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Theoretical Physics

Course codes: Phys2325

Course Homepage: http://bohr.physics.hku.hk/~phys2325/

Lecturer: Z.D.Wang,

Office: Rm528, Physics Building

Tel:

2859 1961

E-mail: zwang@hkucc.hku.hk

Student Consultation hours: 2:30-4:30pm Tuesday

Tutor: Miss Liu Jia, Rm525

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**Text Book: Lecture Notes Selected from
**

Mathematical Methods for Physicists

International Edition (4th or 5th or 6th Edition)

by

George B. Arfken and Hans J. Weber

Main Contents:

**Application of complex variables,
**

e.g. Cauchy's integral formula, calculus of residues.

Partial differential equations.

Properties of special functions

(e.g. Gamma functions, Bessel functions, etc.).

Fourier Series.

Assessment:

One 3-hour written examination (80% weighting)

and course assessment (20% weighting)

3

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**1 Functions of A Complex Variables I
**

Functions of a complex variable provide us some powerful and

widely useful tools in in theoretical physics.

• Some important physical quantities are complex variables (the

E E i

wave-function )

• Evaluating definite integrals.

• Obtaining asymptotic solutions of differentials

equations.

• Integral transforms

• Many Physical quantities that were originally real become complex

as simple theory is made more general. The energy

( 1 / the finite life time).

n

4

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0

n

1.1 Complex Algebra

We here go through the complex algebra briefly.

A complex number z = (x,y) = x + iy, Where. i 1

We will see that the ordering of two real numbers (x,y) is significant,

i.e. in general x + iy y + ix

X: the real part, labeled by Re(z); y: the imaginary part, labeled by Im(z)

Three frequently used representations:

(1) Cartesian representation: x+iy

**(2) polar representation, we may write
**

z=r(cos + i sin) or

i

z r e

**r – the modulus or magnitude of z
**

- the argument or phase of z

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**r – the modulus or magnitude of z
**

- the argument or phase of z

r z x y

2

**The relation between Cartesian
**

and polar representation:

2

1/ 2

tan 1 y / x

**The choice of polar representation or Cartesian representation is a
**

matter of convenience. Addition and subtraction of complex variables

are easier in the Cartesian representation. Multiplication, division,

powers, roots are easier to handle in polar form,

z1 z2 ( x1 x2 ) i( y1 y2 )

z1 z2 ( x1 x2 y1 y2 ) i( x1 y2 x2 y2 )

**z1 z 2 r1r2 e i 1 2
**

z / z r / r e i1 2

1

6

2

1

2

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z n r n e in

Using the polar form,

z1 z 2 z1 z 2

arg( z1 z2 ) arg( z1 ) arg( z2 )

**From z, complex functions f(z) may be constructed. They
**

can be written

f(z) = u(x,y) + iv(x,y)

in which v and u are real functions.

For example if f ( z ) z 2 , we have

f z x 2 y 2 i2xy

The relationship between z and f(z) is best pictured as a

mapping operation, we address it in detail later.

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Function: Mapping operation

y

v

Z-plane

x

u

**The function w(x,y)=u(x,y)+iv(x,y) maps points in the xy plane into points
**

in the uv plane.

Since

**ei cos i sin
**

ein (cos i sin ) n

We get a not so obvious formula

**cos n i sin n (cos i sin ) n
**

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**Complex Conjugation: replacing i by –i, which is denoted by (*),
**

*

z x iy

We then have

zz * x 2 y 2 r 2

Hence

z zz

* 12

**Special features: single-valued function of a
**

real variable ---- multi-valued function

Note:

z re i

rei 2n

ln z ln r i

ln z ln r i 2n

**ln z is a multi-valued function. To avoid ambiguity, we usually set n=0
**

and limit the phase to an interval of length of 2. The value of lnz with

n=0 is called the principal value of lnz.

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Another possibility

| sin x |, | cos x | 1 for a real x;

however, possibly | sin z |, | cos z | 1 and even

Question:

**Using the identities :
**

eiz e iz

eiz e iz

cosz

; sinz

2

2i

to show (a) sin( x iy) sinx cosh y i cos x sinh y

cos(x iy) cos x cosh y i sin x sinh y

(b) | sinz |2 sin 2 x sinh 2 y

| cosz |2 cos2 x sinh 2 y

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**1.2 Cauchy – Riemann conditions
**

Having established complex functions, we now proceed to

differentiate them. The derivative of f(z), like that of a real function, is

defined by

lim

z 0

f z z f z

f z df

lim

f z

z 0 z

z

dz

**provided that the limit is independent of the particular approach to the
**

lim f x lim f x f x o

point z. For real variable, we require that x

xo

x xo

Now, with z (or zo) some point in a plane, our requirement that the

limit be independent of the direction of approach is very restrictive.

,

Consider

z x iy

f u iv

f

u iv

z x i y

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**Let us take limit by the two different approaches as in the figure. First,
**

with y = 0, we let x0,

f

v

u

lim

i

z 0 z x 0 x

x

u

v

i

x

x

lim

,

**Assuming the partial derivatives exist. For a second approach, we set
**

x = 0 and then let y 0. This leads to

f

u v

lim

i

z 0 z

y y

**If we have a derivative, the above two results must be identical. So,
**

u

v

u

v

x

y

y

x

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These are the famous Cauchy-Riemann conditions. These CauchyRiemann conditions are necessary for the existence of a derivative, that

is, if f x exists, the C-R conditions must hold.

Conversely, if the C-R conditions are satisfied and the partial

derivatives of u(x,y) and v(x,y) are continuous, f z exists. (see the proof

in the text book).

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Analytic functions

If f(z) is differentiable at z z0 and in some small region around z 0 ,

we say that f(z) is analytic at z z0

Differentiable: Cauthy-Riemann conditions are satisfied

the partial derivatives of u and v are continuous

Analytic function:

Property 1:

2u 2 v 0

**Property 2: established a relation between u and v
**

Example:

**Find the analytic functions w( z ) u ( x, y ) iv( x, y )
**

if (a) u ( x, y ) x 3 3xy 2

(b) v( x, y ) e y sin x

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1.3 Cauchy’s integral Theorem

**We now turn to integration.
**

in close analogy to the integral of a real function

The contour z 0 z 0' is divided into n intervals .Let n

wiith z j z j z j 1 0

for j. Then

n

z0

j 1

z0

f j z j f z dz

n

lim

**provided that thelimit exists and is
**

independent of the details of

choosing the points z j and j ,

where j is a point on the curvebewteen

z j and z j 1.

**The right-hand side of the above equation is called the contour (path)
**

15 integral of f(z)

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**As an alternative, the contour may be defined by
**

z2

x2 y2

c z1

c x1 y1

x2 y2

** f z dz ux, y ivx, y dx idy
**

x2 y2

udx vdy i vdx udy

c x1 y1

c x1 y1

**with the path C specified. This reduces the complex integral to the
**

complex sum of real integrals. It’s somewhat analogous to the case of

the vector integral.

An important example

z n dz

c

where C is a circle of radius r>0 around the origin z=0 in

the direction of counterclockwise.

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**In polar coordinates, we parameterize
**

and

dz ire i d , and have

1

2i

c

z rei

n 1 2

r

z dz

2

n

** expin 1 d
**

0

0

for n -1

{

1

for n - 1

which is independent of r.

Cauchy’s integral theorem

If a function f(z) is analytical (therefore single-valued) [and its partial

derivatives are continuous] through some simply connected region R,

for every closed path C in R,

f z dz 0

c

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**Stokes’s theorem proof
**

Proof: (under relatively restrictive condition: the partial derivative of u, v

are continuous, which are actually not required but usually

satisfied in physical problems)

** f z dz udx vdy i vdx udy
**

c

c

c

**These two line integrals can be converted to surface integrals by
**

Stokes’s theorem

A dl A d s

c

s

A Ax x A y y

Using

We have

and

ds dxdyz

Ax dx Ay dy A d l A d s

c

c

A y A x

dxdy

y

x

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s

For the real part, If we let u = Ax, and v = -Ay, then

v u

udx vdy dxdy

x y

c

v

u

y ]

[since C-R conditions x

=0

For the imaginary part, setting u = Ay and v = Ax, we have

vdx udy u v dxdy 0

x y

f zdz 0

As for a proof without using the continuity condition, see the text book.

The consequence of the theorem is that for analytic functions the line

integral is a function only of its end points, independent of the path of

integration,

z2

z1

z1

z2

f z dz F z 2 F z1 f z dz

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**•Multiply connected regions
**

The original statement of our theorem demanded a simply connected

region. This restriction may easily be relaxed by the creation of a

barrier, a contour line. Consider the multiply connected region of

Fig.1.6 In which f(z) is not defined for the interior R

1.6 Fig.

**Cauchy’s integral theorem is not valid for the contour C, but we can
**

construct a C for which the theorem holds. If line segments DE and

GA arbitrarily close together, then

A

E

G

D

f z dz f z dz

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f z dz

f z dz

C

ABD DE GA EFG

ABDEFGA

f z dz 0

ABD EFG

f z dz f z dz

C1

ABD C1'

C2

EFG C2'

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**1.4 Cauchy’s Integral Formula
**

Cauchy’s integral formula: If f(z) is analytic on and within a closed

contour C then

f z dz

2if z 0

z z0

C

**in which z0 is some point in the interior region bounded by C. Note that
**

here z-z0 0 and the integral is well defined.

Although f(z) is assumed analytic, the integrand (f(z)/z-z0) is not

analytic at z=z0 unless f(z0)=0. If the contour is deformed as in Fig.1.8

Cauchy’s integral theorem applies.

So we have

C

f z dz

z z0

C2

f z

dz 0

z z0

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i

**Let z z 0 re , here r is small and will eventually be made to
**

approach zero

C2

f z dz

dz

z z0

(r0)

C2

f z 0 re i

re i

rie d

i

if z 0 d 2if z 0

C2

**Here is a remarkable result. The value of an analytic function is given at
**

an interior point at z=z0 once the values on the boundary C are

specified.

What happens if z0 is exterior to C?

In this case the entire integral is analytic on and within C, so the

integral vanishes.

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1

2i

C

f z dz f z 0 ,

z z0

0,

z 0 interior

z 0 exterior

Derivatives

Cauchy’s integral formula may be used to obtain an expression for

the derivation of f(z)

d 1

f z0

dz0 2 i

1

2i

f z dz

z z0

d

f z dz

dz 0

1

1

z z 0 2i

Moreover, for the n-th order of derivative

n!

n

f z 0

2i

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f z dz

z z0 n1

f z dz

z z 0 2

**We now see that, the requirement that f(z) be analytic not only
**

guarantees a first derivative but derivatives of all orders as well! The

derivatives of f(z) are automatically analytic. Here, it is worth to

indicate that the converse of Cauchy’s integral theorem holds as well

Morera’s theorem:

If a function f(z) is continuous in a simply connectedregion R

and f ( z )dz 0 for every closed C within R, then f(z) is

C

**analytic throught R (see the text book).
**

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Examples

1. If f ( z ) a n z n is analytic on and within

n0

**a circle about the origin, find an .
**

f j z j! a j

a n z n j

n j 1

f j 0 j! a j

f n 0

1

an

n!

2i

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f z dz

z n1

**2.In the above case, f z M on a circle of radius r about the origin,
**

then an r n M (Cauchy’s inequality)

Proof:

an

where

1

2

z r

f z dz

z n 1

M r

2r

2r n 1

M

rn

M r Max z r f r

**3. Liouville’s theorem: If f(z) is analytic and bounded in the complex
**

plane, it is a constant.

Proof: For any z0, construct a circle of radius R around z0,

1

f z dz

M 2R

f z 0

2i

2 R 2

z z 0 2

R

M

R

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Since R is arbitrary, let R , we have

f z 0, i.e, f (z) const.

Conversely, the slightest deviation of an analytic function from a

constant value implies that there must be at least one singularity

somewhere in the infinite complex plane. Apart from the trivial constant

functions, then, singularities are a fact of life, and we must learn to live

with them, and to use them further.

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1.5 Laurent Expansion

Taylor Expansion

n

f

z

a

z

z

n

0

Suppose we are trying to expand f(z) about z=z0, i.e.,

n 0

and we have z=z1 as the nearest point for which f(z) is not analytic. We

construct a circle C centered at z=z0 with radius z z0 z1 z0

**From the Cauchy integral formula,
**

f z

1 f z dz

1

f z dz

2i C z z

2i C z z 0 z z 0

1

f z dz

2i C z z 0 1 z z 0 z z 0

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**Here z is a point on C and z is any point interior to C. For |t| <1, we
**

note the identity

1

1 t t2

1 t

tn

n 0

**So we may write
**

1

f z

2i

1

2i

z z 0 n f z dz

z 0 n1

z

n

0

C

z z 0 n

z 0 n 1

z

C

n 0

z z 0

f z dz

n

f n z 0

n!

n 0

which is our

desired Taylor expansion, just as for real variable power

series, this expansion is unique for a given z0.

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**Schwarz reflection principle
**

n

g

z

z

x

From the binomial expansion of

for integer n (as an

0

assignment), it is easy to see, for real x0

g z z x 0

*

z

n *

*

n

x0

g z*

**Schwarz reflection principle:
**

If a function f(z) is (1) analytic over some region including the real axis

and (2) real when z is real, then

f * z f z *

**We expand f(z) about some point (nonsingular) point x0 on the real axis
**

because f(z)

is analytic at

n z=x0.

f z

z x 0 n

x0

f

n!

n 0

**Since f(z) isreal when z is real,
**

n the n-th derivate must be real.

f

*

z z *

x0

n 0

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n

f

x0

n!

f z*

Laurent Series

We frequently encounter functions that are analytic in

annular region

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**Drawing an imaginary contour line to convert our region into a simply
**

connected region, we apply Cauchy’s integral formula for C2 and C1,

with radii r2 and r1, and obtain

1

f z

2i

C2

C1

f z dz

z z

z z 0 z z 0

We let r2 r and r1 R, so for C1,

while for C2, z z 0

We expand

two denominators as we did before

1

f z dz

f z dz

f z

2i z z 0 1 z z 0 z z 0

z z 0 1 z z 0 z z 0

C2

C1

1

z z 0 n

2i n0

f z

f z dz

z z0 n1

C1

a n z z 0 n (Laurent Series)

n

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1

1

2i n0 z z 0 n1

n

z z 0

C2

f z dz

z z.0

where

an

1

2i

f z dz

z z 0 n1

C

**Here C may be any contour with the annular region r < |zz0| < R encircling z0 once in a counterclockwise sense.
**

Laurent Series need not to come from evaluation of contour

integrals. Other techniques such as ordinary series

expansion may provide the coefficients.

Numerous examples of Laurent series appear in the next

chapter.

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Example:

(1) Find Taylor expansion ln(1+z) at point z

(2) find Laurent series of the function

1

an

2i

z n1

1

dz

1

z z 1 2i

ln(1 z ) ( 1)

n 1

f z zz 1

1

m

z

m 0

dz

z n2

**If we employ the polar form
**

1

rie i d

an

2i m 0 r n 2 m e i n 2 m

1

2i

n 2 m,1

2i

m 0

1

an

0

The Laurent expansion becomes

for n -1

for n - 1

1

1

1 z z2 z3 zn

z z 1

z

n 1

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n 1

zn

n

Analytic continuation

f z 1 1 z

For example

**which has a simple pole at z = -1 and is analytic
**

elsewhere. For |z| < 1, the geometric series expansion f1,

while expanding it about z=i leads to f2,

1

f ( z)

;

1 z

f1 ( z ) ;

n

n 0

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1 z i

f2

1 i n 0 z i

n

1

1 z z2

1 z

n

z

n 0

**Suppose we expand it about z = i, so that
**

f z

1

1

1 i z i 1 i 1 z i 1 i

2

1

zi

z i

1

converges

1 ifor

1 i

1 i 2 (Fig.1.10)

z i 1 i 2

**The above three equations are different representations of the same
**

function. Each representation has its own domain of convergence.

A beautiful theory:

If two analytic functions coincide in any region, such as the overlap of s1 and s2,

of coincide on any line segment, they are the same function in the sense that they

37 will coincide everywhere as long as they are well-defined.

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