dx = −
_
b
a
f(x)dx
•
_
c
a
f(x)dx =
_
b
a
f(x)dx +
_
c
b
f(x)dx
•
_
b
a
[c
1
f
1
(x) + c
2
f
2
(x)]dx = c
1
_
b
a
f
1
(x)dx + c
2
_
b
a
f
2
(x)dx, where c
1
, c
2
are constants.
3.1 Interpretation of the integral
As explained on ﬁg.(6), the Riemann deﬁnition of
_
b
a
f(x)dx, b > a, corresponds to the
surface area between the line y = f(x) and the straight line y = 0, from x = a to x = b.
Indeed, this area can be seen as the sum of the inﬁnitesimal areas dx ×f(x), and we have
_
b
a
f(x)dx = lim
n→∞
_
b −a
n
n−1
k=0
f(x
k
)
_
where
x
k
= a + k
b −a
n
, k = 0, ..., n −1,
Equivalence with the deﬁnition based on the derivative. We show here that the
Riemann deﬁnition of the integral, as a surface area, is equivalent to the deﬁnition given
previously. From the Riemann interpretation, the quantity
F(x) =
_
x
a
du f(u)
13
a b
dx
x
f(x )
k
k
Figure 6: Riemann deﬁnition of the integral
corresponds to the surface area of between the lines y = f(x) and y = 0, from a to x. The
integral from a to x + ∆x is then
F(x + ∆x) =
_
x+∆x
a
du f(u),
and the derivative of the function F is
F
′
(x) = lim
∆x→0
1
∆x
__
x+∆x
a
du f(u) −
_
x
a
du f(u)
_
= lim
∆x→0
1
∆x
_
x+∆x
x
du f(u).
The latter expression corresponds to the surface area between the lines y = f(x) and y = 0
from x to x + ∆x, which is equal to ∆x ×f(x)+ higher powers in ∆x. As a consequence,
we obtain the expected result:
F
′
(x) = lim
∆x→0
1
∆x
_
∆xf(x) + (∆x)
2
· · ·
_
= f(x).
As a consequence of this interpretation of the integral, if two functions f, g satisfy
f(x) ≤ g(x) for a ≤ x ≤ b,
then
_
b
a
f(x)dx ≤
_
b
a
g(x)dx.
14
3.2 Integration by part
The derivative of the product of two functions f, g is (fg)
′
= f
′
g+fg
′
, such that we obtain,
after integration
f(x)g(x) =
_
f
′
(x)g(x)dx +
_
f(x)g
′
(x)dx,
which can be helpful to calculate one of the integrals on the right hand side, if we know
the other:
_
b
a
f
′
(x)g(x)dx = [f(x)g(x)]
b
a
−
_
b
a
f(x)g
′
(x)dx
Example Integration by part is very useful for the integration of trigonometric functions
multiplied by power law functions, as
_
dx x cos x =
_
dx x(sin x)
′
= xsin x −
_
dxsin x = xsin x + cos x + c,
where c is a constant.
3.3 Change of variable
Suppose that one can write x = g(u), where u represents another variable with which the
integral can be calculated. We have then dx = g
′
(u)du and
_
b
a
f(x)dx =
_
g
−1
(b)
g
−1
(a)
f(g(u))g
′
(u)du,
where g
−1
represents the inverse function of g: x = g(u) ⇔ u = g
−1
(x). For the change of
variable to be consistent, one must make sure that there is a onetoone relation between
x and u in the interval [a, b].
Example In the following integral, one makes the change of variable u = sin φ,
for 0 ≤ φ ≤ π/2:
_
1
0
du
√
1 −u
2
=
_
π/2
0
cos φ dφ
_
1 −sin
2
φ
=
_
π/2
0
dφ =
π
2
.
Note that, in the interval [0, π/2], we have
_
cos
2
φ =  cos φ = cos φ,
since cos φ > 0.
15
3.4 Improper integrals
The domain of integration of an integral might either contain a singular point, where
the function to integrate is not deﬁned, or might not be bounded. In both cases, the
corresponding integral is said to be convergent if the result of the integration is ﬁnite, and
divergent if the result of the integration is inﬁnite. We describe here this situation for the
integration of power law functions.
Case of a noncompact domain of integration We ﬁrst show that the integral
I
1
=
_
∞
1
dx
x
diverges. For this, one can see on a graph that
I
1
>
∞
n=2
1
n
,
and we show, that the sum of the inverse of the integers is divergent.
Proof  from the 14th century! The sum of the inverses of integers, up to 2
N
, can be written:
2
N
n=1
1
n
= 1 +
_
1
2
_
+
_
1
3
+
1
4
_
+
_
1
5
+
1
6
+
1
7
+
1
8
_
+
_
1
9
+· · · +
1
16
_
+· · ·
and satisﬁes
2
N
n=1
1
n
> 1 +
_
1
2
_
+
_
1
4
+
1
4
_
+
_
1
8
+
1
8
+
1
8
+
1
8
_
+
_
1
16
+· · · +
1
16
_
+· · ·
The sum in each bracket is equal to 1/2, and there are N bracket, such that
2
N
n=1
1
n
> 1 +
N
2
,
which shows that the sum goes to inﬁnity when N goes to inﬁnity.
As a consequence,
_
∞
1
dx
x
is divergent.
Consider now the integral, for a = 1,
I
a
=
_
∞
1
dx
x
a
= lim
x→∞
x
1−a
−1
1 −a
As can be seen, the result depends on a:
16
• if a > 1 then I
a
= 1/(a −1) is ﬁnite;
• if a < 1 then I
a
= +∞.
Since the integral I
a
also diverges for a = 1, it converges only for a > 1.
Case of a singular point Consider the integral, for b = 1,
J
b
=
_
1
0
dx
x
b
= lim
x→0
1 −x
1−b
1 −b
As can be seen, the result depends on the power b:
• if b < 1 then J
b
= 1/(1 −b) is ﬁnite;
• if b > 1 then J
b
= +∞.
The integral J
b
also diverges for b = 1 (the surface area is the same as the previous case,
with a noncompact domain of integration), it therefore converges only for b < 1. In
general, we have:
_
1
z
dx
(x −z)
b
is
_
convergent if b < 1
divergent if b ≥ 1
Example Consider the integral
_
∞
1
dx
(x −1)
b
(2x + 3)
a
• at x = 1: the integrand is equivalent to 5
−a
/(x −1)
b
, such that there is convergence
if b < 1;
• at x = ∞: the integrand is equivalent to 2
−b
/x
a+b
, such that there is convergence if
a + b > 1;
As a consequence, the integral is convergent only if b < 1 and a + b > 1 simultaneously.
17
4 Logarithm and exponential functions
4.1 Logarithm
We have seen that, for a = −1,
_
x
a
dx =
x
a+1
a + 1
a = −1,
and we still have to deﬁne this integral for a = −1. For this, we introduce the logarithm
as
lnx =
_
x
1
du
u
,
so that the logarithm gives the surface area between the function 1/u and the horizontal
axis, from 1 to x > 0. The real logarithm is not deﬁned for x < 0, since the corresponding
surface area would be inﬁnite. The number e is deﬁned by ln e = 1 and e ≃ 2.718281828.
Properties:
• We have seen that the integrals
_
∞
1
dx/x and
_
1
0
dx/x both diverge, such that
lim
x→∞
ln x = +∞ and lim
x→0
ln x = −∞
• From the deﬁnition of the logarithm, one can see that
ln(ab) =
_
ab
1
du
u
=
_
a
1
du
u
+
_
ab
a
du
u
= ln a +
_
b
1
dv
v
= ln a + ln b, (6)
where we make the change of variable u = av.
• One can also see that
ln(x
a
) =
_
x
a
1
du
u
=
_
x
1
a
dv
v
= a lnx, (7)
where we make the change of variable u = v
a
.
• We have in general, for any diﬀerentiable function f,
_
dx
f
′
(x)
f(x)
= ln f(x) + c,
where c is a constant
18
Logarithm in base a The logarithm in base a is deﬁned as
log
a
(x) =
ln x
ln a
,
and is equal to 1 when x = a. Note that ln x = log
e
(x).
Integral of the logarithm To calculate
_
ln x dx, one uses an integration by parts:
_
lnx dx =
_
(x)
′
lnx dx = xln x −
_
x(ln x)
′
dx = xln x −x + c,
where c is a constant.
Limits
• When x →+∞: We show here the important limit
lim
x→+∞
ln x
x
a
= 0, a > 0 (8)
which means that any (positive) power law goes quicker to inﬁnity than the loga
rithm, when x →+∞.
Proof For any u ≥ 1 and for any a > 0, we have
1
u
≤
1
u
1−a/2
.
Integrating this inequality from 1 to x leads to
0 < ln x ≤
2
a
(x
a/2
−1) <
2
a
x
a/2
.
Dividing by x
a
gives the expected result:
0 <
ln x
x
a
≤
2
a
x
−a/2
→0 when x →+∞.
• When x →0: Another important limit to know is
lim
x→0
x
a
ln x = 0, a > 0, (9)
which means that any (positive) power law kills the divergence of the logarithm at
x = 0.
Proof For any u satisfying 0 < u ≤ 1 and any a > 0, we have
1
u
≤
1
u
1+a/2
.
Integrating this inequality from x to 1, we obtain
0 < −ln x ≤
2
a
(x
−a/2
−1) <
2
a
x
−a/2
.
Multiplying by x
a
gives the expected result:
0 ≤ x
a
 lnx ≤
2
a
x
a/2
→0 when x →0.
19
4.2 Exponential
The exponential is deﬁned as the inverse function of the logarithm:
y = ln x ⇐⇒ x = exp y = e
y
From property (6), if we note u = ln a and v = ln b, we have
exp(u + v) = (exp u) ×(exp v),
and from property (7), if we note y = ln x, we have
_
exp y
_
a
= exp(ay).
Derivative of the exponential one can diﬀerentiate the deﬁnition exp(lnx) = x, which,
using the chain rule, leads to exp
′
(ln x) = x. We therefore conclude that the derivative of
the exponential is the exponential itself:
exp
′
x = exp x.
Exponential of base a This function is deﬁned as
a
x
= exp(xln a),
which is consistent with the properties of the logarithm and the exponential. It’s derivative
is then
(a
x
)
′
= (lna)a
x
.
One can also deﬁne the function x
x
, with derivative
(x
x
)
′
=
d
dx
_
exp(xln x)
_
= (1 + lnx)x
x
.
Limits
• From the limit (8), if we note y = ln x and b = 1/a > 0, we have
lim
y→+∞
exp y
y
b
= +∞,
and the exponential goes to inﬁnity quicker than any power law.
• From the limit (9), if we note y =  ln x and b = 1/a > 0, we have
lim
y→+∞
y
b
exp(−y) = 0,
and the decreasing exponential kills the divergence of any power law.
20
4.3 Hyperbolic functions
The hyperbolic functions are deﬁned as
• hyperbolic cosine: cosh x = (e
x
+ e
−x
)/2;
• hyperbolic sine: sinh x = (e
x
−e
−x
)/2;
• hyperbolic tangent: tanhx = sinh x/ cosh x;
• hyperbolic cotangent: coth x = cosh x/ sinh x,
and their derivatives are given by
cosh
′
x = sinh x
sinh
′
x = cosh x
tanh
′
x = 1 −tanh
2
x
coth
′
x = 1 −coth
2
x
It can easily be seen that, from their deﬁnition, the functions cosh and sinh satisfy, for all
x,
cosh
2
x −sinh
2
x = 1.
Also, it can be easily checked that
cosh(2x) = cosh
2
(x) + sinh
2
(x)
sinh(2x) = 2 sinh(x) cosh(x)
21
5 Taylor expansions and series
5.1 Approximation of a function around a value of the argument
It is sometimes useful to approximate the value f(x) of a function f around f(x
0
). The
ﬁrst approximation consists in replacing f(x) by a linear function p
1
(polynomial of ﬁrst
order, representing a straight line) in a small interval around x
0
:
f(x) ≃ p
1
(x) = a
0
+ a
1
(x −x
0
).
In order to ﬁnd the coeﬃcients a
0
, a
1
, one imposes the constraints p
1
(x
0
) = f(x
0
) and
p
′
1
(x
0
) = f
′
(x
0
), such that a
0
= f(x
0
) and a
1
= f
′
(x
0
). If one wants a better approximation,
one can choose to approximate f locally by a quadratic function p
2
(polynomial of second
order, representing an arc of parabola), which is better than a straight line. One writes
then
f(x) ≃ p
2
(x) = a
0
+ a
1
(x −x
0
) + a
2
(x −x
0
)
2
,
and imposes the additional constraint p
′′
2
(x
0
) = f
′′
(x
0
), such that a
2
= 2f
′′
(x
0
). If one
wishes to push further the precision of the approximation, one can take the third order
polynomial
f(x) ≃ p
3
(x) = a
0
+ a
1
(x −x
0
) + a
2
(x −x
0
)
2
+ a
3
(x −x
0
)
3
,
and impose the additional constraint p
3
f
′′′
(x
0
) = f
′′′
(x
0
), leading to a
3
= 2 × 3 × f
′′′
(x
0
),
and so on...
Going on like this ﬁnally leads to the Taylor expansion of the function f:
f(x) ≃ f(x
0
) + (x −x
0
)f
′
(x
0
) +
1
2!
(x −x
0
)
2
f
′′
(x
0
) +
1
3!
(x −x
0
)
3
f
′′′
(x
0
) +· · ·,
where the dots represent higher powers in the diﬀerence x − x
0
, which are smaller and
smaller as the order of the Taylor expansion increases. Obviously, such an expansion is
valid only if the function is diﬀerentiable a number of times large enough to reach the
desirable order.
Note that a polynomial function of order N is exactly equal to its Taylor expansion of
order N.
The power n of the ﬁrst neglected term in the expansion of a function around x
0
is denoted
O(x −x
0
)
n
, and means “terms which are at least of the power n”.
5.2 Radius of convergence and series
For many functions, the Taylor expansion around x
0
can be pushed to an inﬁnite order, at
least in a vicinity of f(x
0
): if x −x
0
 < R, where R is the radius of convergence, then the
series is convergent and one can write
f(x) =
∞
n=0
1
n!
f
(n)
(x
0
)(x −x
0
)
n
,
22
where f
(n)
(x
0
) denotes the nth derivative of f at x
0
.
Ratio convergence test Consider the geometric series S =
N−1
n=0
q
n
. An expression for
this sum can be obtained by noting that qS = S −1 + q
N
, and hence
S = 1 + q + q
2
+· · · + q
N−1
=
1 −q
N
1 −q
From this expression, we see that, if q < 1, then lim
N→∞
S = 1/(1 − q) is ﬁnite, and if
q ≥ 1, then S diverges when N →∞.
More generally, for any series
n
a
n
, one can compare the ratio of two consecutive terms,
and conclude, from the behaviour of the geometric series, the following ratio convergence
test:
• if lim
n→∞
a
n+1
/a
n
 < 1, the series is (absolutely) convergent;
• if lim
n→∞
a
n+1
/a
n
 > 1, the series is divergent;
• if lim
n→∞
a
n+1
/a
n
 = 1, one cannot conclude, and each case has to be looked at
individually.
The convergence of the Taylor series of a function f about x
0
therefore depends on x−x
0

since the ratio convergence test involves
lim
n→∞
¸
¸
¸
¸
a
n+1
a
n
¸
¸
¸
¸
= lim
n→∞
¸
¸
¸
¸
f
(n+1)
(x
0
)
f
(n)
(x
0
)
x −x
0
n + 1
¸
¸
¸
¸
, (10)
from which the radius of convergence R can be found, which is the minimum value of
x −x
0
 such that the expression (10) is inﬁnite.
5.3 Examples
By calculating the diﬀerent derivatives of the following functions at x = 0, one can easily
see that
cos x =
∞
n=0
(−1)
n
x
2n
(2n)!
, R = ∞;
sin x =
∞
n=0
(−1)
n
x
2n+1
(2n + 1)!
, R = ∞;
exp x =
∞
n=0
x
n
n!
, R = ∞;
1
1 + x
=
∞
n=0
(−1)
n
x
n
, R = 1;
ln(1 + x) =
∞
n=0
(−1)
n
x
n+1
n + 1
, R = 1.
23
Counter example. Consider the function f(x) = exp(−1/x). If we note y = 1/x > 0,
we have
f(0) = lim
y→+∞
exp(−y) = 0
f
′
(0) = lim
x→0
1
x
2
exp(−1/x) = lim
y→+∞
y
2
exp(−y) = 0
f
′′
(0) = lim
x→0
_
1
x
4
−
2
x
3
_
exp(−1/x)
= lim
y→+∞
_
y
4
−2y
3
_
exp(−y) = 0
etc...
As a consequence,
f(0) + xf
′
(0) +
x
2
2!
f
′′
(0) +
x
3
3!
f
′′′
(0) + · · · = 0,
and no Taylor expansion of f can be deﬁned around 0, whereas f(0) = 0 is deﬁned.
5.4 Expansion for a composition of functions
Suppose that two functions f
1
, f
2
have the following expansions around x = 0, to the order
x
3
:
f
1
(x) = a
1
+ b
1
x + c
1
x
2
+ d
1
x
3
+O(x
4
)
f
2
(x) = a
2
+ b
2
x + c
2
x
2
+ d
2
x
3
+O(x
4
)
The expansion of the product f
1
f
2
can then be obtained up to the order 3 maximum, and
is
f
1
(x)f
2
(x) = a
1
a
2
+(a
1
b
2
+b
1
a
2
)x+(a
1
c
2
+b
1
b
2
+c
1
a
2
)x
2
+(a
1
d
2
+b
1
c
2
+c
1
b
2
+d
1
a
2
)x
3
+O(x
4
)
Example To calculate the expansion of tan x up to the order x
5
, we ﬁrst expand the
inverse of cos x to the order x
5
:
1
cos x
=
_
1 −
x
2
2
+
x
4
24
_
−1
+O(x
6
)
= 1 +
x
2
2
+
5
24
x
4
+O(x
6
),
and then multiply by the expansion of sin x to the order x
5
:
tan x =
_
x −
x
3
6
+
x
5
120
__
1 +
x
2
2
+
5
24
x
4
_
+O(x
7
)
= x +
x
3
3
+
2
15
x
5
+O(x
7
)
24
6 Vector calculus
6.1 Vectors
A vector u has a direction, given by the unit vector ˆ u, and a modulus u, and can be
written
u = uˆ u.
n vectors u
1
, · · ·, u
n
are said to be linearly independent if
a
1
u
1
+· · · + a
n
u
n
= 0 ⇒ a
1
= · · · = a
n
= 0,
which means that these vectors point in diﬀerent directions, and none of them can be
obtained by a linear combination of the others.
A vector space V of dimension d is set of vectors spanned by d independent vectors,
and is group for the addition. A set of basis vectors in V is made of d linearly independent
vectors i
1
, · · ·, i
d
, and any other vector can be decomposed onto this basis:
u = a
1
i
1
+· · · + a
d
i
d
,
where (a
,
· ··, a
d
) are the coordinates of u in this basis. A change of basis leads to a change
of coordinates.
Addition of vectors Vectors can be added according to the rule (for example in three
dimensions)
u
1
+u
2
= (x
1
i + y
1
j + z
1
k) + (x
2
i + y
2
j + z
2
k)
= (x
1
+ x
2
)i + (y
1
+ y
2
)j + (z
1
+ z
2
)k.
Example The set of polynomials of order N is an (N + 1)dimensional vector space.
Proof Consider the polynomials p
n
(x) = x
n
, n = 0, · · · , N, and a set of constants c
n
such
that, for any x, we have c
0
p
0
(x) + c
1
p
1
(x) +· · · +c
N
p
N
(x) = 0. Then we necessarily have
c
n
= 0, for all n, since a polynomial of degree N has at most N zeros. As a consequence,
the polynomials p
n
are linearly independent, and span an Ndimensional vector space,
where each vector can be written
P =
n=N
n=0
a
n
p
n
and a
n
are the coordinates of P on the basis {p
n
, n = 0, · · · , N}.
6.2 Rotations in two dimensions
(i, j) form an orthonormal basis in a plane. After a rotation of angle α, the basis has
changed to (i
′
, j
′
) where (see ﬁg.7)
i
′
= cos α i + sin α j
j
′
= −sin α i + cos α j. (11)
25
i
j
j’
α
i’
α
Figure 7: Rotation of the unit vectors
From these relations, one can easily express the vectors i, j in the basis (i
′
, j
′
) by making
the inverse rotation (α →−α), which leads to
i = cos α i
′
−sin α j
′
j = sin α i
′
+ cos α j
′
. (12)
The coordinates (a, b) of a vector u in the basis (i, j) are then related to its coordinates
(a
′
, b
′
) in (i
′
, j
′
) by noting that
a
′
i
′
+ b
′
j
′
= u = ai + bj.
Using the relations (12), one obtains then
a
′
= a cos α + b sin α
b
′
= −a sin α + b cos α,
or equivalently
a = a
′
cos α −b
′
sin α
b = a
′
sin α + b
′
cos α,
Trigonometric formulas One way to ﬁnd the expression for sin(α + β) and cos(α + β)
in terms of sin α, cos α, sin β, cos β is to perform two consecutive rotation, of angle α and
26
β respectively, and identify the result with a rotation of angle α +β. We have seen that a
rotation of angle α of the basis vectors (i, j) gives
i
′
= cos α i + sin α j
j
′
= −sin α i + cos α j
A second rotation, of angle β, leads to
i
′′
= cos β i
′
+ sin β j
′
= (cos β cos α −sin β sin α)i + (cos β sin α + sin β cos α)j
j
′′
= −sin β i
′
+ cos β j
′
= (−sin β cos α −cos β sin α)i + (−sin β sin α + cos β cos α)j.
This must be equivalent to
i
′′
= cos(α + β) i + sin(α + β) j
j
′′
= −sin(α + β) i + cos(α + β) j,
such that
cos(α + β) = cos α cos β −sin α sin β
sin(α + β) = sin α cos β + cos α sin β.
Don’t learn this by heart, but rather remember how to get the result.
6.3 Scalar product
Let u and v be two vectors in a plane, with coordinates (a, b) and (c, d) respectively. From
these two vectors, one wishes to construct a quantity which is unchanged after a rotation
(a scalar). The scalar product of u and v is deﬁned as
u · v = uv cos(u, v),
and is indeed unchanged after a simultaneous rotation of both vectors u and v. One can
easily express the scalar product in terms of the coordinates of the vectors, by doing the
following. Let’s denote by (a
′
, b
′
) and (c
′
, 0) the coordinates of u and v respectively, in
the orthonormal basis (i
′
, j
′
) where i
′
is along v. In the basis (i
′
, j
′
), the scalar product is
obviously given by u · v = a
′
c
′
, with
a
′
= a cos α + b sin α
b
′
= −a sin α + b cos α
c
′
= c cos α + d sinα
0 = −c sin α + d cos α.
27
Together with
cos α =
c
√
c
2
+ d
2
sin α =
d
√
c
2
+ d
2
,
one easily obtains a
′
c
′
= ac + bd. The scalar product is then given by the expression
u · v = ac + bd.
More generally, in d dimensions, the scalar product of u = (x
1
, ..., x
d
) and v = (y
1
, ..., y
d
)
is
u · v =
d
i=1
x
i
y
i
.
Example Find the equation of the plane perpendicular to the vector u = (1, 2, 1), and
containing the point A of coordinates (3, 4, 2).
Any point M of coordinates (x, y, z) of this plane is such that AM· u = 0, which reads
(x −3) + 2(y −4) + (z −2) = 0 or x + 2y + z = 13.
6.4 Cross product
One often needs to deﬁne, from two vectors u, v, a third vector which is perpendicular to
u and v. The cross product u ×v is
u ×v = uv sin(u, v)n,
where n is the unit vector perpendicular to the plane spanned by u, v, which deﬁnes the
anticlockwise direction (see ﬁg...). If (i, j, k) form the usual orthonormal basis, we have
i ×j = k
j ×k = i
k ×i = j.
From this, it is easy to ﬁnd the coordinates of the vector product of
u = (a
1
, a
2
, a
3
) times v = (b
1
, b
2
, b
3
), which are
u ×v =
_
_
a
2
b
3
−a
3
b
2
a
3
b
1
−a
1
b
3
a
1
b
2
−a
2
b
3
_
_
.
Note that the cross product is a vector, unlike the scalar product which is a number. Finally,
the cross product is not commutative, since
u ×v = −v ×u
28
6.5 Scalar triple product
If (u, v, w) are three vectors, one deﬁnes the scalar triple product by u · (v ×w), and one
can check that a cyclic permutation does not change the result:
u · (v ×w) = w· (u ×v) = v · (w×u)
6.6 Polar coordinates
We denote O the origin of space and (i, j, k) the orthogonal and unit basis vectors of
Euclidean coordinates (x, y, z). Points in the plane (O, i, j) can also be labeled by the
polar coordinates (r, θ) (see ﬁg.8), such that
r =
_
x
2
+ y
2
with 0 ≤ r < ∞
tan θ =
y
x
with 0 ≤ θ < 2π.
The orthogonal and unit basis vectors (e
r
, e
θ
) in polar coordinates are deﬁned by
e
r
= cos θi + sin θj
e
θ
= −sin θi + cos θj.
Note that
de
r
dθ
= e
θ
de
θ
dθ
= −e
r
.
29
θ
i
j
M
O
e
r
θ
e
r
Figure 8: Polar coordinates (r, θ) of the point M. The orientation of the basis vectors e
r
and e
θ
depend on the position of M, such that e
r
is always along OM and e
θ
is the image
of e
r
in a rotation of angle π/2.
30
7 Complex numbers
7.1 Introduction
Complex numbers can be seen as twodimensional vectors in the complex plane, spanned
by the basis (1, i), where i
2
= −1. In Cartesian coordinates, a complex number z can be
written
z = a ×1 + b ×i = a + ib,
where a is the real part of z and b the imaginary part. The complex conjugate z
⋆
is then
deﬁned as
z
⋆
= a −ib.
Complex numbers can be added, or multiplied, to give a new complex number:
z
1
+ z
2
= (a
1
+ ib
1
) + (a
2
+ ib
2
) = a
1
+ a
2
+ i(b
1
+ b
2
)
z
1
z
2
= (a
1
+ ib
1
)(a
2
+ ib
2
) = a
1
a
2
−b
1
b
2
+ i(a
1
b
2
+ a
2
b
1
).
This is because the set of complex numbers C is a group for both the addition and multi
plication. Finally, the modulus of z is deﬁned as
z = z
⋆
 =
√
a
2
+ b
2
=
√
zz
⋆
.
7.2 Complex exponential
Complex numbers, seen as twodimensional vectors, can be expressed using polar coordi
nates (r, θ):
z = r(cos θ + i sin θ).
Using the series expansion for cosine and sine, we ﬁnd
z = r
∞
n=0
_
(−1)
n
θ
2n
(2n)!
+ i(−1)
n
θ
2n+1
(2n + 1)!
_
= r
∞
n=0
_
(iθ)
2n
(2n)!
+
(iθ)
2n+1
(2n + 1)!
_
= r
∞
n=0
(iθ)
n
n!
= r exp(iθ).
r is the modulus of the complex z, and θ is its argument, and the last result leads to the
Euler’s formula:
cos θ + i sin θ = exp(iθ). (13)
31
From this, it is easy to ﬁnd the de Moivre’s formula: noting that [exp(iθ)]
m
= exp(imθ),
where m is any integer, we have
(cos θ + i sin θ)
m
= cos(mθ) + i sin(mθ).
Example The complex number i has modulus 1 and argument π/2 (in the interval [0, 2π[),
and can therefore be written
i = exp
_
i
π
2
_
= e
iπ/2
This equation relates three fundamental numbers, which are i, e, π. From this, one can
write
i
i
= exp(i ln i) = exp(i ×iπ/2) = e
−π/2
≃ 0.208.
Note that the logarithm of a complex number z is a multivalued function: its deﬁnition
depends on the range of angles in which the argument θ of z is considered. Indeed, if
θ →θ + 2kπ, where k is an integer, z is invariant, but its logarithm changes as:
ln z →ln z + 2ikπ.
7.3 Trigonometric formula
From the Euler’s formula (13), one can express cosine and sine with complex exponentials:
cos θ =
e
iθ
+ e
−iθ
2
sin θ =
e
iθ
−e
−iθ
2i
,
and therefore one can also express the nth power of cosine and sine, in terms of cosine and
sine of n times the argument. For example:
(cos θ)
2
=
1
4
(e
2iθ
+ e
−2iθ
+ 2) =
1
2
+
1
2
cos(2θ)
(sin θ)
3
=
i
8
(e
3iθ
−e
3iθ
−3e
iθ
+ 3e
−iθ
)
=
3
4
sin θ −
1
4
sin(3θ). (14)
These formulas are useful when one needs to integrate expressions involving powers of
cosine or sine. Do not learn these expressions by heart, but derive them whenever you need
them.
32
7.4 Roots of complex numbers
Consider the equation z
n
= A, where A is a given complex number and z is the unknown.
In order to solve this equation, one writes
A = ρ exp(iφ)
z = r exp(iθ).
The equation to solve is then r
n
exp(inθ) = ρ exp(iφ), which leads to, after identiﬁcation
of the modulus and the argument of both sides of the equation z
n
= A,
r = ρ
1/n
=
n
√
ρ
θ =
φ
n
+
2kπ
n
,
where k = 0, 1, ..., n −1. Therefore a complex number has n roots of order n.
For example, the n
th
roots of the unity are
z
k
= exp
_
2iπ
k
n
_
k = 0, 1, ..., n −1.
7.5 Relation to hyperbolic functions
We have seen that a function can usually be expanded as a series of powers of the argument.
Since complex numbers can be multiplied and added, one can express a Taylor expansion
for a complex variable. It is therefore possible to understand a function of a complex
variable in terms of a series expansion. We give here two examples.
From eqs.(14), we have for any real x
sin(ix) = i sinh x
cos(ix) = cosh x,
which gives a formal way to deﬁne trigonometric functions with complex arguments.
33
8 Linear diﬀerential equations
A diﬀerential equation gives a relation between a function f and its derivatives f
′
, f
′′
, ....
This relation must be valid for any value of the argument x of f, which implies that f
must have a speciﬁc form.
8.1 First order, homogeneous
Let us consider the homogeneous equation
f
′
(x) = a(x)f(x), (15)
valid for any value of the argument x of f, and where a is a given function of x. Suppose
that f
1
is a solution of eq.(15), and suppose that f
2
is another solution. We have then
f
′
1
(x)
f
1
(x)
=
f
′
2
(x)
f
2
(x)
,
such that, after integration,
ln(f
2
(x)) = ln(f
1
(x)) + k
where k is a constant. Taking the exponential of this, one ﬁnds
f
2
(x) = cf
1
(x),
where c = exp(k), and therefore f
2
and f
1
are proportional: the set of solutions for the
equation (15) is a onedimensional vector space.
For the equation (15), the solution can be derived by using the separation of variables
method, which consists in writing the equation in the form
df
f(x)
= a(x)dx,
which, after integration, leads to
ln
_
f(x)
f
0
_
=
_
x
x
0
a(u)du,
where f
0
= f(x
0
), such that
f(x) = f
0
exp
__
x
x
0
a(u)du
_
.
Example Consider the equation
f
′
(x) = af(x) + b,
where a, b are constants. If one deﬁnes g(x) = f(x) +b/a, one sees that g satisﬁes g
′
(x) =
ag(x) and one can use the previous result to ﬁnd
f(x) = g
0
exp(ax) −
b
a
,
where g
0
= f(0) + b/a is a constant of integration.
34
8.2 Variation of parameters method
We consider now the nonhomogeneous equation
f
′
(x) = a(x)f(x) + h(x), (16)
where h is a given function of x. If we suppose that f
1
is a speciﬁc solution of eq.(16), we
have
[f(x) −f
1
(x)]
′
= a(x)[f(x) −f
1
(x)],
such that the general solution of eq.(16) can be written
f(x) = c exp
__
x
x
0
a(u)du
_
+ f
1
(x),
where c = f(x
0
) −f
1
(x
0
). In order to ﬁnd a speciﬁc solution f
1
, one can try
f
1
= φ(x) exp
__
x
x
0
a(u)du
_
,
where φ(x) is a function to be found. Plugging this ansatz into eq.(16), one ﬁnds
φ
′
(x) = h(x) exp
_
−
_
x
x
0
a(u)du
_
,
which, after an integration, gives the function φ.
Example Consider the equation
f
′
(x) = af(x) + 2xe
ax
,
where a is a constant. The general solution of the homogeneous equation is Aexp(ax),
and the variation of parameters method consists in ﬁnding a speciﬁc solution of the form
φ(x) exp(ax), which leads to
φ
′
(x) = 2x.
The general solution is therefore
f(x) = (A + x
2
) exp(ax).
8.3 Second order, homogeneous
We consider the following diﬀerential equation
f
′′
(x) + a(x)f
′
(x) + b(x)f(x) = 0, (17)
where a, b are functions of x. We will see with several examples that it is possible to ﬁnd
a least two linearly independent solutions f
1
, f
2
of eq.(17). Suppose that f
3
is a third
35
solution: we show now that, necessarily, f
3
is a linear combination of f
1
and f
2
.
Proof From eq.(17), we ﬁnd easily
f
i
(x)f
′′
3
(x) −f
3
(x)f
′′
i
(x) + a(x)
_
f
i
(x)f
′
3
(x) −f
3
f
′
i
(x)
_
= 0 i = 1, 2,
which, in terms of the Wronskians W
i
(x) = f
i
(x)f
′
3
(x) −f
3
(x)f
′
i
(x), read
W
′
i
(x) + a(x)W
i
(x) = 0 i = 1, 2.
These equations can be integrated to give
W
i
(x) = A
i
exp
_
−
_
a(x)dx
_
i = 1, 2,
and we conclude that
A
1
_
f
2
(x)f
′
3
(x) −f
3
(x)f
′
2
(x)
_
= A
2
_
f
1
(x)f
′
3
(x) −f
3
(x)f
′
1
(x)
_
.
This equation can be written
f
′
3
(x)
f
3
(x)
=
A
1
f
′
2
(x) −A
2
f
′
1
(x)
A
1
f
2
(x) −A
2
f
1
(x)
,
and leads, after integrating and taking the exponential, to
f
3
(x) = C
1
f
1
(x) + C
2
f
2
(x),
where C
i
are constants. This shows that f
3
is necessarily in the vector space spanned by
f
1
and f
2
.
Example Consider the following diﬀerential equation
f
′′
(x) + 2af
′
(x) + bf(x) = 0, (18)
where a, b are constants. In order to ﬁnd two independent solutions of this equation, we
assume the following xdependence
f(x) = exp(zx),
where z is a constant, which can be complex. This assumption leads to
z
2
+ 2az + b = 0,
which has the following solutions:
36
• if a
2
> b:
z
±
= −a ±k,
where k =
√
a
2
−b. The general solution of the diﬀerential equation (18) is then
f(x) = exp(−ax)
_
Aexp(kx) + Bexp(−kx)
_
= exp(−ax)
_
C cosh(kx) + Dsinh(kx)
_
,
where C = A+ B and D = A −B are constants.
• if a
2
< b
z
±
= −a ±ik,
and the general solution is
f(x) = exp(−ax)Re
_
˜
Aexp(ikx) +
˜
Bexp(−ikx)
_
= exp(−ax)
_
Acos(kx) + Bsin(kx)
_
,
where
˜
A,
˜
B are complex constants, and A =Re{
˜
A+
˜
B}, B =Im{
˜
B −
˜
A}. The latter
expression can also be written
f(x) = f
0
e
−ax
cos(kx + φ
0
),
where f
0
=
√
A
2
+ B
2
and tanφ
0
= −A/B.
• if a
2
= b. In this case, z
+
= z
−
and the assumption f(x) = exp(zx) gives one solution
only, which is exp(−ax). In order to ﬁnd a second linearly independent solutions of
the diﬀerential equation (18), we assume the form
f(x) = xexp(wx),
where w is a constant, which leads to
2(w + a) + (w
2
+ 2aw + b)x = 0.
This equation must be valid for any x, such that necessarily
w + a = 0 and w
2
+ 2aw + b = 0,
for which the only solution is w = −a. Finally, the general solution of the diﬀerential
equation (18) is
f(x) = (A+ Bx) exp(−ax),
where A, B are constants.
37
8.4 General properties
In general, the solution of a homogeneous linear diﬀerential equation of order n is an n
dimensional vector space, spanned by n linearly independent speciﬁc solutions. The n
constants of integration can then be seen as the coordinates of the solutions in the basis
of the n linearly independent speciﬁc solutions, and their values are given by n boundary
conditions.
8.5 Separation of variables method
We ﬁnally give an example of nonlinear diﬀerential equation, solved by the separation of
variables method. Consider the following equation,
f
′
(x) = x
3
f
2
(x).
This can also be written, when f(x) = 0,
df
f
2
= x
3
dx,
such that the left hand side has the variable f only and the righthand side has the variable
x only. Both sides can then be integrated separately, which leads to
−
1
f
+
1
f
0
=
x
4
4
,
where f
0
= f(0), and the solution is ﬁnally
f(x) =
f
0
1 −f
0
x
4
/4
38
9 Linear algebra
9.1 Linear function
A linear function l of a variable x satisﬁes, by deﬁnition,
l(ax + by) = al(x) + bl(y),
for any constants a, b and any variables x, y. If x is a number, the only possibility is
l(x) = kx, (19)
where k is a constant. We will now generalize this to linear functions applied to vectors.
9.2 Matrices
We have seen in section 6 that the rotation of angle α of the vector of coordinates
u = (u
1
, u
2
) in the plane leads to the vector u
′
= (u
′
1
, u
′
2
) with
u
′
1
= u
1
cos α + u
2
sin α
u
′
2
= −u
1
sin α + u
2
cos α.
A rotation is linear, and in order to generalize eq.(19), we would like to write it in the form
u
′
= R· u,
where R represents the rotation. This can be satisﬁed if R is a 2×2 array with components
R
ij
, with i, j = 1, 2 such that
R
11
= cos α R
12
= sin α R
21
= −sin α R
22
= cos α,
where i represents the line and j represents the row. We have then
u
′
1
= R
11
u
1
+ R
12
u
2
u
′
2
= R
21
u
1
+ R
22
u
2
,
which can be written
_
u
′
1
u
′
2
_
=
_
R
11
R
12
R
21
R
22
__
u
1
u
2
_
,
where the multiplication rule is
u
′
i
=
j=2
j=1
R
ij
u
j
.
More generally, any linear transformation of a ndimensional vector u = (u
1
, ..., u
n
) can be
written in the form
u
′
i
=
j=n
j=1
M
ij
u
j
for i = 1, ..., n,
39
where M
i,j
are the components of a matrix M which represents the linear transformation.
Besides rotations, other linear transformations can be: projections, scalings, ... as well as
compositions of these.
A matrix S is said symmetric if S
ij
= S
ji
, and a matrix A is said antisymmetric if
A
ij
= −A
ji
.
9.3 Determinants
Suppose one has the following system of equations
x
′
= ax + by
y
′
= cx + dy (20)
which can be written
_
x
′
y
′
_
= M
_
x
y
_
, with M =
_
a b
c d
_
.
One wishes to ﬁnd (x, y) in terms of (x
′
, y
′
), if possible, and therefore the inverse M
−1
of
the linear transformation represented by M:
_
x
y
_
= M
−1
_
x
′
y
′
_
.
The system of equations (20) is equivalent to
(ad −bc)x = dx
′
−by
′
(ad −bc)y = ay
′
−cx
′
, (21)
and leads to the following two cases
• if ad−bc = 0, the previous set of equations is equivalent to dx
′
= by
′
, or ay
′
= cx
′
, such
that the two equations of the system (20) are equivalent. There is thus an inﬁnity
of solutions (x, y), corresponding to the straight line of equation ax + by = x
′
, or
equivalently cx+dy = y
′
. In this case, the matrix M has no inverse, since there is no
onetoone relation between (x, y) and (x
′
, y
′
). A typical example of such a situation
is a projection on a given straight line, since all the points on a perpendicular straight
line are projected on the same point.
• if ad −bc = 0, there is one solution only to the system (21), which is
x =
dx
′
−by
′
ad −bc
y =
ay
′
−cx
′
ad −bc
.
40
Therefore it is essential, in order to ﬁnd a unique solution to the system of equations (20),
and therefore to ﬁnd an inverse of the matrix M, that the determinant ad −bc of M is not
zero.
det M = ad −bc = 0,
or in other words: a linear function represented by the matrix Mhas an inverse, represented
by the matrix M
−1
, if and only if det M= 0.
More generally, a n × n matrix has an inverse if and only if its determinant is not zero.
The expression for the determinant involves sums of products of n elements of the matrix.
9.4 Composition of linear functions
Given the two linear functions f
1
and f
2
, represented by the matrices M
1
and M
2
, with
M
1
=
_
a
1
b
1
c
1
d
1
_
M
2
=
_
a
2
b
2
c
2
d
2
_
,
we wish to represent the composition of functions
w = f
2
(v) = f
2
(f
1
(u)).
We have, with u = (x, y),
v = M
1
· u =
_
v
1
v
2
_
=
_
a
1
x + b
1
y
c
1
x + d
1
y
_
,
and therefore
w = M
2
· v =
_
w
1
w
2
_
=
_
(a
1
a
2
+ c
1
b
2
)x + (b
1
a
2
+ d
1
b
2
)y
(a
1
c
2
+ c
1
d
2
)x + (b
1
c
2
+ d
1
d
2
)y
_
.
This can also be written
w = M
2
· M
1
· u,
where the product of matrices M = M
2
· M
1
is deﬁned by
M
i,j
=
k=1,2
M
2
ik
M
1
kj
, i, j = 1, 2
such that
M =
_
a
1
a
2
+ c
1
b
2
b
1
a
2
+ d
1
b
2
a
1
c
2
+ c
1
d
2
b
1
c
2
+ d
1
d
2
_
Remark In general, the two operations do not commute: f
2
(f
1
(u)) = f
1
(f
2
(u)), and thus
M
2
M
1
= M
1
M
2
.
41
Determinant of a product The determinant of M = M
2
M
1
is
det M = (a
1
a
2
+ c
1
b
2
)(b
1
c
2
+ d
1
d
2
) −(a
1
c
2
+ c
1
d
2
)(b
1
a
2
+ d
1
b
2
)
= (a
1
d
1
−b
1
c
1
)(a
2
d
2
−b
2
c
2
),
such that
det (M
2
M
1
) = det M
2
×det M
1
= det (M
1
M
2
)
The previous properties are also valid for n ×n matrices, and the determinant of a matrix
is also noted
det
_
_
_
a
11
· · · a
1n
.
.
.
a
n1
· · · a
nn
_
_
_
=
¸
¸
¸
¸
¸
¸
¸
a
11
· · · a
1n
.
.
.
a
n1
· · · a
nn
¸
¸
¸
¸
¸
¸
¸
9.5 Eigenvectors and eigenvalues
Given a matrix M, an eigenvector e of M satisﬁes, by deﬁnition,
M· e = λe, with e = 0 (22)
where the real number λ is the eigenvalue of M corresponding to e. Therefore the eﬀect
of the matrix M on its eigenvector e is simply a rescaling, without change of direction.
A n × n matrix, operating on a ndimensional vector space, can have at most n linearly
independent eigenvectors. In this case, these vectors can constitute a basis (e
1
, ..., e
n
), and
the corresponding matrix, in this basis, is diagonal, with the eigenvalues being its diagonal
elements:
∆ =
_
_
_
_
_
_
_
λ
1
0 · · · 0 0
0 λ
2
0 · · · 0
.
.
.
0 · · · 0 λ
n−1
0
0 · · · · · · 0 λ
n
_
_
_
_
_
_
_
In this case, the determinant is simply the product of the eigenvalues
det ∆ = λ
1
λ
2
· · · λ
n
In order to ﬁnd the eigenvalues of a matrix, the ﬁrst step is to write the system of
equations (22) in the following way:
[M−λ1] e = 0,
where 1 is the unit matrix. If the corresponding matrix M−λ1 had an inverse, the only
solution to this system of equations would be e = 0. But if the initial matrix M has
42
eigenvectors, these are not zero, and as a consequence M− λ1 has no inverse. Therefore
its determinant vanishes:
det [M−λ1] = 0.
This determinant is polynomial in λ, and the solutions to this equation give the eigenvalues
which are expected.
Example For a 2 ×2 matrix, we have
¸
¸
¸
¸
a −λ b
c d −λ
¸
¸
¸
¸
= (a −λ)(d −λ) −bc = 0,
such that the eigenvalues λ, if there are, satisfy a quadratic equation.
43
10 Functions of several variables
10.1 Partial diﬀerentiation
If f is a function of two variables, and associates the value z = f(x, y) to the pair (x, y),
one can deﬁne the partial derivative of f with respect to x, for a ﬁxed value y, and the
partial derivative of f with respect to y, for a ﬁxed value x. These partial derivatives are
denoted
∂f
∂x
= lim
∆x→0
f(x + ∆x, y) −f(x, y)
∆x
∂f
∂y
= lim
∆y→0
f(x, y + ∆y) −f(x, y)
∆y
.
An important property of partial derivatives concerns their commutativity:
∂
2
f
∂x∂y
=
∂
2
f
∂y∂x
.
Proof From their deﬁnition, the partial derivatives satisfy
∂
2
f
∂y∂x
= lim
∆y→0
1
∆y
_
∂f
∂x
(x, y + ∆y) −
∂f
∂x
(x, y)
_
= lim
∆y→0
lim
∆x→0
1
∆y∆x
[f(x + ∆x, y + ∆y) −f(x, y + ∆y) −f(x + ∆x, y) + f(x, y)]
= lim
∆x→0
1
∆x
_
∂f
∂y
(x + ∆x, y) −
∂f
∂y
(x, y)
_
=
∂
2
f
∂x∂y
.
Example For the function f(x, y) = x
n
cos(ay), where n and a are constants, we have
∂f
∂x
= nx
n−1
cos(ay)
∂f
∂y
= −ax
n
sin(ay),
and of course
∂
2
f
∂y∂x
= −anx
n−1
sin(ay) =
∂
2
f
∂x∂y
.
Nabla operator One deﬁnes the diﬀerential operator ∇ as the symbolic vector of com
ponents
∇ =
_
∂
∂x
,
∂
∂y
,
∂
∂z
_
,
44
which has to be understood as an operator applied to a scalar quantity φ or a vector E
depending on the coordinates x, y, z:
∇φ(x, y, z) =
_
∂φ
∂x
,
∂φ
∂y
,
∂φ
∂z
_
∇· E(x, y, z) =
∂E
x
∂x
+
∂E
y
∂y
+
∂E
z
∂z
∇×E(x, y, z) =
_
∂E
z
∂y
−
∂E
y
∂z
,
∂E
z
∂x
−
∂E
z
∂x
,
∂E
y
∂x
−
∂E
y
∂x
_
10.2 Diﬀerential of a function of several variables
We consider here the example of two variables x, y, and formally use the notations dx and
dy for the inﬁnitesimal limits of the increments ∆x and ∆y.
If f depends on two variables x, y, the inﬁnitesimal change in f(x, y) has two contribu
tions: one proportional to dx, coming from the inﬁnitesimal change in x, and a second,
proportional dy, coming from the inﬁnitesimal change in y. These two contributions lead
to the diﬀerential
df =
∂f
∂x
dx +
∂f
∂y
dy, (23)
and can be interpreted as a vector in a two dimensional vector space spanned by dx and
dy, with coordinates ∂f/∂x and ∂f/∂y.
Remark It is important to distinguish the symbols for partial and total derivatives. In
deed, in eq.(23), if y is a function of x, one can consider the function F(x) = f(x, y(x)),
which, using the chain rule, has the following derivative
F
′
(x) =
df
dx
=
∂f
∂x
+
dy
dx
∂f
∂y
=
∂f
∂x
+ y
′
(x)
∂f
∂y
.
As a consequence,
∂f
∂x
=
df
dx
Finally, if a function depends on N variables, one can deﬁne the partial derivatives with
respect to any of these variables, and these partial derivatives will commute among each
other.
10.3 Implicit functions
If the variables x, y, z are related by an equation of the form g(x, y, z) = 0, where g is a
diﬀerentiable function, on can deﬁne each variable as a function of the other two (besides
45
possible singular points). We can show then that
_
∂x
∂y
_
z
=
_
∂y
∂x
_
−1
z
,
where the variable in subscript represents the one kept constant in the diﬀerentiation.
Proof Since g(x, y, z) = 0, we have
dg =
∂g
∂x
dx +
∂g
∂y
dy +
∂g
∂z
dz = 0,
and if we consider the case z= constant, we have dz = 0, such that
_
∂x
∂y
_
z
=
dx
dy
¸
¸
¸
dz=0
= −
∂g
∂y
_
∂g
∂x
=
_
dy
dx
¸
¸
¸
dz=0
_
−1
=
_
∂y
∂x
_
−1
z
Another important property is
_
∂x
∂y
_
z
_
∂y
∂z
_
x
_
∂z
∂x
_
y
= −1
Proof We have
_
∂x
∂y
_
z
= −
∂g
∂y
_
∂g
∂x
_
∂y
∂z
_
x
= −
∂g
∂z
_
∂g
∂y
_
∂z
∂x
_
y
= −
∂g
∂x
_
∂g
∂z
,
such that the product of these three derivatives is 1.
10.4 Double integration
If f is a function depending on two variables x, y, one can deﬁne the function F(x) as
F(x) =
_
d
c
f(x, y)dy,
and then the integral of F over an interval [a, b]
I
1
=
_
b
a
F(x)dx =
_
b
a
__
d
c
f(x, y)dy
_
dx =
_
b
a
dx
_
d
c
dy f(x, y).
The product dxdy represents an inﬁnitesimal surface are in the plane (0, x, y), and the
integral is thus the volume between the rectangular area of surface b − ad − c and the
surface deﬁned by z = f(x, y).
46
In the simple case where f is a product f(x, y) = φ(x)ψ(y), the latter integral is just a
product of integrals
I
1
=
_
b
a
dx
_
d
c
dy φ(x)ψ(y) =
__
b
a
φ(x)dx
_
×
__
d
c
ψ(y)dy
_
.
More generally, one can deﬁne a double integral over any area D which is not rectangular
by
I
2
=
_ _
D
f(x, y)dxdy
In this case, one can perform the integrals in whichever order: ﬁrst over x and then over
y or the opposite:
I
2
=
_
x
2
x
1
_
_
y
2
(x)
y
1
(x)
f(x, y)dy
_
dx,
where the values y
1
(x), y
2
(x) are the boundaries of the domain D for a given value of x, or
I
2
=
_
y
2
y
1
_
_
x
2
(y)
x
1
(y)
f(x, y)dx
_
dy,
where the values x
1
(y), x
2
(y) are the boundaries of the domain D for a given value of y.
Example Calculate the volume of a pyramid whose base is an equilateral triangle of sides
a , and the three other faces, of equal surface area, have edges which meet orthogonally.
For this problem, let’s consider the top of the pyramid at the centre of coordinates, such
that the axises (Ox), (Oy), (Oz) are along the edges which meet orthogonally. The base is
then perpendicular to the vector (1, 1, 1), and intersects the previous edges at the distance
a/
√
2 from the top. Its equation is thus x + y + z = a/
√
2. The volume is then
V
1
=
_
a/
√
2
0
dy
_
a/
√
2−y
0
_
a
√
2
−x −y
_
=
_
a/
√
2
0
dy
1
2
_
a
√
2
−y
_
2
=
a
3
12
√
2
. (24)
Double integral in polar coordinates The inﬁnitesimal surface area in polar coordi
nates is dr ×rdθ (see ﬁg(9)), and an integral over a domain D is thus
J =
_ _
D
f(r, θ)rdrdθ.
47
dr
rdΘ
Figure 9: The inﬁnitesimal surface area in polar coordinates is rdrdθ
Example Calculate the volume of half a solid ball of radius R.
A sphere of radius R, centered on the origin, is given by the equation x
2
+ y
2
+ z
2
= R
2
.
This volume of half the ball is then
V
2
=
_ _
C
z(x, y)dxdy =
_ _
C
_
R
2
−x
2
−y
2
dxdy,
where C is the disc of radius R, centered in the origin. A change of variables to polar
coordinates gives
V
2
=
_
R
0
rdr
_
2π
0
dθ
√
R
2
−r
2
= 2π
_
R
0
rdr
√
R
2
−r
2
= 2π
_
−
1
3
(R
2
−r
2
)
3/2
_
R
0
=
2π
3
R
3
.
10.5 Triple integration
Triple integration is a straightforward generalization of double integration, and it can
sometimes be useful to use spherical coordinates (r, θ, φ), if the function to integrate is
expressed in terms of spherically symmetric quantities. Using these coordinates, the in
ﬁnitesimal volume is rdθ ×r sin θdφ×dr = r
2
dr sin θdθdφ (see ﬁg.10), and an integral over
48
dr
rd Θ
φ
Θ
r sin d Θ φ
x
y
z
Figure 10: The inﬁnitesimal volume in spherical coordinates is r
2
dr sin θdθdφ
a threedimensional domain is then
_ _ _
D
r
2
dr sin θdθdφ f(r, θ, φ).
Example The volume of half a solid ball of radius R, which was calculated before, is easier
to calculate using spherical coordinates, and is
V
2
=
_
R
0
r
2
dr
_
π/2
0
dθ sin θ
_
2π
0
dφ
=
R
3
3
×[−cos θ]
π/2
0
×2π
=
2π
3
R
3
49
6 Vector calculus 6.1 Vectors . . . . . . . . . . . . 6.2 Rotations in two dimensions 6.3 Scalar product . . . . . . . . 6.4 Cross product . . . . . . . . 6.5 Scalar triple product . . . . 6.6 Polar coordinates . . . . . .
. . . . . .
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25 25 25 27 28 29 29 31 31 31 32 33 33 34 34 35 35 38 38 39 39 39 40 41 42 44 44 45 45 46 48
7 Complex numbers 7.1 Introduction . . . . . . . . . . . 7.2 Complex exponential . . . . . . 7.3 Trigonometric formula . . . . . 7.4 Roots of complex numbers . . . 7.5 Relation to hyperbolic functions 8 Linear diﬀerential equations 8.1 First order, homogeneous . . . . 8.2 Variation of parameters method 8.3 Second order, homogeneous . . 8.4 General properties . . . . . . . 8.5 Separation of variables method 9 Linear algebra 9.1 Linear function . . . . . . . . . 9.2 Matrices . . . . . . . . . . . . . 9.3 Determinants . . . . . . . . . . 9.4 Composition of linear functions 9.5 Eigenvectors and eigenvalues . .
10 Functions of several variables 10.1 Partial diﬀerentiation . . . . . . . . . . . . . 10.2 Diﬀerential of a function of several variables 10.3 Implicit functions . . . . . . . . . . . . . . . 10.4 Double integration . . . . . . . . . . . . . . 10.5 Triple integration . . . . . . . . . . . . . . .
2
1
1.1
Introduction
Numbers
• Natural numbers N These are all positive integers, including 0. • Integers Z These are the elements of N, plus the negative integers. • Rational numbers Q These are all the numbers which can be written p/q, where p and q = 0 are elements of Z. These numbers have either a ﬁnite number of decimals or a periodic inﬁnite number of decimals, for example 1 . 3795 3795 3795 3795 · · · · · · Q contains Z. • Real numbers R These are the elements of Q plus all the numbers with inﬁnite and √ random decimals. Examples of real numbers, which are not in Q are: 2, π, e, ....The product of a symmetric matrix with an antisymmetric matrix is zero.
Density property: Between any two real numbers can be found a rational number, and vice verse.
1.2
Group
A group G is a set of elements {a}, together with an operation ⋆, such that: • if a, b are two elements of G, then a ⋆ b is element of G; • G contains a unit element u such that, for any element a of G, a ⋆ u = a; • for any element a of G, there is an element a such that a ⋆ a = u. ˜ ˜ Examples of groups: {Z, +}; {Q, ×}; ...
1.3
Combinatorics
• Permutations The number of ways to choose an order for n elements is the factorial n! = n × (n − 1) × (n − 2) · · · ×3 × 2 × 1. Indeed, there are n possibilities for the ﬁrst element, and for each of these possibilities, there are n − 1 for the second element, etc...
3
• Combinations The number of ways to choose k elements out of n, independently of the order, is given by the binomial coeﬃcients n! n = . k k!(n − k)! Indeed, the number of possible ways to order n points is n!, and has to be divided by the number of ways to order the k chosen elements, which is k!, and also by the number of ways to order the remaining n−k elements, which is (n−k)!. Some simple properties are: n n−k = n k , n 1
k=n
= n,
n 0
= 1.
• Binomial formula. We show here that (a + b)n =
k=0
n k
an−k bk ,
(1)
where n is an integer and a, b are real numbers, using a proof by induction: First step: check that eq.(1) is valid for a given value of n, for example n = 2: (a + b)2 = a2 + 2ab + b2 2 a2 b0 + = 0
k=2
2 1
a1 b1 +
2 2
a0 b2
=
k=0
2 k
a2−k bk .
Second step: suppose that eq.(1) is valid for n, and show that it is then valid for n + 1:
k=n
(a + b)
n+1
= (a + b)
k=0 k=n
n k a
an−k bk
k=n
=
k=0 k=n
n k n k
n−k+1 k
b +
k=0 k=n+1
n k
an−k bk+1 n k−1 n k−1 an+1−k bk an+1−k bk
=
k=0
an+1−k bk +
k=1 k=n
= an+1 + bn+1 +
k=1 k=n
n k n+1 k
+
= an+1 + bn+1 +
k=1 k=n+1
an+1−k bk
=
k=0
n+1 k 4
an+1−k bk .
f (x + ∆x)) respectively. one can always ﬁnd a δ > 0 such that x − x0  < δ ⇒ f (x) − f (x0 ) < ε. By deﬁnition f ′ (x) = a(x + ∆x)n − axn ∆x→0 ∆x n a[x + nxn−1 ∆x + n(n − 1)xn−2 (∆x)2 /2 + · · ·] − axn = lim ∆x→0 ∆x n−1 n−2 = a lim nx + n(n − 1)x ∆x + · · · lim ∆x→0 = anxn−1 . where a is a constant and n is an integer.2 Diﬀerentiation The derivative of a function f at the point x is the slope of the tangent of the curve y = f (x) at x. which to a real variable x associates the quantity f (x). The derivative of f at the point x is then f ′ (x) = lim f (x + ∆x) − f (x) df = . More rigorously.1 Continuity Intuitively. let’s consider the points M and M ′ with coordinates (x. Example Let us calculate the derivative of f (x) = axn . ∆x→0 ∆x dx (2) where dx denotes the inﬁnitesimal increment in x and df the corresponding inﬁnitesimal increment in f (x). f is continuous in x0 if for any ε > 0. 2. 2.2 Functions of a real variable A function of a real variable f is an operation. where dx > 0 is an increment (see ﬁg(1)). where the dots represent higher orders in ∆x. In order to calculate it. f (x)) and (x + ∆x. 5 . a function f of the variable x is continuous is a small change in x leads to a small change in f (x). (x + ∆x) − x ∆x The slope of the tangent of the curve at M is obtained when ∆x → 0. The slope of the straight line (MM ′ ) is slope = f (x + ∆x) − f (x) f (x + ∆x) − f (x) = .
Eq. An example of such a singularity is the function f (x) = x at x = 0. • if f (a) = 0 and f (x) changes sign at x = a. we have the following classiﬁcation: • if f (a) > 0. • if f (a) < 0. then f is decreasing in the vicinity of a. the function is singular at the point x and its derivative is not deﬁned. the derivative from the left is 1 and the derivative from the right is 1. for x = 0. A function f is said to be diﬀerentiable at x if these two deﬁnitions lead to the same result. 6 . for ∆x > 0. Extrema of a function Since the derivative f ′ (a) of a function at the point a corresponds to the slope of the tangent of the curve of equation y = f (x). One can also deﬁne the “derivative from the left” by lim f (x) − f (x − ∆x) . Indeed. If these two derivatives are diﬀerent. as shows the previous example. Note that a function can be continuous but not diﬀerentiable for a given value of x.f(x+ x) ∆ f(x) x x+∆x Figure 1: The derivative is the slope of the tangent. (2) deﬁnes the “derivative from the right”. then f is increasing in the vicinity of a. ∆x ∆x→0 where ∆x > 0. then f (a) is an extremum of f .
the derivative of the ratio of the functions f and g is f (x) g(x) ′ = f ′ (x) × g ′(x) 1 + f (x) × − 2 g(x) g (x) = f ′ (x)g(x) − f (x)g ′(x) . one needs a onetoone mapping between x and y. (3) lim Chain rule Consider two functions f and g. such that the derivative of the function 1/f is ′ 1 f ′ (x) 1 =− 2 × f ′ (x) = − 2 . when it exists. ∆x→0 lim where ∆g = g(x + ∆x) − g(x) is the increment in g(x) corresponding to x → x + ∆x. This is 7 . In order to deﬁne the inverse of a function. At such a point. the derivative (f g)′ is given by (f g)′(x) = f (x + ∆x)g(x + ∆x) − f (x)g(x) ∆x→0 ∆x f (x + ∆x)g(x) − f (x)g(x) + f (x + ∆x)g(x + ∆x) − f (x + ∆x)g(x) = lim ∆x→0 ∆x g(x + ∆x) − g(x) f (x + ∆x) − f (x) + f (x + ∆x) = lim g(x) ∆x→0 ∆x ∆x ′ ′ = f (x)g(x) + f (x)g (x).• if f (a) = 0 and f (x) does not change sign at x = a. f (a)) is called an inﬂexion point. is deﬁned by x = f −1 (y). The derivative of F is F ′ (x) = = = = = F (x + ∆x) − F (x) ∆x f (g(x + ∆x)) − f (g(x)) lim ∆x→0 dx f (g(x + ∆x)) − f (g(x)) g(x + ∆x) − g(x) × lim ∆x→0 g(x + ∆x) − g(x) ∆x f (g + ∆g) − f (g) g(x + ∆x) − g(x) lim × ∆x→0 ∆g ∆x ′ ′ f (g(x)) × g (x). and the function F deﬁned as F (x) = f (g(x)). the inverse function f −1 . then the point of coordinates (a. g are two functions of x. the second derivative changes sign. g 2 (x) Derivative of an inverse function If y = f (x). Derivative of a ratio The derivative of 1/x is −1/x2 . Do not confuse the inverse function f −1 with 1/f !. f (x) f (x) f (x) As a consequence. Derivative of a product If f.
If N is odd.. where an are the coeﬃcients and N is the degree of the polynomial. .. m. Indeed.usually the case on a given interval for x at least. • P (x) = a(x − z1 )(x − z2 )(x − z3 ) if P has three poles. A polynomial of degree 3 has either one pole or three poles. one can see that any polynomial function can be written P (x) = (x − z1 ) · · · (x − zn ) × (a1 x2 + b1 x + c) · · · (am x2 + bm x + cm ). we have then x→−∞ lim P (x) = −∞ and x→+∞ lim P (x) = +∞. for all x. n are the poles of the polynomial. ′ (x) f lim where ∆x is deﬁned such that y + ∆y = f (x + ∆x). such that the line representing y = P (x) cuts at least once the axis y = 0.. j and n + 2m is the degree of the polynomial. . and can be written. • Q(x) = (x − z)(ax2 + bx + c). z2 ..3 Polynomial functions n=N A polynomial function of x is of the form P (x) = n=0 an xn . but might not have any (real) pole: • P (x) = a(x − z1 )(x − z2 ) has two poles z1 . 2.. i = 1. A polynomial of degree 2 can have two poles. The pole is double if z1 = z2 . where zi . if Q has one pole z. By induction. 8 . b2 − 4aj cj < 0 for all j = 1.. The derivative of the inverse is then f −1 (y) ′ = f −1 (y + ∆y) − f −1 (y) ∆y→0 ∆y x + ∆x − x = lim ∆x→0 f (x + ∆x) − f (x) 1 = . with b2 − 4ac < 0. • Q(x) = ax2 + bx + c has no pole if b2 − 4ac < 0. the polynomial has at least one zero. since the polynomial is a continuous function.
9 . with four poles z1 .y z 1 z 2 z 3 x Figure 2: A polynomial function of degree 5. z2 . z2 . z3 . with three poles z1 . z4 . y z1 z2 z3 z4 x Figure 3: A polynomial function of degree 6. z3 .
Property Using Pythagoras’ theorem. which gives a = 1/3 and b = 2/3. one can see on ﬁg. that x→0 (4) lim sin x = 1. But one can also see that 0 ≤ sin2 x + (1 − cos x)2 ≤ x2 . such that a + b = 1 and 4a + b = 2. x and this limit will be very useful in deriving fundamental properties of the trigonometric functions. geometrically. 10 (5) . + 5x + 4 (x + 1)(x + 4) x+1 x+4 where a(x + 4) + b(x + 1) = x + 2.2) that the sine and cosine of the sum of two angles are given by sin(a + b) = sin a cos b + sin b cos a cos(a + b) = cos a cos b − sin a sin b. sin x and cos x are deﬁned as the coordinates of the point M at the intersection of the straight line (OM) with the trigonometric circle (see ﬁg(4)). Finally.(5) that sin x ≤ x ≤ sin x + 1 − cos x. Important limit We will now show. 1/3 2/3 x+2 = + . for each x. and has the form. 2 + 5x + 4 x x+1 x+4 2.2.4 Rational functions A rational function is the ratio of two polynomial functions P and Q.5 Trigonometric functions For a given angle 0 ≤ x ≤ 2π. It is always possible to reduce R as a sum of irreducible rational functions of the form a/(x − z) or (ax + b)/(x2 + cx + d). Example The fraction (x + 2)/(x2 + 5x + 4) can be written x2 x+2 a b x+2 = = + . we have sin2 x + cos2 x = 1. Proof: From the deﬁnition of sine and cos. Trigonometric formula It will be shown in the chapter on vector calculus (subsection 6. P (x) R(x) = . Q(x) If the degree of P is less than the degree of Q.
whereas the ﬁrst term leads to sin′ x = cos x. such that 0 ≤ 1 − cos x ≤ Using this in the inequalities (5). x x 2 and the only possibility for this to be valid in the limit x → 0 is to have sin x x x2 . Derivative of trigonometric functions The ﬁrst important consequence of the previous limit is the calculation of the derivative of the sine. 11 . + sin x ∆x→0 ∆x ∆x ∆x→0 lim We have seen that 1 − cos(∆x) is of order ∆x2 . 2 → 1. and therefore the second term vanishes in the limit ∆x → 0. From eq.(4) we have sin′ x = sin(x + ∆x) − sin x ∆x sin x cos(∆x) + sin(∆x) cos x − sin x = lim ∆x→0 ∆x cos(∆x) − 1 sin(∆x) = lim cos x . sin x).1 sin x M x cos x 1 Figure 4: The coordinates of M on the trigonometric circle are (cos x. we obtain sin x sin x x ≤1≤ + .
As a consequence.x a c b Figure 5: On the ﬁgure: a = sin x. 12 . we also have tan′ x = 1 + tan2 x. b = 1 − cos x and c2 = a2 + b2 In the same way. one can easily show that cos′ x = − sin x.
We show here that the Riemann deﬁnition of the integral. and therefore 0 x Make sure never to use the same name for the variable of integration and the limit of the integral. f (u)du = F (x) − F (0). From the linearity of the diﬀerentiation.1 Interpretation of the integral b As explained on ﬁg. n − 1. Indeed.. c2 are constants. from x = a to x = b. corresponds to the surface area between the line y = f (x) and the straight line y = 0. f (x)dx = F (b) − F (a). From the Riemann interpretation. the Riemann deﬁnition of a f (x)dx. the quantity x F (x) = a du f (u) 13 . integrals have the following properties: • • • a b c a f (x)dx = − f (x)dx = b a b a f (x)dx c b f (x)dx + f (x)dx b a b [c f (x) a 1 1 + c2 f2 (x)]dx = c1 f1 (x)dx + c2 b a f2 (x)dx. n k = 0. 3. .(6). this area can be seen as the sum of the inﬁnitesimal areas dx × f (x).. where c1 . b > a. as a surface area. Equivalence with the deﬁnition based on the derivative.3 Integration The integration corresponds to the inverse operation of the diﬀerentiation: F is a primitive of f if F (x) = We have a b f (x)dx ⇒ F ′ (x) = f (x). is equivalent to the deﬁnition given previously. and we have b f (x)dx = lim a n→∞ b−a n n−1 f (xk ) k=0 where xk = a + k b−a ..
b f (x)dx ≤ 14 g(x)dx. ∆x→0 ∆x As a consequence of this interpretation of the integral. from a to x. we obtain the expected result: 1 F ′ (x) = lim ∆xf (x) + (∆x)2 · · · = f (x). a .f(xk ) a dx xk b Figure 6: Riemann deﬁnition of the integral corresponds to the surface area of between the lines y = f (x) and y = 0. As a consequence. which is equal to ∆x × f (x)+ higher powers in ∆x. g satisfy f (x) ≤ g(x) then a b for a ≤ x ≤ b. and the derivative of the function F is F ′ (x) = 1 ∆x→0 ∆x 1 = lim ∆x→0 ∆x lim x+∆x a x+∆x x x du f (u) − du f (u). du f (u) a The latter expression corresponds to the surface area between the lines y = f (x) and y = 0 from x to x + ∆x. if two functions f. The integral from a to x + ∆x is then x+∆x F (x + ∆x) = a du f (u).
15 . 3. such that we obtain. one makes the change of variable u = sin φ. g is (f g)′ = f ′ g +f g ′. where u represents another variable with which the integral can be calculated. dx x(sin x)′ = x sin x − dx sin x = x sin x + cos x + c.3 Change of variable Suppose that one can write x = g(u). since cos φ > 0. Example In the following integral. if we know the other: b a b f ′ (x)g(x)dx = [f (x)g(x)]a − b f (x)g ′ (x)dx a Example Integration by part is very useful for the integration of trigonometric functions multiplied by power law functions.2 Integration by part The derivative of the product of two functions f. after integration f (x)g(x) = f ′ (x)g(x)dx + f (x)g ′(x)dx. which can be helpful to calculate one of the integrals on the right hand side. π/2]. We have then dx = g ′(u)du and b g −1 (b) f (x)dx = a g −1 (a) f (g(u))g ′(u)du. as dx x cos x = where c is a constant. for 0 ≤ φ ≤ π/2: 1 0 √ du = 1 − u2 π/2 0 cos φ dφ 1 − sin2 φ π/2 = 0 dφ = π . in the interval [0. b]. we have cos2 φ =  cos φ = cos φ.3. For the change of variable to be consistent. 2 Note that. where g −1 represents the inverse function of g: x = g(u) ⇔ u = g −1 (x). one must make sure that there is a onetoone relation between x and u in the interval [a.
or might not be bounded. As a consequence. can be written: 2N n=1 1 =1+ n 1 2 + 1 1 + 3 4 + 1 1 1 1 + + + 5 6 7 8 + 1 1 +···+ 9 16 +··· and satisﬁes 2N n=1 1 >1+ n 1 2 + 1 1 + 4 4 + 1 1 1 1 + + + 8 8 8 8 + 1 1 +···+ 16 16 +··· The sum in each bracket is equal to 1/2. such that 2N n=1 N 1 >1+ . up to 2N .from the 14th century! The sum of the inverses of integers. that the sum of the inverse of the integers is divergent. n 2 which shows that the sum goes to inﬁnity when N goes to inﬁnity. x Consider now the integral. for a = 1. where the function to integrate is not deﬁned. and there are N bracket. For this. and divergent if the result of the integration is inﬁnite. one can see on a graph that I1 > ∞ n=2 1 . n and we show. Ia = 1 ∞ dx x1−a − 1 = lim x→∞ 1 − a xa As can be seen. the corresponding integral is said to be convergent if the result of the integration is ﬁnite. 1 ∞ dx is divergent. In both cases. Case of a noncompact domain of integration We ﬁrst show that the integral I1 = 1 ∞ dx x diverges.3. We describe here this situation for the integration of power law functions.4 Improper integrals The domain of integration of an integral might either contain a singular point. Proof . the result depends on a: 16 .
In general. the integral is convergent only if b < 1 and a + b > 1 simultaneously. with a noncompact domain of integration). Case of a singular point Consider the integral. it therefore converges only for b < 1.• if a > 1 then Ia = 1/(a − 1) is ﬁnite. 17 . 1 Jb = 0 dx 1 − x1−b = lim x→0 1 − b xb As can be seen. the result depends on the power b: • if b < 1 then Jb = 1/(1 − b) is ﬁnite. As a consequence. • if b > 1 then Jb = +∞. such that there is convergence if b < 1. we have: 1 dx convergent if b < 1 is b divergent if b ≥ 1 z (x − z) Example Consider the integral ∞ 1 dx (x − 1)b (2x + 3)a • at x = 1: the integrand is equivalent to 5−a /(x − 1)b . • if a < 1 then Ia = +∞. such that there is convergence if a + b > 1. Since the integral Ia also diverges for a = 1. The integral Jb also diverges for b = 1 (the surface area is the same as the previous case. • at x = ∞: the integrand is equivalent to 2−b /xa+b . it converges only for a > 1. for b = 1.
since the corresponding surface area would be inﬁnite.4 4. one can see that ab ln(ab) = 1 du = u a 1 du + u ab a du = ln a + u b 1 dv = ln a + ln b. v (7) where we make the change of variable u = v a . The number e is deﬁned by ln e = 1 and e ≃ 2. • One can also see that ln(x ) = 1 a xa du = u x a 1 dv = a ln x. v (6) where we make the change of variable u = av. f (x) 18 . dx where c is a constant f ′ (x) = ln f (x) + c. Properties: • We have seen that the integrals x→∞ ∞ 1 1 0 dx/x and and dx/x both diverge.718281828. we introduce the logarithm as x du . for a = −1. The real logarithm is not deﬁned for x < 0. for any diﬀerentiable function f . such that lim ln x = +∞ x→0 lim ln x = −∞ • From the deﬁnition of the logarithm. • We have in general. and we still have to deﬁne this integral for a = −1. xa dx = a = −1.1 Logarithm and exponential functions Logarithm xa+1 a+1 We have seen that. from 1 to x > 0. For this. ln x = u 1 so that the logarithm gives the surface area between the function 1/u and the horizontal axis.
x a • When x → 0: Another important limit to know is x→0 ln x dx. one uses an integration by parts: x(ln x)′ dx = x ln x − x + c. (9) which means that any (positive) power law kills the divergence of the logarithm at x = 0. (x)′ ln x dx = x ln x − lim xa ln x = 0. u u Integrating this inequality from x to 1. we have 1 1 ≤ 1+a/2 . ln a and is equal to 1 when x = a. we have 1 1 ≤ 1−a/2 .Logarithm in base a The logarithm in base a is deﬁned as ln x loga (x) = . Proof For any u ≥ 1 and for any a > 0. Proof For any u satisfying 0 < u ≤ 1 and any a > 0. a 19 . Integral of the logarithm To calculate ln x dx = where c is a constant. u u Integrating this inequality from 1 to x leads to 2 2 0 < ln x ≤ (xa/2 − 1) < xa/2 . a > 0 (8) x→+∞ xa which means that any (positive) power law goes quicker to inﬁnity than the logarithm. a a a Multiplying by x gives the expected result: 2 0 ≤ xa  ln x ≤ xa/2 → 0 when x → 0. a > 0. we obtain 2 2 0 < − ln x ≤ (x−a/2 − 1) < x−a/2 . a a Dividing by xa gives the expected result: 2 ln x 0 < a ≤ x−a/2 → 0 when x → +∞. Limits • When x → +∞: We show here the important limit ln x lim = 0. Note that ln x = loge (x). when x → +∞.
Derivative of the exponential one can diﬀerentiate the deﬁnition exp(ln x) = x. we have y→+∞ d exp(x ln x) = (1 + ln x)xx . we have exp(u + v) = (exp u) × (exp v). Exponential of base a This function is deﬁned as ax = exp(x ln a). which. using the chain rule. we have y→+∞ lim y b exp(−y) = 0. if we note y = ln x. 20 . if we note y = ln x and b = 1/a > 0. if we note y =  ln x and b = 1/a > 0. One can also deﬁne the function xx . and the decreasing exponential kills the divergence of any power law. We therefore conclude that the derivative of the exponential is the exponential itself: exp′ x = exp x. leads to exp′ (ln x) = x. with derivative (xx )′ = Limits • From the limit (8).4. • From the limit (9). and from property (7). if we note u = ln a and v = ln b. It’s derivative is then (ax )′ = (ln a)ax . which is consistent with the properties of the logarithm and the exponential. we have exp y a = exp(ay). dx lim exp y = +∞. yb and the exponential goes to inﬁnity quicker than any power law.2 Exponential y = ln x ⇐⇒ x = exp y = ey The exponential is deﬁned as the inverse function of the logarithm: From property (6).
• hyperbolic cotangent: coth x = cosh x/ sinh x. • hyperbolic tangent: tanh x = sinh x/ cosh x. it can be easily checked that cosh(2x) = cosh2 (x) + sinh2 (x) sinh(2x) = 2 sinh(x) cosh(x) 21 . from their deﬁnition. for all x. and their derivatives are given by cosh′ x sinh′ x tanh′ x coth′ x = = = = sinh x cosh x 1 − tanh2 x 1 − coth2 x It can easily be seen that. • hyperbolic sine: sinh x = (ex − e−x )/2. cosh2 x − sinh2 x = 1. the functions cosh and sinh satisfy. Also.4.3 Hyperbolic functions The hyperbolic functions are deﬁned as • hyperbolic cosine: cosh x = (ex + e−x )/2.
One writes then f (x) ≃ p2 (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )2 . leading to a3 = 2 × 3 × f ′′′ (x0 ). Obviously. The ﬁrst approximation consists in replacing f (x) by a linear function p1 (polynomial of ﬁrst order. the Taylor expansion around x0 can be pushed to an inﬁnite order.2 Radius of convergence and series For many functions. Going on like this ﬁnally leads to the Taylor expansion of the function f : f (x) ≃ f (x0 ) + (x − x0 )f ′ (x0 ) + 1 1 (x − x0 )2 f ′′ (x0 ) + (x − x0 )3 f ′′′ (x0 ) + · · ·. 5.. If one wishes to push further the precision of the approximation. such that a0 = f (x0 ) and a1 = f ′ (x0 ). and so on. If one wants a better approximation. representing a straight line) in a small interval around x0 : f (x) ≃ p1 (x) = a0 + a1 (x − x0 ). one can take the third order polynomial f (x) ≃ p3 (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + a3 (x − x0 )3 .. at least in a vicinity of f (x0 ): if x − x0  < R. n! 22 . 2! 3! where the dots represent higher powers in the diﬀerence x − x0 . ′′ and imposes the additional constraint p2 (x0 ) = f ′′ (x0 ). The power n of the ﬁrst neglected term in the expansion of a function around x0 is denoted O(x − x0 )n . one imposes the constraints p1 (x0 ) = f (x0 ) and p′1 (x0 ) = f ′ (x0 ). representing an arc of parabola). and means “terms which are at least of the power n”. such an expansion is valid only if the function is diﬀerentiable a number of times large enough to reach the desirable order. where R is the radius of convergence.1 Taylor expansions and series Approximation of a function around a value of the argument It is sometimes useful to approximate the value f (x) of a function f around f (x0 ). then the series is convergent and one can write f (x) = ∞ n=0 1 (n) f (x0 )(x − x0 )n . one can choose to approximate f locally by a quadratic function p2 (polynomial of second order. a1 . such that a2 = 2f ′′ (x0 ). and impose the additional constraint p3 f ′′′ (x0 ) = f ′′′ (x0 ). which is better than a straight line.5 5. In order to ﬁnd the coeﬃcients a0 . Note that a polynomial function of order N is exactly equal to its Taylor expansion of order N. which are smaller and smaller as the order of the Taylor expansion increases.
(10) n→∞ n→∞ an f (n) (x0 ) n + 1 from which the radius of convergence R can be found. and each case has to be looked at individually. N −1 Ratio convergence test Consider the geometric series S = n=0 q n . R = 1. then S diverges when N → ∞. from the behaviour of the geometric series. one can compare the ratio of two consecutive terms. R = ∞. for any series n an . n! x2n . R = ∞. the series is (absolutely) convergent. and if q ≥ 1. lim 5. one can easily see that cos x = sin x = exp x = 1 = 1+x ln(1 + x) = ∞ n=0 ∞ n=0 ∞ n=0 ∞ n=0 ∞ n=0 (−1)n (−1)n xn . More generally.3 Examples By calculating the diﬀerent derivatives of the following functions at x = 0. one cannot conclude. which is the minimum value of x − x0  such that the expression (10) is inﬁnite. n+1 23 . we see that. and hence 1 − qN S = 1+q +q +···+q = 1−q From this expression. (2n + 1)! R = ∞. the following ratio convergence test: 2 N −1 • if limn→∞ an+1 /an  < 1. • if limn→∞ an+1 /an  > 1. then limN →∞ S = 1/(1 − q) is ﬁnite. if q < 1.where f (n) (x0 ) denotes the nth derivative of f at x0 . (−1)n xn+1 . • if limn→∞ an+1 /an  = 1. The convergence of the Taylor series of a function f about x0 therefore depends on x − x0  since the ratio convergence test involves an+1 f (n+1) (x0 ) x − x0 = lim . the series is divergent. and conclude. R = 1. (2n)! x2n+1 . An expression for this sum can be obtained by noting that qS = S − 1 + q N . (−1)n xn .
As a consequence. f (0) + xf ′ (0) + y→+∞ lim exp(−y) = 0 1 exp(−1/x) = lim y 2 exp(−y) = 0 x→0 x2 y→+∞ 1 2 lim − 3 exp(−1/x) 4 x→0 x x 4 lim y − 2y 3 exp(−y) = 0 lim y→+∞ 5. If we note y = 1/x > 0. and is f1 (x)f2 (x) = a1 a2 +(a1 b2 +b1 a2 )x+(a1 c2 +b1 b2 +c1 a2 )x2 +(a1 d2 +b1 c2 +c1 b2 +d1a2 )x3 +O(x4 ) Example To calculate the expansion of tan x up to the order x5 . we ﬁrst expand the inverse of cos x to the order x5 : 1 = cos x x2 x4 + O(x6 ) 1− + 2 24 2 5 x + x4 + O(x6 ). we have f (0) f ′ (0) f ′′ (0) = = = = etc. Consider the function f (x) = exp(−1/x).. = 1+ 2 24 −1 and then multiply by the expansion of sin x to the order x5 : tan x = x2 x5 5 x3 1+ + + x4 6 120 2 24 3 2 x + x5 + O(x7 ) = x+ 3 15 x− 24 + O(x7 ) . f2 have the following expansions around x = 0.Counter example. to the order x3 : f1 (x) = a1 + b1 x + c1 x2 + d1 x3 + O(x4 ) f2 (x) = a2 + b2 x + c2 x2 + d2 x3 + O(x4 ) The expansion of the product f1 f2 can then be obtained up to the order 3 maximum.. 2! 3! and no Taylor expansion of f can be deﬁned around 0.4 Expansion for a composition of functions Suppose that two functions f1 . x3 x2 ′′ f (0) + f ′′′ (0) + · · · = 0. whereas f (0) = 0 is deﬁned.
given by the unit vector u. · · · . and a modulus u. ad) are the coordinates of u in this basis.6 6. · · · . A vector space V of dimension d is set of vectors spanned by d independent vectors. Then we necessarily have cn = 0. As a consequence. we have c0 p0 (x) + c1 p1 (x) + · · · + cN pN (x) = 0.1 Vector calculus Vectors A vector u has a direction. where each vector can be written n=N P = n=0 an pn and an are the coordinates of P on the basis {pn .7) i′ = cos α i + sin α j j′ = − sin α i + cos α j. since a polynomial of degree N has at most N zeros. id . 25 (11) . 6. u n vectors u1 . which means that these vectors point in diﬀerent directions. the polynomials pn are linearly independent. n = 0. A change of basis leads to a change of coordinates. · · ·. j) form an orthonormal basis in a plane. un are said to be linearly independent if a1 u1 + · · · + an un = 0 ⇒ a1 = · · · = an = 0. · · ·. and a set of constants cn such that. and can be ˆ written u = uˆ. and is group for the addition. N}. A set of basis vectors in V is made of d linearly independent vectors i1 . the basis has changed to (i′ .2 Rotations in two dimensions (i. where (a. Proof Consider the polynomials pn (x) = xn . j′ ) where (see ﬁg. · ··. and span an Ndimensional vector space. for all n. and none of them can be obtained by a linear combination of the others. n = 0. After a rotation of angle α. N. Example The set of polynomials of order N is an (N + 1)dimensional vector space. Addition of vectors Vectors can be added according to the rule (for example in three dimensions) u1 + u2 = (x1 i + y1 j + z1 k) + (x2 i + y2 j + z2 k) = (x1 + x2 )i + (y1 + y2 )j + (z1 + z2 )k. for any x. and any other vector can be decomposed onto this basis: u = a1 i1 + · · · + ad id .
one obtains then a′ = a cos α + b sin α b′ = −a sin α + b cos α. j) are then related to its coordinates (a′ .α j j’ i’ α i Figure 7: Rotation of the unit vectors From these relations. of angle α and 26 . cos α. (12) The coordinates (a. Using the relations (12). j′ ) by making the inverse rotation (α → −α). j in the basis (i′ . Trigonometric formulas One way to ﬁnd the expression for sin(α + β) and cos(α + β) in terms of sin α. or equivalently a = a′ cos α − b′ sin α b = a′ sin α + b′ cos α. sin β. j′ ) by noting that a′ i′ + b′ j′ = u = ai + bj. which leads to i = cos α i′ − sin α j′ j = sin α i′ + cos α j′ . one can easily express the vectors i. b) of a vector u in the basis (i. cos β is to perform two consecutive rotation. b′ ) in (i′ .
In the basis (i′ . leads to i′′ = = ′′ j = = cos β i′ + sin β j′ (cos β cos α − sin β sin α)i + (cos β sin α + sin β cos α)j − sin β i′ + cos β j′ (− sin β cos α − cos β sin α)i + (− sin β sin α + cos β cos α)j. This must be equivalent to i′′ = cos(α + β) i + sin(α + β) j j′′ = − sin(α + β) i + cos(α + β) j. by doing the following. The scalar product of u and v is deﬁned as u · v = uv cos(u. one wishes to construct a quantity which is unchanged after a rotation (a scalar).3 Scalar product Let u and v be two vectors in a plane. j′ ) where i′ is along v. the scalar product is obviously given by u · v = a′ c′ . and identify the result with a rotation of angle α + β. b′ ) and (c′ . with coordinates (a. v). but rather remember how to get the result. with a′ b′ c′ 0 = = = = a cos α + b sin α −a sin α + b cos α c cos α + d sin α −c sin α + d cos α. 6. We have seen that a rotation of angle α of the basis vectors (i.β respectively. d) respectively. Don’t learn this by heart. and is indeed unchanged after a simultaneous rotation of both vectors u and v. 27 . of angle β. j′ ). b) and (c. j) gives i′ = cos α i + sin α j j′ = − sin α i + cos α j A second rotation. 0) the coordinates of u and v respectively. in the orthonormal basis (i′ . One can easily express the scalar product in terms of the coordinates of the vectors. such that cos(α + β) = cos α cos β − sin α sin β sin(α + β) = sin α cos β + cos α sin β. From these two vectors. Let’s denote by (a′ .
. v.). 2).. . From this. which are a2 b3 − a3 b2 u × v = a3 b1 − a1 b3 . a3 ) times v = (b1 . 2. xd ) and v = (y1 .. v)n. v.. j. . k) form the usual orthonormal basis. The cross product u × v is u × v = uv sin(u. 4. z) of this plane is such that AM · u = 0. Finally.. the scalar product of u = (x1 . b3 ). y. where n is the unit vector perpendicular to the plane spanned by u. c2 + d 2 c2 one easily obtains a′ c′ = ac + bd.4 Cross product One often needs to deﬁne. b2 . in d dimensions. 1). which deﬁnes the anticlockwise direction (see ﬁg. 6. The scalar product is then given by the expression u · v = ac + bd.. yd ) is d u·v = xi yi . a third vector which is perpendicular to u and v.. Any point M of coordinates (x.Together with cos α = √ c + d2 d sin α = √ . from two vectors u. More generally. which reads (x − 3) + 2(y − 4) + (z − 2) = 0 or x + 2y + z = 13. the cross product is not commutative. i=1 Example Find the equation of the plane perpendicular to the vector u = (1.. a1 b2 − a2 b3 Note that the cross product is a vector. it is easy to ﬁnd the coordinates of the vector product of u = (a1 . since u × v = −v × u 28 . a2 . If (i. and containing the point A of coordinates (3. we have i×j = k j×k = i k × i = j. unlike the scalar product which is a number.
v.8). j) can also be labeled by the polar coordinates (r. θ) (see ﬁg. Note that der = eθ dθ deθ = −er . eθ ) in polar coordinates are deﬁned by er = cos θi + sin θj eθ = − sin θi + cos θj.5 Scalar triple product If (u. z).6 Polar coordinates We denote O the origin of space and (i. Points in the plane (O. such that x2 + y 2 with 0 ≤ r < ∞ y tan θ = with 0 ≤ θ < 2π.6. k) the orthogonal and unit basis vectors of Euclidean coordinates (x. y. i. x r= The orthogonal and unit basis vectors (er . w) are three vectors. j. dθ 29 . one deﬁnes the scalar triple product by u · (v × w). and one can check that a cyclic permutation does not change the result: u · (v × w) = w · (u × v) = v · (w × u) 6.
30 . θ) of the point M. such that er is always along OM and eθ is the image of er in a rotation of angle π/2.eθ er r M j O i θ Figure 8: Polar coordinates (r. The orientation of the basis vectors er and eθ depend on the position of M.
1 Complex numbers Introduction Complex numbers can be seen as twodimensional vectors in the complex plane. to give a new complex number: z1 + z2 = (a1 + ib1 ) + (a2 + ib2 ) = a1 + a2 + i(b1 + b2 ) z1 z2 = (a1 + ib1 )(a2 + ib2 ) = a1 a2 − b1 b2 + i(a1 b2 + a2 b1 ). Finally. can be expressed using polar coordinates (r.2 Complex exponential Complex numbers. i). a complex number z can be written z = a × 1 + b × i = a + ib. θ): z = r(cos θ + i sin θ). seen as twodimensional vectors. (13) 31 . spanned by the basis (1. or multiplied. 7. where i2 = −1. The complex conjugate z ⋆ is then deﬁned as z ⋆ = a − ib. and θ is its argument. the modulus of z is deﬁned as √ √ z = z ⋆  = a2 + b2 = zz ⋆ . Using the series expansion for cosine and sine. Complex numbers can be added. This is because the set of complex numbers C is a group for both the addition and multiplication. and the last result leads to the Euler’s formula: cos θ + i sin θ = exp(iθ). r is the modulus of the complex z. In Cartesian coordinates.7 7. where a is the real part of z and b the imaginary part. we ﬁnd z = r = r = r ∞ n=0 ∞ n=0 ∞ n=0 (−1)n θ2n+1 θ2n + i(−1)n (2n)! (2n + 1)! (iθ)2n (iθ)2n+1 + (2n)! (2n + 1)! (iθ)n n! = r exp(iθ).
in terms of cosine and sine of n times the argument. 7. one can write ii = exp(i ln i) = exp(i × iπ/2) = e−π/2 ≃ 0. but its logarithm changes as: ln z → ln z + 2ikπ. 2i From the Euler’s formula (13). Note that the logarithm of a complex number z is a multivalued function: its deﬁnition depends on the range of angles in which the argument θ of z is considered. 2π[). e. which are i. if θ → θ + 2kπ. one can express cosine and sine with complex exponentials: cos θ = and therefore one can also express the nth power of cosine and sine. where k is an integer. but derive them whenever you need them. For example: (cos θ)2 = (sin θ)3 1 2iθ 1 1 (e + e−2iθ + 2) = + cos(2θ) 4 2 2 i 3iθ (e − e3iθ − 3eiθ + 3e−iθ ) = 8 3 1 = sin θ − sin(3θ).From this. we have (cos θ + i sin θ)m = cos(mθ) + i sin(mθ).3 Trigonometric formula eiθ + e−iθ 2 eiθ − e−iθ sin θ = . Do not learn these expressions by heart. where m is any integer.208. Example The complex number i has modulus 1 and argument π/2 (in the interval [0. From this. and can therefore be written π i = exp i = eiπ/2 2 This equation relates three fundamental numbers. it is easy to ﬁnd the de Moivre’s formula: noting that [exp(iθ)]m = exp(imθ). 32 . π. z is invariant. 4 4 (14) These formulas are useful when one needs to integrate expressions involving powers of cosine or sine. Indeed.
In order to solve this equation.. For example.. which gives a formal way to deﬁne trigonometric functions with complex arguments. the nth roots of the unity are zk = exp 2iπ k n k = 0. where A is a given complex number and z is the unknown. Therefore a complex number has n roots of order n. we have for any real x sin(ix) = i sinh x cos(ix) = cosh x. one writes A = ρ exp(iφ) z = r exp(iθ). The equation to solve is then r n exp(inθ) = ρ exp(iφ). 7. n − 1. We give here two examples. 1. . From eqs. one can express a Taylor expansion for a complex variable. n n where k = 0. √ r = ρ1/n = n ρ φ 2kπ θ = + . after identiﬁcation of the modulus and the argument of both sides of the equation z n = A.(14). Since complex numbers can be multiplied and added. n − 1. which leads to.. 1.7.4 Roots of complex numbers Consider the equation z n = A.5 Relation to hyperbolic functions We have seen that a function can usually be expanded as a series of powers of the argument. 33 .. ... It is therefore possible to understand a function of a complex variable in terms of a series expansion.
For the equation (15).(15). If one deﬁnes g(x) = f (x) + b/a.. .. homogeneous f ′ (x) = a(x)f (x). 34 .8 Linear diﬀerential equations A diﬀerential equation gives a relation between a function f and its derivatives f ′ . f1 (x) f2 (x) such that. ln(f2 (x)) = ln(f1 (x)) + k where k is a constant. the solution can be derived by using the separation of variables method. f (x) which.. where c = exp(k). Taking the exponential of this. such that x f (x) f0 x = x0 a(u)du. Example Consider the equation f ′ (x) = af (x) + b. f (x) = f0 exp x0 a(u)du . where a. one ﬁnds f2 (x) = cf1 (x). after integration. This relation must be valid for any value of the argument x of f . and therefore f2 and f1 are proportional: the set of solutions for the equation (15) is a onedimensional vector space. which consists in writing the equation in the form df = a(x)dx. Suppose that f1 is a solution of eq. We have then ′ f1 (x) f ′ (x) = 2 . a where g0 = f (0) + b/a is a constant of integration. and suppose that f2 is another solution. one sees that g satisﬁes g ′(x) = ag(x) and one can use the previous result to ﬁnd b f (x) = g0 exp(ax) − .1 First order. 8. which implies that f must have a speciﬁc form. b are constants. and where a is a given function of x. (15) Let us consider the homogeneous equation valid for any value of the argument x of f . after integration. f ′′ . leads to ln where f0 = f (x0 ).
3 Second order.8. where c = f (x0 ) − f1 (x0 ). The general solution is therefore f (x) = (A + x2 ) exp(ax). 8.(16). such that the general solution of eq. In order to ﬁnd a speciﬁc solution f1 . Plugging this ansatz into eq. gives the function φ. We will see with several examples that it is possible to ﬁnd a least two linearly independent solutions f1 . where a is a constant.(16) can be written x f (x) = c exp x0 a(u)du + f1 (x). b are functions of x. Example Consider the equation a(u)du . Suppose that f3 is a third 35 . The general solution of the homogeneous equation is A exp(ax). and the variation of parameters method consists in ﬁnding a speciﬁc solution of the form φ(x) exp(ax). which leads to φ′ (x) = 2x. after an integration. If we suppose that f1 is a speciﬁc solution of eq. x0 f ′ (x) = af (x) + 2xeax . homogeneous f ′′ (x) + a(x)f ′ (x) + b(x)f (x) = 0. where φ(x) is a function to be found. one ﬁnds x φ′ (x) = h(x) exp − which. we have [f (x) − f1 (x)]′ = a(x)[f (x) − f1 (x)].(17). (17) We consider the following diﬀerential equation where a.2 Variation of parameters method f ′ (x) = a(x)f (x) + h(x). one can try x f1 = φ(x) exp x0 a(u)du . f2 of eq. (16) We consider now the nonhomogeneous equation where h is a given function of x.(16).
i = 1. in terms of the Wronskians Wi (x) = fi (x)f3 (x) − f3 (x)fi′ (x). This equation can be written ′ ′ ′ f3 (x) A1 f2 (x) − A2 f1 (x) = . 2. Proof From eq. 2. after integrating and taking the exponential. where Ci are constants. read Wi′ (x) + a(x)Wi (x) = 0 These equations can be integrated to give Wi (x) = Ai exp − and we conclude that a(x)dx i = 1. ′ which. This shows that f3 is necessarily in the vector space spanned by f1 and f2 . 2. (18) where a.solution: we show now that. to f3 (x) = C1 f1 (x) + C2 f2 (x). f3 (x) A1 f2 (x) − A2 f1 (x) and leads. b are constants. necessarily. ′ ′ ′ ′ A1 f2 (x)f3 (x) − f3 (x)f2 (x) = A2 f1 (x)f3 (x) − f3 (x)f1 (x) . which can be complex. where z is a constant. In order to ﬁnd two independent solutions of this equation. This assumption leads to z 2 + 2az + b = 0. we ﬁnd easily ′′ ′ fi (x)f3 (x) − f3 (x)fi′′ (x) + a(x) fi (x)f3 (x) − f3 fi′ (x) = 0 i = 1.(17). f3 is a linear combination of f1 and f2 . we assume the following xdependence f (x) = exp(zx). which has the following solutions: 36 . Example Consider the following diﬀerential equation f ′′ (x) + 2af ′ (x) + bf (x) = 0.
a2 − b. we assume the form f (x) = x exp(wx). B are complex constants. B are constants.• if a2 > b: where k = √ z± = −a ± k. where f0 = √ A2 + B 2 and tan φ0 = −A/B. which leads to 2(w + a) + (w 2 + 2aw + b)x = 0. • if a2 = b. z+ = z− and the assumption f (x) = exp(zx) gives one solution only. In order to ﬁnd a second linearly independent solutions of the diﬀerential equation (18). z± = −a ± ik. In this case. for which the only solution is w = −a. Finally. The latter expression can also be written f (x) = f0 e−ax cos(kx + φ0 ). where w is a constant. such that necessarily w+a=0 and w 2 + 2aw + b = 0. where C = A + B and D = A − B are constants. the general solution of the diﬀerential equation (18) is f (x) = (A + Bx) exp(−ax). • if a2 < b and the general solution is ˜ ˜ f (x) = exp(−ax)Re A exp(ikx) + B exp(−ikx) = exp(−ax) A cos(kx) + B sin(kx) . B =Im{B − A}. which is exp(−ax). This equation must be valid for any x. where A. The general solution of the diﬀerential equation (18) is then f (x) = exp(−ax) A exp(kx) + B exp(−kx) = exp(−ax) C cosh(kx) + D sinh(kx) . and A =Re{A + B}. ˜ ˜ ˜ ˜ ˜ ˜ where A. 37 .
This can also be written. when f (x) = 0.8. the solution of a homogeneous linear diﬀerential equation of order n is an ndimensional vector space. 8. df = x3 dx. Consider the following equation. and the solution is ﬁnally f (x) = f0 1 − f0 x4 /4 38 . + f f0 4 where f0 = f (0). spanned by n linearly independent speciﬁc solutions. and their values are given by n boundary conditions. f ′ (x) = x3 f 2 (x).4 General properties In general. f2 such that the left hand side has the variable f only and the righthand side has the variable x only. solved by the separation of variables method. The n constants of integration can then be seen as the coordinates of the solutions in the basis of the n linearly independent speciﬁc solutions.5 Separation of variables method We ﬁnally give an example of nonlinear diﬀerential equation. Both sides can then be integrated separately. which leads to − x4 1 1 = .
u2 ) in the plane leads to the vector u′ = (u′1. (19) where k is a constant. any linear transformation of a ndimensional vector u = (u1 . with i. for any constants a. n. A rotation is linear.. where i represents the line and j represents the row. which can be written u′1 u′2 = R11 R12 R21 R22 j=2 u1 u2 . We will now generalize this to linear functions applied to vectors.(19). j = 1. where the multiplication rule is u′i = j=1 Rij uj . the only possibility is l(x) = kx. This can be satisﬁed if R is a 2×2 array with components Rij . More generally. . y.. We have then u′1 = R11 u1 + R12 u2 u′2 = R21 u1 + R22 u2 .9 9. 9.1 Linear algebra Linear function l(ax + by) = al(x) + bl(y). and in order to generalize eq. .2 Matrices We have seen in section 6 that the rotation of angle α of the vector of coordinates u = (u1 .. 2 such that R11 = cos α R12 = sin α R21 = − sin α R22 = cos α. A linear function l of a variable x satisﬁes. u′2 ) with u′1 = u1 cos α + u2 sin α u′2 = −u1 sin α + u2 cos α. If x is a number.. where R represents the rotation... we would like to write it in the form u′ = R · u. b and any variables x. . un ) can be written in the form j=n u′i = j=1 Mij uj 39 for i = 1. by deﬁnition.
as well as compositions of these. scalings. A typical example of such a situation is a projection on a given straight line. y ′ ). the previous set of equations is equivalent to dx′ = by ′ .where Mi. corresponding to the straight line of equation ax + by = x′ . if possible. y). A matrix S is said symmetric if Sij = Sji. other linear transformations can be: projections.j are the components of a matrix M which represents the linear transformation. which is x= dx′ − by ′ ad − bc 40 y= ay ′ − cx′ . . y ′). • if ad − bc = 0. y) and (x′ .. One wishes to ﬁnd (x.3 Determinants x′ = ax + by y ′ = cx + dy Suppose one has the following system of equations (20) which can be written x′ y′ =M x y . there is one solution only to the system (21). ad − bc (21) . In this case. and a matrix A is said antisymmetric if Aij = −Aji . and leads to the following two cases • if ad−bc = 0. y) in terms of (x′ . Besides rotations. 9. such that the two equations of the system (20) are equivalent. and therefore the inverse M−1 of the linear transformation represented by M: x y = M−1 x′ y′ . or equivalently cx + dy = y ′ . The system of equations (20) is equivalent to (ad − bc)x = dx′ − by ′ (ad − bc)y = ay ′ − cx′ . since all the points on a perpendicular straight line are projected on the same point. or ay ′ = cx′ . the matrix M has no inverse. with M= a b c d .. since there is no onetoone relation between (x. There is thus an inﬁnity of solutions (x.
9.Therefore it is essential. in order to ﬁnd a unique solution to the system of equations (20). y). v1 v2 = a1 x + b1 y c1 x + d 1 y . that the determinant ad − bc of M is not zero. w1 w2 = (a1 a2 + c1 b2 )x + (b1 a2 + d1 b2 )y (a1 c2 + c1 d2 )x + (b1 c2 + d1 d2 )y . if and only if det M = 0. v = M1 · u = and therefore w = M2 · v = This can also be written where the product of matrices M = M2 · M1 is deﬁned by Mi. 41 . j = 1. and therefore to ﬁnd an inverse of the matrix M. More generally.4 Composition of linear functions a1 b1 c1 d 1 a2 b2 c2 d 2 Given the two linear functions f1 and f2 . or in other words: a linear function represented by the matrix M has an inverse. a n × n matrix has an inverse if and only if its determinant is not zero.2 2 1 Mik Mkj . represented by the matrices M1 and M2 . 2 such that M= a1 a2 + c1 b2 b1 a2 + d1 b2 a1 c2 + c1 d2 b1 c2 + d1 d2 Remark In general. and thus M2 M1 = M1 M2 . w = M2 · M1 · u. i. the two operations do not commute: f2 (f1 (u)) = f1 (f2 (u)). We have. det M = ad − bc = 0. represented by the matrix M−1 . with u = (x. The expression for the determinant involves sums of products of n elements of the matrix.j = k=1. with M1 = M2 = . we wish to represent the composition of functions w = f2 (v) = f2 (f1 (u)).
. such that det (M2 M1 ) = det M2 × det M1 = det (M1 M2 ) The previous properties are also valid for n × n matrices. In this case. the only solution to this system of equations would be e = 0. But if the initial matrix M has 42 . and the corresponding matrix. .. where 1 is the unit matrix.Determinant of a product The determinant of M = M2 M1 is det M = (a1 a2 + c1 b2 )(b1 c2 + d1 d2 ) − (a1 c2 + c1 d2 )(b1 a2 + d1 b2 ) = (a1 d1 − b1 c1 )(a2 d2 − b2 c2 ). det = . an eigenvector e of M satisﬁes. in this basis. the ﬁrst step is to write the system of equations (22) in the following way: [M − λ1] e = 0. is diagonal. can have at most n linearly independent eigenvectors. these vectors can constitute a basis (e1 . without change of direction. and the determinant of a matrix is also noted a11 · · · a1n a11 · · · a1n . operating on a ndimensional vector space.5 Eigenvectors and eigenvalues Given a matrix M.. ∆= .... the determinant is simply the product of the eigenvalues det ∆ = λ1 λ2 · · · λn where the real number λ is the eigenvalue of M corresponding to e. an1 · · · ann an1 · · · ann 9. en ). If the corresponding matrix M − λ1 had an inverse. .. 0 · · · 0 λn−1 0 0 ··· ··· 0 λn In order to ﬁnd the eigenvalues of a matrix. by deﬁnition. M · e = λe. with the eigenvalues being its diagonal elements: λ1 0 · · · 0 0 0 λ2 0 ··· 0 . with e = 0 (22) In this case. A n × n matrix. Therefore the eﬀect of the matrix M on its eigenvector e is simply a rescaling.
Example For a 2 × 2 matrix. if there are. and the solutions to this equation give the eigenvalues which are expected. satisfy a quadratic equation. Therefore its determinant vanishes: det [M − λ1] = 0. these are not zero. we have a−λ b c d−λ = (a − λ)(d − λ) − bc = 0. and as a consequence M − λ1 has no inverse. 43 . This determinant is polynomial in λ.eigenvectors. such that the eigenvalues λ.
y) to the pair (x. y) ∆y→0 ∆y ∂x ∂x 1 [f (x + ∆x. y + ∆y) − f (x + ∆x. ∆y→0 ∆y lim An important property of partial derivatives concerns their commutativity: ∂2f ∂2f = . where n and a are constants. one can deﬁne the partial derivative of f with respect to x. y) = xn cos(ay). = ∂x∂y lim Example For the function f (x. y + ∆y) − (x. ∂x∂y ∂y∂x Proof From their deﬁnition.10 10. y). y) ∆x→0 ∆x ∂y ∂y ∂2f .1 Functions of several variables Partial diﬀerentiation If f is a function of two variables. y)] = lim lim ∆y→0 ∆x→0 ∆y∆x 1 ∂f ∂f = lim (x + ∆x. . These partial derivatives are denoted ∂f = ∂x ∂f = ∂y f (x + ∆x. y) − (x. y) ∆x→0 ∆x f (x. the partial derivatives satisfy ∂2f = ∂y∂x 1 ∂f ∂f (x. y) − f (x. y) lim . we have ∂f = nxn−1 cos(ay) ∂x ∂f = −axn sin(ay). and the partial derivative of f with respect to y. for a ﬁxed value x. y + ∆y) − f (x. for a ﬁxed value y. y) + f (x. y + ∆y) − f (x. ∂y∂x ∂x∂y Nabla operator One deﬁnes the diﬀerential operator ∇ as the symbolic vector of components ∂ ∂ ∂ ∇= . ∂y and of course ∂2f ∂2f = −anxn−1 sin(ay) = . and associates the value z = f (x. . ∂x ∂y ∂z 44 .
one can deﬁne the partial derivatives with respect to any of these variables. y. y. − . y. coming from the inﬁnitesimal change in x. one can consider the function F (x) = f (x. y. z: ∂φ ∂φ ∂φ . (23) df = ∂x ∂y and can be interpreted as a vector in a two dimensional vector space spanned by dx and dy. and formally use the notations dx and dy for the inﬁnitesimal limits of the increments ∆x and ∆y. y. has the following derivative F ′ (x) = df ∂f dy ∂f = + dx ∂x dx ∂y ∂f ∂f = + y ′ (x) . Remark It is important to distinguish the symbols for partial and total derivatives. These two contributions lead to the diﬀerential ∂f ∂f dx + dy. If f depends on two variables x. coming from the inﬁnitesimal change in y. ∂x ∂y df ∂f = ∂x dx As a consequence. and these partial derivatives will commute among each other. − ∂y ∂z ∂x ∂x ∂x ∂x ∇φ(x. 10. on can deﬁne each variable as a function of the other two (besides 45 . if y is a function of x. y) has two contributions: one proportional to dx. ∂x ∂y ∂z ∂Ex ∂Ey ∂Ez ∇ · E(x.which has to be understood as an operator applied to a scalar quantity φ or a vector E depending on the coordinates x. .3 Implicit functions If the variables x.2 Diﬀerential of a function of several variables We consider here the example of two variables x. z) = 10. z) = 0.(23). if a function depends on N variables. y(x)). in eq. y. with coordinates ∂f /∂x and ∂f /∂y. the inﬁnitesimal change in f (x. where g is a diﬀerentiable function. y. which. Indeed. z) = − . Finally. using the chain rule. z) = + + ∂x ∂y ∂z ∂Ez ∂Ey ∂Ez ∂Ez ∂Ey ∂Ey ∇ × E(x. y. z are related by an equation of the form g(x. and a second. proportional dy.
possible singular points). The product dxdy represents an inﬁnitesimal surface are in the plane (0. x. one can deﬁne the function F (x) as F (x) = c f (x. and the integral is thus the volume between the rectangular area of surface b − ad − c and the surface deﬁned by z = f (x. y. ∂x ∂y ∂z and if we consider the case z= constant. z) = 0. Proof Since g(x. and then the integral of F over an interval [a. where the variable in subscript represents the one kept constant in the diﬀerentiation. y)dy dx = a dx c dy f (x. We can show then that ∂x ∂y = z ∂y ∂x −1 z . we have dz = 0. y). b] b b d b d I1 = a F (x)dx = a c f (x.4 Double integration d If f is a function depending on two variables x. y). 46 . 10. ∂z ∂y ∂z ∂z ∂x = −1 z x y z x y such that the product of these three derivatives is 1. y. y). y)dy. such that ∂x ∂y dx = dy ∂g =− ∂y ∂g = ∂x dy dx −1 dz=0 z dz=0 = ∂y ∂x −1 z Another important property is ∂x ∂y Proof We have ∂x ∂y =− ∂g ∂y ∂g ∂x ∂y ∂z =− ∂g ∂z ∂g ∂y ∂z ∂x =− ∂g ∂x ∂g . we have dg = ∂g ∂g ∂g dx + dy + dz = 0.
y2 (x) are the boundaries of the domain D for a given value of x. For this problem. and the three other faces. 1). and intersects√ previous edges at the distance the √ a/ 2 from the top. and an integral over a domain D is thus J= D f (r. The base is then perpendicular to the vector (1. x2 (y) are the boundaries of the domain D for a given value of y. y)dy dx. The volume is then √ a/ 2 √ a/ 2−y V1 = 0 √ a/ 2 dy 0 a √ −x−y 2 2 = 0 1 dy 2 a √ −y 2 = a3 √ .In the simple case where f is a product f (x. Example Calculate the volume of a pyramid whose base is an equilateral triangle of sides a . y)dxdy In this case. of equal surface area. (Oz) are along the edges which meet orthogonally. or y2 x2 (y) I2 = y1 x1 (y) f (x. (Oy). one can deﬁne a double integral over any area D which is not rectangular by I2 = D f (x. c More generally. the latter integral is just a product of integrals b d b d I1 = a dx c dy φ(x)ψ(y) = a φ(x)dx × ψ(y)dy . 47 . let’s consider the top of the pyramid at the centre of coordinates. Its equation is thus x + y + z = a/ 2. where the values y1 (x). θ)rdrdθ. have edges which meet orthogonally. 12 2 (24) Double integral in polar coordinates The inﬁnitesimal surface area in polar coordinates is dr × rdθ (see ﬁg(9)). y) = φ(x)ψ(y). one can perform the integrals in whichever order: ﬁrst over x and then over y or the opposite: x2 y2 (x) I2 = x1 y1 (x) f (x. where the values x1 (y). 1. such that the axises (Ox). y)dx dy.
centered in the origin. the inﬁnitesimal volume is rdθ × r sin θdφ × dr = r 2 dr sin θdθdφ (see ﬁg. θ. where C is the disc of radius R.10). y)dxdy = C R2 − x2 − y 2dxdy. 3 10. and it can sometimes be useful to use spherical coordinates (r. Using these coordinates. is given by the equation x2 + y 2 + z 2 = R2 . and an integral over 48 . centered on the origin. if the function to integrate is expressed in terms of spherically symmetric quantities. This volume of half the ball is then V2 = C z(x. φ). A change of variables to polar coordinates gives R 2π V2 = 0 rdr 0 R √ dθ R2 − r 2 = 2π 0 √ rdr R2 − r 2 R 0 1 = 2π − (R2 − r 2 )3/2 3 2π 3 = R.rdΘ dr Figure 9: The inﬁnitesimal surface area in polar coordinates is rdrdθ Example Calculate the volume of half a solid ball of radius R.5 Triple integration Triple integration is a straightforward generalization of double integration. A sphere of radius R.
D Example The volume of half a solid ball of radius R. φ). and is R π/2 2π V2 = 0 3 r 2 dr 0 dθ sin θ 0 dφ = R π/2 × [− cos θ]0 × 2π 3 2π 3 R = 3 49 .z dr Θ rd Θ r sinΘ dφ y φ x Figure 10: The inﬁnitesimal volume in spherical coordinates is r 2 dr sin θdθdφ a threedimensional domain is then r 2 dr sin θdθdφ f (r. which was calculated before. θ. is easier to calculate using spherical coordinates.